# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-010961
**Filing Date:** 2025-9
**Character Count:** 2381778
**Document Hash:** 80082d8c77b9feec14509916e093e8d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-010961.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001410368-25-010961

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251342070

**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

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

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

## Nport-Ex

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**PORTFOLIO HOLDINGS REPORT**

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

**Table of Contents** 

---

| |
|:---|
| **[Definitions of Abbreviations and Footnotes](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_AF-TOCHeader-688_1)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-686_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Small Cap Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-690_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Value Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-694_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Core Equity 2 Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-693_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [U.S. Large Cap Equity Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-714_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Commodity Strategy Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-747_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA One-Year Fixed Income Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-725_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Two-Year Global Fixed Income Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-732_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Selectively Hedged Global Fixed Income Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-727_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Short-Term Government Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-726_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Five-Year Global Fixed Income Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-733_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA World ex U.S. Government Fixed Income Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-728_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Intermediate Government Fixed Income Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-719_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Short-Term Extended Quality Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-722_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Intermediate-Term Extended Quality Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-723_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Targeted Credit Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-739_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Investment Grade Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-724_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Inflation-Protected Securities Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-720_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Short-Term Municipal Bond Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-734_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Intermediate-Term Municipal Bond Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-731_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Selective State Municipal Bond Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-1512_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Short-Term Selective State Municipal Bond Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-1754_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA California Short-Term Municipal Bond Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-730_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA California Intermediate-Term Municipal Bond Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-729_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA NY Municipal Bond Portfolio](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-738_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional Retirement Income Fund](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_SOI-TOC-ScheduleofInvestments-774_1) |
| [Notes to Financial Statements](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Organization](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Security Valuation](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Instruments](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_NTF-NotestoFinancialStatements_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Federal Tax Cost](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_NTF-NotestoFinancialStatements_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Other](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_NTF-NotestoFinancialStatements_9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Subsequent Event Evaluations](#xx_e0568dae-71b5-40be-88e9-1bbb84b7774d_NTF-NotestoFinancialStatements_9) |

---

------

**Table of Contents** 

**CONTINUED**

THE DFA INVESTMENT TRUST COMPANY

SCHEDULES OF INVESTMENTS

The U.S. Large Cap Value Series

The DFA International Value Series

The Japanese Small Company Series

The Asia Pacific Small Company Series

The United Kingdom Small Company Series

The Continental Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

DIMENSIONAL EMERGING MARKETS VALUE FUND

SCHEDULE OF INVESTMENTS

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| AMBAC | American Municipal Bond Assurance Corporation |
| BAM | Build America Mutual |
| EURIBOR | Euro Interbank Offered Rate |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| GO | General Obligation |
| PSF-GTD | Public School Fund Guarantee |
| Q-SBLF | School Bond Qualification and Loan Program |
| RB | Revenue Bond |
| REIT | Real Estate Investment Trust |
| RN | Revenue Note |
| SCH BD GTY | School Bond Guaranty |
| SD CRED PROG | School District Credit Program |
| SOFR | Secured Overnight Financing Rate  |
| ST AID WITHHLDG | State Aid Withholding |
| ST INTERCEPT | State Intercept |
| 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 Security Valuation Note within the Notes to Schedules of Investments. |
| ^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
| » | &nbsp;&nbsp; Securities have generally been fair valued. See Security Valuation Note within the <br> Notes to Schedules of Investments.<br>|
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| †† | Security valued using significant unobservable inputs (Level 3). |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| Ɏ | Represents 7 Day subsidized yield as of 7/31/25. |

---

------

**CONTINUED**

---

| | |
|:---|:---|
| ^ | Denominated in USD, unless otherwise noted. |
| (r) | The adjustable rate shown is effective as of July 31, 2025. |
| ∞ | Rates reflect the effective yields at purchase date. |
| Δ | Zero Coupon Security. |
| ¤ | &nbsp;&nbsp; Pre-refunded bonds are collateralized by U.S. Government or other eligible securities <br> that are held in escrow and used to pay principal and interest and retire the bonds at <br> the earliest refunding date (payment date) and/or whose interest rates vary with <br> changes in a designated base rate (such as the prime interest rate).<br>|

---

------

**Emerging Markets Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Emerging Markets Series | $5636952475 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $5636952475 |

---

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

------

**Emerging Markets Small Cap Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Emerging Markets Small Cap Series | $3735650021 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $3735650021 |

---

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

------

**Emerging Markets Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Dimensional Emerging Markets Value Fund | $11959797633 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $11959797633 |

---

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

------

**Emerging Markets Core Equity 2 Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (97.7%) | COMMON STOCKS — (97.7%) | COMMON STOCKS — (97.7%) | COMMON STOCKS — (97.7%) |
| BRAZIL — (2.7%) | BRAZIL — (2.7%) | BRAZIL — (2.7%) | BRAZIL — (2.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianca Saude e <br> Participacoes SA<br>| 18481 | &nbsp;&nbsp; $16172 |
|  | Allied Tecnologia SA | 137186 | &nbsp;&nbsp; 169291 |
|  | Allos SA | 1706264 | &nbsp;&nbsp; 6493466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allpark <br> Empreendimentos <br> Participacoes e <br> Servicos SA<br>| 71405 | &nbsp;&nbsp; 38511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alupar Investimento <br> SA<br>| 936528 | &nbsp;&nbsp; 4933892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ambev SA (ABEV <br> US), ADR<br>| 3022063 | &nbsp;&nbsp; 6588097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ambipar Participacoes <br> e Empreendimentos <br> SA<br>| 18840 | &nbsp;&nbsp; 440286 |
|  | Anima Holding SA | 1802879 | &nbsp;&nbsp; 1171966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Armac Locacao <br> Logistica E Servicos <br> SA<br>| 137000 | &nbsp;&nbsp; 86611 |
|  | Auren Energia SA | 1144317 | &nbsp;&nbsp; 1894405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Automob <br> Participacoes SA<br>| 41380 | &nbsp;&nbsp; 82028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; B3 SA - Brasil Bolsa <br> Balcao<br>| 5894621 | &nbsp;&nbsp; 13242909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA <br> (BBDC3 BZ)<br>| 1944390 | &nbsp;&nbsp; 4653021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco BTG Pactual <br> SA<br>| 841892 | &nbsp;&nbsp; 5883193 |
|  | Banco do Brasil SA | 4126307 | &nbsp;&nbsp; 14516926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Brasil SA<br>| 665927 | &nbsp;&nbsp; 3143190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BB Seguridade <br> Participacoes SA<br>| 1578154 | &nbsp;&nbsp; 9497869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bemobi Mobile Tech <br> SA<br>| 255078 | &nbsp;&nbsp; 928832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blau Farmaceutica <br> SA<br>| 138447 | &nbsp;&nbsp; 305350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boa Safra Sementes <br> SA<br>| 64117 | &nbsp;&nbsp; 118626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BR Advisory Partners <br> Participacoes SA<br>| 4200 | &nbsp;&nbsp; 11663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BrasilAgro - Co. <br> Brasileira de <br> Propriedades <br> Agricolas<br>| 402218 | &nbsp;&nbsp; 1477552 |
| \* | Brava Energia | 620267 | &nbsp;&nbsp; 2186617 |
|  | BRF SA | 5512534 | &nbsp;&nbsp; 19738427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 590737 | &nbsp;&nbsp; 277458 |
|  | C&A Modas SA | 1224348 | &nbsp;&nbsp; 3601184 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caixa Seguridade <br> Participacoes SA<br>| 269531 | &nbsp;&nbsp; $663292 |
|  | Camil Alimentos SA | 756666 | &nbsp;&nbsp; 613489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA<br>| 1568008 | &nbsp;&nbsp; 10587705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Aluminio<br>| 805427 | &nbsp;&nbsp; 673161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de <br> Distribuicao<br>| 2024695 | &nbsp;&nbsp; 1272768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> Basico do Estado <br> de Sao Paulo <br> SABESP (SBSP3 <br> BZ)<br>| 806780 | &nbsp;&nbsp; 15605244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento <br> de Minas Gerais <br> Copasa MG<br>| 1305425 | &nbsp;&nbsp; 6028751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 1369458 | &nbsp;&nbsp; 8339691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana (SAPR3 <br> BZ)<br>| 873328 | &nbsp;&nbsp; 1190005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais (CIG <br> US), Sponsored <br> ADR<br>| 308388 | &nbsp;&nbsp; 558182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 1257688 | &nbsp;&nbsp; 3306188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel<br>| 1753488 | &nbsp;&nbsp; 3457154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 3113810 | &nbsp;&nbsp; 4459779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cia Siderurgica <br> Nacional SA (SID <br> US), Sponsored <br> ADR<br>| 2722363 | &nbsp;&nbsp; 3947426 |
|  | Cogna Educacao SA | 12202397 | &nbsp;&nbsp; 6014522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Construtora Tenda <br> SA<br>| 46000 | &nbsp;&nbsp; 174978 |
| \* | Cosan SA | 1226502 | &nbsp;&nbsp; 1298882 |
|  | CPFL Energia SA | 474446 | &nbsp;&nbsp; 3212088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cruzeiro do Sul <br> Educacional SA<br>| 916175 | &nbsp;&nbsp; 829532 |
|  | CSU Digital SA | 215633 | &nbsp;&nbsp; 681224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cury Construtora e <br> Incorporadora SA<br>| 768620 | &nbsp;&nbsp; 4041070 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 1834683 | &nbsp;&nbsp; $8033936 |
| Ω | Desktop SA | 383970 | &nbsp;&nbsp; 563658 |
|  | Dexco SA | 3088908 | &nbsp;&nbsp; 3116738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Diagnosticos da <br> America SA<br>| 167757 | &nbsp;&nbsp; 37149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dimed SA <br> Distribuidora da <br> Medicamentos<br>| 551444 | &nbsp;&nbsp; 896169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Direcional Engenharia <br> SA<br>| 532359 | &nbsp;&nbsp; 3706847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 1353225 | &nbsp;&nbsp; 1628834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (EMBR3 <br> BZ)<br>| 656049 | &nbsp;&nbsp; 9450208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Embraer SA (ERJ <br> US), Sponsored <br> ADR<br>| 905779 | &nbsp;&nbsp; 52154755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empreendimentos <br> Pague Menos SA<br>| 1458724 | &nbsp;&nbsp; 1023794 |
|  | Energisa SA | 1102659 | &nbsp;&nbsp; 8991331 |
| \* | Eneva SA | 2358433 | &nbsp;&nbsp; 5664906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Brasil Energia <br> SA<br>| 575061 | &nbsp;&nbsp; 4100720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equatorial Energia <br> SA<br>| 2747240 | &nbsp;&nbsp; 16715355 |
|  | Eternit SA | 362800 | &nbsp;&nbsp; 242318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Even Construtora e <br> Incorporadora SA<br>| 826719 | &nbsp;&nbsp; 1026100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 720082 | &nbsp;&nbsp; 1765628 |
|  | Fleury SA | 1462612 | &nbsp;&nbsp; 3748246 |
|  | Fras-Le SA | 256727 | &nbsp;&nbsp; 1082466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, <br> Sponsored ADR<br>| 2486838 | &nbsp;&nbsp; 7361042 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; GPS Participacoes e <br> Empreendimentos <br> SA<br>| 1048098 | &nbsp;&nbsp; 2650404 |
|  | Grendene SA | 1173740 | &nbsp;&nbsp; 1056451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Casas Bahia <br> SA<br>| 449813 | &nbsp;&nbsp; 249023 |
|  | Grupo Mateus SA | 2180031 | &nbsp;&nbsp; 2853734 |
|  | Grupo SBF SA | 815748 | &nbsp;&nbsp; 1601034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guararapes <br> Confeccoes SA<br>| 666928 | &nbsp;&nbsp; 920673 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hapvida Participacoes <br> e Investimentos SA<br>| 930524 | &nbsp;&nbsp; 5495518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hidrovias do Brasil <br> SA<br>| 1068772 | &nbsp;&nbsp; 675671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hospital Mater Dei <br> SA<br>| 15000 | &nbsp;&nbsp; 11546 |
|  | Hypera SA | 1269090 | &nbsp;&nbsp; 5826951 |
|  | Iochpe Maxion SA | 898657 | &nbsp;&nbsp; 2339906 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Irani Papel e <br> Embalagem SA<br>| 585746 | &nbsp;&nbsp; $780360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRB-Brasil Resseguros <br> SA<br>| 545509 | &nbsp;&nbsp; 4432614 |
|  | Jalles Machado SA | 902487 | &nbsp;&nbsp; 547983 |
| \* | JBS NV, BDR | 1361635 | &nbsp;&nbsp; 18697237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JHSF Participacoes <br> SA<br>| 2757567 | &nbsp;&nbsp; 2536181 |
|  | JSL SA | 419265 | &nbsp;&nbsp; 391595 |
|  | Kepler Weber SA | 902276 | &nbsp;&nbsp; 1131158 |
|  | Klabin SA | 5155277 | &nbsp;&nbsp; 17124260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 363254 | &nbsp;&nbsp; 795979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Localiza Rent a Car <br> SA<br>| 717701 | &nbsp;&nbsp; 4438568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOG Commercial <br> Properties e <br> Participacoes SA<br>| 212777 | &nbsp;&nbsp; 799117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Log-in Logistica <br> Intermodal SA<br>| 246000 | &nbsp;&nbsp; 1120708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lojas Quero-Quero <br> SA<br>| 1607808 | &nbsp;&nbsp; 694859 |
|  | Lojas Renner SA | 5960772 | &nbsp;&nbsp; 17319563 |
| Ω | LWSA SA | 2355731 | &nbsp;&nbsp; 1590246 |
|  | M Dias Branco SA | 337520 | &nbsp;&nbsp; 1465316 |
|  | Magazine Luiza SA | 1459346 | &nbsp;&nbsp; 1839966 |
|  | Mahle Metal Leve SA | 75800 | &nbsp;&nbsp; 387017 |
|  | Marcopolo SA | 914768 | &nbsp;&nbsp; 1086374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marfrig Global Foods <br> SA<br>| 1321685 | &nbsp;&nbsp; 5027527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 334106 | &nbsp;&nbsp; 196303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mills Locacao <br> Servicos e Logistica <br> SA<br>| 1248913 | &nbsp;&nbsp; 2509179 |
| \* | Minerva SA | 298325 | &nbsp;&nbsp; 263186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motiva Infraestrutura <br> de Mobilidade SA<br>| 3387542 | &nbsp;&nbsp; 7447142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moura Dubeux <br> Engenharia SA<br>| 371393 | &nbsp;&nbsp; 1499620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Movida Participacoes <br> SA<br>| 1595698 | &nbsp;&nbsp; 1766808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MRV Engenharia e <br> Participacoes SA<br>| 2764349 | &nbsp;&nbsp; 2937357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 607925 | &nbsp;&nbsp; 2746739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Natura Cosmeticos <br> SA<br>| 2539725 | &nbsp;&nbsp; 4095636 |
|  | Neoenergia SA | 522028 | &nbsp;&nbsp; 2284988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oceanpact Servicos <br> Maritimos SA<br>| 227784 | &nbsp;&nbsp; 247735 |
|  | Odontoprev SA | 1559568 | &nbsp;&nbsp; 3344985 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 363909 | &nbsp;&nbsp; $354190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orizon Valorizacao de <br> Residuos SA<br>| 187973 | &nbsp;&nbsp; 1610320 |
| \* | PBG SA | 226391 | &nbsp;&nbsp; 163742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pet Center Comercio <br> e Participacoes SA<br>| 850269 | &nbsp;&nbsp; 601310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA <br> - Petrobras<br>| 16003488 | &nbsp;&nbsp; 102287655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA <br> - Petrobras (PBR <br> US), Sponsored <br> ADR<br>| 297124 | &nbsp;&nbsp; 3785360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA <br> - Petrobras (PBRA <br> US), Sponsored <br> ADR<br>| 279581 | &nbsp;&nbsp; 3248731 |
|  | Petroreconcavo SA | 1271651 | &nbsp;&nbsp; 3047666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 285500 | &nbsp;&nbsp; 662821 |
|  | Porto Seguro SA | 1165320 | &nbsp;&nbsp; 10798806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Positivo Tecnologia <br> SA<br>| 557405 | &nbsp;&nbsp; 395192 |
| \* | PRIO SA | 3045920 | &nbsp;&nbsp; 22949588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Profarma Distribuidora <br> de Produtos <br> Farmaceuticos SA<br>| 29400 | &nbsp;&nbsp; 38906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 1015061 | &nbsp;&nbsp; 295479 |
|  | Raia Drogasil SA | 3977882 | &nbsp;&nbsp; 9568996 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Rede D'Or Sao Luiz <br> SA<br>| 244197 | &nbsp;&nbsp; 1417328 |
|  | Romi SA | 403022 | &nbsp;&nbsp; 574353 |
|  | Rumo SA | 734564 | &nbsp;&nbsp; 2169762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santos Brasil <br> Participacoes SA<br>| 2688054 | &nbsp;&nbsp; 6696673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sao Carlos <br> Empreendimentos e <br> Participacoes SA<br>| 33200 | &nbsp;&nbsp; 109687 |
|  | Sao Martinho SA | 1342496 | &nbsp;&nbsp; 4157277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI US), <br> ADR<br>| 112571 | &nbsp;&nbsp; 945596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 6136866 | &nbsp;&nbsp; 10312955 |
| Ω | Ser Educacional SA | 456607 | &nbsp;&nbsp; 645009 |
| \* | Serena Energia SA | 690768 | &nbsp;&nbsp; 1461831 |
|  | Simpar SA | 2003944 | &nbsp;&nbsp; 1535288 |
|  | SLC Agricola SA | 1162573 | &nbsp;&nbsp; 3805658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 1067182 | &nbsp;&nbsp; 3948891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Suzano SA (SUZ US), <br> Sponsored ADR<br>| 59174 | &nbsp;&nbsp; 548544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzano SA (SUZB3 <br> BZ)<br>| 2400104 | &nbsp;&nbsp; $22352765 |
|  | SYN prop e tech SA | 253734 | &nbsp;&nbsp; 308130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tegma Gestao <br> Logistica SA<br>| 247709 | &nbsp;&nbsp; 1612007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIV US), ADR<br>| 78887 | &nbsp;&nbsp; 885112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 1052320 | &nbsp;&nbsp; 5916017 |
|  | TIM SA | 2984500 | &nbsp;&nbsp; 11038208 |
|  | TOTVS SA | 695360 | &nbsp;&nbsp; 5415551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 1334922 | &nbsp;&nbsp; 7952960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tres Tentos <br> Agroindustrial SA<br>| 377234 | &nbsp;&nbsp; 918234 |
|  | Trisul SA | 493079 | &nbsp;&nbsp; 546833 |
|  | Tupy SA | 535522 | &nbsp;&nbsp; 1540706 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGP US), <br> Sponsored ADR<br>| 12552 | &nbsp;&nbsp; 38409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 2700243 | &nbsp;&nbsp; 8279803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unifique <br> Telecomunicacoes <br> SA<br>| 1011374 | &nbsp;&nbsp; 677314 |
|  | Unipar Carbocloro SA | 51152 | &nbsp;&nbsp; 456751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 625852 | &nbsp;&nbsp; 515252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vale SA (VALE US), <br> Sponsored ADR<br>| 1040592 | &nbsp;&nbsp; 9916842 |
|  | Vale SA (VALE3 BZ) | 8041867 | &nbsp;&nbsp; 76777281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 500137 | &nbsp;&nbsp; 1966768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 1403024 | &nbsp;&nbsp; 962151 |
|  | Vibra Energia SA | 5178016 | &nbsp;&nbsp; 19613312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vittia Fertilizantes E <br> Biologicos SA<br>| 27695 | &nbsp;&nbsp; 24186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vivara Participacoes <br> SA<br>| 418100 | &nbsp;&nbsp; 1898028 |
|  | Vulcabras SA | 617334 | &nbsp;&nbsp; 2074850 |
|  | WEG SA | 1828249 | &nbsp;&nbsp; 12116388 |
|  | Wilson Sons SA | 612227 | &nbsp;&nbsp; 1935230 |
|  | Wiz Co. | 348603 | &nbsp;&nbsp; 468162 |
|  | XP, Inc., BDR | 22450 | &nbsp;&nbsp; 363320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YDUQS Participacoes <br> SA<br>| 1721145 | &nbsp;&nbsp; 3977394 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | Zamp SA | 1471444 | &nbsp;&nbsp; $917099 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp; 844592767 |
| CHILE — (0.4%) | CHILE — (0.4%) | CHILE — (0.4%) | CHILE — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aguas Andinas SA, <br> Class A<br>| 10576394 | &nbsp;&nbsp; 3480844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile (BCH <br> US), ADR<br>| 320986 | &nbsp;&nbsp; 8769341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Chile <br> (CHILE CI)<br>| 8969120 | &nbsp;&nbsp; 1235524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco de Credito e <br> Inversiones SA<br>| 160011 | &nbsp;&nbsp; 6350361 |
|  | Banco Itau Chile SA | 1105 | &nbsp;&nbsp; 14601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander <br> Chile (BSAC US), <br> ADR<br>| 286880 | &nbsp;&nbsp; 6601108 |
|  | Besalco SA | 2741825 | &nbsp;&nbsp; 2311612 |
|  | Bicecorp SA | 4605128 | &nbsp;&nbsp; 1265380 |
|  | Camanchaca SA | 49415 | &nbsp;&nbsp; 2608 |
| \* | CAP SA | 493298 | &nbsp;&nbsp; 2348289 |
|  | Cencosud SA | 2878545 | &nbsp;&nbsp; 8671653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cencosud Shopping <br> SA<br>| 520429 | &nbsp;&nbsp; 1016662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Cervecerias <br> Unidas SA (CCU <br> CI)<br>| 148539 | &nbsp;&nbsp; 878488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cia Cervecerias <br> Unidas SA (CCU <br> US), Sponsored <br> ADR<br>| 75722 | &nbsp;&nbsp; 888219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Sud Americana de <br> Vapores SA<br>| 41954612 | &nbsp;&nbsp; 2120140 |
|  | Colbun SA | 23505751 | &nbsp;&nbsp; 3479667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cristalerias de Chile <br> SA<br>| 59157 | &nbsp;&nbsp; 167905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embotelladora Andina <br> SA, ADR, Class B<br>| 87477 | &nbsp;&nbsp; 2004973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 1319667 | &nbsp;&nbsp; 4336159 |
|  | Empresas CMPC SA | 3064114 | &nbsp;&nbsp; 4316368 |
|  | Empresas Copec SA | 744239 | &nbsp;&nbsp; 4927108 |
| \* | Empresas Hites SA | 1338816 | &nbsp;&nbsp; 136262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Americas SA <br> (ENELAM CI)<br>| 33675688 | &nbsp;&nbsp; 3358532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Chile SA <br> (ENELCHIL CI)<br>| 45932753 | &nbsp;&nbsp; 2942197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enel Chile SA (ENIC <br> US), ADR<br>| 24772 | &nbsp;&nbsp; 78775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Engie Energia Chile <br> SA<br>| 2079222 | &nbsp;&nbsp; 2541815 |
|  | Falabella SA | 443058 | &nbsp;&nbsp; 2209345 |
|  | Forus SA | 455509 | &nbsp;&nbsp; 967303 |
|  | Grupo Security SA | 103018 | &nbsp;&nbsp; 28352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Instituto de <br> Diagnostico SA<br>| 4784 | &nbsp;&nbsp; 11689 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones Aguas <br> Metropolitanas SA<br>| 3041857 | &nbsp;&nbsp; $2595779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inversiones La <br> Construccion SA<br>| 231285 | &nbsp;&nbsp; 2560612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group <br> SA<br>| 34221452 | &nbsp;&nbsp; 748389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group <br> SA, ADR<br>| 965 | &nbsp;&nbsp; 41871 |
| \* | Masisa SA | 3525317 | &nbsp;&nbsp; 48316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Molibdenos y Metales <br> SA<br>| 84693 | &nbsp;&nbsp; 372259 |
| \* | Multiexport Foods SA | 3567240 | &nbsp;&nbsp; 890847 |
|  | Parque Arauco SA | 3253288 | &nbsp;&nbsp; 6636292 |
|  | PAZ Corp. SA | 1378694 | &nbsp;&nbsp; 773640 |
|  | Plaza SA | 830280 | &nbsp;&nbsp; 1754104 |
|  | Ripley Corp. SA | 6301473 | &nbsp;&nbsp; 2669320 |
|  | Salfacorp SA | 3526415 | &nbsp;&nbsp; 2599644 |
|  | Sigdo Koppers SA | 1861026 | &nbsp;&nbsp; 2455511 |
|  | SMU SA | 14805297 | &nbsp;&nbsp; 2342702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Matriz <br> SAAM SA<br>| 25942048 | &nbsp;&nbsp; 3147368 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 233523 | &nbsp;&nbsp; 8581970 |
| \* | Socovesa SA | 1574885 | &nbsp;&nbsp; 111727 |
|  | SONDA SA | 3883000 | &nbsp;&nbsp; 1293442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vina Concha y Toro <br> SA<br>| 2992642 | &nbsp;&nbsp; 3199688 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp; 120284761 |
| CHINA — (26.8%) | CHINA — (26.8%) | CHINA — (26.8%) | CHINA — (26.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 263 Network <br> Communications <br> Co. Ltd., Class A<br>| 250700 | &nbsp;&nbsp; 208800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 360 Security <br> Technology, Inc., <br> Class A<br>| 284634 | &nbsp;&nbsp; 446213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 361 Degrees <br> International Ltd.<br>| 7709000 | &nbsp;&nbsp; 6100845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 37 Interactive <br> Entertainment <br> Network Technology <br> Group Co. Ltd., <br> Class A<br>| 467734 | &nbsp;&nbsp; 1076777 |
| #Ω | 3SBio, Inc. | 13806500 | &nbsp;&nbsp; 55815177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; 5I5J Holding Group <br> Co. Ltd., Class A<br>| 1991800 | &nbsp;&nbsp; 823666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAC Technologies <br> Holdings, Inc.<br>| 5947000 | &nbsp;&nbsp; 30069065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABA Chemicals Corp., <br> Class A<br>| 55100 | &nbsp;&nbsp; 67282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelink Technologies <br> Co. Ltd., Class A<br>| 43135 | &nbsp;&nbsp; 310043 |
| \* | ADAMA Ltd., Class A | 264600 | &nbsp;&nbsp; 261814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Addsino Co. Ltd., <br> Class A<br>| 335800 | &nbsp;&nbsp; 379602 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Fiber <br> Resources Zhuhai <br> Ltd., Class A<br>| 8200 | &nbsp;&nbsp; $62781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Micro-Fabrication <br> Equipment, Inc. <br> China, Class A<br>| 4480 | &nbsp;&nbsp; 122771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Technology <br> & Materials Co. <br> Ltd., Class A<br>| 528400 | &nbsp;&nbsp; 974957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aero Science & <br> Technology Co. <br> Ltd., Class A<br>| 170400 | &nbsp;&nbsp; 744037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aero-Engine <br> Control Co. Ltd., <br> Class A<br>| 366687 | &nbsp;&nbsp; 1073895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AECC Aviation Power <br> Co. Ltd., Class A<br>| 103572 | &nbsp;&nbsp; 609535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Hi-Tech <br> Holdings Group <br> Ltd., Class A<br>| 397211 | &nbsp;&nbsp; 725014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Intelligent <br> Manufacturing <br> Technology Co. <br> Ltd., Class A<br>| 289500 | &nbsp;&nbsp; 696419 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Agile Group Holdings <br> Ltd.<br>| 11990465 | &nbsp;&nbsp; 723807 |
| \* | Agora, Inc., ADR | 123472 | &nbsp;&nbsp; 475367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agricultural Bank of <br> China Ltd., Class H<br>| 65020460 | &nbsp;&nbsp; 42595947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aier Eye Hospital <br> Group Co. Ltd., <br> Class A<br>| 1153434 | &nbsp;&nbsp; 2054399 |
| \* | AIM Vaccine Co. Ltd. | 99400 | &nbsp;&nbsp; 58587 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; AInnovation <br> Technology Group <br> Co. Ltd.<br>| 604900 | &nbsp;&nbsp; 471655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Air China Ltd., <br> Class H<br>| 6708000 | &nbsp;&nbsp; 4468929 |
|  | Aisino Corp., Class A | 499900 | &nbsp;&nbsp; 638858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajisen China Holdings <br> Ltd.<br>| 4413000 | &nbsp;&nbsp; 499421 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AK Medical Holdings <br> Ltd.<br>| 2614000 | &nbsp;&nbsp; 2279265 |
| \*Ω | Akeso, Inc. | 124000 | &nbsp;&nbsp; 2417883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding <br> Ltd. (9988 HK)<br>| 23663867 | &nbsp;&nbsp; 355780673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding <br> Ltd. (BABA US), <br> Sponsored ADR<br>| 697227 | &nbsp;&nbsp; 84106493 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; A-Living Smart City <br> Services Co. Ltd.<br>| 4311000 | &nbsp;&nbsp; 1620253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; All Winner Technology <br> Co. Ltd., Class A<br>| 40830 | &nbsp;&nbsp; 225394 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 350800 | &nbsp;&nbsp; $451815 |
| \* | Alpha Group, Class A | 173700 | &nbsp;&nbsp; 232605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aluminum Corp. of <br> China Ltd., Class H<br>| 22100000 | &nbsp;&nbsp; 17467097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amlogic Shanghai Co. <br> Ltd., Class A<br>| 25848 | &nbsp;&nbsp; 258681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amoy Diagnostics Co. <br> Ltd., Class A<br>| 199606 | &nbsp;&nbsp; 649585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amrita Global <br> Development Ltd.<br>| 1972000 | &nbsp;&nbsp; 150726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; An Hui Wenergy Co. <br> Ltd., Class A<br>| 414139 | &nbsp;&nbsp; 409120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Andon Health Co. <br> Ltd., Class A<br>| 72900 | &nbsp;&nbsp; 392734 |
| \* | ANE Cayman, Inc. | 1768500 | &nbsp;&nbsp; 1835498 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Angang Steel Co. <br> Ltd., Class H<br>| 11033908 | &nbsp;&nbsp; 3154707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Angel Yeast Co. Ltd., <br> Class A<br>| 190400 | &nbsp;&nbsp; 907794 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Angelalign <br> Technology, Inc.<br>| 64600 | &nbsp;&nbsp; 483318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Anfu Battery <br> Technology Co. <br> Ltd., Class A<br>| 106562 | &nbsp;&nbsp; 409334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Anke <br> Biotechnology <br> Group Co. Ltd., <br> Class A<br>| 401600 | &nbsp;&nbsp; 676239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Conch Cement <br> Co. Ltd., Class H<br>| 3256500 | &nbsp;&nbsp; 9427988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 693616 | &nbsp;&nbsp; 468640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Expressway Co. <br> Ltd., Class H<br>| 2510000 | &nbsp;&nbsp; 3916646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Golden Seed <br> Winery Co. Ltd., <br> Class A<br>| 128600 | &nbsp;&nbsp; 186110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 517572 | &nbsp;&nbsp; 860390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Gujing Distillery <br> Co. Ltd., Class A<br>| 75502 | &nbsp;&nbsp; 1444567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Guofeng New <br> Materials Co. Ltd., <br> Class A<br>| 22200 | &nbsp;&nbsp; 20802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Heli Co. Ltd., <br> Class A<br>| 408400 | &nbsp;&nbsp; 1008207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Hengyuan Coal <br> Industry & <br> Electricity Power <br> Co. Ltd., Class A<br>| 1008957 | &nbsp;&nbsp; 958980 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 317195 | &nbsp;&nbsp; $790219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 548700 | &nbsp;&nbsp; 445267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jianghuai <br> Automobile Group <br> Corp. Ltd., Class A<br>| 89100 | &nbsp;&nbsp; 611771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 1286280 | &nbsp;&nbsp; 1086775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Jinhe Industrial <br> Co. Ltd., Class A<br>| 210782 | &nbsp;&nbsp; 657042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Kouzi Distillery <br> Co. Ltd., Class A<br>| 180428 | &nbsp;&nbsp; 833327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Tatfook <br> Technology Co. <br> Ltd., Class A<br>| 465600 | &nbsp;&nbsp; 786771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Transport <br> Consulting & <br> Design Institute Co. <br> Ltd., Class A<br>| 495948 | &nbsp;&nbsp; 594201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 606400 | &nbsp;&nbsp; 746004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui XDLK <br> Microsystem Corp. <br> Ltd., Class A<br>| 18126 | &nbsp;&nbsp; 161650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Xinbo Aluminum <br> Co. Ltd., Class A<br>| 106540 | &nbsp;&nbsp; 253104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 369800 | &nbsp;&nbsp; 348226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Yingjia Distillery <br> Co. Ltd., Class A<br>| 140521 | &nbsp;&nbsp; 800329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 175720 | &nbsp;&nbsp; 637868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 911000 | &nbsp;&nbsp; 2220702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anji Microelectronics <br> Technology <br> Shanghai Co. Ltd., <br> Class A<br>| 64897 | &nbsp;&nbsp; 1347612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anjoy Foods Group <br> Co. Ltd., Class A<br>| 88034 | &nbsp;&nbsp; 902152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anker Innovations <br> Technology Co. <br> Ltd., Class A<br>| 91130 | &nbsp;&nbsp; 1564611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ANTA Sports Products <br> Ltd.<br>| 4878200 | &nbsp;&nbsp; 55992390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anton Oilfield Services <br> Group<br>| 21156000 | &nbsp;&nbsp; 3796327 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anyang Iron & Steel, <br> Inc., Class A<br>| 424900 | &nbsp;&nbsp; $138160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aoshikang Technology <br> Co. Ltd., Class A<br>| 176500 | &nbsp;&nbsp; 970258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aotecar New Energy <br> Technology Co. <br> Ltd., Class A<br>| 1618700 | &nbsp;&nbsp; 644747 |
| \* | Aowei Holdings Ltd. | 187000 | &nbsp;&nbsp; 7369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apeloa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 400000 | &nbsp;&nbsp; 891646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ApicHope <br> Pharmaceutical <br> Group Co. Ltd.<br>| 208590 | &nbsp;&nbsp; 2236119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Appotronics Corp. <br> Ltd., Class A<br>| 180873 | &nbsp;&nbsp; 382843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APT Medical, Inc., <br> Class A<br>| 24684 | &nbsp;&nbsp; 974414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APT Satellite Holdings <br> Ltd.<br>| 2332000 | &nbsp;&nbsp; 596608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arcsoft Corp. Ltd., <br> Class A<br>| 14806 | &nbsp;&nbsp; 101218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arctech Solar Holding <br> Co. Ltd., Class A<br>| 136268 | &nbsp;&nbsp; 935130 |
| \*Ω | Arrail Group Ltd. | 67000 | &nbsp;&nbsp; 23140 |
| #\*Ω | Ascletis Pharma, Inc. | 929000 | &nbsp;&nbsp; 1262149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia - Potash <br> International <br> Investment <br> Guangzhou Co. <br> Ltd., Class A<br>| 246500 | &nbsp;&nbsp; 1097716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Cement China <br> Holdings Corp.<br>| 3848000 | &nbsp;&nbsp; 1283168 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; AsiaInfo Technologies <br> Ltd.<br>| 1446800 | &nbsp;&nbsp; 2088294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 429000 | &nbsp;&nbsp; 620851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ASR Microelectronics <br> Co. Ltd., Class A<br>| 7025 | &nbsp;&nbsp; 85861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asymchem <br> Laboratories Tianjin <br> Co. Ltd., Class A<br>| 42960 | &nbsp;&nbsp; 681626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aurisco <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 107900 | &nbsp;&nbsp; 360212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autel Intelligent <br> Technology Corp. <br> Ltd., Class A<br>| 131948 | &nbsp;&nbsp; 636315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autobio Diagnostics <br> Co. Ltd., Class A<br>| 70755 | &nbsp;&nbsp; 390899 |
|  | Autohome, Inc., ADR | 12285 | &nbsp;&nbsp; 332801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avary Holding <br> Shenzhen Co. Ltd., <br> Class A<br>| 478631 | &nbsp;&nbsp; 3507957 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AviChina Industry & <br> Technology Co. <br> Ltd., Class H<br>| 18890212 | &nbsp;&nbsp; $11165867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avicopter PLC, <br> Class A<br>| 143400 | &nbsp;&nbsp; 788048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bafang Electric <br> Suzhou Co. Ltd., <br> Class A<br>| 91827 | &nbsp;&nbsp; 342328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BAIC BluePark New <br> Energy Technology <br> Co. Ltd., Class A<br>| 44500 | &nbsp;&nbsp; 50079 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIC Motor Corp. <br> Ltd., Class H<br>| 17726500 | &nbsp;&nbsp; 4842089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (9888 HK), <br> Class A<br>| 2236750 | &nbsp;&nbsp; 24473029 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc. (BIDU US), <br> Sponsored ADR<br>| 317226 | &nbsp;&nbsp; 27874649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baimtec Material Co. <br> Ltd., Class A<br>| 35407 | &nbsp;&nbsp; 281506 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; BAIOO Family <br> Interactive Ltd.<br>| 8160000 | &nbsp;&nbsp; 675005 |
| #\*Ω | Bairong, Inc. | 595500 | &nbsp;&nbsp; 663611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baiyin Nonferrous <br> Group Co. Ltd., <br> Class A<br>| 1710100 | &nbsp;&nbsp; 751824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Beijing Co. <br> Ltd., Class A<br>| 3303908 | &nbsp;&nbsp; 2961792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Changsha <br> Co. Ltd., Class A<br>| 1177447 | &nbsp;&nbsp; 1615991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chengdu Co. <br> Ltd., Class A<br>| 1314600 | &nbsp;&nbsp; 3373050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of China Ltd., <br> Class H<br>| 175981702 | &nbsp;&nbsp; 101578970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Chongqing <br> Co. Ltd., Class H<br>| 4748500 | &nbsp;&nbsp; 4685253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of <br> Communications <br> Co. Ltd., Class H<br>| 18192618 | &nbsp;&nbsp; 16389136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Gansu Co. <br> Ltd., Class H<br>| 596000 | &nbsp;&nbsp; 22063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Guiyang Co. <br> Ltd., Class A<br>| 1027200 | &nbsp;&nbsp; 911553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Hangzhou <br> Co. Ltd., Class A<br>| 1007359 | &nbsp;&nbsp; 2245558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Jiangsu Co. <br> Ltd., Class A<br>| 4424360 | &nbsp;&nbsp; 6946242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nanjing Co. <br> Ltd., Class A<br>| 2535196 | &nbsp;&nbsp; 4043731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Ningbo Co. <br> Ltd., Class A<br>| 1555049 | &nbsp;&nbsp; 6016583 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Qingdao Co. <br> Ltd., Class H<br>| 1518000 | &nbsp;&nbsp; 778597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Shanghai Co. <br> Ltd., Class A<br>| 2128012 | &nbsp;&nbsp; 3025212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Suzhou Co. <br> Ltd., Class A<br>| 1134859 | &nbsp;&nbsp; 1346275 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Tianjin Co. <br> Ltd., Class H<br>| 258500 | &nbsp;&nbsp; $80352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Xi'an Co. Ltd., <br> Class A<br>| 1355569 | &nbsp;&nbsp; 723055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baoding Tianwei <br> Baobian Electric <br> Co. Ltd., Class A<br>| 277171 | &nbsp;&nbsp; 334732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoji Titanium <br> Industry Co. Ltd., <br> Class A<br>| 105000 | &nbsp;&nbsp; 450619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoshan Iron & Steel <br> Co. Ltd., Class A<br>| 4977937 | &nbsp;&nbsp; 5075015 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baosheng Science & <br> Technology <br> Innovation Co. Ltd., <br> Class A<br>| 939200 | &nbsp;&nbsp; 672267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baotailong New <br> Materials Co. Ltd., <br> Class A<br>| 582200 | &nbsp;&nbsp; 219948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baowu Magnesium <br> Technology Co. <br> Ltd., Class A<br>| 580463 | &nbsp;&nbsp; 984414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoxiniao Holding Co. <br> Ltd., Class A<br>| 1033152 | &nbsp;&nbsp; 543322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baoye Group Co. Ltd., <br> Class H<br>| 1540440 | &nbsp;&nbsp; 850834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (9991 <br> HK), Class A<br>| 21000 | &nbsp;&nbsp; 21089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 314949 | &nbsp;&nbsp; 853512 |
| # | BBMG Corp., Class H | 17541404 | &nbsp;&nbsp; 1804794 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Be Friends Holding <br> Ltd.<br>| 1684000 | &nbsp;&nbsp; 218724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bear Electric <br> Appliance Co. Ltd., <br> Class A<br>| 83396 | &nbsp;&nbsp; 556853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beauty Farm Medical <br> & Health Industry, <br> Inc.<br>| 49500 | &nbsp;&nbsp; 170654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Befar Group Co. Ltd., <br> Class A<br>| 1117900 | &nbsp;&nbsp; 680762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beibuwan Port Co. <br> Ltd., Class A<br>| 810445 | &nbsp;&nbsp; 919055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Aerospace <br> Shenzhou Intelligent <br> Equipment <br> Technology Co. <br> Ltd., Class A<br>| 136600 | &nbsp;&nbsp; 267258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Aosaikang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 25500 | &nbsp;&nbsp; 96824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Balance <br> Medical Technology <br> Co. Ltd., Class A<br>| 14219 | &nbsp;&nbsp; 208018 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing BDStar <br> Navigation Co. Ltd., <br> Class A<br>| 26100 | &nbsp;&nbsp; $109267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Bei Mo Gao <br> Ke Friction Material <br> Co. Ltd., Class A<br>| 78862 | &nbsp;&nbsp; 333037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Development Co. <br> Ltd., Class A<br>| 1438000 | &nbsp;&nbsp; 523362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 4216630 | &nbsp;&nbsp; 1803405 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Capital <br> International Airport <br> Co. Ltd., Class H<br>| 13942000 | &nbsp;&nbsp; 5412963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Certificate <br> Authority Co. Ltd., <br> Class A<br>| 8754 | &nbsp;&nbsp; 44378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Changjiu <br> Logistics Corp., <br> Class A<br>| 82900 | &nbsp;&nbsp; 90374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Chunlizhengda <br> Medical Instruments <br> Co. Ltd., Class H<br>| 418000 | &nbsp;&nbsp; 845531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Compass <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 13882 | &nbsp;&nbsp; 170453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Dabeinong <br> Technology Group <br> Co. Ltd., Class A<br>| 639200 | &nbsp;&nbsp; 366893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Dahao <br> Technology Corp. <br> Ltd., Class A<br>| 184980 | &nbsp;&nbsp; 353563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 151000 | &nbsp;&nbsp; 861679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing E-Hualu <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 26000 | &nbsp;&nbsp; 82320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Energy <br> International <br> Holding Co. Ltd.<br>| 2276000 | &nbsp;&nbsp; 434245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Holdings Ltd.<br>| 3781028 | &nbsp;&nbsp; 15820066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Enterprises <br> Water Group Ltd.<br>| 29236469 | &nbsp;&nbsp; 10005465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 1118700 | &nbsp;&nbsp; 541734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 1093000 | &nbsp;&nbsp; 1310001 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing GeoEnviron <br> Engineering & <br> Technology, Inc., <br> Class A<br>| 960228 | &nbsp;&nbsp; $833845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haixin Energy <br> Technology Co. <br> Ltd., Class A<br>| 1382656 | &nbsp;&nbsp; 650238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Haohua <br> Energy Resource <br> Co. Ltd., Class A<br>| 1196720 | &nbsp;&nbsp; 1209813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Health <br> Holdings Ltd.<br>| 13284000 | &nbsp;&nbsp; 150789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Huafeng Test <br> & Control <br> Technology Co. <br> Ltd., Class A<br>| 18987 | &nbsp;&nbsp; 375107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jetsen <br> Technology Co. <br> Ltd., Class A<br>| 1474891 | &nbsp;&nbsp; 1172439 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingneng <br> Clean Energy Co. <br> Ltd., Class H<br>| 7352000 | &nbsp;&nbsp; 2225066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Jingyuntong <br> Technology Co. <br> Ltd., Class A<br>| 1246970 | &nbsp;&nbsp; 638078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Kingsoft Office <br> Software, Inc., <br> Class A<br>| 6724 | &nbsp;&nbsp; 291945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Leike Defense <br> Technology Co. <br> Ltd., Class A<br>| 613000 | &nbsp;&nbsp; 506434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing New Building <br> Materials PLC, <br> Class A<br>| 385379 | &nbsp;&nbsp; 1395881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing North Star Co. <br> Ltd., Class H<br>| 4896000 | &nbsp;&nbsp; 542893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Oriental <br> Jicheng Co. Ltd., <br> Class A<br>| 83200 | &nbsp;&nbsp; 329857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Originwater <br> Technology Co. <br> Ltd., Class A<br>| 664873 | &nbsp;&nbsp; 426895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Philisense <br> Technology Co. <br> Ltd., Class A<br>| 709200 | &nbsp;&nbsp; 535466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Relpow <br> Technology Co. <br> Ltd., Class A<br>| 161142 | &nbsp;&nbsp; 384706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Roborock <br> Technology Co. <br> Ltd., Class A<br>| 43978 | &nbsp;&nbsp; 1055317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanlian Hope <br> Shin-Gosen <br> Technical Service <br> Co. Ltd., Class A<br>| 167814 | &nbsp;&nbsp; 426672 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sanyuan <br> Foods Co. Ltd., <br> Class A<br>| 977900 | &nbsp;&nbsp; $629535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Science Sun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 22886 | &nbsp;&nbsp; 47887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Shiji <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 165909 | &nbsp;&nbsp; 236319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Shougang Co. <br> Ltd., Class A<br>| 1391400 | &nbsp;&nbsp; 807821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Shunxin <br> Agriculture Co. Ltd., <br> Class A<br>| 271100 | &nbsp;&nbsp; 592118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sifang <br> Automation Co. <br> Ltd., Class A<br>| 137800 | &nbsp;&nbsp; 324138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinnet <br> Technology Co. <br> Ltd., Class A<br>| 563510 | &nbsp;&nbsp; 1136537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sinohytec Co. <br> Ltd., Class H<br>| 55640 | &nbsp;&nbsp; 174711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 576065 | &nbsp;&nbsp; 674983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Sojo Electric <br> Co. Ltd., Class A<br>| 131300 | &nbsp;&nbsp; 131875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 984245 | &nbsp;&nbsp; 549307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 358705 | &nbsp;&nbsp; 729936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing SuperMap <br> Software Co. Ltd., <br> Class A<br>| 150100 | &nbsp;&nbsp; 337784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Teamsun <br> Technology Co. <br> Ltd., Class A<br>| 331680 | &nbsp;&nbsp; 502713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Thunisoft <br> Corp. Ltd., Class A<br>| 495900 | &nbsp;&nbsp; 587936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tiantan <br> Biological Products <br> Corp. Ltd., Class A<br>| 278844 | &nbsp;&nbsp; 775802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tong Ren Tang <br> Chinese Medicine <br> Co. Ltd.<br>| 1825000 | &nbsp;&nbsp; 2121007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tong Ren Tang <br> Co. Ltd., Class A<br>| 161472 | &nbsp;&nbsp; 807533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Tricolor <br> Technology Co. <br> Ltd., Class A<br>| 92100 | &nbsp;&nbsp; 770793 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing UBOX Online <br> Technology Corp.<br>| 71000 | &nbsp;&nbsp; 28080 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Ultrapower <br> Software Co. Ltd., <br> Class A<br>| 652700 | &nbsp;&nbsp; $1141118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing United <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 334774 | &nbsp;&nbsp; 1103742 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Urban <br> Construction Design <br> & Development <br> Group Co. Ltd., <br> Class H<br>| 1744000 | &nbsp;&nbsp; 305646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 113000 | &nbsp;&nbsp; 274208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Wantai <br> Biological Pharmacy <br> Enterprise Co. Ltd., <br> Class A<br>| 20598 | &nbsp;&nbsp; 167355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Watertek <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 862743 | &nbsp;&nbsp; 574862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Yanjing <br> Brewery Co. Ltd., <br> Class A<br>| 768500 | &nbsp;&nbsp; 1326379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Yuanliu <br> Hongyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 90507 | &nbsp;&nbsp; 689161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing Zhong Ke San <br> Huan High-Tech Co. <br> Ltd., Class A<br>| 451405 | &nbsp;&nbsp; 828235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beijing-Shanghai High <br> Speed Railway Co. <br> Ltd., Class A<br>| 6539352 | &nbsp;&nbsp; 4901858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 3112600 | &nbsp;&nbsp; 1161515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bengang Steel Plates <br> Co. Ltd., Class A<br>| 657918 | &nbsp;&nbsp; 346679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BeOne Medicines <br> Ltd.<br>| 243900 | &nbsp;&nbsp; 5544923 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BeOne Medicines Ltd. <br> (BGNE US), ADR<br>| 9891 | &nbsp;&nbsp; 2978477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Best Pacific <br> International <br> Holdings Ltd.<br>| 1492000 | &nbsp;&nbsp; 547262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bestore Co. Ltd., <br> Class A<br>| 227252 | &nbsp;&nbsp; 403393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bestway Marine & <br> Energy Technology <br> Co. Ltd., Class A<br>| 839200 | &nbsp;&nbsp; 806522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bethel Automotive <br> Safety Systems Co. <br> Ltd., Class A<br>| 98700 | &nbsp;&nbsp; 644294 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Betta Pharmaceuticals <br> Co. Ltd., Class A<br>| 58656 | &nbsp;&nbsp; $523634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beyondsoft Corp., <br> Class A<br>| 221300 | &nbsp;&nbsp; 444722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BGI Genomics Co. <br> Ltd., Class A<br>| 91500 | &nbsp;&nbsp; 675734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 424400 | &nbsp;&nbsp; 950831 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bilibili, Inc., <br> Sponsored ADR<br>| 51855 | &nbsp;&nbsp; 1183331 |
| \* | Bilibili, Inc., Class Z | 407200 | &nbsp;&nbsp; 9316357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Binhai Investment Co. <br> Ltd.<br>| 1401053 | &nbsp;&nbsp; 188252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Binjiang Service <br> Group Co. Ltd.<br>| 414500 | &nbsp;&nbsp; 1260149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biocytogen <br> Pharmaceuticals <br> Beijing Co. Ltd., <br> Class H<br>| 29000 | &nbsp;&nbsp; 93783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biwin Storage <br> Technology Co. <br> Ltd., Class A<br>| 22622 | &nbsp;&nbsp; 198843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Black Peony Group <br> Co. Ltd., Class A<br>| 586282 | &nbsp;&nbsp; 437533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomage <br> Biotechnology Corp. <br> Ltd. (688363 C1), <br> Class A<br>| 36370 | &nbsp;&nbsp; 261844 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Blue Moon Group <br> Holdings Ltd.<br>| 2077000 | &nbsp;&nbsp; 1000904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Sail Medical Co. <br> Ltd., Class A<br>| 562828 | &nbsp;&nbsp; 497873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluefocus Intelligent <br> Communications <br> Group Co. Ltd., <br> Class A<br>| 174020 | &nbsp;&nbsp; 167531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bluestar Adisseo Co., <br> Class A<br>| 266700 | &nbsp;&nbsp; 367081 |
| Ω | BOC Aviation Ltd. | 1428500 | &nbsp;&nbsp; 12977870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOC International <br> China Co. Ltd., <br> Class A<br>| 334200 | &nbsp;&nbsp; 706276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BOE HC SemiTek <br> Corp.<br>| 581200 | &nbsp;&nbsp; 599369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOE Technology <br> Group Co. Ltd., <br> Class A<br>| 9193679 | &nbsp;&nbsp; 5155757 |
|  | BOE Varitronix Ltd. | 2264000 | &nbsp;&nbsp; 1706592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bohai Leasing Co. <br> Ltd., Class A<br>| 1919585 | &nbsp;&nbsp; 928234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bomin Electronics Co. <br> Ltd., Class A<br>| 242500 | &nbsp;&nbsp; 351551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bosideng International <br> Holdings Ltd.<br>| 24510157 | &nbsp;&nbsp; 13987850 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BOTH Engineering <br> Technology Co. <br> Ltd., Class A<br>| 225400 | &nbsp;&nbsp; $381816 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Boyaa Interactive <br> International Ltd.<br>| 1079000 | &nbsp;&nbsp; 1032432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bright Dairy & Food <br> Co. Ltd., Class A<br>| 1014969 | &nbsp;&nbsp; 1202983 |
| \* | Brii Biosciences Ltd. | 186500 | &nbsp;&nbsp; 47719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brilliance China <br> Automotive <br> Holdings Ltd.<br>| 20104000 | &nbsp;&nbsp; 8019388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bros Eastern Co. Ltd., <br> Class A<br>| 606200 | &nbsp;&nbsp; 444336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; B-Soft Co. Ltd., <br> Class A<br>| 466615 | &nbsp;&nbsp; 374523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BTG Hotels Group <br> Co. Ltd., Class A<br>| 517771 | &nbsp;&nbsp; 1000004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Business-intelligence <br> of Oriental Nations <br> Corp. Ltd., Class A<br>| 583055 | &nbsp;&nbsp; 819805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BYD Co. Ltd., <br> Class H<br>| 6044400 | &nbsp;&nbsp; 88253371 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BYD Electronic <br> International Co. <br> Ltd.<br>| 5605222 | &nbsp;&nbsp; 23323300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; By-health Co. Ltd., <br> Class A<br>| 348629 | &nbsp;&nbsp; 568797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C C Land Holdings <br> Ltd.<br>| 13761530 | &nbsp;&nbsp; 2097788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D International <br> Investment Group <br> Ltd.<br>| 4227325 | &nbsp;&nbsp; 8528429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C&D Property <br> Management Group <br> Co. Ltd.<br>| 1623000 | &nbsp;&nbsp; 588614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; C&S Paper Co. Ltd., <br> Class A<br>| 624190 | &nbsp;&nbsp; 655459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caitong Securities Co. <br> Ltd., Class A<br>| 800190 | &nbsp;&nbsp; 898650 |
| \*Ω | CALB Group Co. Ltd. | 175400 | &nbsp;&nbsp; 438548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Camel Group Co. Ltd., <br> Class A<br>| 968500 | &nbsp;&nbsp; 1221915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 1000468 | &nbsp;&nbsp; 508228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canmax Technologies <br> Co. Ltd., Class A<br>| 285780 | &nbsp;&nbsp; 789983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Canny Elevator Co. <br> Ltd., Class A<br>| 538800 | &nbsp;&nbsp; 547552 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; CanSino Biologics, <br> Inc., Class H<br>| 47800 | &nbsp;&nbsp; 271335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capital Environment <br> Holdings Ltd.<br>| 13364000 | &nbsp;&nbsp; 155373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Castech, Inc., <br> Class A<br>| 179157 | &nbsp;&nbsp; 972910 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Biotech, Inc., <br> Class A<br>| 46659 | &nbsp;&nbsp; $311316 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Group <br> Holdings, Inc.<br>| 514000 | &nbsp;&nbsp; 115043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCCC Design & <br> Consulting Group <br> Co. Ltd., Class A<br>| 624800 | &nbsp;&nbsp; 702306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCS Supply Chain <br> Management Co. <br> Ltd., Class A<br>| 615600 | &nbsp;&nbsp; 384336 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; CECEP COSTIN New <br> Materials Group <br> Ltd.<br>| 2583000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Solar Energy <br> Co. Ltd., Class A<br>| 1393500 | &nbsp;&nbsp; 874569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CECEP Wind-Power <br> Corp., Class A<br>| 2027790 | &nbsp;&nbsp; 845089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Center International <br> Group Co. Ltd., <br> Class A<br>| 194400 | &nbsp;&nbsp; 278125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central China Land <br> Media Co. Ltd., <br> Class A<br>| 379543 | &nbsp;&nbsp; 676619 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Central China <br> Management Co. <br> Ltd.<br>| 6510074 | &nbsp;&nbsp; 16586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central China New <br> Life Ltd.<br>| 2033000 | &nbsp;&nbsp; 301374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central China <br> Securities Co. Ltd., <br> Class H<br>| 5955000 | &nbsp;&nbsp; 2077866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CETC Chips <br> Technology, Inc., <br> Class A<br>| 132200 | &nbsp;&nbsp; 227406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Cyberspace <br> Security Technology <br> Co. Ltd., Class A<br>| 104700 | &nbsp;&nbsp; 265048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Digital <br> Technology Co. <br> Ltd., Class A<br>| 138905 | &nbsp;&nbsp; 491510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CETC Potevio <br> Science&Technology <br> Co. Ltd., Class A<br>| 37200 | &nbsp;&nbsp; 118881 |
| # | CGN Mining Co. Ltd. | 4160000 | &nbsp;&nbsp; 1067437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CGN New Energy <br> Holdings Co. Ltd.<br>| 13598000 | &nbsp;&nbsp; 4227679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 518900 | &nbsp;&nbsp; 561991 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; CGN Power Co. Ltd., <br> Class H<br>| 24536000 | &nbsp;&nbsp; 9217491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changbai Mountain <br> Tourism Co. Ltd., <br> Class A<br>| 396900 | &nbsp;&nbsp; 2029233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 516810 | &nbsp;&nbsp; $733055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Changchun High-Tech <br> Industry Group Co. <br> Ltd., Class A<br>| 57018 | &nbsp;&nbsp; 833930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changchun UP <br> Optotech Co. Ltd., <br> Class A<br>| 63500 | &nbsp;&nbsp; 418750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changhong Meiling <br> Co. Ltd., Class A<br>| 751700 | &nbsp;&nbsp; 757799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang & <br> Jinggong Steel <br> Building Group Co. <br> Ltd., Class A<br>| 715725 | &nbsp;&nbsp; 325000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang Publishing <br> & Media Co. Ltd., <br> Class A<br>| 1061200 | &nbsp;&nbsp; 1389251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changjiang Securities <br> Co. Ltd., Class A<br>| 1004899 | &nbsp;&nbsp; 1026976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changshu Fengfan <br> Power Equipment <br> Co. Ltd., Class A<br>| 526650 | &nbsp;&nbsp; 339288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ChangYuan <br> Technology Group <br> Ltd., Class A<br>| 433400 | &nbsp;&nbsp; 189801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzheng <br> Engineering <br> Technology Co. <br> Ltd., Class A<br>| 252000 | &nbsp;&nbsp; 597490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzhou Qianhong <br> Biopharma Co. Ltd., <br> Class A<br>| 651000 | &nbsp;&nbsp; 1006480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changzhou Xingyu <br> Automotive Lighting <br> Systems Co. Ltd., <br> Class A<br>| 53720 | &nbsp;&nbsp; 883909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chanjet Information <br> Technology Co. <br> Ltd., Class H<br>| 50100 | &nbsp;&nbsp; 52067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaoju Eye Care <br> Holdings Ltd.<br>| 931500 | &nbsp;&nbsp; 351860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaowei Power <br> Holdings Ltd.<br>| 4341000 | &nbsp;&nbsp; 756121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chaozhou <br> Three-Circle Group <br> Co. Ltd., Class A<br>| 150173 | &nbsp;&nbsp; 689451 |
| Ω | Cheerwin Group Ltd. | 616500 | &nbsp;&nbsp; 214738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chen Lin Education <br> Group Holdings <br> Ltd.<br>| 638000 | &nbsp;&nbsp; 113065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cheng De Lolo Co. <br> Ltd., Class A<br>| 708900 | &nbsp;&nbsp; 860987 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu ALD Aviation <br> Manufacturing <br> Corp., Class A<br>| 49720 | &nbsp;&nbsp; $165217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu B-Ray <br> Media Co. Ltd., <br> Class A<br>| 378300 | &nbsp;&nbsp; 275812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu CORPRO <br> Technology Co. <br> Ltd., Class A<br>| 18500 | &nbsp;&nbsp; 55150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 249430 | &nbsp;&nbsp; 413723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Galaxy <br> Magnets Co. Ltd., <br> Class A<br>| 60900 | &nbsp;&nbsp; 247113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Guibao <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 187200 | &nbsp;&nbsp; 544557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Haoneng <br> Technology Co. <br> Ltd., Class A<br>| 158191 | &nbsp;&nbsp; 330057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Hi-tech <br> Development Co. <br> Ltd., Class A<br>| 59400 | &nbsp;&nbsp; 375841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Hongqi <br> Chain Co. Ltd., <br> Class A<br>| 1038600 | &nbsp;&nbsp; 878591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 293841 | &nbsp;&nbsp; 1671394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 84825 | &nbsp;&nbsp; 912214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Leejun <br> Industrial Co. Ltd., <br> Class A<br>| 511700 | &nbsp;&nbsp; 866510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Spaceon <br> Electronics Co. Ltd., <br> Class A<br>| 70548 | &nbsp;&nbsp; 155578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 602800 | &nbsp;&nbsp; 881239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengdu Xingrong <br> Environment Co. <br> Ltd., Class A<br>| 686192 | &nbsp;&nbsp; 677415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengtun Mining <br> Group Co. Ltd., <br> Class A<br>| 520300 | &nbsp;&nbsp; 543866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chenguang Biotech <br> Group Co. Ltd., <br> Class A<br>| 228946 | &nbsp;&nbsp; 418392 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 420200 | &nbsp;&nbsp; $905209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chengzhi Co. Ltd., <br> Class A<br>| 479000 | &nbsp;&nbsp; 515971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chervon Holdings <br> Ltd.<br>| 185500 | &nbsp;&nbsp; 424949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chifeng Jilong Gold <br> Mining Co. Ltd., <br> Class A<br>| 540200 | &nbsp;&nbsp; 1718093 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Chiho Environmental <br> Group Ltd.<br>| 602000 | &nbsp;&nbsp; 24540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Aerospace <br> International <br> Holdings Ltd.<br>| 12782600 | &nbsp;&nbsp; 778651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Aircraft Leasing <br> Group Holdings <br> Ltd.<br>| 1894500 | &nbsp;&nbsp; 1093788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Anchu Energy <br> Storage Group Ltd.<br>| 946000 | &nbsp;&nbsp; 45244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Animal <br> Husbandry Industry <br> Co. Ltd., Class A<br>| 599701 | &nbsp;&nbsp; 635562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Automotive <br> Engineering <br> Research Institute <br> Co. Ltd., Class A<br>| 415200 | &nbsp;&nbsp; 1119691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Baoan Group <br> Co. Ltd., Class A<br>| 719012 | &nbsp;&nbsp; 907261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Bester Group <br> Telecom Co. Ltd., <br> Class A<br>| 40690 | &nbsp;&nbsp; 123058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China BlueChemical <br> Ltd., Class H<br>| 13925122 | &nbsp;&nbsp; 3840884 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Bohai Bank Co. <br> Ltd., Class H<br>| 8031000 | &nbsp;&nbsp; 1053938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Boton Group <br> Co. Ltd.<br>| 172000 | &nbsp;&nbsp; 42119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 670993 | &nbsp;&nbsp; 791537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Chengtong <br> Development Group <br> Ltd.<br>| 546000 | &nbsp;&nbsp; 16059 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Chunlai <br> Education Group <br> Co. Ltd.<br>| 735000 | &nbsp;&nbsp; 417574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Cinda Asset <br> Management Co. <br> Ltd., Class H<br>| 74505000 | &nbsp;&nbsp; 13456296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CITIC Bank <br> Corp. Ltd., Class H<br>| 28167607 | &nbsp;&nbsp; 26171127 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China CITIC Financial <br> Asset Management <br> Co. Ltd., Class H<br>| 15520000 | &nbsp;&nbsp; 2409932 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Energy <br> Co. Ltd., Class H<br>| 11418168 | &nbsp;&nbsp; $14029590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Coal Xinji <br> Energy Co. Ltd., <br> Class A<br>| 848100 | &nbsp;&nbsp; 759746 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; China Common Rich <br> Renewable Energy <br> Investments Ltd.<br>| 37310000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China <br> Communications <br> Services Corp. Ltd., <br> Class H<br>| 18417327 | &nbsp;&nbsp; 10726967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch <br> Environment <br> Protection Holdings <br> Ltd.<br>| 10016000 | &nbsp;&nbsp; 848901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Conch Venture <br> Holdings Ltd.<br>| 10350500 | &nbsp;&nbsp; 12647392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Construction <br> Bank Corp., <br> Class H<br>| 186235302 | &nbsp;&nbsp; 190482060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CSSC Holdings <br> Ltd., Class A<br>| 181178 | &nbsp;&nbsp; 863446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 514300 | &nbsp;&nbsp; 703669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Datang Corp. <br> Renewable Power <br> Co. Ltd., Class H<br>| 14456000 | &nbsp;&nbsp; 4234663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Design Group <br> Co. Ltd., Class A<br>| 677445 | &nbsp;&nbsp; 790015 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 13476000 | &nbsp;&nbsp; 2874201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Dongxiang <br> Group Co. Ltd.<br>| 17900888 | &nbsp;&nbsp; 1038749 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; China East Education <br> Holdings Ltd.<br>| 4307500 | &nbsp;&nbsp; 4460056 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Eastern Airlines <br> Corp. Ltd., Class H<br>| 7102000 | &nbsp;&nbsp; 2558846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Education <br> Group Holdings <br> Ltd.<br>| 8431012 | &nbsp;&nbsp; 2973487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 5610000 | &nbsp;&nbsp; 1032411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 6460000 | &nbsp;&nbsp; 213331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 7276000 | &nbsp;&nbsp; 1201887 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Energy <br> Engineering Corp. <br> Ltd. (601868 C1), <br> Class A<br>| 7215075 | &nbsp;&nbsp; $2595127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Enterprise Co. <br> Ltd., Class A<br>| 1069001 | &nbsp;&nbsp; 433321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright Bank <br> Co. Ltd., Class H<br>| 7280000 | &nbsp;&nbsp; 3420979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright <br> Environment Group <br> Ltd.<br>| 17391777 | &nbsp;&nbsp; 9307917 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Everbright <br> Greentech Ltd.<br>| 1282000 | &nbsp;&nbsp; 148320 |
| # | China Everbright Ltd. | 6680896 | &nbsp;&nbsp; 6821298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Express Airlines <br> Co. Ltd., Class A<br>| 627600 | &nbsp;&nbsp; 724873 |
| Ω | China Feihe Ltd. | 29132000 | &nbsp;&nbsp; 17319004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Film Group Co. <br> Ltd., Class A<br>| 386900 | &nbsp;&nbsp; 713442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China First Heavy <br> Industries Co. Ltd., <br> Class A<br>| 1603900 | &nbsp;&nbsp; 640832 |
|  | China Foods Ltd. | 8514000 | &nbsp;&nbsp; 3545236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 13405000 | &nbsp;&nbsp; 18115657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Gas Holdings <br> Ltd.<br>| 20267348 | &nbsp;&nbsp; 21288789 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Glass Holdings <br> Ltd.<br>| 3692000 | &nbsp;&nbsp; 162226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 1621900 | &nbsp;&nbsp; 13943419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Great Wall <br> Securities Co. Ltd., <br> Class A<br>| 583600 | &nbsp;&nbsp; 713778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Greatwall <br> Technology Group <br> Co. Ltd., Class A<br>| 198200 | &nbsp;&nbsp; 414909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Green <br> Electricity <br> Investment of <br> Tianjin Co. Ltd., <br> Class A<br>| 617905 | &nbsp;&nbsp; 740722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Haisum <br> Engineering Co. <br> Ltd., Class A<br>| 157400 | &nbsp;&nbsp; 229307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Hanking <br> Holdings Ltd.<br>| 4987000 | &nbsp;&nbsp; 1449121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Harmony Auto <br> Holding Ltd.<br>| 5879000 | &nbsp;&nbsp; 956938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Harzone <br> Industry Corp. Ltd., <br> Class A<br>| 187900 | &nbsp;&nbsp; 326799 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 1255792 | &nbsp;&nbsp; $482166 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 3938000 | &nbsp;&nbsp; 696073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Hongqiao <br> Group Ltd.<br>| 15098000 | &nbsp;&nbsp; 39826949 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; China Huiyuan Juice <br> Group Ltd.<br>| 2951846 | &nbsp;&nbsp; 131837 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Capital Corp. Ltd., <br> Class H<br>| 4155600 | &nbsp;&nbsp; 10552055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 5619740 | &nbsp;&nbsp; 6035669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Isotope & <br> Radiation Corp.<br>| 301800 | &nbsp;&nbsp; 629001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jinmao <br> Holdings Group <br> Ltd.<br>| 39730043 | &nbsp;&nbsp; 7229107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Jushi Co. Ltd., <br> Class A<br>| 858407 | &nbsp;&nbsp; 1475802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Kepei <br> Education Group <br> Ltd.<br>| 3464000 | &nbsp;&nbsp; 679665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Kings <br> Resources Group <br> Co. Ltd., Class A<br>| 189770 | &nbsp;&nbsp; 414667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Leadshine <br> Technology Co. <br> Ltd., Class A<br>| 119900 | &nbsp;&nbsp; 744687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Lesso Group <br> Holdings Ltd.<br>| 9480000 | &nbsp;&nbsp; 5640523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Life Insurance <br> Co. Ltd., Class H<br>| 5744000 | &nbsp;&nbsp; 16592173 |
| # | China Lilang Ltd. | 3609000 | &nbsp;&nbsp; 1703939 |
| \*Ω | China Literature Ltd. | 1809000 | &nbsp;&nbsp; 7109149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Longevity <br> Group Co. Ltd.<br>| 893399 | &nbsp;&nbsp; 1138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Longyuan <br> Power Group Corp. <br> Ltd., Class H<br>| 7481000 | &nbsp;&nbsp; 6745927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Maple Leaf <br> Educational <br> Systems Ltd.<br>| 12386000 | &nbsp;&nbsp; 581828 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Medical System <br> Holdings Ltd.<br>| 9950800 | &nbsp;&nbsp; 16895513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Meheco Group <br> Co. Ltd., Class A<br>| 528901 | &nbsp;&nbsp; 810294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Meidong Auto <br> Holdings Ltd.<br>| 4972000 | &nbsp;&nbsp; 1315110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Mengniu Dairy <br> Co. Ltd.<br>| 13435000 | &nbsp;&nbsp; 27958440 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Bank Co. Ltd., <br> Class H<br>| 15816646 | &nbsp;&nbsp; $102636471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Energy Shipping <br> Co. Ltd., Class A<br>| 2507196 | &nbsp;&nbsp; 2107625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Expressway <br> Network & <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 249300 | &nbsp;&nbsp; 388580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Land <br> Ltd.<br>| 12962000 | &nbsp;&nbsp; 444562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants Port <br> Holdings Co. Ltd.<br>| 9293122 | &nbsp;&nbsp; 18271997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 821900 | &nbsp;&nbsp; 1410924 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 1170860 | &nbsp;&nbsp; 2420430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Merchants <br> Shekou Industrial <br> Zone Holdings Co. <br> Ltd., Class A<br>| 715204 | &nbsp;&nbsp; 864034 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; China Metal Recycling <br> Holdings Ltd.<br>| 1955133 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 15286460 | &nbsp;&nbsp; 9200745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Modern Dairy <br> Holdings Ltd.<br>| 23804000 | &nbsp;&nbsp; 3594844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 203529 | &nbsp;&nbsp; 719772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Building Material <br> Co. Ltd., Class H<br>| 17948616 | &nbsp;&nbsp; 10678425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Chemical <br> Engineering Co. <br> Ltd., Class A<br>| 1312300 | &nbsp;&nbsp; 1455434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Electric Apparatus <br> Research Institute <br> Co. Ltd., Class A<br>| 109955 | &nbsp;&nbsp; 385096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 679583 | &nbsp;&nbsp; 770999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Medicines Corp. <br> Ltd., Class A<br>| 216482 | &nbsp;&nbsp; 884913 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Nuclear Power Co. <br> Ltd., Class A<br>| 4248021 | &nbsp;&nbsp; $5425128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China National <br> Software & Service <br> Co. Ltd., Class A<br>| 18000 | &nbsp;&nbsp; 118133 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China New Higher <br> Education Group <br> Ltd.<br>| 9898457 | &nbsp;&nbsp; 1372359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 899800 | &nbsp;&nbsp; 737516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Nonferrous <br> Mining Corp. Ltd.<br>| 12502000 | &nbsp;&nbsp; 12146829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Northern Rare <br> Earth Group <br> High-Tech Co. Ltd., <br> Class A<br>| 382818 | &nbsp;&nbsp; 1994337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Nuclear Energy <br> Technology Corp. <br> Ltd.<br>| 1180000 | &nbsp;&nbsp; 72693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Oil & Gas <br> Group Ltd.<br>| 33760000 | &nbsp;&nbsp; 683393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oilfield Services <br> Ltd., Class H<br>| 12854000 | &nbsp;&nbsp; 11416007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Oriental Group <br> Co. Ltd.<br>| 8554000 | &nbsp;&nbsp; 2054457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas <br> Grand Oceans <br> Group Ltd.<br>| 13139450 | &nbsp;&nbsp; 3242843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas Land <br> & Investment Ltd.<br>| 10547533 | &nbsp;&nbsp; 18241948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Overseas <br> Property Holdings <br> Ltd.<br>| 9261344 | &nbsp;&nbsp; 6356545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Pacific <br> Insurance Group <br> Co. Ltd., Class H<br>| 9297465 | &nbsp;&nbsp; 37444760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Petroleum & <br> Chemical Corp., <br> Class H<br>| 76532400 | &nbsp;&nbsp; 44910918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Petroleum <br> Engineering Corp., <br> Class A<br>| 621600 | &nbsp;&nbsp; 296530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Power <br> International <br> Development Ltd.<br>| 22822600 | &nbsp;&nbsp; 8946352 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; China Properties <br> Investment Holdings <br> Ltd.<br>| 397000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 809193 | &nbsp;&nbsp; 757006 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Qinfa Group <br> Ltd.<br>| 1128000 | &nbsp;&nbsp; $258515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Group <br> Ltd., Class H<br>| 11139000 | &nbsp;&nbsp; 5604380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 780700 | &nbsp;&nbsp; 984383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway <br> Materials Co. Ltd., <br> Class A<br>| 1513500 | &nbsp;&nbsp; 560772 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 6634000 | &nbsp;&nbsp; 2900174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 1063200 | &nbsp;&nbsp; 843122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Rare Earth <br> Holdings Ltd.<br>| 9802399 | &nbsp;&nbsp; 874099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Rare Earth <br> Resources & <br> Technology Co. <br> Ltd., Class A<br>| 23500 | &nbsp;&nbsp; 138180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Reinsurance <br> Group Corp., <br> Class H<br>| 29760000 | &nbsp;&nbsp; 5165828 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Renaissance <br> Holdings Ltd.<br>| 232200 | &nbsp;&nbsp; 172195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resource & <br> Environment Co. <br> Ltd., Class A<br>| 597000 | &nbsp;&nbsp; 368499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Beer <br> Holdings Co. Ltd.<br>| 8577661 | &nbsp;&nbsp; 28519786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Boya <br> Bio-pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 196700 | &nbsp;&nbsp; 736840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Building Materials <br> Technology <br> Holdings Ltd.<br>| 18252946 | &nbsp;&nbsp; 4451921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 379554 | &nbsp;&nbsp; 1114684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Gas <br> Group Ltd.<br>| 6524800 | &nbsp;&nbsp; 16516255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Land Ltd.<br>| 14160110 | &nbsp;&nbsp; 51924660 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Medical Holdings <br> Co. Ltd.<br>| 7900000 | &nbsp;&nbsp; 4468612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Microelectronics <br> Ltd., Class A<br>| 48115 | &nbsp;&nbsp; 310876 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources Mixc <br> Lifestyle Services <br> Ltd.<br>| 2217800 | &nbsp;&nbsp; $10299163 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 13015500 | &nbsp;&nbsp; 9089032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Power Holdings Co. <br> Ltd.<br>| 6312820 | &nbsp;&nbsp; 15643726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Resources <br> Sanjiu Medical & <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 418418 | &nbsp;&nbsp; 1820056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Risun Group <br> Ltd.<br>| 9187000 | &nbsp;&nbsp; 2766923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Ruifeng <br> Renewable Energy <br> Holdings Ltd.<br>| 652400 | &nbsp;&nbsp; 33126 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Ruyi Holdings <br> Ltd.<br>| 23744000 | &nbsp;&nbsp; 9492364 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Sanjiang Fine <br> Chemicals Co. Ltd.<br>| 6240000 | &nbsp;&nbsp; 1398076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Science <br> Publishing & Media <br> Ltd., Class A<br>| 45500 | &nbsp;&nbsp; 124809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Shanshui <br> Cement Group Ltd.<br>| 80000 | &nbsp;&nbsp; 7016 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Shengmu <br> Organic Milk Ltd.<br>| 6267000 | &nbsp;&nbsp; 243651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Shenhua <br> Energy Co. Ltd., <br> Class H<br>| 11838000 | &nbsp;&nbsp; 51307650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 2688000 | &nbsp;&nbsp; 2863124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Silver Group <br> Ltd.<br>| 198000 | &nbsp;&nbsp; 10687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China South <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 411834 | &nbsp;&nbsp; 735042 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Southern <br> Airlines Co. Ltd., <br> Class H<br>| 8720000 | &nbsp;&nbsp; 4012997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Southern Power <br> Grid Energy <br> Efficiency&Clean <br> Energy Co. Ltd. <br> (003035 C2), <br> Class A<br>| 804519 | &nbsp;&nbsp; 516096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Southern Power <br> Grid Technology <br> Co. Ltd., Class A<br>| 43731 | &nbsp;&nbsp; 200669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Starch Holdings <br> Ltd.<br>| 20505000 | &nbsp;&nbsp; 554554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> Development <br> Holdings Ltd.<br>| 3842000 | &nbsp;&nbsp; $744197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> Engineering Corp. <br> Ltd., Class A<br>| 7859092 | &nbsp;&nbsp; 6176351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China State <br> Construction <br> International <br> Holdings Ltd.<br>| 15964000 | &nbsp;&nbsp; 24456704 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Sunshine Paper <br> Holdings Co. Ltd.<br>| 5651500 | &nbsp;&nbsp; 1387720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Suntien Green <br> Energy Corp. Ltd., <br> Class H<br>| 10087000 | &nbsp;&nbsp; 5388609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 13891130 | &nbsp;&nbsp; 30866130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Testing & <br> Certification <br> International Group <br> Co. Ltd., Class A<br>| 417388 | &nbsp;&nbsp; 406158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tianying, Inc., <br> Class A<br>| 1082656 | &nbsp;&nbsp; 644753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tobacco <br> International HK Co. <br> Ltd.<br>| 1406000 | &nbsp;&nbsp; 5889041 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tourism Group <br> Duty Free Corp. <br> Ltd. (1880 HK), <br> Class H<br>| 194700 | &nbsp;&nbsp; 1406880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tourism Group <br> Duty Free Corp. <br> Ltd. (601888 C1), <br> Class A<br>| 62517 | &nbsp;&nbsp; 563448 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Tower Corp. <br> Ltd., Class H<br>| 24002500 | &nbsp;&nbsp; 33587056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Traditional <br> Chinese Medicine <br> Holdings Co. Ltd.<br>| 22278000 | &nbsp;&nbsp; 6360136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China TransInfo <br> Technology Co. <br> Ltd., Class A<br>| 418842 | &nbsp;&nbsp; 620137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 15643892 | &nbsp;&nbsp; 3678515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 754160 | &nbsp;&nbsp; 1685577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Union Holdings <br> Ltd., Class A<br>| 649800 | &nbsp;&nbsp; 328612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; China Vanke Co. Ltd., <br> Class H<br>| 8521976 | &nbsp;&nbsp; 5407072 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Vered Financial <br> Holding Corp. Ltd.<br>| 1965500 | &nbsp;&nbsp; $262280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Wafer <br> Level CSP Co. Ltd., <br> Class A<br>| 52094 | &nbsp;&nbsp; 204844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Water Affairs <br> Group Ltd.<br>| 5352000 | &nbsp;&nbsp; 4199500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China West <br> Construction Group <br> Co. Ltd., Class A<br>| 716700 | &nbsp;&nbsp; 640509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China World Trade <br> Center Co. Ltd., <br> Class A<br>| 243400 | &nbsp;&nbsp; 690292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China XD Electric Co. <br> Ltd., Class A<br>| 1033500 | &nbsp;&nbsp; 940161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China XLX Fertiliser <br> Ltd.<br>| 5425000 | &nbsp;&nbsp; 4524257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Yangtze Power <br> Co. Ltd., Class A<br>| 2583803 | &nbsp;&nbsp; 10004057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 8983000 | &nbsp;&nbsp; 2558931 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Youran Dairy <br> Group Ltd.<br>| 3335000 | &nbsp;&nbsp; 1568544 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; China Yuhua <br> Education Corp. <br> Ltd.<br>| 16216000 | &nbsp;&nbsp; 1089137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zhenhua Group <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 105500 | &nbsp;&nbsp; 695982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Zheshang Bank <br> Co. Ltd., Class H<br>| 4538599 | &nbsp;&nbsp; 1594900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China-Singapore <br> Suzhou Industrial <br> Park Development <br> Group Co. Ltd., <br> Class A<br>| 262500 | &nbsp;&nbsp; 280620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinasoft International <br> Ltd.<br>| 18842000 | &nbsp;&nbsp; 13611005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 481672 | &nbsp;&nbsp; 668053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Brewery <br> Co. Ltd., Class A<br>| 109300 | &nbsp;&nbsp; 838751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Changan <br> Automobile Co. <br> Ltd., Class A<br>| 1873998 | &nbsp;&nbsp; 3343735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Chuanyi <br> Automation Co. <br> Ltd., Class A<br>| 278349 | &nbsp;&nbsp; 777995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing <br> Department Store <br> Co. Ltd., Class A<br>| 244221 | &nbsp;&nbsp; 990630 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Electric Power <br> Industrial Co. Ltd., <br> Class A<br>| 621385 | &nbsp;&nbsp; $786898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 452930 | &nbsp;&nbsp; 823573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 759500 | &nbsp;&nbsp; 599256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 3385962 | &nbsp;&nbsp; 603958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Pharscin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21400 | &nbsp;&nbsp; 55816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Port Co. <br> Ltd., Class A<br>| 1174600 | &nbsp;&nbsp; 910369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Road & <br> Bridge Co. Ltd., <br> Class A<br>| 446500 | &nbsp;&nbsp; 399174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 16086000 | &nbsp;&nbsp; 12758464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Sanfeng <br> Environment Group <br> Corp. Ltd., Class A<br>| 1263600 | &nbsp;&nbsp; 1487483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Taiji <br> Industry Group Co. <br> Ltd., Class A<br>| 246900 | &nbsp;&nbsp; 828468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zhifei <br> Biological Products <br> Co. Ltd., Class A<br>| 143217 | &nbsp;&nbsp; 476729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 90702 | &nbsp;&nbsp; 294675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chongyi Zhangyuan <br> Tungsten Industry <br> Co. Ltd., Class A<br>| 750100 | &nbsp;&nbsp; 955838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Fook <br> Jewellery Group <br> Ltd.<br>| 2750000 | &nbsp;&nbsp; 4592750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 524089 | &nbsp;&nbsp; 943070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIG Shanghai Co. <br> Ltd., Class A<br>| 55000 | &nbsp;&nbsp; 413546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMC Enric Holdings <br> Ltd.<br>| 5994000 | &nbsp;&nbsp; 5113979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 335600 | &nbsp;&nbsp; 1397685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Heavy <br> Industries Co. Ltd., <br> Class A<br>| 672000 | &nbsp;&nbsp; 433811 |
|  | CITIC Ltd. | 14587567 | &nbsp;&nbsp; 21883876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Resources <br> Holdings Ltd.<br>| 21218000 | &nbsp;&nbsp; 1091876 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CITIC Securities Co. <br> Ltd., Class H<br>| 4231650 | &nbsp;&nbsp; $14868294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Development <br> Environment Co. <br> Ltd., Class A<br>| 506640 | &nbsp;&nbsp; 973701 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 9594000 | &nbsp;&nbsp; 462092 |
| \* | ClouDr Group Ltd. | 209500 | &nbsp;&nbsp; 39823 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CMGE Technology <br> Group Ltd.<br>| 9486000 | &nbsp;&nbsp; 615020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMOC Group Ltd., <br> Class H<br>| 17772000 | &nbsp;&nbsp; 20173581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMST Development <br> Co. Ltd., Class A<br>| 1217100 | &nbsp;&nbsp; 994710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CNFinance Holdings <br> Ltd., ADR<br>| 17604 | &nbsp;&nbsp; 12759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNGR Advanced <br> Material Co. Ltd., <br> Class A<br>| 188999 | &nbsp;&nbsp; 883744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNNC Hua Yuan <br> Titanium Dioxide <br> Co. Ltd., Class A<br>| 848073 | &nbsp;&nbsp; 492859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CNNC International <br> Ltd.<br>| 95000 | &nbsp;&nbsp; 44877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNOOC Energy <br> Technology & <br> Services Ltd., <br> Class A<br>| 2600600 | &nbsp;&nbsp; 1464620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 706190 | &nbsp;&nbsp; 769707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO <br> Biotechnology Co. <br> Ltd., Class A<br>| 800915 | &nbsp;&nbsp; 651069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Capital <br> Holdings Co. Ltd., <br> Class A<br>| 235700 | &nbsp;&nbsp; 400215 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Joycome <br> Foods Ltd.<br>| 20619000 | &nbsp;&nbsp; 4579493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COFCO Sugar <br> Holding Co. Ltd., <br> Class A<br>| 780453 | &nbsp;&nbsp; 1061300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cofoe Medical <br> Technology Co. <br> Ltd., Class A<br>| 91950 | &nbsp;&nbsp; 470979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COL Group Co. Ltd., <br> Class A<br>| 32800 | &nbsp;&nbsp; 121469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 11708000 | &nbsp;&nbsp; 2749622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Concord New Energy <br> Group Ltd.<br>| 53715909 | &nbsp;&nbsp; 2844432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consun <br> Pharmaceutical <br> Group Ltd.<br>| 3334000 | &nbsp;&nbsp; 5847880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contec Medical <br> Systems Co. Ltd., <br> Class A<br>| 66800 | &nbsp;&nbsp; $191948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Contemporary <br> Amperex <br> Technology Co. <br> Ltd., Class A<br>| 923820 | &nbsp;&nbsp; 33822685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Aerospace <br> Technologies <br> Holding Ltd.<br>| 17366207 | &nbsp;&nbsp; 317344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 25500300 | &nbsp;&nbsp; 3797131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 8722000 | &nbsp;&nbsp; 7084803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 14681349 | &nbsp;&nbsp; 26836627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 3626000 | &nbsp;&nbsp; 2658962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Ports Ltd.<br>| 10177811 | &nbsp;&nbsp; 7127163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Specialized Carriers <br> Co. Ltd., Class A<br>| 1005900 | &nbsp;&nbsp; 933615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; COSCO SHIPPING <br> Technology Co. <br> Ltd., Class A<br>| 122000 | &nbsp;&nbsp; 383169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cosonic Intelligent <br> Technologies Co. <br> Ltd., Class A<br>| 145300 | &nbsp;&nbsp; 349282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 1145354 | &nbsp;&nbsp; 840313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crazy Sports Group <br> Ltd.<br>| 16280600 | &nbsp;&nbsp; 188210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRRC Corp. Ltd., <br> Class H<br>| 10236000 | &nbsp;&nbsp; 7093114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crystal Clear <br> Electronic Material <br> Co. Ltd., Class A<br>| 255766 | &nbsp;&nbsp; 371925 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; CSC Financial Co. <br> Ltd., Class H<br>| 972000 | &nbsp;&nbsp; 1553597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSG Holding Co. Ltd., <br> Class A<br>| 1257696 | &nbsp;&nbsp; 834766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CSG Smart <br> Science&Technology <br> Co. Ltd., Class A<br>| 253900 | &nbsp;&nbsp; 362978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSPC Innovation <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 105257 | &nbsp;&nbsp; 787350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSPC Pharmaceutical <br> Group Ltd.<br>| 64882400 | &nbsp;&nbsp; 81543837 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 11548000 | &nbsp;&nbsp; $3189494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSSC Science & <br> Technology Co. <br> Ltd., Class A<br>| 235800 | &nbsp;&nbsp; 412822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 1080550 | &nbsp;&nbsp; 942409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CWT International <br> Ltd.<br>| 23990000 | &nbsp;&nbsp; 599472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cybrid Technologies, <br> Inc., Class A<br>| 117700 | &nbsp;&nbsp; 183163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daan Gene Co. Ltd., <br> Class A<br>| 786280 | &nbsp;&nbsp; 759500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 267400 | &nbsp;&nbsp; 1185068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalian Bio-Chem Co. <br> Ltd., Class A<br>| 118540 | &nbsp;&nbsp; 322822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 1594163 | &nbsp;&nbsp; 1372355 |
| #\* | Dalipal Holdings Ltd. | 1812000 | &nbsp;&nbsp; 1248851 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Damai Entertainment <br> Holdings Ltd.<br>| 87520000 | &nbsp;&nbsp; 12328658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daphne International <br> Holdings Ltd.<br>| 130000 | &nbsp;&nbsp; 8790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daqin Railway Co. <br> Ltd., Class A<br>| 2784238 | &nbsp;&nbsp; 2528981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dashang Co. Ltd., <br> Class A<br>| 293672 | &nbsp;&nbsp; 796846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DaShenLin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 362856 | &nbsp;&nbsp; 871955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Datang International <br> Power Generation <br> Co. Ltd., Class H<br>| 12070000 | &nbsp;&nbsp; 3042733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Datang Telecom <br> Technology Co. <br> Ltd., Class A<br>| 244900 | &nbsp;&nbsp; 287358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dawnrays <br> Pharmaceutical <br> Holdings Ltd.<br>| 5718982 | &nbsp;&nbsp; 1004000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dazhong <br> Transportation <br> Group Co. Ltd., <br> Class A<br>| 576400 | &nbsp;&nbsp; 498346 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DBAPP Security Ltd., <br> Class A<br>| 2558 | &nbsp;&nbsp; 21215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DBG Technology Co. <br> Ltd., Class A<br>| 150256 | &nbsp;&nbsp; 573083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DeHua TB New <br> Decoration <br> Materials Co. Ltd., <br> Class A<br>| 542283 | &nbsp;&nbsp; 752048 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deppon Logistics Co. <br> Ltd., Class A<br>| 455000 | &nbsp;&nbsp; $982872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dezhan Healthcare <br> Co. Ltd., Class A<br>| 1061300 | &nbsp;&nbsp; 714791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DHC Software Co. <br> Ltd., Class A<br>| 697312 | &nbsp;&nbsp; 895998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 341679 | &nbsp;&nbsp; 762624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Group <br> Co. Ltd., Class A<br>| 264025 | &nbsp;&nbsp; 1513740 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital China Holdings <br> Ltd.<br>| 3768000 | &nbsp;&nbsp; 1459511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 361457 | &nbsp;&nbsp; 644075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dirui Industrial Co. <br> Ltd., Class A<br>| 72900 | &nbsp;&nbsp; 147646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 250151 | &nbsp;&nbsp; 431073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-E-E-Jiao Co. <br> Ltd., Class A<br>| 132743 | &nbsp;&nbsp; 952474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electric <br> Corp. Ltd., Class H<br>| 1632400 | &nbsp;&nbsp; 3830982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfang Electronics <br> Co. Ltd., Class A<br>| 347053 | &nbsp;&nbsp; 493384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DongFeng Automobile <br> Co. Ltd., Class A<br>| 29900 | &nbsp;&nbsp; 29663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongfeng Electronic <br> Technology Co. <br> Ltd., Class A<br>| 211030 | &nbsp;&nbsp; 373176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongfeng Motor <br> Group Co. Ltd., <br> Class H<br>| 16158000 | &nbsp;&nbsp; 9722392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Aohai <br> Technology Co. <br> Ltd., Class A<br>| 125740 | &nbsp;&nbsp; 687092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 420100 | &nbsp;&nbsp; 642257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 50000 | &nbsp;&nbsp; 23843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongguan Yutong <br> Optical Technology <br> Co. Ltd., Class A<br>| 154300 | &nbsp;&nbsp; 482281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Donghua Testing <br> Technology Co. <br> Ltd., Class A<br>| 36300 | &nbsp;&nbsp; 195106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dongjiang <br> Environmental Co. <br> Ltd., Class H<br>| 478595 | &nbsp;&nbsp; 159372 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongxing Securities <br> Co. Ltd., Class A<br>| 581155 | &nbsp;&nbsp; $898414 |
|  | Dongyue Group Ltd. | 13139000 | &nbsp;&nbsp; 17366382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Double Medical <br> Technology, Inc., <br> Class A<br>| 20500 | &nbsp;&nbsp; 125857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DouYu International <br> Holdings Ltd., ADR<br>| 67516 | &nbsp;&nbsp; 584686 |
| \* | DPC Dash Ltd. | 65900 | &nbsp;&nbsp; 711266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 2883000 | &nbsp;&nbsp; 1861814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eaglerise Electric & <br> Electronic China <br> Co. Ltd., Class A<br>| 320800 | &nbsp;&nbsp; 720244 |
| #\*Ω | East Buy Holding Ltd. | 1510000 | &nbsp;&nbsp; 4222803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Money <br> Information Co. <br> Ltd., Class A<br>| 923330 | &nbsp;&nbsp; 2971236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastcompeace <br> Technology Co. <br> Ltd., Class A<br>| 184700 | &nbsp;&nbsp; 635414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern <br> Communications <br> Co. Ltd., Class A<br>| 177500 | &nbsp;&nbsp; 270325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 2085200 | &nbsp;&nbsp; 859561 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; E-Commodities <br> Holdings Ltd.<br>| 11078000 | &nbsp;&nbsp; 1353617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ecovacs Robotics Co. <br> Ltd., Class A<br>| 74692 | &nbsp;&nbsp; 825274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edan Instruments, <br> Inc., Class A<br>| 254388 | &nbsp;&nbsp; 461659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edifier Technology Co. <br> Ltd., Class A<br>| 272800 | &nbsp;&nbsp; 497005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edvantage Group <br> Holdings Ltd.<br>| 3152088 | &nbsp;&nbsp; 662956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EEKA Fashion <br> Holdings Ltd.<br>| 2141000 | &nbsp;&nbsp; 1852193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EFORT Intelligent <br> Robot Co. Ltd.<br>| 10238 | &nbsp;&nbsp; 33208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIT Environmental <br> Development Group <br> Co. Ltd., Class A<br>| 145919 | &nbsp;&nbsp; 401518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electric Connector <br> Technology Co. <br> Ltd., Class A<br>| 162850 | &nbsp;&nbsp; 1098528 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Elion Energy Co. Ltd., <br> Class A<br>| 1910265 | &nbsp;&nbsp; 18590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EmbedWay <br> Technologies <br> Shanghai Corp., <br> Class A<br>| 57300 | &nbsp;&nbsp; 223662 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENN Energy Holdings <br> Ltd.<br>| 2716000 | &nbsp;&nbsp; $22135443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ENN Natural Gas Co. <br> Ltd., Class A<br>| 662095 | &nbsp;&nbsp; 1695997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eoptolink Technology, <br> Inc. Ltd., Class A<br>| 137261 | &nbsp;&nbsp; 3573569 |
|  | Era Co. Ltd., Class A | 762200 | &nbsp;&nbsp; 443582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Espressif Systems <br> Shanghai Co. Ltd., <br> Class A<br>| 14875 | &nbsp;&nbsp; 333544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Essex Bio-technology <br> Ltd.<br>| 1795000 | &nbsp;&nbsp; 1176420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Estun Automation Co. <br> Ltd., Class A<br>| 7600 | &nbsp;&nbsp; 22103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 715400 | &nbsp;&nbsp; 444703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EVA Precision <br> Industrial Holdings <br> Ltd.<br>| 10176516 | &nbsp;&nbsp; 988613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eve Energy Co. Ltd., <br> Class A<br>| 220597 | &nbsp;&nbsp; 1352706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ever Sunshine <br> Services Group <br> Ltd.<br>| 5654000 | &nbsp;&nbsp; 1492425 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everbright Securities <br> Co. Ltd., Class H<br>| 1197200 | &nbsp;&nbsp; 1594720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EverChina <br> International <br> Holdings Co. Ltd.<br>| 18107500 | &nbsp;&nbsp; 142807 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Everest Medicines <br> Ltd.<br>| 411500 | &nbsp;&nbsp; 3332120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EverProX <br> Technologies Co. <br> Ltd., Class A<br>| 21700 | &nbsp;&nbsp; 258696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Excellence <br> Commercial <br> Property & Facilities <br> Management Group <br> Ltd.<br>| 772000 | &nbsp;&nbsp; 142951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Explosive Co. Ltd., <br> Class A<br>| 184900 | &nbsp;&nbsp; 358763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eyebright Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 35270 | &nbsp;&nbsp; 378202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 774029 | &nbsp;&nbsp; 514607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fangda Special Steel <br> Technology Co. <br> Ltd., Class A<br>| 1055631 | &nbsp;&nbsp; 857507 |
|  | Far East Horizon Ltd. | 16837000 | &nbsp;&nbsp; 17138016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 994800 | &nbsp;&nbsp; 764286 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 256681 | &nbsp;&nbsp; $570099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAW Jiefang Group <br> Co. Ltd., Class A<br>| 428900 | &nbsp;&nbsp; 414393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 1246978 | &nbsp;&nbsp; 1027836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feilong Auto <br> Components Co. <br> Ltd., Class A<br>| 396100 | &nbsp;&nbsp; 940527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fengzhushou Co. <br> Ltd., Class A<br>| 14300 | &nbsp;&nbsp; 67297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ferrotec Anhui <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 49300 | &nbsp;&nbsp; 273895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FESCO Group Co. <br> Ltd., Class A<br>| 188700 | &nbsp;&nbsp; 550027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fiberhome <br> Telecommunication <br> Technologies Co. <br> Ltd., Class A<br>| 226700 | &nbsp;&nbsp; 705955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fibocom Wireless, <br> Inc., Class A<br>| 141494 | &nbsp;&nbsp; 515186 |
| \* | FIH Mobile Ltd. | 1213800 | &nbsp;&nbsp; 2163684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 1067157 | &nbsp;&nbsp; 434294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FinVolution Group, <br> ADR<br>| 983717 | &nbsp;&nbsp; 8450129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Capital Securities <br> Co. Ltd., Class A<br>| 597100 | &nbsp;&nbsp; 612704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Tractor Co. Ltd., <br> Class H<br>| 1882000 | &nbsp;&nbsp; 1698801 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flat Glass Group Co. <br> Ltd., Class H<br>| 2305000 | &nbsp;&nbsp; 2989438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focus Lightings Tech <br> Co. Ltd., Class A<br>| 313600 | &nbsp;&nbsp; 546249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focus Media <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 2460600 | &nbsp;&nbsp; 2560280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focused Photonics <br> Hangzhou, Inc., <br> Class A<br>| 191600 | &nbsp;&nbsp; 507960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Focuslight <br> Technologies, Inc., <br> Class A<br>| 27506 | &nbsp;&nbsp; 325803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foryou Corp., <br> Class A<br>| 187100 | &nbsp;&nbsp; 769225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Electrical & <br> Lighting Co. Ltd., <br> Class A<br>| 610100 | &nbsp;&nbsp; 544710 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Haitian <br> Flavouring & Food <br> Co. Ltd., Class A<br>| 549025 | &nbsp;&nbsp; $2921640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Nationstar <br> Optoelectronics Co. <br> Ltd., Class A<br>| 386684 | &nbsp;&nbsp; 494629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Foshan Yowant <br> Technology Co. <br> Ltd., Class A<br>| 730279 | &nbsp;&nbsp; 692494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fosun International <br> Ltd.<br>| 11497120 | &nbsp;&nbsp; 7934344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Founder Holdings <br> Ltd.<br>| 1086000 | &nbsp;&nbsp; 133870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Founder Securities <br> Co. Ltd., Class A<br>| 730500 | &nbsp;&nbsp; 822143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fountain SET <br> Holdings Ltd.<br>| 234000 | &nbsp;&nbsp; 18529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Industrial <br> Internet Co. Ltd., <br> Class A<br>| 2432256 | &nbsp;&nbsp; 11617756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Friend Co. Ltd., <br> Class A<br>| 85700 | &nbsp;&nbsp; 204511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Shou Yuan <br> International Group <br> Ltd.<br>| 10182000 | &nbsp;&nbsp; 4679341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fuan Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 337800 | &nbsp;&nbsp; 218778 |
| # | Fufeng Group Ltd. | 17110800 | &nbsp;&nbsp; 18891478 |
| #\*†† | Fuguiniao Co. Ltd. | 782600 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Apex Software <br> Co. Ltd., Class A<br>| 66160 | &nbsp;&nbsp; 382943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Boss Software <br> Development Co. <br> Ltd., Class A<br>| 291996 | &nbsp;&nbsp; 616999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Foxit Software <br> Development JSC <br> Ltd., Class A<br>| 23430 | &nbsp;&nbsp; 263638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Funeng Co. <br> Ltd., Class A<br>| 719783 | &nbsp;&nbsp; 945006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Kuncai Material <br> Technology Co. <br> Ltd., Class A<br>| 81100 | &nbsp;&nbsp; 218023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Longking Co. <br> Ltd., Class A<br>| 462211 | &nbsp;&nbsp; 770364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Qingshan <br> Paper Industry Co. <br> Ltd., Class A<br>| 889000 | &nbsp;&nbsp; 280055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Snowman <br> Group Co. Ltd., <br> Class A<br>| 148000 | &nbsp;&nbsp; 227604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 200508 | &nbsp;&nbsp; 738519 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Sunner <br> Development Co. <br> Ltd., Class A<br>| 430208 | &nbsp;&nbsp; $952624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Tianma <br> Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 328120 | &nbsp;&nbsp; 604446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fujian Yuanli Active <br> Carbon Co. Ltd., <br> Class A<br>| 179000 | &nbsp;&nbsp; 373854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fulin Precision Co. <br> Ltd., Class A<br>| 294420 | &nbsp;&nbsp; 511391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fushun Special Steel <br> Co. Ltd., Class A<br>| 1023000 | &nbsp;&nbsp; 799688 |
| \* | Future Machine Ltd. | 442000 | &nbsp;&nbsp; 57232 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Fuyao Glass Industry <br> Group Co. Ltd., <br> Class H<br>| 2877600 | &nbsp;&nbsp; 20746260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gan & Lee <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 74000 | &nbsp;&nbsp; 595147 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ganfeng Lithium <br> Group Co. Ltd., <br> Class H<br>| 1564039 | &nbsp;&nbsp; 5191606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Energy <br> Chemical Co. Ltd., <br> Class A<br>| 3848240 | &nbsp;&nbsp; 1324466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Jiu Steel <br> Group Hongxing <br> Iron & Steel Co. <br> Ltd., Class A<br>| 962600 | &nbsp;&nbsp; 235381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 677390 | &nbsp;&nbsp; 821785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gansu Yasheng <br> Industrial Group Co. <br> Ltd., Class A<br>| 1353900 | &nbsp;&nbsp; 561832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gaona Aero Material <br> Co. Ltd., Class A<br>| 249000 | &nbsp;&nbsp; 599985 |
|  | Gaush Meditech Ltd. | 156000 | &nbsp;&nbsp; 154127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; G-bits Network <br> Technology Xiamen <br> Co. Ltd., Class A<br>| 21200 | &nbsp;&nbsp; 998924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GCL Energy <br> Technology Co. <br> Ltd., Class A<br>| 709995 | &nbsp;&nbsp; 1196526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCL New Energy <br> Holdings Ltd.<br>| 2556218 | &nbsp;&nbsp; 141164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GCL System <br> Integration <br> Technology Co. <br> Ltd., Class A<br>| 176900 | &nbsp;&nbsp; 63079 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GCL Technology <br> Holdings Ltd.<br>| 93070320 | &nbsp;&nbsp; 13789915 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GD Power <br> Development Co. <br> Ltd., Class A<br>| 1913278 | &nbsp;&nbsp; $1217629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd. <br> (9698 HK), Class A<br>| 4090100 | &nbsp;&nbsp; 18433020 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd. <br> (GDS US), ADR<br>| 145833 | &nbsp;&nbsp; 5260196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geely Automobile <br> Holdings Ltd.<br>| 23035000 | &nbsp;&nbsp; 51667910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEM Co. Ltd., <br> Class A<br>| 1492900 | &nbsp;&nbsp; 1335644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Corp., <br> Class A<br>| 921200 | &nbsp;&nbsp; 480657 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 40858000 | &nbsp;&nbsp; 1484301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GemPharmatech Co. <br> Ltd., Class A<br>| 110347 | &nbsp;&nbsp; 244044 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Genertec Universal <br> Medical Group Co. <br> Ltd.<br>| 6737000 | &nbsp;&nbsp; 5515088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genimous Technology <br> Co. Ltd., Class A<br>| 173600 | &nbsp;&nbsp; 212988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genscript Biotech <br> Corp.<br>| 4284000 | &nbsp;&nbsp; 9291584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geovis Technology <br> Co. Ltd., Class A<br>| 95574 | &nbsp;&nbsp; 483567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEPIC Energy <br> Development Co. <br> Ltd., Class A<br>| 522400 | &nbsp;&nbsp; 474554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Getein Biotech, Inc., <br> Class A<br>| 282378 | &nbsp;&nbsp; 338869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GF Securities Co. <br> Ltd., Class H<br>| 3127400 | &nbsp;&nbsp; 6828366 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Giant Biogene Holding <br> Co. Ltd.<br>| 1608400 | &nbsp;&nbsp; 11469083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giantec <br> Semiconductor <br> Corp., Class A<br>| 18472 | &nbsp;&nbsp; 189868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ginlong Technologies <br> Co. Ltd., Class A<br>| 103959 | &nbsp;&nbsp; 818229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glarun Technology <br> Co. Ltd., Class A<br>| 91387 | &nbsp;&nbsp; 384060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global New Material <br> International <br> Holdings Ltd.<br>| 326000 | &nbsp;&nbsp; 213901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GoerTek, Inc., <br> Class A<br>| 459244 | &nbsp;&nbsp; 1459384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goke Microelectronics <br> Co. Ltd., Class A<br>| 10500 | &nbsp;&nbsp; 121792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldcard Smart Group <br> Co. Ltd., Class A<br>| 140500 | &nbsp;&nbsp; 236106 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Golden Throat <br> Holdings Group Co. <br> Ltd.<br>| 1103500 | &nbsp;&nbsp; 661607 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldenmax <br> International Group <br> Ltd., Class A<br>| 368071 | &nbsp;&nbsp; $612248 |
|  | Goldpac Group Ltd. | 2119000 | &nbsp;&nbsp; 246999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldwind Science & <br> Technology Co. <br> Ltd., Class H<br>| 5009984 | &nbsp;&nbsp; 4447259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GOME Retail Holdings <br> Ltd.<br>| 8015660 | &nbsp;&nbsp; 19347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goneo Group Co. <br> Ltd., Class A<br>| 97272 | &nbsp;&nbsp; 636845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goodbaby <br> International <br> Holdings Ltd.<br>| 3281000 | &nbsp;&nbsp; 457373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoodWe Technologies <br> Co. Ltd. (688390 <br> C1), Class A<br>| 46709 | &nbsp;&nbsp; 270340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gotion High-tech Co. <br> Ltd., Class A<br>| 323200 | &nbsp;&nbsp; 1310295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pharmaceutical <br> Group Ltd.<br>| 10364500 | &nbsp;&nbsp; 11462724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grandblue <br> Environment Co. <br> Ltd., Class A<br>| 135827 | &nbsp;&nbsp; 504673 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 1368201 | &nbsp;&nbsp; 572748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. <br> Ltd., Class H<br>| 8462250 | &nbsp;&nbsp; 13809782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greatoo Intelligent <br> Equipment, Inc., <br> Class A<br>| 174200 | &nbsp;&nbsp; 190941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greattown Holdings <br> Ltd., Class A<br>| 607052 | &nbsp;&nbsp; 262241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gree Electric <br> Appliances, Inc. of <br> Zhuhai, Class A<br>| 686953 | &nbsp;&nbsp; 4352350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown China <br> Holdings Ltd.<br>| 8356500 | &nbsp;&nbsp; 10511079 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Greentown <br> Management <br> Holdings Co. Ltd.<br>| 4842000 | &nbsp;&nbsp; 1757830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greentown Service <br> Group Co. Ltd.<br>| 11114000 | &nbsp;&nbsp; 6767063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GRG Banking <br> Equipment Co. Ltd., <br> Class A<br>| 431426 | &nbsp;&nbsp; 791846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GRG Metrology & Test <br> Group Co. Ltd., <br> Class A<br>| 364000 | &nbsp;&nbsp; 865646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grinm Advanced <br> Materials Co. Ltd., <br> Class A<br>| 40600 | &nbsp;&nbsp; 105655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Aofei <br> Data Technology <br> Co. Ltd., Class A<br>| 378043 | &nbsp;&nbsp; 1090422 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Baolihua <br> New Energy Stock <br> Co. Ltd., Class A<br>| 1090711 | &nbsp;&nbsp; $706091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 1533000 | &nbsp;&nbsp; 780713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 361828 | &nbsp;&nbsp; 416545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 789800 | &nbsp;&nbsp; 454260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongfang <br> Precision Science & <br> Technology Co. <br> Ltd., Class A<br>| 999402 | &nbsp;&nbsp; 1960644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 745888 | &nbsp;&nbsp; 615230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Dowstone <br> Technology Co. <br> Ltd., Class A<br>| 162232 | &nbsp;&nbsp; 383733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Electric <br> Power Development <br> Co. Ltd., Class A<br>| 340900 | &nbsp;&nbsp; 220414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Ellington <br> Electronics <br> Technology Co. <br> Ltd., Class A<br>| 565816 | &nbsp;&nbsp; 836285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Fenghua <br> Advanced <br> Technology Holding <br> Co. Ltd., Class A<br>| 232200 | &nbsp;&nbsp; 448316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Goworld <br> Co. Ltd., Class A<br>| 276600 | &nbsp;&nbsp; 497633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Great <br> River Smarter <br> Logistics Co. Ltd., <br> Class A<br>| 207564 | &nbsp;&nbsp; 321636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 581404 | &nbsp;&nbsp; 251731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Haid <br> Group Co. Ltd., <br> Class A<br>| 317568 | &nbsp;&nbsp; 2491037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong HEC <br> Technology Holding <br> Co. Ltd., Class A<br>| 343545 | &nbsp;&nbsp; 706215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Hongda <br> Holdings Group Co. <br> Ltd., Class A<br>| 164900 | &nbsp;&nbsp; 836645 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Hongtu <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 548700 | &nbsp;&nbsp; $928584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Huate <br> Gas Co. Ltd., <br> Class A<br>| 40695 | &nbsp;&nbsp; 292277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Investment Ltd.<br>| 12158000 | &nbsp;&nbsp; 10821710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Jia Yuan <br> Technology Shares <br> Co. Ltd., Class A<br>| 177017 | &nbsp;&nbsp; 542638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 199700 | &nbsp;&nbsp; 613460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Land <br> Holdings Ltd.<br>| 1870494 | &nbsp;&nbsp; 61062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Lingxiao <br> Pump Industry Co. <br> Ltd., Class A<br>| 213700 | &nbsp;&nbsp; 478212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 812311 | &nbsp;&nbsp; 1394056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Shenglu <br> Telecommunication <br> Tech Co. Ltd., <br> Class A<br>| 270000 | &nbsp;&nbsp; 274375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Sirio <br> Pharma Co. Ltd., <br> Class A<br>| 188487 | &nbsp;&nbsp; 599310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong South <br> New Media Co. <br> Ltd., Class A<br>| 153310 | &nbsp;&nbsp; 873427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Tapai <br> Group Co. Ltd., <br> Class A<br>| 469895 | &nbsp;&nbsp; 527175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong TCL <br> Smart Home <br> Appliances Co. Ltd.<br>| 431900 | &nbsp;&nbsp; 608115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Topstar <br> Technology Co. <br> Ltd., Class A<br>| 46762 | &nbsp;&nbsp; 214625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 564800 | &nbsp;&nbsp; 916685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Xinbao <br> Electrical <br> Appliances Holdings <br> Co. Ltd., Class A<br>| 726600 | &nbsp;&nbsp; 1487591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong Zhongnan <br> Iron & Steel Co. <br> Ltd., Class A<br>| 1398081 | &nbsp;&nbsp; 578683 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangdong <br> Zhongsheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 75204 | &nbsp;&nbsp; $208854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guanghui Energy Co. <br> Ltd., Class A<br>| 2456214 | &nbsp;&nbsp; 1847292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guanghui Logistics <br> Co. Ltd., Class A<br>| 555700 | &nbsp;&nbsp; 587550 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guangshen Railway <br> Co. Ltd., Class H<br>| 10624700 | &nbsp;&nbsp; 2649180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Huaxi <br> Nonferrous Metal <br> Co. Ltd., Class A<br>| 284600 | &nbsp;&nbsp; 865621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 623063 | &nbsp;&nbsp; 926315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi LiuYao <br> Group Co. Ltd., <br> Class A<br>| 257400 | &nbsp;&nbsp; 644935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 1947914 | &nbsp;&nbsp; 735407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GuangYuYuan <br> Chinese Herbal <br> Medicine Co. Ltd., <br> Class A<br>| 95100 | &nbsp;&nbsp; 281309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Automobile Group <br> Co. Ltd., Class H<br>| 11137690 | &nbsp;&nbsp; 4500611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Baiyun <br> International Airport <br> Co. Ltd., Class A<br>| 669826 | &nbsp;&nbsp; 867966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 1358000 | &nbsp;&nbsp; 3126420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Development <br> Group, Inc., <br> Class A<br>| 541900 | &nbsp;&nbsp; 477822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Great <br> Power Energy & <br> Technology Co. <br> Ltd., Class A<br>| 109100 | &nbsp;&nbsp; 389332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Haige <br> Communications <br> Group, Inc. Co., <br> Class A<br>| 468950 | &nbsp;&nbsp; 861145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Haoyang <br> Electronic Co. Ltd., <br> Class A<br>| 71300 | &nbsp;&nbsp; 353154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou KDT <br> Machinery Co. Ltd., <br> Class A<br>| 312310 | &nbsp;&nbsp; 698530 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 93700 | &nbsp;&nbsp; $401104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Lingnan <br> Group Holdings Co. <br> Ltd., Class A<br>| 287500 | &nbsp;&nbsp; 490080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Port Co. <br> Ltd., Class A<br>| 760600 | &nbsp;&nbsp; 348445 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou R&F <br> Properties Co. Ltd., <br> Class H<br>| 1999200 | &nbsp;&nbsp; 228621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou <br> Restaurant Group <br> Co. Ltd., Class A<br>| 310087 | &nbsp;&nbsp; 681100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Shiyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 91024 | &nbsp;&nbsp; 442314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Sie <br> Consulting Co. Ltd., <br> Class A<br>| 203100 | &nbsp;&nbsp; 857080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Tinci <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 277560 | &nbsp;&nbsp; 726622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 249146 | &nbsp;&nbsp; 826389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Yuexiu <br> Capital Holdings <br> Group Co. Ltd., <br> Class A<br>| 756337 | &nbsp;&nbsp; 770322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Zhiguang <br> Electric Co. Ltd., <br> Class A<br>| 282000 | &nbsp;&nbsp; 242392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guangzhou Zhujiang <br> Brewery Co. Ltd., <br> Class A<br>| 372700 | &nbsp;&nbsp; 530914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 402820 | &nbsp;&nbsp; 461678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guilin Sanjin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 274782 | &nbsp;&nbsp; 575159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Bailing Group <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 43200 | &nbsp;&nbsp; 35675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Broadcasting <br> & TV Information <br> Network Co. Ltd., <br> Class A<br>| 139200 | &nbsp;&nbsp; 159387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Chanhen <br> Chemical Corp., <br> Class A<br>| 240300 | &nbsp;&nbsp; 820744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Gas Group <br> Corp. Ltd., Class A<br>| 854160 | &nbsp;&nbsp; 812881 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Guihang <br> Automotive <br> Components Co. <br> Ltd., Class A<br>| 154300 | &nbsp;&nbsp; $328675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Panjiang <br> Refined Coal Co. <br> Ltd., Class A<br>| 1483572 | &nbsp;&nbsp; 1028443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Qianyuan <br> Power Co. Ltd., <br> Class A<br>| 125200 | &nbsp;&nbsp; 274397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Sanli <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 163200 | &nbsp;&nbsp; 305687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Tyre Co. Ltd., <br> Class A<br>| 1026336 | &nbsp;&nbsp; 644722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Xinbang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 1112897 | &nbsp;&nbsp; 580002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 237584 | &nbsp;&nbsp; 452887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guizhou Zhongyida <br> Co. Ltd., Class A<br>| 120600 | &nbsp;&nbsp; 208201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guoguang Electric Co. <br> Ltd., Class A<br>| 214663 | &nbsp;&nbsp; 458277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guolian Minsheng <br> Securities Co. Ltd., <br> Class H<br>| 260500 | &nbsp;&nbsp; 192921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guomai Technologies, <br> Inc., Class A<br>| 499854 | &nbsp;&nbsp; 840644 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Guoquan Food <br> Shanghai Co. Ltd.<br>| 495600 | &nbsp;&nbsp; 230897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guosen Securities Co. <br> Ltd., Class A<br>| 764897 | &nbsp;&nbsp; 1407766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guosheng Financial <br> Holding, Inc., <br> Class A<br>| 147476 | &nbsp;&nbsp; 312021 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 5092680 | &nbsp;&nbsp; 10993716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Guoyuan Securities <br> Co. Ltd., Class A<br>| 761345 | &nbsp;&nbsp; 897705 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gushengtang <br> Holdings Ltd.<br>| 703100 | &nbsp;&nbsp; 3203505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; H World Group Ltd. <br> (1179 HK)<br>| 1141800 | &nbsp;&nbsp; 3563786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; H World Group Ltd. <br> (HTHT US), ADR<br>| 395705 | &nbsp;&nbsp; 12353910 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haichang Ocean Park <br> Holdings Ltd.<br>| 9407000 | &nbsp;&nbsp; 937237 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haidilao International <br> Holding Ltd.<br>| 6770000 | &nbsp;&nbsp; 12001157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home <br> Co. Ltd. (600690 <br> C1), Class A<br>| 914762 | &nbsp;&nbsp; 3150616 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haier Smart Home <br> Co. Ltd. (6690 HK), <br> Class H<br>| 8697799 | &nbsp;&nbsp; $27401341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hailir Pesticides & <br> Chemicals Group <br> Co. Ltd., Class A<br>| 220124 | &nbsp;&nbsp; 444981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Haima Automobile Co. <br> Ltd., Class A<br>| 282400 | &nbsp;&nbsp; 171610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Airlines <br> Holding Co. Ltd., <br> Class A<br>| 5452800 | &nbsp;&nbsp; 1120401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 84900 | &nbsp;&nbsp; 509453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 723139 | &nbsp;&nbsp; 654090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Haiqi <br> Transportation <br> Group Co. Ltd., <br> Class A<br>| 107900 | &nbsp;&nbsp; 316459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Haiyao Co. <br> Ltd., Class A<br>| 345000 | &nbsp;&nbsp; 306581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Jinpan Smart <br> Technology Co. <br> Ltd., Class A<br>| 88175 | &nbsp;&nbsp; 462501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 1777000 | &nbsp;&nbsp; 2437504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Mining Co. <br> Ltd., Class A<br>| 377100 | &nbsp;&nbsp; 414723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hainan Strait Shipping <br> Co. Ltd., Class A<br>| 1108500 | &nbsp;&nbsp; 1251619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haisco <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 106757 | &nbsp;&nbsp; 824139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haitian International <br> Holdings Ltd.<br>| 6059000 | &nbsp;&nbsp; 16424456 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Haitong UniTrust <br> International <br> Leasing Co. Ltd., <br> Class H<br>| 6988000 | &nbsp;&nbsp; 746981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hand Enterprise <br> Solutions Co. Ltd., <br> Class A<br>| 317634 | &nbsp;&nbsp; 830448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangcha Group Co. <br> Ltd., Class A<br>| 601756 | &nbsp;&nbsp; 1766701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 1802564 | &nbsp;&nbsp; 662772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 658299 | &nbsp;&nbsp; 911844 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Chang <br> Chuan Technology <br> Co. Ltd., Class A<br>| 53000 | &nbsp;&nbsp; $318751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Dptech <br> Technologies Co. <br> Ltd., Class A<br>| 119500 | &nbsp;&nbsp; 285611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Electronic <br> Soul Network <br> Technology Co. <br> Ltd., Class A<br>| 124800 | &nbsp;&nbsp; 390566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou First <br> Applied Material Co. <br> Ltd., Class A<br>| 401406 | &nbsp;&nbsp; 814524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 226600 | &nbsp;&nbsp; 975845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Greenda <br> Electronic Materials <br> Co. Ltd., Class A<br>| 50200 | &nbsp;&nbsp; 183601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 125661 | &nbsp;&nbsp; 682547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Honghua <br> Digital Technology <br> Stock Co. Ltd., <br> Class A<br>| 73173 | &nbsp;&nbsp; 720102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Huawang <br> New Material <br> Technology Co. <br> Ltd., Class A<br>| 326928 | &nbsp;&nbsp; 409539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Iron & <br> Steel Co., Class A<br>| 253700 | &nbsp;&nbsp; 312679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 172020 | &nbsp;&nbsp; 587291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Onechance <br> Tech Corp., <br> Class A<br>| 109900 | &nbsp;&nbsp; 385087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 336757 | &nbsp;&nbsp; 1024353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 317045 | &nbsp;&nbsp; 839483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Shunwang <br> Technology Co. <br> Ltd., Class A<br>| 114200 | &nbsp;&nbsp; 309380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Silan <br> Microelectronics Co. <br> Ltd., Class A<br>| 23800 | &nbsp;&nbsp; 84370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Sunrise <br> Technology Co. <br> Ltd., Class A<br>| 232600 | &nbsp;&nbsp; 506897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (300347 C2), <br> Class A<br>| 29300 | &nbsp;&nbsp; 276371 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 600400 | &nbsp;&nbsp; $4261817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Weiguang <br> Electronic Co. Ltd., <br> Class A<br>| 32700 | &nbsp;&nbsp; 149807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hangzhou Zhongtai <br> Cryogenic <br> Technology Corp., <br> Class A<br>| 135900 | &nbsp;&nbsp; 292565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Han's Laser <br> Technology Industry <br> Group Co. Ltd., <br> Class A<br>| 191361 | &nbsp;&nbsp; 715970 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hansoh <br> Pharmaceutical <br> Group Co. Ltd.<br>| 1794000 | &nbsp;&nbsp; 8059849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwei Electronics <br> Group Corp., <br> Class A<br>| 108000 | &nbsp;&nbsp; 646531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haohua Chemical <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 82300 | &nbsp;&nbsp; 293142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Haosen Fintech Group <br> Ltd.<br>| 7000 | &nbsp;&nbsp; 11567 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Bank Co. Ltd., <br> Class H<br>| 4448000 | &nbsp;&nbsp; 243892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Boshi <br> Automation Co. <br> Ltd., Class A<br>| 411266 | &nbsp;&nbsp; 925275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Co. <br> Ltd., Class H<br>| 4808587 | &nbsp;&nbsp; 4584047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 546173 | &nbsp;&nbsp; 875233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Gloria <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 1138900 | &nbsp;&nbsp; 585430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 1717336 | &nbsp;&nbsp; 964605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HBIS Resources Co. <br> Ltd., Class A<br>| 445700 | &nbsp;&nbsp; 856209 |
| #\*Ω | HBM Holdings Ltd. | 1975000 | &nbsp;&nbsp; 2351691 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 1356500 | &nbsp;&nbsp; 1977475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Co. Ltd., <br> Class A<br>| 27490 | &nbsp;&nbsp; 32353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Changshan <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 229400 | &nbsp;&nbsp; 1341947 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Construction <br> Group Corp. Ltd., <br> Class H<br>| 193500 | &nbsp;&nbsp; $13329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Hengshui <br> Laobaigan Liquor <br> Co. Ltd., Class A<br>| 303600 | &nbsp;&nbsp; 707253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Sinopack <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 37520 | &nbsp;&nbsp; 278038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hebei Yangyuan <br> Zhihui Beverage <br> Co. Ltd., Class A<br>| 268134 | &nbsp;&nbsp; 791849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Jianghang <br> Aircraft Equipment <br> Co. Ltd., Class A<br>| 146056 | &nbsp;&nbsp; 250654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Meiya <br> Optoelectronic <br> Technology, Inc., <br> Class A<br>| 266910 | &nbsp;&nbsp; 625679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 460061 | &nbsp;&nbsp; 439508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heilongjiang <br> Agriculture Co. Ltd., <br> Class A<br>| 379800 | &nbsp;&nbsp; 790340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 395800 | &nbsp;&nbsp; 716258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Helens International <br> Holdings Co. Ltd.<br>| 280000 | &nbsp;&nbsp; 45405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hello Group, Inc., <br> Sponsored ADR<br>| 1190568 | &nbsp;&nbsp; 9798375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Liliang <br> Diamond Co. Ltd., <br> Class A<br>| 144500 | &nbsp;&nbsp; 592175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Lingrui <br> Pharmaceutical Co., <br> Class A<br>| 313700 | &nbsp;&nbsp; 990827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 423300 | &nbsp;&nbsp; 725174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 485600 | &nbsp;&nbsp; 1056465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Shenhuo Coal <br> Industry & <br> Electricity Power <br> Co. Ltd., Class A<br>| 774392 | &nbsp;&nbsp; 1899266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Shuanghui <br> Investment & <br> Development Co. <br> Ltd., Class A<br>| 565143 | &nbsp;&nbsp; 1938437 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 253100 | &nbsp;&nbsp; $1015744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 867700 | &nbsp;&nbsp; 525496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 861100 | &nbsp;&nbsp; 975056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Yuneng <br> Holdings Co. Ltd., <br> Class A<br>| 428399 | &nbsp;&nbsp; 322915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Henan Zhongfu <br> Industry Co. Ltd., <br> Class A<br>| 1500100 | &nbsp;&nbsp; 955095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Henan Zhongyuan <br> Expressway Co. <br> Ltd., Class A<br>| 1011125 | &nbsp;&nbsp; 636306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hengan International <br> Group Co. Ltd.<br>| 5312122 | &nbsp;&nbsp; 15869454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hengdeli Holdings <br> Ltd.<br>| 7280834 | &nbsp;&nbsp; 116043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengdian Group <br> DMEGC Magnetics <br> Co. Ltd., Class A<br>| 537630 | &nbsp;&nbsp; 1148559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengdian Group <br> Tospo Lighting Co. <br> Ltd., Class A<br>| 140700 | &nbsp;&nbsp; 238026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengli Petrochemical <br> Co. Ltd., Class A<br>| 1323812 | &nbsp;&nbsp; 2839375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengtong Logistics <br> Co. Ltd., Class A<br>| 335800 | &nbsp;&nbsp; 455117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengtong <br> Optic-electric Co. <br> Ltd., Class A<br>| 596604 | &nbsp;&nbsp; 1318380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 628753 | &nbsp;&nbsp; 522814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hesteel Co. Ltd., <br> Class A<br>| 4520900 | &nbsp;&nbsp; 1505701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexing Electrical Co. <br> Ltd., Class A<br>| 207610 | &nbsp;&nbsp; 770842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Technologies Co. <br> Ltd., Class A<br>| 58700 | &nbsp;&nbsp; 159463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hi Sun Technology <br> China Ltd.<br>| 10089000 | &nbsp;&nbsp; 679619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hiecise Precision <br> Equipment Co. Ltd., <br> Class A<br>| 41620 | &nbsp;&nbsp; 241369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hisense Home <br> Appliances Group <br> Co. Ltd., Class H<br>| 2788000 | &nbsp;&nbsp; 7995182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hisense Visual <br> Technology Co. <br> Ltd., Class A<br>| 221700 | &nbsp;&nbsp; 699704 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitevision Co. Ltd., <br> Class A<br>| 101000 | &nbsp;&nbsp; $347626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hithink RoyalFlush <br> Information Network <br> Co. Ltd., Class A<br>| 61216 | &nbsp;&nbsp; 2402368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HLA Group Corp. Ltd., <br> Class A<br>| 1599600 | &nbsp;&nbsp; 1513915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 99400 | &nbsp;&nbsp; 623036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HNA Technology Co. <br> Ltd., Class A<br>| 962771 | &nbsp;&nbsp; 512644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Homeland Interactive <br> Technology Ltd.<br>| 452000 | &nbsp;&nbsp; 68213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongfa Technology <br> Co. Ltd., Class A<br>| 241270 | &nbsp;&nbsp; 821288 |
| \* | Honghua Group Ltd. | 9408000 | &nbsp;&nbsp; 295616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongli Zhihui Group <br> Co. Ltd., Class A<br>| 328600 | &nbsp;&nbsp; 308192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongmian Zhihui <br> Science & <br> Technology <br> Innovation Co. Ltd. <br> Guangzhou<br>| 431400 | &nbsp;&nbsp; 195478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongrun Construction <br> Group Co. Ltd., <br> Class A<br>| 1021400 | &nbsp;&nbsp; 728097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hongta Securities Co. <br> Ltd., Class A<br>| 349449 | &nbsp;&nbsp; 420132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hongyuan Green <br> Energy Co. Ltd., <br> Class A<br>| 313326 | &nbsp;&nbsp; 841969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hopson Development <br> Holdings Ltd.<br>| 8537652 | &nbsp;&nbsp; 4110507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Construction <br> Development Ltd.<br>| 3584960 | &nbsp;&nbsp; 521867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoshine Silicon <br> Industry Co. Ltd., <br> Class A<br>| 61800 | &nbsp;&nbsp; 451754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 48189 | &nbsp;&nbsp; 682983 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hua Hong <br> Semiconductor Ltd.<br>| 4589000 | &nbsp;&nbsp; 23627150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaan Securities Co. <br> Ltd., Class A<br>| 895240 | &nbsp;&nbsp; 752365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huabao Flavours & <br> Fragrances Co. <br> Ltd., Class A<br>| 132700 | &nbsp;&nbsp; 348863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huabao International <br> Holdings Ltd.<br>| 356000 | &nbsp;&nbsp; 155101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huachangda <br> Intelligent <br> Equipment Group <br> Co. Ltd., Class A<br>| 270600 | &nbsp;&nbsp; 200172 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huada Automotive <br> Technology Corp. <br> Ltd., Class A<br>| 86300 | &nbsp;&nbsp; $431958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 626000 | &nbsp;&nbsp; 559394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadian Power <br> International Corp. <br> Ltd., Class H<br>| 6446000 | &nbsp;&nbsp; 3470252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huadong Medicine <br> Co. Ltd., Class A<br>| 385032 | &nbsp;&nbsp; 2372884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafon Chemical Co. <br> Ltd., Class A<br>| 1344691 | &nbsp;&nbsp; 1401113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huafon Microfibre <br> Shanghai <br> Technology Co. <br> Ltd., Class A<br>| 168200 | &nbsp;&nbsp; 201949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huafu Fashion Co. <br> Ltd., Class A<br>| 1116250 | &nbsp;&nbsp; 722353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huagong Tech Co. <br> Ltd., Class A<br>| 117400 | &nbsp;&nbsp; 820920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaibei Mining <br> Holdings Co. Ltd., <br> Class A<br>| 943000 | &nbsp;&nbsp; 1608872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaihe Energy Group <br> Co. Ltd., Class A<br>| 1187200 | &nbsp;&nbsp; 580851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huakai Yibai <br> Technology Co. <br> Ltd., Class A<br>| 220480 | &nbsp;&nbsp; 343174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hualan Biological <br> Engineering, Inc., <br> Class A<br>| 278360 | &nbsp;&nbsp; 641090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaming Power <br> Equipment Co. Ltd., <br> Class A<br>| 154000 | &nbsp;&nbsp; 376158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaneng Power <br> International, Inc., <br> Class H<br>| 10330000 | &nbsp;&nbsp; 7012266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Novel Co. <br> Ltd., Class A<br>| 403021 | &nbsp;&nbsp; 650251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 437600 | &nbsp;&nbsp; 704895 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Huanxi Media Group <br> Ltd.<br>| 2260000 | &nbsp;&nbsp; 104091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Huapont Life Sciences <br> Co. Ltd., Class A<br>| 801223 | &nbsp;&nbsp; 487035 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huatai Securities Co. <br> Ltd., Class H<br>| 2964800 | &nbsp;&nbsp; 6823698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huatu Cendes Co. <br> Ltd., Class A<br>| 45233 | &nbsp;&nbsp; 416232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxi Securities Co. <br> Ltd., Class A<br>| 461800 | &nbsp;&nbsp; 642185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxia Bank Co. Ltd., <br> Class A<br>| 2003788 | &nbsp;&nbsp; 2213070 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaxin Cement Co. <br> Ltd. (600801 C1), <br> Class A<br>| 667224 | &nbsp;&nbsp; $1426611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Huaxin Cement Co. <br> Ltd. (6655 HK), <br> Class H<br>| 1352000 | &nbsp;&nbsp; 2215666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huayu Automotive <br> Systems Co. Ltd., <br> Class A<br>| 926531 | &nbsp;&nbsp; 2258994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Biocause <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 1029137 | &nbsp;&nbsp; 218373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Broadcasting & <br> Television <br> Information Network <br> Co. Ltd., Class A<br>| 893000 | &nbsp;&nbsp; 675545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 1605116 | &nbsp;&nbsp; 951479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Dinglong Co. <br> Ltd., Class A<br>| 104300 | &nbsp;&nbsp; 410154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Energy Group <br> Co. Ltd., Class A<br>| 904500 | &nbsp;&nbsp; 574361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Feilihua Quartz <br> Glass Co. Ltd., <br> Class A<br>| 31800 | &nbsp;&nbsp; 372297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Huitian New <br> Materials Co. Ltd., <br> Class A<br>| 266300 | &nbsp;&nbsp; 370304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Jumpcan <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 358905 | &nbsp;&nbsp; 1337764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Xingfa <br> Chemicals Group <br> Co. Ltd., Class A<br>| 440078 | &nbsp;&nbsp; 1511940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 384900 | &nbsp;&nbsp; 725435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hubei Zhenhua <br> Chemical Co. Ltd., <br> Class A<br>| 397180 | &nbsp;&nbsp; 786551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huishang Bank Corp. <br> Ltd., Class H<br>| 425400 | &nbsp;&nbsp; 178615 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Huitongda Network <br> Co. Ltd., Class H<br>| 31900 | &nbsp;&nbsp; 56083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huizhou Desay Sv <br> Automotive Co. <br> Ltd., Class A<br>| 65916 | &nbsp;&nbsp; 927926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Humanwell Healthcare <br> Group Co. Ltd., <br> Class A<br>| 408900 | &nbsp;&nbsp; 1237536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Aihua Group <br> Co. Ltd., Class A<br>| 221922 | &nbsp;&nbsp; 490104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Corun New <br> Energy Co. Ltd., <br> Class A<br>| 318900 | &nbsp;&nbsp; 250564 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 1195500 | &nbsp;&nbsp; $775650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Friendship & <br> Apollo Commercial <br> Co. Ltd., Class A<br>| 915100 | &nbsp;&nbsp; 783013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Gold Corp. <br> Ltd., Class A<br>| 372975 | &nbsp;&nbsp; 919773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Jiudian <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 200540 | &nbsp;&nbsp; 513156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Kaimeite <br> Gases Co. Ltd., <br> Class A<br>| 134400 | &nbsp;&nbsp; 219977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hunan New Wellful <br> Co. Ltd., Class A<br>| 820800 | &nbsp;&nbsp; 709093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan TV & <br> Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 1113200 | &nbsp;&nbsp; 1191059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Valin Steel Co. <br> Ltd., Class A<br>| 2191200 | &nbsp;&nbsp; 1721642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 371000 | &nbsp;&nbsp; 836352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hundsun <br> Technologies, Inc., <br> Class A<br>| 107129 | &nbsp;&nbsp; 536518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HUTCHMED China <br> Ltd., ADR<br>| 3749 | &nbsp;&nbsp; 66657 |
| # | HUYA, Inc., ADR | 553036 | &nbsp;&nbsp; 1858201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hybio Pharmaceutical <br> Co. Ltd., Class A<br>| 27900 | &nbsp;&nbsp; 78614 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 2694800 | &nbsp;&nbsp; 5855954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hymson Laser <br> Technology Group <br> Co. Ltd., Class A<br>| 128870 | &nbsp;&nbsp; 554220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hytera <br> Communications <br> Corp. Ltd., Class A<br>| 281902 | &nbsp;&nbsp; 460145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HyUnion Holding Co. <br> Ltd., Class A<br>| 565900 | &nbsp;&nbsp; 769676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IAT Automobile <br> Technology Co. <br> Ltd., Class A<br>| 138000 | &nbsp;&nbsp; 221016 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; iDreamSky <br> Technology <br> Holdings Ltd.<br>| 380400 | &nbsp;&nbsp; 61364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IEIT Systems Co. Ltd., <br> Class A<br>| 52500 | &nbsp;&nbsp; 405252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Iflytek Co. Ltd., <br> Class A<br>| 84490 | &nbsp;&nbsp; 571384 |
|  | IKD Co. Ltd., Class A | 398433 | &nbsp;&nbsp; 957165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; I-Mab, Sponsored <br> ADR<br>| 16217 | &nbsp;&nbsp; 32596 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; IMAX China Holding, <br> Inc.<br>| 921100 | &nbsp;&nbsp; $992757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Imeik Technology <br> Development Co. <br> Ltd., Class A<br>| 44940 | &nbsp;&nbsp; 1155435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial & <br> Commercial Bank of <br> China Ltd., Class H<br>| 124830725 | &nbsp;&nbsp; 95648386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank Co. <br> Ltd., Class A<br>| 3638780 | &nbsp;&nbsp; 11436479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Securities <br> Co. Ltd., Class A<br>| 978332 | &nbsp;&nbsp; 882947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; INESA Intelligent <br> Tech, Inc., Class A<br>| 20200 | &nbsp;&nbsp; 62212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 900542 | &nbsp;&nbsp; 829710 |
| #\*Ω | Ingdan, Inc. | 3976000 | &nbsp;&nbsp; 995528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingenic <br> Semiconductor Co. <br> Ltd., Class A<br>| 23400 | &nbsp;&nbsp; 215957 |
|  | Inkeverse Group Ltd. | 3992000 | &nbsp;&nbsp; 642914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; INKON Life <br> Technology Co. <br> Ltd., Class A<br>| 138500 | &nbsp;&nbsp; 195347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 1098700 | &nbsp;&nbsp; 775468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> BaoTou Steel Union <br> Co. Ltd., Class A<br>| 1512000 | &nbsp;&nbsp; 564766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Berun <br> Chemical Co. Ltd., <br> Class A<br>| 1527000 | &nbsp;&nbsp; 1222395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Dian <br> Tou Energy Corp. <br> Ltd., Class A<br>| 808212 | &nbsp;&nbsp; 2259907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> ERDOS Resources <br> Co. Ltd., Class A<br>| 565664 | &nbsp;&nbsp; 797640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Furui <br> Medical Science <br> Co. Ltd., Class A<br>| 111400 | &nbsp;&nbsp; 693688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> Junzheng Energy & <br> Chemical Industry <br> Group Co. Ltd., <br> Class A<br>| 2429776 | &nbsp;&nbsp; 1799531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia <br> MengDian HuaNeng <br> Thermal Power <br> Corp. Ltd., Class A<br>| 854400 | &nbsp;&nbsp; 478172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Xingye <br> Silver&Tin Mining <br> Co. Ltd., Class A<br>| 470200 | &nbsp;&nbsp; 1141792 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inner Mongolia Yili <br> Industrial Group Co. <br> Ltd., Class A<br>| 1047500 | &nbsp;&nbsp; $3987563 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; InnoCare Pharma <br> Ltd.<br>| 3046000 | &nbsp;&nbsp; 6978759 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Innovent Biologics, <br> Inc.<br>| 677500 | &nbsp;&nbsp; 8386162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Innuovo Technology <br> Co. Ltd., Class A<br>| 561500 | &nbsp;&nbsp; 863025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insigma Technology <br> Co. Ltd., Class A<br>| 383800 | &nbsp;&nbsp; 499228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 2578000 | &nbsp;&nbsp; 3418542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intco Medical <br> Technology Co. <br> Ltd., Class A<br>| 206908 | &nbsp;&nbsp; 985300 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Intron Technology <br> Holdings Ltd.<br>| 1760000 | &nbsp;&nbsp; 329185 |
| #\* | iQIYI, Inc., ADR | 3953410 | &nbsp;&nbsp; 7274274 |
|  | iRay Group, Class A | 34178 | &nbsp;&nbsp; 404918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IReader Technology <br> Co. Ltd., Class A<br>| 83200 | &nbsp;&nbsp; 239725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IRICO Display <br> Devices Co. Ltd., <br> Class A<br>| 1040300 | &nbsp;&nbsp; 887264 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; IVD Medical Holding <br> Ltd.<br>| 677000 | &nbsp;&nbsp; 419259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; J&T Global Express <br> Ltd.<br>| 6951600 | &nbsp;&nbsp; 9144511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JA Solar Technology <br> Co. Ltd., Class A<br>| 838014 | &nbsp;&nbsp; 1285273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jade Bird Fire Co. <br> Ltd., Class A<br>| 487815 | &nbsp;&nbsp; 705508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jafron Biomedical Co. <br> Ltd., Class A<br>| 161864 | &nbsp;&nbsp; 530729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jangho Group Co. <br> Ltd., Class A<br>| 935300 | &nbsp;&nbsp; 1020063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 248957 | &nbsp;&nbsp; 877139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JC Finance & Tax <br> Interconnect <br> Holdings Ltd., <br> Class A<br>| 57900 | &nbsp;&nbsp; 81213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JCET Group Co. Ltd., <br> Class A<br>| 464706 | &nbsp;&nbsp; 2256638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JCHX Mining <br> Management Co. <br> Ltd., Class A<br>| 148800 | &nbsp;&nbsp; 975871 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JD Health <br> International, Inc.<br>| 2333600 | &nbsp;&nbsp; 14922058 |
| \*Ω | JD Logistics, Inc. | 9186300 | &nbsp;&nbsp; 15920016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc. (9618 <br> HK), Class A<br>| 5485392 | &nbsp;&nbsp; 86460380 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc. (JD US), <br> ADR<br>| 54206 | &nbsp;&nbsp; $1706947 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jenscare Scientific <br> Co. Ltd., Class H<br>| 40600 | &nbsp;&nbsp; 48624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JF SmartInvest <br> Holdings Ltd.<br>| 243500 | &nbsp;&nbsp; 1612066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JH Educational <br> Technology, Inc.<br>| 668000 | &nbsp;&nbsp; 75046 |
|  | Jia Yao Holdings Ltd. | 302000 | &nbsp;&nbsp; 104259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiajiayue Group Co. <br> Ltd., Class A<br>| 265201 | &nbsp;&nbsp; 392652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiang Su Suyan <br> Jingshen Co. Ltd., <br> Class A<br>| 481400 | &nbsp;&nbsp; 700941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangling Motors Corp. <br> Ltd., Class A<br>| 384025 | &nbsp;&nbsp; 1126754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jianglong Shipbuilding <br> Co. Ltd., Class A<br>| 124600 | &nbsp;&nbsp; 255333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. <br> Ltd., Class A<br>| 815600 | &nbsp;&nbsp; 668611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Azure Corp., <br> Class A<br>| 541640 | &nbsp;&nbsp; 1083168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Bojun <br> Industrial <br> Technology Co. <br> Ltd., Class A<br>| 142135 | &nbsp;&nbsp; 510880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Boqian New <br> Materials Stock Co. <br> Ltd., Class A<br>| 44800 | &nbsp;&nbsp; 250652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Broadcasting <br> Cable Information <br> Network Corp. Ltd., <br> Class A<br>| 1077300 | &nbsp;&nbsp; 532650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changbao <br> Steeltube Co. Ltd., <br> Class A<br>| 510200 | &nbsp;&nbsp; 390508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 285500 | &nbsp;&nbsp; 528413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Changshu <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 1235168 | &nbsp;&nbsp; 1268033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Cnano <br> Technology Co. <br> Ltd., Class A<br>| 35584 | &nbsp;&nbsp; 206880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dagang Co. <br> Ltd., Class A<br>| 180200 | &nbsp;&nbsp; 349030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 593940 | &nbsp;&nbsp; 759560 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Eastern <br> Shenghong Co. <br> Ltd., Class A<br>| 662174 | &nbsp;&nbsp; $820837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Expressway <br> Co. Ltd., Class H<br>| 5022000 | &nbsp;&nbsp; 6157962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Financial <br> Leasing Co. Ltd., <br> Class A<br>| 1695840 | &nbsp;&nbsp; 1362435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 1129000 | &nbsp;&nbsp; 728215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Gian <br> Technology Co. <br> Ltd., Class A<br>| 84900 | &nbsp;&nbsp; 504660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 280285 | &nbsp;&nbsp; 575343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 725795 | &nbsp;&nbsp; 733403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Guoxin Corp. <br> Ltd., Class A<br>| 48500 | &nbsp;&nbsp; 49957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Haili Wind <br> Power Equipment <br> Technology Co. <br> Ltd., Class A<br>| 56900 | &nbsp;&nbsp; 525655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengli <br> Hydraulic Co. Ltd., <br> Class A<br>| 105354 | &nbsp;&nbsp; 1076447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengrui <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 335614 | &nbsp;&nbsp; 2933367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hengshun <br> Vinegar Industry <br> Co. Ltd., Class A<br>| 508128 | &nbsp;&nbsp; 548594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu High Hope <br> International Group <br> Corp., Class A<br>| 1672400 | &nbsp;&nbsp; 689635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hongdou <br> Industrial Co. Ltd., <br> Class A<br>| 874428 | &nbsp;&nbsp; 265418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hongtian <br> Technology Co. <br> Ltd., Class A<br>| 90000 | &nbsp;&nbsp; 372612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Hoperun <br> Software Co. Ltd., <br> Class A<br>| 41500 | &nbsp;&nbsp; 304624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 745600 | &nbsp;&nbsp; 705830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 1761000 | &nbsp;&nbsp; 1140054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jibeier <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14909 | &nbsp;&nbsp; 71118 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Jiejie <br> Microelectronics Co. <br> Ltd., Class A<br>| 202437 | &nbsp;&nbsp; $835959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 422480 | &nbsp;&nbsp; 1034843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu King's Luck <br> Brewery JSC Ltd., <br> Class A<br>| 261601 | &nbsp;&nbsp; 1428264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Leili Motor <br> Co. Ltd., Class A<br>| 73606 | &nbsp;&nbsp; 470249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lianyungang <br> Port Co. Ltd., <br> Class A<br>| 867100 | &nbsp;&nbsp; 713509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lihua Foods <br> Group Co. Ltd.<br>| 311260 | &nbsp;&nbsp; 836027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 756200 | &nbsp;&nbsp; 606254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Lopal Tech <br> Co. Ltd., Class A<br>| 239000 | &nbsp;&nbsp; 461900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Nata <br> Opto-electronic <br> Material Co. Ltd., <br> Class A<br>| 124560 | &nbsp;&nbsp; 544814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Nhwa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 260900 | &nbsp;&nbsp; 799127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Olive Sensors <br> High-Tech Co. Ltd., <br> Class A<br>| 262700 | &nbsp;&nbsp; 279463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Pacific <br> Precision Forging <br> Co. Ltd., Class A<br>| 252200 | &nbsp;&nbsp; 472471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Pacific Quartz <br> Co. Ltd., Class A<br>| 160550 | &nbsp;&nbsp; 779238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Phoenix <br> Publishing & Media <br> Corp. Ltd., Class A<br>| 585200 | &nbsp;&nbsp; 887477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 608000 | &nbsp;&nbsp; 819679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Rainbow <br> Heavy Industries <br> Co. Ltd., Class A<br>| 731800 | &nbsp;&nbsp; 681713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Rongtai <br> Industry Co. Ltd., <br> Class A<br>| 126490 | &nbsp;&nbsp; 556972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shagang Co. <br> Ltd., Class A<br>| 652732 | &nbsp;&nbsp; 538743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shemar <br> Electric Co. Ltd., <br> Class A<br>| 168100 | &nbsp;&nbsp; 662641 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 295702 | &nbsp;&nbsp; $558824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 649100 | &nbsp;&nbsp; 509781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sidike New <br> Material Science & <br> Technology Co. Ltd. <br> (300806 C2), <br> Class A<br>| 152540 | &nbsp;&nbsp; 387775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sidike New <br> Material Science & <br> Technology Co. Ltd. <br> (300806 CH), <br> Class A<br>| 46144 | &nbsp;&nbsp; 117304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 430716 | &nbsp;&nbsp; 484351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 1444300 | &nbsp;&nbsp; 1070959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu ToLand Alloy <br> Co. Ltd., Class A<br>| 160870 | &nbsp;&nbsp; 549554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Tongrun <br> Equipment <br> Technology Co. <br> Ltd., Class A<br>| 84700 | &nbsp;&nbsp; 140900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Xinquan <br> Automotive Trim <br> Co. Ltd., Class A<br>| 198400 | &nbsp;&nbsp; 1123944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yanghe <br> Distillery Co. Ltd., <br> Class A<br>| 202758 | &nbsp;&nbsp; 1899257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yangnong <br> Chemical Co. Ltd., <br> Class A<br>| 121390 | &nbsp;&nbsp; 1111677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yinhe <br> Electronics Co. Ltd., <br> Class A<br>| 338000 | &nbsp;&nbsp; 234007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yoke <br> Technology Co. <br> Ltd., Class A<br>| 52300 | &nbsp;&nbsp; 400088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Yuyue <br> Medical Equipment <br> & Supply Co. Ltd., <br> Class A<br>| 192674 | &nbsp;&nbsp; 932698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 2067071 | &nbsp;&nbsp; 1285984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zhongtian <br> Technology Co. <br> Ltd., Class A<br>| 779306 | &nbsp;&nbsp; 1497445 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 2214852 | &nbsp;&nbsp; $922671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangsu Zongyi Co. <br> Ltd., Class A<br>| 86700 | &nbsp;&nbsp; 64666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Bank Co. Ltd., <br> Class H<br>| 444500 | &nbsp;&nbsp; 39038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 344100 | &nbsp;&nbsp; 522483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Copper Co. <br> Ltd., Class H<br>| 6627000 | &nbsp;&nbsp; 13245577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Fushine <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 245900 | &nbsp;&nbsp; 342519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Ganneng Co. <br> Ltd., Class A<br>| 285600 | &nbsp;&nbsp; 360531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Ganyue <br> Expressway Co. <br> Ltd., Class A<br>| 770500 | &nbsp;&nbsp; 542192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Guotai Group <br> Co. Ltd., Class A<br>| 307700 | &nbsp;&nbsp; 551902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi <br> Huangshanghuang <br> Group Food Co. <br> Ltd., Class A<br>| 218000 | &nbsp;&nbsp; 398143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Lianchuang <br> Optoelectronic <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 8800 | &nbsp;&nbsp; 67064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangxi Xinyu Guoke <br> Technology Co. <br> Ltd., Class A<br>| 162143 | &nbsp;&nbsp; 881647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Haida <br> Rubber & Plastic <br> Co. Ltd., Class A<br>| 297800 | &nbsp;&nbsp; 405845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Hengrun <br> Heavy Industries <br> Co. Ltd., Class A<br>| 158800 | &nbsp;&nbsp; 369136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Jianghua <br> Microelectronics <br> Materials Co. Ltd., <br> Class A<br>| 96900 | &nbsp;&nbsp; 246574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jiangyin Zhongnan <br> Heavy Industries <br> Co. Ltd., Class A<br>| 59800 | &nbsp;&nbsp; 20609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiangzhong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 331900 | &nbsp;&nbsp; 1008104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jianmin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 71900 | &nbsp;&nbsp; 415563 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiaozuo Wanfang <br> Aluminum <br> Manufacturing Co. <br> Ltd., Class A<br>| 777790 | &nbsp;&nbsp; $897886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiayou International <br> Logistics Co. Ltd., <br> Class A<br>| 476245 | &nbsp;&nbsp; 733919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiaze Renewables Co. <br> Ltd.<br>| 475100 | &nbsp;&nbsp; 244544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jihua Group Corp. <br> Ltd., Class A<br>| 1561600 | &nbsp;&nbsp; 878260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Aodong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 184270 | &nbsp;&nbsp; 484680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Chemical Fibre, <br> Class A<br>| 1293000 | &nbsp;&nbsp; 725475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Electric Power <br> Co. Ltd., Class A<br>| 967000 | &nbsp;&nbsp; 692454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jilin OLED Material <br> Tech Co. Ltd., <br> Class A<br>| 10752 | &nbsp;&nbsp; 26740 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Jilin Zixin <br> Pharmaceutical <br> Industrial Co. Ltd., <br> Class A<br>| 244700 | &nbsp;&nbsp; 2381 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp; Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 17701000 | &nbsp;&nbsp; 1082354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinduicheng <br> Molybdenum Co. <br> Ltd., Class A<br>| 1186700 | &nbsp;&nbsp; 2120186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinghua <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 455700 | &nbsp;&nbsp; 493764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jingjin Equipment, <br> Inc., Class A<br>| 441980 | &nbsp;&nbsp; 958384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinhong Gas Co. Ltd., <br> Class A<br>| 266229 | &nbsp;&nbsp; 650577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinhui Liquor Co. Ltd., <br> Class A<br>| 228400 | &nbsp;&nbsp; 575677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jinke Smart Services <br> Group Co. Ltd., <br> Class H<br>| 221700 | &nbsp;&nbsp; 191052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JinkoSolar Holding <br> Co. Ltd., ADR<br>| 324108 | &nbsp;&nbsp; 7110930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinlei Technology Co. <br> Ltd., Class A<br>| 163500 | &nbsp;&nbsp; 482837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinlongyu Group Co. <br> Ltd., Class A<br>| 141100 | &nbsp;&nbsp; 630028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinmao Property <br> Services Co. Ltd.<br>| 412664 | &nbsp;&nbsp; 164570 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinneng Holding <br> Shanxi Coal <br> Industry Co. Ltd., <br> Class A<br>| 619700 | &nbsp;&nbsp; $1122801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jinneng Holding <br> Shanxi Electric <br> Power Co. Ltd., <br> Class A<br>| 1055100 | &nbsp;&nbsp; 438072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinneng <br> Science&Technology <br> Co. Ltd., Class A<br>| 480459 | &nbsp;&nbsp; 476589 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jinxin Fertility Group <br> Ltd.<br>| 13850500 | &nbsp;&nbsp; 5883449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 535000 | &nbsp;&nbsp; 637034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jinzai Food Group Co. <br> Ltd., Class A<br>| 252800 | &nbsp;&nbsp; 442698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JiuGui Liquor Co. Ltd., <br> Class A<br>| 45000 | &nbsp;&nbsp; 293571 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Jiumaojiu International <br> Holdings Ltd.<br>| 9257000 | &nbsp;&nbsp; 3337860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jiuzhitang Co. Ltd., <br> Class A<br>| 161745 | &nbsp;&nbsp; 256987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jizhong Energy <br> Resources Co. Ltd., <br> Class A<br>| 1534400 | &nbsp;&nbsp; 1272052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JL Mag Rare-Earth <br> Co. Ltd. (300748 <br> C2), Class A<br>| 209387 | &nbsp;&nbsp; 794468 |
|  | JNBY Design Ltd. | 1738000 | &nbsp;&nbsp; 4115679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joincare <br> Pharmaceutical <br> Group Industry Co. <br> Ltd., Class A<br>| 608949 | &nbsp;&nbsp; 1072964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joinn Laboratories <br> China Co. Ltd., <br> Class A<br>| 184104 | &nbsp;&nbsp; 812914 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Joinn Laboratories <br> China Co. Ltd., <br> Class H<br>| 418400 | &nbsp;&nbsp; 1270944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jointo Energy <br> Investment Co. Ltd. <br> Hebei, Class A<br>| 635500 | &nbsp;&nbsp; 631539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jointown <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 1480002 | &nbsp;&nbsp; 1101422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 485900 | &nbsp;&nbsp; 409002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jones Tech PLC, <br> Class A<br>| 81200 | &nbsp;&nbsp; 337290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jonjee Hi-Tech <br> Industrial & <br> Commercial Holding <br> Co. Ltd., Class A<br>| 257378 | &nbsp;&nbsp; 672042 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Joy City Property Ltd. | 24020000 | &nbsp;&nbsp; $1132153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joyoung Co. Ltd., <br> Class A<br>| 359034 | &nbsp;&nbsp; 501297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 450900 | &nbsp;&nbsp; 720755 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JS Global Lifestyle <br> Co. Ltd.<br>| 5274500 | &nbsp;&nbsp; 1182056 |
|  | JSTI Group, Class A | 594500 | &nbsp;&nbsp; 792282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ju Teng International <br> Holdings Ltd.<br>| 6498090 | &nbsp;&nbsp; 1032572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juewei Food Co. Ltd., <br> Class A<br>| 393199 | &nbsp;&nbsp; 828683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Juneyao Airlines Co. <br> Ltd., Class A<br>| 518800 | &nbsp;&nbsp; 881179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jushri Technologies, <br> Inc., Class A<br>| 19000 | &nbsp;&nbsp; 62382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jutal Offshore Oil <br> Services Ltd.<br>| 1124000 | &nbsp;&nbsp; 92906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jutze Intelligent <br> Technology Co. <br> Ltd., Class A<br>| 53700 | &nbsp;&nbsp; 141164 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; JW Cayman <br> Therapeutics Co. <br> Ltd.<br>| 410000 | &nbsp;&nbsp; 270085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kailuan Energy <br> Chemical Co. Ltd., <br> Class A<br>| 857900 | &nbsp;&nbsp; 719497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaishan Group Co. <br> Ltd., Class A<br>| 807400 | &nbsp;&nbsp; 1521447 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kangji Medical <br> Holdings Ltd.<br>| 1679000 | &nbsp;&nbsp; 1800915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KBC Corp. Ltd., <br> Class A<br>| 118303 | &nbsp;&nbsp; 434638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keboda Technology <br> Co. Ltd., Class A<br>| 59300 | &nbsp;&nbsp; 427196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keda Industrial Group <br> Co. Ltd., Class A<br>| 688100 | &nbsp;&nbsp; 1014721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KEDE Numerical <br> Control Co. Ltd., <br> Class A<br>| 43353 | &nbsp;&nbsp; 345849 |
| \* | Keep, Inc. | 45500 | &nbsp;&nbsp; 31195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keeson Technology <br> Corp. Ltd., Class A<br>| 138302 | &nbsp;&nbsp; 243827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kehua Data Co. Ltd., <br> Class A<br>| 262260 | &nbsp;&nbsp; 1534612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keli Motor Group Co. <br> Ltd., Class A<br>| 237360 | &nbsp;&nbsp; 468471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keli Sensing <br> Technology Ningbo <br> Co. Ltd., Class A<br>| 20500 | &nbsp;&nbsp; 181875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keshun Waterproof <br> Technologies Co. <br> Ltd., Class A<br>| 641600 | &nbsp;&nbsp; 471067 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kidswant Children <br> Products Co. Ltd., <br> Class A<br>| 675297 | &nbsp;&nbsp; $1257525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kinetic Development <br> Group Ltd.<br>| 14562000 | &nbsp;&nbsp; 2396358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Holdings <br> Ltd.<br>| 5236666 | &nbsp;&nbsp; 18758403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingboard Laminates <br> Holdings Ltd.<br>| 8013484 | &nbsp;&nbsp; 10288865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KingClean Electric Co. <br> Ltd., Class A<br>| 165668 | &nbsp;&nbsp; 529278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 860790 | &nbsp;&nbsp; 1507332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingnet Network Co. <br> Ltd., Class A<br>| 543300 | &nbsp;&nbsp; 1382493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingsemi Co. Ltd., <br> Class A<br>| 7417 | &nbsp;&nbsp; 117326 |
|  | Kingsoft Corp. Ltd. | 5774600 | &nbsp;&nbsp; 26258575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Konfoong Materials <br> International Co. <br> Ltd., Class A<br>| 18059 | &nbsp;&nbsp; 173359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Konka Group Co. Ltd., <br> Class A<br>| 708000 | &nbsp;&nbsp; 477362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPC Pharmaceuticals, <br> Inc., Class A<br>| 357996 | &nbsp;&nbsp; 727588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuaijishan Shaoxing <br> Wine Co. Ltd., <br> Class A<br>| 265300 | &nbsp;&nbsp; 684301 |
| \*Ω | Kuaishou Technology | 11630600 | &nbsp;&nbsp; 113561774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 971500 | &nbsp;&nbsp; 683813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Energy Co. <br> Ltd.<br>| 24232000 | &nbsp;&nbsp; 23343908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kunlun Tech Co. Ltd., <br> Class A<br>| 59900 | &nbsp;&nbsp; 298083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Dongwei <br> Technology Co. <br> Ltd., Class A<br>| 14110 | &nbsp;&nbsp; 93271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Huguang <br> Auto Harness Co. <br> Ltd., Class A<br>| 80900 | &nbsp;&nbsp; 369426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kunshan Kinglai <br> Hygienic Materials <br> Co. Ltd., Class A<br>| 130820 | &nbsp;&nbsp; 584615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kunwu Jiuding <br> Investment Holdings <br> Co. Ltd., Class A<br>| 166082 | &nbsp;&nbsp; 368228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kweichow Moutai Co. <br> Ltd., Class A<br>| 184374 | &nbsp;&nbsp; 36375063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KWG Group Holdings <br> Ltd. (1813 H1)<br>| 263500 | &nbsp;&nbsp; 11581 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; KWG Group Holdings <br> Ltd. (1813 HK)<br>| 9620144 | &nbsp;&nbsp; 419748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KWG Living Group <br> Holdings Ltd.<br>| 8727072 | &nbsp;&nbsp; 350879 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kyland Technology <br> Co. Ltd., Class A<br>| 154400 | &nbsp;&nbsp; $444768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lakala Payment Co. <br> Ltd., Class A<br>| 172268 | &nbsp;&nbsp; 640947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lancy Co. Ltd., <br> Class A<br>| 256100 | &nbsp;&nbsp; 626094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 334600 | &nbsp;&nbsp; 357749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lao Feng Xiang Co. <br> Ltd., Class A<br>| 179880 | &nbsp;&nbsp; 1175790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laobaixing Pharmacy <br> Chain JSC, <br> Class A<br>| 308691 | &nbsp;&nbsp; 836714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Launch Tech Co. Ltd., <br> Class H<br>| 459000 | &nbsp;&nbsp; 687213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LB Group Co. Ltd., <br> Class A<br>| 661985 | &nbsp;&nbsp; 1565818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leader Harmonious <br> Drive Systems Co. <br> Ltd., Class A<br>| 2088 | &nbsp;&nbsp; 37494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Chemical <br> Co. Ltd.<br>| 1825339 | &nbsp;&nbsp; 962304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lee & Man Paper <br> Manufacturing Ltd.<br>| 9626200 | &nbsp;&nbsp; 3189589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lee's Pharmaceutical <br> Holdings Ltd.<br>| 2451000 | &nbsp;&nbsp; 619875 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Legend Holdings <br> Corp., Class H<br>| 4784800 | &nbsp;&nbsp; 6070134 |
|  | Lenovo Group Ltd. | 38084000 | &nbsp;&nbsp; 48833173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lens Technology Co. <br> Ltd., Class A<br>| 1124228 | &nbsp;&nbsp; 3544750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leo Group Co. Ltd., <br> Class A<br>| 190700 | &nbsp;&nbsp; 101452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leoch International <br> Technology Ltd.<br>| 654000 | &nbsp;&nbsp; 161140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lepu Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 244230 | &nbsp;&nbsp; 527652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leshan Giantstar <br> Farming & <br> Husbandry Corp. <br> Ltd., Class A<br>| 399300 | &nbsp;&nbsp; 1146937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Levima Advanced <br> Materials Corp., <br> Class A<br>| 162100 | &nbsp;&nbsp; 357771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LexinFintech Holdings <br> Ltd., ADR<br>| 785386 | &nbsp;&nbsp; 5002909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leyard Optoelectronic <br> Co. Ltd., Class A<br>| 572150 | &nbsp;&nbsp; 478410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc. (2015 <br> HK), Class A<br>| 2160000 | &nbsp;&nbsp; 28278084 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc. (LI US), <br> ADR<br>| 49980 | &nbsp;&nbsp; 1304478 |
|  | Li Ning Co. Ltd. | 16886583 | &nbsp;&nbsp; 35777423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LianChuang Electronic <br> Technology Co. <br> Ltd., Class A<br>| 196200 | &nbsp;&nbsp; $288705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lianhe Chemical <br> Technology Co. <br> Ltd., Class A<br>| 494797 | &nbsp;&nbsp; 710108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liao Ning <br> Oxiranchem, Inc. <br> (300082 C2), <br> Class A<br>| 100 | &nbsp;&nbsp; 104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liao Ning <br> Oxiranchem, Inc. <br> (300082 CH), <br> Class A<br>| 224600 | &nbsp;&nbsp; 232486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 441134 | &nbsp;&nbsp; 722978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Energy <br> Industry Co. Ltd., <br> Class A<br>| 510500 | &nbsp;&nbsp; 275822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Liaoning Port Co. Ltd., <br> Class H<br>| 1864000 | &nbsp;&nbsp; 194488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lier Chemical Co. <br> Ltd., Class A<br>| 494080 | &nbsp;&nbsp; 876526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lifestyle China Group <br> Ltd.<br>| 1898000 | &nbsp;&nbsp; 168343 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lifetech Scientific <br> Corp.<br>| 18192000 | &nbsp;&nbsp; 4712572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lijiang Yulong Tourism <br> Co. Ltd., Class A<br>| 378620 | &nbsp;&nbsp; 461227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Linewell Software Co. <br> Ltd., Class A<br>| 133100 | &nbsp;&nbsp; 247735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingbao Gold Group <br> Co. Ltd., Class H<br>| 2940000 | &nbsp;&nbsp; 3794397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lingyi iTech <br> Guangdong Co., <br> Class A<br>| 1577100 | &nbsp;&nbsp; 1961023 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Linklogis, Inc., <br> Class B<br>| 4649500 | &nbsp;&nbsp; 1302471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liuzhou Iron & Steel <br> Co. Ltd., Class A<br>| 931417 | &nbsp;&nbsp; 819956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Livzon Pharmaceutical <br> Group, Inc., <br> Class H<br>| 1288717 | &nbsp;&nbsp; 6168696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lizhong Sitong Light <br> Alloys Group Co. <br> Ltd., Class A<br>| 301740 | &nbsp;&nbsp; 751848 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LK Technology <br> Holdings Ltd.<br>| 3870000 | &nbsp;&nbsp; 1558275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loncin Motor Co. Ltd., <br> Class A<br>| 639729 | &nbsp;&nbsp; 1068218 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Longfor Group <br> Holdings Ltd.<br>| 10959000 | &nbsp;&nbsp; 13640208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 438831 | &nbsp;&nbsp; 537067 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LONGi Green Energy <br> Technology Co. <br> Ltd., Class A<br>| 564715 | &nbsp;&nbsp; $1234820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Longshine Technology <br> Group Co. Ltd., <br> Class A<br>| 244551 | &nbsp;&nbsp; 689932 |
|  | Lonking Holdings Ltd. | 15402000 | &nbsp;&nbsp; 5198171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lontium <br> Semiconductor <br> Corp., Class A<br>| 24035 | &nbsp;&nbsp; 221402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lotus Holdings Co. <br> Ltd.<br>| 584400 | &nbsp;&nbsp; 499772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lucky Harvest Co. <br> Ltd., Class A<br>| 150410 | &nbsp;&nbsp; 853593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luenmei Quantum Co. <br> Ltd., Class A<br>| 493705 | &nbsp;&nbsp; 411647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoniushan Co. Ltd., <br> Class A<br>| 625300 | &nbsp;&nbsp; 548494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Luoxin <br> Pharmaceuticals <br> Group Stock Co. <br> Ltd., Class A<br>| 195697 | &nbsp;&nbsp; 176497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luoyang Xinqianglian <br> Slewing Bearing <br> Co. Ltd., Class A<br>| 207390 | &nbsp;&nbsp; 953423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lushang Freda <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 468800 | &nbsp;&nbsp; 543935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxi Chemical Group <br> Co. Ltd., Class A<br>| 731400 | &nbsp;&nbsp; 1179640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 327500 | &nbsp;&nbsp; 566760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luxshare Precision <br> Industry Co. Ltd., <br> Class A<br>| 1375261 | &nbsp;&nbsp; 6959480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luyang Energy-Saving <br> Materials Co. Ltd.<br>| 271310 | &nbsp;&nbsp; 404380 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Luye Pharma Group <br> Ltd.<br>| 14098500 | &nbsp;&nbsp; 7714195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Luzhou Laojiao Co. <br> Ltd., Class A<br>| 270747 | &nbsp;&nbsp; 4619582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lygend Resources & <br> Technology Co. <br> Ltd.-H<br>| 11400 | &nbsp;&nbsp; 21421 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Maanshan Iron & <br> Steel Co. Ltd., <br> Class H<br>| 9834177 | &nbsp;&nbsp; 2727822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maccura <br> Biotechnology Co. <br> Ltd., Class A<br>| 345473 | &nbsp;&nbsp; 614317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malion New Materials <br> Co. Ltd., Class A<br>| 183150 | &nbsp;&nbsp; 318001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mango Excellent <br> Media Co. Ltd., <br> Class A<br>| 563697 | &nbsp;&nbsp; 1722199 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Maoyan <br> Entertainment<br>| 3035200 | &nbsp;&nbsp; $3009368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Marssenger <br> Kitchenware Co. <br> Ltd., Class A<br>| 131000 | &nbsp;&nbsp; 256940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxscend <br> Microelectronics Co. <br> Ltd., Class A<br>| 30388 | &nbsp;&nbsp; 312901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maxvision Technology <br> Corp., Class A<br>| 101500 | &nbsp;&nbsp; 447570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayinglong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 173200 | &nbsp;&nbsp; 684512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MCC Meili Cloud <br> Computing Industry <br> Investment Co. Ltd., <br> Class A<br>| 30200 | &nbsp;&nbsp; 55045 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medlive Technology <br> Co. Ltd.<br>| 339500 | &nbsp;&nbsp; 692096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mehow Innovative <br> Ltd., Class A<br>| 122080 | &nbsp;&nbsp; 313251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MeiG Smart <br> Technology Co. <br> Ltd., Class A<br>| 27200 | &nbsp;&nbsp; 167558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meihua Holdings <br> Group Co. Ltd., <br> Class A<br>| 785600 | &nbsp;&nbsp; 1227826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meilleure Health <br> International <br> Industry Group Ltd.<br>| 420000 | &nbsp;&nbsp; 13259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meinian Onehealth <br> Healthcare Holdings <br> Co. Ltd., Class A<br>| 922200 | &nbsp;&nbsp; 654226 |
| Ω | Meitu, Inc. | 9430500 | &nbsp;&nbsp; 14421515 |
| \*Ω | Meituan, Class B | 6401360 | &nbsp;&nbsp; 98757232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesnac Co. Ltd., <br> Class A<br>| 841600 | &nbsp;&nbsp; 1007725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metallurgical Corp. of <br> China Ltd., Class H<br>| 10926000 | &nbsp;&nbsp; 2365357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 896623 | &nbsp;&nbsp; 526841 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Microport Cardioflow <br> Medtech Corp.<br>| 940000 | &nbsp;&nbsp; 166849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MicroPort <br> NeuroScientific <br> Corp.<br>| 43777 | &nbsp;&nbsp; 79945 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Microport Scientific <br> Corp.<br>| 2232200 | &nbsp;&nbsp; 4034786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Tech Nanjing <br> Co. Ltd., Class A<br>| 75463 | &nbsp;&nbsp; 866868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midea Group Co. Ltd., <br> Class A<br>| 1183746 | &nbsp;&nbsp; 11525349 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Midea Real Estate <br> Holding Ltd.<br>| 2330400 | &nbsp;&nbsp; 1284688 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 91900 | &nbsp;&nbsp; $683303 |
| \* | Min Xin Holdings Ltd. | 742000 | &nbsp;&nbsp; 315262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yang Smart <br> Energy Group Ltd., <br> Class A<br>| 391416 | &nbsp;&nbsp; 602977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ming Yuan Cloud <br> Group Holdings <br> Ltd.<br>| 5075000 | &nbsp;&nbsp; 2075753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mingfa Group <br> International Co. <br> Ltd.<br>| 3695000 | &nbsp;&nbsp; 75351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MINISO Group <br> Holding Ltd.<br>| 2393800 | &nbsp;&nbsp; 11394655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals Capital Co. <br> Ltd., Class A<br>| 499900 | &nbsp;&nbsp; 414966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minmetals <br> Development Co. <br> Ltd., Class A<br>| 779000 | &nbsp;&nbsp; 861829 |
| \* | Minmetals Land Ltd. | 9937644 | &nbsp;&nbsp; 517137 |
|  | Minth Group Ltd. | 6615000 | &nbsp;&nbsp; 21836369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Miracle Automation <br> Engineering Co. <br> Ltd., Class A<br>| 77100 | &nbsp;&nbsp; 169886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miracll Chemicals Co. <br> Ltd., Class A<br>| 38575 | &nbsp;&nbsp; 91287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mloptic Corp., <br> Class A<br>| 1200 | &nbsp;&nbsp; 55224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MLS Co. Ltd., <br> Class A<br>| 619700 | &nbsp;&nbsp; 726477 |
| #\* | MMG Ltd. | 42530799 | &nbsp;&nbsp; 20679358 |
| \*Ω | Mobvista, Inc. | 3069000 | &nbsp;&nbsp; 3493365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MOG Digitech <br> Holdings Ltd.<br>| 780000 | &nbsp;&nbsp; 55824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monalisa Group Co. <br> Ltd., Class A<br>| 55155 | &nbsp;&nbsp; 67919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Montage Technology <br> Co. Ltd., Class A<br>| 15822 | &nbsp;&nbsp; 186278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moon Environment <br> Technology Co. <br> Ltd., Class A<br>| 867490 | &nbsp;&nbsp; 1534524 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Morimatsu <br> International <br> Holdings Co. Ltd.<br>| 1557000 | &nbsp;&nbsp; 1799288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motic Xiamen Electric <br> Group Co. Ltd., <br> Class A<br>| 168800 | &nbsp;&nbsp; 380479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mount Everest Gold <br> Group Co. Ltd.<br>| 865000 | &nbsp;&nbsp; 168431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muyuan Foods Co. <br> Ltd., Class A<br>| 1170877 | &nbsp;&nbsp; 7533314 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Myhome Real Estate <br> Development Group <br> Co. Ltd., Class A<br>| 1308300 | &nbsp;&nbsp; 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MYS Group Co. Ltd., <br> Class A<br>| 833000 | &nbsp;&nbsp; $427930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nancal Technology <br> Co. Ltd., Class A<br>| 79884 | &nbsp;&nbsp; 405042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanfang Zhongjin <br> Environment Co. <br> Ltd., Class A<br>| 1112700 | &nbsp;&nbsp; 588744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanhua Futures Co. <br> Ltd., Class A<br>| 466400 | &nbsp;&nbsp; 1475026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NanJi E-Commerce <br> Co. Ltd., Class A<br>| 677950 | &nbsp;&nbsp; 348838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Cosmos <br> Chemical Co. Ltd., <br> Class A<br>| 293480 | &nbsp;&nbsp; 606318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 136220 | &nbsp;&nbsp; 692759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Iron & Steel <br> Co. Ltd., Class A<br>| 2527900 | &nbsp;&nbsp; 1595967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing King-Friend <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 275128 | &nbsp;&nbsp; 451605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 1077100 | &nbsp;&nbsp; 776627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Securities Co. <br> Ltd., Class A<br>| 479160 | &nbsp;&nbsp; 547260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Tanker Corp., <br> Class A<br>| 1500600 | &nbsp;&nbsp; 593638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 779048 | &nbsp;&nbsp; 807193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jianghai <br> Capacitor Co. Ltd., <br> Class A<br>| 384800 | &nbsp;&nbsp; 1272270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantong Jiangshan <br> Agrochemical & <br> Chemical LLC, <br> Class A<br>| 211800 | &nbsp;&nbsp; 660681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NARI Technology Co. <br> Ltd., Class A<br>| 899226 | &nbsp;&nbsp; 2733600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Silicon <br> Industry Group Co. <br> Ltd., Class A<br>| 39130 | &nbsp;&nbsp; 100823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nations Technologies, <br> Inc., Class A<br>| 21600 | &nbsp;&nbsp; 75158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Natural Food <br> International <br> Holding Ltd.<br>| 202000 | &nbsp;&nbsp; 20306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NAURA Technology <br> Group Co. Ltd., <br> Class A<br>| 51030 | &nbsp;&nbsp; 2370087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NavInfo Co. Ltd., <br> Class A<br>| 399600 | &nbsp;&nbsp; 465314 |
| \* | Nayuki Holdings Ltd. | 1000000 | &nbsp;&nbsp; 194818 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NBTM New Materials <br> Group Co. Ltd., <br> Class A<br>| 282400 | &nbsp;&nbsp; $936933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetDragon Websoft <br> Holdings Ltd.<br>| 2359000 | &nbsp;&nbsp; 3258152 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; NetEase Cloud Music, <br> Inc.<br>| 33450 | &nbsp;&nbsp; 1083804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetEase, Inc. (9999 <br> HK)<br>| 3062200 | &nbsp;&nbsp; 80052765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NetEase, Inc. (NTES <br> US), ADR<br>| 103456 | &nbsp;&nbsp; 13480317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neusoft Corp., <br> Class A<br>| 437000 | &nbsp;&nbsp; 595477 |
|  | Neutech Group Ltd. | 189600 | &nbsp;&nbsp; 93057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 4622100 | &nbsp;&nbsp; 29576400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Hope Dairy Co. <br> Ltd., Class A<br>| 280100 | &nbsp;&nbsp; 633522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Hope Liuhe Co. <br> Ltd., Class A<br>| 678832 | &nbsp;&nbsp; 906004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Journey Health <br> Technology Group <br> Co. Ltd., Class A<br>| 1047400 | &nbsp;&nbsp; 322663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Trend <br> International <br> Logis-Tech Co. Ltd., <br> Class A<br>| 180255 | &nbsp;&nbsp; 304785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neway Valve Suzhou <br> Co. Ltd., Class A<br>| 242900 | &nbsp;&nbsp; 971815 |
| \* | Newborn Town, Inc. | 2170000 | &nbsp;&nbsp; 2927931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newland Digital <br> Technology Co. <br> Ltd., Class A<br>| 317789 | &nbsp;&nbsp; 1314622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nexteer Automotive <br> Group Ltd.<br>| 7388000 | &nbsp;&nbsp; 5513279 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nine Dragons Paper <br> Holdings Ltd.<br>| 12167000 | &nbsp;&nbsp; 6672262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ninestar Corp., <br> Class A<br>| 191328 | &nbsp;&nbsp; 624682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo BaoSi Energy <br> Equipment Co. Ltd., <br> Class A<br>| 141900 | &nbsp;&nbsp; 163581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 288700 | &nbsp;&nbsp; 712642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Changhong <br> Polymer Scientific & <br> Technical, Inc., <br> Class A<br>| 69300 | &nbsp;&nbsp; 136871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Haitian <br> Precision Machinery <br> Co. Ltd., Class A<br>| 197800 | &nbsp;&nbsp; 527558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 656100 | &nbsp;&nbsp; 1821832 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jifeng Auto <br> Parts Co. Ltd., <br> Class A<br>| 365100 | &nbsp;&nbsp; $588268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Jintian Copper <br> Group Co. Ltd., <br> Class A<br>| 1142700 | &nbsp;&nbsp; 1239543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 469231 | &nbsp;&nbsp; 1190114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Orient Wires & <br> Cables Co. Ltd., <br> Class A<br>| 102157 | &nbsp;&nbsp; 672007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 336700 | &nbsp;&nbsp; 671853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 196256 | &nbsp;&nbsp; 607372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Sanxing <br> Medical Electric Co. <br> Ltd., Class A<br>| 375058 | &nbsp;&nbsp; 1170623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Shanshan Co. <br> Ltd., Class A<br>| 300500 | &nbsp;&nbsp; 419204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Sunrise Elc <br> Technology Co. <br> Ltd., Class A<br>| 122000 | &nbsp;&nbsp; 284221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Tuopu Group <br> Co. Ltd., Class A<br>| 194876 | &nbsp;&nbsp; 1239265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 339840 | &nbsp;&nbsp; 625842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Yongxin Optics <br> Co. Ltd., Class A<br>| 28200 | &nbsp;&nbsp; 339551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 686400 | &nbsp;&nbsp; 1131081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningbo Zhoushan Port <br> Co. Ltd., Class A<br>| 1013670 | &nbsp;&nbsp; 510730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Baofeng <br> Energy Group Co. <br> Ltd., Class A<br>| 1472700 | &nbsp;&nbsp; 3176965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Building <br> Materials Group Co. <br> Ltd., Class A<br>| 194600 | &nbsp;&nbsp; 368856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Orient <br> Tantalum Industry <br> Co. Ltd., Class A<br>| 95600 | &nbsp;&nbsp; 224135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ningxia Western <br> Venture Industrial <br> Co. Ltd., Class A<br>| 503000 | &nbsp;&nbsp; 372394 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Niu Technologies, <br> Sponsored ADR<br>| 211104 | &nbsp;&nbsp; 759974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NKY Medical Holdings <br> Ltd., Class A<br>| 257950 | &nbsp;&nbsp; 594381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noah Holdings Ltd., <br> Sponsored ADR<br>| 95429 | &nbsp;&nbsp; 1159462 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nongfu Spring Co. <br> Ltd., Class H<br>| 4826200 | &nbsp;&nbsp; $27884068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Norinco International <br> Cooperation Ltd., <br> Class A<br>| 846073 | &nbsp;&nbsp; 1292416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 1000800 | &nbsp;&nbsp; 957318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Copper Co. <br> Ltd., Class A<br>| 412200 | &nbsp;&nbsp; 607059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; North Electro-Optic <br> Co. Ltd., Class A<br>| 130900 | &nbsp;&nbsp; 380593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 899512 | &nbsp;&nbsp; 653642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; North Industries <br> Group Red Arrow <br> Co. Ltd., Class A<br>| 381965 | &nbsp;&nbsp; 1155972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 1600662 | &nbsp;&nbsp; 1387667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Securities <br> Co. Ltd., Class A<br>| 661227 | &nbsp;&nbsp; 755153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northking Information <br> Technology Co. <br> Ltd., Class A<br>| 379306 | &nbsp;&nbsp; 1085652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Novoray Corp., <br> Class A<br>| 91780 | &nbsp;&nbsp; 739703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; NSFOCUS <br> Technologies Group <br> Co. Ltd., Class A<br>| 274070 | &nbsp;&nbsp; 302586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nuode New Materials <br> Co. Ltd., Class A<br>| 820000 | &nbsp;&nbsp; 712185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NYOCOR Co. Ltd., <br> Class A<br>| 556700 | &nbsp;&nbsp; 425756 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ocumension <br> Therapeutics<br>| 856500 | &nbsp;&nbsp; 1120099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Offcn Education <br> Technology Co. <br> Ltd., Class A<br>| 970800 | &nbsp;&nbsp; 398680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 1225122 | &nbsp;&nbsp; 938400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; OFILM Group Co. <br> Ltd., Class A<br>| 497000 | &nbsp;&nbsp; 777526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Olympic Circuit <br> Technology Co. <br> Ltd., Class A<br>| 273080 | &nbsp;&nbsp; 1283471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OmniVision Integrated <br> Circuits Group, Inc.<br>| 25488 | &nbsp;&nbsp; 427480 |
| # | Onewo, Inc., Class H | 932800 | &nbsp;&nbsp; 2663120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oppein Home Group, <br> Inc., Class A<br>| 120890 | &nbsp;&nbsp; 865312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Opple Lighting Co. <br> Ltd., Class A<br>| 213321 | &nbsp;&nbsp; 547745 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OPT Machine Vision <br> Tech Co. Ltd., <br> Class A<br>| 29277 | &nbsp;&nbsp; $397299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ORG Technology Co. <br> Ltd., Class A<br>| 1849800 | &nbsp;&nbsp; 1383948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient International <br> Enterprise Ltd., <br> Class A<br>| 529367 | &nbsp;&nbsp; 544597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Overseas <br> International Ltd.<br>| 622500 | &nbsp;&nbsp; 11200191 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Orient Securities Co. <br> Ltd., Class H<br>| 2344800 | &nbsp;&nbsp; 2254211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Energy Co. <br> Ltd., Class A<br>| 550729 | &nbsp;&nbsp; 785353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Pearl Group <br> Co. Ltd., Class A<br>| 595141 | &nbsp;&nbsp; 636380 |
| #\* | OSL Group Ltd. | 8000 | &nbsp;&nbsp; 16759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ourpalm Co. Ltd., <br> Class A<br>| 438300 | &nbsp;&nbsp; 335105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ovctek China, Inc., <br> Class A<br>| 205440 | &nbsp;&nbsp; 510016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Securities Co. <br> Ltd., Class A<br>| 523800 | &nbsp;&nbsp; 291825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 284963 | &nbsp;&nbsp; 716395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pangang Group <br> Vanadium Titanium <br> & Resources Co. <br> Ltd., Class A<br>| 2411831 | &nbsp;&nbsp; 904300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PCI Technology Group <br> Co. Ltd., Class A<br>| 676340 | &nbsp;&nbsp; 537114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PDD Holdings, Inc., <br> ADR<br>| 1216709 | &nbsp;&nbsp; 138035636 |
| \*Ω | Peijia Medical Ltd. | 1597000 | &nbsp;&nbsp; 1747678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peking University <br> Resources Holdings <br> Co. Ltd.<br>| 502500 | &nbsp;&nbsp; 10344 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pengdu Agriculture & <br> Animal Husbandry <br> Co. Ltd., Class A<br>| 3368870 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People.cn Co. Ltd., <br> Class A<br>| 77800 | &nbsp;&nbsp; 219890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; People's Insurance <br> Co. Group of China <br> Ltd. , Class H<br>| 25651000 | &nbsp;&nbsp; 19706840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perennial Energy <br> Holdings Ltd.<br>| 710000 | &nbsp;&nbsp; 78460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perfect World Co. <br> Ltd., Class A<br>| 161000 | &nbsp;&nbsp; 324979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PetroChina Co. Ltd., <br> Class H<br>| 96738000 | &nbsp;&nbsp; 94535393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PharmaBlock <br> Sciences Nanjing, <br> Inc., Class A<br>| 113600 | &nbsp;&nbsp; 775206 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Pharmaron Beijing Co. <br> Ltd., Class H<br>| 1497450 | &nbsp;&nbsp; $4315576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phenix Optical Co. <br> Ltd., Class A<br>| 53600 | &nbsp;&nbsp; 156451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PhiChem Corp., <br> Class A<br>| 249005 | &nbsp;&nbsp; 678485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PICC Property & <br> Casualty Co. Ltd., <br> Class H<br>| 19579398 | &nbsp;&nbsp; 40638639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Bank Co. <br> Ltd., Class A<br>| 4109901 | &nbsp;&nbsp; 6982598 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Healthcare & <br> Technology Co. <br> Ltd.<br>| 9302005 | &nbsp;&nbsp; 14585831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ping An Insurance <br> Group Co. of China <br> Ltd., Class H<br>| 23334500 | &nbsp;&nbsp; 160199761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pingdingshan Tianan <br> Coal Mining Co. <br> Ltd., Class A<br>| 863638 | &nbsp;&nbsp; 950510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Process <br> Systems Co. Ltd., <br> Class A<br>| 177720 | &nbsp;&nbsp; 614123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POCO Holding Co. <br> Ltd., Class A<br>| 42860 | &nbsp;&nbsp; 354218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Polaris Bay Group Co. <br> Ltd., Class A<br>| 579000 | &nbsp;&nbsp; 585948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Developments & <br> Holdings Group Co. <br> Ltd., Class A<br>| 1264405 | &nbsp;&nbsp; 1400678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property Group <br> Co. Ltd.<br>| 16399987 | &nbsp;&nbsp; 3233148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Poly Property <br> Services Co. Ltd., <br> Class H<br>| 1240400 | &nbsp;&nbsp; 5505450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pony Testing <br> International Group <br> Co. Ltd., Class A<br>| 265070 | &nbsp;&nbsp; 317774 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Pop Mart International <br> Group Ltd.<br>| 2162600 | &nbsp;&nbsp; 67459853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 334300 | &nbsp;&nbsp; 1098660 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Postal Savings Bank <br> of China Co. Ltd., <br> Class H<br>| 23490000 | &nbsp;&nbsp; 16593578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pou Sheng <br> International <br> Holdings Ltd.<br>| 16009609 | &nbsp;&nbsp; 1017271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Construction <br> Corp. of China Ltd., <br> Class A<br>| 2700800 | &nbsp;&nbsp; 2560396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Powerwin Tech Group <br> Ltd.<br>| 536000 | &nbsp;&nbsp; 189436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prinx Chengshan <br> Holdings Ltd.<br>| 660000 | &nbsp;&nbsp; 655796 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Productive <br> Technologies Co. <br> Ltd.<br>| 1154000 | &nbsp;&nbsp; $31350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pulike Biological <br> Engineering, Inc., <br> Class A<br>| 131400 | &nbsp;&nbsp; 270442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PW Medtech Group <br> Ltd.<br>| 3801000 | &nbsp;&nbsp; 685329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pylon Technologies <br> Co. Ltd., Class A<br>| 45089 | &nbsp;&nbsp; 267934 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Q Technology Group <br> Co. Ltd.<br>| 2854000 | &nbsp;&nbsp; 4301815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qi An Xin Technology <br> Group, Inc., <br> Class A<br>| 70001 | &nbsp;&nbsp; 349511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qianhe Condiment & <br> Food Co. Ltd., <br> Class A<br>| 299015 | &nbsp;&nbsp; 492882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qifu Technology, Inc., <br> ADR<br>| 1029222 | &nbsp;&nbsp; 35333191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qinchuan Machine <br> Tool & Tool Group <br> Share Co. Ltd., <br> Class A<br>| 346200 | &nbsp;&nbsp; 579011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Citymedia <br> Co. Ltd., Class A<br>| 543833 | &nbsp;&nbsp; 524284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 811575 | &nbsp;&nbsp; 1103953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Eastsoft <br> Communication <br> Technology Co. <br> Ltd., Class A<br>| 231501 | &nbsp;&nbsp; 548333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gaoce <br> Technology Co. <br> Ltd., Class A<br>| 360099 | &nbsp;&nbsp; 522398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Gon <br> Technology Co. <br> Ltd., Class A<br>| 174800 | &nbsp;&nbsp; 873828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Haier <br> Biomedical Co. Ltd., <br> Class A<br>| 237232 | &nbsp;&nbsp; 1088404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Hanhe Cable <br> Co. Ltd., Class A<br>| 1434192 | &nbsp;&nbsp; 690604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Hiron <br> Commercial Cold <br> Chain Co. Ltd., <br> Class A<br>| 256940 | &nbsp;&nbsp; 428389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Huicheng <br> Environmental <br> Technology Group <br> Co. Ltd., Class A<br>| 25100 | &nbsp;&nbsp; 594597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao NovelBeam <br> Technology Co. <br> Ltd., Class A<br>| 28435 | &nbsp;&nbsp; 164491 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 2642000 | &nbsp;&nbsp; $2196448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 1531267 | &nbsp;&nbsp; 744291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 287460 | &nbsp;&nbsp; 764128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qingdao TGOOD <br> Electric Co. Ltd., <br> Class A<br>| 164900 | &nbsp;&nbsp; 516052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qinghai Salt Lake <br> Industry Co. Ltd., <br> Class A<br>| 999300 | &nbsp;&nbsp; 2501457 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Qingling Motors Co. <br> Ltd., Class H<br>| 5448000 | &nbsp;&nbsp; 553547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qinhuangdao Port Co. <br> Ltd., Class H<br>| 4826000 | &nbsp;&nbsp; 1352716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; QuantumCTek Co. <br> Ltd., Class A<br>| 2968 | &nbsp;&nbsp; 112667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Qudian, Inc., <br> Sponsored ADR<br>| 495619 | &nbsp;&nbsp; 2002301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Queclink Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 146350 | &nbsp;&nbsp; 258888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quectel Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 62034 | &nbsp;&nbsp; 699274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quick Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 126100 | &nbsp;&nbsp; 458069 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Radiance Holdings <br> Group Co. Ltd.<br>| 2385000 | &nbsp;&nbsp; 850408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 1046194 | &nbsp;&nbsp; 821655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Range Intelligent <br> Computing <br> Technology Group <br> Co. Ltd., Class A<br>| 50700 | &nbsp;&nbsp; 349321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rayhoo Motor Dies <br> Co. Ltd., Class A<br>| 105944 | &nbsp;&nbsp; 574771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raytron Technology <br> Co. Ltd., Class A<br>| 36484 | &nbsp;&nbsp; 331025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Realcan <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 834100 | &nbsp;&nbsp; 363127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Red Avenue New <br> Materials Group Co. <br> Ltd., Class A<br>| 61900 | &nbsp;&nbsp; 279549 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Red Star Macalline <br> Group Corp. Ltd., <br> Class H<br>| 3464914 | &nbsp;&nbsp; 691743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Renhe Pharmacy Co. <br> Ltd., Class A<br>| 933500 | &nbsp;&nbsp; 762249 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; REPT BATTERO <br> Energy Co. Ltd.<br>| 7600 | &nbsp;&nbsp; $11181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rianlon Corp., <br> Class A<br>| 142100 | &nbsp;&nbsp; 621085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Richinfo Technology <br> Co. Ltd., Class A<br>| 118700 | &nbsp;&nbsp; 468579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Risen Energy Co. <br> Ltd., Class A<br>| 877208 | &nbsp;&nbsp; 1233621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RiseSun Real Estate <br> Development Co. <br> Ltd., Class A<br>| 1098102 | &nbsp;&nbsp; 214509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 312825 | &nbsp;&nbsp; 525781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizhao Port Co. Ltd., <br> Class A<br>| 3046500 | &nbsp;&nbsp; 1354073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RoboTechnik <br> Intelligent <br> Technology Co. <br> Ltd., Class A<br>| 24760 | &nbsp;&nbsp; 616879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockchip Electronics <br> Co. Ltd., Class A<br>| 25200 | &nbsp;&nbsp; 565112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RongFa Nuclear <br> Equipment Co. Ltd., <br> Class A<br>| 776300 | &nbsp;&nbsp; 836290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rongsheng <br> Petrochemical Co. <br> Ltd., Class A<br>| 1830978 | &nbsp;&nbsp; 2322815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Roshow Technology <br> Co. Ltd., Class A<br>| 423700 | &nbsp;&nbsp; 439826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ruida Futures Co. <br> Ltd., Class A<br>| 196651 | &nbsp;&nbsp; 587580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Runjian Co. Ltd., <br> Class A<br>| 124963 | &nbsp;&nbsp; 758457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAIC Motor Corp. <br> Ltd., Class A<br>| 918355 | &nbsp;&nbsp; 2187503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sailun Group Co. Ltd., <br> Class A<br>| 806500 | &nbsp;&nbsp; 1441860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanan Optoelectronics <br> Co. Ltd., Class A<br>| 452500 | &nbsp;&nbsp; 784589 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SanFeng Intelligent <br> Equipment Group <br> Co. Ltd., Class A<br>| 36100 | &nbsp;&nbsp; 50693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sangfor Technologies, <br> Inc., Class A<br>| 18772 | &nbsp;&nbsp; 280488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanjiang Shopping <br> Club Co. Ltd., <br> Class A<br>| 297500 | &nbsp;&nbsp; 468006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sanquan Food Co. <br> Ltd., Class A<br>| 407330 | &nbsp;&nbsp; 624748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sansteel Minguang <br> Co. Ltd. Fujian, <br> Class A<br>| 1339556 | &nbsp;&nbsp; 919626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sansure Biotech, Inc., <br> Class A<br>| 133807 | &nbsp;&nbsp; 408735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sanwei Holding Group <br> Co. Ltd., Class A<br>| 333300 | &nbsp;&nbsp; 491143 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 9234500 | &nbsp;&nbsp; $8660961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sany Heavy Industry <br> Co. Ltd., Class A<br>| 847341 | &nbsp;&nbsp; 2345536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Satellite Chemical Co. <br> Ltd., Class A<br>| 1211883 | &nbsp;&nbsp; 3275762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SDIC Capital Co. Ltd., <br> Class A<br>| 466300 | &nbsp;&nbsp; 489064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SDIC Power Holdings <br> Co. Ltd., Class A<br>| 1011516 | &nbsp;&nbsp; 2214248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sealand Securities <br> Co. Ltd., Class A<br>| 1346700 | &nbsp;&nbsp; 784636 |
| \* | Seazen Group Ltd. | 18081047 | &nbsp;&nbsp; 5763627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seazen Holdings Co. <br> Ltd., Class A<br>| 296981 | &nbsp;&nbsp; 601416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; S-Enjoy Service <br> Group Co. Ltd.<br>| 2340000 | &nbsp;&nbsp; 834650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seres Group Co. Ltd., <br> Class A<br>| 157625 | &nbsp;&nbsp; 2770684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SF Holding Co. Ltd., <br> Class A<br>| 1155555 | &nbsp;&nbsp; 7376491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SG Micro Corp., <br> Class A<br>| 31980 | &nbsp;&nbsp; 315953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Beiyuan <br> Chemical Industry <br> Group Co. Ltd., <br> Class A<br>| 539710 | &nbsp;&nbsp; 314000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Coal Industry <br> Co. Ltd., Class A<br>| 3029900 | &nbsp;&nbsp; 8470371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 1234100 | &nbsp;&nbsp; 666562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 879800 | &nbsp;&nbsp; 440564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shan Xi Hua Yang <br> Group New Energy <br> Co. Ltd., Class A<br>| 1472746 | &nbsp;&nbsp; 1397754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Bohui <br> Paper Industrial Co. <br> Ltd., Class A<br>| 862500 | &nbsp;&nbsp; 584506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Buchang <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 384887 | &nbsp;&nbsp; 972690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Chenming <br> Paper Holdings <br> Ltd., Class H<br>| 2811533 | &nbsp;&nbsp; 274316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Dawn <br> Polymer Co. Ltd., <br> Class A<br>| 211200 | &nbsp;&nbsp; 719462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Denghai <br> Seeds Co. Ltd., <br> Class A<br>| 605300 | &nbsp;&nbsp; 838664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Dongyue <br> Silicone Material <br> Co. Ltd., Class A<br>| 539200 | &nbsp;&nbsp; $729714 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Gold <br> Mining Co. Ltd., <br> Class H<br>| 2190500 | &nbsp;&nbsp; 6773930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Haihua Co. <br> Ltd., Class A<br>| 539800 | &nbsp;&nbsp; 444811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Head <br> Group Co. Ltd., <br> Class A<br>| 189126 | &nbsp;&nbsp; 346201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Himile <br> Mechanical Science <br> & Technology Co. <br> Ltd., Class A<br>| 288241 | &nbsp;&nbsp; 2240352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-speed <br> Co. Ltd., Class A<br>| 233625 | &nbsp;&nbsp; 327171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 997600 | &nbsp;&nbsp; 810261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Hualu <br> Hengsheng <br> Chemical Co. Ltd., <br> Class A<br>| 515061 | &nbsp;&nbsp; 1714256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 695060 | &nbsp;&nbsp; 337737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 524356 | &nbsp;&nbsp; 845258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jincheng <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 190300 | &nbsp;&nbsp; 491397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Jinjing <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 1118471 | &nbsp;&nbsp; 788256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Linglong <br> Tyre Co. Ltd., <br> Class A<br>| 543382 | &nbsp;&nbsp; 1148337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Lukang <br> Pharma, Class A<br>| 564800 | &nbsp;&nbsp; 823202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Nanshan <br> Aluminum Co. Ltd., <br> Class A<br>| 2799880 | &nbsp;&nbsp; 1525750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 250000 | &nbsp;&nbsp; 788771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Publishing <br> & Media Co. Ltd., <br> Class A<br>| 852100 | &nbsp;&nbsp; 1065905 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Sun Paper <br> Industry JSC Ltd., <br> Class A<br>| 961588 | &nbsp;&nbsp; $1859437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 121100 | &nbsp;&nbsp; 1065865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 18590000 | &nbsp;&nbsp; 16348209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 184500 | &nbsp;&nbsp; 846779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xiantan Co. <br> Ltd., Class A<br>| 633563 | &nbsp;&nbsp; 537734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Xinhua <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 1303200 | &nbsp;&nbsp; 1341963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shandong Yisheng <br> Livestock & Poultry <br> Breeding Co. Ltd., <br> Class A<br>| 676000 | &nbsp;&nbsp; 832033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Acrel Co. <br> Ltd., Class A<br>| 107100 | &nbsp;&nbsp; 328337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 562100 | &nbsp;&nbsp; 561992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Aiko Solar <br> Energy Co. Ltd., <br> Class A<br>| 141400 | &nbsp;&nbsp; 274524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai AJ Group <br> Co. Ltd., Class A<br>| 962935 | &nbsp;&nbsp; 807038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Allist <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 79179 | &nbsp;&nbsp; 1066414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai AtHub Co. <br> Ltd., Class A<br>| 305310 | &nbsp;&nbsp; 1117720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 589600 | &nbsp;&nbsp; 805078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bairun <br> Investment Holding <br> Group Co. Ltd., <br> Class A<br>| 238358 | &nbsp;&nbsp; 796351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baolong <br> Automotive Corp., <br> Class A<br>| 109100 | &nbsp;&nbsp; 585349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosight <br> Software Co. Ltd., <br> Class A<br>| 250362 | &nbsp;&nbsp; 858642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Baosteel <br> Packaging Co. Ltd., <br> Class A<br>| 762664 | &nbsp;&nbsp; 527511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Belling Co. <br> Ltd., Class A<br>| 26200 | &nbsp;&nbsp; 123950 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bio-heart <br> Biological <br> Technology Co. <br> Ltd., Class H<br>| 81000 | &nbsp;&nbsp; $42900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai BOCHU <br> Electronic <br> Technology Corp. <br> Ltd., Class A<br>| 31544 | &nbsp;&nbsp; 574379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Bright Meat <br> Group Co. Ltd., <br> Class A<br>| 558700 | &nbsp;&nbsp; 589970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Chicmax <br> Cosmetic Co. Ltd.<br>| 65900 | &nbsp;&nbsp; 632231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Chinafortune Co. <br> Ltd., Class A<br>| 504631 | &nbsp;&nbsp; 1082592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Chlor-Alkali <br> Chemical Co. Ltd., <br> Class A<br>| 489200 | &nbsp;&nbsp; 684698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Construction <br> Group Co. Ltd., <br> Class A<br>| 2729435 | &nbsp;&nbsp; 917241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Daimay <br> Automotive Interior <br> Co. Ltd., Class A<br>| 666985 | &nbsp;&nbsp; 521536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Datun <br> Energy Resources <br> Co. Ltd., Class A<br>| 664100 | &nbsp;&nbsp; 1103278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Dazhong <br> Public Utilities <br> Group Co. Ltd., <br> Class H<br>| 334000 | &nbsp;&nbsp; 100529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai DZH Ltd., <br> Class A<br>| 90200 | &nbsp;&nbsp; 164477 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 6970000 | &nbsp;&nbsp; 2842956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Electric <br> Power Co. Ltd., <br> Class A<br>| 498406 | &nbsp;&nbsp; 655729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Environment <br> Group Co. Ltd., <br> Class A<br>| 478675 | &nbsp;&nbsp; 535152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Feilo <br> Acoustics Co. Ltd., <br> Class A<br>| 266900 | &nbsp;&nbsp; 211130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fengyuzhu <br> Culture & <br> Technology Co. <br> Ltd., Class A<br>| 29200 | &nbsp;&nbsp; 43239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 1647000 | &nbsp;&nbsp; 4019364 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fudan <br> Microelectronics <br> Group Co. Ltd., <br> Class H<br>| 714000 | &nbsp;&nbsp; $2858973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Fudan-Zhangjiang <br> Bio-Pharmaceutical <br> Co. Ltd., Class H<br>| 632000 | &nbsp;&nbsp; 328815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Fullhan <br> Microelectronics Co. <br> Ltd., Class A<br>| 73947 | &nbsp;&nbsp; 486708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Ganglian <br> E-Commerce <br> Holdings Co. Ltd., <br> Class A<br>| 63832 | &nbsp;&nbsp; 235187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Gench <br> Education Group <br> Ltd.<br>| 52000 | &nbsp;&nbsp; 19038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Gentech <br> Co. Ltd., Class A<br>| 121719 | &nbsp;&nbsp; 607220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Hanbell <br> Precise Machinery <br> Co. Ltd., Class A<br>| 328048 | &nbsp;&nbsp; 776755 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Haohai <br> Biological <br> Technology Co. <br> Ltd., Class H<br>| 185280 | &nbsp;&nbsp; 662849 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Henlius <br> Biotech, Inc., <br> Class H<br>| 69700 | &nbsp;&nbsp; 620586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huace <br> Navigation <br> Technology Ltd., <br> Class A<br>| 116949 | &nbsp;&nbsp; 572238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huafon <br> Aluminium Corp., <br> Class A<br>| 270800 | &nbsp;&nbsp; 588429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Huayi <br> Group Co. Ltd., <br> Class A<br>| 654200 | &nbsp;&nbsp; 754202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Holdings Ltd.<br>| 3165000 | &nbsp;&nbsp; 5900190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Industrial <br> Urban Development <br> Group Ltd.<br>| 16019025 | &nbsp;&nbsp; 691797 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai INT Medical <br> Instruments Co. <br> Ltd.<br>| 96000 | &nbsp;&nbsp; 343223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai International <br> Airport Co. Ltd., <br> Class A<br>| 40400 | &nbsp;&nbsp; 180485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jahwa <br> United Co. Ltd., <br> Class A<br>| 159500 | &nbsp;&nbsp; 487430 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jinjiang <br> International Hotels <br> Co. Ltd., Class A<br>| 275662 | &nbsp;&nbsp; $863940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Jinqiao <br> Export Processing <br> Zone Development <br> Co. Ltd., Class A<br>| 240433 | &nbsp;&nbsp; 360024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 585400 | &nbsp;&nbsp; 552012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Kelai <br> Mechatronics <br> Engineering Co. <br> Ltd., Class A<br>| 53300 | &nbsp;&nbsp; 140584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 582891 | &nbsp;&nbsp; 780115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Lingang <br> Holdings Corp. Ltd., <br> Class A<br>| 506440 | &nbsp;&nbsp; 649745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Lujiazui <br> Finance & Trade <br> Zone Development <br> Co. Ltd., Class A<br>| 138600 | &nbsp;&nbsp; 169140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai M&G <br> Stationery, Inc., <br> Class A<br>| 190499 | &nbsp;&nbsp; 814594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 230900 | &nbsp;&nbsp; 812977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Medicilon, <br> Inc., Class A<br>| 50608 | &nbsp;&nbsp; 444157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai MicroPort <br> Endovascular <br> MedTech Group Co. <br> Ltd., Class A<br>| 49078 | &nbsp;&nbsp; 750410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Milkground <br> Food Tech Co. Ltd., <br> Class A<br>| 224400 | &nbsp;&nbsp; 830089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Moons' <br> Electric Co. Ltd., <br> Class A<br>| 5400 | &nbsp;&nbsp; 44083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai New Power <br> Automotive <br> Technology Co. <br> Ltd., Class A<br>| 371000 | &nbsp;&nbsp; 341141 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 3410300 | &nbsp;&nbsp; 5438960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pioneer <br> Holding Ltd.<br>| 3009000 | &nbsp;&nbsp; 850243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pret <br> Composites Co. <br> Ltd., Class A<br>| 521200 | &nbsp;&nbsp; 867359 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 534380 | &nbsp;&nbsp; $507582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Pudong <br> Development Bank <br> Co. Ltd., Class A<br>| 3427519 | &nbsp;&nbsp; 6095558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Putailai New <br> Energy Technology <br> Co. Ltd., Class A<br>| 303899 | &nbsp;&nbsp; 738644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai QiFan <br> Cable Co. Ltd., <br> Class A<br>| 278600 | &nbsp;&nbsp; 599647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai RAAS Blood <br> Products Co. Ltd., <br> Class A<br>| 591912 | &nbsp;&nbsp; 566827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 400100 | &nbsp;&nbsp; 1019690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 995600 | &nbsp;&nbsp; 1257470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shibei <br> Hi-Tech Co. Ltd., <br> Class A<br>| 411000 | &nbsp;&nbsp; 323371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 420400 | &nbsp;&nbsp; 669047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Stonehill <br> Technology Co. <br> Ltd., Class A<br>| 273126 | &nbsp;&nbsp; 217666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tongji <br> Science & <br> Technology <br> Industrial Co. Ltd., <br> Class A<br>| 384400 | &nbsp;&nbsp; 554734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 877895 | &nbsp;&nbsp; 806294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 261561 | &nbsp;&nbsp; 405406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Wanye <br> Enterprises Co. <br> Ltd., Class A<br>| 160310 | &nbsp;&nbsp; 324947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Yaoji <br> Technology Co. <br> Ltd., Class A<br>| 231500 | &nbsp;&nbsp; 843928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Yuyuan <br> Tourist Mart Group <br> Co. Ltd., Class A<br>| 669100 | &nbsp;&nbsp; 535096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhangjiang <br> High-Tech Park <br> Development Co. <br> Ltd., Class A<br>| 141157 | &nbsp;&nbsp; 630718 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhenhua <br> Heavy Industries <br> Co. Ltd., Class A<br>| 1011600 | &nbsp;&nbsp; $641021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 931400 | &nbsp;&nbsp; 1278398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 1126382 | &nbsp;&nbsp; 982601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanjin International <br> Gold Co. Ltd., <br> Class A<br>| 550580 | &nbsp;&nbsp; 1377566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shannon <br> Semiconductor <br> Technology Co. <br> Ltd., Class A<br>| 79000 | &nbsp;&nbsp; 368557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shantou Wanshun <br> New Material Group <br> Co. Ltd., Class A<br>| 351700 | &nbsp;&nbsp; 274313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 645400 | &nbsp;&nbsp; 892644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Blue Flame <br> Holding Co. Ltd., <br> Class A<br>| 1010498 | &nbsp;&nbsp; 984915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coal <br> International Energy <br> Group Co. Ltd., <br> Class A<br>| 837600 | &nbsp;&nbsp; 1115514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coking Co. <br> Ltd., Class A<br>| 1103497 | &nbsp;&nbsp; 597594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Coking Coal <br> Energy Group Co. <br> Ltd., Class A<br>| 1766141 | &nbsp;&nbsp; 1729089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Guoxin Energy <br> Corp. Ltd., Class A<br>| 1454360 | &nbsp;&nbsp; 557952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Hi-speed <br> Group Co. Ltd., <br> Class A<br>| 1211300 | &nbsp;&nbsp; 827611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Lanhua <br> Sci-Tech Venture <br> Co. Ltd., Class A<br>| 1391291 | &nbsp;&nbsp; 1296217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Lu'an <br> Environmental <br> Energy <br> Development Co. <br> Ltd., Class A<br>| 1076748 | &nbsp;&nbsp; 2051146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Meijin Energy <br> Co. Ltd., Class A<br>| 874700 | &nbsp;&nbsp; 553770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Securities Co. <br> Ltd., Class A<br>| 405800 | &nbsp;&nbsp; 346357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Taigang <br> Stainless Steel Co. <br> Ltd., Class A<br>| 934292 | &nbsp;&nbsp; 543240 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Xinghuacun <br> Fen Wine Factory <br> Co. Ltd., Class A<br>| 188729 | &nbsp;&nbsp; $4690003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shanxi Zhendong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 299400 | &nbsp;&nbsp; 357637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharetronic Data <br> Technology Co. <br> Ltd., Class A<br>| 51660 | &nbsp;&nbsp; 550866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shede Spirits Co. Ltd., <br> Class A<br>| 84400 | &nbsp;&nbsp; 607001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenergy Co. Ltd., <br> Class A<br>| 1024033 | &nbsp;&nbsp; 1162262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengda Resources <br> Co. Ltd., Class A<br>| 271930 | &nbsp;&nbsp; 575523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenghe Resources <br> Holding Co. Ltd., <br> Class A<br>| 403700 | &nbsp;&nbsp; 1218640 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shengjing Bank Co. <br> Ltd., Class H<br>| 702500 | &nbsp;&nbsp; 106656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenguan Holdings <br> Group Ltd.<br>| 4272000 | &nbsp;&nbsp; 168378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengyi Electronics <br> Co. Ltd., Class A<br>| 62065 | &nbsp;&nbsp; 455706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shengyi Technology <br> Co. Ltd., Class A<br>| 466582 | &nbsp;&nbsp; 2767316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenma Industry Co. <br> Ltd., Class A<br>| 438700 | &nbsp;&nbsp; 540072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shennan Circuits Co. <br> Ltd., Class A<br>| 103457 | &nbsp;&nbsp; 2034367 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 4025600 | &nbsp;&nbsp; 1681263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenyang Jinbei <br> Automotive Co. <br> Ltd., Class A<br>| 664600 | &nbsp;&nbsp; 461158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenyang Xingqi <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 73617 | &nbsp;&nbsp; 658195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 921538 | &nbsp;&nbsp; 831596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Airport Co. <br> Ltd., Class A<br>| 934083 | &nbsp;&nbsp; 914891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 795938 | &nbsp;&nbsp; 1384242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Baoming <br> Technology Co. <br> Ltd., Class A<br>| 5300 | &nbsp;&nbsp; 44798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Batian <br> Ecotypic <br> Engineering Co. <br> Ltd., Class A<br>| 495700 | &nbsp;&nbsp; 695862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen BSC <br> Technology Co. <br> Ltd., Class A<br>| 60500 | &nbsp;&nbsp; 278671 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Capchem <br> Technology Co. <br> Ltd., Class A<br>| 73040 | &nbsp;&nbsp; $341457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Center <br> Power Tech Co. <br> Ltd., Class A<br>| 200200 | &nbsp;&nbsp; 450700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 581050 | &nbsp;&nbsp; 549244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Changhong <br> Technology Co. <br> Ltd., Class A<br>| 153000 | &nbsp;&nbsp; 289516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Click <br> Technology Co. <br> Ltd., Class A<br>| 222400 | &nbsp;&nbsp; 421953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Colibri <br> Technologies Co. <br> Ltd., Class A<br>| 201400 | &nbsp;&nbsp; 467065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Comix <br> Group Co. Ltd., <br> Class A<br>| 314200 | &nbsp;&nbsp; 303213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 970200 | &nbsp;&nbsp; 446937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 300481 | &nbsp;&nbsp; 948422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 120687 | &nbsp;&nbsp; 552017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Energy <br> Group Co. Ltd., <br> Class A<br>| 817400 | &nbsp;&nbsp; 738848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Envicool <br> Technology Co. <br> Ltd., Class A<br>| 195845 | &nbsp;&nbsp; 1091050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Everwin <br> Precision <br> Technology Co. <br> Ltd., Class A<br>| 293460 | &nbsp;&nbsp; 921891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen <br> Expressway Corp. <br> Ltd., Class H<br>| 3812000 | &nbsp;&nbsp; 3280263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Farben <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 79600 | &nbsp;&nbsp; 261039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fastprint <br> Circuit Tech Co. <br> Ltd., Class A<br>| 264622 | &nbsp;&nbsp; 695603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Feima <br> International Supply <br> Chain Co. Ltd., <br> Class A<br>| 741800 | &nbsp;&nbsp; 293127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fenda <br> Technology Co. <br> Ltd., Class A<br>| 55500 | &nbsp;&nbsp; 50501 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fortune <br> Trend Technology <br> Co. Ltd., Class A<br>| 4629 | &nbsp;&nbsp; $78336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen FRD <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 189233 | &nbsp;&nbsp; 616919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 519200 | &nbsp;&nbsp; 520623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gas Corp. <br> Ltd., Class A<br>| 879816 | &nbsp;&nbsp; 787667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 398103 | &nbsp;&nbsp; 612170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Goodix <br> Technology Co. <br> Ltd., Class A<br>| 11900 | &nbsp;&nbsp; 122141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen H&T <br> Intelligent Control <br> Co. Ltd., Class A<br>| 213100 | &nbsp;&nbsp; 720553 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 526500 | &nbsp;&nbsp; 429961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Honor <br> Electronic Co. Ltd., <br> Class A<br>| 33177 | &nbsp;&nbsp; 608116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Hopewind <br> Electric Co. Ltd., <br> Class A<br>| 86100 | &nbsp;&nbsp; 453294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Huaqiang <br> Industry Co. Ltd., <br> Class A<br>| 22300 | &nbsp;&nbsp; 79944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Infogem <br> Technologies Co. <br> Ltd., Class A<br>| 12300 | &nbsp;&nbsp; 69968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Inovance <br> Technology Co. <br> Ltd., Class A<br>| 147975 | &nbsp;&nbsp; 1297763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen <br> International <br> Holdings Ltd.<br>| 10811164 | &nbsp;&nbsp; 10810592 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Investment <br> Ltd.<br>| 19647674 | &nbsp;&nbsp; 2246167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 460800 | &nbsp;&nbsp; 520734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jieshun <br> Science & <br> Technology Industry <br> Co. Ltd., Class A<br>| 333400 | &nbsp;&nbsp; 509618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jinjia <br> Group Co. Ltd., <br> Class A<br>| 875400 | &nbsp;&nbsp; 482338 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 806500 | &nbsp;&nbsp; $697870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kaifa <br> Technology Co. <br> Ltd., Class A<br>| 292821 | &nbsp;&nbsp; 753089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 120144 | &nbsp;&nbsp; 290013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 91320 | &nbsp;&nbsp; 1384554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kingdom <br> Sci-Tech Co. Ltd., <br> Class A<br>| 45400 | &nbsp;&nbsp; 119938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kingkey <br> Smart Agriculture <br> Times Co. Ltd., <br> Class A<br>| 603700 | &nbsp;&nbsp; 1313672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 199824 | &nbsp;&nbsp; 1837969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Kstar <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 215400 | &nbsp;&nbsp; 691643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 463500 | &nbsp;&nbsp; 668873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Leaguer <br> Co. Ltd., Class A<br>| 679300 | &nbsp;&nbsp; 765557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Lifotronic <br> Technology Co. <br> Ltd., Class A<br>| 197341 | &nbsp;&nbsp; 372534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Megmeet <br> Electrical Co. Ltd., <br> Class A<br>| 108116 | &nbsp;&nbsp; 889049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Microgate <br> Technology Co. <br> Ltd., Class A<br>| 508900 | &nbsp;&nbsp; 806267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Mindray <br> Bio-Medical <br> Electronics Co. Ltd., <br> Class A<br>| 181372 | &nbsp;&nbsp; 5817796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen MTC Co. <br> Ltd., Class A<br>| 1266138 | &nbsp;&nbsp; 790031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Neptunus <br> Bioengineering Co. <br> Ltd., Class A<br>| 856700 | &nbsp;&nbsp; 327351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Industries <br> Biomedical <br> Engineering Co. <br> Ltd., Class A<br>| 85400 | &nbsp;&nbsp; 658345 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 1534701 | &nbsp;&nbsp; $601014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 529100 | &nbsp;&nbsp; 830385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Overseas <br> Chinese Town Co. <br> Ltd., Class A<br>| 1601776 | &nbsp;&nbsp; 508713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Pagoda <br> Industrial Group <br> Corp. Ltd.<br>| 1710500 | &nbsp;&nbsp; 359634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Qingyi <br> Photomask Ltd., <br> Class A<br>| 100308 | &nbsp;&nbsp; 407573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Salubris <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 53000 | &nbsp;&nbsp; 367352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 113071 | &nbsp;&nbsp; 864770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SED <br> Industry Co. Ltd., <br> Class A<br>| 257489 | &nbsp;&nbsp; 805060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen SEG Co. <br> Ltd., Class A<br>| 585000 | &nbsp;&nbsp; 659106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 359770 | &nbsp;&nbsp; 579859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sinexcel <br> Electric Co. Ltd., <br> Class A<br>| 189550 | &nbsp;&nbsp; 842986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunline <br> Tech Co. Ltd., <br> Class A<br>| 89300 | &nbsp;&nbsp; 209734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunlord <br> Electronics Co. Ltd., <br> Class A<br>| 262070 | &nbsp;&nbsp; 1053625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunnypol <br> Optoelectronics Co. <br> Ltd., Class A<br>| 79900 | &nbsp;&nbsp; 297576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Sunway <br> Communication Co. <br> Ltd., Class A<br>| 200754 | &nbsp;&nbsp; 663234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 1206545 | &nbsp;&nbsp; 594359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topband <br> Co. Ltd., Class A<br>| 454871 | &nbsp;&nbsp; 873433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topraysolar <br> Co. Ltd., Class A<br>| 791000 | &nbsp;&nbsp; 397447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Topway <br> Video <br> Communication Co. <br> Ltd., Class A<br>| 402400 | &nbsp;&nbsp; 488969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Transsion <br> Holdings Co. Ltd., <br> Class A<br>| 121820 | &nbsp;&nbsp; $1286933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen United <br> Winners Laser Co. <br> Ltd., Class A<br>| 122901 | &nbsp;&nbsp; 374044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Weiguang <br> Biological Products <br> Co. Ltd., Class A<br>| 78000 | &nbsp;&nbsp; 318348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 322100 | &nbsp;&nbsp; 1039580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yan Tian <br> Port Holding Co. <br> Ltd., Class A<br>| 880296 | &nbsp;&nbsp; 554635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yinghe <br> Technology Co. <br> Ltd., Class A<br>| 419786 | &nbsp;&nbsp; 1199064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Yitoa <br> Intelligent Control <br> Co. Ltd., Class A<br>| 361100 | &nbsp;&nbsp; 417351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Ysstech <br> Info-tech Co. Ltd., <br> Class A<br>| 27400 | &nbsp;&nbsp; 92287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen YUTO <br> Packaging <br> Technology Co. <br> Ltd., Class A<br>| 275880 | &nbsp;&nbsp; 906419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Zhaowei <br> Machinery & <br> Electronic Co. Ltd., <br> Class A<br>| 3300 | &nbsp;&nbsp; 51437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 2368280 | &nbsp;&nbsp; 1551781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shenzhou <br> International Group <br> Holdings Ltd.<br>| 3370600 | &nbsp;&nbsp; 24257402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shida Shinghwa <br> Advanced Material <br> Group Co. Ltd., <br> Class A<br>| 73800 | &nbsp;&nbsp; 386764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shijiazhuang <br> Changshan BeiMing <br> Technology Co. <br> Ltd., Class A<br>| 28300 | &nbsp;&nbsp; 91125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shijiazhuang Yiling <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 255601 | &nbsp;&nbsp; 575176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 380640 | &nbsp;&nbsp; 877983 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shiyue Daotian Group <br> Co. Ltd.<br>| 258000 | &nbsp;&nbsp; 264766 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shoucheng Holdings <br> Ltd.<br>| 13847640 | &nbsp;&nbsp; $3264444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shougang Century <br> Holdings Ltd.<br>| 266000 | &nbsp;&nbsp; 18226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shougang Fushan <br> Resources Group <br> Ltd.<br>| 20643003 | &nbsp;&nbsp; 7578848 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 1336400 | &nbsp;&nbsp; 13006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shuangliang <br> Eco-Energy <br> Systems Co. Ltd., <br> Class A<br>| 1648200 | &nbsp;&nbsp; 1278606 |
|  | Shui On Land Ltd. | 26574776 | &nbsp;&nbsp; 2596383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siasun Robot & <br> Automation Co. <br> Ltd., Class A<br>| 22500 | &nbsp;&nbsp; 52712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Changhong <br> Electric Co. Ltd., <br> Class A<br>| 329100 | &nbsp;&nbsp; 450904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Chengfei <br> Integration <br> Technology Corp., <br> Class A<br>| 160100 | &nbsp;&nbsp; 766654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Chuantou <br> Energy Co. Ltd., <br> Class A<br>| 517808 | &nbsp;&nbsp; 1122093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Development <br> Lomon Co. Ltd., <br> Class A<br>| 273900 | &nbsp;&nbsp; 426918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan EM <br> Technology Co. <br> Ltd., Class A<br>| 560600 | &nbsp;&nbsp; 1362114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Expressway <br> Co. Ltd., Class H<br>| 4528000 | &nbsp;&nbsp; 2720522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Furong <br> Technology Co. <br> Ltd., Class A<br>| 253444 | &nbsp;&nbsp; 332009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 415083 | &nbsp;&nbsp; 633510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 1753420 | &nbsp;&nbsp; 455336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hexie <br> Shuangma Co. Ltd., <br> Class A<br>| 419843 | &nbsp;&nbsp; 1136502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Hongda Co. <br> Ltd., Class A<br>| 431900 | &nbsp;&nbsp; 565168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Injet Electric <br> Co. Ltd., Class A<br>| 118225 | &nbsp;&nbsp; 797197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Jiuyuan <br> Yinhai Software Co. <br> Ltd., Class A<br>| 72505 | &nbsp;&nbsp; 190937 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Jiuzhou <br> Electric Co. Ltd., <br> Class A<br>| 27100 | &nbsp;&nbsp; $61760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Kelun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 371963 | &nbsp;&nbsp; 1950757 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Kelun-Biotech <br> Biopharmaceutical <br> Co. Ltd.<br>| 25600 | &nbsp;&nbsp; 1350890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Lutianhua <br> Co. Ltd., Class A<br>| 966300 | &nbsp;&nbsp; 604715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan New Energy <br> Power Co. Ltd., <br> Class A<br>| 405000 | &nbsp;&nbsp; 563772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Road & <br> Bridge Group Co. <br> Ltd., Class A<br>| 2053960 | &nbsp;&nbsp; 2370572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Swellfun Co. <br> Ltd., Class A<br>| 103405 | &nbsp;&nbsp; 594074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Teway Food <br> Group Co. Ltd., <br> Class A<br>| 472000 | &nbsp;&nbsp; 740335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 320700 | &nbsp;&nbsp; 619617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sieyuan Electric Co. <br> Ltd., Class A<br>| 172940 | &nbsp;&nbsp; 1872551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sihuan <br> Pharmaceutical <br> Holdings Group <br> Ltd.<br>| 25679000 | &nbsp;&nbsp; 4248216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SIIC Environment <br> Holdings Ltd. (807 <br> HK)<br>| 259000 | &nbsp;&nbsp; 36213 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 4706000 | &nbsp;&nbsp; 7891328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sineng Electric Co. <br> Ltd., Class A<br>| 227500 | &nbsp;&nbsp; 719393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino <br> Biopharmaceutical <br> Ltd.<br>| 44962495 | &nbsp;&nbsp; 43060633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino Wealth Electronic <br> Ltd., Class A<br>| 62139 | &nbsp;&nbsp; 220246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-Agri Leading <br> Biosciences Co. <br> Ltd., Class A<br>| 28900 | &nbsp;&nbsp; 57185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinocare, Inc., <br> Class A<br>| 91460 | &nbsp;&nbsp; 265761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinochem <br> International Corp., <br> Class A<br>| 963337 | &nbsp;&nbsp; 543050 |
|  | Sinofert Holdings Ltd. | 16608673 | &nbsp;&nbsp; 2999437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinofibers Technology <br> Co. Ltd., Class A<br>| 70000 | &nbsp;&nbsp; 340025 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinolink Securities Co. <br> Ltd., Class A<br>| 403500 | &nbsp;&nbsp; $519939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinolink Worldwide <br> Holdings Ltd.<br>| 788894 | &nbsp;&nbsp; 1007241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma International <br> Engineering Co., <br> Class A<br>| 1171750 | &nbsp;&nbsp; 1477027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoma Science & <br> Technology Co. <br> Ltd., Class A<br>| 195495 | &nbsp;&nbsp; 764635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Automobile <br> Co. Ltd., Class A<br>| 1090150 | &nbsp;&nbsp; 963030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Heavy <br> Equipment Group <br> Co. Ltd., Class A<br>| 603500 | &nbsp;&nbsp; 279009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 351000 | &nbsp;&nbsp; 943034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinomine Resource <br> Group Co. Ltd., <br> Class A<br>| 139140 | &nbsp;&nbsp; 698271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 10926000 | &nbsp;&nbsp; 8483627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Kantons <br> Holdings Ltd.<br>| 7660000 | &nbsp;&nbsp; 4401131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Oilfield <br> Equipment Corp., <br> Class A<br>| 775385 | &nbsp;&nbsp; 742429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Oilfield <br> Service Corp., <br> Class H<br>| 16120000 | &nbsp;&nbsp; 1624508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 20941000 | &nbsp;&nbsp; 3702494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopep-Allsino Bio <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 63467 | &nbsp;&nbsp; 433008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinopharm Group Co. <br> Ltd., Class H<br>| 9066800 | &nbsp;&nbsp; 21793201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 307813 | &nbsp;&nbsp; 645423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinoseal Holding Co. <br> Ltd., Class A<br>| 131727 | &nbsp;&nbsp; 680208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosoft Co. Ltd., <br> Class A<br>| 228580 | &nbsp;&nbsp; 630664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 1184268 | &nbsp;&nbsp; 1039146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 366200 | &nbsp;&nbsp; 495556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sinotrans Ltd., <br> Class H<br>| 19256000 | &nbsp;&nbsp; 10678644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Hong Kong <br> Ltd.<br>| 5474000 | &nbsp;&nbsp; 16682308 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 474273 | &nbsp;&nbsp; $1204435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skshu Paint Co. Ltd., <br> Class A<br>| 101248 | &nbsp;&nbsp; 538568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworth Digital Co. <br> Ltd., Class A<br>| 240699 | &nbsp;&nbsp; 381183 |
| \* | Skyworth Group Ltd. | 208000 | &nbsp;&nbsp; 81765 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Smoore International <br> Holdings Ltd.<br>| 3419000 | &nbsp;&nbsp; 9218999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowsky Salt Industry <br> Group Co. Ltd., <br> Class A<br>| 920100 | &nbsp;&nbsp; 659220 |
| \* | SOHO China Ltd. | 15789839 | &nbsp;&nbsp; 1167863 |
| \* | Sohu.com Ltd., ADR | 72129 | &nbsp;&nbsp; 1120885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sokan New Materials <br> Group Co. Ltd., <br> Class A<br>| 4137 | &nbsp;&nbsp; 21737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solareast Holdings <br> Co. Ltd., Class A<br>| 292800 | &nbsp;&nbsp; 387068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Songcheng <br> Performance <br> Development Co. <br> Ltd., Class A<br>| 299500 | &nbsp;&nbsp; 355181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sonoscape Medical <br> Corp., Class A<br>| 59900 | &nbsp;&nbsp; 266178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SooChow Securities <br> Co. Ltd., Class A<br>| 903921 | &nbsp;&nbsp; 1198668 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; South Manganese <br> Investment Ltd.<br>| 4644000 | &nbsp;&nbsp; 189474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Publishing & <br> Media Co. Ltd., <br> Class A<br>| 346700 | &nbsp;&nbsp; 686337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Securities <br> Co. Ltd., Class A<br>| 1209100 | &nbsp;&nbsp; 761065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SPIC Industry-Finance <br> Holdings Co. Ltd., <br> Class A<br>| 79600 | &nbsp;&nbsp; 74059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SPIC Yuanda <br> Environmental-Protection <br> Co. Ltd., Class A<br>| 1126700 | &nbsp;&nbsp; 1875901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spring Airlines Co. <br> Ltd., Class A<br>| 184900 | &nbsp;&nbsp; 1341417 |
|  | SSY Group Ltd. | 13502506 | &nbsp;&nbsp; 5358895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 751500 | &nbsp;&nbsp; 920368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 1128400 | &nbsp;&nbsp; 1268631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; StarPower <br> Semiconductor Ltd., <br> Class A<br>| 36220 | &nbsp;&nbsp; 430471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Grid Information <br> & Communication <br> Co. Ltd., Class A<br>| 316526 | &nbsp;&nbsp; 779319 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Grid Yingda Co. <br> Ltd., Class A<br>| 768700 | &nbsp;&nbsp; $567801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STO Express Co. Ltd., <br> Class A<br>| 1103600 | &nbsp;&nbsp; 2335886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sufa Technology <br> Industry Co. Ltd. <br> CNNC, Class A<br>| 67300 | &nbsp;&nbsp; 195844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumavision <br> Technologies Co. <br> Ltd., Class A<br>| 737200 | &nbsp;&nbsp; 585945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumec Corp. Ltd., <br> Class A<br>| 894200 | &nbsp;&nbsp; 1303277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Art Retail Group <br> Ltd.<br>| 14687500 | &nbsp;&nbsp; 3871359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Create <br> Electronics Co. Ltd., <br> Class A<br>| 120797 | &nbsp;&nbsp; 454403 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sun King Technology <br> Group Ltd.<br>| 6342000 | &nbsp;&nbsp; 1218007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 591800 | &nbsp;&nbsp; 1351089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sungrow Power <br> Supply Co. Ltd., <br> Class A<br>| 338643 | &nbsp;&nbsp; 3380278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suning Universal Co. <br> Ltd., Class A<br>| 1749300 | &nbsp;&nbsp; 529437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Optical <br> Technology Group <br> Co. Ltd.<br>| 3287400 | &nbsp;&nbsp; 30458839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunresin New <br> Materials Co. Ltd., <br> Class A<br>| 108300 | &nbsp;&nbsp; 777605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunrise Group Co. <br> Ltd., Class A<br>| 664930 | &nbsp;&nbsp; 514725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunstone <br> Development Co. <br> Ltd., Class A<br>| 214600 | &nbsp;&nbsp; 677126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suntak Technology <br> Co. Ltd., Class A<br>| 571800 | &nbsp;&nbsp; 1051569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 746500 | &nbsp;&nbsp; 1372999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunwoda Electronic <br> Co. Ltd., Class A<br>| 196799 | &nbsp;&nbsp; 586944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 313634 | &nbsp;&nbsp; 594803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUPCON Technology <br> Co. Ltd., Class A<br>| 42934 | &nbsp;&nbsp; 284409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Anjie <br> Technology Co. <br> Ltd., Class A<br>| 278400 | &nbsp;&nbsp; 520408 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 248367 | &nbsp;&nbsp; $2003013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Gold Mantis <br> Construction <br> Decoration Co. Ltd., <br> Class A<br>| 1511847 | &nbsp;&nbsp; 759234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Good-Ark <br> Electronics Co. Ltd., <br> Class A<br>| 217537 | &nbsp;&nbsp; 298975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou HYC <br> Technology Co. <br> Ltd., Class A<br>| 55045 | &nbsp;&nbsp; 208412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Maxwell <br> Technologies Co. <br> Ltd., Class A<br>| 59773 | &nbsp;&nbsp; 587421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Secote <br> Precision Electronic <br> Co. Ltd., Class A<br>| 103544 | &nbsp;&nbsp; 498436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou SLAC <br> Precision <br> Equipment Co. Ltd., <br> Class A<br>| 185900 | &nbsp;&nbsp; 406159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Sushi Testing <br> Group Co. Ltd., <br> Class A<br>| 294721 | &nbsp;&nbsp; 667382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou TFC Optical <br> Communication Co. <br> Ltd., Class A<br>| 126660 | &nbsp;&nbsp; 1843281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou TZTEK <br> Technology Co. <br> Ltd., Class A<br>| 62199 | &nbsp;&nbsp; 419789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Veichi Electric <br> Co. Ltd., Class A<br>| 49957 | &nbsp;&nbsp; 368820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Victory <br> Precision <br> Manufacture Co. <br> Ltd., Class A<br>| 631500 | &nbsp;&nbsp; 269268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suzhou Zelgen <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 11411 | &nbsp;&nbsp; 176671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SVG Optronics Co. <br> Ltd., Class A<br>| 48200 | &nbsp;&nbsp; 141121 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SY Holdings Group <br> Ltd.<br>| 1831500 | &nbsp;&nbsp; 3279099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Symphony Holdings <br> Ltd.<br>| 7630000 | &nbsp;&nbsp; 1010632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SYoung Group Co. <br> Ltd., Class A<br>| 223433 | &nbsp;&nbsp; 522299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T&S Communications <br> Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp; 394398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiji Computer Corp. <br> Ltd., Class A<br>| 90628 | &nbsp;&nbsp; 311761 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiyuan Heavy <br> Industry Co. Ltd., <br> Class A<br>| 2349200 | &nbsp;&nbsp; $766944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Talkweb Information <br> System Co. Ltd., <br> Class A<br>| 62200 | &nbsp;&nbsp; 279773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tangrenshen Group <br> Co. Ltd., Class A<br>| 854285 | &nbsp;&nbsp; 573769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Jidong <br> Cement Co. Ltd., <br> Class A<br>| 763707 | &nbsp;&nbsp; 515538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TangShan Port Group <br> Co. Ltd., Class A<br>| 1476730 | &nbsp;&nbsp; 831035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 1042539 | &nbsp;&nbsp; 792730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tangshan Sunfar <br> Silicon Industry Co. <br> Ltd., Class A<br>| 34400 | &nbsp;&nbsp; 69382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tasly Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 349900 | &nbsp;&nbsp; 796049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tayho Advanced <br> Materials Group Co. <br> Ltd., Class A<br>| 488700 | &nbsp;&nbsp; 720840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TBEA Co. Ltd., <br> Class A<br>| 1205180 | &nbsp;&nbsp; 2261561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Electronics <br> Holdings Ltd.<br>| 8352932 | &nbsp;&nbsp; 10817966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Technology <br> Group Corp., <br> Class A<br>| 4478818 | &nbsp;&nbsp; 2734995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TCL Zhonghuan <br> Renewable Energy <br> Technology Co. <br> Ltd., Class A<br>| 521852 | &nbsp;&nbsp; 590171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TDG Holdings Co. <br> Ltd., Class A<br>| 474400 | &nbsp;&nbsp; 530067 |
| \*†† | Tech-Pro, Inc. | 37652000 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tellhow Sci-Tech Co. <br> Ltd., Class A<br>| 307200 | &nbsp;&nbsp; 402000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telling <br> Telecommunication <br> Holding Co. Ltd., <br> Class A<br>| 190300 | &nbsp;&nbsp; 269426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ten Pao Group <br> Holdings Ltd.<br>| 1144000 | &nbsp;&nbsp; 284692 |
|  | Tencent Holdings Ltd. | 11902700 | &nbsp;&nbsp; 833334183 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tencent Music <br> Entertainment <br> Group, ADR<br>| 1103923 | &nbsp;&nbsp; 23171344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tenfu Cayman <br> Holdings Co. Ltd.<br>| 101000 | &nbsp;&nbsp; 40364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Three Squirrels, Inc., <br> Class A<br>| 156800 | &nbsp;&nbsp; 564589 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Three's Co. Media <br> Group Co. Ltd., <br> Class A<br>| 113992 | &nbsp;&nbsp; $518595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thunder Software <br> Technology Co. <br> Ltd., Class A<br>| 11800 | &nbsp;&nbsp; 95734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian An China <br> Investment Co. Ltd.<br>| 1308357 | &nbsp;&nbsp; 759191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tian Di Science & <br> Technology Co. <br> Ltd., Class A<br>| 834400 | &nbsp;&nbsp; 714648 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tian Lun Gas <br> Holdings Ltd.<br>| 740000 | &nbsp;&nbsp; 319802 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Tian Shan <br> Development <br> Holding Ltd.<br>| 1584000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tiande Chemical <br> Holdings Ltd.<br>| 496000 | &nbsp;&nbsp; 75877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianfeng Securities <br> Co. Ltd., Class A<br>| 963100 | &nbsp;&nbsp; 709240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tiangong International <br> Co. Ltd.<br>| 9606000 | &nbsp;&nbsp; 2470724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin 712 <br> Communication & <br> Broadcasting Co. <br> Ltd., Class A<br>| 103284 | &nbsp;&nbsp; 303502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Capital <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 2506000 | &nbsp;&nbsp; 1206233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Chase Sun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 1516051 | &nbsp;&nbsp; 900693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Development <br> Holdings Ltd.<br>| 1963800 | &nbsp;&nbsp; 649226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Pharmaceutical <br> Da Re Tang Group <br> Corp. Ltd., Class A<br>| 56221 | &nbsp;&nbsp; 289890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port Co. Ltd., <br> Class A<br>| 884028 | &nbsp;&nbsp; 567042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Port <br> Development <br> Holdings Ltd.<br>| 11861200 | &nbsp;&nbsp; 1088027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 320970 | &nbsp;&nbsp; 938748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin TEDA <br> Resources <br> Recycling Group <br> Co. Ltd., Class A<br>| 923601 | &nbsp;&nbsp; 560831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianjin You Fa Steel <br> Pipe Group Stock <br> Co. Ltd., Class A<br>| 894400 | &nbsp;&nbsp; 758480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 793112 | &nbsp;&nbsp; 1016719 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianneng Battery <br> Group Co. Ltd., <br> Class A<br>| 115564 | &nbsp;&nbsp; $441489 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tianneng Power <br> International Ltd.<br>| 7163952 | &nbsp;&nbsp; 6188653 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tianqi Lithium Corp., <br> Class H<br>| 474600 | &nbsp;&nbsp; 2133469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianrun Industry <br> Technology Co. <br> Ltd., Class A<br>| 1010800 | &nbsp;&nbsp; 865786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianshan Aluminum <br> Group Co. Ltd., <br> Class A<br>| 1628800 | &nbsp;&nbsp; 2059207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TianShan Material Co. <br> Ltd., Class A<br>| 458401 | &nbsp;&nbsp; 336659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tianshui Huatian <br> Technology Co. <br> Ltd., Class A<br>| 618107 | &nbsp;&nbsp; 858341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Cheezheng <br> Tibetan Medicine <br> Co. Ltd., Class A<br>| 63700 | &nbsp;&nbsp; 279244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Huayu Mining <br> Co. Ltd., Class A<br>| 130500 | &nbsp;&nbsp; 352631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Mineral <br> Development Co. <br> Ltd., Class A<br>| 113800 | &nbsp;&nbsp; 344001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Rhodiola <br> Pharmaceutical <br> Holding Co., <br> Class A<br>| 98110 | &nbsp;&nbsp; 579577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tibet Water <br> Resources Ltd.<br>| 6597000 | &nbsp;&nbsp; 359780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Time Interconnect <br> Technology Ltd.<br>| 2021000 | &nbsp;&nbsp; 2405281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tingyi Cayman <br> Islands Holding <br> Corp.<br>| 9008000 | &nbsp;&nbsp; 13316192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 1031459 | &nbsp;&nbsp; 930725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TK Group Holdings <br> Ltd.<br>| 466000 | &nbsp;&nbsp; 144034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKD Science & <br> Technology Co. <br> Ltd., Class A<br>| 197108 | &nbsp;&nbsp; 413268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 386444 | &nbsp;&nbsp; 820682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toly Bread Co. Ltd., <br> Class A<br>| 977334 | &nbsp;&nbsp; 744473 |
|  | Tomson Group Ltd. | 3087259 | &nbsp;&nbsp; 1262411 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tong Ren Tang <br> Technologies Co. <br> Ltd., Class H<br>| 4433000 | &nbsp;&nbsp; 2972849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongcheng Travel <br> Holdings Ltd.<br>| 8107600 | &nbsp;&nbsp; 20314639 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongdao Liepin <br> Group<br>| 1549600 | &nbsp;&nbsp; $822073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongding <br> Interconnection <br> Information Co. <br> Ltd., Class A<br>| 570600 | &nbsp;&nbsp; 387315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TongFu <br> Microelectronics Co. <br> Ltd., Class A<br>| 334815 | &nbsp;&nbsp; 1304355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongguan Gold Group <br> Ltd.<br>| 306000 | &nbsp;&nbsp; 70347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tonghua Dongbao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 403460 | &nbsp;&nbsp; 464998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tonghua <br> Golden-Horse <br> Pharmaceutical <br> Industry Co. Ltd., <br> Class A<br>| 48100 | &nbsp;&nbsp; 154279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongkun Group Co. <br> Ltd., Class A<br>| 568666 | &nbsp;&nbsp; 977417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Jingda <br> Special Magnet <br> Wire Co. Ltd., <br> Class A<br>| 1114400 | &nbsp;&nbsp; 1176032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongling Nonferrous <br> Metals Group Co. <br> Ltd., Class A<br>| 3337900 | &nbsp;&nbsp; 1609407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tongwei Co. Ltd., <br> Class A<br>| 491976 | &nbsp;&nbsp; 1394636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tongyu Heavy <br> Industry Co. Ltd., <br> Class A<br>| 2276700 | &nbsp;&nbsp; 878090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topchoice Medical <br> Corp., Class A<br>| 100102 | &nbsp;&nbsp; 638857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topsec Technologies <br> Group, Inc., <br> Class A<br>| 658100 | &nbsp;&nbsp; 733505 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Topsports International <br> Holdings Ltd.<br>| 18027000 | &nbsp;&nbsp; 7272958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toread Holdings <br> Group Co. Ltd., <br> Class A<br>| 170000 | &nbsp;&nbsp; 204873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Towngas Smart <br> Energy Co. Ltd.<br>| 5127654 | &nbsp;&nbsp; 2604038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TPV Technology Co. <br> Ltd., Class A<br>| 1741000 | &nbsp;&nbsp; 575094 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Transcenta Holding <br> Ltd.<br>| 272500 | &nbsp;&nbsp; 132976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transfar Zhilian Co. <br> Ltd., Class A<br>| 789198 | &nbsp;&nbsp; 668922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TravelSky Technology <br> Ltd., Class H<br>| 5311938 | &nbsp;&nbsp; 8445352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triangle Tyre Co. Ltd., <br> Class A<br>| 300600 | &nbsp;&nbsp; 577306 |
| \* | Trigiant Group Ltd. | 6560000 | &nbsp;&nbsp; 272518 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trina Solar Co. Ltd., <br> Class A<br>| 368090 | &nbsp;&nbsp; $791472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd. <br> (TCOM US), ADR<br>| 913870 | &nbsp;&nbsp; 56614247 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Triumph New Energy <br> Co. Ltd., Class H<br>| 1222000 | &nbsp;&nbsp; 725374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triumph Science & <br> Technology Co. <br> Ltd., Class A<br>| 315500 | &nbsp;&nbsp; 524270 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Trony Solar Holdings <br> Co. Ltd.<br>| 2133000 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Troy Information <br> Technology Co. <br> Ltd., Class A<br>| 179300 | &nbsp;&nbsp; 200926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TRS Information <br> Technology Corp. <br> Ltd., Class A<br>| 41900 | &nbsp;&nbsp; 142888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Truking Technology <br> Ltd., Class A<br>| 345600 | &nbsp;&nbsp; 410942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truly International <br> Holdings Ltd.<br>| 13603000 | &nbsp;&nbsp; 2039417 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Tsaker New Energy <br> Tech Co. Ltd.<br>| 220500 | &nbsp;&nbsp; 22113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tsinghua Tongfang <br> Co. Ltd., Class A<br>| 419900 | &nbsp;&nbsp; 429862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsingtao Brewery Co. <br> Ltd., Class H<br>| 2304000 | &nbsp;&nbsp; 14637197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TSP Wind Power <br> Group Co. Ltd.<br>| 857600 | &nbsp;&nbsp; 855947 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Tunghsu <br> Optoelectronic <br> Technology Co. <br> Ltd., Class A<br>| 2895700 | &nbsp;&nbsp; 28180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tungkong, Inc., <br> Class A<br>| 142800 | &nbsp;&nbsp; 233509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tuniu Corp., <br> Sponsored ADR<br>| 88047 | &nbsp;&nbsp; 69557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unigroup Guoxin <br> Microelectronics Co. <br> Ltd., Class A<br>| 62739 | &nbsp;&nbsp; 604400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilumin Group Co. <br> Ltd., Class A<br>| 669131 | &nbsp;&nbsp; 658755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President China <br> Holdings Ltd.<br>| 11492308 | &nbsp;&nbsp; 14519028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unisplendour Corp. <br> Ltd., Class A<br>| 198320 | &nbsp;&nbsp; 678191 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Energy Group <br> Ltd.<br>| 9285100 | &nbsp;&nbsp; 672686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 544633 | &nbsp;&nbsp; 1199468 |
| †† | Untrade.China Dili | 10753661 | &nbsp;&nbsp; 169593 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Untrade.Lumena <br> Newmat<br>| 391649 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; UTour Group Co. Ltd., <br> Class A<br>| 499300 | &nbsp;&nbsp; 526553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V V Food & Beverage <br> Co. Ltd., Class A<br>| 1007800 | &nbsp;&nbsp; $481092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Valiant Co. Ltd., <br> Class A<br>| 512727 | &nbsp;&nbsp; 900168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> C2), Class A<br>| 148028 | &nbsp;&nbsp; 373633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> CH), Class A<br>| 7900 | &nbsp;&nbsp; 19940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vatti Corp. Ltd., <br> Class A<br>| 632300 | &nbsp;&nbsp; 562152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vcanbio Cell & Gene <br> Engineering Corp. <br> Ltd., Class A<br>| 166700 | &nbsp;&nbsp; 612874 |
| Ω | VCredit Holdings Ltd. | 109600 | &nbsp;&nbsp; 47871 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Venus MedTech <br> Hangzhou, Inc., <br> Class H<br>| 408500 | &nbsp;&nbsp; 176913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Venustech Group, <br> Inc., Class A<br>| 183400 | &nbsp;&nbsp; 405200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Verisilicon <br> Microelectronics <br> Shanghai Co. Ltd., <br> Class A<br>| 2926 | &nbsp;&nbsp; 40214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Victory Giant <br> Technology Huizhou <br> Co. Ltd., Class A<br>| 278500 | &nbsp;&nbsp; 7380558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vipshop Holdings Ltd., <br> ADR<br>| 2834972 | &nbsp;&nbsp; 42779727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Visionox Technology, <br> Inc., Class A<br>| 499500 | &nbsp;&nbsp; 652110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Visual China Group <br> Co. Ltd., Class A<br>| 67400 | &nbsp;&nbsp; 201793 |
| \*Ω | Viva Biotech Holdings | 6158000 | &nbsp;&nbsp; 1302505 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vnet Group, Inc., <br> ADR<br>| 346697 | &nbsp;&nbsp; 2881052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walvax Biotechnology <br> Co. Ltd., Class A<br>| 224200 | &nbsp;&nbsp; 389914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wanda Film Holding <br> Co. Ltd., Class A<br>| 275000 | &nbsp;&nbsp; 446342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wanda Hotel <br> Development Co. <br> Ltd.<br>| 131000 | &nbsp;&nbsp; 10680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 399191 | &nbsp;&nbsp; 934205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wangsu Science & <br> Technology Co. <br> Ltd., Class A<br>| 382517 | &nbsp;&nbsp; 578364 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wanguo Gold Group <br> Ltd.<br>| 1000000 | &nbsp;&nbsp; 3858263 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanhua Chemical <br> Group Co. Ltd., <br> Class A<br>| 879528 | &nbsp;&nbsp; $7601335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Want Want China <br> Holdings Ltd.<br>| 29515000 | &nbsp;&nbsp; 21332675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 1235519 | &nbsp;&nbsp; 1293522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warom Technology, <br> Inc. Co., Class A<br>| 206414 | &nbsp;&nbsp; 604685 |
|  | Wasion Holdings Ltd. | 4776000 | &nbsp;&nbsp; 5188464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wasu Media Holding <br> Co. Ltd., Class A<br>| 734500 | &nbsp;&nbsp; 839155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (9898 <br> HK), Class A<br>| 9600 | &nbsp;&nbsp; 93736 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp. (WB <br> US), Sponsored <br> ADR<br>| 552309 | &nbsp;&nbsp; 5324259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weichai Power Co. <br> Ltd., Class H<br>| 11822120 | &nbsp;&nbsp; 25061310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weifu <br> High-Technology <br> Group Co. Ltd., <br> Class A<br>| 236747 | &nbsp;&nbsp; 633561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangtai <br> Airport Equipment <br> Co. Ltd., Class A<br>| 165200 | &nbsp;&nbsp; 246134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weihai Guangwei <br> Composites Co. <br> Ltd., Class A<br>| 176520 | &nbsp;&nbsp; 743073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weilong Delicious <br> Global Holdings <br> Ltd.<br>| 390000 | &nbsp;&nbsp; 581837 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; WellCell Holdings Co. <br> Ltd.<br>| 152800 | &nbsp;&nbsp; 157100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wellhope Foods Co. <br> Ltd., Class A<br>| 591244 | &nbsp;&nbsp; 700883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wencan Group Co. <br> Ltd., Class A<br>| 215400 | &nbsp;&nbsp; 619571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wens Foodstuff Group <br> Co. Ltd., Class A<br>| 1533566 | &nbsp;&nbsp; 3684314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wenzhou Yihua <br> Connector Co. Ltd., <br> Class A<br>| 76200 | &nbsp;&nbsp; 411085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; West China Cement <br> Ltd.<br>| 21952000 | &nbsp;&nbsp; 5599116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Metal <br> Materials Co. Ltd., <br> Class A<br>| 222800 | &nbsp;&nbsp; 660147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Mining Co. <br> Ltd., Class A<br>| 675800 | &nbsp;&nbsp; 1565532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Region Gold <br> Co. Ltd., Class A<br>| 367200 | &nbsp;&nbsp; 972577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western Securities <br> Co. Ltd., Class A<br>| 816630 | &nbsp;&nbsp; 948956 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Western <br> Superconducting <br> Technologies Co. <br> Ltd., Class A<br>| 102647 | &nbsp;&nbsp; $776718 |
| # | Wharf Holdings Ltd. | 2306000 | &nbsp;&nbsp; 6558248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willfar Information <br> Technology Co. <br> Ltd., Class A<br>| 70815 | &nbsp;&nbsp; 335255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winall Hi-Tech Seed <br> Co. Ltd., Class A<br>| 315815 | &nbsp;&nbsp; 397962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 347538 | &nbsp;&nbsp; 610705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wingtech Technology <br> Co. Ltd., Class A<br>| 129997 | &nbsp;&nbsp; 666565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winner Medical Co. <br> Ltd., Class A<br>| 88325 | &nbsp;&nbsp; 490174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Winning Health <br> Technology Group <br> Co. Ltd., Class A<br>| 491000 | &nbsp;&nbsp; 739189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolong Electric Group <br> Co. Ltd., Class A<br>| 278994 | &nbsp;&nbsp; 882503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; World Union Group, <br> Inc., Class A<br>| 1047377 | &nbsp;&nbsp; 345356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuchan Zhongda <br> Group Co. Ltd., <br> Class A<br>| 1140550 | &nbsp;&nbsp; 853673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Dr. Laser <br> Technology Corp. <br> Ltd., Class A<br>| 54940 | &nbsp;&nbsp; 471031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan East Lake <br> High Technology <br> Group Co. Ltd., <br> Class A<br>| 300200 | &nbsp;&nbsp; 384581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Easydiagnosis <br> Biomedicine Co. <br> Ltd., Class A<br>| 81696 | &nbsp;&nbsp; 250184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Fingu <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 186300 | &nbsp;&nbsp; 343297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Guide Infrared <br> Co. Ltd., Class A<br>| 90000 | &nbsp;&nbsp; 146743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Jingce <br> Electronic Group <br> Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp; 114442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan P&S <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 55400 | &nbsp;&nbsp; 74205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhan Raycus Fiber <br> Laser Technologies <br> Co. Ltd., Class A<br>| 185500 | &nbsp;&nbsp; 763378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuhu Token Science <br> Co. Ltd., Class A<br>| 763240 | &nbsp;&nbsp; 638196 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuliangye Yibin Co. <br> Ltd., Class A<br>| 841312 | &nbsp;&nbsp; $14150959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuling Motors <br> Holdings Ltd.<br>| 1060000 | &nbsp;&nbsp; 64847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Kunshan Co. Ltd., <br> Class A<br>| 323380 | &nbsp;&nbsp; 2512847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wushang Group Co. <br> Ltd., Class A<br>| 573600 | &nbsp;&nbsp; 746987 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; WuXi AppTec Co. Ltd., <br> Class H<br>| 1126260 | &nbsp;&nbsp; 15023428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Autowell <br> Technology Co. <br> Ltd., Class A<br>| 260067 | &nbsp;&nbsp; 1189283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Best Precision <br> Machinery Co. Ltd., <br> Class A<br>| 105270 | &nbsp;&nbsp; 360407 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Biologics <br> Cayman, Inc.<br>| 9952500 | &nbsp;&nbsp; 40467177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Boton <br> Technology Co. <br> Ltd., Class A<br>| 208338 | &nbsp;&nbsp; 699323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Chipown <br> Micro-Electronics <br> Ltd., Class A<br>| 39976 | &nbsp;&nbsp; 327037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi DK Electronic <br> Materials Co. Ltd., <br> Class A<br>| 57300 | &nbsp;&nbsp; 340639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Huaguang <br> Environment & <br> Energy Group Co. <br> Ltd., Class A<br>| 789100 | &nbsp;&nbsp; 1546240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Lead Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 67600 | &nbsp;&nbsp; 238076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi NCE Power Co. <br> Ltd., Class A<br>| 96600 | &nbsp;&nbsp; 427980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Paike New <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 73698 | &nbsp;&nbsp; 748118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 803300 | &nbsp;&nbsp; 671815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 659456 | &nbsp;&nbsp; 602282 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; WuXi XDC Cayman, <br> Inc.<br>| 411000 | &nbsp;&nbsp; 2987681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuxi Xinje Electric <br> Co. Ltd., Class A<br>| 75000 | &nbsp;&nbsp; 573347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wuzhou Special <br> Paper Group Co. <br> Ltd., Class A<br>| 172811 | &nbsp;&nbsp; 286797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XCMG Construction <br> Machinery Co. Ltd., <br> Class A<br>| 2166000 | &nbsp;&nbsp; 2522409 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | XD, Inc. | 228200 | &nbsp;&nbsp; $1518762 |
|  | XGD, Inc., Class A | 289994 | &nbsp;&nbsp; 1196613 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 6647000 | &nbsp;&nbsp; 658167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Amoytop <br> Biotech Co. Ltd., <br> Class A<br>| 71126 | &nbsp;&nbsp; 901766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Bank Co. Ltd., <br> Class A<br>| 973161 | &nbsp;&nbsp; 926456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen C & D, Inc., <br> Class A<br>| 483230 | &nbsp;&nbsp; 680962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Changelight <br> Co. Ltd., Class A<br>| 301088 | &nbsp;&nbsp; 491863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Comfort <br> Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 178626 | &nbsp;&nbsp; 163147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Faratronic Co. <br> Ltd., Class A<br>| 36058 | &nbsp;&nbsp; 550380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Hongxin <br> Electronics <br> Technology Group, <br> Inc., Class A<br>| 90100 | &nbsp;&nbsp; 369251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen International <br> Airport Co. Ltd., <br> Class A<br>| 126156 | &nbsp;&nbsp; 255382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Intretech, Inc., <br> Class A<br>| 231684 | &nbsp;&nbsp; 579888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 718463 | &nbsp;&nbsp; 628379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Jihong <br> Technology Co. <br> Ltd., Class A<br>| 262170 | &nbsp;&nbsp; 613933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Kingdomway <br> Group Co., Class A<br>| 335829 | &nbsp;&nbsp; 921613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Port <br> Development Co. <br> Ltd., Class A<br>| 612400 | &nbsp;&nbsp; 707083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Tungsten Co. <br> Ltd., Class A<br>| 425462 | &nbsp;&nbsp; 1370809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 1420300 | &nbsp;&nbsp; 1406837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xian International <br> Medical Investment <br> Co. Ltd., Class A<br>| 726600 | &nbsp;&nbsp; 552493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Manareco New <br> Materials Co. Ltd., <br> Class A<br>| 81732 | &nbsp;&nbsp; 465645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'An Shaangu Power <br> Co. Ltd., Class A<br>| 721545 | &nbsp;&nbsp; 882199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xi'an Triangle Defense <br> Co. Ltd., Class A<br>| 124638 | &nbsp;&nbsp; 461422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiandai Investment <br> Co. Ltd., Class A<br>| 1253038 | &nbsp;&nbsp; 747278 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiangcai Co. Ltd., <br> Class A<br>| 453908 | &nbsp;&nbsp; $685290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiangpiaopiao Food <br> Co. Ltd., Class A<br>| 101300 | &nbsp;&nbsp; 189561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 403530 | &nbsp;&nbsp; 781678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xiangtan <br> Electrochemical <br> Scientific Co. Ltd., <br> Class A<br>| 337100 | &nbsp;&nbsp; 623646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xianhe Co. Ltd., <br> Class A<br>| 281207 | &nbsp;&nbsp; 831021 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Xiaomi Corp., <br> Class B<br>| 9622200 | &nbsp;&nbsp; 64737684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xilinmen Furniture Co. <br> Ltd., Class A<br>| 277100 | &nbsp;&nbsp; 602858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinfengming Group <br> Co. Ltd., Class A<br>| 903412 | &nbsp;&nbsp; 1546792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xingfa Aluminium <br> Holdings Ltd.<br>| 360000 | &nbsp;&nbsp; 389712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 3397000 | &nbsp;&nbsp; 5082627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinhuanet Co. Ltd., <br> Class A<br>| 133658 | &nbsp;&nbsp; 353846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 276100 | &nbsp;&nbsp; 458423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Joinworld Co. <br> Ltd., Class A<br>| 628646 | &nbsp;&nbsp; 616404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Qingsong <br> Building Materials & <br> Chemicals Group <br> Co. Ltd., Class A<br>| 1046900 | &nbsp;&nbsp; 587077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xintai Natural <br> Gas Co. Ltd., <br> Class A<br>| 126025 | &nbsp;&nbsp; 502591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xinxin Mining <br> Industry Co. Ltd., <br> Class H<br>| 6474000 | &nbsp;&nbsp; 907567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 725900 | &nbsp;&nbsp; 851302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinjiang Zhongtai <br> Chemical Co. Ltd., <br> Class A<br>| 1005300 | &nbsp;&nbsp; 654434 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Xinte Energy Co. Ltd., <br> Class H<br>| 3980800 | &nbsp;&nbsp; 3366041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 1110000 | &nbsp;&nbsp; 600432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxiang Richful Lube <br> Additive Co. Ltd., <br> Class A<br>| 141940 | &nbsp;&nbsp; 1095464 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinxing Ductile Iron <br> Pipes Co. Ltd., <br> Class A<br>| 947950 | &nbsp;&nbsp; $495941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Energy Holdings <br> Ltd.<br>| 12463437 | &nbsp;&nbsp; 1972737 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xinyi Solar Holdings <br> Ltd.<br>| 40594006 | &nbsp;&nbsp; 15714907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xinyu Iron & Steel Co. <br> Ltd., Class A<br>| 905500 | &nbsp;&nbsp; 545837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xinzhi Group Co. Ltd., <br> Class A<br>| 305800 | &nbsp;&nbsp; 910525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Xizang Zhufeng <br> Resources Co. Ltd., <br> Class A<br>| 427700 | &nbsp;&nbsp; 697503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 247000 | &nbsp;&nbsp; 431669 |
| \* | XPeng, Inc., Class A | 1075300 | &nbsp;&nbsp; 9785225 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xtep International <br> Holdings Ltd.<br>| 13014756 | &nbsp;&nbsp; 9318045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Xuji Electric Co. Ltd., <br> Class A<br>| 247100 | &nbsp;&nbsp; 778649 |
| \* | Xunlei Ltd., ADR | 139591 | &nbsp;&nbsp; 644910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; XXF Group Holdings <br> Ltd.<br>| 55000 | &nbsp;&nbsp; 43717 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yadea Group Holdings <br> Ltd.<br>| 7252408 | &nbsp;&nbsp; 11412272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangling Metron New <br> Material, Inc., <br> Class A<br>| 340312 | &nbsp;&nbsp; 677061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yangmei Chemical <br> Co. Ltd., Class A<br>| 979900 | &nbsp;&nbsp; 333800 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 839500 | &nbsp;&nbsp; 2873606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yangzhou Yangjie <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 143500 | &nbsp;&nbsp; 1063157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankershop Food Co. <br> Ltd., Class A<br>| 54772 | &nbsp;&nbsp; 517519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yankuang Energy <br> Group Co. Ltd., <br> Class H<br>| 17643499 | &nbsp;&nbsp; 20115938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Changyu <br> Pioneer Wine Co. <br> Ltd., Class A<br>| 111642 | &nbsp;&nbsp; 332712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai China Pet <br> Foods Co. Ltd., <br> Class A<br>| 163916 | &nbsp;&nbsp; 1291475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Dongcheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 201194 | &nbsp;&nbsp; 471798 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Eddie Precision <br> Machinery Co. Ltd., <br> Class A<br>| 198530 | &nbsp;&nbsp; $499028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Jereh Oilfield <br> Services Group Co. <br> Ltd., Class A<br>| 283692 | &nbsp;&nbsp; 1532832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YanTai Shuangta <br> Food Co. Ltd., <br> Class A<br>| 670050 | &nbsp;&nbsp; 494103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yantai Zhenghai <br> Magnetic Material <br> Co. Ltd., Class A<br>| 469000 | &nbsp;&nbsp; 1031289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatsen Holding Ltd., <br> ADR<br>| 33989 | &nbsp;&nbsp; 302842 |
| #\* | Yeahka Ltd. | 706800 | &nbsp;&nbsp; 1261111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yealink Network <br> Technology Corp. <br> Ltd., Class A<br>| 135020 | &nbsp;&nbsp; 627712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yechiu Metal <br> Recycling China <br> Ltd., Class A<br>| 831540 | &nbsp;&nbsp; 301218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yeebo International <br> Holdings Ltd.<br>| 190000 | &nbsp;&nbsp; 53306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YGSOFT, Inc., <br> Class A<br>| 606071 | &nbsp;&nbsp; 525384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 721300 | &nbsp;&nbsp; 516851 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; YiChang HEC <br> ChangJiang <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 2155800 | &nbsp;&nbsp; 3949096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yifan Pharmaceutical <br> Co. Ltd., Class A<br>| 254900 | &nbsp;&nbsp; 520198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yifeng Pharmacy <br> Chain Co. Ltd., <br> Class A<br>| 360951 | &nbsp;&nbsp; 1187108 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yihai International <br> Holding Ltd.<br>| 3271000 | &nbsp;&nbsp; 5631975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yinbang Clad Material <br> Co. Ltd., Class A<br>| 246700 | &nbsp;&nbsp; 359991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yindu Kitchen <br> Equipment Co. Ltd., <br> Class A<br>| 204641 | &nbsp;&nbsp; 467949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yip's Chemical <br> Holdings Ltd.<br>| 1348000 | &nbsp;&nbsp; 288070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yiren Digital Ltd., <br> Sponsored ADR<br>| 327424 | &nbsp;&nbsp; 1938350 |
| Ω | Yixin Group Ltd. | 7349500 | &nbsp;&nbsp; 2354224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 452923 | &nbsp;&nbsp; 942285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yizumi Holdings Co. <br> Ltd., Class A<br>| 286600 | &nbsp;&nbsp; 820913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yonfer Agricultural <br> Technology Co. <br> Ltd., Class A<br>| 849800 | &nbsp;&nbsp; $1678095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yongjin Technology <br> Group Co. Ltd.<br>| 286200 | &nbsp;&nbsp; 707328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YongXing Special <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 172118 | &nbsp;&nbsp; 836702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yonyou Network <br> Technology Co. <br> Ltd., Class A<br>| 123643 | &nbsp;&nbsp; 271191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yotrio Group Co. Ltd., <br> Class A<br>| 1055000 | &nbsp;&nbsp; 549134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Youcare <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 175457 | &nbsp;&nbsp; 761138 |
| #\* | Youdao, Inc., ADR | 8079 | &nbsp;&nbsp; 70287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngor Fashion Co. <br> Ltd., Class A<br>| 608700 | &nbsp;&nbsp; 621129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youngy Co. Ltd., <br> Class A<br>| 95700 | &nbsp;&nbsp; 458051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Youzu Interactive Co. <br> Ltd., Class A<br>| 429100 | &nbsp;&nbsp; 879967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YTO Express Group <br> Co. Ltd., Class A<br>| 793975 | &nbsp;&nbsp; 1623456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuan Longping <br> High-tech <br> Agriculture Co. Ltd., <br> Class A<br>| 85300 | &nbsp;&nbsp; 118026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Property Co. <br> Ltd.<br>| 10598956 | &nbsp;&nbsp; 6232722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Services <br> Group Ltd.<br>| 1194000 | &nbsp;&nbsp; 449200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuexiu Transport <br> Infrastructure Ltd.<br>| 3591415 | &nbsp;&nbsp; 1743901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yueyang Forest & <br> Paper Co. Ltd., <br> Class A<br>| 765600 | &nbsp;&nbsp; 505357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yueyang Xingchang <br> Petro-Chemical Co. <br> Ltd., Class A<br>| 40300 | &nbsp;&nbsp; 89276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, <br> Inc. (9987 HK)<br>| 99100 | &nbsp;&nbsp; 4601213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, <br> Inc. (YUMC US)<br>| 1297945 | &nbsp;&nbsp; 60588073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YUNDA Holding <br> Group Co. Ltd., <br> Class A<br>| 1170786 | &nbsp;&nbsp; 1234990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Aluminium <br> Co. Ltd., Class A<br>| 1062000 | &nbsp;&nbsp; 2287597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Baiyao Group <br> Co. Ltd., Class A<br>| 174177 | &nbsp;&nbsp; 1356662 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Chihong <br> Zinc&Germanium <br> Co. Ltd., Class A<br>| 1172600 | &nbsp;&nbsp; $889104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Copper Co. <br> Ltd., Class A<br>| 651900 | &nbsp;&nbsp; 1170055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy <br> Investment Co. Ltd., <br> Class A<br>| 549300 | &nbsp;&nbsp; 811010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Energy New <br> Material Co. Ltd., <br> Class A<br>| 163995 | &nbsp;&nbsp; 672501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Lincang <br> Xinyuan <br> Germanium <br> Industrial Co. Ltd., <br> Class A<br>| 141500 | &nbsp;&nbsp; 439694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Nantian <br> Electronics <br> Information Co. <br> Ltd., Class A<br>| 120891 | &nbsp;&nbsp; 330810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Tin Co. Ltd., <br> Class A<br>| 791200 | &nbsp;&nbsp; 1955290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunnan Yuntianhua <br> Co. Ltd., Class A<br>| 506953 | &nbsp;&nbsp; 1734705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yusys Technologies <br> Co. Ltd., Class A<br>| 164539 | &nbsp;&nbsp; 608701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yutong Bus Co. Ltd., <br> Class A<br>| 582006 | &nbsp;&nbsp; 2014162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yutong Heavy <br> Industries Co. Ltd., <br> Class A<br>| 188802 | &nbsp;&nbsp; 319972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zangge Mining Co. <br> Ltd., Class A<br>| 90900 | &nbsp;&nbsp; 579509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 281938 | &nbsp;&nbsp; 388615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zengame Technology <br> Holding Ltd.<br>| 2014000 | &nbsp;&nbsp; 601249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhangzhou <br> Pientzehuang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 66703 | &nbsp;&nbsp; 1845579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhaojin Mining <br> Industry Co. Ltd., <br> Class H<br>| 7238166 | &nbsp;&nbsp; 17974015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhefu Holding Group <br> Co. Ltd., Class A<br>| 1898531 | &nbsp;&nbsp; 956897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 338700 | &nbsp;&nbsp; 514503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Ausun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 266940 | &nbsp;&nbsp; 429343 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Cfmoto <br> Power Co. Ltd., <br> Class A<br>| 33900 | &nbsp;&nbsp; $1052016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Changsheng <br> Sliding Bearings <br> Co. Ltd., Class A<br>| 30000 | &nbsp;&nbsp; 365816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang China <br> Commodities City <br> Group Co. Ltd., <br> Class A<br>| 876200 | &nbsp;&nbsp; 2589443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Chint <br> Electrics Co. Ltd., <br> Class A<br>| 543490 | &nbsp;&nbsp; 1714823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Communications <br> Technology Co. <br> Ltd., Class A<br>| 2119409 | &nbsp;&nbsp; 1185847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Conba <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 1344700 | &nbsp;&nbsp; 868224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 455162 | &nbsp;&nbsp; 1315397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dahua <br> Technology Co. <br> Ltd., Class A<br>| 547900 | &nbsp;&nbsp; 1235618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 258000 | &nbsp;&nbsp; 495912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dingli <br> Machinery Co. Ltd., <br> Class A<br>| 115896 | &nbsp;&nbsp; 793641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Dun'An <br> Artificial <br> Environment Co. <br> Ltd., Class A<br>| 639440 | &nbsp;&nbsp; 1012141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Expressway <br> Co. Ltd., Class H<br>| 8928039 | &nbsp;&nbsp; 8506720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 271648 | &nbsp;&nbsp; 605006 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Glass Co. <br> Ltd., Class H<br>| 192000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Gongdong <br> Medical Technology <br> Co. Ltd., Class A<br>| 28812 | &nbsp;&nbsp; 80671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Great <br> Southeast Co. Ltd., <br> Class A<br>| 85500 | &nbsp;&nbsp; 41294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang <br> Guyuelongshan <br> Shaoxing Wine Co. <br> Ltd., Class A<br>| 768900 | &nbsp;&nbsp; 1046111 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Haikong <br> Nanke Huatie <br> Digital Intelligence <br> & Technology Co. <br> Ltd.<br>| 1348400 | &nbsp;&nbsp; $2091713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 740561 | &nbsp;&nbsp; 1125810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hailide New <br> Material Co. Ltd., <br> Class A<br>| 707100 | &nbsp;&nbsp; 544847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang HangKe <br> Technology, Inc. <br> Co., Class A<br>| 388381 | &nbsp;&nbsp; 1076162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 870200 | &nbsp;&nbsp; 859473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisoar <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 673224 | &nbsp;&nbsp; 584127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Hisun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 957300 | &nbsp;&nbsp; 1514465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huace Film <br> & Television Co. <br> Ltd., Class A<br>| 637000 | &nbsp;&nbsp; 675961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huahai <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 452879 | &nbsp;&nbsp; 1398348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huakang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 130700 | &nbsp;&nbsp; 327269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huangma <br> Technology Co. <br> Ltd., Class A<br>| 316300 | &nbsp;&nbsp; 562834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huatong <br> Meat Products Co. <br> Ltd., Class A<br>| 286700 | &nbsp;&nbsp; 414167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Huayou <br> Cobalt Co. Ltd., <br> Class A<br>| 388435 | &nbsp;&nbsp; 2377733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang International <br> Group Co. Ltd., <br> Class A<br>| 135340 | &nbsp;&nbsp; 208252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 664200 | &nbsp;&nbsp; 818940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiecang <br> Linear Motion <br> Technology Co. <br> Ltd., Class A<br>| 198407 | &nbsp;&nbsp; 1036470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiemei <br> Electronic & <br> Technology Co. <br> Ltd., Class A<br>| 137412 | &nbsp;&nbsp; 482208 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jinggong <br> Integration <br> Technology Co. <br> Ltd., Class A<br>| 165600 | &nbsp;&nbsp; $376617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingsheng <br> Mechanical & <br> Electrical Co. Ltd., <br> Class A<br>| 338670 | &nbsp;&nbsp; 1309178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingu Co. <br> Ltd., Class A<br>| 203150 | &nbsp;&nbsp; 370621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 497820 | &nbsp;&nbsp; 1140324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang JIULI Hi-tech <br> Metals Co. Ltd., <br> Class A<br>| 436384 | &nbsp;&nbsp; 1354794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jiuzhou <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 370800 | &nbsp;&nbsp; 974518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Jolly <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 272400 | &nbsp;&nbsp; 707997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Juhua Co. <br> Ltd., Class A<br>| 258820 | &nbsp;&nbsp; 960160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Lante Optics <br> Co. Ltd., Class A<br>| 131521 | &nbsp;&nbsp; 497364 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Leapmotor <br> Technology Co. <br> Ltd.<br>| 75500 | &nbsp;&nbsp; 580554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 378634 | &nbsp;&nbsp; 556588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Medicine Co. <br> Ltd., Class A<br>| 436569 | &nbsp;&nbsp; 965381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Meida <br> Industrial Co. Ltd., <br> Class A<br>| 322500 | &nbsp;&nbsp; 308988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Meorient <br> Commerce & <br> Exhibition, Inc., <br> Class A<br>| 153855 | &nbsp;&nbsp; 330574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 124100 | &nbsp;&nbsp; 251283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang NHU Co. <br> Ltd., Class A<br>| 757379 | &nbsp;&nbsp; 2355557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 970977 | &nbsp;&nbsp; 815192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 117838 | &nbsp;&nbsp; 463611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 430600 | &nbsp;&nbsp; 960863 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Runtu Co. <br> Ltd., Class A<br>| 621250 | &nbsp;&nbsp; $656699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sanhua <br> Intelligent Controls <br> Co. Ltd., Class A<br>| 210800 | &nbsp;&nbsp; 772400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sanmei <br> Chemical Industry <br> Co. Ltd., Class A<br>| 66140 | &nbsp;&nbsp; 439048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 1509125 | &nbsp;&nbsp; 1113847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 1317900 | &nbsp;&nbsp; 1034302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shibao Co. <br> Ltd., Class H<br>| 314000 | &nbsp;&nbsp; 206064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shouxiangu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 115400 | &nbsp;&nbsp; 345378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Shuanghuan <br> Driveline Co. Ltd., <br> Class A<br>| 24900 | &nbsp;&nbsp; 113826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Songyuan <br> Automotive Safety <br> Systems Co. Ltd., <br> Class A<br>| 134320 | &nbsp;&nbsp; 451162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 643426 | &nbsp;&nbsp; 388475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 333200 | &nbsp;&nbsp; 357380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Supor Co. <br> Ltd., Class A<br>| 82169 | &nbsp;&nbsp; 592095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 537000 | &nbsp;&nbsp; 719733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tiantie <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 290522 | &nbsp;&nbsp; 287029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 186202 | &nbsp;&nbsp; 677845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Tony <br> Electronic Co. Ltd., <br> Class A<br>| 54000 | &nbsp;&nbsp; 142304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanfeng <br> Auto Wheel Co. <br> Ltd., Class A<br>| 466747 | &nbsp;&nbsp; 1069996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 1083441 | &nbsp;&nbsp; 1130362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wanma Co. <br> Ltd., Class A<br>| 806000 | &nbsp;&nbsp; 1595801 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wansheng <br> Co. Ltd., Class A<br>| 56200 | &nbsp;&nbsp; $78393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weiming <br> Environment <br> Protection Co. Ltd., <br> Class A<br>| 486793 | &nbsp;&nbsp; 1287240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weixing <br> Industrial <br> Development Co. <br> Ltd., Class A<br>| 590227 | &nbsp;&nbsp; 876798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Weixing New <br> Building Materials <br> Co. Ltd., Class A<br>| 538357 | &nbsp;&nbsp; 797798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Wolwo <br> Bio-Pharmaceutical <br> Co. Ltd., Class A<br>| 210432 | &nbsp;&nbsp; 741670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang XCC Group <br> Co. Ltd., Class A<br>| 154200 | &nbsp;&nbsp; 733862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xianju <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 511349 | &nbsp;&nbsp; 767612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 531893 | &nbsp;&nbsp; 748466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinao <br> Textiles, Inc., <br> Class A<br>| 622900 | &nbsp;&nbsp; 512733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Xinhua <br> Chemical Co. Ltd., <br> Class A<br>| 95300 | &nbsp;&nbsp; 339073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yankon <br> Group Co. Ltd., <br> Class A<br>| 135829 | &nbsp;&nbsp; 63015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 929438 | &nbsp;&nbsp; 508408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yinlun <br> Machinery Co. Ltd., <br> Class A<br>| 240400 | &nbsp;&nbsp; 965206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yonggui <br> Electric Equipment <br> Co. Ltd., Class A<br>| 139800 | &nbsp;&nbsp; 312769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yonghe <br> Refrigerant Co. Ltd., <br> Class A<br>| 201600 | &nbsp;&nbsp; 692484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Yongtai <br> Technology Co. <br> Ltd., Class A<br>| 306384 | &nbsp;&nbsp; 551389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhejiang Zhaolong <br> Interconnect <br> Technology Co. <br> Ltd., Class A<br>| 86040 | &nbsp;&nbsp; 576564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhende Medical Co. <br> Ltd., Class A<br>| 160611 | &nbsp;&nbsp; 493469 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhengzhou Coal <br> Industry & Electric <br> Power Co. Ltd., <br> Class A<br>| 864400 | &nbsp;&nbsp; $491734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhengzhou GL Tech <br> Co. Ltd., Class A<br>| 13400 | &nbsp;&nbsp; 29940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. <br> Ltd., Class A<br>| 1245100 | &nbsp;&nbsp; 869654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zheshang <br> Development Group <br> Co. Ltd., Class A<br>| 583617 | &nbsp;&nbsp; 518424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zheshang Securities <br> Co. Ltd., Class A<br>| 331300 | &nbsp;&nbsp; 522261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 587420 | &nbsp;&nbsp; 698387 |
| #\* | Zhihu, Inc. | 13500 | &nbsp;&nbsp; 19378 |
| \* | Zhong An Group Ltd. | 14556888 | &nbsp;&nbsp; 263018 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 5275700 | &nbsp;&nbsp; 13501131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhongfu Straits <br> Pingtan <br> Development Co. <br> Ltd., Class A<br>| 261000 | &nbsp;&nbsp; 107943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongji Innolight Co. <br> Ltd., Class A<br>| 204471 | &nbsp;&nbsp; 6131837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongjin Gold Corp. <br> Ltd., Class A<br>| 980800 | &nbsp;&nbsp; 1951345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 362300 | &nbsp;&nbsp; 983752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhongnongfa Seed <br> Industry Group Co. <br> Ltd., Class A<br>| 358400 | &nbsp;&nbsp; 317278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 1203500 | &nbsp;&nbsp; 1094559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongshan Public <br> Utilities Group Co. <br> Ltd., Class A<br>| 250900 | &nbsp;&nbsp; 326405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongsheng Group <br> Holdings Ltd.<br>| 7158500 | &nbsp;&nbsp; 12041389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtai Securities <br> Co. Ltd., Class A<br>| 505700 | &nbsp;&nbsp; 468415 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 4312400 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 393500 | &nbsp;&nbsp; 597051 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyu Energy <br> Holdings Ltd.<br>| 2153550 | &nbsp;&nbsp; 1056465 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyuan Bank Co. <br> Ltd., Class H<br>| 147000 | &nbsp;&nbsp; $6915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhongyuan <br> Environment-Protection <br> Co. Ltd., Class A<br>| 804595 | &nbsp;&nbsp; 922201 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zhou Hei Ya <br> International <br> Holdings Co. Ltd.<br>| 5860500 | &nbsp;&nbsp; 2054844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 561638 | &nbsp;&nbsp; 373382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 1987850 | &nbsp;&nbsp; 8063482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Hongda <br> Electronics Corp. <br> Ltd., Class A<br>| 120532 | &nbsp;&nbsp; 592184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 1138800 | &nbsp;&nbsp; 983557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Smelter <br> Group Co. Ltd., <br> Class A<br>| 689600 | &nbsp;&nbsp; 1079289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zhuzhou Times New <br> Material Technology <br> Co. Ltd., Class A<br>| 537900 | &nbsp;&nbsp; 954205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 967500 | &nbsp;&nbsp; 676773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zijin Mining Group Co. <br> Ltd., Class H<br>| 17862000 | &nbsp;&nbsp; 47363928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZJAMP Group Co. <br> Ltd., Class A<br>| 239500 | &nbsp;&nbsp; 302367 |
| #Ω | ZJLD Group, Inc. | 52600 | &nbsp;&nbsp; 44854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZJMI Environmental <br> Energy Co. Ltd., <br> Class A<br>| 512727 | &nbsp;&nbsp; 938270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zkteco Co. Ltd., <br> Class A<br>| 11000 | &nbsp;&nbsp; 44500 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ZMJ Group Co. Ltd., <br> Class H<br>| 2505400 | &nbsp;&nbsp; 4770034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zonqing <br> Environmental Ltd.<br>| 48000 | &nbsp;&nbsp; 35955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zoomlion Heavy <br> Industry Science & <br> Technology Co. <br> Ltd., Class H<br>| 6503800 | &nbsp;&nbsp; 5075508 |
| # | ZTE Corp., Class H | 2059792 | &nbsp;&nbsp; 6499084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express <br> Cayman, Inc. (2057 <br> HK)<br>| 641800 | &nbsp;&nbsp; 12511643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZTO Express <br> Cayman, Inc. (ZTO <br> US), ADR<br>| 1047004 | &nbsp;&nbsp; 20615509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZWSOFT Co. Ltd. <br> Guangzhou, <br> Class A<br>| 8139 | &nbsp;&nbsp; 70528 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | Zx, Inc. | 90400 | &nbsp;&nbsp; $156565 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Zylox-Tonbridge <br> Medical Technology <br> Co. Ltd.<br>| 136500 | &nbsp;&nbsp; 411710 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp; 8258606151 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bolsa de Valores de <br> Colombia<br>| 20739 | &nbsp;&nbsp; 60051 |
|  | Celsia SA | 1462150 | &nbsp;&nbsp; 1641790 |
|  | Cementos Argos SA | 1666456 | &nbsp;&nbsp; 4371434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Financiera <br> Colombiana SA<br>| 412848 | &nbsp;&nbsp; 1730006 |
|  | Grupo Argos SA | 547147 | &nbsp;&nbsp; 2222189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, ADR<br>| 16747 | &nbsp;&nbsp; 47060 |
|  | Grupo Cibest SA | 422977 | &nbsp;&nbsp; 5507329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Cibest SA, <br> ADR<br>| 118217 | &nbsp;&nbsp; 5132982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA<br>| 159475 | &nbsp;&nbsp; 1760198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Energia Bogota <br> SA ESP<br>| 3163204 | &nbsp;&nbsp; 2229343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interconexion Electrica <br> SA ESP<br>| 1150113 | &nbsp;&nbsp; 5770156 |
|  | Mineros SA | 417293 | &nbsp;&nbsp; 753686 |
|  | Promigas SA ESP | 69923 | &nbsp;&nbsp; 111924 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp; 31338148 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |
| # | CEZ AS | 434330 | &nbsp;&nbsp; 25164811 |
|  | Komercni Banka AS | 180880 | &nbsp;&nbsp; 8616327 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Moneta Money Bank <br> AS<br>| 787518 | &nbsp;&nbsp; 5477683 |
| # | Philip Morris CR AS | 2090 | &nbsp;&nbsp; 1686198 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CZECH <br> REPUBLIC |  | &nbsp;&nbsp; 40945019 |
| EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial <br> International Bank - <br> Egypt (CIB) (CBKD <br> LI), GDR<br>| 5117675 | &nbsp;&nbsp; 9782471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EFG Holding SAE <br> (EFGD LI), GDR<br>| 34192 | &nbsp;&nbsp; 38293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EFG Holding SAE <br> (EFGZF US), GDR<br>| 131241 | &nbsp;&nbsp; 146990 |
| TOTAL EGYPT | TOTAL EGYPT |  | &nbsp;&nbsp; 9967754 |
| FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) |
|  | Carrefour SA, BDR | 145143 | &nbsp;&nbsp; 2176284 |
| GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) |
|  | Aegean Airlines SA | 245956 | &nbsp;&nbsp; 3536688 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aktor SA Holding Co. <br> Technical & Energy <br> Projects<br>| 133992 | &nbsp;&nbsp; $953007 |
|  | Alpha Bank SA | 4479043 | &nbsp;&nbsp; 16765635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens International <br> Airport SA<br>| 18783 | &nbsp;&nbsp; 214231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Athens Water Supply <br> & Sewage Co. SA<br>| 171411 | &nbsp;&nbsp; 1434252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Autohellas Tourist & <br> Trading SA<br>| 118800 | &nbsp;&nbsp; 1441859 |
|  | Avax SA | 173111 | &nbsp;&nbsp; 449342 |
|  | Bank of Greece | 30710 | &nbsp;&nbsp; 528424 |
|  | Ellaktor SA | 256653 | &nbsp;&nbsp; 388263 |
| # | ElvalHalcor SA | 395854 | &nbsp;&nbsp; 1133999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 5895353 | &nbsp;&nbsp; 21638066 |
| \*†† | FF Group | 156853 | &nbsp;&nbsp; 0 |
|  | Fourlis Holdings SA | 258936 | &nbsp;&nbsp; 1312675 |
|  | GEK Terna SA | 365348 | &nbsp;&nbsp; 9017481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 134432 | &nbsp;&nbsp; 1068846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hellenic <br> Telecommunications <br> Organization SA<br>| 419969 | &nbsp;&nbsp; 7611253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Helleniq Energy <br> Holdings SA<br>| 425741 | &nbsp;&nbsp; 3737631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Holding Co. ADMIE <br> IPTO SA<br>| 285498 | &nbsp;&nbsp; 1075205 |
|  | Ideal Holdings SA | 59686 | &nbsp;&nbsp; 408209 |
|  | Intracom Holdings SA | 404007 | &nbsp;&nbsp; 1522590 |
|  | Jumbo SA | 298969 | &nbsp;&nbsp; 10084134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kri-Kri Milk Industry <br> SA<br>| 55970 | &nbsp;&nbsp; 1196018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LAMDA Development <br> SA<br>| 356829 | &nbsp;&nbsp; 2709228 |
| \* | Lavipharm SA | 161049 | &nbsp;&nbsp; 145769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metlen Energy & <br> Metals SA<br>| 227622 | &nbsp;&nbsp; 12521797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 325983 | &nbsp;&nbsp; 9338580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Greece SA<br>| 1338627 | &nbsp;&nbsp; 18671912 |
|  | OPAP SA | 411805 | &nbsp;&nbsp; 9223090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Financial <br> Holdings SA<br>| 1273424 | &nbsp;&nbsp; 9791902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piraeus Port Authority <br> SA<br>| 49643 | &nbsp;&nbsp; 2724881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Profile Systems & <br> Software SA<br>| 36862 | &nbsp;&nbsp; 321484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Public Power Corp. <br> SA<br>| 406294 | &nbsp;&nbsp; 6589880 |
|  | Quest Holdings SA | 170341 | &nbsp;&nbsp; 1421020 |
|  | Sarantis SA | 105490 | &nbsp;&nbsp; 1612435 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thrace Plastics <br> Holding & Co.<br>| 87223 | &nbsp;&nbsp; $392661 |
|  | Titan SA (TITC BB) | 210081 | &nbsp;&nbsp; 8392484 |
|  | Titan SA (TITC GA) | 45653 | &nbsp;&nbsp; 1882033 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp; 171256964 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
|  | LC Logistics, Inc. | 20800 | &nbsp;&nbsp; 22125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PAX Global <br> Technology Ltd.<br>| 1017000 | &nbsp;&nbsp; 881001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Uni-Bio Science <br> Group Ltd.<br>| 620000 | &nbsp;&nbsp; 10820 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp; 913946 |
| HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) |
| \* | 4iG Nyrt | 55331 | &nbsp;&nbsp; 289178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Magyar Telekom <br> Telecommunications <br> PLC<br>| 1146807 | &nbsp;&nbsp; 5694339 |
| \* | MASTERPLAST Nyrt | 4476 | &nbsp;&nbsp; 36899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MOL Hungarian Oil & <br> Gas PLC<br>| 2370592 | &nbsp;&nbsp; 20596941 |
|  | Opus Global Nyrt | 852804 | &nbsp;&nbsp; 1395004 |
|  | OTP Bank Nyrt | 503133 | &nbsp;&nbsp; 40827166 |
|  | Richter Gedeon Nyrt | 132728 | &nbsp;&nbsp; 3980255 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp; 72819782 |
| INDIA — (18.5%) | INDIA — (18.5%) | INDIA — (18.5%) | INDIA — (18.5%) |
|  | 360 ONE WAM Ltd. | 728310 | &nbsp;&nbsp; 8719887 |
| \* | 3i Infotech Ltd. | 212717 | &nbsp;&nbsp; 58728 |
|  | 3M India Ltd. | 4787 | &nbsp;&nbsp; 1689521 |
| \* | 5Paisa Capital Ltd. | 7842 | &nbsp;&nbsp; 34166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 63 Moons <br> Technologies Ltd.<br>| 46475 | &nbsp;&nbsp; 528439 |
|  | Aarti Drugs Ltd. | 250368 | &nbsp;&nbsp; 1443236 |
|  | Aarti Industries Ltd. | 1027271 | &nbsp;&nbsp; 4870828 |
|  | Aarti Pharmalabs Ltd. | 225051 | &nbsp;&nbsp; 2322538 |
| \* | Aavas Financiers Ltd. | 14630 | &nbsp;&nbsp; 287861 |
|  | ABB India Ltd. | 60222 | &nbsp;&nbsp; 3773727 |
|  | Abbott India Ltd. | 9321 | &nbsp;&nbsp; 3653616 |
|  | ACC Ltd. | 257175 | &nbsp;&nbsp; 5238521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accelya Solutions <br> India Ltd.<br>| 7456 | &nbsp;&nbsp; 117606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Action Construction <br> Equipment Ltd.<br>| 341269 | &nbsp;&nbsp; 4397061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Energy <br> Solutions Ltd.<br>| 409646 | &nbsp;&nbsp; 3746339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adani Enterprises <br> Ltd.<br>| 87196 | &nbsp;&nbsp; 2406857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adani Green Energy <br> Ltd.<br>| 123493 | &nbsp;&nbsp; 1380389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adani Ports & Special <br> Economic Zone <br> Ltd.<br>| 1234282 | &nbsp;&nbsp; 19263777 |
| \* | Adani Power Ltd. | 2472481 | &nbsp;&nbsp; 16455685 |
|  | Adani Total Gas Ltd. | 436762 | &nbsp;&nbsp; 2991413 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | ADF Foods Ltd. | 159235 | &nbsp;&nbsp; $442264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Capital <br> Ltd.<br>| 3272393 | &nbsp;&nbsp; 9528859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Fashion & <br> Retail Ltd.<br>| 428731 | &nbsp;&nbsp; 355248 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Lifestyle <br> Brands Ltd.<br>| 428731 | &nbsp;&nbsp; 697432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aditya Birla Real <br> Estate Ltd.<br>| 279243 | &nbsp;&nbsp; 6000104 |
| Ω | Aditya Vision Ltd. | 4555 | &nbsp;&nbsp; 20485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Enzyme <br> Technologies Ltd.<br>| 294271 | &nbsp;&nbsp; 1170180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advent Hotels <br> International Pvt <br> Ltd.<br>| 66964 | &nbsp;&nbsp; 239040 |
|  | Aegis Logistics Ltd. | 960492 | &nbsp;&nbsp; 7847865 |
| \* | Aether Industries Ltd. | 29891 | &nbsp;&nbsp; 261074 |
| \* | Affle 3i Ltd. | 109107 | &nbsp;&nbsp; 2403557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agarwal Industrial <br> Corp. Ltd.<br>| 14768 | &nbsp;&nbsp; 164827 |
|  | AGI Greenpac Ltd. | 221725 | &nbsp;&nbsp; 2418750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahluwalia Contracts <br> India Ltd.<br>| 168736 | &nbsp;&nbsp; 1966151 |
|  | AIA Engineering Ltd. | 243348 | &nbsp;&nbsp; 8693426 |
|  | Ajanta Pharma Ltd. | 358228 | &nbsp;&nbsp; 11171243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajmera Realty & Infra <br> India Ltd.<br>| 27337 | &nbsp;&nbsp; 277393 |
|  | Akzo Nobel India Ltd. | 63815 | &nbsp;&nbsp; 2743537 |
|  | Alembic Ltd. | 629826 | &nbsp;&nbsp; 798905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alembic <br> Pharmaceuticals <br> Ltd.<br>| 487649 | &nbsp;&nbsp; 5421033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkem Laboratories <br> Ltd.<br>| 83158 | &nbsp;&nbsp; 4761123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alkyl Amines <br> Chemicals<br>| 56482 | &nbsp;&nbsp; 1509420 |
| \* | Allcargo Gati Ltd. | 274212 | &nbsp;&nbsp; 201920 |
|  | Allcargo Logistics Ltd. | 1983183 | &nbsp;&nbsp; 786838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allied Digital Services <br> Ltd.<br>| 12429 | &nbsp;&nbsp; 22359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amara Raja Energy & <br> Mobility Ltd.<br>| 885207 | &nbsp;&nbsp; 9710199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amber Enterprises <br> India Ltd.<br>| 77815 | &nbsp;&nbsp; 7022007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ambika Cotton Mills <br> Ltd.<br>| 3263 | &nbsp;&nbsp; 57584 |
|  | Ambuja Cements Ltd. | 1005199 | &nbsp;&nbsp; 6737159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amrutanjan Health <br> Care Ltd.<br>| 47776 | &nbsp;&nbsp; 357637 |
|  | Anant Raj Ltd. | 590406 | &nbsp;&nbsp; 3749255 |
|  | Andhra Paper Ltd. | 63869 | &nbsp;&nbsp; 56654 |
|  | Andhra Sugars Ltd.  | 356515 | &nbsp;&nbsp; 313106 |
|  | Angel One Ltd. | 395969 | &nbsp;&nbsp; 11649892 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Antony Waste <br> Handling Cell Ltd.<br>| 56745 | &nbsp;&nbsp; 394175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anup Engineering <br> Ltd.<br>| 16690 | &nbsp;&nbsp; 506245 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anupam Rasayan <br> India Ltd.<br>| 3320 | &nbsp;&nbsp; $42688 |
|  | Apar Industries Ltd. | 102819 | &nbsp;&nbsp; 10343976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apcotex Industries <br> Ltd.<br>| 90855 | &nbsp;&nbsp; 442562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; APL Apollo Tubes <br> Ltd.<br>| 711968 | &nbsp;&nbsp; 12946741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Hospitals <br> Enterprise Ltd.<br>| 248015 | &nbsp;&nbsp; 21170095 |
|  | Apollo Pipes Ltd. | 18737 | &nbsp;&nbsp; 86038 |
|  | Apollo Tyres Ltd. | 3558807 | &nbsp;&nbsp; 18326459 |
|  | Aptech Ltd. | 2974 | &nbsp;&nbsp; 4397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aptus Value Housing <br> Finance India Ltd.<br>| 149185 | &nbsp;&nbsp; 557526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arman Financial <br> Services Ltd.<br>| 15758 | &nbsp;&nbsp; 293018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Artemis Medicare <br> Services Ltd.<br>| 48262 | &nbsp;&nbsp; 130717 |
|  | Arvind Fashions Ltd. | 440049 | &nbsp;&nbsp; 2774062 |
|  | Arvind Ltd. | 1495872 | &nbsp;&nbsp; 5370931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arvind SmartSpaces <br> Ltd.<br>| 19935 | &nbsp;&nbsp; 141010 |
|  | Asahi India Glass Ltd. | 423721 | &nbsp;&nbsp; 4046158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ashapura Minechem <br> Ltd.<br>| 161769 | &nbsp;&nbsp; 1015890 |
|  | Ashiana Housing Ltd. | 136696 | &nbsp;&nbsp; 494885 |
|  | Ashok Leyland Ltd. | 14051516 | &nbsp;&nbsp; 19342367 |
| \* | Ashoka Buildcon Ltd. | 1398768 | &nbsp;&nbsp; 3204834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asian Granito India <br> Ltd.<br>| 104702 | &nbsp;&nbsp; 69706 |
|  | Asian Paints Ltd. | 750250 | &nbsp;&nbsp; 20434961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Associated Alcohols & <br> Breweries Ltd.<br>| 4609 | &nbsp;&nbsp; 53911 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Aster DM Healthcare <br> Ltd.<br>| 851889 | &nbsp;&nbsp; 5860420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Microwave <br> Products Ltd.<br>| 114927 | &nbsp;&nbsp; 1253655 |
|  | Astral Ltd. | 391955 | &nbsp;&nbsp; 6237271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca Pharma <br> India Ltd.<br>| 23373 | &nbsp;&nbsp; 2440448 |
|  | Atul Ltd. | 99494 | &nbsp;&nbsp; 7491494 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; AU Small Finance <br> Bank Ltd.<br>| 949687 | &nbsp;&nbsp; 8006933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AurionPro Solutions <br> Ltd.<br>| 44384 | &nbsp;&nbsp; 683023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurobindo Pharma <br> Ltd.<br>| 1291469 | &nbsp;&nbsp; 16668410 |
|  | Automotive Axles Ltd. | 35359 | &nbsp;&nbsp; 748401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avadh Sugar & <br> Energy Ltd.<br>| 32944 | &nbsp;&nbsp; 172133 |
|  | Avantel Ltd. | 126064 | &nbsp;&nbsp; 182028 |
|  | Avanti Feeds Ltd. | 272754 | &nbsp;&nbsp; 2099681 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Avenue Supermarts <br> Ltd.<br>| 96480 | &nbsp;&nbsp; 4668227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AWL Agri Business <br> Ltd.<br>| 118494 | &nbsp;&nbsp; 352600 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Axis Bank Ltd. (AXSB <br> IN)<br>| 7832547 | &nbsp;&nbsp; $95119046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AXISCADES <br> Technologies Ltd.<br>| 24713 | &nbsp;&nbsp; 370606 |
|  | Bajaj Auto Ltd. | 171821 | &nbsp;&nbsp; 15634074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Consumer Care <br> Ltd.<br>| 555335 | &nbsp;&nbsp; 1413779 |
|  | Bajaj Finance Ltd. | 5549700 | &nbsp;&nbsp; 55462248 |
|  | Bajaj Finserv Ltd. | 716872 | &nbsp;&nbsp; 15895193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Hindusthan <br> Sugar Ltd.<br>| 5009249 | &nbsp;&nbsp; 1325410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bajaj Holdings & <br> Investment Ltd.<br>| 151893 | &nbsp;&nbsp; 24282084 |
|  | Balaji Amines Ltd. | 86892 | &nbsp;&nbsp; 1765691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balkrishna Industries <br> Ltd.<br>| 350093 | &nbsp;&nbsp; 10656780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balmer Lawrie & Co. <br> Ltd.<br>| 565989 | &nbsp;&nbsp; 1352265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Balrampur Chini Mills <br> Ltd.<br>| 1276271 | &nbsp;&nbsp; 8508892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Products India <br> Ltd.<br>| 325889 | &nbsp;&nbsp; 2197342 |
| Ω | Bandhan Bank Ltd. | 5206987 | &nbsp;&nbsp; 9930460 |
|  | Bank of Baroda | 3873114 | &nbsp;&nbsp; 10459751 |
|  | Bank of India | 2139467 | &nbsp;&nbsp; 2704290 |
|  | Bank of Maharashtra | 5106024 | &nbsp;&nbsp; 3246388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bannari Amman <br> Sugars Ltd.<br>| 8392 | &nbsp;&nbsp; 358766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Barbeque Nation <br> Hospitality Ltd.<br>| 1769 | &nbsp;&nbsp; 5711 |
|  | BASF India Ltd. | 69516 | &nbsp;&nbsp; 3966759 |
|  | Bata India Ltd. | 262975 | &nbsp;&nbsp; 3589674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bayer CropScience <br> Ltd.<br>| 39077 | &nbsp;&nbsp; 2813352 |
|  | BCL Industries Ltd. | 583871 | &nbsp;&nbsp; 292958 |
|  | BEML Ltd. | 112435 | &nbsp;&nbsp; 5038436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Berger Paints India <br> Ltd.<br>| 972951 | &nbsp;&nbsp; 6219876 |
|  | Best Agrolife Ltd. | 5425 | &nbsp;&nbsp; 30173 |
| \* | BF Utilities Ltd. | 92487 | &nbsp;&nbsp; 782994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhagiradha Chemicals <br> & Industries Ltd.<br>| 8960 | &nbsp;&nbsp; 30626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bhansali Engineering <br> Polymers Ltd.<br>| 728316 | &nbsp;&nbsp; 962841 |
|  | Bharat Bijlee Ltd. | 32715 | &nbsp;&nbsp; 1096511 |
|  | Bharat Dynamics Ltd. | 187485 | &nbsp;&nbsp; 3441937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Electronics <br> Ltd.<br>| 6148858 | &nbsp;&nbsp; 26705500 |
|  | Bharat Forge Ltd. | 914493 | &nbsp;&nbsp; 12096897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Heavy <br> Electricals Ltd.<br>| 4954806 | &nbsp;&nbsp; 13412968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Petroleum <br> Corp. Ltd.<br>| 3878066 | &nbsp;&nbsp; 14397463 |
|  | Bharat Rasayan Ltd. | 6905 | &nbsp;&nbsp; 855834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bharat Wire Ropes <br> Ltd.<br>| 65113 | &nbsp;&nbsp; 138010 |
|  | Bharti Airtel Ltd. | 7023237 | &nbsp;&nbsp; 152706113 |
|  | Biocon Ltd. | 587761 | &nbsp;&nbsp; 2609004 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Birla Corp. Ltd. | 201637 | &nbsp;&nbsp; $3140890 |
|  | BirlaNu Ltd. | 29381 | &nbsp;&nbsp; 769559 |
|  | Birlasoft Ltd. | 1252951 | &nbsp;&nbsp; 5542083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BL Kashyap & Sons <br> Ltd.<br>| 59294 | &nbsp;&nbsp; 53070 |
| \* | Black Box Ltd. | 171179 | &nbsp;&nbsp; 988240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bliss Gvs Pharma <br> Ltd.<br>| 161555 | &nbsp;&nbsp; 323071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BLS International <br> Services Ltd.<br>| 509711 | &nbsp;&nbsp; 2188827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Blue Dart Express <br> Ltd.<br>| 34009 | &nbsp;&nbsp; 2317942 |
|  | Blue Star Ltd. | 416191 | &nbsp;&nbsp; 8207231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bluspring Enterprises <br> Ltd.<br>| 375375 | &nbsp;&nbsp; 377094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Burmah <br> Trading Co.<br>| 153077 | &nbsp;&nbsp; 3294349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 248351 | &nbsp;&nbsp; 478922 |
| \* | Borosil Ltd. | 34067 | &nbsp;&nbsp; 126668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Borosil Renewables <br> Ltd.<br>| 45879 | &nbsp;&nbsp; 316669 |
| \* | Borosil Scientific Ltd. | 12129 | &nbsp;&nbsp; 22643 |
|  | Bosch Ltd. | 9561 | &nbsp;&nbsp; 4387847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brigade Enterprises <br> Ltd.<br>| 559520 | &nbsp;&nbsp; 6356983 |
| \* | Brightcom Group Ltd. | 8123931 | &nbsp;&nbsp; 1271469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Britannia Industries <br> Ltd.<br>| 253892 | &nbsp;&nbsp; 16687494 |
|  | BSE Ltd. | 845919 | &nbsp;&nbsp; 23289644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Camlin Fine Sciences <br> Ltd.<br>| 100952 | &nbsp;&nbsp; 305925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Campus Activewear <br> Ltd.<br>| 181304 | &nbsp;&nbsp; 551193 |
|  | Can Fin Homes Ltd. | 664643 | &nbsp;&nbsp; 5672958 |
|  | Canara Bank | 7096084 | &nbsp;&nbsp; 8619665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cantabil Retail India <br> Ltd.<br>| 43484 | &nbsp;&nbsp; 131042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capacit'e Infraprojects <br> Ltd.<br>| 382726 | &nbsp;&nbsp; 1329607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caplin Point <br> Laboratories Ltd.<br>| 192876 | &nbsp;&nbsp; 4526479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carborundum <br> Universal Ltd.<br>| 526172 | &nbsp;&nbsp; 5589683 |
|  | Care Ratings Ltd. | 149702 | &nbsp;&nbsp; 2884616 |
| \* | Cartrade Tech Ltd. | 59830 | &nbsp;&nbsp; 1483954 |
|  | Carysil Ltd. | 31546 | &nbsp;&nbsp; 316317 |
|  | Castrol India Ltd. | 2450623 | &nbsp;&nbsp; 6066055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCL Products India <br> Ltd.<br>| 633760 | &nbsp;&nbsp; 6171375 |
|  | CE Info Systems Ltd. | 42977 | &nbsp;&nbsp; 875407 |
|  | Ceat Ltd. | 235579 | &nbsp;&nbsp; 8873317 |
|  | Cello World Ltd. | 1880 | &nbsp;&nbsp; 12742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Depository <br> Services India Ltd.<br>| 589988 | &nbsp;&nbsp; 9898870 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centum Electronics <br> Ltd.<br>| 2709 | &nbsp;&nbsp; $68150 |
|  | Century Enka Ltd. | 64838 | &nbsp;&nbsp; 380025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Plyboards <br> India Ltd.<br>| 459764 | &nbsp;&nbsp; 3846481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cera Sanitaryware <br> Ltd.<br>| 34780 | &nbsp;&nbsp; 2580110 |
|  | CESC Ltd. | 3525344 | &nbsp;&nbsp; 6739461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CG Power & Industrial <br> Solutions Ltd.<br>| 3118445 | &nbsp;&nbsp; 23474618 |
| \* | Chalet Hotels Ltd. | 105452 | &nbsp;&nbsp; 1100581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chambal Fertilisers & <br> Chemicals Ltd.<br>| 1785652 | &nbsp;&nbsp; 10493699 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chemplast Sanmar <br> Ltd.<br>| 42583 | &nbsp;&nbsp; 201602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chennai Petroleum <br> Corp. Ltd.<br>| 239306 | &nbsp;&nbsp; 1854306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choice International <br> Ltd.<br>| 93055 | &nbsp;&nbsp; 804110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 706420 | &nbsp;&nbsp; 15083437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 1364643 | &nbsp;&nbsp; 22253605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIE Automotive India <br> Ltd.<br>| 975621 | &nbsp;&nbsp; 4460887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cigniti Technologies <br> Ltd.<br>| 4779 | &nbsp;&nbsp; 90196 |
|  | Cipla Ltd. | 1602457 | &nbsp;&nbsp; 28252391 |
|  | City Union Bank Ltd. | 2844817 | &nbsp;&nbsp; 6901031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Clean Science & <br> Technology Ltd.<br>| 39897 | &nbsp;&nbsp; 555265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CMS Info Systems <br> Ltd.<br>| 548126 | &nbsp;&nbsp; 2861677 |
|  | Coal India Ltd. | 2682867 | &nbsp;&nbsp; 11460940 |
| Ω | Cochin Shipyard Ltd. | 527212 | &nbsp;&nbsp; 10568641 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Coffee Day <br> Enterprises Ltd.<br>| 268650 | &nbsp;&nbsp; 109839 |
|  | Coforge Ltd. | 977340 | &nbsp;&nbsp; 19358094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cohance Lifesciences <br> Ltd.<br>| 889307 | &nbsp;&nbsp; 10060280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive <br> India Ltd.<br>| 407402 | &nbsp;&nbsp; 10398440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Computer Age <br> Management <br> Services Ltd.<br>| 266118 | &nbsp;&nbsp; 11206507 |
|  | Concord Biotech Ltd. | 3218 | &nbsp;&nbsp; 64737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Confidence Petroleum <br> India Ltd.<br>| 681379 | &nbsp;&nbsp; 400181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container Corp. of <br> India Ltd.<br>| 1071831 | &nbsp;&nbsp; 7033469 |
|  | Control Print Ltd. | 7605 | &nbsp;&nbsp; 65935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coromandel <br> International Ltd.<br>| 1008567 | &nbsp;&nbsp; 30595296 |
|  | Cosmo First Ltd. | 109105 | &nbsp;&nbsp; 1249613 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Craftsman Automation <br> Ltd.<br>| 887 | &nbsp;&nbsp; $67332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CreditAccess <br> Grameen Ltd.<br>| 341498 | &nbsp;&nbsp; 4811151 |
|  | CRISIL Ltd. | 103435 | &nbsp;&nbsp; 6246454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 3564601 | &nbsp;&nbsp; 13068854 |
| \* | CSB Bank Ltd. | 334927 | &nbsp;&nbsp; 1601102 |
|  | Cummins India Ltd. | 247524 | &nbsp;&nbsp; 10014184 |
| \* | Cupid Ltd. | 89438 | &nbsp;&nbsp; 153231 |
|  | Cyient Ltd. | 441207 | &nbsp;&nbsp; 6022428 |
| \*Ω | D.P. Abhushan Ltd. | 14687 | &nbsp;&nbsp; 275719 |
|  | Dabur India Ltd. | 1095212 | &nbsp;&nbsp; 6601263 |
|  | Dalmia Bharat Ltd. | 394033 | &nbsp;&nbsp; 9970269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dalmia Bharat Sugar <br> & Industries Ltd.<br>| 115095 | &nbsp;&nbsp; 482998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Datamatics Global <br> Services Ltd.<br>| 49604 | &nbsp;&nbsp; 555340 |
|  | DB Corp. Ltd. | 370945 | &nbsp;&nbsp; 1136575 |
|  | DCB Bank Ltd. | 1729110 | &nbsp;&nbsp; 2640361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DCM Shriram <br> Industries Ltd.<br>| 123437 | &nbsp;&nbsp; 236053 |
|  | DCM Shriram Ltd. | 373597 | &nbsp;&nbsp; 6065412 |
| \* | DCW Ltd. | 1164195 | &nbsp;&nbsp; 1015537 |
|  | Deep Industries Ltd. | 34057 | &nbsp;&nbsp; 185460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 591136 | &nbsp;&nbsp; 10774920 |
|  | Deepak Nitrite Ltd. | 358893 | &nbsp;&nbsp; 7543095 |
| \* | Delhivery Ltd. | 910555 | &nbsp;&nbsp; 4418969 |
|  | Delta Corp. Ltd. | 573884 | &nbsp;&nbsp; 554224 |
| \* | DEN Networks Ltd. | 376689 | &nbsp;&nbsp; 158361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Devyani International <br> Ltd.<br>| 314356 | &nbsp;&nbsp; 581325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dhampur Sugar Mills <br> Ltd.<br>| 252211 | &nbsp;&nbsp; 400332 |
| \* | Dhani Services Ltd. | 1353433 | &nbsp;&nbsp; 942801 |
| \* | Dhanlaxmi Bank Ltd. | 266866 | &nbsp;&nbsp; 81787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dhanuka Agritech <br> Ltd.<br>| 112124 | &nbsp;&nbsp; 2435542 |
| \* | Digitide Solutions Ltd. | 375375 | &nbsp;&nbsp; 991801 |
| Ω | Dilip Buildcon Ltd. | 281086 | &nbsp;&nbsp; 1532798 |
| \* | Dish TV India Ltd. | 6345026 | &nbsp;&nbsp; 387605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dishman Carbogen <br> Amcis Ltd.<br>| 516045 | &nbsp;&nbsp; 1480353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Divi's Laboratories <br> Ltd.<br>| 174475 | &nbsp;&nbsp; 13060514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dixon Technologies <br> India Ltd.<br>| 179577 | &nbsp;&nbsp; 34272002 |
|  | DLF Ltd. | 934731 | &nbsp;&nbsp; 8320075 |
|  | D-Link India Ltd. | 28590 | &nbsp;&nbsp; 166109 |
|  | Dodla Dairy Ltd. | 9378 | &nbsp;&nbsp; 136246 |
|  | Dollar Industries Ltd. | 85213 | &nbsp;&nbsp; 369569 |
| Ω | Dr. Lal PathLabs Ltd. | 209237 | &nbsp;&nbsp; 7486217 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd., <br> ADR<br>| 1360890 | &nbsp;&nbsp; 19351856 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's <br> Laboratories Ltd. <br> (DRRD IN)<br>| 1005650 | &nbsp;&nbsp; $14472663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dreamfolks Services <br> Ltd.<br>| 5180 | &nbsp;&nbsp; 8094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dredging Corp. of <br> India Ltd.<br>| 3704 | &nbsp;&nbsp; 28051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dwarikesh Sugar <br> Industries Ltd.<br>| 1017148 | &nbsp;&nbsp; 487643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynacons Systems & <br> Solutions Ltd.<br>| 2714 | &nbsp;&nbsp; 30844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dynamatic <br> Technologies Ltd.<br>| 15680 | &nbsp;&nbsp; 1180687 |
| \*Ω | E2E Networks Ltd. | 2659 | &nbsp;&nbsp; 62541 |
|  | eClerx Services Ltd. | 198014 | &nbsp;&nbsp; 8487767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Edelweiss Financial <br> Services Ltd.<br>| 2966936 | &nbsp;&nbsp; 3456999 |
|  | Eicher Motors Ltd. | 332378 | &nbsp;&nbsp; 20662540 |
| \* | EID Parry India Ltd. | 845475 | &nbsp;&nbsp; 11801344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIH Associated <br> Hotels<br>| 71412 | &nbsp;&nbsp; 313578 |
|  | EIH Ltd. | 1079962 | &nbsp;&nbsp; 4624292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eimco Elecon India <br> Ltd.<br>| 1193 | &nbsp;&nbsp; 30552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elecon Engineering <br> Co. Ltd.<br>| 179730 | &nbsp;&nbsp; 1167903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrosteel Castings <br> Ltd.<br>| 2218725 | &nbsp;&nbsp; 2801401 |
|  | Elgi Equipments Ltd. | 814307 | &nbsp;&nbsp; 5252403 |
|  | Emami Ltd. | 1154971 | &nbsp;&nbsp; 7866777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Embassy <br> Developments Ltd.<br>| 2835540 | &nbsp;&nbsp; 3396105 |
|  | eMudhra Ltd. | 13278 | &nbsp;&nbsp; 116708 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Endurance <br> Technologies Ltd.<br>| 148361 | &nbsp;&nbsp; 4297400 |
|  | Engineers India Ltd. | 1864511 | &nbsp;&nbsp; 4512300 |
|  | Epigral Ltd. | 103523 | &nbsp;&nbsp; 2379631 |
|  | EPL Ltd. | 905999 | &nbsp;&nbsp; 2296896 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Equitas Small Finance <br> Bank Ltd.<br>| 1333735 | &nbsp;&nbsp; 895940 |
| Ω | Eris Lifesciences Ltd. | 192217 | &nbsp;&nbsp; 3965112 |
|  | ESAB India Ltd. | 18250 | &nbsp;&nbsp; 1107722 |
|  | Escorts Kubota Ltd. | 214375 | &nbsp;&nbsp; 8234061 |
| \* | Eternal Ltd. | 2945094 | &nbsp;&nbsp; 10313771 |
| \* | Eureka Forbes Ltd. | 14202 | &nbsp;&nbsp; 90332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eveready Industries <br> India Ltd.<br>| 18187 | &nbsp;&nbsp; 87196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Industries <br> Ltd.<br>| 30444 | &nbsp;&nbsp; 187999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Everest Kanto <br> Cylinder Ltd.<br>| 74547 | &nbsp;&nbsp; 109154 |
|  | Excel Industries Ltd. | 25840 | &nbsp;&nbsp; 397977 |
|  | Exide Industries Ltd. | 2617469 | &nbsp;&nbsp; 11413475 |
|  | Expleo Solutions Ltd. | 862 | &nbsp;&nbsp; 11806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fairchem Organics <br> Ltd.<br>| 1341 | &nbsp;&nbsp; 13453 |
|  | FDC Ltd. | 399922 | &nbsp;&nbsp; 2169389 |
|  | Federal Bank Ltd. | 13607574 | &nbsp;&nbsp; 31459427 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Federal-Mogul Goetze <br> India Ltd.<br>| 51288 | &nbsp;&nbsp; $335411 |
|  | FIEM Industries Ltd. | 74675 | &nbsp;&nbsp; 1629235 |
|  | Filatex India Ltd. | 1118434 | &nbsp;&nbsp; 705930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fine Organic <br> Industries Ltd.<br>| 37617 | &nbsp;&nbsp; 2273991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fineotex Chemical <br> Ltd.<br>| 75216 | &nbsp;&nbsp; 223158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fino Payments Bank <br> Ltd.<br>| 59660 | &nbsp;&nbsp; 180956 |
|  | Finolex Cables Ltd. | 549480 | &nbsp;&nbsp; 5519656 |
|  | Finolex Industries Ltd. | 2111313 | &nbsp;&nbsp; 4887045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firstsource Solutions <br> Ltd.<br>| 2389885 | &nbsp;&nbsp; 9277837 |
|  | Force Motors Ltd. | 37959 | &nbsp;&nbsp; 7332747 |
|  | Fortis Healthcare Ltd. | 2435989 | &nbsp;&nbsp; 23737642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FSN E-Commerce <br> Ventures Ltd.<br>| 1497727 | &nbsp;&nbsp; 3568030 |
| \* | Fusion Finance Ltd. | 231005 | &nbsp;&nbsp; 364797 |
|  | G R Infraprojects Ltd. | 7713 | &nbsp;&nbsp; 107720 |
|  | Gabriel India Ltd. | 641693 | &nbsp;&nbsp; 7542262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GAIL India Ltd. (GAIL <br> IN)<br>| 6902596 | &nbsp;&nbsp; 13895274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Surfactants <br> Ltd.<br>| 53030 | &nbsp;&nbsp; 1606464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesh Housing <br> Corp. Ltd.<br>| 77317 | &nbsp;&nbsp; 790984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ganesha Ecosphere <br> Ltd.<br>| 24630 | &nbsp;&nbsp; 415138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Hi-Tech <br> Films Ltd.<br>| 21472 | &nbsp;&nbsp; 837832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garware Technical <br> Fibres Ltd.<br>| 300700 | &nbsp;&nbsp; 3106042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gateway Distriparks <br> Ltd.<br>| 2147220 | &nbsp;&nbsp; 1729422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GE Vernova T&D <br> India Ltd.<br>| 196699 | &nbsp;&nbsp; 6095517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Genesys International <br> Corp. Ltd.<br>| 4330 | &nbsp;&nbsp; 29753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genus Power <br> Infrastructures Ltd.<br>| 25086 | &nbsp;&nbsp; 101516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Geojit Financial <br> Services Ltd.<br>| 583700 | &nbsp;&nbsp; 482127 |
|  | GHCL Ltd. | 749719 | &nbsp;&nbsp; 5091016 |
|  | GHCL Textiles Ltd. | 761649 | &nbsp;&nbsp; 760751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GIC Housing Finance <br> Ltd.<br>| 258928 | &nbsp;&nbsp; 550265 |
|  | Gillette India Ltd. | 38612 | &nbsp;&nbsp; 4734278 |
| Ω | Gland Pharma Ltd. | 62639 | &nbsp;&nbsp; 1463344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 164150 | &nbsp;&nbsp; 5845771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 1234380 | &nbsp;&nbsp; 29684527 |
| \* | Global Health Ltd. | 148522 | &nbsp;&nbsp; 2214468 |
|  | Globus Spirits Ltd. | 11480 | &nbsp;&nbsp; 166491 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | GMM Pfaudler Ltd. | 52678 | &nbsp;&nbsp; $837479 |
| \* | GMR Airports Ltd. | 6429437 | &nbsp;&nbsp; 6558113 |
|  | GNA Axles Ltd. | 27625 | &nbsp;&nbsp; 95933 |
| \* | Go Fashion India Ltd. | 26000 | &nbsp;&nbsp; 245331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godawari Power & <br> Ispat Ltd.<br>| 1710969 | &nbsp;&nbsp; 3762181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godfrey Phillips India <br> Ltd.<br>| 135503 | &nbsp;&nbsp; 14066593 |
| Ω | Godrej Agrovet Ltd. | 167131 | &nbsp;&nbsp; 1609095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Godrej Consumer <br> Products Ltd.<br>| 909875 | &nbsp;&nbsp; 13036825 |
| \* | Godrej Industries Ltd. | 368824 | &nbsp;&nbsp; 4746186 |
| \* | Godrej Properties Ltd. | 213920 | &nbsp;&nbsp; 5098739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokaldas Exports <br> Ltd.<br>| 95489 | &nbsp;&nbsp; 920585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gokul Agro Resources <br> Ltd.<br>| 41723 | &nbsp;&nbsp; 148250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldiam International <br> Ltd.<br>| 142762 | &nbsp;&nbsp; 552766 |
|  | Goodluck India Ltd. | 36196 | &nbsp;&nbsp; 458693 |
|  | Goodyear India Ltd. | 40421 | &nbsp;&nbsp; 451581 |
|  | GPT Infraprojects Ltd. | 6448 | &nbsp;&nbsp; 9409 |
|  | Granules India Ltd. | 1304287 | &nbsp;&nbsp; 7031031 |
|  | Graphite India Ltd. | 528952 | &nbsp;&nbsp; 3442647 |
|  | Grasim Industries Ltd. | 725875 | &nbsp;&nbsp; 22791153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grauer & Weil India <br> Ltd.<br>| 718096 | &nbsp;&nbsp; 822530 |
|  | Gravita India Ltd. | 133846 | &nbsp;&nbsp; 2849196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Eastern <br> Shipping Co. Ltd. <br>| 917387 | &nbsp;&nbsp; 9783009 |
|  | Greaves Cotton Ltd. | 529219 | &nbsp;&nbsp; 1356182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenlam Industries <br> Ltd.<br>| 224810 | &nbsp;&nbsp; 601608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenpanel Industries <br> Ltd.<br>| 388344 | &nbsp;&nbsp; 1294411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greenply Industries <br> Ltd.<br>| 415354 | &nbsp;&nbsp; 1520718 |
|  | Grindwell Norton Ltd. | 172602 | &nbsp;&nbsp; 3029366 |
|  | Group Ltd. | 404 | &nbsp;&nbsp; 10820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gufic Biosciences <br> Ltd.<br>| 18236 | &nbsp;&nbsp; 82157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Alkalies & <br> Chemicals Ltd.<br>| 196885 | &nbsp;&nbsp; 1302835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Ambuja <br> Exports Ltd.<br>| 1116574 | &nbsp;&nbsp; 1391623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat <br> Fluorochemicals <br> Ltd.<br>| 206603 | &nbsp;&nbsp; 8396237 |
|  | Gujarat Gas Ltd. | 574265 | &nbsp;&nbsp; 2884874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Industries <br> Power Co. Ltd.<br>| 184821 | &nbsp;&nbsp; 419524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Mineral <br> Development Corp. <br> Ltd.<br>| 717644 | &nbsp;&nbsp; 3209078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 635516 | &nbsp;&nbsp; 3899371 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat Pipavav Port <br> Ltd.<br>| 2077351 | &nbsp;&nbsp; $3726431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 1530933 | &nbsp;&nbsp; 3546963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gujarat State Petronet <br> Ltd.<br>| 2596296 | &nbsp;&nbsp; 9279513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Oil Lubricants <br> India Ltd.<br>| 128240 | &nbsp;&nbsp; 1755987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Happiest Minds <br> Technologies Ltd.<br>| 245707 | &nbsp;&nbsp; 1694361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hariom Pipe <br> Industries Ltd.<br>| 8408 | &nbsp;&nbsp; 43107 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Harsha Engineers <br> Ltd.<br>| 27076 | &nbsp;&nbsp; 127748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hathway Cable & <br> Datacom Ltd.<br>| 981417 | &nbsp;&nbsp; 167229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hatsun Agro Product <br> Ltd.<br>| 180239 | &nbsp;&nbsp; 1888055 |
|  | Havells India Ltd. | 588700 | &nbsp;&nbsp; 10043444 |
|  | HBL Engineering Ltd. | 655559 | &nbsp;&nbsp; 4381408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HCL Technologies <br> Ltd.<br>| 2961027 | &nbsp;&nbsp; 49269838 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Asset <br> Management Co. <br> Ltd.<br>| 299372 | &nbsp;&nbsp; 19178529 |
|  | HDFC Bank Ltd. | 6818986 | &nbsp;&nbsp; 156468617 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; HDFC Life Insurance <br> Co. Ltd.<br>| 516609 | &nbsp;&nbsp; 4447613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HealthCare Global <br> Enterprises Ltd.<br>| 133956 | &nbsp;&nbsp; 949083 |
|  | HEG Ltd. | 444795 | &nbsp;&nbsp; 2883899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HeidelbergCement <br> India Ltd.<br>| 586254 | &nbsp;&nbsp; 1419353 |
|  | Heritage Foods Ltd. | 340731 | &nbsp;&nbsp; 1841035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 544537 | &nbsp;&nbsp; 26324365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hester Biosciences <br> Ltd.<br>| 12925 | &nbsp;&nbsp; 284118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heubach Colorants <br> India Ltd.<br>| 42553 | &nbsp;&nbsp; 286642 |
|  | HFCL Ltd. | 5836041 | &nbsp;&nbsp; 5029508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HG Infra Engineering <br> Ltd.<br>| 146513 | &nbsp;&nbsp; 1730655 |
|  | Hikal Ltd. | 348125 | &nbsp;&nbsp; 1280062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himadri Speciality <br> Chemical Ltd.<br>| 1529176 | &nbsp;&nbsp; 8212100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Himatsingka Seide <br> Ltd.<br>| 138916 | &nbsp;&nbsp; 219973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindalco Industries <br> Ltd.<br>| 4095312 | &nbsp;&nbsp; 31734506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hinduja Global <br> Solutions Ltd.<br>| 116383 | &nbsp;&nbsp; 761807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Aeronautics <br> Ltd.<br>| 594703 | &nbsp;&nbsp; 30598906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Copper <br> Ltd.<br>| 1665808 | &nbsp;&nbsp; 4596437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Hindustan Foods Ltd. | 30274 | &nbsp;&nbsp; $187231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Oil <br> Exploration Co. <br> Ltd.<br>| 293777 | &nbsp;&nbsp; 555933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Petroleum <br> Corp. Ltd.<br>| 2697155 | &nbsp;&nbsp; 12770470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Unilever <br> Ltd.<br>| 882961 | &nbsp;&nbsp; 25386437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hindware Home <br> Innovation Ltd.<br>| 70149 | &nbsp;&nbsp; 211772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Energy India <br> Ltd.<br>| 41519 | &nbsp;&nbsp; 9482479 |
|  | HI-Tech Pipes Ltd. | 99817 | &nbsp;&nbsp; 102565 |
|  | Hle Glascoat Ltd. | 16779 | &nbsp;&nbsp; 85661 |
| \* | HLV Ltd. | 188478 | &nbsp;&nbsp; 28255 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Home First Finance <br> Co. India Ltd.<br>| 148676 | &nbsp;&nbsp; 2043371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Honda India Power <br> Products Ltd.<br>| 19873 | &nbsp;&nbsp; 651088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HPL Electric & Power <br> Ltd.<br>| 33126 | &nbsp;&nbsp; 215052 |
| \* | Hubtown Ltd. | 36300 | &nbsp;&nbsp; 138035 |
|  | Huhtamaki India Ltd. | 112840 | &nbsp;&nbsp; 282461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I G Petrochemicals <br> Ltd.<br>| 27453 | &nbsp;&nbsp; 150840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 4267697 | &nbsp;&nbsp; 143821389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 3903946 | &nbsp;&nbsp; 65903891 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Lombard <br> General Insurance <br> Co. Ltd.<br>| 317776 | &nbsp;&nbsp; 6973732 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 391016 | &nbsp;&nbsp; 2743218 |
|  | ICRA Ltd. | 7584 | &nbsp;&nbsp; 571230 |
| \* | IDFC First Bank Ltd. | 29171417 | &nbsp;&nbsp; 22795234 |
| \* | IFB Industries Ltd. | 44055 | &nbsp;&nbsp; 658785 |
| \* | IFCI Ltd. | 2305739 | &nbsp;&nbsp; 1492065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Igarashi Motors India <br> Ltd.<br>| 14232 | &nbsp;&nbsp; 93091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IIFL Capital Services <br> Ltd.<br>| 1342472 | &nbsp;&nbsp; 4846293 |
| \* | IIFL Finance Ltd. | 1500891 | &nbsp;&nbsp; 8033277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Imagicaaworld <br> Entertainment Ltd.<br>| 292336 | &nbsp;&nbsp; 210527 |
| \* | India Cements Ltd. | 528400 | &nbsp;&nbsp; 2194488 |
|  | India Glycols Ltd. | 115132 | &nbsp;&nbsp; 2231730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; India Nippon <br> Electricals Ltd.<br>| 11779 | &nbsp;&nbsp; 102258 |
|  | India Pesticides Ltd. | 14196 | &nbsp;&nbsp; 37052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; India Power Corp. <br> Ltd.<br>| 284965 | &nbsp;&nbsp; 41362 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IndiaMart InterMesh <br> Ltd.<br>| 12770 | &nbsp;&nbsp; 376834 |
|  | Indian Bank | 1296674 | &nbsp;&nbsp; 9172085 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Energy <br> Exchange Ltd.<br>| 2562507 | &nbsp;&nbsp; $3952779 |
|  | Indian Hotels Co. Ltd. | 1652302 | &nbsp;&nbsp; 13908878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Hume Pipe Co. <br> Ltd.<br>| 2886 | &nbsp;&nbsp; 13436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Metals & Ferro <br> Alloys Ltd.<br>| 54962 | &nbsp;&nbsp; 457626 |
|  | Indian Oil Corp. Ltd. | 5164850 | &nbsp;&nbsp; 8514931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 621102 | &nbsp;&nbsp; 5125500 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Indian Railway <br> Finance Corp. Ltd.<br>| 2687487 | &nbsp;&nbsp; 3901535 |
|  | Indigo Paints Ltd. | 11626 | &nbsp;&nbsp; 158641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Count Industries <br> Ltd.<br>| 592296 | &nbsp;&nbsp; 1823139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Indo Tech <br> Transformers Ltd.<br>| 1762 | &nbsp;&nbsp; 33613 |
|  | Indoco Remedies Ltd. | 235278 | &nbsp;&nbsp; 847752 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; IndoStar Capital <br> Finance Ltd.<br>| 24651 | &nbsp;&nbsp; 81170 |
|  | Indraprastha Gas Ltd. | 2087522 | &nbsp;&nbsp; 4863557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indraprastha Medical <br> Corp. Ltd.<br>| 52105 | &nbsp;&nbsp; 278205 |
| \* | Indus Towers Ltd. | 5451697 | &nbsp;&nbsp; 22384015 |
|  | IndusInd Bank Ltd. | 1062000 | &nbsp;&nbsp; 9624245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Infibeam Avenues <br> Ltd.<br>| 9090872 | &nbsp;&nbsp; 1484780 |
|  | Info Edge India Ltd. | 780541 | &nbsp;&nbsp; 12323781 |
|  | Infosys Ltd. (INFO IN) | 7955267 | &nbsp;&nbsp; 135285849 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Infosys Ltd. (INFY <br> US), Sponsored <br> ADR<br>| 2423448 | &nbsp;&nbsp; 40520051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand India <br> Ltd.<br>| 41855 | &nbsp;&nbsp; 1841957 |
| \* | Inox Wind Ltd. | 1134443 | &nbsp;&nbsp; 1934621 |
|  | Insecticides India Ltd. | 64008 | &nbsp;&nbsp; 782982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intellect Design Arena <br> Ltd.<br>| 512848 | &nbsp;&nbsp; 5940461 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; InterGlobe Aviation <br> Ltd.<br>| 327830 | &nbsp;&nbsp; 21944316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 786700 | &nbsp;&nbsp; 919976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ION Exchange India <br> Ltd.<br>| 135554 | &nbsp;&nbsp; 717606 |
|  | Ipca Laboratories Ltd. | 849260 | &nbsp;&nbsp; 14251246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; IRB Infrastructure <br> Developers Ltd.<br>| 5383459 | &nbsp;&nbsp; 2754356 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; IRCON International <br> Ltd.<br>| 1879788 | &nbsp;&nbsp; 3763939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ISGEC Heavy <br> Engineering Ltd.<br>| 90979 | &nbsp;&nbsp; 1134579 |
| \* | ITC Hotels Ltd. | 945421 | &nbsp;&nbsp; 2479821 |
|  | ITC Ltd. | 9454218 | &nbsp;&nbsp; 44310486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; J Kumar Infraprojects <br> Ltd.<br>| 282052 | &nbsp;&nbsp; 2264781 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jagran Prakashan <br> Ltd.<br>| 535011 | &nbsp;&nbsp; $444529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jai Balaji Industries <br> Ltd.<br>| 102912 | &nbsp;&nbsp; 132563 |
|  | Jai Corp. Ltd. | 369274 | &nbsp;&nbsp; 463068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jain Irrigation <br> Systems Ltd.<br>| 694976 | &nbsp;&nbsp; 401888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jaiprakash Power <br> Ventures Ltd.<br>| 13550170 | &nbsp;&nbsp; 3217285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jammu & Kashmir <br> Bank Ltd. <br>| 2813026 | &nbsp;&nbsp; 3329522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamna Auto Industries <br> Ltd.<br>| 1633971 | &nbsp;&nbsp; 1716390 |
|  | Jash Engineering Ltd. | 40142 | &nbsp;&nbsp; 266145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 532008 | &nbsp;&nbsp; 10779999 |
|  | JBM Auto Ltd. | 289208 | &nbsp;&nbsp; 2108127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jindal Drilling & <br> Industries Ltd.<br>| 5540 | &nbsp;&nbsp; 40533 |
|  | Jindal Poly Films Ltd. | 173458 | &nbsp;&nbsp; 1143532 |
|  | Jindal Saw Ltd. | 3033542 | &nbsp;&nbsp; 7283116 |
|  | Jindal Stainless Ltd. | 3443762 | &nbsp;&nbsp; 27102735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jindal Steel & Power <br> Ltd.<br>| 2233951 | &nbsp;&nbsp; 24491241 |
|  | Jindal Worldwide Ltd. | 155300 | &nbsp;&nbsp; 71957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jio Financial Services <br> Ltd.<br>| 5022249 | &nbsp;&nbsp; 18766567 |
| \* | JITF Infralogistics Ltd. | 31327 | &nbsp;&nbsp; 124658 |
|  | JK Cement Ltd. | 193990 | &nbsp;&nbsp; 14691071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Lakshmi Cement <br> Ltd.<br>| 427707 | &nbsp;&nbsp; 4737761 |
|  | JK Paper Ltd. | 969788 | &nbsp;&nbsp; 3927831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JK Tyre & Industries <br> Ltd.<br>| 1159437 | &nbsp;&nbsp; 4414827 |
|  | JM Financial Ltd. | 2849235 | &nbsp;&nbsp; 5097542 |
|  | JSW Energy Ltd. | 1914046 | &nbsp;&nbsp; 11258592 |
|  | JSW Steel Ltd. | 3063437 | &nbsp;&nbsp; 36877651 |
|  | JTEKT India Ltd. | 398076 | &nbsp;&nbsp; 584176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Foodworks <br> Ltd.<br>| 2172629 | &nbsp;&nbsp; 16064587 |
|  | Jubilant Ingrevia Ltd. | 841350 | &nbsp;&nbsp; 7414063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jubilant Pharmova <br> Ltd.<br>| 678091 | &nbsp;&nbsp; 9209242 |
|  | Jupiter Wagons Ltd. | 302639 | &nbsp;&nbsp; 1173887 |
| \* | Just Dial Ltd. | 91506 | &nbsp;&nbsp; 871995 |
|  | Jyothy Labs Ltd. | 948390 | &nbsp;&nbsp; 3621980 |
| \* | Jyoti Structures Ltd. | 4646208 | &nbsp;&nbsp; 886094 |
|  | Kajaria Ceramics Ltd. | 642455 | &nbsp;&nbsp; 8619647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalpataru Projects <br> International Ltd.<br>| 759279 | &nbsp;&nbsp; 9895345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalyan Jewellers India <br> Ltd.<br>| 617706 | &nbsp;&nbsp; 4151290 |
|  | Kalyani Steels Ltd. | 203343 | &nbsp;&nbsp; 2054579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kansai Nerolac Paints <br> Ltd.<br>| 906862 | &nbsp;&nbsp; 2533073 |
|  | Karnataka Bank Ltd.  | 1691799 | &nbsp;&nbsp; 3476244 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Karur Vysya Bank Ltd. <br>| 3740712 | &nbsp;&nbsp; $11311794 |
|  | Kaveri Seed Co. Ltd. | 209217 | &nbsp;&nbsp; 2640511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kaynes Technology <br> India Ltd.<br>| 13385 | &nbsp;&nbsp; 942044 |
|  | KCP Ltd.  | 563447 | &nbsp;&nbsp; 1299790 |
|  | KDDL Ltd. | 11253 | &nbsp;&nbsp; 343979 |
|  | KEC International Ltd. | 890909 | &nbsp;&nbsp; 8705786 |
|  | KEI Industries Ltd. | 391409 | &nbsp;&nbsp; 17075799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kellton Tech Solutions <br> Ltd.<br>| 1366925 | &nbsp;&nbsp; 443537 |
|  | Kennametal India Ltd. | 21504 | &nbsp;&nbsp; 530234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kesoram Industries <br> Ltd.<br>| 145969 | &nbsp;&nbsp; 8948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kewal Kiran Clothing <br> Ltd.<br>| 58807 | &nbsp;&nbsp; 371086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keystone Realtors <br> Ltd.<br>| 2623 | &nbsp;&nbsp; 18477 |
|  | Kfin Technologies Ltd. | 5993 | &nbsp;&nbsp; 73480 |
| \* | Kiri Industries Ltd. | 72912 | &nbsp;&nbsp; 453398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Brothers <br> Ltd.<br>| 113860 | &nbsp;&nbsp; 2540306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Electric Co. <br> Ltd.<br>| 83171 | &nbsp;&nbsp; 121232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Ferrous <br> Industries Ltd.<br>| 305181 | &nbsp;&nbsp; 2095296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Industries <br> Ltd.<br>| 1206 | &nbsp;&nbsp; 58620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Oil Engines <br> Ltd.<br>| 584760 | &nbsp;&nbsp; 5974412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kirloskar Pneumatic <br> Co. Ltd.<br>| 42165 | &nbsp;&nbsp; 631905 |
|  | Kitex Garments Ltd. | 723753 | &nbsp;&nbsp; 1855814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KNR Constructions <br> Ltd.<br>| 1321586 | &nbsp;&nbsp; 3206892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kolte-Patil Developers <br> Ltd.<br>| 185064 | &nbsp;&nbsp; 868203 |
|  | Kopran Ltd. | 44169 | &nbsp;&nbsp; 80665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kotak Mahindra Bank <br> Ltd.<br>| 1114672 | &nbsp;&nbsp; 25131709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kovai Medical Center <br> & Hospital Ltd.<br>| 2860 | &nbsp;&nbsp; 204349 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; KPI Green Energy <br> Ltd.<br>| 181367 | &nbsp;&nbsp; 1058687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KPIT Technologies <br> Ltd.<br>| 1119449 | &nbsp;&nbsp; 15520645 |
|  | KPR Mill Ltd. | 579614 | &nbsp;&nbsp; 7505013 |
|  | KRBL Ltd. | 510189 | &nbsp;&nbsp; 2234245 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Krishna Institute of <br> Medical Sciences <br> Ltd.<br>| 316592 | &nbsp;&nbsp; 2706042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krsnaa Diagnostics <br> Ltd.<br>| 52024 | &nbsp;&nbsp; 508549 |
|  | KSB Ltd. | 286720 | &nbsp;&nbsp; 2763667 |
|  | Ksolves India Ltd. | 18020 | &nbsp;&nbsp; 65906 |
|  | L&T Finance Ltd. | 3982167 | &nbsp;&nbsp; 9134113 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; L&T Technology <br> Services Ltd.<br>| 60291 | &nbsp;&nbsp; $2942106 |
|  | LA Opala RG Ltd. | 211733 | &nbsp;&nbsp; 664675 |
|  | Landmark Cars Ltd. | 3828 | &nbsp;&nbsp; 21644 |
|  | Larsen & Toubro Ltd. | 1345043 | &nbsp;&nbsp; 55502755 |
| Ω | Laurus Labs Ltd. | 2145834 | &nbsp;&nbsp; 21327652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Laxmi Organic <br> Industries Ltd.<br>| 216977 | &nbsp;&nbsp; 503234 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lemon Tree Hotels <br> Ltd.<br>| 1629782 | &nbsp;&nbsp; 2780900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LG Balakrishnan & <br> Bros Ltd.<br>| 189085 | &nbsp;&nbsp; 2721083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LIC Housing Finance <br> Ltd.<br>| 2379135 | &nbsp;&nbsp; 15841233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lincoln <br> Pharmaceuticals <br> Ltd.<br>| 10438 | &nbsp;&nbsp; 63290 |
|  | Linde India Ltd. | 54791 | &nbsp;&nbsp; 4081364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Engineering <br> Works Ltd.<br>| 2250878 | &nbsp;&nbsp; 1735314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Metals & <br> Energy Ltd.<br>| 33220 | &nbsp;&nbsp; 568330 |
|  | LMW Ltd. | 18002 | &nbsp;&nbsp; 3097110 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lodha Developers <br> Ltd.<br>| 45020 | &nbsp;&nbsp; 632243 |
|  | LT Foods Ltd. | 2083868 | &nbsp;&nbsp; 11509801 |
| Ω | LTIMindtree Ltd. | 275547 | &nbsp;&nbsp; 15939314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumax Auto <br> Technologies Ltd.<br>| 228184 | &nbsp;&nbsp; 2820714 |
|  | Lumax Industries Ltd. | 15471 | &nbsp;&nbsp; 694859 |
|  | Lupin Ltd. | 830759 | &nbsp;&nbsp; 18119448 |
|  | LUX Industries Ltd. | 42876 | &nbsp;&nbsp; 670293 |
|  | Mahanagar Gas Ltd. | 223084 | &nbsp;&nbsp; 3426552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra Scooters <br> Ltd.<br>| 7313 | &nbsp;&nbsp; 1324231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharashtra <br> Seamless Ltd.<br>| 413482 | &nbsp;&nbsp; 3314346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 3510266 | &nbsp;&nbsp; 10248510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra & Mahindra <br> Ltd.<br>| 2950732 | &nbsp;&nbsp; 107303047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Holidays & <br> Resorts India Ltd.<br>| 566670 | &nbsp;&nbsp; 2294592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Lifespace <br> Developers Ltd.<br>| 646673 | &nbsp;&nbsp; 2752361 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd.<br>| 34744 | &nbsp;&nbsp; 132949 |
|  | Maithan Alloys Ltd. | 60012 | &nbsp;&nbsp; 750466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Man Industries India <br> Ltd.<br>| 71097 | &nbsp;&nbsp; 360613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Man Infraconstruction <br> Ltd.<br>| 790034 | &nbsp;&nbsp; 1565148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manappuram Finance <br> Ltd.<br>| 5455313 | &nbsp;&nbsp; 15721452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mangalam Cement <br> Ltd.<br>| 71090 | &nbsp;&nbsp; 572745 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mangalore Refinery & <br> Petrochemicals Ltd.<br>| 896438 | &nbsp;&nbsp; $1283845 |
| \* | Mankind Pharma Ltd. | 2334 | &nbsp;&nbsp; 67897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manorama Industries <br> Ltd.<br>| 16332 | &nbsp;&nbsp; 282461 |
|  | Marico Ltd. | 1984233 | &nbsp;&nbsp; 16034036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marksans Pharma <br> Ltd.<br>| 1890046 | &nbsp;&nbsp; 4864189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maruti Suzuki India <br> Ltd.<br>| 149041 | &nbsp;&nbsp; 21230761 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; MAS Financial <br> Services Ltd.<br>| 313833 | &nbsp;&nbsp; 1102920 |
|  | Mastek Ltd. | 105194 | &nbsp;&nbsp; 2901355 |
| Ω | Matrimony.com Ltd. | 24735 | &nbsp;&nbsp; 149320 |
| \* | Max Estates Ltd. | 143275 | &nbsp;&nbsp; 790051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Max Healthcare <br> Institute Ltd.<br>| 919893 | &nbsp;&nbsp; 13092956 |
| \* | Max India Ltd. | 5727 | &nbsp;&nbsp; 14129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayur Uniquoters <br> Ltd.<br>| 149056 | &nbsp;&nbsp; 939624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mazagon Dock <br> Shipbuilders Ltd.<br>| 59167 | &nbsp;&nbsp; 1856384 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Medi Assist <br> Healthcare Services <br> Ltd.<br>| 21596 | &nbsp;&nbsp; 130656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Medplus Health <br> Services Ltd.<br>| 45698 | &nbsp;&nbsp; 485267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Meghmani Organics <br> Ltd.<br>| 925525 | &nbsp;&nbsp; 1041295 |
|  | Metro Brands Ltd. | 2912 | &nbsp;&nbsp; 41277 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Metropolis Healthcare <br> Ltd.<br>| 161112 | &nbsp;&nbsp; 3647649 |
|  | Minda Corp. Ltd. | 600530 | &nbsp;&nbsp; 3391652 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mishra Dhatu Nigam <br> Ltd.<br>| 389288 | &nbsp;&nbsp; 1747517 |
|  | MM Forgings Ltd. | 152640 | &nbsp;&nbsp; 595503 |
|  | MOIL Ltd. | 667739 | &nbsp;&nbsp; 2601848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mold-Tek Packaging <br> Ltd.<br>| 3202 | &nbsp;&nbsp; 30125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monte Carlo Fashions <br> Ltd.<br>| 77738 | &nbsp;&nbsp; 513484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Morepen Laboratories <br> Ltd.<br>| 2414724 | &nbsp;&nbsp; 1602701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motherson Sumi <br> Wiring India Ltd.<br>| 16176072 | &nbsp;&nbsp; 6859126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motilal Oswal <br> Financial Services <br> Ltd.<br>| 1322324 | &nbsp;&nbsp; 13689460 |
|  | Mphasis Ltd. | 412651 | &nbsp;&nbsp; 13046517 |
|  | MPS Ltd. | 8555 | &nbsp;&nbsp; 228658 |
|  | MRF Ltd. | 8371 | &nbsp;&nbsp; 14099803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mrs Bectors Food <br> Specialities Ltd.<br>| 132651 | &nbsp;&nbsp; 2276687 |
|  | MSTC Ltd. | 118793 | &nbsp;&nbsp; 645571 |
|  | Mukand Ltd. | 5374 | &nbsp;&nbsp; 8751 |
|  | Muthoot Finance Ltd. | 852138 | &nbsp;&nbsp; 25400638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nalwa Sons <br> Investments Ltd.<br>| 2799 | &nbsp;&nbsp; $213679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Narayana <br> Hrudayalaya Ltd.<br>| 342998 | &nbsp;&nbsp; 7512180 |
|  | Natco Pharma Ltd. | 682541 | &nbsp;&nbsp; 7404368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Aluminium <br> Co. Ltd.<br>| 4378481 | &nbsp;&nbsp; 9181326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Fertilizers <br> Ltd.<br>| 433676 | &nbsp;&nbsp; 479423 |
|  | Nava Ltd. | 1093954 | &nbsp;&nbsp; 7826558 |
| \*Ω | Navkar Corp. Ltd. | 43239 | &nbsp;&nbsp; 64252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navneet Education <br> Ltd.<br>| 655877 | &nbsp;&nbsp; 1107874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nazara Technologies <br> Ltd.<br>| 5695 | &nbsp;&nbsp; 87364 |
|  | NBCC India Ltd. | 5014186 | &nbsp;&nbsp; 6138233 |
|  | NCC Ltd. | 3428670 | &nbsp;&nbsp; 8456579 |
|  | NCL Industries Ltd. | 125047 | &nbsp;&nbsp; 311647 |
|  | NELCO Ltd. | 66242 | &nbsp;&nbsp; 621582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neogen Chemicals <br> Ltd.<br>| 46750 | &nbsp;&nbsp; 817316 |
|  | NESCO Ltd. | 154142 | &nbsp;&nbsp; 2422755 |
|  | Nestle India Ltd. | 866224 | &nbsp;&nbsp; 22158519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Neuland Laboratories <br> Ltd.<br>| 40298 | &nbsp;&nbsp; 6115383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newgen Software <br> Technologies Ltd.<br>| 209083 | &nbsp;&nbsp; 2021109 |
|  | NHPC Ltd. | 7890262 | &nbsp;&nbsp; 7434545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NIIT Learning <br> Systems Ltd.<br>| 686915 | &nbsp;&nbsp; 2488082 |
|  | NIIT Ltd. | 686915 | &nbsp;&nbsp; 897703 |
|  | Nilkamal Ltd. | 48172 | &nbsp;&nbsp; 924479 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Life India <br> Asset Management <br> Ltd.<br>| 608068 | &nbsp;&nbsp; 5602079 |
|  | Nitin Spinners Ltd. | 66098 | &nbsp;&nbsp; 275182 |
|  | NLC India Ltd. | 868685 | &nbsp;&nbsp; 2384473 |
|  | NMDC Ltd. | 16721442 | &nbsp;&nbsp; 13422709 |
| \* | NMDC Steel Ltd. | 2720359 | &nbsp;&nbsp; 1133561 |
|  | NOCIL Ltd. | 778613 | &nbsp;&nbsp; 1644673 |
|  | Novartis India Ltd. | 19447 | &nbsp;&nbsp; 216951 |
|  | NRB Bearings Ltd. | 430506 | &nbsp;&nbsp; 1402219 |
|  | NTPC Ltd. | 6681533 | &nbsp;&nbsp; 25316816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nucleus Software <br> Exports Ltd.<br>| 64818 | &nbsp;&nbsp; 780046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuvama Wealth <br> Management Ltd.<br>| 36101 | &nbsp;&nbsp; 2968645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoco Vistas Corp. <br> Ltd.<br>| 17078 | &nbsp;&nbsp; 82955 |
|  | Oberoi Realty Ltd. | 454000 | &nbsp;&nbsp; 8388111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oil & Natural Gas <br> Corp. Ltd.<br>| 4296092 | &nbsp;&nbsp; 11734028 |
|  | Oil India Ltd. | 1845951 | &nbsp;&nbsp; 9195983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; One 97 <br> Communications <br> Ltd.<br>| 432601 | &nbsp;&nbsp; 5354086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Onesource Specialty <br> Pharma Ltd.<br>| 210997 | &nbsp;&nbsp; 4732829 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | OnMobile Global Ltd. | 3082 | &nbsp;&nbsp; $1873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Optiemus Infracom <br> Ltd.<br>| 10418 | &nbsp;&nbsp; 70792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Financial <br> Services Software <br> Ltd.<br>| 116408 | &nbsp;&nbsp; 11147649 |
| \* | Orchid Pharma Ltd. | 12326 | &nbsp;&nbsp; 103114 |
|  | Orient Cement Ltd. | 703555 | &nbsp;&nbsp; 1980448 |
|  | Orient Electric Ltd. | 485744 | &nbsp;&nbsp; 1187090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orient Green Power <br> Co. Ltd.<br>| 1029549 | &nbsp;&nbsp; 163892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Paper & <br> Industries Ltd.<br>| 747183 | &nbsp;&nbsp; 238872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Aromatics <br> Ltd.<br>| 3 | &nbsp;&nbsp; 13 |
|  | Oriental Hotels Ltd. | 218484 | &nbsp;&nbsp; 355624 |
|  | Page Industries Ltd. | 25234 | &nbsp;&nbsp; 14028230 |
|  | Paisalo Digital Ltd. | 3492813 | &nbsp;&nbsp; 1231279 |
| \* | Pakka Ltd. | 59030 | &nbsp;&nbsp; 131897 |
| \* | Panacea Biotec Ltd. | 14667 | &nbsp;&nbsp; 66852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panama Petrochem <br> Ltd.<br>| 217304 | &nbsp;&nbsp; 899808 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Parag Milk Foods Ltd., <br> Class F<br>| 234425 | &nbsp;&nbsp; 654961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Paramount <br> Communications <br> Ltd.<br>| 16241 | &nbsp;&nbsp; 10304 |
|  | Patanjali Foods Ltd. | 90906 | &nbsp;&nbsp; 1924995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Patel Engineering <br> Ltd.<br>| 2594870 | &nbsp;&nbsp; 1099704 |
| \* | PB Fintech Ltd. | 94861 | &nbsp;&nbsp; 1942238 |
| \* | PC Jeweller Ltd. | 12271301 | &nbsp;&nbsp; 2162469 |
|  | PCBL Chemical Ltd. | 1853318 | &nbsp;&nbsp; 8232630 |
|  | PDS Ltd. | 69796 | &nbsp;&nbsp; 283440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pearl Global <br> Industries Ltd.<br>| 31948 | &nbsp;&nbsp; 548146 |
| \* | Peninsula Land Ltd. | 303610 | &nbsp;&nbsp; 124044 |
| \* | Pennar Industries Ltd. | 422532 | &nbsp;&nbsp; 1146061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Persistent Systems <br> Ltd.<br>| 470617 | &nbsp;&nbsp; 27468669 |
|  | Petronet LNG Ltd. | 4850771 | &nbsp;&nbsp; 15883697 |
|  | Pfizer Ltd. | 11574 | &nbsp;&nbsp; 684466 |
|  | PG Electroplast Ltd. | 375566 | &nbsp;&nbsp; 3474571 |
|  | Phoenix Mills Ltd.  | 596841 | &nbsp;&nbsp; 10079034 |
|  | PI Industries Ltd. | 247133 | &nbsp;&nbsp; 11929801 |
|  | Pidilite Industries Ltd. | 339280 | &nbsp;&nbsp; 11075756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Piramal Enterprises <br> Ltd.<br>| 704559 | &nbsp;&nbsp; 10136232 |
|  | Piramal Pharma Ltd. | 2685466 | &nbsp;&nbsp; 5998017 |
|  | Pitti Engineering Ltd. | 32888 | &nbsp;&nbsp; 351814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PIX Transmissions <br> Ltd.<br>| 13369 | &nbsp;&nbsp; 228482 |
|  | PNB Gilts Ltd. | 13485 | &nbsp;&nbsp; 16373 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; PNB Housing Finance <br> Ltd.<br>| 623237 | &nbsp;&nbsp; 6979010 |
|  | PNC Infratech Ltd. | 1059323 | &nbsp;&nbsp; 3739354 |
|  | Pokarna Ltd. | 60877 | &nbsp;&nbsp; 643733 |
|  | Poly Medicure Ltd. | 131049 | &nbsp;&nbsp; 2903294 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Polycab India Ltd. | 98789 | &nbsp;&nbsp; $7657182 |
|  | Polyplex Corp. Ltd. | 130652 | &nbsp;&nbsp; 1656240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Poonawalla Fincorp <br> Ltd.<br>| 1460271 | &nbsp;&nbsp; 7077649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Finance Corp. <br> Ltd.<br>| 7462064 | &nbsp;&nbsp; 34768660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Grid Corp. of <br> India Ltd.<br>| 7953436 | &nbsp;&nbsp; 26314795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power Mech Projects <br> Ltd.<br>| 93094 | &nbsp;&nbsp; 3310368 |
|  | Praj Industries Ltd. | 826462 | &nbsp;&nbsp; 4372836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prakash Industries <br> Ltd.<br>| 743434 | &nbsp;&nbsp; 1486515 |
|  | Prakash Pipes Ltd. | 38526 | &nbsp;&nbsp; 158182 |
| Ω | Prataap Snacks Ltd. | 30633 | &nbsp;&nbsp; 339546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Precision Wires India <br> Ltd.<br>| 156733 | &nbsp;&nbsp; 314918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Estates <br> Projects Ltd.<br>| 908125 | &nbsp;&nbsp; 16763047 |
| \* | Pricol Ltd. | 740399 | &nbsp;&nbsp; 3630938 |
| \* | Prime Focus Ltd. | 150178 | &nbsp;&nbsp; 246901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Pipes & <br> Fittings Ltd.<br>| 269023 | &nbsp;&nbsp; 1032459 |
| \* | Prism Johnson Ltd. | 896058 | &nbsp;&nbsp; 1556583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Privi Speciality <br> Chemicals Ltd.<br>| 26426 | &nbsp;&nbsp; 772012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Health Ltd.<br>| 48774 | &nbsp;&nbsp; 3293024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 28385 | &nbsp;&nbsp; 4449283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PTC India Financial <br> Services Ltd.<br>| 717921 | &nbsp;&nbsp; 339856 |
|  | PTC India Ltd. | 1958139 | &nbsp;&nbsp; 4273101 |
|  | Punjab National Bank | 4078187 | &nbsp;&nbsp; 4863369 |
| \* | Puravankara Ltd. | 130409 | &nbsp;&nbsp; 427516 |
| \* | PVR Inox Ltd. | 48863 | &nbsp;&nbsp; 556002 |
| Ω | Quess Corp. Ltd. | 375375 | &nbsp;&nbsp; 1268091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; R Systems <br> International Ltd.<br>| 22329 | &nbsp;&nbsp; 106011 |
|  | Radico Khaitan Ltd. | 150792 | &nbsp;&nbsp; 4687353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raghav Productivity <br> Enhancers Ltd.<br>| 4390 | &nbsp;&nbsp; 31591 |
|  | Rail Vikas Nigam Ltd. | 44364 | &nbsp;&nbsp; 174858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Railtel Corp. of India <br> Ltd.<br>| 86597 | &nbsp;&nbsp; 359816 |
|  | Rain Industries Ltd. | 1425673 | &nbsp;&nbsp; 2538710 |
| \* | Rajesh Exports Ltd. | 452343 | &nbsp;&nbsp; 966838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rajratan Global Wire <br> Ltd.<br>| 3728 | &nbsp;&nbsp; 16293 |
|  | Rallis India Ltd. | 645725 | &nbsp;&nbsp; 2751245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ram Ratna Wires <br> Ltd.<br>| 3339 | &nbsp;&nbsp; 29652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rama Steel Tubes <br> Ltd.<br>| 253256 | &nbsp;&nbsp; 31572 |
|  | Ramco Cements Ltd. | 631409 | &nbsp;&nbsp; 8395939 |
|  | Ramco Industries Ltd. | 193779 | &nbsp;&nbsp; 646733 |
| \* | Ramco Systems Ltd. | 16158 | &nbsp;&nbsp; 70416 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkrishna Forgings <br> Ltd.<br>| 507948 | &nbsp;&nbsp; $3363324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ramky Infrastructure <br> Ltd.<br>| 47282 | &nbsp;&nbsp; 314775 |
|  | Rane Holdings Ltd. | 26316 | &nbsp;&nbsp; 454993 |
| \* | Rane Madras Ltd. | 625 | &nbsp;&nbsp; 5979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rashtriya Chemicals <br> & Fertilizers Ltd.<br>| 1821196 | &nbsp;&nbsp; 3145960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rategain Travel <br> Technologies Ltd.<br>| 4305 | &nbsp;&nbsp; 21420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratnamani Metals & <br> Tubes Ltd.<br>| 126633 | &nbsp;&nbsp; 3807392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RattanIndia <br> Enterprises Ltd.<br>| 16851 | &nbsp;&nbsp; 10459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; RattanIndia Power <br> Ltd.<br>| 11416487 | &nbsp;&nbsp; 1655558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Raymond Lifestyle <br> Ltd.<br>| 210777 | &nbsp;&nbsp; 2744501 |
| \* | Raymond Ltd. | 263472 | &nbsp;&nbsp; 2004722 |
| \* | Raymond Realty Ltd. | 263472 | &nbsp;&nbsp; 2075323 |
| Ω | RBL Bank Ltd. | 3330253 | &nbsp;&nbsp; 10089853 |
|  | REC Ltd. | 11285020 | &nbsp;&nbsp; 50570245 |
|  | Redington Ltd. | 5892276 | &nbsp;&nbsp; 16782651 |
|  | Redtape Ltd. | 1334660 | &nbsp;&nbsp; 1954068 |
| \* | Refex Industries Ltd. | 37305 | &nbsp;&nbsp; 183630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Relaxo Footwears <br> Ltd.<br>| 140883 | &nbsp;&nbsp; 725879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industrial <br> Infrastructure Ltd.<br>| 55253 | &nbsp;&nbsp; 544387 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RIGD LI), <br> Sponsored GDR<br>| 466 | &nbsp;&nbsp; 29333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Industries <br> Ltd. (RIL IN)<br>| 10243189 | &nbsp;&nbsp; 161742132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reliance Infrastructure <br> Ltd.<br>| 785217 | &nbsp;&nbsp; 2913414 |
| \* | Reliance Power Ltd. | 18883680 | &nbsp;&nbsp; 11268923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Religare Enterprises <br> Ltd.<br>| 551773 | &nbsp;&nbsp; 1678940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Repco Home Finance <br> Ltd.<br>| 293803 | &nbsp;&nbsp; 1358655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Responsive Industries <br> Ltd.<br>| 22401 | &nbsp;&nbsp; 55616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rhi Magnesita India <br> Ltd.<br>| 275 | &nbsp;&nbsp; 1578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rico Auto Industries <br> Ltd.<br>| 496526 | &nbsp;&nbsp; 403275 |
|  | RITES Ltd. | 699051 | &nbsp;&nbsp; 2038090 |
|  | Rossari Biotech Ltd. | 53973 | &nbsp;&nbsp; 436056 |
|  | Route Mobile Ltd. | 109783 | &nbsp;&nbsp; 1127302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPG Life Sciences <br> Ltd.<br>| 5105 | &nbsp;&nbsp; 139423 |
| \* | RPSG Ventures Ltd. | 59269 | &nbsp;&nbsp; 674240 |
| \* | RSWM Ltd. | 220070 | &nbsp;&nbsp; 393347 |
|  | Rupa & Co. Ltd. | 31299 | &nbsp;&nbsp; 75399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safari Industries India <br> Ltd.<br>| 65305 | &nbsp;&nbsp; 1564664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Sagar Cements Ltd. | 199661 | &nbsp;&nbsp; $556599 |
|  | Saksoft Ltd. | 54870 | &nbsp;&nbsp; 130683 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Salasar Techno <br> Engineering Ltd.<br>| 1233023 | &nbsp;&nbsp; 100243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sammaan Capital <br> Ltd.<br>| 2700114 | &nbsp;&nbsp; 3881781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samvardhana <br> Motherson <br> International Ltd.<br>| 16350214 | &nbsp;&nbsp; 17995756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandhar Technologies <br> Ltd.<br>| 127811 | &nbsp;&nbsp; 708153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sandur Manganese & <br> Iron Ores Ltd.<br>| 45264 | &nbsp;&nbsp; 233745 |
|  | Sangam India Ltd. | 80528 | &nbsp;&nbsp; 394429 |
| \* | Sanghi Industries Ltd. | 43693 | &nbsp;&nbsp; 32943 |
|  | Sanghvi Movers Ltd. | 171834 | &nbsp;&nbsp; 526489 |
|  | Sanofi India Ltd. | 50058 | &nbsp;&nbsp; 3332179 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sansera Engineering <br> Ltd.<br>| 77127 | &nbsp;&nbsp; 1161241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sapphire Foods India <br> Ltd.<br>| 252111 | &nbsp;&nbsp; 908482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarda Energy & <br> Minerals Ltd.<br>| 748003 | &nbsp;&nbsp; 3794237 |
|  | Saregama India Ltd. | 250819 | &nbsp;&nbsp; 1378530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sasken Technologies <br> Ltd.<br>| 19339 | &nbsp;&nbsp; 325809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Satin Creditcare <br> Network Ltd.<br>| 356801 | &nbsp;&nbsp; 589218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Savita Oil <br> Technologies Ltd.<br>| 147447 | &nbsp;&nbsp; 670879 |
| \* | SBFC Finance Ltd. | 258216 | &nbsp;&nbsp; 307052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SBI Cards & Payment <br> Services Ltd.<br>| 556843 | &nbsp;&nbsp; 5123128 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; SBI Life Insurance Co. <br> Ltd.<br>| 664585 | &nbsp;&nbsp; 13898139 |
|  | Schaeffler India Ltd. | 146940 | &nbsp;&nbsp; 6884961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric <br> Infrastructure Ltd.<br>| 249896 | &nbsp;&nbsp; 2847057 |
| \* | SEAMEC Ltd. | 25745 | &nbsp;&nbsp; 231079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Selan Exploration <br> Technology Ltd.<br>| 14588 | &nbsp;&nbsp; 99500 |
|  | Senco Gold Ltd. | 26310 | &nbsp;&nbsp; 93776 |
| \* | SEPC Ltd. | 3669982 | &nbsp;&nbsp; 441206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sequent Scientific <br> Ltd.<br>| 351617 | &nbsp;&nbsp; 684988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seshasayee Paper & <br> Boards Ltd.<br>| 133414 | &nbsp;&nbsp; 415328 |
| \*Ω | SH Kelkar & Co. Ltd. | 357128 | &nbsp;&nbsp; 1042907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shaily Engineering <br> Plastics Ltd.<br>| 21598 | &nbsp;&nbsp; 391695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shakti Pumps India <br> Ltd.<br>| 181026 | &nbsp;&nbsp; 1835462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shankara Building <br> Products Ltd.<br>| 57507 | &nbsp;&nbsp; 771008 |
|  | Shanthi Gears Ltd. | 29208 | &nbsp;&nbsp; 183246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Cropchem <br> Ltd.<br>| 223457 | &nbsp;&nbsp; 2874704 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sharda Motor <br> Industries Ltd.<br>| 101180 | &nbsp;&nbsp; $1200019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Share India Securities <br> Ltd.<br>| 362351 | &nbsp;&nbsp; 714892 |
| \* | Sheela Foam Ltd. | 41427 | &nbsp;&nbsp; 314933 |
| \* | Shilpa Medicare Ltd. | 192168 | &nbsp;&nbsp; 1907821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Land & Assets <br> Ltd.<br>| 1289688 | &nbsp;&nbsp; 737241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shipping Corp. of <br> India Ltd.<br>| 1423653 | &nbsp;&nbsp; 3491415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shivalik Bimetal <br> Controls Ltd.<br>| 19722 | &nbsp;&nbsp; 118755 |
| \* | Shoppers Stop Ltd. | 152109 | &nbsp;&nbsp; 902498 |
|  | Shree Cement Ltd. | 19851 | &nbsp;&nbsp; 6924757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shree Renuka Sugars <br> Ltd.<br>| 856560 | &nbsp;&nbsp; 291504 |
|  | Shriram Finance Ltd. | 5149860 | &nbsp;&nbsp; 36939321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Pistons & <br> Rings Ltd.<br>| 72555 | &nbsp;&nbsp; 1981644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shriram Properties <br> Ltd.<br>| 47995 | &nbsp;&nbsp; 49400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shyam Metalics & <br> Energy Ltd.<br>| 27946 | &nbsp;&nbsp; 312161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy India <br> Ltd.<br>| 54253 | &nbsp;&nbsp; 1994879 |
|  | Siemens Ltd. | 54253 | &nbsp;&nbsp; 1868985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sigachi Industries <br> Ltd.<br>| 21591 | &nbsp;&nbsp; 9249 |
| \* | SIS Ltd. | 196947 | &nbsp;&nbsp; 868611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siyaram Silk Mills <br> Ltd.<br>| 133723 | &nbsp;&nbsp; 952646 |
|  | SJS Enterprises Ltd. | 74008 | &nbsp;&nbsp; 1030236 |
|  | SKF India Ltd. | 129292 | &nbsp;&nbsp; 7192268 |
|  | Skipper Ltd. | 68017 | &nbsp;&nbsp; 377608 |
|  | SML ISUZU Ltd. | 4113 | &nbsp;&nbsp; 154606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snowman Logistics <br> Ltd.<br>| 260899 | &nbsp;&nbsp; 160559 |
|  | Sobha Ltd. | 405439 | &nbsp;&nbsp; 7366906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Solar Industries India <br> Ltd.<br>| 126873 | &nbsp;&nbsp; 20307745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solara Active Pharma <br> Sciences Ltd.<br>| 75910 | &nbsp;&nbsp; 554392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somany Ceramics <br> Ltd.<br>| 98351 | &nbsp;&nbsp; 604313 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Sona Blw Precision <br> Forgings Ltd.<br>| 120777 | &nbsp;&nbsp; 619696 |
|  | Sonata Software Ltd. | 1017553 | &nbsp;&nbsp; 4542399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; South Indian Bank <br> Ltd.<br>| 11139285 | &nbsp;&nbsp; 3756879 |
| \* | SP Apparels Ltd. | 20771 | &nbsp;&nbsp; 197224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd.<br>| 89960 | &nbsp;&nbsp; 275534 |
|  | SRF Ltd. | 650031 | &nbsp;&nbsp; 22453885 |
| \* | Star Cement Ltd. | 611259 | &nbsp;&nbsp; 1667272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Star Health & Allied <br> Insurance Co. Ltd.<br>| 17669 | &nbsp;&nbsp; 88960 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBID LI), GDR<br>| 13327 | &nbsp;&nbsp; $1219930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBIN IN)<br>| 5075462 | &nbsp;&nbsp; 45954166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; State Bank of India <br> (SBKFF US), GDR<br>| 5089 | &nbsp;&nbsp; 466661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Authority of India <br> Ltd.<br>| 4980889 | &nbsp;&nbsp; 7021701 |
|  | Steelcast Ltd. | 196 | &nbsp;&nbsp; 2486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sterlite Technologies <br> Ltd.<br>| 1257227 | &nbsp;&nbsp; 1707061 |
|  | STL Networks Ltd. | 1179841 | &nbsp;&nbsp; 348300 |
|  | Stove Kraft Ltd. | 12205 | &nbsp;&nbsp; 82181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Strides Pharma <br> Science Ltd.<br>| 421995 | &nbsp;&nbsp; 4181368 |
| \* | Stylam Industries Ltd. | 27206 | &nbsp;&nbsp; 537791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Styrenix Performance <br> Materials Ltd.<br>| 38376 | &nbsp;&nbsp; 1269183 |
| \* | Subex Ltd. | 2186579 | &nbsp;&nbsp; 325802 |
|  | Subros Ltd. | 160835 | &nbsp;&nbsp; 1562498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sudarshan Chemical <br> Industries Ltd.<br>| 258747 | &nbsp;&nbsp; 4204093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical <br> India Ltd.<br>| 210690 | &nbsp;&nbsp; 1553865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sun Pharmaceutical <br> Industries Ltd. <br> (SUNP IN)<br>| 1329896 | &nbsp;&nbsp; 25725228 |
|  | Sun TV Network Ltd. | 889605 | &nbsp;&nbsp; 5699782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram Finance <br> Ltd.<br>| 160152 | &nbsp;&nbsp; 8463801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundaram-Clayton <br> Ltd.<br>| 16214 | &nbsp;&nbsp; 360116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sundram Fasteners <br> Ltd.<br>| 659326 | &nbsp;&nbsp; 7443256 |
|  | Sundrop Brands Ltd. | 48493 | &nbsp;&nbsp; 450049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sunflag Iron & Steel <br> Co. Ltd.<br>| 186996 | &nbsp;&nbsp; 608170 |
|  | Sunteck Realty Ltd. | 384730 | &nbsp;&nbsp; 1722182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suprajit Engineering <br> Ltd.<br>| 496580 | &nbsp;&nbsp; 2592153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Industries <br> Ltd.<br>| 285046 | &nbsp;&nbsp; 13947416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Petrochem <br> Ltd.<br>| 476982 | &nbsp;&nbsp; 4258421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Supriya Lifescience <br> Ltd.<br>| 45816 | &nbsp;&nbsp; 344140 |
|  | Surya Roshni Ltd. | 617792 | &nbsp;&nbsp; 2306875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Suryoday Small <br> Finance Bank Ltd.<br>| 23172 | &nbsp;&nbsp; 33237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sutlej Textiles & <br> Industries Ltd.<br>| 384327 | &nbsp;&nbsp; 183661 |
|  | Suyog Telematics Ltd. | 4976 | &nbsp;&nbsp; 48363 |
| \* | Suzlon Energy Ltd. | 34335189 | &nbsp;&nbsp; 23904729 |
|  | Swaraj Engines Ltd. | 35022 | &nbsp;&nbsp; 1671267 |
|  | Symphony Ltd. | 66659 | &nbsp;&nbsp; 842994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Syncom Formulations <br> India Ltd.<br>| 80164 | &nbsp;&nbsp; 16614 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Syngene International <br> Ltd.<br>| 1090061 | &nbsp;&nbsp; $8801257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TAJGVK Hotels & <br> Resorts Ltd.<br>| 61538 | &nbsp;&nbsp; 286655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Talbros Automotive <br> Components Ltd.<br>| 57878 | &nbsp;&nbsp; 188448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamil Nadu Newsprint <br> & Papers Ltd.<br>| 200485 | &nbsp;&nbsp; 365286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamilnad Mercantile <br> Bank Ltd.<br>| 88069 | &nbsp;&nbsp; 459291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tamilnadu <br> Petroproducts Ltd.<br>| 221740 | &nbsp;&nbsp; 249091 |
|  | Tanla Platforms Ltd. | 346578 | &nbsp;&nbsp; 2479328 |
| \* | TARC Ltd. | 365981 | &nbsp;&nbsp; 768242 |
|  | Tarsons Products Ltd. | 3118 | &nbsp;&nbsp; 13112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tasty Bite Eatables <br> Ltd.<br>| 272 | &nbsp;&nbsp; 34954 |
|  | Tata Chemicals Ltd. | 1095234 | &nbsp;&nbsp; 12239843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Communications <br> Ltd.<br>| 526741 | &nbsp;&nbsp; 10255844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consultancy <br> Services Ltd.<br>| 1884702 | &nbsp;&nbsp; 64919601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tata Consumer <br> Products Ltd.<br>| 790850 | &nbsp;&nbsp; 9653564 |
|  | Tata Elxsi Ltd. | 125312 | &nbsp;&nbsp; 8668530 |
|  | Tata Motors Ltd. | 6634894 | &nbsp;&nbsp; 50188583 |
|  | Tata Power Co. Ltd. | 3061437 | &nbsp;&nbsp; 13816375 |
|  | Tata Steel Ltd. | 22581634 | &nbsp;&nbsp; 40388459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tatva Chintan Pharma <br> Chem Pvt Ltd.<br>| 1629 | &nbsp;&nbsp; 21751 |
|  | TCI Express Ltd. | 88976 | &nbsp;&nbsp; 710554 |
|  | TCPL Packaging Ltd. | 2011 | &nbsp;&nbsp; 82546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TD Power Systems <br> Ltd.<br>| 464417 | &nbsp;&nbsp; 2686574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TeamLease Services <br> Ltd.<br>| 1734 | &nbsp;&nbsp; 36163 |
|  | Tech Mahindra Ltd. | 1561211 | &nbsp;&nbsp; 25905887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 364168 | &nbsp;&nbsp; 5985359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Technocraft Industries <br> India Ltd.<br>| 10603 | &nbsp;&nbsp; 377647 |
|  | Tega Industries Ltd. | 20375 | &nbsp;&nbsp; 439990 |
| Ω | Tejas Networks Ltd. | 28394 | &nbsp;&nbsp; 187918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco <br> Infrastructure & <br> Holdings Ltd.<br>| 26899 | &nbsp;&nbsp; 30335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texmaco Rail & <br> Engineering Ltd.<br>| 994500 | &nbsp;&nbsp; 1656713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanga Mayil <br> Jewellery Ltd.<br>| 24469 | &nbsp;&nbsp; 525341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thejo Engineering <br> Ltd.<br>| 7476 | &nbsp;&nbsp; 200756 |
|  | Themis Medicare Ltd. | 26415 | &nbsp;&nbsp; 32194 |
|  | Thermax Ltd. | 64548 | &nbsp;&nbsp; 2893302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thirumalai Chemicals <br> Ltd.<br>| 607593 | &nbsp;&nbsp; 2057766 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thomas Cook India <br> Ltd.<br>| 902430 | &nbsp;&nbsp; $1728931 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Thyrocare <br> Technologies Ltd.<br>| 69888 | &nbsp;&nbsp; 1056362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tilaknagar Industries <br> Ltd.<br>| 369389 | &nbsp;&nbsp; 2069158 |
|  | Time Technoplast Ltd. | 1345394 | &nbsp;&nbsp; 7133008 |
|  | Timken India Ltd. | 135291 | &nbsp;&nbsp; 5097660 |
|  | Tips Music Ltd. | 84350 | &nbsp;&nbsp; 562302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Titagarh Rail System <br> Ltd.<br>| 266058 | &nbsp;&nbsp; 2598982 |
|  | Titan Co. Ltd. | 735289 | &nbsp;&nbsp; 27928773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Torrent <br> Pharmaceuticals <br> Ltd.<br>| 462723 | &nbsp;&nbsp; 19765024 |
|  | Torrent Power Ltd. | 802309 | &nbsp;&nbsp; 11904825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tourism Finance Corp. <br> of India Ltd.<br>| 347886 | &nbsp;&nbsp; 1169697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransIndia Real <br> Estate Ltd.<br>| 264161 | &nbsp;&nbsp; 98981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transport Corp. of <br> India Ltd.<br>| 291382 | &nbsp;&nbsp; 3882240 |
|  | Trent Ltd. | 384155 | &nbsp;&nbsp; 21938515 |
|  | Trident Ltd. | 8614345 | &nbsp;&nbsp; 2949369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triveni Engineering & <br> Industries Ltd.<br>| 703446 | &nbsp;&nbsp; 2736608 |
|  | Triveni Turbine Ltd. | 783888 | &nbsp;&nbsp; 5337491 |
|  | TTK Healthcare Ltd. | 2972 | &nbsp;&nbsp; 41933 |
|  | TTK Prestige Ltd. | 243194 | &nbsp;&nbsp; 1748833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tube Investments of <br> India Ltd.<br>| 470598 | &nbsp;&nbsp; 15173079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TV Today Network <br> Ltd.<br>| 204034 | &nbsp;&nbsp; 357065 |
|  | TVS Holdings Ltd. | 21218 | &nbsp;&nbsp; 2801966 |
|  | TVS Motor Co. Ltd. | 633055 | &nbsp;&nbsp; 20215496 |
|  | TVS Srichakra Ltd. | 27163 | &nbsp;&nbsp; 928882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TVS Supply Chain <br> Solutions Ltd.<br>| 8956 | &nbsp;&nbsp; 13017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Udaipur Cement <br> Works Ltd.<br>| 64734 | &nbsp;&nbsp; 26519 |
|  | Uflex Ltd. | 314886 | &nbsp;&nbsp; 2121375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ugar Sugar Works <br> Ltd.<br>| 78357 | &nbsp;&nbsp; 39859 |
| \* | Ugro Capital Ltd. | 198930 | &nbsp;&nbsp; 384506 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Ujjivan Small Finance <br> Bank Ltd.<br>| 10678610 | &nbsp;&nbsp; 5388927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UltraTech Cement <br> Ltd.<br>| 192126 | &nbsp;&nbsp; 26752565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Unichem Laboratories <br> Ltd.<br>| 194087 | &nbsp;&nbsp; 1388440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of India <br> Ltd.<br>| 5175487 | &nbsp;&nbsp; 7694395 |
|  | Uniparts India Ltd. | 2175 | &nbsp;&nbsp; 8651 |
|  | United Breweries Ltd. | 103773 | &nbsp;&nbsp; 2299297 |
|  | United Spirits Ltd. | 809814 | &nbsp;&nbsp; 12334399 |
|  | Universal Cables Ltd. | 8915 | &nbsp;&nbsp; 75154 |
|  | UNO Minda Ltd. | 1047139 | &nbsp;&nbsp; 12391377 |
| \* | UPL Ltd. | 3289980 | &nbsp;&nbsp; 25505858 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Urja Global Ltd. | 233310 | &nbsp;&nbsp; $37022 |
|  | Usha Martin Ltd. | 1086960 | &nbsp;&nbsp; 4644520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UTI Asset <br> Management Co. <br> Ltd.<br>| 189320 | &nbsp;&nbsp; 2853817 |
| \* | V2 Retail Ltd. | 15957 | &nbsp;&nbsp; 336415 |
| \* | VA Tech Wabag Ltd. | 312865 | &nbsp;&nbsp; 5620910 |
|  | Vadilal Industries Ltd. | 7062 | &nbsp;&nbsp; 419604 |
|  | Vaibhav Global Ltd. | 267528 | &nbsp;&nbsp; 687681 |
| \*Ω | Valiant Organics Ltd. | 9479 | &nbsp;&nbsp; 37923 |
| \* | Valor Estate Ltd. | 669648 | &nbsp;&nbsp; 1404554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vardhman Special <br> Steels Ltd.<br>| 16776 | &nbsp;&nbsp; 51646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vardhman Textiles <br> Ltd.<br>| 1004596 | &nbsp;&nbsp; 4971714 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Varroc Engineering <br> Ltd.<br>| 253206 | &nbsp;&nbsp; 1540096 |
|  | Varun Beverages Ltd. | 2814547 | &nbsp;&nbsp; 16676533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vascon Engineers <br> Ltd.<br>| 8327 | &nbsp;&nbsp; 5088 |
|  | Vedant Fashions Ltd. | 41854 | &nbsp;&nbsp; 358792 |
|  | Vedanta Ltd. | 5827878 | &nbsp;&nbsp; 28078797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Veedol Corporation <br> Ltd.<br>| 41272 | &nbsp;&nbsp; 778681 |
|  | Venky's India Ltd. | 37741 | &nbsp;&nbsp; 650026 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Venus Pipes & Tubes <br> Ltd.<br>| 3567 | &nbsp;&nbsp; 56649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veranda Learning <br> Solutions Ltd.<br>| 7839 | &nbsp;&nbsp; 21094 |
|  | Vesuvius India Ltd. | 279810 | &nbsp;&nbsp; 1646373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; V-Guard Industries <br> Ltd.<br>| 1039773 | &nbsp;&nbsp; 4530174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vidhi Specialty Food <br> Ingredients Ltd.<br>| 8288 | &nbsp;&nbsp; 38637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vijaya Diagnostic <br> Centre Ltd.<br>| 45241 | &nbsp;&nbsp; 552462 |
| \* | Vikas Lifecare Ltd. | 2298854 | &nbsp;&nbsp; 62958 |
|  | Vimta Labs Ltd. | 123666 | &nbsp;&nbsp; 984655 |
|  | Vinati Organics Ltd. | 168920 | &nbsp;&nbsp; 3513466 |
|  | Vindhya Telelinks Ltd. | 27832 | &nbsp;&nbsp; 498994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vintage Coffee & <br> Beverages Ltd.<br>| 36335 | &nbsp;&nbsp; 64280 |
|  | Visaka Industries Ltd. | 1730 | &nbsp;&nbsp; 1663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vishnu Chemicals <br> Ltd.<br>| 62152 | &nbsp;&nbsp; 402078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; VL E-Governance & <br> IT Solutions Ltd.<br>| 119621 | &nbsp;&nbsp; 60243 |
| \* | V-Mart Retail Ltd. | 108852 | &nbsp;&nbsp; 975926 |
| \* | Vodafone Idea Ltd. | 33845556 | &nbsp;&nbsp; 2657295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltamp Transformers <br> Ltd.<br>| 25701 | &nbsp;&nbsp; 2566649 |
|  | Voltas Ltd. | 321889 | &nbsp;&nbsp; 4830928 |
|  | VRL Logistics Ltd. | 267849 | &nbsp;&nbsp; 1883377 |
|  | VST Industries Ltd. | 326604 | &nbsp;&nbsp; 1049846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VST Tillers Tractors <br> Ltd.<br>| 26587 | &nbsp;&nbsp; 1379313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walchandnagar <br> Industries Ltd.<br>| 24757 | &nbsp;&nbsp; 55949 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Websol Energy <br> System Ltd.<br>| 21488 | &nbsp;&nbsp; $325149 |
|  | Welspun Corp. Ltd. | 1123115 | &nbsp;&nbsp; 11901564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Welspun Enterprises <br> Ltd.<br>| 447557 | &nbsp;&nbsp; 2503243 |
|  | Welspun Living Ltd. | 2895250 | &nbsp;&nbsp; 4189941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Coast Paper <br> Mills Ltd.<br>| 427269 | &nbsp;&nbsp; 2586986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Westlife Foodworld <br> Ltd.<br>| 191875 | &nbsp;&nbsp; 1583271 |
|  | Wheels India Ltd. | 3522 | &nbsp;&nbsp; 30511 |
|  | Whirlpool of India Ltd. | 120592 | &nbsp;&nbsp; 1827609 |
|  | Windlas Biotech Ltd. | 5333 | &nbsp;&nbsp; 59558 |
|  | Wipro Ltd. | 6769186 | &nbsp;&nbsp; 19037588 |
| \* | Wockhardt Ltd. | 361997 | &nbsp;&nbsp; 6855659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wonderla Holidays <br> Ltd.<br>| 112920 | &nbsp;&nbsp; 814292 |
|  | XPRO India Ltd. | 2364 | &nbsp;&nbsp; 30137 |
|  | Yasho Industries Ltd. | 1323 | &nbsp;&nbsp; 28944 |
| \* | Yes Bank Ltd. | 31282558 | &nbsp;&nbsp; 6723989 |
|  | Yuken India Ltd. | 1054 | &nbsp;&nbsp; 12658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zee Entertainment <br> Enterprises Ltd.<br>| 5486854 | &nbsp;&nbsp; 7388690 |
| \* | Zee Media Corp. Ltd. | 2420508 | &nbsp;&nbsp; 366578 |
|  | Zen Technologies Ltd. | 163789 | &nbsp;&nbsp; 2695639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zensar Technologies <br> Ltd.<br>| 777012 | &nbsp;&nbsp; 7147039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZF Commercial <br> Vehicle Control <br> Systems India Ltd.<br>| 1496 | &nbsp;&nbsp; 224729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zydus Lifesciences <br> Ltd.<br>| 874296 | &nbsp;&nbsp; 9570796 |
|  | Zydus Wellness Ltd. | 63725 | &nbsp;&nbsp; 1468418 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 5709896346 |
| INDONESIA — (1.3%) | INDONESIA — (1.3%) | INDONESIA — (1.3%) | INDONESIA — (1.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABM Investama Tbk. <br> PT<br>| 3392900 | &nbsp;&nbsp; 605695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adhi Karya Persero <br> Tbk. PT<br>| 7836679 | &nbsp;&nbsp; 115100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adi Sarana Armada <br> Tbk. PT<br>| 9416800 | &nbsp;&nbsp; 484789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AKR Corporindo Tbk. <br> PT<br>| 53071500 | &nbsp;&nbsp; 4326473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alam Sutera Realty <br> Tbk. PT<br>| 65510400 | &nbsp;&nbsp; 620271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamtri Minerals <br> Indonesia Tbk. PT<br>| 7119900 | &nbsp;&nbsp; 479269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alamtri Resources <br> Indonesia Tbk. PT<br>| 82585900 | &nbsp;&nbsp; 9257656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allo Bank Indonesia <br> Tbk. PT<br>| 1007600 | &nbsp;&nbsp; 79894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aneka Tambang Tbk. <br> PT<br>| 46583119 | &nbsp;&nbsp; 8060514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arwana Citramulia <br> Tbk. PT<br>| 23118100 | &nbsp;&nbsp; 820845 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 53519500 | &nbsp;&nbsp; $1527890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Agro Lestari <br> Tbk. PT<br>| 3375022 | &nbsp;&nbsp; 1395121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra International <br> Tbk. PT<br>| 61505200 | &nbsp;&nbsp; 19012514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Otoparts Tbk. <br> PT<br>| 7391800 | &nbsp;&nbsp; 965327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asuransi Tugu <br> Pratama Indonesia <br> Tbk. PT<br>| 179300 | &nbsp;&nbsp; 10455 |
|  | Avia Avian Tbk. PT | 12813800 | &nbsp;&nbsp; 354100 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Bakrie Telecom Tbk. <br> PT<br>| 35294139 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Amar Indonesia <br> Tbk. PT<br>| 13801810 | &nbsp;&nbsp; 172729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank BTPN Syariah <br> Tbk. PT<br>| 15157400 | &nbsp;&nbsp; 1295521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Bukopin Tbk. <br> PT<br>| 142642188 | &nbsp;&nbsp; 544952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Capital <br> Indonesia Tbk. PT<br>| 20448500 | &nbsp;&nbsp; 161499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Central Asia <br> Tbk. PT<br>| 91803500 | &nbsp;&nbsp; 46011497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank China <br> Construction Bank <br> Indonesia Tbk. PT<br>| 17420100 | &nbsp;&nbsp; 70916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Ganesha Tbk. <br> PT<br>| 8856600 | &nbsp;&nbsp; 42490 |
| \* | Bank Ina Perdana PT | 2485100 | &nbsp;&nbsp; 665334 |
| \* | Bank Jago Tbk. PT | 447100 | &nbsp;&nbsp; 50662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mandiri Persero <br> Tbk. PT<br>| 127148372 | &nbsp;&nbsp; 34613701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Mayapada <br> International Tbk. <br> PT<br>| 12988650 | &nbsp;&nbsp; 144975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Maybank <br> Indonesia Tbk. PT<br>| 9420600 | &nbsp;&nbsp; 118028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Nationalnobu <br> Tbk. PT<br>| 5517725 | &nbsp;&nbsp; 173957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Negara <br> Indonesia Persero <br> Tbk. PT<br>| 32302360 | &nbsp;&nbsp; 7833601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Neo Commerce <br> Tbk. PT<br>| 27575100 | &nbsp;&nbsp; 405205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank OCBC Nisp Tbk. <br> PT<br>| 13474400 | &nbsp;&nbsp; 1087689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pan Indonesia <br> Tbk. PT<br>| 31614600 | &nbsp;&nbsp; 2149437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Barat <br> Dan Banten Tbk. <br> PT<br>| 21944157 | &nbsp;&nbsp; 1046487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Pembangunan <br> Daerah Jawa Timur <br> Tbk. PT<br>| 25465800 | &nbsp;&nbsp; 781117 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Rakyat <br> Indonesia Persero <br> Tbk. PT<br>| 95125259 | &nbsp;&nbsp; $21301443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Syariah <br> Indonesia Tbk. PT<br>| 21486600 | &nbsp;&nbsp; 3547125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Tabungan <br> Negara Persero <br> Tbk. PT<br>| 54408154 | &nbsp;&nbsp; 3666579 |
|  | Barito Pacific Tbk. PT | 44289688 | &nbsp;&nbsp; 7047667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barito Renewables <br> Energy Tbk. PT<br>| 1998000 | &nbsp;&nbsp; 947823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BFI Finance Indonesia <br> Tbk. PT<br>| 52845100 | &nbsp;&nbsp; 2452956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bintang Oto Global <br> Tbk. PT<br>| 305300 | &nbsp;&nbsp; 10664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BISI International Tbk. <br> PT<br>| 11631812 | &nbsp;&nbsp; 653100 |
|  | Blue Bird Tbk. PT | 5130300 | &nbsp;&nbsp; 607050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Buana Lintas Lautan <br> Tbk. PT<br>| 115728000 | &nbsp;&nbsp; 949229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bukalapak.com Tbk. <br> PT<br>| 204792500 | &nbsp;&nbsp; 1875087 |
|  | Bukit Asam Tbk. PT | 37180900 | &nbsp;&nbsp; 5458947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Buma Internasional <br> Grup Tbk. PT<br>| 40023900 | &nbsp;&nbsp; 883523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources <br> Minerals Tbk. PT<br>| 133296600 | &nbsp;&nbsp; 3470830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Resources Tbk. <br> PT<br>| 314361100 | &nbsp;&nbsp; 2115915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumi Serpong Damai <br> Tbk. PT<br>| 29608000 | &nbsp;&nbsp; 1418318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Capital Financial <br> Indonesia Tbk. PT<br>| 4407100 | &nbsp;&nbsp; 277189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catur Sentosa <br> Adiprana Tbk. PT<br>| 864200 | &nbsp;&nbsp; 14406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cemindo Gemilang <br> PT<br>| 12211000 | &nbsp;&nbsp; 600502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Indonesia Tbk. PT<br>| 19566060 | &nbsp;&nbsp; 5847797 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Cikarang Listrindo <br> Tbk. PT<br>| 10148300 | &nbsp;&nbsp; 425170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development <br> Tbk. PT<br>| 66854915 | &nbsp;&nbsp; 3723684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cisarua Mountain <br> Dairy Tbk. PT<br>| 1638700 | &nbsp;&nbsp; 496900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Citra Marga <br> Nusaphala Persada <br> Tbk. PT<br>| 19749671 | &nbsp;&nbsp; 1573523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; City Retail <br> Developments Tbk. <br> PT<br>| 11633200 | &nbsp;&nbsp; 86980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dayamitra <br> Telekomunikasi PT<br>| 4415000 | &nbsp;&nbsp; 155641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dharma Satya <br> Nusantara Tbk. PT<br>| 31366000 | &nbsp;&nbsp; 2616759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dian Swastatika <br> Sentosa Tbk. PT<br>| 136300 | &nbsp;&nbsp; 536360 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elang Mahkota <br> Teknologi Tbk. PT<br>| 37906500 | &nbsp;&nbsp; $1432787 |
|  | Elnusa Tbk. PT | 28333700 | &nbsp;&nbsp; 839871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Energi Mega Persada <br> Tbk. PT<br>| 18618600 | &nbsp;&nbsp; 666641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erajaya Swasembada <br> Tbk. PT<br>| 69828200 | &nbsp;&nbsp; 2061551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ESSA Industries <br> Indonesia Tbk. PT<br>| 49138200 | &nbsp;&nbsp; 1876359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gajah Tunggal Tbk. <br> PT<br>| 10790000 | &nbsp;&nbsp; 687209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Garudafood Putra <br> Putri Jaya Tbk. PT<br>| 24325000 | &nbsp;&nbsp; 538153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Golden Energy Mines <br> Tbk. PT<br>| 88300 | &nbsp;&nbsp; 49063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gudang Garam Tbk. <br> PT<br>| 1989800 | &nbsp;&nbsp; 1067761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Harum Energy Tbk. <br> PT<br>| 12371200 | &nbsp;&nbsp; 592598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hexindo Adiperkasa <br> Tbk. PT<br>| 1852256 | &nbsp;&nbsp; 604871 |
| \* | Hillcon Tbk. PT | 458600 | &nbsp;&nbsp; 6128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impack Pratama <br> Industri Tbk. PT<br>| 37017100 | &nbsp;&nbsp; 1119651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 13595800 | &nbsp;&nbsp; 5600529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indika Energy Tbk. <br> PT<br>| 11762000 | &nbsp;&nbsp; 957024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indo Tambangraya <br> Megah Tbk. PT<br>| 3533500 | &nbsp;&nbsp; 4930302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indocement Tunggal <br> Prakarsa Tbk. PT<br>| 4319800 | &nbsp;&nbsp; 1374446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood CBP Sukses <br> Makmur Tbk. PT<br>| 3420700 | &nbsp;&nbsp; 2031995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indofood Sukses <br> Makmur Tbk. PT<br>| 25022900 | &nbsp;&nbsp; 12920711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 3198400 | &nbsp;&nbsp; 201629 |
|  | Indosat Tbk. PT | 18426200 | &nbsp;&nbsp; 2459000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 43056788 | &nbsp;&nbsp; 1332942 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Inti Agri Resources <br> Tbk. PT<br>| 10879700 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Intiland Development <br> Tbk. PT<br>| 15165700 | &nbsp;&nbsp; 116082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Japfa Comfeed <br> Indonesia Tbk. PT<br>| 56069300 | &nbsp;&nbsp; 5429784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jasa Marga Persero <br> Tbk. PT<br>| 8838558 | &nbsp;&nbsp; 1920640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Real Property <br> Tbk. PT<br>| 5813800 | &nbsp;&nbsp; 263303 |
|  | Kalbe Farma Tbk. PT | 50093100 | &nbsp;&nbsp; 4332566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kawasan Industri <br> Jababeka Tbk. PT<br>| 110979845 | &nbsp;&nbsp; 1274267 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMI Wire & Cable <br> Tbk. PT<br>| 28325800 | &nbsp;&nbsp; $660283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Krakatau Steel <br> Persero Tbk PT<br>| 1062700 | &nbsp;&nbsp; 17825 |
|  | Lautan Luas Tbk. PT | 329800 | &nbsp;&nbsp; 17524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lippo Cikarang Tbk. <br> PT<br>| 256805 | &nbsp;&nbsp; 7671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lippo Karawaci Tbk. <br> PT<br>| 324039762 | &nbsp;&nbsp; 1632121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Malindo Feedmill Tbk. <br> PT<br>| 2259400 | &nbsp;&nbsp; 84942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Map Aktif Adiperkasa <br> PT<br>| 44671900 | &nbsp;&nbsp; 1872232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matahari Department <br> Store Tbk. PT<br>| 4422100 | &nbsp;&nbsp; 469242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mayora Indah Tbk. <br> PT<br>| 18695625 | &nbsp;&nbsp; 2529147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MD Entertainment <br> Tbk. PT<br>| 2507340 | &nbsp;&nbsp; 259047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medco Energi <br> Internasional Tbk. <br> PT<br>| 63757160 | &nbsp;&nbsp; 4970340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Media Nusantara Citra <br> Tbk. PT<br>| 44649593 | &nbsp;&nbsp; 682914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medikaloka Hermina <br> Tbk. PT<br>| 33821100 | &nbsp;&nbsp; 3240774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Battery <br> Materials Tbk. PT<br>| 20343900 | &nbsp;&nbsp; 589923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Merdeka Copper Gold <br> Tbk. PT<br>| 13589162 | &nbsp;&nbsp; 1940542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metro Healthcare <br> Indonesia Tbk. PT<br>| 60296000 | &nbsp;&nbsp; 871437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metrodata Electronics <br> Tbk. PT<br>| 34020600 | &nbsp;&nbsp; 1228693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Kentjana <br> Tbk. PT<br>| 33300 | &nbsp;&nbsp; 46246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Midi Utama Indonesia <br> Tbk. PT<br>| 1079200 | &nbsp;&nbsp; 28890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Adiperkasa Tbk. <br> PT<br>| 67702100 | &nbsp;&nbsp; 4831248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Keluarga <br> Karyasehat Tbk. <br> PT<br>| 14286300 | &nbsp;&nbsp; 2063925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitra Pinasthika <br> Mustika Tbk. PT<br>| 12216500 | &nbsp;&nbsp; 708599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; MNC Digital <br> Entertainment Tbk. <br> PT<br>| 21894000 | &nbsp;&nbsp; 649083 |
| \* | MNC Land Tbk. PT | 105612800 | &nbsp;&nbsp; 1083176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mulia Industrindo Tbk. <br> PT<br>| 13805800 | &nbsp;&nbsp; 271909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nippon Indosari <br> Corpindo Tbk. PT<br>| 19741289 | &nbsp;&nbsp; 971953 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Nusantara Sejahtera <br> Raya Tbk. PT<br>| 4712500 | &nbsp;&nbsp; 39802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pabrik Kertas Tjiwi <br> Kimia Tbk. PT<br>| 7817200 | &nbsp;&nbsp; 2909886 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Strategic <br> Financial Tbk. PT<br>| 13198500 | &nbsp;&nbsp; $902152 |
|  | Pakuwon Jati Tbk. PT | 99195800 | &nbsp;&nbsp; 2120031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Panin Financial Tbk. <br> PT<br>| 114644800 | &nbsp;&nbsp; 1765467 |
| \* | Paninvest Tbk. PT | 7925300 | &nbsp;&nbsp; 432790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pantai Indah Kapuk <br> Dua Tbk. PT<br>| 523200 | &nbsp;&nbsp; 522637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perusahaan Gas <br> Negara Tbk. PT<br>| 32156100 | &nbsp;&nbsp; 3178950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Perusahaan <br> Perkebunan London <br> Sumatra Indonesia <br> Tbk. PT<br>| 19964600 | &nbsp;&nbsp; 1683585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petrindo Jaya Kreasi <br> Tbk. PT<br>| 29608000 | &nbsp;&nbsp; 2749683 |
|  | Petrosea Tbk. PT | 8342300 | &nbsp;&nbsp; 1909289 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Pool Advista <br> Indonesia Tbk. PT<br>| 8941700 | &nbsp;&nbsp; 5094 |
| \* | PP Persero Tbk. PT | 18274790 | &nbsp;&nbsp; 428327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prodia Widyahusada <br> Tbk. PT<br>| 1413100 | &nbsp;&nbsp; 250300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puradelta Lestari Tbk. <br> PT<br>| 61655500 | &nbsp;&nbsp; 516511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramayana Lestari <br> Sentosa Tbk. PT<br>| 2095900 | &nbsp;&nbsp; 50137 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Rimo International <br> Lestari Tbk. PT<br>| 151291900 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rukun Raharja Tbk. <br> PT<br>| 3958600 | &nbsp;&nbsp; 626512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salim Ivomas Pratama <br> Tbk. PT<br>| 31135200 | &nbsp;&nbsp; 1267427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sampoerna Agro Tbk. <br> PT<br>| 5071559 | &nbsp;&nbsp; 923594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samudera Indonesia <br> Tbk. PT<br>| 54823600 | &nbsp;&nbsp; 1091448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Meditama <br> Metropolitan Tbk. <br> PT<br>| 11755900 | &nbsp;&nbsp; 195701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarana Menara <br> Nusantara Tbk. PT<br>| 62833300 | &nbsp;&nbsp; 2325687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sariguna Primatirta <br> Tbk. PT<br>| 38775600 | &nbsp;&nbsp; 1315092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sawit Sumbermas <br> Sarana Tbk. PT<br>| 24219100 | &nbsp;&nbsp; 2051139 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sekawan Intipratama <br> Tbk. PT<br>| 2876400 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selamat Sempurna <br> Tbk. PT<br>| 17014400 | &nbsp;&nbsp; 2049241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semen Baturaja Tbk. <br> PT<br>| 4829100 | &nbsp;&nbsp; 86639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semen Indonesia <br> Persero Tbk. PT<br>| 15608786 | &nbsp;&nbsp; 2324800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siloam International <br> Hospitals Tbk. PT<br>| 5129300 | &nbsp;&nbsp; 657637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sinar Mas Multiartha <br> Tbk. PT<br>| 278500 | &nbsp;&nbsp; 269340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sri Rejeki Isman Tbk. <br> PT<br>| 96691300 | &nbsp;&nbsp; $160858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Steel Pipe Industry of <br> Indonesia PT<br>| 16408800 | &nbsp;&nbsp; 344473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Alfaria Trijaya <br> Tbk. PT<br>| 39945700 | &nbsp;&nbsp; 5614435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sumber Tani Agung <br> Resources Tbk. PT<br>| 1212000 | &nbsp;&nbsp; 68804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Summarecon Agung <br> Tbk. PT<br>| 69637847 | &nbsp;&nbsp; 1740934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Citra Media <br> Tbk. PT<br>| 118871000 | &nbsp;&nbsp; 1330269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Surya Semesta <br> Internusa Tbk. PT<br>| 32469000 | &nbsp;&nbsp; 5116611 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Suryainti Permata <br> Tbk. PT<br>| 3098000 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia <br> Persero Tbk. PT <br> (TLK US), ADR<br>| 365576 | &nbsp;&nbsp; 6434138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia <br> Persero Tbk. PT <br> (TLKM IJ)<br>| 48996700 | &nbsp;&nbsp; 8603573 |
|  | Temas Tbk. PT | 35286000 | &nbsp;&nbsp; 274190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tempo Scan Pacific <br> Tbk. PT<br>| 3861200 | &nbsp;&nbsp; 515225 |
|  | Timah Tbk. PT | 16520567 | &nbsp;&nbsp; 1011067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 5095900 | &nbsp;&nbsp; 605519 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Trada Alam Minera <br> Tbk. PT<br>| 173119000 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transcoal Pacific Tbk. <br> PT<br>| 4057800 | &nbsp;&nbsp; 1547346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trias Sentosa Tbk. <br> PT<br>| 3690500 | &nbsp;&nbsp; 110573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trimegah Bangun <br> Persada Tbk. PT<br>| 2167800 | &nbsp;&nbsp; 94104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Triputra Agro Persada <br> PT<br>| 29981200 | &nbsp;&nbsp; 2638897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tunas Baru Lampung <br> Tbk. PT<br>| 26023757 | &nbsp;&nbsp; 1264497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ultrajaya Milk Industry <br> & Trading Co. Tbk. <br> PT<br>| 13067200 | &nbsp;&nbsp; 1026797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unilever Indonesia <br> Tbk. PT<br>| 24192400 | &nbsp;&nbsp; 2509818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Tractors Tbk. <br> PT<br>| 9367346 | &nbsp;&nbsp; 13726147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vale Indonesia Tbk. <br> PT<br>| 10689375 | &nbsp;&nbsp; 2235229 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Waskita Karya <br> Persero Tbk. PT<br>| 52554757 | &nbsp;&nbsp; 120983 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Wijaya Karya Persero <br> Tbk. PT<br>| 19524422 | &nbsp;&nbsp; 181540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wintermar Offshore <br> Marine Tbk. PT<br>| 5713565 | &nbsp;&nbsp; 128815 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 44923545 | &nbsp;&nbsp; $6875039 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp; 405593205 |
| KUWAIT — (0.4%) | KUWAIT — (0.4%) | KUWAIT — (0.4%) | KUWAIT — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Leasing & <br> Investment Co. <br> KSCP<br>| 6272710 | &nbsp;&nbsp; 3689989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; A'ayan Real Estate <br> Co. SAK<br>| 67161 | &nbsp;&nbsp; 22947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Acico Industries Co. <br> KSC<br>| 384653 | &nbsp;&nbsp; 107356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agility Public <br> Warehousing Co. <br> KSC<br>| 1977856 | &nbsp;&nbsp; 922101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Ahli Bank of Kuwait <br> KSCP<br>| 361703 | &nbsp;&nbsp; 355154 |
|  | Al-Eid Food KSC | 495205 | &nbsp;&nbsp; 356939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 510471 | &nbsp;&nbsp; 1870443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alimtiaz Investment <br> Group KSC<br>| 2698986 | &nbsp;&nbsp; 428664 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Arabi Group Holding <br> KSC<br>| 479552 | &nbsp;&nbsp; 452688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 4825368 | &nbsp;&nbsp; 4657524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asiya Capital <br> Investments Co. <br> KSCP<br>| 3504874 | &nbsp;&nbsp; 508267 |
|  | Boubyan Bank KSCP | 913052 | &nbsp;&nbsp; 2102426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 597249 | &nbsp;&nbsp; 1260860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Boursa Kuwait <br> Securities Co. <br> KPSC<br>| 282877 | &nbsp;&nbsp; 3216121 |
|  | Burgan Bank SAK | 375305 | &nbsp;&nbsp; 305991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Combined Group <br> Contracting Co. <br> SAK<br>| 691683 | &nbsp;&nbsp; 1631805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Facilities <br> Co. SAKP<br>| 221252 | &nbsp;&nbsp; 168633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Real <br> Estate Co. KSC<br>| 2124189 | &nbsp;&nbsp; 1316005 |
|  | Gulf Bank KSCP | 2444181 | &nbsp;&nbsp; 2700080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 174302 | &nbsp;&nbsp; 1193747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 432971 | &nbsp;&nbsp; 1219990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Humansoft Holding <br> Co. KSC<br>| 425720 | &nbsp;&nbsp; 3335909 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IFA Hotels & <br> Resorts-KPSC<br>| 267176 | &nbsp;&nbsp; $763901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Holding Co. <br> KCSC<br>| 901265 | &nbsp;&nbsp; 1596088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jazeera Airways Co. <br> KSCP<br>| 417094 | &nbsp;&nbsp; 1837677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KAMCO Investment <br> Co. KSC<br>| 52319 | &nbsp;&nbsp; 26953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Business Town <br> Real Estate Co. <br> KSCP<br>| 46151 | &nbsp;&nbsp; 17163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Cement Co. <br> KSC<br>| 662335 | &nbsp;&nbsp; 756682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Finance House <br> KSCP<br>| 9520584 | &nbsp;&nbsp; 25069845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Financial <br> Centre SAK<br>| 227060 | &nbsp;&nbsp; 111782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait International <br> Bank KSCP<br>| 3117866 | &nbsp;&nbsp; 2815367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Investment Co. <br> SAK<br>| 106959 | &nbsp;&nbsp; 72266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait Real Estate <br> Co. KSC<br>| 4141103 | &nbsp;&nbsp; 4856392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuwait <br> Telecommunications <br> Co.<br>| 1136274 | &nbsp;&nbsp; 2133887 |
|  | Mabanee Co. KPSC | 703894 | &nbsp;&nbsp; 2038198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manazel Holding Co. <br> KSC<br>| 333405 | &nbsp;&nbsp; 52202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mezzan Holding Co. <br> KSCC<br>| 559708 | &nbsp;&nbsp; 2271895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. KSCP<br>| 2684925 | &nbsp;&nbsp; 4661070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Munshaat Real Estate <br> Projects Co. KSCP<br>| 46542 | &nbsp;&nbsp; 29509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Bank of <br> Kuwait SAKP<br>| 7372054 | &nbsp;&nbsp; 25232893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Consumer <br> Holding Co. SAK<br>| 1304518 | &nbsp;&nbsp; 468178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Industries <br> Group Holding SAK<br>| 2904328 | &nbsp;&nbsp; 2338394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Investments <br> Co. KSCP<br>| 3445777 | &nbsp;&nbsp; 2762531 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Privatization Holding <br> Co. KSCP<br>| 688188 | &nbsp;&nbsp; 124717 |
| \* | Rasiyat Holding Co. | 236436 | &nbsp;&nbsp; 284830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salhia Real Estate <br> Co. KSCP<br>| 956752 | &nbsp;&nbsp; 1289476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Securities House <br> KSC<br>| 742150 | &nbsp;&nbsp; 198212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shamal Az-Zour <br> Al-Oula for the First <br> Phase of Az-Zour <br> Power Plant KSC<br>| 1572417 | &nbsp;&nbsp; 800651 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Specialities Group <br> Holding Co. KSCC<br>| 32323 | &nbsp;&nbsp; $16675 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Sultan Center Food <br> Products Co. KSC<br>| 5505 | &nbsp;&nbsp; 647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Real Estate <br> Co. SAKP<br>| 25092 | &nbsp;&nbsp; 14974 |
| \* | Warba Bank KSCP | 6472130 | &nbsp;&nbsp; 5853795 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp; 120320489 |
| MALAYSIA — (1.4%) | MALAYSIA — (1.4%) | MALAYSIA — (1.4%) | MALAYSIA — (1.4%) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; 7-Eleven Malaysia <br> Holdings Bhd., <br> Class B<br>| 2085585 | &nbsp;&nbsp; 965703 |
|  | Able Global Bhd. | 645400 | &nbsp;&nbsp; 226242 |
| # | Aeon Co. M Bhd. | 4414700 | &nbsp;&nbsp; 1333277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AEON Credit Service <br> M Bhd.<br>| 1821080 | &nbsp;&nbsp; 2196641 |
| #\* | AFFIN Bank Bhd. | 4371097 | &nbsp;&nbsp; 2433970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajinomoto Malaysia <br> Bhd.<br>| 120400 | &nbsp;&nbsp; 362431 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Bank <br> Malaysia Bhd.<br>| 8005706 | &nbsp;&nbsp; 8413145 |
|  | Allianz Malaysia Bhd. | 213500 | &nbsp;&nbsp; 870990 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AME Elite Consortium <br> Bhd.<br>| 1583900 | &nbsp;&nbsp; 559190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AMMB Holdings Bhd. <br> (AMM MK)<br>| 6307050 | &nbsp;&nbsp; 7452316 |
| # | Ancom Nylex Bhd. | 2765115 | &nbsp;&nbsp; 601922 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ann Joo Resources <br> Bhd.<br>| 608100 | &nbsp;&nbsp; 104146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Astro Malaysia <br> Holdings Bhd.<br>| 3575900 | &nbsp;&nbsp; 121302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aumas Resources <br> Bhd.<br>| 3667500 | &nbsp;&nbsp; 455668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd.<br>| 1197000 | &nbsp;&nbsp; 304514 |
|  | Axiata Group Bhd. | 12039835 | &nbsp;&nbsp; 7603420 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bank Islam Malaysia <br> Bhd.<br>| 5338559 | &nbsp;&nbsp; 2799201 |
|  | Batu Kawan Bhd. | 403050 | &nbsp;&nbsp; 1778594 |
| #\* | Berjaya Assets Bhd. | 1232400 | &nbsp;&nbsp; 87779 |
| #\* | Berjaya Corp. Bhd. | 23909801 | &nbsp;&nbsp; 1566986 |
| #\* | Berjaya Food Bhd. | 3571919 | &nbsp;&nbsp; 250966 |
| #\* | Berjaya Land Bhd. | 3912500 | &nbsp;&nbsp; 255340 |
| #\* | Bermaz Auto Bhd. | 4730900 | &nbsp;&nbsp; 819400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Beshom Holdings <br> Bhd.<br>| 363622 | &nbsp;&nbsp; 50824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; British American <br> Tobacco Malaysia <br> Bhd.<br>| 621200 | &nbsp;&nbsp; 752506 |
| \* | Bumi Armada Bhd. | 21790350 | &nbsp;&nbsp; 2243057 |
| # | Bursa Malaysia Bhd. | 2920500 | &nbsp;&nbsp; 5151244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cahya Mata Sarawak <br> Bhd.<br>| 3655600 | &nbsp;&nbsp; 1056082 |
| # | Cape Ems Bhd. | 1960100 | &nbsp;&nbsp; 153100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carlsberg Brewery <br> Malaysia Bhd.<br>| 789400 | &nbsp;&nbsp; 3344372 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CB Industrial Product <br> Holding Bhd.<br>| 2850220 | &nbsp;&nbsp; $701482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCK Consolidated <br> Holdings Bhd.<br>| 262600 | &nbsp;&nbsp; 79290 |
| # | CelcomDigi Bhd. | 6296920 | &nbsp;&nbsp; 5662893 |
| \* | Chin Hin Group Bhd. | 217100 | &nbsp;&nbsp; 116347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CIMB Group Holdings <br> Bhd.<br>| 15166848 | &nbsp;&nbsp; 23184293 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Coastal Contracts <br> Bhd.<br>| 1119200 | &nbsp;&nbsp; 331099 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Crescendo Corp. <br> Bhd.<br>| 240600 | &nbsp;&nbsp; 67434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CSC Steel Holdings <br> Bhd.<br>| 1264100 | &nbsp;&nbsp; 313268 |
| # | CTOS Digital Bhd. | 3302200 | &nbsp;&nbsp; 671547 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cypark Resources <br> Bhd.<br>| 744550 | &nbsp;&nbsp; 150412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; D&O Green <br> Technologies Bhd.<br>| 3125200 | &nbsp;&nbsp; 760523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dagang NeXchange <br> Bhd.<br>| 222100 | &nbsp;&nbsp; 14959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dayang Enterprise <br> Holdings Bhd.<br>| 4149863 | &nbsp;&nbsp; 1784865 |
| # | Dialog Group Bhd. | 5898184 | &nbsp;&nbsp; 2412711 |
| # | DRB-Hicom Bhd. | 5603400 | &nbsp;&nbsp; 1106974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dufu Technology <br> Corp. Bhd.<br>| 87800 | &nbsp;&nbsp; 24626 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Duopharma Biotech <br> Bhd.<br>| 1370151 | &nbsp;&nbsp; 423578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dutch Lady Milk <br> Industries Bhd.<br>| 102000 | &nbsp;&nbsp; 651138 |
|  | DXN Holdings Bhd. | 683200 | &nbsp;&nbsp; 80602 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern & Oriental <br> Bhd.<br>| 5106400 | &nbsp;&nbsp; 995732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eco World <br> Development Group <br> Bhd.<br>| 6896800 | &nbsp;&nbsp; 3281446 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ecofirst Consolidated <br> Bhd.<br>| 1552400 | &nbsp;&nbsp; 145439 |
| # | EG Industries Bhd. | 113400 | &nbsp;&nbsp; 30124 |
| #\* | Ekovest Bhd. | 12612550 | &nbsp;&nbsp; 1221528 |
| # | Farm Fresh Bhd. | 4140500 | &nbsp;&nbsp; 1685222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Prosonic <br> Industries Bhd.<br>| 831600 | &nbsp;&nbsp; 247162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fraser & Neave <br> Holdings Bhd.<br>| 378200 | &nbsp;&nbsp; 2535761 |
| # | Frontken Corp. Bhd. | 6583500 | &nbsp;&nbsp; 6232330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gadang Holdings <br> Bhd.<br>| 2291200 | &nbsp;&nbsp; 139068 |
| # | Gamuda Bhd. | 5814685 | &nbsp;&nbsp; 7018300 |
| # | Gas Malaysia Bhd. | 1135800 | &nbsp;&nbsp; 1104885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genetec Technology <br> Bhd.<br>| 568900 | &nbsp;&nbsp; 98184 |
| # | Genting Bhd. | 8225200 | &nbsp;&nbsp; 6018330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genting Malaysia <br> Bhd.<br>| 10696800 | &nbsp;&nbsp; 4893268 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genting Plantations <br> Bhd.<br>| 1057900 | &nbsp;&nbsp; $1215561 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Globetronics <br> Technology Bhd.<br>| 2910945 | &nbsp;&nbsp; 256973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Greatech Technology <br> Bhd.<br>| 1444800 | &nbsp;&nbsp; 573792 |
| # | Guan Chong Bhd. | 2661699 | &nbsp;&nbsp; 708645 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HAP Seng <br> Consolidated Bhd.<br>| 4225140 | &nbsp;&nbsp; 2531674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hap Seng Plantations <br> Holdings Bhd.<br>| 1591700 | &nbsp;&nbsp; 718926 |
|  | Harn Len Corp. Bhd. | 63900 | &nbsp;&nbsp; 8961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hartalega Holdings <br> Bhd.<br>| 3925600 | &nbsp;&nbsp; 1340405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heineken Malaysia <br> Bhd.<br>| 639900 | &nbsp;&nbsp; 3584014 |
| \* | HeiTech Padu Bhd. | 113825 | &nbsp;&nbsp; 41989 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hengyuan Refining <br> Co. Bhd.<br>| 939800 | &nbsp;&nbsp; 299581 |
| # | Hextar Global Bhd. | 1097100 | &nbsp;&nbsp; 231312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hextar Industries <br> Bhd.<br>| 103000 | &nbsp;&nbsp; 8669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiap Teck Venture <br> Bhd.<br>| 9509400 | &nbsp;&nbsp; 665168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hibiscus Petroleum <br> Bhd.<br>| 5221940 | &nbsp;&nbsp; 1905800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Bank <br> Bhd.<br>| 509765 | &nbsp;&nbsp; 2266206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Financial <br> Group Bhd.<br>| 1079598 | &nbsp;&nbsp; 4079413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hong Leong Industries <br> Bhd.<br>| 500000 | &nbsp;&nbsp; 1530180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hume Cement <br> Industries Bhd.<br>| 232600 | &nbsp;&nbsp; 165965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hup Seng Industries <br> Bhd.<br>| 2153000 | &nbsp;&nbsp; 478361 |
|  | IGB Bhd. | 735738 | &nbsp;&nbsp; 538489 |
| # | IHH Healthcare Bhd. | 2116900 | &nbsp;&nbsp; 3299402 |
| # | IJM Corp. Bhd. | 7391326 | &nbsp;&nbsp; 4922800 |
| # | Inari Amertron Bhd. | 5921332 | &nbsp;&nbsp; 2902148 |
| # | Insas Bhd. | 4362802 | &nbsp;&nbsp; 862543 |
| # | IOI Corp. Bhd. | 4478177 | &nbsp;&nbsp; 3954509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IOI Properties Group <br> Bhd.<br>| 5399419 | &nbsp;&nbsp; 2674877 |
|  | Iris Corp. Bhd. | 220600 | &nbsp;&nbsp; 13152 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Iskandar Waterfront <br> City Bhd.<br>| 2026200 | &nbsp;&nbsp; 164437 |
| # | ITMAX SYSTEM Bhd. | 567200 | &nbsp;&nbsp; 531713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JAKS Resources <br> Bhd.<br>| 12374160 | &nbsp;&nbsp; 288630 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jaya Tiasa Holdings <br> Bhd.<br>| 5527339 | &nbsp;&nbsp; 1560363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JCY International <br> Bhd.<br>| 2114700 | &nbsp;&nbsp; 163964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keck Seng Malaysia <br> Bhd.<br>| 481400 | &nbsp;&nbsp; 607808 |
| # | Kelington Group Bhd. | 2182300 | &nbsp;&nbsp; 2155834 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenanga Investment <br> Bank Bhd.<br>| 2821700 | &nbsp;&nbsp; $597199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kerjaya Prospek <br> Group Bhd.<br>| 1755287 | &nbsp;&nbsp; 835894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kim Loong Resources <br> Bhd.<br>| 1387760 | &nbsp;&nbsp; 763840 |
| \* | KNM Group Bhd. | 15379881 | &nbsp;&nbsp; 89921 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kossan Rubber <br> Industries Bhd.<br>| 6590100 | &nbsp;&nbsp; 2110376 |
| # | KPJ Healthcare Bhd. | 7972500 | &nbsp;&nbsp; 4831987 |
| # | Kretam Holdings Bhd. | 4777400 | &nbsp;&nbsp; 786465 |
| #\* | KSL Holdings Bhd. | 2078500 | &nbsp;&nbsp; 786682 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuala Lumpur Kepong <br> Bhd.<br>| 1110785 | &nbsp;&nbsp; 5091764 |
|  | Kumpulan Fima Bhd. | 709900 | &nbsp;&nbsp; 406951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lagenda Properties <br> Bhd.<br>| 1920800 | &nbsp;&nbsp; 543177 |
|  | Land & General Bhd. | 12991220 | &nbsp;&nbsp; 348679 |
| # | LBS Bina Group Bhd. | 5947093 | &nbsp;&nbsp; 645647 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Leong Hup <br> International Bhd.<br>| 7905700 | &nbsp;&nbsp; 1117692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lii Hen Industries <br> Bhd.<br>| 2192000 | &nbsp;&nbsp; 225920 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chemical Titan <br> Holding Bhd.<br>| 2882475 | &nbsp;&nbsp; 478152 |
|  | LPI Capital Bhd. | 658640 | &nbsp;&nbsp; 2238285 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Magni-Tech Industries <br> Bhd.<br>| 1388700 | &nbsp;&nbsp; 685131 |
| # | Magnum Bhd. | 4517362 | &nbsp;&nbsp; 1428153 |
| # | Mah Sing Group Bhd. | 9447051 | &nbsp;&nbsp; 2569627 |
| # | Malakoff Corp. Bhd. | 8389000 | &nbsp;&nbsp; 1755803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Banking <br> Bhd.<br>| 7849450 | &nbsp;&nbsp; 17264235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Cement <br> Bhd.<br>| 133100 | &nbsp;&nbsp; 174589 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malayan Flour Mills <br> Bhd.<br>| 4952200 | &nbsp;&nbsp; 672117 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysia Smelting <br> Corp. Bhd.<br>| 2226200 | &nbsp;&nbsp; 602166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Pacific <br> Industries Bhd.<br>| 461625 | &nbsp;&nbsp; 2161895 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Malaysian Resources <br> Corp. Bhd.<br>| 12008157 | &nbsp;&nbsp; 1495569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Matrix Concepts <br> Holdings Bhd.<br>| 9406357 | &nbsp;&nbsp; 2945469 |
|  | Maxis Bhd. | 4550215 | &nbsp;&nbsp; 3661107 |
| # | MBM Resources Bhd. | 905810 | &nbsp;&nbsp; 975573 |
| # | MBSB Bhd. | 13582967 | &nbsp;&nbsp; 2175991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega First Corp. <br> Bhd.<br>| 3697000 | &nbsp;&nbsp; 3136580 |
|  | Mi Technovation Bhd. | 642500 | &nbsp;&nbsp; 303041 |
|  | MISC Bhd. | 2304360 | &nbsp;&nbsp; 4024401 |
|  | MKH Bhd. | 2772375 | &nbsp;&nbsp; 686433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MKH Oil Palm East <br> Kalimantan Bhd.<br>| 222984 | &nbsp;&nbsp; 32891 |
| # | MNRB Holdings Bhd. | 3755754 | &nbsp;&nbsp; 1624177 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mr. DIY Group M <br> Bhd.<br>| 6347200 | &nbsp;&nbsp; $2446906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Muhibbah Engineering <br> M Bhd.<br>| 3089550 | &nbsp;&nbsp; 415412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nationgate Holdings <br> Bhd.<br>| 666100 | &nbsp;&nbsp; 239269 |
| # | Nestle Malaysia Bhd. | 84200 | &nbsp;&nbsp; 1736542 |
| # | NEXG Bhd. | 3233700 | &nbsp;&nbsp; 403761 |
|  | Notion VTEC Bhd. | 523600 | &nbsp;&nbsp; 72178 |
| †† | Nylex Malaysia Bhd. | 20250 | &nbsp;&nbsp; 214 |
| # | OCK Group Bhd. | 3028800 | &nbsp;&nbsp; 293866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Holdings <br> Bhd.<br>| 1111240 | &nbsp;&nbsp; 1765700 |
| # | OSK Holdings Bhd. | 11428450 | &nbsp;&nbsp; 3498537 |
| # | PA Resources Bhd. | 1808900 | &nbsp;&nbsp; 73685 |
|  | Padini Holdings Bhd. | 3537000 | &nbsp;&nbsp; 1651102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panasonic <br> Manufacturing <br> Malaysia Bhd.<br>| 62900 | &nbsp;&nbsp; 154617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pantech Group <br> Holdings Bhd.<br>| 3414831 | &nbsp;&nbsp; 542363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Corp. <br> Bhd.<br>| 1893175 | &nbsp;&nbsp; 479073 |
|  | PBA Holdings Bhd. | 116800 | &nbsp;&nbsp; 56857 |
| # | Pecca Group Bhd. | 1237300 | &nbsp;&nbsp; 440400 |
| # | Perak Transit Bhd. | 4536199 | &nbsp;&nbsp; 733269 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petron Malaysia <br> Refining & <br> Marketing Bhd.<br>| 613600 | &nbsp;&nbsp; 506029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Chemicals <br> Group Bhd.<br>| 3524100 | &nbsp;&nbsp; 3189277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petronas Dagangan <br> Bhd.<br>| 677900 | &nbsp;&nbsp; 3424045 |
| # | Petronas Gas Bhd. | 1182308 | &nbsp;&nbsp; 4979831 |
|  | Power Root Bhd. | 347300 | &nbsp;&nbsp; 103212 |
| # | PPB Group Bhd. | 1526040 | &nbsp;&nbsp; 3368922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Press Metal <br> Aluminium Holdings <br> Bhd.<br>| 6437360 | &nbsp;&nbsp; 8039651 |
| # | Public Bank Bhd. | 25473055 | &nbsp;&nbsp; 25087609 |
|  | QES Group Bhd. | 944400 | &nbsp;&nbsp; 89950 |
| # | QL Resources Bhd. | 5279995 | &nbsp;&nbsp; 5254911 |
| #\* | Ranhill Utilities Bhd. | 2267658 | &nbsp;&nbsp; 714198 |
| # | RCE Capital Bhd. | 2660300 | &nbsp;&nbsp; 640800 |
| # | REDtone Digital Bhd. | 1261400 | &nbsp;&nbsp; 159111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RGB International <br> Bhd.<br>| 3818100 | &nbsp;&nbsp; 262720 |
| # | RHB Bank Bhd. | 5531358 | &nbsp;&nbsp; 7941318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Engineering & <br> Equipment M Bhd.<br>| 754500 | &nbsp;&nbsp; 735214 |
| \* | Sapura Energy Bhd. | 40752188 | &nbsp;&nbsp; 380711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sarawak Oil Palms <br> Bhd.<br>| 2438737 | &nbsp;&nbsp; 1910896 |
|  | Scientex Bhd. | 4615184 | &nbsp;&nbsp; 3521934 |
| # | SD Guthrie Bhd. | 5308361 | &nbsp;&nbsp; 5929841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shangri-La Hotels <br> Malaysia Bhd.<br>| 253500 | &nbsp;&nbsp; 97316 |
| # | Sime Darby Bhd. | 11328987 | &nbsp;&nbsp; 4318684 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sime Darby Property <br> Bhd.<br>| 11876887 | &nbsp;&nbsp; $4116128 |
|  | SKP Resources Bhd. | 6792525 | &nbsp;&nbsp; 1497780 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Solarvest Holdings <br> Bhd.<br>| 1778000 | &nbsp;&nbsp; 1040695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Southern Cable Group <br> Bhd.<br>| 849200 | &nbsp;&nbsp; 339049 |
|  | SP Setia Bhd. Group | 7554759 | &nbsp;&nbsp; 1974807 |
| # | Sports Toto Bhd. | 3906573 | &nbsp;&nbsp; 1252951 |
|  | Sunway Bhd. | 2984090 | &nbsp;&nbsp; 3297760 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunway Construction <br> Group Bhd.<br>| 1606119 | &nbsp;&nbsp; 1964165 |
| #\* | Supermax Corp. Bhd. | 5279039 | &nbsp;&nbsp; 697068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Suria Capital Holdings <br> Bhd.<br>| 413380 | &nbsp;&nbsp; 162100 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 2785675 | &nbsp;&nbsp; 2084868 |
| # | Ta Ann Holdings Bhd. | 2019023 | &nbsp;&nbsp; 1819002 |
| # | Taliworks Corp. Bhd. | 2377766 | &nbsp;&nbsp; 322534 |
| # | TASCO Bhd. | 858600 | &nbsp;&nbsp; 98256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Telekom Malaysia <br> Bhd.<br>| 2458828 | &nbsp;&nbsp; 3881921 |
|  | Tenaga Nasional Bhd. | 3542681 | &nbsp;&nbsp; 10790819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teo Seng Capital <br> Bhd.<br>| 103300 | &nbsp;&nbsp; 22959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thong Guan <br> Industries Bhd.<br>| 1574800 | &nbsp;&nbsp; 415608 |
| # | TIME dotCom Bhd. | 4133180 | &nbsp;&nbsp; 5025567 |
| #\* | Top Glove Corp. Bhd. | 12124860 | &nbsp;&nbsp; 1941237 |
| #\* | Tropicana Corp. Bhd. | 5039732 | &nbsp;&nbsp; 1403150 |
| # | TSH Resources Bhd. | 3242150 | &nbsp;&nbsp; 885945 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Uchi Technologies <br> Bhd.<br>| 1688440 | &nbsp;&nbsp; 1260609 |
| # | UEM Sunrise Bhd. | 8838445 | &nbsp;&nbsp; 1540675 |
| # | Unisem M Bhd. | 1039400 | &nbsp;&nbsp; 564265 |
|  | United Malacca Bhd. | 226150 | &nbsp;&nbsp; 283270 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Plantations <br> Bhd.<br>| 714900 | &nbsp;&nbsp; 3627160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; UOA Development <br> Bhd.<br>| 8622500 | &nbsp;&nbsp; 3553855 |
| # | Uzma Bhd. | 1436933 | &nbsp;&nbsp; 114080 |
| # | Velesto Energy Bhd. | 29005192 | &nbsp;&nbsp; 1222033 |
|  | ViTrox Corp. Bhd. | 881000 | &nbsp;&nbsp; 786625 |
|  | VS Industry Bhd. | 11675052 | &nbsp;&nbsp; 2186528 |
| # | Wasco Bhd. | 1416900 | &nbsp;&nbsp; 324527 |
| #\* | WCT Holdings Bhd. | 5517840 | &nbsp;&nbsp; 1010370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wellcall Holdings <br> Bhd.<br>| 2974850 | &nbsp;&nbsp; 918893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Westports Holdings <br> Bhd.<br>| 3119100 | &nbsp;&nbsp; 4087911 |
| # | Yinson Holdings Bhd. | 7618585 | &nbsp;&nbsp; 4171539 |
| # | YTL Corp. Bhd. | 12480495 | &nbsp;&nbsp; 7224764 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YTL Power <br> International Bhd.<br>| 4073263 | &nbsp;&nbsp; 3881947 |
|  | Zetrix Ai Bhd. | 20168467 | &nbsp;&nbsp; 4136574 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 427614916 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (2.0%) | MEXICO — (2.0%) | MEXICO — (2.0%) | MEXICO — (2.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfa SAB de CV, <br> Class A<br>| 31592286 | &nbsp;&nbsp; $23043194 |
| # | Alpek SAB de CV | 3673514 | &nbsp;&nbsp; 1758380 |
| \* | Alsea SAB de CV | 3134024 | &nbsp;&nbsp; 9396257 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; America Movil SAB de <br> CV (2228390D US), <br> ADR<br>| 2718240 | &nbsp;&nbsp; 49118596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arca Continental SAB <br> de CV<br>| 1041769 | &nbsp;&nbsp; 10861125 |
| #\* | Axtel SAB de CV | 8540367 | &nbsp;&nbsp; 1063868 |
| Ω | Banco del Bajio SA | 5195597 | &nbsp;&nbsp; 11677356 |
| # | Becle SAB de CV | 866993 | &nbsp;&nbsp; 1086441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bolsa Mexicana de <br> Valores SAB de CV<br>| 2864652 | &nbsp;&nbsp; 6130188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CEMEXCPO MM)<br>| 1651158 | &nbsp;&nbsp; 1440661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemex SAB de CV <br> (CX US), <br> Sponsored ADR<br>| 3600262 | &nbsp;&nbsp; 31322281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cia Minera Autlan <br> SAB de CV<br>| 14731 | &nbsp;&nbsp; 5568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Femsa <br> SAB de CV (KOF <br> US), Sponsored <br> ADR<br>| 81220 | &nbsp;&nbsp; 6744509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Femsa <br> SAB de CV <br> (KOFUBL MM)<br>| 338569 | &nbsp;&nbsp; 2814080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Consorcio ARA SAB <br> de CV<br>| 8643162 | &nbsp;&nbsp; 1479852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Alpek <br> SAB de CV<br>| 31592286 | &nbsp;&nbsp; 4521557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora AXTEL <br> SAB de CV<br>| 27388079 | &nbsp;&nbsp; 1051098 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Vuela <br> Cia de Aviacion <br> SAB de CV (VLRS <br> US), ADR<br>| 270308 | &nbsp;&nbsp; 1592114 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Controladora Vuela <br> Cia de Aviacion <br> SAB de CV <br> (VOLARA MM), <br> Class A<br>| 1040862 | &nbsp;&nbsp; 608572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Actinver SAB de <br> CV<br>| 61598 | &nbsp;&nbsp; 60406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 3245004 | &nbsp;&nbsp; 9145871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Interamericana <br> de Entretenimiento <br> SAB de CV, <br> Class B<br>| 222600 | &nbsp;&nbsp; 505083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corp. Moctezuma <br> SAB de CV<br>| 213875 | &nbsp;&nbsp; 918308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corporativo Fragua <br> SAB de CV<br>| 2566 | &nbsp;&nbsp; 75083 |
|  | Cydsa SAB de CV | 6129 | &nbsp;&nbsp; 5815 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| \* | Dine SAB de CV | 7300 | &nbsp;&nbsp; $7838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 526038 | &nbsp;&nbsp; 2567590 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp; Empresas ICA SAB <br> de CV<br>| 4691828 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Financiera <br> Independencia SAB <br> de CV SOFOM <br> ENR<br>| 122895 | &nbsp;&nbsp; 57001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 534206 | &nbsp;&nbsp; 4829517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de <br> CV (FMX US), <br> Sponsored ADR<br>| 66202 | &nbsp;&nbsp; 5988633 |
| # | GCC SAB de CV | 1071304 | &nbsp;&nbsp; 10016252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genomma Lab <br> Internacional SAB <br> de CV, Class B<br>| 4631909 | &nbsp;&nbsp; 5347627 |
|  | Gentera SAB de CV | 9230595 | &nbsp;&nbsp; 20932142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, <br> Class B<br>| 913433 | &nbsp;&nbsp; 15734870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 1482286 | &nbsp;&nbsp; 19721908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 979586 | &nbsp;&nbsp; 22548392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 27293 | &nbsp;&nbsp; 6271658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 6540 | &nbsp;&nbsp; 1983647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASURB MM), <br> Class B<br>| 375775 | &nbsp;&nbsp; 11393960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de <br> CV<br>| 3507902 | &nbsp;&nbsp; 10184352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Carso SAB de <br> CV<br>| 1926393 | &nbsp;&nbsp; 13693575 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Comercial <br> Chedraui SA de CV<br>| 2372508 | &nbsp;&nbsp; 19197633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Banorte SAB de <br> CV, Class O<br>| 5816080 | &nbsp;&nbsp; 51797483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero <br> Inbursa SAB de CV, <br> Class O<br>| 5362667 | &nbsp;&nbsp; 13809614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Gigante SAB <br> de CV<br>| 41000 | &nbsp;&nbsp; 55550 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Herdez SAB de <br> CV<br>| 1704446 | &nbsp;&nbsp; $4899661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Hotelero Santa <br> Fe SAB de CV<br>| 306056 | &nbsp;&nbsp; 62785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Industrial <br> Saltillo SAB de CV<br>| 320237 | &nbsp;&nbsp; 252930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Mexico SAB de <br> CV<br>| 7525347 | &nbsp;&nbsp; 46947155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Pochteca SAB <br> de CV<br>| 386111 | &nbsp;&nbsp; 115230 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Rotoplas SAB <br> de CV<br>| 714409 | &nbsp;&nbsp; 519191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Simec SAB de <br> CV (SIM US), <br> Sponsored ADR<br>| 5555 | &nbsp;&nbsp; 157429 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Simec SAB de <br> CV (SIMECB MM)<br>| 1299357 | &nbsp;&nbsp; 12053749 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 2737347 | &nbsp;&nbsp; 1509060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Televisa SAB <br> (TV US), Sponsored <br> ADR<br>| 1878081 | &nbsp;&nbsp; 5258627 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Grupo Traxion SAB de <br> CV<br>| 611596 | &nbsp;&nbsp; 535896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias CH SAB de <br> CV<br>| 1726920 | &nbsp;&nbsp; 15561961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Industrias Penoles <br> SAB de CV<br>| 655155 | &nbsp;&nbsp; 17206284 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark de <br> Mexico SAB de CV, <br> Class A<br>| 5839206 | &nbsp;&nbsp; 10932455 |
|  | KUO SAB de CV | 271325 | &nbsp;&nbsp; 640019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; La Comer SAB de <br> CV<br>| 5015129 | &nbsp;&nbsp; 10774619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Megacable Holdings <br> SAB de CV<br>| 5071691 | &nbsp;&nbsp; 13990501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Minera Frisco SAB de <br> CV, Class A1<br>| 5848090 | &nbsp;&nbsp; 1252387 |
| \*Ω | Nemak SAB de CV | 15152868 | &nbsp;&nbsp; 2714906 |
| \* | Ollamani SAB | 136867 | &nbsp;&nbsp; 341134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 24164 | &nbsp;&nbsp; 20891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Orbia Advance Corp. <br> SAB de CV<br>| 6016425 | &nbsp;&nbsp; 4091743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Cultiba <br> SAB de CV<br>| 194351 | &nbsp;&nbsp; 110646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Organizacion Soriana <br> SAB de CV, <br> Class B<br>| 3346930 | &nbsp;&nbsp; 4611010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Promotora de Hoteles <br> Norte 19 SAB de <br> CV<br>| 2213204 | &nbsp;&nbsp; 561953 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 1230572 | &nbsp;&nbsp; $14545733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRAL <br> MM), Class L<br>| 30873 | &nbsp;&nbsp; 308485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualitas Controladora <br> SAB de CV<br>| 948790 | &nbsp;&nbsp; 8597702 |
|  | Regional SAB de CV | 2019259 | &nbsp;&nbsp; 15612463 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sitios Latinoamerica <br> SAB de CV<br>| 1445895 | &nbsp;&nbsp; 243729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vista Energy SAB de <br> CV (VIST US), <br> ADR<br>| 68859 | &nbsp;&nbsp; 3077997 |
| \* | Vitro SAB de CV | 423313 | &nbsp;&nbsp; 122293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wal-Mart de Mexico <br> SAB de CV<br>| 6537662 | &nbsp;&nbsp; 19268169 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp; 629464298 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cementos Pacasmayo <br> SAA, ADR<br>| 39716 | &nbsp;&nbsp; 250210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Minas <br> Buenaventura SAA, <br> ADR<br>| 157251 | &nbsp;&nbsp; 2674839 |
|  | Credicorp Ltd. | 122245 | &nbsp;&nbsp; 28972065 |
| \*†† | Fossal SAA, ADR | 6 | &nbsp;&nbsp; 12 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercorp Financial <br> Services, Inc.<br>| 9334 | &nbsp;&nbsp; 336584 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp; 32233710 |
| PHILIPPINES — (0.6%) | PHILIPPINES — (0.6%) | PHILIPPINES — (0.6%) | PHILIPPINES — (0.6%) |
| \* | 8990 Holdings, Inc. | 697800 | &nbsp;&nbsp; 121812 |
|  | A Soriano Corp. | 818000 | &nbsp;&nbsp; 204787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aboitiz Equity <br> Ventures, Inc.<br>| 3324490 | &nbsp;&nbsp; 1806417 |
|  | Aboitiz Power Corp. | 3874200 | &nbsp;&nbsp; 2865140 |
|  | ACEN Corp. | 14285967 | &nbsp;&nbsp; 611049 |
| \*†† | ACR Mining Corp. | 11905 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliance Global Group, <br> Inc.<br>| 22418794 | &nbsp;&nbsp; 2961089 |
|  | Apex Mining Co., Inc. | 15588000 | &nbsp;&nbsp; 1526880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlas Consolidated <br> Mining & <br> Development Corp.<br>| 4306100 | &nbsp;&nbsp; 275919 |
|  | Ayala Corp. | 376380 | &nbsp;&nbsp; 3802548 |
|  | Ayala Land, Inc. | 7824970 | &nbsp;&nbsp; 3343261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AyalaLand Logistics <br> Holdings Corp.<br>| 4662200 | &nbsp;&nbsp; 115646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of the Philippine <br> Islands<br>| 3910626 | &nbsp;&nbsp; 7921266 |
|  | BDO Unibank, Inc. | 6704779 | &nbsp;&nbsp; 16367201 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Belle Corp. | 27703700 | &nbsp;&nbsp; $712592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bloomberry Resorts <br> Corp.<br>| 19293800 | &nbsp;&nbsp; 1340655 |
| \* | Cebu Air, Inc. | 1887740 | &nbsp;&nbsp; 1144228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Century Pacific Food, <br> Inc.<br>| 6218850 | &nbsp;&nbsp; 3941783 |
|  | China Banking Corp. | 2559090 | &nbsp;&nbsp; 2874723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; COL Financial Group, <br> Inc.<br>| 1671250 | &nbsp;&nbsp; 43033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 10154300 | &nbsp;&nbsp; 3107303 |
|  | Cosco Capital, Inc. | 15392100 | &nbsp;&nbsp; 1841558 |
|  | D&L Industries, Inc. | 12933600 | &nbsp;&nbsp; 1124185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DigiPlus Interactive <br> Corp.<br>| 912760 | &nbsp;&nbsp; 393461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DITO CME Holdings <br> Corp.<br>| 17732900 | &nbsp;&nbsp; 331206 |
|  | DMCI Holdings, Inc. | 25850600 | &nbsp;&nbsp; 4541842 |
|  | DoubleDragon Corp. | 4336690 | &nbsp;&nbsp; 720681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Banking <br> Corp.<br>| 5848850 | &nbsp;&nbsp; 1241939 |
|  | Emperador, Inc. | 3708300 | &nbsp;&nbsp; 1028922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Filinvest Development <br> Corp.<br>| 116500 | &nbsp;&nbsp; 9929 |
|  | Filinvest Land, Inc. | 66853446 | &nbsp;&nbsp; 940104 |
|  | Filinvest REIT Corp. | 16833037 | &nbsp;&nbsp; 994854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Philippine <br> Holdings Corp.<br>| 2587130 | &nbsp;&nbsp; 3490068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ginebra San Miguel, <br> Inc.<br>| 20830 | &nbsp;&nbsp; 102153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Global Ferronickel <br> Holdings, Inc.<br>| 16720756 | &nbsp;&nbsp; 368891 |
|  | Globe Telecom, Inc. | 99684 | &nbsp;&nbsp; 2850041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GT Capital Holdings, <br> Inc.<br>| 460672 | &nbsp;&nbsp; 4727898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Container <br> Terminal Services, <br> Inc.<br>| 2174422 | &nbsp;&nbsp; 16696109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JG Summit Holdings, <br> Inc.<br>| 5488676 | &nbsp;&nbsp; 1972349 |
|  | Jollibee Foods Corp. | 1266257 | &nbsp;&nbsp; 4703435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keepers Holdings, <br> Inc.<br>| 894000 | &nbsp;&nbsp; 38441 |
|  | LT Group, Inc. | 13071700 | &nbsp;&nbsp; 2926860 |
|  | MacroAsia Corp. | 604396 | &nbsp;&nbsp; 42573 |
|  | Manila Electric Co. | 444700 | &nbsp;&nbsp; 4092714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Manila Water Co., <br> Inc.<br>| 9410200 | &nbsp;&nbsp; 5931190 |
|  | Megaworld Corp. | 56421300 | &nbsp;&nbsp; 1921456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank & <br> Trust Co.<br>| 5602829 | &nbsp;&nbsp; 7114720 |
| Ω | Monde Nissin Corp. | 1172600 | &nbsp;&nbsp; 150344 |
|  | Nickel Asia Corp. | 26122540 | &nbsp;&nbsp; 1005428 |
|  | Petron Corp. | 22616000 | &nbsp;&nbsp; 950941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philcomsat Holdings <br> Corp.<br>| 410333 | &nbsp;&nbsp; $752467 |
|  | Philex Mining Corp. | 7231150 | &nbsp;&nbsp; 698555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine National <br> Bank<br>| 2711566 | &nbsp;&nbsp; 2929763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Philippine Seven <br> Corp.<br>| 250010 | &nbsp;&nbsp; 227663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philippine Stock <br> Exchange, Inc.<br>| 84552 | &nbsp;&nbsp; 301835 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Philtown Properties, <br> Inc.<br>| 16675 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Petroleum <br> Philippines, Inc.<br>| 2516870 | &nbsp;&nbsp; 33655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PLDT, Inc. (PHI US), <br> Sponsored ADR<br>| 117883 | &nbsp;&nbsp; 2720740 |
|  | PLDT, Inc. (TEL PM) | 76845 | &nbsp;&nbsp; 1735489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Puregold Price Club, <br> Inc.<br>| 6783480 | &nbsp;&nbsp; 4649768 |
| \* | PXP Energy Corp. | 363200 | &nbsp;&nbsp; 13989 |
|  | RFM Corp. | 6096300 | &nbsp;&nbsp; 432964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rizal Commercial <br> Banking Corp.<br>| 2919464 | &nbsp;&nbsp; 1249346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Land <br> Corp.<br>| 17188818 | &nbsp;&nbsp; 4267429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Robinsons Retail <br> Holdings, Inc.<br>| 1723720 | &nbsp;&nbsp; 1123255 |
|  | San Miguel Corp. | 3366360 | &nbsp;&nbsp; 4147621 |
|  | Security Bank Corp. | 2116178 | &nbsp;&nbsp; 2753391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Semirara Mining & <br> Power Corp.<br>| 4759000 | &nbsp;&nbsp; 2690983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shakey's Pizza Asia <br> Ventures, Inc.<br>| 366600 | &nbsp;&nbsp; 50877 |
| \* | Shell Pilipinas Corp. | 1919540 | &nbsp;&nbsp; 161910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Investments <br> Corp.<br>| 143790 | &nbsp;&nbsp; 2009742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SM Prime Holdings, <br> Inc.<br>| 8148290 | &nbsp;&nbsp; 3234606 |
|  | SSI Group, Inc. | 302000 | &nbsp;&nbsp; 15443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; STI Education <br> Systems Holdings, <br> Inc.<br>| 1430000 | &nbsp;&nbsp; 34265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Grid & <br> Development Phils, <br> Inc.<br>| 3227000 | &nbsp;&nbsp; 636070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Top Frontier <br> Investment <br> Holdings, Inc.<br>| 155417 | &nbsp;&nbsp; 146592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Union Bank of the <br> Philippines<br>| 3664942 | &nbsp;&nbsp; 2007178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Robina <br> Corp.<br>| 2832660 | &nbsp;&nbsp; 4290284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vista Land & <br> Lifescapes, Inc.<br>| 54816800 | &nbsp;&nbsp; 1372407 |
|  | Vistamalls, Inc. | 155800 | &nbsp;&nbsp; 4005 |
|  | Wilcon Depot, Inc. | 6753100 | &nbsp;&nbsp; 1157934 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp; 173191850 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) |
| #\* | 11 bit studios SA | 5440 | &nbsp;&nbsp; $273680 |
|  | AB SA | 9937 | &nbsp;&nbsp; 249362 |
| \* | Action SA | 37636 | &nbsp;&nbsp; 264394 |
| \* | Agora SA | 261596 | &nbsp;&nbsp; 642923 |
|  | Alior Bank SA | 760657 | &nbsp;&nbsp; 20494259 |
| \*Ω | Allegro.eu SA | 197079 | &nbsp;&nbsp; 1933227 |
|  | Amica SA | 29857 | &nbsp;&nbsp; 458648 |
| # | AmRest Holdings SE | 333086 | &nbsp;&nbsp; 1269296 |
|  | Apator SA | 74541 | &nbsp;&nbsp; 421405 |
| # | Arctic Paper SA | 132265 | &nbsp;&nbsp; 402459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASBISc Enterprises <br> PLC<br>| 298919 | &nbsp;&nbsp; 2168167 |
|  | Asseco Poland SA | 262383 | &nbsp;&nbsp; 14155614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asseco South Eastern <br> Europe SA<br>| 16818 | &nbsp;&nbsp; 344979 |
| # | Auto Partner SA | 284788 | &nbsp;&nbsp; 1518824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Handlowy w <br> Warszawie SA<br>| 148569 | &nbsp;&nbsp; 4332112 |
| \* | Bank Millennium SA | 2906087 | &nbsp;&nbsp; 11302403 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bank Ochrony <br> Srodowiska SA<br>| 121413 | &nbsp;&nbsp; 332825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank Polska Kasa <br> Opieki SA<br>| 499709 | &nbsp;&nbsp; 27135877 |
|  | Benefit Systems SA | 6578 | &nbsp;&nbsp; 5958374 |
| #\* | Bioton SA | 193900 | &nbsp;&nbsp; 236927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BNPP Bank Polska <br> SA<br>| 3338 | &nbsp;&nbsp; 92016 |
|  | Boryszew SA | 1581311 | &nbsp;&nbsp; 2548572 |
| # | Budimex SA | 66681 | &nbsp;&nbsp; 9979216 |
| \* | CCC SA | 133149 | &nbsp;&nbsp; 6841311 |
| # | CD Projekt SA | 63449 | &nbsp;&nbsp; 4237747 |
| #\* | Celon Pharma SA | 49619 | &nbsp;&nbsp; 307054 |
| \* | CI Games SA | 878942 | &nbsp;&nbsp; 663108 |
| #\* | Cognor Holding SA | 736787 | &nbsp;&nbsp; 1373380 |
|  | Cyber Folks SA | 27075 | &nbsp;&nbsp; 1296087 |
| #\* | Cyfrowy Polsat SA | 683640 | &nbsp;&nbsp; 2744384 |
| \* | Datawalk SA | 3774 | &nbsp;&nbsp; 106810 |
|  | Develia SA | 1508135 | &nbsp;&nbsp; 3360819 |
| \*Ω | Dino Polska SA | 803000 | &nbsp;&nbsp; 10590077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dom Development <br> SA<br>| 41354 | &nbsp;&nbsp; 2587665 |
| \* | Echo Investment SA | 23210 | &nbsp;&nbsp; 32943 |
|  | Elektrotim SA | 8867 | &nbsp;&nbsp; 119786 |
| \* | Enea SA | 1945475 | &nbsp;&nbsp; 9828382 |
| # | Eurocash SA | 470794 | &nbsp;&nbsp; 1015068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fabryki Mebli Forte <br> SA<br>| 103961 | &nbsp;&nbsp; 783784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Globe Trade Centre <br> SA<br>| 254305 | &nbsp;&nbsp; 288487 |
| #\* | Grupa Azoty SA | 354185 | &nbsp;&nbsp; 1760345 |
| # | Grupa Kety SA | 64686 | &nbsp;&nbsp; 15053255 |
| # | Grupa Pracuj SA | 10752 | &nbsp;&nbsp; 183252 |
| #\*Ω | HUUUGE, Inc. | 42466 | &nbsp;&nbsp; 218534 |
| # | ING Bank Slaski SA | 86700 | &nbsp;&nbsp; 7684645 |
| # | Inter Cars SA | 33821 | &nbsp;&nbsp; 5159499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jastrzebska Spolka <br> Weglowa SA<br>| 526457 | &nbsp;&nbsp; 3295129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KGHM Polska Miedz <br> SA<br>| 326273 | &nbsp;&nbsp; $11031042 |
| # | KRUK SA | 93438 | &nbsp;&nbsp; 10237188 |
| \* | Lentex SA | 22077 | &nbsp;&nbsp; 45856 |
|  | LPP SA | 2841 | &nbsp;&nbsp; 12617904 |
| #\* | Lubawa SA | 24192 | &nbsp;&nbsp; 57493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lubelski Wegiel <br> Bogdanka SA<br>| 85664 | &nbsp;&nbsp; 553714 |
| \* | mBank SA | 33114 | &nbsp;&nbsp; 7830246 |
| # | Mirbud SA | 502567 | &nbsp;&nbsp; 1997810 |
| # | Mo-BRUK SA | 14849 | &nbsp;&nbsp; 1114458 |
| \* | Mostostal Zabrze SA | 86076 | &nbsp;&nbsp; 144088 |
|  | Neuca SA | 6917 | &nbsp;&nbsp; 1223307 |
|  | Newag SA | 511 | &nbsp;&nbsp; 9852 |
|  | Onde SA | 5966 | &nbsp;&nbsp; 16050 |
|  | Orange Polska SA | 2108129 | &nbsp;&nbsp; 4916418 |
|  | ORLEN SA | 1830608 | &nbsp;&nbsp; 40764872 |
| # | Pepco Group NV | 312879 | &nbsp;&nbsp; 1938608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PGE Polska Grupa <br> Energetyczna SA<br>| 2447265 | &nbsp;&nbsp; 7879581 |
| \* | PKP Cargo SA | 210403 | &nbsp;&nbsp; 867225 |
|  | PlayWay SA | 5070 | &nbsp;&nbsp; 371993 |
| \* | Polimex-Mostostal SA | 524213 | &nbsp;&nbsp; 643319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechna Kasa <br> Oszczednosci Bank <br> Polski SA<br>| 992246 | &nbsp;&nbsp; 21726713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powszechny Zaklad <br> Ubezpieczen SA<br>| 1477164 | &nbsp;&nbsp; 24758712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Santander Bank <br> Polska SA<br>| 53494 | &nbsp;&nbsp; 7800449 |
| \* | Selvita SA | 15027 | &nbsp;&nbsp; 133826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Stalexport Autostrady <br> SA<br>| 1083132 | &nbsp;&nbsp; 905539 |
|  | Synektik SA | 33892 | &nbsp;&nbsp; 1940207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tauron Polska Energia <br> SA<br>| 7222221 | &nbsp;&nbsp; 16020916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TEN Square Games <br> SA<br>| 3404 | &nbsp;&nbsp; 74035 |
| # | Text SA | 64197 | &nbsp;&nbsp; 996577 |
|  | Torpol SA | 56565 | &nbsp;&nbsp; 590513 |
|  | Unimot SA | 11748 | &nbsp;&nbsp; 473589 |
| # | Votum SA | 15986 | &nbsp;&nbsp; 193134 |
|  | Voxel SA | 2274 | &nbsp;&nbsp; 107047 |
| # | VRG SA | 1259078 | &nbsp;&nbsp; 1376538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Warsaw Stock <br> Exchange<br>| 122584 | &nbsp;&nbsp; 1732623 |
|  | Wawel SA | 149 | &nbsp;&nbsp; 25814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wirtualna Polska <br> Holding SA<br>| 32887 | &nbsp;&nbsp; 654705 |
| #Ω | XTB SA | 428609 | &nbsp;&nbsp; 8565614 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Zespol <br> Elektrocieplowni <br> Wroclawskich <br> Kogeneracja SA<br>| 14797 | &nbsp;&nbsp; 242918 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Zespol Elektrowni <br> Patnow Adamow <br> Konin SA<br>| 84873 | &nbsp;&nbsp; $530026 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp; 379157629 |
| QATAR — (0.8%) | QATAR — (0.8%) | QATAR — (0.8%) | QATAR — (0.8%) |
|  | Aamal Co. | 11558854 | &nbsp;&nbsp; 2611476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Takaful <br> Group QSC<br>| 1519535 | &nbsp;&nbsp; 1009721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Meera Consumer <br> Goods Co. QSC<br>| 606268 | &nbsp;&nbsp; 2461250 |
|  | Al Rayan Bank | 12713582 | &nbsp;&nbsp; 8305290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alijarah Holding Co. <br> QPSC<br>| 2527464 | &nbsp;&nbsp; 504585 |
| \* | Baladna | 7064060 | &nbsp;&nbsp; 2597661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Barwa Real Estate <br> Co.<br>| 9457528 | &nbsp;&nbsp; 7287024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Bank <br> PSQC <br>| 5777516 | &nbsp;&nbsp; 7759604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dlala Brokerage & <br> Investments Holding <br> Co. QSC<br>| 79702 | &nbsp;&nbsp; 23415 |
|  | Doha Bank QPSC | 13496887 | &nbsp;&nbsp; 9069300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doha Insurance Co. <br> QSC<br>| 706342 | &nbsp;&nbsp; 514749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Estithmar Holding <br> QPSC<br>| 5942026 | &nbsp;&nbsp; 5790082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf International <br> Services QSC<br>| 8974229 | &nbsp;&nbsp; 8146534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Warehousing <br> Co.<br>| 2825623 | &nbsp;&nbsp; 2144920 |
|  | Industries Qatar QSC | 860950 | &nbsp;&nbsp; 3140778 |
|  | Lesha Bank LLC | 7077781 | &nbsp;&nbsp; 3612460 |
|  | Mannai Corp. QSC | 969758 | &nbsp;&nbsp; 1629491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mazaya Real Estate <br> Development <br> QPSC<br>| 4539401 | &nbsp;&nbsp; 767045 |
|  | Medicare Group | 1456853 | &nbsp;&nbsp; 2291782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mesaieed <br> Petrochemical <br> Holding Co.<br>| 6681266 | &nbsp;&nbsp; 2483772 |
|  | Ooredoo QPSC | 3111870 | &nbsp;&nbsp; 11500169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Aluminum <br> Manufacturing Co.<br>| 15945310 | &nbsp;&nbsp; 6489728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Electricity & <br> Water Co. QSC<br>| 1267300 | &nbsp;&nbsp; 5607121 |
|  | Qatar Fuel QSC | 998858 | &nbsp;&nbsp; 4169514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Gas Transport <br> Co. Ltd.<br>| 10622463 | &nbsp;&nbsp; 14004987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 768444 | &nbsp;&nbsp; 542588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Insurance Co. <br> SAQ<br>| 3556758 | &nbsp;&nbsp; 2047824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar International <br> Islamic Bank QSC<br>| 2053980 | &nbsp;&nbsp; 6274419 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic Bank <br> QPSC<br>| 1687213 | &nbsp;&nbsp; $11367081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Islamic <br> Insurance Group<br>| 307190 | &nbsp;&nbsp; 733043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National Bank <br> QPSC<br>| 13164893 | &nbsp;&nbsp; 67728464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar National <br> Cement Co. QSC<br>| 1489605 | &nbsp;&nbsp; 1412338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Qatar Navigation <br> QSC<br>| 2473630 | &nbsp;&nbsp; 7363315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QLM Life & Medical <br> Insurance Co. WLL<br>| 249576 | &nbsp;&nbsp; 136902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Salam International <br> Investment Ltd. <br> QSC<br>| 7736721 | &nbsp;&nbsp; 1535285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Development <br> Co. QSC<br>| 11990083 | &nbsp;&nbsp; 3397972 |
|  | Vodafone Qatar QSC | 17306239 | &nbsp;&nbsp; 11332350 |
| \* | Widam Food Co. | 573788 | &nbsp;&nbsp; 349244 |
|  | Zad Holding Co. | 102347 | &nbsp;&nbsp; 411153 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp; 228554436 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gazprom PJSC <br> (OGZD LI), <br> Sponsored ADR<br>| 4286740 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Gazprom PJSC <br> (OGZPY US), <br> Sponsored ADR<br>| 226212 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Magnitogorsk Iron & <br> Steel Works PJSC <br> (MMK LI), <br> Sponsored GDR<br>| 604821 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Mechel PJSC, <br> Sponsored ADR<br>| 137371 | &nbsp;&nbsp; 0 |
| \*†† | PhosAgro PJSC | 1846 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Polyus PJSC (PLZL <br> LI), GDR<br>| 30972 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; RusHydro PJSC <br> (HYDR LI), ADR<br>| 4493667 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; RusHydro PJSC <br> (RSHYY US), ADR<br>| 556 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 3144384 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Severstal PAO <br> (SVJTY US), GDR<br>| 1124 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Severstal PAO (SVST <br> LI), GDR<br>| 284906 | &nbsp;&nbsp; 0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; VTB Bank PJSC <br> (VTBR LI), GDR<br>| 7638337 | &nbsp;&nbsp; 0 |
| SAUDI ARABIA — (3.1%) | SAUDI ARABIA — (3.1%) | SAUDI ARABIA — (3.1%) | SAUDI ARABIA — (3.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abdullah Al Othaim <br> Markets Co.<br>| 2752412 | &nbsp;&nbsp; 5354309 |
| \* | ACWA Power Co. | 110661 | &nbsp;&nbsp; 6480187 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Ades Holding Co. | 432850 | &nbsp;&nbsp; $1451939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Petrochemical Co.<br>| 540054 | &nbsp;&nbsp; 4461642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Babtain Power & <br> Telecommunication <br> Co.<br>| 369351 | &nbsp;&nbsp; 5519934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Gassim Investment <br> Holding Co.<br>| 9350 | &nbsp;&nbsp; 40396 |
|  | Al Hammadi Holding | 451802 | &nbsp;&nbsp; 4363751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Hassan Ghazi <br> Ibrahim Shaker Co.<br>| 224179 | &nbsp;&nbsp; 1601728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Jouf Agricultural <br> Development Co.<br>| 130143 | &nbsp;&nbsp; 1476819 |
| \* | Al Jouf Cement Co. | 450462 | &nbsp;&nbsp; 827250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Khaleej Training & <br> Education Co.<br>| 310280 | &nbsp;&nbsp; 2023048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Moammar <br> Information <br> Systems Co.<br>| 10133 | &nbsp;&nbsp; 350075 |
|  | Al Rajhi Bank | 3883026 | &nbsp;&nbsp; 97906883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Al Rajhi Co. for <br> Co-operative <br> Insurance<br>| 75017 | &nbsp;&nbsp; 2372204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al Yamamah Steel <br> Industries Co.<br>| 238552 | &nbsp;&nbsp; 2189487 |
|  | Alamar Foods | 71608 | &nbsp;&nbsp; 983304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alandalus Property <br> Co.<br>| 298390 | &nbsp;&nbsp; 1553419 |
|  | Alaseel Co. | 1505135 | &nbsp;&nbsp; 1529567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Dawaa Medical <br> Services Co.<br>| 40835 | &nbsp;&nbsp; 798407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 311860 | &nbsp;&nbsp; 9905745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Al-Etihad Cooperative <br> Insurance Co.<br>| 246718 | &nbsp;&nbsp; 827489 |
|  | Alinma Bank | 2988217 | &nbsp;&nbsp; 20548514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlJazira Takaful <br> Ta'awuni Co.<br>| 266948 | &nbsp;&nbsp; 906527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 81969 | &nbsp;&nbsp; 2821003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 210760 | &nbsp;&nbsp; 796355 |
|  | Almarai Co. JSC | 1680965 | &nbsp;&nbsp; 21438505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Almawarid Manpower <br> Co.<br>| 14734 | &nbsp;&nbsp; 498187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Almunajem Foods <br> Co.<br>| 83635 | &nbsp;&nbsp; 1479629 |
|  | Alujain Corp. | 247530 | &nbsp;&nbsp; 2416223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amlak International <br> Finance Co.<br>| 80356 | &nbsp;&nbsp; 250300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Anaam International <br> Holding Group Co.<br>| 44321 | &nbsp;&nbsp; 177070 |
|  | Arab National Bank | 1726298 | &nbsp;&nbsp; 9986361 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabia Insurance <br> Cooperative Co.<br>| 54379 | &nbsp;&nbsp; $163732 |
|  | Arabian Cement Co. | 373759 | &nbsp;&nbsp; 2053265 |
| Ω | Arabian Centres Co. | 737553 | &nbsp;&nbsp; 4076643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Contracting <br> Services Co.<br>| 90945 | &nbsp;&nbsp; 2339449 |
|  | Arabian Drilling Co. | 193310 | &nbsp;&nbsp; 3858663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Internet & <br> Communications <br> Services Co.<br>| 100481 | &nbsp;&nbsp; 6383608 |
|  | Arabian Pipes Co. | 607805 | &nbsp;&nbsp; 960398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 215450 | &nbsp;&nbsp; 848097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arriyadh Development <br> Co.<br>| 775674 | &nbsp;&nbsp; 6611462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ARTEX Industrial <br> Investment Co.<br>| 244918 | &nbsp;&nbsp; 839293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ash-Sharqiyah <br> Development Co.<br>| 6712 | &nbsp;&nbsp; 29988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Astra Industrial Group <br> Co.<br>| 225964 | &nbsp;&nbsp; 8423833 |
|  | Ataa Educational Co. | 50258 | &nbsp;&nbsp; 819115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BAAN Holding Group <br> Co.<br>| 1337901 | &nbsp;&nbsp; 887000 |
|  | Baazeem Trading Co. | 24161 | &nbsp;&nbsp; 36714 |
|  | Bank AlBilad | 2177037 | &nbsp;&nbsp; 15073391 |
| \* | Bank Al-Jazira | 3500288 | &nbsp;&nbsp; 11691861 |
|  | Banque Saudi Fransi | 1762232 | &nbsp;&nbsp; 8051153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Basic Chemical <br> Industries Ltd.<br>| 101099 | &nbsp;&nbsp; 706509 |
|  | Bawan Co. | 295171 | &nbsp;&nbsp; 4113727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BinDawood Holding <br> Co.<br>| 1320267 | &nbsp;&nbsp; 2084848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 236964 | &nbsp;&nbsp; 10644291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Buruj Cooperative <br> Insurance Co.<br>| 17849 | &nbsp;&nbsp; 81758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Catrion Catering <br> Holding Co.<br>| 292360 | &nbsp;&nbsp; 8829174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 99038 | &nbsp;&nbsp; 872008 |
|  | City Cement Co. | 570014 | &nbsp;&nbsp; 2539964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Co. for Cooperative <br> Insurance <br>| 220850 | &nbsp;&nbsp; 7898705 |
|  | Dallah Healthcare Co. | 148741 | &nbsp;&nbsp; 5387533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 3272403 | &nbsp;&nbsp; 16646188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Sulaiman Al Habib <br> Medical Services <br> Group Co.<br>| 225018 | &nbsp;&nbsp; 15716597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East Pipes Integrated <br> Co. for Industry<br>| 66702 | &nbsp;&nbsp; 1913491 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Province <br> Cement Co.<br>| 388399 | &nbsp;&nbsp; $2855577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electrical Industries <br> Co.<br>| 4858252 | &nbsp;&nbsp; 11618065 |
|  | Elm Co. | 9506 | &nbsp;&nbsp; 2303078 |
| \* | Emaar Economic City | 1469585 | &nbsp;&nbsp; 4913263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Etihad Atheeb <br> Telecommunication <br> Co.<br>| 13446 | &nbsp;&nbsp; 345534 |
|  | Etihad Etisalat Co. | 2662404 | &nbsp;&nbsp; 43409587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Fawaz Abdulaziz Al <br> Hokair & Co.<br>| 124323 | &nbsp;&nbsp; 952156 |
|  | First Milling Co. | 17679 | &nbsp;&nbsp; 267272 |
| \* | Fitaihi Holding Group | 1173695 | &nbsp;&nbsp; 1025311 |
|  | Gulf Insurance Group | 223767 | &nbsp;&nbsp; 1470408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Union <br> Cooperative <br> Insurance Co.<br>| 269441 | &nbsp;&nbsp; 1009057 |
| \* | Halwani Brothers Co. | 910 | &nbsp;&nbsp; 10268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Herfy Food Services <br> Co.<br>| 162038 | &nbsp;&nbsp; 1082884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jamjoom <br> Pharmaceuticals <br> Factory Co.<br>| 41781 | &nbsp;&nbsp; 1804223 |
|  | Jarir Marketing Co. | 2283415 | &nbsp;&nbsp; 7815785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jazan Development & <br> Investment Co.<br>| 76141 | &nbsp;&nbsp; 221405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; L'Azurde Co. for <br> Jewelry<br>| 214621 | &nbsp;&nbsp; 728685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leejam Sports Co. <br> JSC<br>| 163423 | &nbsp;&nbsp; 6174990 |
| \* | Liva Insurance Co. | 48446 | &nbsp;&nbsp; 166217 |
| \* | Lumi Rental Co. | 29740 | &nbsp;&nbsp; 479461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Maharah Human <br> Resources Co.<br>| 16624 | &nbsp;&nbsp; 20603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Malath Cooperative <br> Insurance Co.<br>| 96963 | &nbsp;&nbsp; 331846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 371809 | &nbsp;&nbsp; 1675125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Methanol Chemicals <br> Co.<br>| 214553 | &nbsp;&nbsp; 716591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Healthcare Co.<br>| 292858 | &nbsp;&nbsp; 4390087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Middle East Paper <br> Co.<br>| 291268 | &nbsp;&nbsp; 2160234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Pharmaceutical Co.<br>| 371 | &nbsp;&nbsp; 11934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Middle East <br> Specialized Cables <br> Co.<br>| 170077 | &nbsp;&nbsp; 1511343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 5290605 | &nbsp;&nbsp; 14656221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mouwasat Medical <br> Services Co.<br>| 289608 | &nbsp;&nbsp; 5855510 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Nahdi Medical Co. | 128849 | &nbsp;&nbsp; $4250710 |
| \* | Najran Cement Co. | 659158 | &nbsp;&nbsp; 1427493 |
| \* | Nama Chemicals Co. | 7015 | &nbsp;&nbsp; 46321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Agriculture <br> Development Co. <br>| 1104538 | &nbsp;&nbsp; 6046946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for Glass <br> Industries <br>| 135051 | &nbsp;&nbsp; 1457003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Co. for <br> Learning & <br> Education<br>| 57688 | &nbsp;&nbsp; 2569153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Gas & <br> Industrialization Co.<br>| 161521 | &nbsp;&nbsp; 3271897 |
| \* | National Gypsum | 111143 | &nbsp;&nbsp; 630759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National <br> Industrialization Co.<br>| 2528725 | &nbsp;&nbsp; 6478376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Medical Care <br> Co.<br>| 97572 | &nbsp;&nbsp; 4223455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Metal <br> Manufacturing & <br> Casting Co.<br>| 17250 | &nbsp;&nbsp; 79012 |
|  | Nayifat Finance Co. | 244788 | &nbsp;&nbsp; 842510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northern Region <br> Cement Co.<br>| 677004 | &nbsp;&nbsp; 1458414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Perfect Presentation <br> For Commercial <br> Services Co.<br>| 395583 | &nbsp;&nbsp; 1131556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Power & Water Utility <br> Co. for Jubail & <br> Yanbu<br>| 75354 | &nbsp;&nbsp; 804442 |
|  | Qassim Cement Co. | 319958 | &nbsp;&nbsp; 3928252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rabigh Refining & <br> Petrochemical Co.<br>| 1418806 | &nbsp;&nbsp; 2686400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Red Sea International <br> Co.<br>| 2000 | &nbsp;&nbsp; 21125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Retal Urban <br> Development Co.<br>| 1157360 | &nbsp;&nbsp; 4569728 |
|  | Riyad Bank | 3508261 | &nbsp;&nbsp; 26324248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Riyadh Cables Group <br> Co.<br>| 114535 | &nbsp;&nbsp; 3995150 |
|  | Riyadh Cement Co. | 167584 | &nbsp;&nbsp; 1417380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SABIC Agri-Nutrients <br> Co.<br>| 721611 | &nbsp;&nbsp; 22889171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahara International <br> Petrochemical Co.<br>| 1313196 | &nbsp;&nbsp; 6258889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAL Saudi Logistics <br> Services<br>| 43713 | &nbsp;&nbsp; 2004051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian Amiantit <br> Co.<br>| 108909 | &nbsp;&nbsp; 598811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian <br> Cooperative <br> Insurance Co.<br>| 32131 | &nbsp;&nbsp; 124373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabian Mining <br> Co.<br>| 1943646 | &nbsp;&nbsp; 26871966 |
| Ω | Saudi Arabian Oil Co. | 8279408 | &nbsp;&nbsp; 53573151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Aramco Base <br> Oil Co.<br>| 159214 | &nbsp;&nbsp; 4417991 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Automotive <br> Services Co.<br>| 283754 | &nbsp;&nbsp; $3889993 |
|  | Saudi Awwal Bank | 2391467 | &nbsp;&nbsp; 20614242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Basic Industries <br> Corp.<br>| 1250991 | &nbsp;&nbsp; 18219092 |
|  | Saudi Cement Co. | 558809 | &nbsp;&nbsp; 5697203 |
| \* | Saudi Ceramic Co. | 483377 | &nbsp;&nbsp; 3930739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Chemical Co. <br> Holding<br>| 2441467 | &nbsp;&nbsp; 4945898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Co. For <br> Hardware CJSC<br>| 5479 | &nbsp;&nbsp; 42031 |
|  | Saudi Electricity Co. | 1214678 | &nbsp;&nbsp; 4776371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Ground <br> Services Co.<br>| 3631 | &nbsp;&nbsp; 47096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Industrial <br> Investment Group<br>| 1017897 | &nbsp;&nbsp; 4870670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Investment <br> Bank <br>| 1535103 | &nbsp;&nbsp; 5882114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Kayan <br> Petrochemical Co.<br>| 4261743 | &nbsp;&nbsp; 5183507 |
| \* | Saudi Marketing Co. | 138051 | &nbsp;&nbsp; 616815 |
|  | Saudi National Bank  | 4959856 | &nbsp;&nbsp; 49494863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Paper <br> Manufacturing Co.<br>| 124577 | &nbsp;&nbsp; 1831373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 317520 | &nbsp;&nbsp; 2037525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Printing & <br> Packaging Co.<br>| 131139 | &nbsp;&nbsp; 403304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Public Transport <br> Co.<br>| 613746 | &nbsp;&nbsp; 2184199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Real Estate <br> Co.<br>| 873373 | &nbsp;&nbsp; 4278742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Reinsurance <br> Co.<br>| 413469 | &nbsp;&nbsp; 5004112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Research & <br> Media Group<br>| 190028 | &nbsp;&nbsp; 9303802 |
|  | Saudi Steel Pipe Co. | 125882 | &nbsp;&nbsp; 1717233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudi Tadawul Group <br> Holding Co.<br>| 59617 | &nbsp;&nbsp; 2599654 |
|  | Saudi Telecom Co. | 6118051 | &nbsp;&nbsp; 68483528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saudia Dairy & <br> Foodstuff Co.<br>| 88666 | &nbsp;&nbsp; 6212696 |
| \* | Savola Group  | 753798 | &nbsp;&nbsp; 4970593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scientific & Medical <br> Equipment House <br> Co.<br>| 83234 | &nbsp;&nbsp; 785779 |
| \* | Seera Group Holding | 1274414 | &nbsp;&nbsp; 8769329 |
| \* | Shams | 3096854 | &nbsp;&nbsp; 790630 |
| \* | SHL Finance Co. | 93444 | &nbsp;&nbsp; 580182 |
| \* | Sinad Holding Co. | 546281 | &nbsp;&nbsp; 1567328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Province <br> Cement Co.<br>| 372290 | &nbsp;&nbsp; 2607733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sustained <br> Infrastructure <br> Holding Co.<br>| 403393 | &nbsp;&nbsp; 3573365 |
|  | Tabuk Cement Co. | 304948 | &nbsp;&nbsp; 847624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Takween Advanced <br> Industries Co.<br>| 186431 | &nbsp;&nbsp; $388991 |
|  | Tanmiah Food Co. | 47356 | &nbsp;&nbsp; 1130767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Theeb Rent A Car <br> Co.<br>| 116854 | &nbsp;&nbsp; 1921542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Umm Al-Qura Cement <br> Co.<br>| 306351 | &nbsp;&nbsp; 1273931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Electronics <br> Co.<br>| 258641 | &nbsp;&nbsp; 6189805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United International <br> Transportation Co.<br>| 323383 | &nbsp;&nbsp; 6027115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Wire Factories <br> Co.<br>| 84785 | &nbsp;&nbsp; 510930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wafrah for Industry & <br> Development<br>| 11156 | &nbsp;&nbsp; 79321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Walaa Cooperative <br> Insurance Co.<br>| 596351 | &nbsp;&nbsp; 2217708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Wataniya Insurance <br> Co.<br>| 149759 | &nbsp;&nbsp; 647654 |
|  | Yamama Cement Co. | 795912 | &nbsp;&nbsp; 6969617 |
|  | Yanbu Cement Co. | 511951 | &nbsp;&nbsp; 2322680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yanbu National <br> Petrochemical Co.<br>| 371442 | &nbsp;&nbsp; 3017497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zahrat Al Waha For <br> Trading Co.<br>| 23205 | &nbsp;&nbsp; 162507 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp; 967919598 |
| SOUTH AFRICA — (3.2%) | SOUTH AFRICA — (3.2%) | SOUTH AFRICA — (3.2%) | SOUTH AFRICA — (3.2%) |
|  | Absa Group Ltd. | 2977304 | &nbsp;&nbsp; 29388444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Adcock Ingram <br> Holdings Ltd.<br>| 446218 | &nbsp;&nbsp; 1688005 |
|  | Advtech Ltd. | 4509029 | &nbsp;&nbsp; 8076675 |
|  | AECI Ltd. | 868188 | &nbsp;&nbsp; 5212186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; African Rainbow <br> Minerals Ltd.<br>| 846517 | &nbsp;&nbsp; 8584232 |
|  | Afrimat Ltd. | 554364 | &nbsp;&nbsp; 1270658 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Forbes <br> Group Holdings <br> Ltd.<br>| 1456217 | &nbsp;&nbsp; 677790 |
|  | Altron Ltd., Class A | 416751 | &nbsp;&nbsp; 481779 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Anglogold Ashanti <br> PLC (AU US)<br>| 501755 | &nbsp;&nbsp; 23206169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aspen Pharmacare <br> Holdings Ltd.<br>| 945638 | &nbsp;&nbsp; 6069340 |
|  | Astral Foods Ltd. | 335750 | &nbsp;&nbsp; 3197551 |
|  | AVI Ltd. | 2512648 | &nbsp;&nbsp; 12956705 |
|  | Barloworld Ltd. | 1774450 | &nbsp;&nbsp; 11329426 |
|  | Bid Corp. Ltd. | 630249 | &nbsp;&nbsp; 15842985 |
|  | Bidvest Group Ltd. | 1163622 | &nbsp;&nbsp; 15137315 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Blue Label Telecoms <br> Ltd.<br>| 3665341 | &nbsp;&nbsp; 3279465 |
| #\* | Brait PLC | 13227843 | &nbsp;&nbsp; 1583999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capitec Bank <br> Holdings Ltd.<br>| 122662 | &nbsp;&nbsp; 23777830 |
|  | Cashbuild Ltd. | 138478 | &nbsp;&nbsp; 1173959 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caxton & CTP <br> Publishers & <br> Printers Ltd.<br>| 47312 | &nbsp;&nbsp; $30022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; City Lodge Hotels <br> Ltd.<br>| 1661297 | &nbsp;&nbsp; 379138 |
|  | Clicks Group Ltd. | 972762 | &nbsp;&nbsp; 20374979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Coronation Fund <br> Managers Ltd.<br>| 1444004 | &nbsp;&nbsp; 3261046 |
|  | Curro Holdings Ltd. | 744739 | &nbsp;&nbsp; 357678 |
|  | DataTec Ltd. | 3868374 | &nbsp;&nbsp; 12675740 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Dis-Chem Pharmacies <br> Ltd.<br>| 2466803 | &nbsp;&nbsp; 4201870 |
|  | Discovery Ltd. | 1323431 | &nbsp;&nbsp; 15693633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> SJ)<br>| 1480774 | &nbsp;&nbsp; 1965170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DRDGOLD Ltd. (DRD <br> US), Sponsored <br> ADR<br>| 60337 | &nbsp;&nbsp; 804896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Exxaro Resources <br> Ltd.<br>| 1155929 | &nbsp;&nbsp; 10085489 |
|  | Famous Brands Ltd. | 462837 | &nbsp;&nbsp; 1495813 |
|  | FirstRand Ltd. | 9649057 | &nbsp;&nbsp; 40975278 |
|  | Foschini Group Ltd. | 2926995 | &nbsp;&nbsp; 19763699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 2558539 | &nbsp;&nbsp; 62326010 |
|  | Grindrod Ltd. | 4606234 | &nbsp;&nbsp; 2926241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 523877 | &nbsp;&nbsp; 7014412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining <br> Co. Ltd. (HMY US), <br> Sponsored ADR<br>| 3420798 | &nbsp;&nbsp; 46043941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hudaco Industries <br> Ltd.<br>| 251026 | &nbsp;&nbsp; 2673915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum <br> Holdings Ltd.<br>| 2588237 | &nbsp;&nbsp; 24462514 |
|  | Investec Ltd. | 1112953 | &nbsp;&nbsp; 8172523 |
| \* | iOCO Ltd. | 330362 | &nbsp;&nbsp; 75814 |
|  | Italtile Ltd. | 1042431 | &nbsp;&nbsp; 565251 |
|  | JSE Ltd. | 512015 | &nbsp;&nbsp; 3821641 |
| \* | KAP Ltd. | 16081858 | &nbsp;&nbsp; 1641399 |
|  | Kumba Iron Ore Ltd. | 222284 | &nbsp;&nbsp; 3666080 |
|  | Lewis Group Ltd. | 1003085 | &nbsp;&nbsp; 4312526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Healthcare Group <br> Holdings Ltd.<br>| 9723793 | &nbsp;&nbsp; 7142570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Merafe Resources <br> Ltd.<br>| 8618974 | &nbsp;&nbsp; 582843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Metair Investments <br> Ltd.<br>| 1692660 | &nbsp;&nbsp; 556430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Momentum Group <br> Ltd.<br>| 12938196 | &nbsp;&nbsp; 24517046 |
|  | Motus Holdings Ltd. | 1550752 | &nbsp;&nbsp; 7928963 |
|  | Mpact Ltd. | 1397429 | &nbsp;&nbsp; 1910465 |
|  | Mr. Price Group Ltd. | 1644895 | &nbsp;&nbsp; 19034203 |
|  | MTN Group Ltd. | 6514257 | &nbsp;&nbsp; 54752484 |
| \* | MultiChoice Group | 1843837 | &nbsp;&nbsp; 12156350 |
| \* | Nampak Ltd. | 1952 | &nbsp;&nbsp; 53735 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Naspers Ltd., Class N | 75500 | &nbsp;&nbsp; $23305496 |
|  | Nedbank Group Ltd. | 1537088 | &nbsp;&nbsp; 20975774 |
|  | NEPI Rockcastle NV | 1494023 | &nbsp;&nbsp; 11420896 |
|  | Netcare Ltd. | 9808852 | &nbsp;&nbsp; 7380067 |
|  | Ninety One Ltd. | 1469152 | &nbsp;&nbsp; 3533248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Northam Platinum <br> Holdings Ltd.<br>| 1560883 | &nbsp;&nbsp; 17929542 |
| #\* | Nutun Ltd. | 2943568 | &nbsp;&nbsp; 227677 |
|  | Oceana Group Ltd. | 682058 | &nbsp;&nbsp; 1956242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Old Mutual Ltd. (OMU <br> SJ)<br>| 23508838 | &nbsp;&nbsp; 16487590 |
|  | Omnia Holdings Ltd. | 1429073 | &nbsp;&nbsp; 6193364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OUTsurance Group <br> Ltd.<br>| 1586311 | &nbsp;&nbsp; 6721543 |
| Ω | Pepkor Holdings Ltd. | 9606160 | &nbsp;&nbsp; 14426110 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Pick n Pay Stores <br> Ltd.<br>| 3671640 | &nbsp;&nbsp; 5714995 |
|  | PPC Ltd. | 9548588 | &nbsp;&nbsp; 2670605 |
|  | Premier Group Ltd. | 9961 | &nbsp;&nbsp; 76746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PSG Financial <br> Services Ltd.<br>| 2516997 | &nbsp;&nbsp; 3242827 |
| \* | Rainbow Chicken | 234589 | &nbsp;&nbsp; 55154 |
|  | Raubex Group Ltd. | 1734622 | &nbsp;&nbsp; 4289802 |
|  | RCL Foods Ltd. | 234589 | &nbsp;&nbsp; 128510 |
|  | Reunert Ltd. | 1349317 | &nbsp;&nbsp; 4139297 |
|  | RFG Holdings Ltd. | 538736 | &nbsp;&nbsp; 473227 |
|  | Sanlam Ltd. | 2746975 | &nbsp;&nbsp; 13220210 |
|  | Santam Ltd. | 282456 | &nbsp;&nbsp; 6848902 |
|  | Sappi Ltd. | 5007128 | &nbsp;&nbsp; 7588346 |
| \* | Sasol Ltd. (SOL SJ) | 1226575 | &nbsp;&nbsp; 6309619 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sasol Ltd. (SSL US), <br> Sponsored ADR<br>| 508321 | &nbsp;&nbsp; 2602603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shoprite Holdings <br> Ltd.<br>| 1309526 | &nbsp;&nbsp; 19037359 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SBSW US), ADR<br>| 851118 | &nbsp;&nbsp; 7115349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 11755759 | &nbsp;&nbsp; 24725696 |
|  | Southern Sun Ltd. | 1521453 | &nbsp;&nbsp; 790185 |
| \* | SPAR Group Ltd.  | 1111225 | &nbsp;&nbsp; 6534835 |
| # | Spur Corp. Ltd. | 559689 | &nbsp;&nbsp; 1103331 |
|  | Stadio Holdings Ltd. | 205049 | &nbsp;&nbsp; 98809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Bank Group <br> Ltd.<br>| 3058216 | &nbsp;&nbsp; 39351506 |
|  | Sun International Ltd. | 1341381 | &nbsp;&nbsp; 3463798 |
|  | Super Group Ltd. | 3182118 | &nbsp;&nbsp; 2819007 |
| \* | Telkom SA SOC Ltd. | 2692218 | &nbsp;&nbsp; 8748995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thungela Resources <br> Ltd. (TGA SJ)<br>| 728436 | &nbsp;&nbsp; 3708817 |
|  | Tiger Brands Ltd. | 745036 | &nbsp;&nbsp; 12429962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Truworths <br> International Ltd.<br>| 2405542 | &nbsp;&nbsp; 9357959 |
|  | Tsogo Sun Ltd. | 2962927 | &nbsp;&nbsp; 1124785 |
|  | Valterra Platinum Ltd. | 235798 | &nbsp;&nbsp; 10589667 |
|  | Vodacom Group Ltd. | 1561780 | &nbsp;&nbsp; 11890127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; We Buy Cars <br> Holdings Ltd.<br>| 696881 | &nbsp;&nbsp; 2207462 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 462925 | &nbsp;&nbsp; $4406361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woolworths Holdings <br> Ltd.<br>| 3595717 | &nbsp;&nbsp; 9851440 |
|  | Zeda Ltd. | 1945332 | &nbsp;&nbsp; 1361048 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp; 969971210 |
| SOUTH KOREA — (11.1%) | SOUTH KOREA — (11.1%) | SOUTH KOREA — (11.1%) | SOUTH KOREA — (11.1%) |
| #\* | 3S Korea Co. Ltd. | 87684 | &nbsp;&nbsp; 117996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ABco Electronics Co. <br> Ltd.<br>| 38148 | &nbsp;&nbsp; 155868 |
| #\* | ABLBio, Inc. | 10208 | &nbsp;&nbsp; 532093 |
|  | Able C&C Co. Ltd. | 14696 | &nbsp;&nbsp; 100659 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ABOV Semiconductor <br> Co. Ltd.<br>| 18673 | &nbsp;&nbsp; 156136 |
| #\* | Abpro Bio Co. Ltd. | 780310 | &nbsp;&nbsp; 138587 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ADTechnology Co. <br> Ltd.<br>| 26899 | &nbsp;&nbsp; 483499 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Nano <br> Products Co. Ltd.<br>| 12078 | &nbsp;&nbsp; 465163 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Process <br> Systems Corp.<br>| 73861 | &nbsp;&nbsp; 956975 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Chemical <br> Co. Ltd.<br>| 108169 | &nbsp;&nbsp; 926315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aekyung Industrial Co. <br> Ltd.<br>| 55179 | &nbsp;&nbsp; 656070 |
| #\* | Agabang & Co. | 125984 | &nbsp;&nbsp; 489748 |
| # | Ahnlab, Inc. | 27254 | &nbsp;&nbsp; 1255237 |
| \* | Air Busan Co. Ltd. | 247041 | &nbsp;&nbsp; 365313 |
|  | AJ Networks Co. Ltd. | 16939 | &nbsp;&nbsp; 51917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ajin Industrial Co. <br> Ltd.<br>| 283426 | &nbsp;&nbsp; 565456 |
| # | AK Holdings, Inc. | 25570 | &nbsp;&nbsp; 212195 |
| \* | Alteogen, Inc. | 28201 | &nbsp;&nbsp; 9097198 |
| #\* | ALUKO Co. Ltd. | 401243 | &nbsp;&nbsp; 688325 |
| #\* | Amicogen, Inc. | 89576 | &nbsp;&nbsp; 262694 |
| \* | Aminologics Co. Ltd. | 122330 | &nbsp;&nbsp; 95484 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Amo Greentech Co. <br> Ltd.<br>| 45108 | &nbsp;&nbsp; 217784 |
|  | Amorepacific Corp. | 31504 | &nbsp;&nbsp; 3035818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amorepacific Holdings <br> Corp.<br>| 91780 | &nbsp;&nbsp; 2039936 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Anam Electronics Co. <br> Ltd.<br>| 221968 | &nbsp;&nbsp; 224858 |
| #\* | Ananti, Inc. | 386500 | &nbsp;&nbsp; 2760913 |
| #\* | Anapass, Inc. | 25811 | &nbsp;&nbsp; 347002 |
| #\* | Anterogen Co. Ltd. | 20305 | &nbsp;&nbsp; 343324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aplus Asset Advisor <br> Co. Ltd.<br>| 21942 | &nbsp;&nbsp; 99490 |
| \* | Aprogen, Inc. | 347100 | &nbsp;&nbsp; 152603 |
| #\* | APS, Inc. | 68815 | &nbsp;&nbsp; 237919 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; APT Neuroscience, <br> Inc.<br>| 45529 | &nbsp;&nbsp; 45114 |
|  | Asia Cement Co. Ltd. | 136795 | &nbsp;&nbsp; 1405126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASIA Holdings Co. <br> Ltd.<br>| 6687 | &nbsp;&nbsp; 1619790 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Pacific Satellite, <br> Inc.<br>| 20034 | &nbsp;&nbsp; $176622 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 209894 | &nbsp;&nbsp; 1207829 |
| \* | Asiana Airlines, Inc. | 65155 | &nbsp;&nbsp; 443562 |
|  | Atec Co. Ltd. | 28831 | &nbsp;&nbsp; 287198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Atinum Investment <br> Co. Ltd.<br>| 241130 | &nbsp;&nbsp; 422483 |
| # | ATON, Inc. | 32411 | &nbsp;&nbsp; 194072 |
| # | Avaco Co. Ltd. | 36413 | &nbsp;&nbsp; 348097 |
| # | Avatec Co. Ltd. | 20074 | &nbsp;&nbsp; 120603 |
| # | Baiksan Co. Ltd. | 100615 | &nbsp;&nbsp; 1099108 |
| # | BGF Co. Ltd. | 229686 | &nbsp;&nbsp; 659402 |
| # | BGF retail Co. Ltd. | 33806 | &nbsp;&nbsp; 2738399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BGFecomaterials Co. <br> Ltd.<br>| 92298 | &nbsp;&nbsp; 205958 |
| # | BH Co. Ltd. | 203920 | &nbsp;&nbsp; 2136503 |
| #\* | BHI Co. Ltd. | 83532 | &nbsp;&nbsp; 2400214 |
| # | Binggrae Co. Ltd. | 44671 | &nbsp;&nbsp; 2609381 |
| \* | Bio Fund&C Co. Ltd. | 4598 | &nbsp;&nbsp; 61073 |
| # | Bio Plus Co. Ltd. | 190704 | &nbsp;&nbsp; 945220 |
| #\* | Biodyne Co. Ltd. | 76846 | &nbsp;&nbsp; 816342 |
| \* | Bioneer Corp. | 39607 | &nbsp;&nbsp; 428359 |
|  | BioNote, Inc. | 38193 | &nbsp;&nbsp; 143778 |
| \* | BioSmart Co. Ltd. | 36164 | &nbsp;&nbsp; 83434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; BIT Computer Co. <br> Ltd.<br>| 32598 | &nbsp;&nbsp; 124608 |
| #\* | BNC Korea Co. Ltd. | 152347 | &nbsp;&nbsp; 567660 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BNK Financial Group, <br> Inc.<br>| 981017 | &nbsp;&nbsp; 10274168 |
| # | Boditech Med, Inc. | 77247 | &nbsp;&nbsp; 791611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bohae Brewery Co. <br> Ltd.<br>| 405514 | &nbsp;&nbsp; 136455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bookook Securities <br> Co. Ltd.<br>| 9766 | &nbsp;&nbsp; 371738 |
| # | Boryung | 199262 | &nbsp;&nbsp; 1209952 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bosung Power <br> Technology Co. <br> Ltd.<br>| 113423 | &nbsp;&nbsp; 256069 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Bucket Studio Co. <br> Ltd.<br>| 176492 | &nbsp;&nbsp; 27489 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 147095 | &nbsp;&nbsp; 342065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bumhan Fuel Cell Co. <br> Ltd.<br>| 5061 | &nbsp;&nbsp; 64720 |
|  | BYC Co. Ltd. | 7010 | &nbsp;&nbsp; 198679 |
| # | Byucksan Corp. | 320900 | &nbsp;&nbsp; 515357 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; C&C International Co. <br> Ltd.<br>| 17848 | &nbsp;&nbsp; 565856 |
| # | C&G Hi Tech Co. Ltd. | 21533 | &nbsp;&nbsp; 192186 |
| #\* | Cafe24 Corp. | 81934 | &nbsp;&nbsp; 2530731 |
| #\* | CammSys Corp. | 232126 | &nbsp;&nbsp; 166954 |
| # | Cape Industries Ltd. | 123700 | &nbsp;&nbsp; 658198 |
| # | Caregen Co. Ltd. | 84684 | &nbsp;&nbsp; 3019078 |
| #\* | Celltrion Pharm, Inc. | 31477 | &nbsp;&nbsp; 1210201 |
|  | Celltrion, Inc. | 180383 | &nbsp;&nbsp; 23125638 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | Chabiotech Co. Ltd. | 81211 | &nbsp;&nbsp; $644977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Changhae Ethanol <br> Co. Ltd.<br>| 22808 | &nbsp;&nbsp; 173984 |
| # | Cheil Electric Co. Ltd. | 8055 | &nbsp;&nbsp; 68048 |
|  | Cheil Worldwide, Inc. | 359176 | &nbsp;&nbsp; 5131206 |
| # | Chemtronics Co. Ltd. | 80307 | &nbsp;&nbsp; 1250994 |
| #\* | Chemtros Co. Ltd. | 49361 | &nbsp;&nbsp; 153645 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheryong Electric Co. <br> Ltd.<br>| 60381 | &nbsp;&nbsp; 1742970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ChinHung <br> International, Inc.<br>| 66150 | &nbsp;&nbsp; 35847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinyang Holdings <br> Corp.<br>| 117186 | &nbsp;&nbsp; 276796 |
| # | Chips&Media, Inc. | 41918 | &nbsp;&nbsp; 510365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Choil Aluminum Co. <br> Ltd.<br>| 359880 | &nbsp;&nbsp; 391473 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 41657 | &nbsp;&nbsp; 2531145 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chongkundang <br> Holdings Corp.<br>| 18955 | &nbsp;&nbsp; 673636 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Choong Ang Vaccine <br> Laboratory<br>| 20312 | &nbsp;&nbsp; 146201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chorokbaem Media <br> Co. Ltd.<br>| 85628 | &nbsp;&nbsp; 314899 |
| #\* | Chunbo Co. Ltd. | 10238 | &nbsp;&nbsp; 329074 |
| \* | CJ Bioscience, Inc. | 11288 | &nbsp;&nbsp; 83341 |
| #\* | CJ CGV Co. Ltd. | 481945 | &nbsp;&nbsp; 1779259 |
| # | CJ CheilJedang Corp. | 50127 | &nbsp;&nbsp; 9026134 |
| # | CJ Corp. | 77620 | &nbsp;&nbsp; 8628337 |
| \* | CJ ENM Co. Ltd. | 96156 | &nbsp;&nbsp; 4532266 |
| # | CJ Freshway Corp. | 58587 | &nbsp;&nbsp; 1231426 |
|  | CJ Logistics Corp. | 54766 | &nbsp;&nbsp; 3493178 |
| #\* | CJ Seafood Corp. | 77976 | &nbsp;&nbsp; 163713 |
| # | Classys, Inc. | 64487 | &nbsp;&nbsp; 2668199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CLIO Cosmetics Co. <br> Ltd.<br>| 21177 | &nbsp;&nbsp; 228281 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CMG Pharmaceutical <br> Co. Ltd.<br>| 291151 | &nbsp;&nbsp; 409184 |
| \* | CoAsia Corp. | 29968 | &nbsp;&nbsp; 103927 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Com2uS Holdings <br> Corp.<br>| 27423 | &nbsp;&nbsp; 453955 |
| # | Com2uSCorp | 53640 | &nbsp;&nbsp; 1487697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ContentreeJoongAng <br> Corp.<br>| 22780 | &nbsp;&nbsp; 167781 |
| # | Coocon Corp. | 11877 | &nbsp;&nbsp; 304957 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Coreana Cosmetics <br> Co. Ltd.<br>| 51965 | &nbsp;&nbsp; 105160 |
| \* | Corentec Co. Ltd. | 12674 | &nbsp;&nbsp; 54749 |
| # | Cosmax, Inc. | 51466 | &nbsp;&nbsp; 9267746 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cosmecca Korea Co. <br> Ltd.<br>| 36441 | &nbsp;&nbsp; 1759190 |
| #\* | CosmoAM&T Co. Ltd. | 22842 | &nbsp;&nbsp; 631974 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cosmochemical Co. <br> Ltd.<br>| 60852 | &nbsp;&nbsp; 714171 |
| # | Coway Co. Ltd. | 59727 | &nbsp;&nbsp; 4658447 |
| # | Cowintech Co. Ltd. | 43559 | &nbsp;&nbsp; 390400 |
|  | CR Holdings Co. Ltd. | 100156 | &nbsp;&nbsp; 382159 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Creative & Innovative <br> System<br>| 248070 | &nbsp;&nbsp; $1342637 |
| # | Creverse, Inc. | 31119 | &nbsp;&nbsp; 310139 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CrystalGenomics <br> Invites Co. Ltd.<br>| 122602 | &nbsp;&nbsp; 150788 |
| # | CS Wind Corp. | 85320 | &nbsp;&nbsp; 2808103 |
| \* | CTC BIO, Inc. | 33326 | &nbsp;&nbsp; 149549 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cube Entertainment, <br> Inc.<br>| 24558 | &nbsp;&nbsp; 288650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Holdings Co. <br> Ltd.<br>| 56781 | &nbsp;&nbsp; 1240283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cuckoo Homesys Co. <br> Ltd.<br>| 63202 | &nbsp;&nbsp; 1266239 |
| # | Cymechs, Inc. | 25875 | &nbsp;&nbsp; 225699 |
| \* | D&C Media Co. Ltd. | 2025 | &nbsp;&nbsp; 24232 |
| # | D.I Corp. | 104038 | &nbsp;&nbsp; 1018043 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; DA Technology Co. <br> Ltd.<br>| 544765 | &nbsp;&nbsp; 14927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dae Hwa <br> Pharmaceutical Co. <br> Ltd.<br>| 33963 | &nbsp;&nbsp; 363191 |
|  | Dae Hyun Co. Ltd. | 41603 | &nbsp;&nbsp; 57654 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dae Won Kang Up <br> Co. Ltd.<br>| 268029 | &nbsp;&nbsp; 710512 |
| \*†† | Dae Yu Co. Ltd. | 20309 | &nbsp;&nbsp; 6312 |
| #\* | Daea TI Co. Ltd. | 144672 | &nbsp;&nbsp; 532069 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Daebo Magnetic Co. <br> Ltd.<br>| 7865 | &nbsp;&nbsp; 97826 |
| # | Daebongls Co. Ltd. | 29738 | &nbsp;&nbsp; 290215 |
| #\* | Daechang Co. Ltd. | 277674 | &nbsp;&nbsp; 287296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daechang Forging Co. <br> Ltd.<br>| 61541 | &nbsp;&nbsp; 270055 |
| # | Daedong Corp. | 138130 | &nbsp;&nbsp; 992561 |
| # | Daeduck Co. Ltd. | 156659 | &nbsp;&nbsp; 946845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daeduck Electronics <br> Co. Ltd.<br>| 199522 | &nbsp;&nbsp; 3397955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Flour Mill Co. <br> Ltd.<br>| 7396 | &nbsp;&nbsp; 805073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daehan New Pharm <br> Co. Ltd.<br>| 34316 | &nbsp;&nbsp; 179002 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daehan Steel Co. <br> Ltd.<br>| 88641 | &nbsp;&nbsp; 1072587 |
| \* | Daeho AL Co. Ltd. | 12818 | &nbsp;&nbsp; 16993 |
| #\* | Dae-Il Corp. | 175524 | &nbsp;&nbsp; 538888 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daejoo Electronic <br> Materials Co. Ltd.<br>| 32430 | &nbsp;&nbsp; 1708084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DaeMyoung Energy <br> Co. Ltd.<br>| 3607 | &nbsp;&nbsp; 67498 |
|  | Daeryuk Can Co. Ltd. | 73845 | &nbsp;&nbsp; 204244 |
| # | Daesang Corp. | 176173 | &nbsp;&nbsp; 2974900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daesang Holdings Co. <br> Ltd.<br>| 126994 | &nbsp;&nbsp; 916072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daesung Energy Co. <br> Ltd.<br>| 48721 | &nbsp;&nbsp; 300811 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Daesung Industrial <br> Co. Ltd.<br>| 31289 | &nbsp;&nbsp; 100610 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daesung Private <br> Equity, Inc.<br>| 23583 | &nbsp;&nbsp; $30635 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Daewon Cable Co. <br> Ltd.<br>| 258520 | &nbsp;&nbsp; 540935 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Daewon Media Co. <br> Ltd.<br>| 40281 | &nbsp;&nbsp; 296014 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 104665 | &nbsp;&nbsp; 994706 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daewon San Up Co. <br> Ltd.<br>| 82221 | &nbsp;&nbsp; 639702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Daewoo Engineering <br> & Construction Co. <br> Ltd.<br>| 1315612 | &nbsp;&nbsp; 3539417 |
| # | Daewoong Co. Ltd. | 127245 | &nbsp;&nbsp; 2128162 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daewoong <br> Pharmaceutical Co. <br> Ltd.<br>| 24471 | &nbsp;&nbsp; 2578321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daeyang Electric Co. <br> Ltd.<br>| 1384 | &nbsp;&nbsp; 26569 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Dahaam E-Tec Co. <br> Ltd.<br>| 1420 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daihan <br> Pharmaceutical Co. <br> Ltd.<br>| 35920 | &nbsp;&nbsp; 837011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daishin Securities Co. <br> Ltd.<br>| 250641 | &nbsp;&nbsp; 4602785 |
| #\* | Danal Co. Ltd. | 328986 | &nbsp;&nbsp; 1968273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Daol Investment & <br> Securities Co. Ltd.<br>| 309984 | &nbsp;&nbsp; 765198 |
| # | Daou Data Corp. | 126156 | &nbsp;&nbsp; 1457045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Daou Technology, <br> Inc.<br>| 226287 | &nbsp;&nbsp; 5693501 |
| \* | Dasan Networks, Inc. | 181538 | &nbsp;&nbsp; 372250 |
| #\* | Dawonsys Co. Ltd. | 90948 | &nbsp;&nbsp; 536379 |
| # | DB HiTek Co. Ltd. | 228736 | &nbsp;&nbsp; 7460345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co. <br> Ltd.<br>| 281818 | &nbsp;&nbsp; 25903156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DB Securities Co. <br> Ltd.<br>| 254025 | &nbsp;&nbsp; 1638282 |
| #\* | DB, Inc. | 776991 | &nbsp;&nbsp; 755101 |
|  | DCM Corp. | 26523 | &nbsp;&nbsp; 255924 |
| #\* | DE&T Co. Ltd. | 26467 | &nbsp;&nbsp; 138891 |
| # | Dear U Co. Ltd. | 22760 | &nbsp;&nbsp; 804144 |
| \* | Dentis Co. Ltd. | 13365 | &nbsp;&nbsp; 60697 |
| # | Dentium Co. Ltd. | 36685 | &nbsp;&nbsp; 1697267 |
| # | Deutsch Motors, Inc. | 139877 | &nbsp;&nbsp; 492831 |
|  | Device Co. Ltd. | 31223 | &nbsp;&nbsp; 252472 |
| #\* | Devsisters Co. Ltd. | 7752 | &nbsp;&nbsp; 237238 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dexter Studios Co. <br> Ltd.<br>| 45328 | &nbsp;&nbsp; 191167 |
| # | DI Dong Il Corp. | 92396 | &nbsp;&nbsp; 2841129 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Digital Daesung Co. <br> Ltd.<br>| 111316 | &nbsp;&nbsp; 670961 |
| #\* | DIO Corp. | 27615 | &nbsp;&nbsp; 366455 |
| # | DIT Corp. | 11206 | &nbsp;&nbsp; 106562 |
| #\* | DK Tech Co. Ltd. | 37926 | &nbsp;&nbsp; 190366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | DKME | 1448610 | &nbsp;&nbsp; $522285 |
| # | DL E&C Co. Ltd. | 211175 | &nbsp;&nbsp; 7130759 |
| # | DL Holdings Co. Ltd. | 83841 | &nbsp;&nbsp; 3027887 |
| \* | DMOA Co. Ltd. | 11612 | &nbsp;&nbsp; 54530 |
| †† | DMS Co. Ltd. | 131021 | &nbsp;&nbsp; 448578 |
| # | DN Automotive Corp. | 152493 | &nbsp;&nbsp; 3169659 |
|  | DNF Co. Ltd. | 12682 | &nbsp;&nbsp; 121241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dohwa Engineering <br> Co. Ltd.<br>| 77957 | &nbsp;&nbsp; 374532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-A Hwasung Co. <br> Ltd.<br>| 10278 | &nbsp;&nbsp; 46697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dong-A Socio <br> Holdings Co. Ltd.<br>| 25074 | &nbsp;&nbsp; 2013693 |
| # | Dong-A ST Co. Ltd. | 22682 | &nbsp;&nbsp; 769550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dong-Ah Geological <br> Engineering Co. <br> Ltd.<br>| 6021 | &nbsp;&nbsp; 70302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongbang Transport <br> Logistics Co. Ltd.<br>| 355467 | &nbsp;&nbsp; 790653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongil Industries Co. <br> Ltd.<br>| 9770 | &nbsp;&nbsp; 311286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongjin Semichem <br> Co. Ltd.<br>| 174976 | &nbsp;&nbsp; 3943564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 86819 | &nbsp;&nbsp; 314492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 154988 | &nbsp;&nbsp; 2099242 |
|  | Dongkuk CM Co. Ltd. | 97921 | &nbsp;&nbsp; 426366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Holdings Co. <br> Ltd.<br>| 98652 | &nbsp;&nbsp; 597952 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Industries <br> Co. Ltd.<br>| 235708 | &nbsp;&nbsp; 656661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Steel Mill <br> Co. Ltd.<br>| 205927 | &nbsp;&nbsp; 1587808 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dongkuk Structures & <br> Construction Co. <br> Ltd.<br>| 127059 | &nbsp;&nbsp; 247737 |
| # | Dongsuh Cos., Inc. | 54216 | &nbsp;&nbsp; 1156814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Chemical <br> Co. Ltd.<br>| 264139 | &nbsp;&nbsp; 828748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongsung Finetec Co. <br> Ltd.<br>| 95213 | &nbsp;&nbsp; 1926357 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Enterprise <br> Co. Ltd.<br>| 56722 | &nbsp;&nbsp; 373493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwha Pharm Co. <br> Ltd.<br>| 134901 | &nbsp;&nbsp; 650806 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon <br> Development Co. <br> Ltd.<br>| 283781 | &nbsp;&nbsp; 671875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Industries <br> Co. Ltd.<br>| 49778 | &nbsp;&nbsp; 1640876 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Metal Co. <br> Ltd.<br>| 193755 | &nbsp;&nbsp; 199023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongwon Systems <br> Corp.<br>| 32939 | &nbsp;&nbsp; 729323 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dongwoon Anatech <br> Co. Ltd.<br>| 93673 | &nbsp;&nbsp; $1195069 |
| # | Dongyang E&P, Inc. | 47505 | &nbsp;&nbsp; 871143 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dongyang Steel Pipe <br> Co. Ltd.<br>| 461792 | &nbsp;&nbsp; 555751 |
|  | Doosan Bobcat, Inc. | 310166 | &nbsp;&nbsp; 12295947 |
|  | Doosan Co. Ltd. | 30696 | &nbsp;&nbsp; 13116608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Enerbility Co. <br> Ltd.<br>| 422105 | &nbsp;&nbsp; 19775032 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Doosan Fuel Cell Co. <br> Ltd.<br>| 84174 | &nbsp;&nbsp; 1407637 |
| # | Doosan Tesna, Inc. | 62085 | &nbsp;&nbsp; 1437045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DoubleUGames Co. <br> Ltd.<br>| 98692 | &nbsp;&nbsp; 3970482 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Douzone Bizon Co. <br> Ltd.<br>| 77556 | &nbsp;&nbsp; 3964045 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Dream Security Co. <br> Ltd.<br>| 205854 | &nbsp;&nbsp; 507925 |
| # | Dreamtech Co. Ltd. | 207828 | &nbsp;&nbsp; 914061 |
| #\* | DRTECH Corp. | 86895 | &nbsp;&nbsp; 102252 |
| \* | DS Dansuk Co. Ltd. | 2521 | &nbsp;&nbsp; 47606 |
| # | DSC Investment, Inc. | 19121 | &nbsp;&nbsp; 94594 |
| #\* | DSK Co. Ltd. | 54490 | &nbsp;&nbsp; 276512 |
| \* | Duchembio Co. Ltd. | 2940 | &nbsp;&nbsp; 21902 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Duk San Neolux Co. <br> Ltd.<br>| 48214 | &nbsp;&nbsp; 1382056 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Hi-Metal Co. <br> Ltd.<br>| 75610 | &nbsp;&nbsp; 268777 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Duksan Techopia Co. <br> Ltd.<br>| 14836 | &nbsp;&nbsp; 178481 |
|  | Dukshinepc Co. Ltd. | 37803 | &nbsp;&nbsp; 40244 |
| # | Duksung Co. Ltd. | 58690 | &nbsp;&nbsp; 247728 |
| # | DY Corp. | 114051 | &nbsp;&nbsp; 370139 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DY Deokyang Co. <br> Ltd.<br>| 59341 | &nbsp;&nbsp; 107293 |
|  | DY POWER Corp. | 54906 | &nbsp;&nbsp; 528910 |
| \* | DYPNF Co. Ltd. | 1282 | &nbsp;&nbsp; 17867 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; E <br> Investment&Development <br> Co. Ltd.<br>| 198639 | &nbsp;&nbsp; 37385 |
|  | E1 Corp. | 1293 | &nbsp;&nbsp; 76752 |
| # | Easy Bio, Inc. | 77288 | &nbsp;&nbsp; 312228 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Easy Holdings Co. <br> Ltd.<br>| 260737 | &nbsp;&nbsp; 701528 |
| # | Echo Marketing, Inc. | 87351 | &nbsp;&nbsp; 725032 |
| # | Ecoplastic Corp. | 196139 | &nbsp;&nbsp; 502464 |
| #\* | Ecopro BM Co. Ltd. | 58353 | &nbsp;&nbsp; 4616177 |
| # | Ecopro Co. Ltd. | 76313 | &nbsp;&nbsp; 2683077 |
|  | Ecopro HN Co. Ltd. | 29584 | &nbsp;&nbsp; 559169 |
| # | e-Credible Co. Ltd. | 16746 | &nbsp;&nbsp; 206366 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Ehwa Technologies <br> Information Co. <br> Ltd.<br>| 397669 | &nbsp;&nbsp; 48461 |
| # | Elentec Co. Ltd. | 114585 | &nbsp;&nbsp; 666177 |
| # | E-MART, Inc. | 64225 | &nbsp;&nbsp; 4118123 |
| #\* | EMKOREA Co. Ltd. | 119651 | &nbsp;&nbsp; 178585 |
| #\* | EMRO, Inc. | 21330 | &nbsp;&nbsp; 727393 |
| #\* | EM-Tech Co. Ltd. | 61742 | &nbsp;&nbsp; 486388 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | Enchem Co. Ltd. | 8658 | &nbsp;&nbsp; $412502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ENF Technology Co. <br> Ltd.<br>| 86961 | &nbsp;&nbsp; 2631145 |
| \* | Envioneer Co. Ltd. | 3584 | &nbsp;&nbsp; 36908 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Enzychem <br> Lifesciences Corp.<br>| 439461 | &nbsp;&nbsp; 325409 |
| # | Eo Technics Co. Ltd. | 12201 | &nbsp;&nbsp; 1886143 |
| \*†† | E-TRON Co. Ltd. | 1461912 | &nbsp;&nbsp; 39531 |
| \* | Eubiologics Co. Ltd. | 135663 | &nbsp;&nbsp; 1253428 |
| # | Eugene Corp. | 323955 | &nbsp;&nbsp; 825393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Investment & <br> Securities Co. Ltd.<br>| 501163 | &nbsp;&nbsp; 1212650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eugene Technology <br> Co. Ltd.<br>| 39552 | &nbsp;&nbsp; 1259347 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eusu Holdings Co. <br> Ltd.<br>| 87518 | &nbsp;&nbsp; 371898 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; EV Advanced Material <br> Co. Ltd.<br>| 210478 | &nbsp;&nbsp; 335170 |
| #\* | Everybot, Inc. | 8856 | &nbsp;&nbsp; 105423 |
| #\* | E-World | 207599 | &nbsp;&nbsp; 239368 |
| #\* | Exem Co. Ltd. | 146942 | &nbsp;&nbsp; 243751 |
| # | Exicon Co. Ltd. | 30873 | &nbsp;&nbsp; 225527 |
| # | F&F Co. Ltd. | 76663 | &nbsp;&nbsp; 3841800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; F&F Holdings Co. <br> Ltd.<br>| 18853 | &nbsp;&nbsp; 257849 |
| # | FarmStory Co. Ltd. | 430884 | &nbsp;&nbsp; 380782 |
| #\* | Fine M-Tec Co. Ltd. | 84695 | &nbsp;&nbsp; 688813 |
| #\* | Fine Semitech Corp. | 41746 | &nbsp;&nbsp; 696628 |
| #\* | Firstec Co. Ltd. | 71326 | &nbsp;&nbsp; 227063 |
| \*†† | Flask Co. Ltd. | 36325 | &nbsp;&nbsp; 46493 |
| #\* | Foosung Co. Ltd. | 190432 | &nbsp;&nbsp; 659199 |
| # | Fursys, Inc. | 12961 | &nbsp;&nbsp; 431301 |
| #\* | G2Power Co. Ltd. | 21606 | &nbsp;&nbsp; 143265 |
| # | Gabia, Inc. | 59622 | &nbsp;&nbsp; 1077225 |
| #\* | GAEASOFT | 81836 | &nbsp;&nbsp; 599089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Galaxia Moneytree <br> Co. Ltd.<br>| 55411 | &nbsp;&nbsp; 411669 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GAMSUNG Corp. Co. <br> Ltd.<br>| 373630 | &nbsp;&nbsp; 1569243 |
| #\* | Gaon Cable Co. Ltd. | 24046 | &nbsp;&nbsp; 1089699 |
| #\* | Gaonchips Co. Ltd. | 11842 | &nbsp;&nbsp; 397360 |
| #\* | GC Cell Corp. | 45487 | &nbsp;&nbsp; 657024 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; GeneOne Life <br> Science, Inc.<br>| 251123 | &nbsp;&nbsp; 413036 |
| \* | Genexine, Inc. | 122611 | &nbsp;&nbsp; 455482 |
| \* | Genic Co. Ltd. | 3724 | &nbsp;&nbsp; 99633 |
| \* | Genohco, Inc. | 6154 | &nbsp;&nbsp; 76990 |
|  | Genoray Co. Ltd. | 26427 | &nbsp;&nbsp; 107822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Geumhwa PSC Co. <br> Ltd.<br>| 18966 | &nbsp;&nbsp; 452481 |
| \* | Giantstep, Inc. | 12836 | &nbsp;&nbsp; 61551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Global Standard <br> Technology Co. <br> Ltd.<br>| 137330 | &nbsp;&nbsp; 1896220 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Global Tax Free Co. <br> Ltd.<br>| 179595 | &nbsp;&nbsp; 922725 |
| #\* | GnBS eco Co. Ltd. | 59807 | &nbsp;&nbsp; 154744 |
| # | GnCenergy Co. Ltd. | 42135 | &nbsp;&nbsp; 1024422 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | GOLFZON Co. Ltd. | 36421 | &nbsp;&nbsp; $1743220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Golfzon Holdings Co. <br> Ltd.<br>| 131602 | &nbsp;&nbsp; 524479 |
| # | Gradiant Corp. | 60419 | &nbsp;&nbsp; 646499 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grand Korea Leisure <br> Co. Ltd.<br>| 166753 | &nbsp;&nbsp; 1859395 |
|  | Green Cross Corp. | 25112 | &nbsp;&nbsp; 2613551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Green Cross Holdings <br> Corp.<br>| 122300 | &nbsp;&nbsp; 1403727 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Green Pine Tree Co. <br> Ltd.<br>| 5152 | &nbsp;&nbsp; 4179 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 425191 | &nbsp;&nbsp; 5897052 |
| # | GS Global Corp. | 330057 | &nbsp;&nbsp; 636020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; GS Holdings Corp. <br> (078930 KS)<br>| 266499 | &nbsp;&nbsp; 9429673 |
| #\* | GS P&L Co. Ltd. | 48714 | &nbsp;&nbsp; 1345882 |
| # | GS Retail Co. Ltd. | 208618 | &nbsp;&nbsp; 2440505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gwangju Shinsegae <br> Co. Ltd.<br>| 22418 | &nbsp;&nbsp; 508373 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HAESUNG DS Co. <br> Ltd.<br>| 80140 | &nbsp;&nbsp; 1397803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Haesung Industrial <br> Co. Ltd.<br>| 91361 | &nbsp;&nbsp; 508987 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Haitai Confectionery & <br> Foods Co. Ltd.<br>| 17577 | &nbsp;&nbsp; 91270 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Han Kuk Carbon Co. <br> Ltd.<br>| 166710 | &nbsp;&nbsp; 3591314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hana Financial Group, <br> Inc.<br>| 1067174 | &nbsp;&nbsp; 65246016 |
| # | Hana Materials, Inc. | 44278 | &nbsp;&nbsp; 819806 |
| # | Hana Micron, Inc. | 305097 | &nbsp;&nbsp; 2795030 |
| # | Hana Pharm Co. Ltd. | 29608 | &nbsp;&nbsp; 255200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hana Technology Co. <br> Ltd.<br>| 7500 | &nbsp;&nbsp; 125157 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hana Tour Service, <br> Inc.<br>| 64500 | &nbsp;&nbsp; 2493638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanall Biopharma Co. <br> Ltd.<br>| 11545 | &nbsp;&nbsp; 222541 |
| # | Hancom, Inc. | 96877 | &nbsp;&nbsp; 1906800 |
| # | Handsome Co. Ltd. | 66938 | &nbsp;&nbsp; 786462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Cement Co. <br> Ltd.<br>| 167873 | &nbsp;&nbsp; 2503038 |
| # | Hanil Feed Co. Ltd. | 144738 | &nbsp;&nbsp; 383396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Holdings Co. <br> Ltd.<br>| 90780 | &nbsp;&nbsp; 1223908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanil Hyundai Cement <br> Co. Ltd.<br>| 12305 | &nbsp;&nbsp; 178389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanjin Heavy <br> Industries & <br> Construction <br> Holdings Co. Ltd.<br>| 21557 | &nbsp;&nbsp; 77507 |
| # | Hanjin Kal Corp. | 14173 | &nbsp;&nbsp; 1108759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanjin Transportation <br> Co. Ltd.<br>| 54934 | &nbsp;&nbsp; 827633 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HanJung Natural <br> Connectivity System <br> Co. Ltd.<br>| 1104 | &nbsp;&nbsp; $27428 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Cosmetics <br> Co. Ltd.<br>| 16871 | &nbsp;&nbsp; 130140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 4785 | &nbsp;&nbsp; 219045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Shell Oil Co. <br> Ltd.<br>| 3654 | &nbsp;&nbsp; 1193426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hankook Tire & <br> Technology Co. <br> Ltd.<br>| 400532 | &nbsp;&nbsp; 12775846 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Pharm Co. <br> Ltd.<br>| 22090 | &nbsp;&nbsp; 4421152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Science Co. <br> Ltd.<br>| 35933 | &nbsp;&nbsp; 1305657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanmi Semiconductor <br> Co. Ltd.<br>| 118990 | &nbsp;&nbsp; 7717779 |
| # | HanmiGlobal Co. Ltd. | 57057 | &nbsp;&nbsp; 804670 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hannong Chemicals, <br> Inc.<br>| 23594 | &nbsp;&nbsp; 255902 |
| #\* | Hanon Systems | 769223 | &nbsp;&nbsp; 1808021 |
| # | Hansae Co. Ltd. | 92450 | &nbsp;&nbsp; 699234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansae Yes24 <br> Holdings Co. Ltd.<br>| 38483 | &nbsp;&nbsp; 119410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanshin Construction <br> Co. Ltd.<br>| 13359 | &nbsp;&nbsp; 81935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanshin Machinery <br> Co.<br>| 74173 | &nbsp;&nbsp; 194632 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Chemical Co. <br> Ltd.<br>| 43603 | &nbsp;&nbsp; 5657125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Holdings Co. <br> Ltd.<br>| 210495 | &nbsp;&nbsp; 490275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hansol IONES Co. <br> Ltd.<br>| 63983 | &nbsp;&nbsp; 411661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Paper Co. <br> Ltd.<br>| 113526 | &nbsp;&nbsp; 698324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hansol Technics Co. <br> Ltd.<br>| 207162 | &nbsp;&nbsp; 898847 |
| # | Hanssem Co. Ltd. | 24842 | &nbsp;&nbsp; 837053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hansung Cleantech <br> Co. Ltd.<br>| 10407 | &nbsp;&nbsp; 9620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Aerospace <br> Co. Ltd.<br>| 69104 | &nbsp;&nbsp; 49302398 |
| # | Hanwha Corp. | 33459 | &nbsp;&nbsp; 2389674 |
| \* | Hanwha Engine | 156664 | &nbsp;&nbsp; 3890716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Galleria <br> Corp.<br>| 17929 | &nbsp;&nbsp; 14750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha General <br> Insurance Co. Ltd.<br>| 248988 | &nbsp;&nbsp; 1075336 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Investment & <br> Securities Co. Ltd.<br>| 643006 | &nbsp;&nbsp; 2689123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Life <br> Insurance Co. Ltd.<br>| 1480339 | &nbsp;&nbsp; 3695512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Ocean Co. <br> Ltd.<br>| 25063 | &nbsp;&nbsp; 2014767 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Solutions <br> Corp.<br>| 368883 | &nbsp;&nbsp; $8075624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Systems Co. <br> Ltd.<br>| 125260 | &nbsp;&nbsp; 5329870 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hanwha Vision Co. <br> Ltd.<br>| 103125 | &nbsp;&nbsp; 4532423 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Digitech Co. <br> Ltd.<br>| 28484 | &nbsp;&nbsp; 188955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Eng Co. <br> Ltd.<br>| 91976 | &nbsp;&nbsp; 1229983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hanyang Securities <br> Co. Ltd.<br>| 53559 | &nbsp;&nbsp; 676245 |
| #\* | Harim Co. Ltd. | 531512 | &nbsp;&nbsp; 1167940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Harim Holdings Co. <br> Ltd.<br>| 394266 | &nbsp;&nbsp; 2656682 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HB SOLUTION Co. <br> Ltd.<br>| 210029 | &nbsp;&nbsp; 347023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HB Technology Co. <br> Ltd.<br>| 451888 | &nbsp;&nbsp; 582568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HC BoKwang Industry <br> Co. Ltd.<br>| 16312 | &nbsp;&nbsp; 42466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HC HomeCenter Co. <br> Ltd.<br>| 524309 | &nbsp;&nbsp; 295696 |
| # | HD Hyundai Co. Ltd. | 227855 | &nbsp;&nbsp; 23314926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 93006 | &nbsp;&nbsp; 6188012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Electric <br> Co. Ltd.<br>| 58843 | &nbsp;&nbsp; 20939993 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 22338 | &nbsp;&nbsp; 702651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 11514 | &nbsp;&nbsp; 4040946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Infracore <br> Co. Ltd.<br>| 1166265 | &nbsp;&nbsp; 12871880 |
| # | HD Hyundai Mipo | 17859 | &nbsp;&nbsp; 2717687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HD Korea <br> Shipbuilding & <br> Offshore <br> Engineering Co. <br> Ltd.<br>| 76925 | &nbsp;&nbsp; 19768354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HDC Holdings Co. <br> Ltd.<br>| 176861 | &nbsp;&nbsp; 2935972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 267874 | &nbsp;&nbsp; 4519022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HDC Hyundai <br> Engineering Plastics <br> Co. Ltd.<br>| 45925 | &nbsp;&nbsp; 132709 |
|  | HDCLabs Co. Ltd. | 7579 | &nbsp;&nbsp; 52279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HD-Hyundai Marine <br> Engine<br>| 59796 | &nbsp;&nbsp; 2810896 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hecto Financial Co. <br> Ltd.<br>| 24589 | &nbsp;&nbsp; 322428 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hecto Innovation Co. <br> Ltd.<br>| 52220 | &nbsp;&nbsp; $584901 |
| #\* | Helixmith Co. Ltd. | 133968 | &nbsp;&nbsp; 316584 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Heung-A Shipping Co. <br> Ltd.<br>| 336219 | &nbsp;&nbsp; 426674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Heungkuk Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 12541 | &nbsp;&nbsp; 40591 |
| #\* | HFR, Inc. | 28334 | &nbsp;&nbsp; 324034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; High Tech Pharm Co. <br> Ltd.<br>| 1350 | &nbsp;&nbsp; 12124 |
| \*†† | Hironic Co. Ltd. | 11686 | &nbsp;&nbsp; 32173 |
| # | Hite Jinro Co. Ltd. | 220494 | &nbsp;&nbsp; 3207596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hitejinro Holdings Co. <br> Ltd.<br>| 51470 | &nbsp;&nbsp; 384806 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HJ Shipbuilding & <br> Construction Co. <br> Ltd.<br>| 75838 | &nbsp;&nbsp; 485402 |
| # | HK inno N Corp. | 89143 | &nbsp;&nbsp; 2872634 |
| \* | HL D&I Halla Corp. | 75403 | &nbsp;&nbsp; 142107 |
|  | HL Holdings Corp. | 38030 | &nbsp;&nbsp; 1069091 |
|  | HL Mando Co. Ltd. | 295489 | &nbsp;&nbsp; 7344675 |
| #\* | HLB Biostep Co. Ltd. | 84267 | &nbsp;&nbsp; 83587 |
| \* | HLB Global Co. Ltd. | 4992 | &nbsp;&nbsp; 9017 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hlb Pharma Ceutical <br> Co. Ltd.<br>| 11350 | &nbsp;&nbsp; 131713 |
| #\* | HLB, Inc. | 56968 | &nbsp;&nbsp; 1964616 |
| # | HMM Co. Ltd. | 757193 | &nbsp;&nbsp; 12730505 |
| \* | Homecast Co. Ltd. | 50710 | &nbsp;&nbsp; 76122 |
| #\* | Hotel Shilla Co. Ltd. | 93443 | &nbsp;&nbsp; 3141444 |
| # | HPSP Co. Ltd. | 61451 | &nbsp;&nbsp; 1171968 |
|  | HS Hwasung Co. Ltd. | 43286 | &nbsp;&nbsp; 335574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HS Hyosung <br> Advanced Materials <br> Corp.<br>| 17415 | &nbsp;&nbsp; 2464672 |
| #\* | HS Hyosung Corp. | 10701 | &nbsp;&nbsp; 476573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HS Industries Co. <br> Ltd.<br>| 275545 | &nbsp;&nbsp; 887561 |
| \* | Hugel, Inc. | 18915 | &nbsp;&nbsp; 4565680 |
| #\* | Humasis Co. Ltd. | 178414 | &nbsp;&nbsp; 179835 |
| # | Humedix Co. Ltd. | 34240 | &nbsp;&nbsp; 1615924 |
| # | Huons Co. Ltd. | 49209 | &nbsp;&nbsp; 1008962 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Huons Global Co. <br> Ltd.<br>| 52312 | &nbsp;&nbsp; 1638964 |
| # | Husteel Co. Ltd. | 236855 | &nbsp;&nbsp; 761678 |
| #\* | Huvis Corp. | 129579 | &nbsp;&nbsp; 293397 |
| # | Huvitz Co. Ltd. | 53082 | &nbsp;&nbsp; 337858 |
| # | Hwa Shin Co. Ltd. | 177546 | &nbsp;&nbsp; 1113033 |
| \* | Hwail Pharm Co. Ltd. | 211966 | &nbsp;&nbsp; 183569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwangkum Steel & <br> Technology Co. <br> Ltd.<br>| 59983 | &nbsp;&nbsp; 261208 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwaseung Enterprise <br> Co. Ltd.<br>| 75457 | &nbsp;&nbsp; 406708 |
|  | HYBE Co. Ltd. | 22088 | &nbsp;&nbsp; 4105314 |
| #\* | Hydro Lithium, Inc. | 67608 | &nbsp;&nbsp; 124124 |
| # | Hy-Lok Corp. | 63254 | &nbsp;&nbsp; 1387562 |
| # | Hyosung Corp. | 44956 | &nbsp;&nbsp; 2807425 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyosung Heavy <br> Industries Corp.<br>| 21607 | &nbsp;&nbsp; $18835268 |
| # | Hyosung TNC Corp. | 22897 | &nbsp;&nbsp; 3868012 |
|  | HyosungITX Co. Ltd. | 718 | &nbsp;&nbsp; 6864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Autoever <br> Corp.<br>| 22666 | &nbsp;&nbsp; 2496903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Bioland Co. <br> Ltd.<br>| 105161 | &nbsp;&nbsp; 374581 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai BNG Steel <br> Co. Ltd.<br>| 68695 | &nbsp;&nbsp; 626376 |
| # | HYUNDAI Corp. | 57954 | &nbsp;&nbsp; 1041247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Corp. <br> Holdings, Inc.<br>| 28838 | &nbsp;&nbsp; 264370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Department <br> Store Co. Ltd.<br>| 111172 | &nbsp;&nbsp; 5642022 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Elevator Co. <br> Ltd.<br>| 91697 | &nbsp;&nbsp; 5596818 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Engineering <br> & Construction Co. <br> Ltd.<br>| 269019 | &nbsp;&nbsp; 13019381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HYUNDAI EVERDIGM <br> Corp.<br>| 10873 | &nbsp;&nbsp; 62798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Ezwel Co. <br> Ltd.<br>| 36568 | &nbsp;&nbsp; 179161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Futurenet Co. <br> Ltd.<br>| 184793 | &nbsp;&nbsp; 452706 |
| # | Hyundai GF Holdings | 338856 | &nbsp;&nbsp; 2077692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Glovis Co. <br> Ltd.<br>| 193833 | &nbsp;&nbsp; 20475181 |
| # | Hyundai Green Food | 82076 | &nbsp;&nbsp; 1031107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Home <br> Shopping Network <br> Corp.<br>| 19864 | &nbsp;&nbsp; 819632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Hyms Co. <br> Ltd.<br>| 3964 | &nbsp;&nbsp; 57646 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Livart <br> Furniture Co. Ltd.<br>| 86464 | &nbsp;&nbsp; 493550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 395841 | &nbsp;&nbsp; 7471165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Mobis Co. <br> Ltd.<br>| 103028 | &nbsp;&nbsp; 21740924 |
|  | Hyundai Motor Co. | 509049 | &nbsp;&nbsp; 77440239 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Motor <br> Securities Co. Ltd.<br>| 229036 | &nbsp;&nbsp; 1393968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Movex Co. <br> Ltd.<br>| 67760 | &nbsp;&nbsp; 251607 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai <br> Pharmaceutical Co. <br> Ltd.<br>| 45478 | &nbsp;&nbsp; 125644 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hyundai Rotem Co. <br> Ltd.<br>| 236944 | &nbsp;&nbsp; 34252193 |
| # | Hyundai Steel Co. | 291064 | &nbsp;&nbsp; 7408092 |
| # | HyVision System, Inc. | 86112 | &nbsp;&nbsp; 941244 |
| # | i3system, Inc. | 23713 | &nbsp;&nbsp; 1952057 |
| #\* | iA, Inc. | 845469 | &nbsp;&nbsp; 137815 |
| \* | ICD Co. Ltd. | 28399 | &nbsp;&nbsp; 78142 |
| \* | Icure Pharm, Inc. | 78236 | &nbsp;&nbsp; 113743 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | iFamilySC Co. Ltd. | 55151 | &nbsp;&nbsp; $636256 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Il Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 10373 | &nbsp;&nbsp; 142002 |
| # | Iljin Diamond Co. Ltd. | 23010 | &nbsp;&nbsp; 211766 |
| # | Iljin Electric Co. Ltd. | 89685 | &nbsp;&nbsp; 2713237 |
| # | Iljin Holdings Co. Ltd. | 107525 | &nbsp;&nbsp; 465556 |
| #\* | Iljin Hysolus Co. Ltd. | 15390 | &nbsp;&nbsp; 183338 |
| # | Iljin Power Co. Ltd. | 32263 | &nbsp;&nbsp; 233593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ilshin Spinning Co. <br> Ltd.<br>| 97180 | &nbsp;&nbsp; 720541 |
| #\* | Ilshin Stone Co. Ltd. | 114355 | &nbsp;&nbsp; 190073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ilyang Pharmaceutical <br> Co. Ltd.<br>| 68616 | &nbsp;&nbsp; 653598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; iM Financial Group <br> Co. Ltd.<br>| 1038179 | &nbsp;&nbsp; 10329356 |
|  | iMarketKorea, Inc. | 126178 | &nbsp;&nbsp; 760471 |
| # | InBody Co. Ltd. | 69008 | &nbsp;&nbsp; 1185277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Incar Financial <br> Service Co. Ltd.<br>| 28433 | &nbsp;&nbsp; 232744 |
|  | Incross Co. Ltd. | 7621 | &nbsp;&nbsp; 44823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of <br> Korea<br>| 1126072 | &nbsp;&nbsp; 15710340 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Infinitt Healthcare Co. <br> Ltd.<br>| 30313 | &nbsp;&nbsp; 170083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inhwa Precision Co. <br> Ltd.<br>| 1376 | &nbsp;&nbsp; 38393 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Innocean Worldwide, <br> Inc.<br>| 167936 | &nbsp;&nbsp; 2379483 |
| # | InnoWireless Co. Ltd. | 24004 | &nbsp;&nbsp; 341979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Innox Advanced <br> Materials Co. Ltd.<br>| 112236 | &nbsp;&nbsp; 2174798 |
| #\* | Insun ENT Co. Ltd. | 121913 | &nbsp;&nbsp; 458091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Insung Information <br> Co. Ltd.<br>| 31708 | &nbsp;&nbsp; 49354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Intellian Technologies, <br> Inc.<br>| 17587 | &nbsp;&nbsp; 612227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 33137 | &nbsp;&nbsp; 401363 |
| #\* | Interflex Co. Ltd. | 100617 | &nbsp;&nbsp; 657947 |
| #†† | Interojo Co. Ltd. | 36557 | &nbsp;&nbsp; 540394 |
| # | INTOPS Co. Ltd. | 96905 | &nbsp;&nbsp; 1125390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; iNtRON <br> Biotechnology, Inc.<br>| 57427 | &nbsp;&nbsp; 168299 |
| # | INVENI Co. Ltd. | 8498 | &nbsp;&nbsp; 367308 |
| # | Inzi Controls Co. Ltd. | 49465 | &nbsp;&nbsp; 212424 |
|  | IS Dongseo Co. Ltd. | 107821 | &nbsp;&nbsp; 1577012 |
| # | ISC Co. Ltd. | 30490 | &nbsp;&nbsp; 1309835 |
| # | i-SENS, Inc. | 59097 | &nbsp;&nbsp; 768418 |
| #\* | ISU Abxis Co. Ltd. | 37587 | &nbsp;&nbsp; 139973 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ISU Chemical Co. <br> Ltd.<br>| 53611 | &nbsp;&nbsp; 235171 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ISU Specialty <br> Chemical<br>| 64675 | &nbsp;&nbsp; 2038509 |
| # | IsuPetasys Co. Ltd. | 256587 | &nbsp;&nbsp; 11827864 |
| #\* | Itcencts Co. Ltd. | 211665 | &nbsp;&nbsp; 97693 |
| #\* | Itcenglobal Co. Ltd. | 43295 | &nbsp;&nbsp; 541047 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | ITEK, Inc. | 97485 | &nbsp;&nbsp; $432993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ITM Semiconductor <br> Co. Ltd.<br>| 17741 | &nbsp;&nbsp; 179900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jaeyoung Solutec Co. <br> Ltd.<br>| 99715 | &nbsp;&nbsp; 58998 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Jahwa Electronics Co. <br> Ltd.<br>| 118527 | &nbsp;&nbsp; 1555327 |
|  | JASTECH Ltd. | 33641 | &nbsp;&nbsp; 90771 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JB Financial Group <br> Co. Ltd.<br>| 878584 | &nbsp;&nbsp; 14581958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jeil Pharmaceutical <br> Co. Ltd.<br>| 15455 | &nbsp;&nbsp; 154828 |
| \* | Jeju Air Co. Ltd. | 179700 | &nbsp;&nbsp; 874983 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Jeju Semiconductor <br> Corp.<br>| 117168 | &nbsp;&nbsp; 1250381 |
| \* | JETEMA Co. Ltd. | 6918 | &nbsp;&nbsp; 33792 |
| \* | Jin Air Co. Ltd. | 33420 | &nbsp;&nbsp; 214699 |
| # | Jinsung T.E.C. | 85358 | &nbsp;&nbsp; 740201 |
| # | JLS Co. Ltd. | 54560 | &nbsp;&nbsp; 251563 |
| # | JNK Global Co. Ltd. | 86259 | &nbsp;&nbsp; 267003 |
| #\* | JNTC Co. Ltd. | 94753 | &nbsp;&nbsp; 1104850 |
| #\* | JoyCity Corp. | 74285 | &nbsp;&nbsp; 101605 |
|  | Jungdawn Co. Ltd. | 18641 | &nbsp;&nbsp; 36197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jusung Engineering <br> Co. Ltd.<br>| 145037 | &nbsp;&nbsp; 2805018 |
| # | JVM Co. Ltd. | 33800 | &nbsp;&nbsp; 696512 |
|  | JW Holdings Corp. | 202318 | &nbsp;&nbsp; 510787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JW Life Science <br> Corp.<br>| 56513 | &nbsp;&nbsp; 509073 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JW Pharmaceutical <br> Corp.<br>| 71335 | &nbsp;&nbsp; 1160265 |
| \* | JW Shinyak Corp. | 29053 | &nbsp;&nbsp; 33635 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JYP Entertainment <br> Corp.<br>| 118919 | &nbsp;&nbsp; 6195652 |
| # | K Car Co. Ltd. | 29787 | &nbsp;&nbsp; 340472 |
| # | K Ensol Co. Ltd. | 39040 | &nbsp;&nbsp; 342439 |
|  | Kakao Corp. | 120594 | &nbsp;&nbsp; 5002042 |
| #\* | Kakao Games Corp. | 141331 | &nbsp;&nbsp; 1738731 |
| # | KakaoBank Corp. | 194860 | &nbsp;&nbsp; 3918204 |
| #\* | Kakaopay Corp. | 15900 | &nbsp;&nbsp; 728198 |
| \*†† | Kanglim Co. Ltd. | 55665 | &nbsp;&nbsp; 45518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kangnam Jevisco Co. <br> Ltd.<br>| 45411 | &nbsp;&nbsp; 413915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kangstem Biotech Co. <br> Ltd.<br>| 74452 | &nbsp;&nbsp; 50055 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kangwon Energy Co. <br> Ltd.<br>| 41085 | &nbsp;&nbsp; 384129 |
| # | Kangwon Land, Inc. | 269881 | &nbsp;&nbsp; 3622667 |
| \* | KAON Group Co. Ltd. | 84477 | &nbsp;&nbsp; 201436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, <br> Inc. (105560 KS)<br>| 1155887 | &nbsp;&nbsp; 91833070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, <br> Inc. (KB US), ADR<br>| 367901 | &nbsp;&nbsp; 29119364 |
| # | KC Co. Ltd. | 56156 | &nbsp;&nbsp; 934777 |
| # | KC Tech Co. Ltd. | 61782 | &nbsp;&nbsp; 1332642 |
| # | KCC Corp. | 21338 | &nbsp;&nbsp; 5660236 |
|  | KCC Glass Corp. | 62869 | &nbsp;&nbsp; 1463636 |
| # | KCTC | 188573 | &nbsp;&nbsp; 751904 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | KEC Corp. | 1020482 | &nbsp;&nbsp; $562050 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Keeps Biopharma, <br> Inc.<br>| 21250 | &nbsp;&nbsp; 211049 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kencoa Aerospace <br> Co.<br>| 23108 | &nbsp;&nbsp; 195190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 15535 | &nbsp;&nbsp; 1026082 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 157136 | &nbsp;&nbsp; 5880171 |
| #\* | KEYEAST Co. Ltd. | 39205 | &nbsp;&nbsp; 120210 |
|  | KG Chemical Corp. | 284558 | &nbsp;&nbsp; 921878 |
| # | KG Dongbusteel | 261336 | &nbsp;&nbsp; 1111834 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KG Eco Solution Co. <br> Ltd.<br>| 160345 | &nbsp;&nbsp; 722882 |
| #\* | KG Mobility Co. | 371002 | &nbsp;&nbsp; 939174 |
| # | Kginicis Co. Ltd. | 123131 | &nbsp;&nbsp; 957096 |
|  | KGMobilians Co. Ltd. | 120028 | &nbsp;&nbsp; 461562 |
| # | KH Vatec Co. Ltd. | 136004 | &nbsp;&nbsp; 1190767 |
|  | Kia Corp. | 1141175 | &nbsp;&nbsp; 83500643 |
| #\* | KidariStudio, Inc. | 55492 | &nbsp;&nbsp; 152585 |
| # | KINX, Inc. | 15242 | &nbsp;&nbsp; 987753 |
| # | KISCO Corp. | 102472 | &nbsp;&nbsp; 682618 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KISCO Holdings Co. <br> Ltd.<br>| 49059 | &nbsp;&nbsp; 884141 |
|  | KISWIRE Ltd. | 71539 | &nbsp;&nbsp; 934880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KIWOOM Securities <br> Co. Ltd.<br>| 85133 | &nbsp;&nbsp; 13127864 |
| # | KL-Net Corp. | 101819 | &nbsp;&nbsp; 219907 |
| #\* | KMW Co. Ltd. | 45897 | &nbsp;&nbsp; 433790 |
| #\* | KNJ Co. Ltd. | 26799 | &nbsp;&nbsp; 341539 |
| \* | KoBioLabs, Inc. | 7867 | &nbsp;&nbsp; 29727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Koh Young <br> Technology, Inc.<br>| 168805 | &nbsp;&nbsp; 1746144 |
| # | Kolmar BNH Co. Ltd. | 39068 | &nbsp;&nbsp; 408142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Holdings Co. <br> Ltd.<br>| 100765 | &nbsp;&nbsp; 1038508 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kolmar Korea Co. <br> Ltd.<br>| 84600 | &nbsp;&nbsp; 5904868 |
| # | Kolon Corp. | 44406 | &nbsp;&nbsp; 1569201 |
| # | Kolon Enp, Inc. | 90769 | &nbsp;&nbsp; 432116 |
| # | Kolon Industries, Inc. | 130465 | &nbsp;&nbsp; 3850921 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kolon Life Science, <br> Inc.<br>| 8953 | &nbsp;&nbsp; 206331 |
|  | Komelon Corp. | 7669 | &nbsp;&nbsp; 61839 |
|  | KoMiCo Ltd. | 10969 | &nbsp;&nbsp; 552806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Komipharm <br> International Co. <br> Ltd.<br>| 18068 | &nbsp;&nbsp; 68978 |
| # | KONA I Co. Ltd. | 37585 | &nbsp;&nbsp; 1525240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Aerospace <br> Industries Ltd.<br>| 198295 | &nbsp;&nbsp; 13428579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Alcohol <br> Industrial Co. Ltd.<br>| 94422 | &nbsp;&nbsp; 670789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Asset In Trust <br> Co. Ltd.<br>| 417191 | &nbsp;&nbsp; 756906 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Cast Iron Pipe <br> Industries Co. Ltd.<br>| 73562 | &nbsp;&nbsp; $384866 |
| #\* | Korea Circuit Co. Ltd. | 77047 | &nbsp;&nbsp; 660440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea District Heating <br> Corp.<br>| 10906 | &nbsp;&nbsp; 678126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Power <br> Corp. (015760 KS)<br>| 240707 | &nbsp;&nbsp; 6648772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Power <br> Corp. (KEP US), <br> Sponsored ADR<br>| 326264 | &nbsp;&nbsp; 4482867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric <br> Terminal Co. Ltd.<br>| 49887 | &nbsp;&nbsp; 2374640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electronic <br> Certification <br> Authority, Inc.<br>| 42687 | &nbsp;&nbsp; 128640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Electronic <br> Power Industrial <br> Development Co. <br> Ltd.<br>| 74156 | &nbsp;&nbsp; 668402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korea Export <br> Packaging Industrial <br> Co. Ltd.<br>| 92420 | &nbsp;&nbsp; 195577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Fuel-Tech <br> Corp.<br>| 173033 | &nbsp;&nbsp; 603577 |
|  | Korea Gas Corp. | 89854 | &nbsp;&nbsp; 2767386 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information & <br> Communications <br> Co. Ltd.<br>| 86917 | &nbsp;&nbsp; 572159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Information <br> Certificate Authority, <br> Inc.<br>| 101083 | &nbsp;&nbsp; 530273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Investment <br> Holdings Co. Ltd.<br>| 184512 | &nbsp;&nbsp; 18889231 |
| #\* | Korea Line Corp. | 1246960 | &nbsp;&nbsp; 1658525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Movenex Co. <br> Ltd.<br>| 142550 | &nbsp;&nbsp; 428015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petrochemical <br> Ind Co. Ltd.<br>| 25287 | &nbsp;&nbsp; 1851200 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Petroleum <br> Industries Co.<br>| 48470 | &nbsp;&nbsp; 495067 |
| # | Korea Ratings Corp. | 5809 | &nbsp;&nbsp; 416741 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 1221498 | &nbsp;&nbsp; 1104118 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Korea United Pharm, <br> Inc.<br>| 68387 | &nbsp;&nbsp; 1032298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Air Lines Co. <br> Ltd.<br>| 903435 | &nbsp;&nbsp; 15295494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Korean Reinsurance <br> Co.<br>| 1176327 | &nbsp;&nbsp; 9029503 |
| # | Kortek Corp. | 54855 | &nbsp;&nbsp; 392165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Koryo Credit <br> Information Co. <br> Ltd.<br>| 9684 | &nbsp;&nbsp; 73488 |
| #\* | KOSES Co. Ltd. | 20024 | &nbsp;&nbsp; 150129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KPX Chemical Co. <br> Ltd.<br>| 13099 | &nbsp;&nbsp; $490729 |
| #\* | Krafton, Inc. | 65073 | &nbsp;&nbsp; 15321810 |
| # | KSS LINE Ltd. | 158019 | &nbsp;&nbsp; 1200507 |
| \* | Kt alpha Co. Ltd. | 54630 | &nbsp;&nbsp; 189736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KT Corp. (030200 <br> KS)<br>| 35348 | &nbsp;&nbsp; 1402604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KT Corp. (KT US), <br> Sponsored ADR<br>| 199398 | &nbsp;&nbsp; 4025846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; KT Genie Music <br> Corp.<br>| 29512 | &nbsp;&nbsp; 44245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KT Nasmedia Co. <br> Ltd.<br>| 11971 | &nbsp;&nbsp; 134326 |
|  | KT Skylife Co. Ltd. | 196016 | &nbsp;&nbsp; 714033 |
| # | KT&G Corp. | 240835 | &nbsp;&nbsp; 22571974 |
| # | KTCS Corp. | 236202 | &nbsp;&nbsp; 458645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kukbo Design Co. <br> Ltd.<br>| 14650 | &nbsp;&nbsp; 231600 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kukdong Oil & <br> Chemicals Co. Ltd.<br>| 126590 | &nbsp;&nbsp; 322443 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Kuk-il Paper <br> Manufacturing Co. <br> Ltd.<br>| 231940 | &nbsp;&nbsp; 103527 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kukje Pharma Co. <br> Ltd.<br>| 30774 | &nbsp;&nbsp; 104792 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kukjeon <br> Pharmaceutical Co. <br> Ltd.<br>| 32907 | &nbsp;&nbsp; 95978 |
| #\*†† | Kum Yang Co. Ltd. | 18916 | &nbsp;&nbsp; 101277 |
| #\* | Kumho HT, Inc. | 895534 | &nbsp;&nbsp; 400148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kumho Petrochemical <br> Co. Ltd.<br>| 86975 | &nbsp;&nbsp; 7613455 |
| #\* | Kumho Tire Co., Inc. | 786285 | &nbsp;&nbsp; 2621984 |
| #\* | KUMHOE&C Co. Ltd. | 140791 | &nbsp;&nbsp; 346831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kumkang Kind Co. <br> Ltd.<br>| 119006 | &nbsp;&nbsp; 391959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kwang Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 234975 | &nbsp;&nbsp; 1045892 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kwang Myung Electric <br> Co. Ltd.<br>| 123536 | &nbsp;&nbsp; 90570 |
| \* | Kwangmu Co. Ltd. | 37814 | &nbsp;&nbsp; 63595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KX Innovation Co. <br> Ltd.<br>| 119777 | &nbsp;&nbsp; 368292 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyeryong Construction <br> Industrial Co. Ltd.<br>| 54145 | &nbsp;&nbsp; 767102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyobo Securities Co. <br> Ltd.<br>| 123871 | &nbsp;&nbsp; 773992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyochon F&B Co. <br> Ltd.<br>| 83242 | &nbsp;&nbsp; 309278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyongbo <br> Pharmaceutical Co. <br> Ltd.<br>| 37491 | &nbsp;&nbsp; 140649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyung Dong Navien <br> Co. Ltd.<br>| 46869 | &nbsp;&nbsp; 2892887 |
| # | Kyungbang Co. Ltd. | 55402 | &nbsp;&nbsp; 297499 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KyungDong City Gas <br> Co. Ltd.<br>| 16222 | &nbsp;&nbsp; $237276 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KyungDong Invest Co. <br> Ltd.<br>| 3317 | &nbsp;&nbsp; 155799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kyungdong Pharm <br> Co. Ltd.<br>| 101244 | &nbsp;&nbsp; 443838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kyung-In Synthetic <br> Corp.<br>| 230094 | &nbsp;&nbsp; 564130 |
|  | KZ Precision Corp. | 63997 | &nbsp;&nbsp; 656474 |
| # | L&C Bio Co. Ltd. | 33179 | &nbsp;&nbsp; 786603 |
| \* | L&F Co. Ltd. | 4524 | &nbsp;&nbsp; 226214 |
| \* | L&K Biomed Co. Ltd. | 34222 | &nbsp;&nbsp; 175928 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; LabGenomics Co. <br> Ltd.<br>| 346208 | &nbsp;&nbsp; 574095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lake Materials Co. <br> Ltd.<br>| 207003 | &nbsp;&nbsp; 1845608 |
| \* | LB Semicon, Inc. | 35199 | &nbsp;&nbsp; 101435 |
| # | LEADCORP, Inc.  | 107465 | &nbsp;&nbsp; 359483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lee Ku Industrial Co. <br> Ltd.<br>| 161966 | &nbsp;&nbsp; 568820 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LEENO Industrial, <br> Inc.<br>| 194895 | &nbsp;&nbsp; 6619178 |
|  | LF Corp. | 118879 | &nbsp;&nbsp; 1699405 |
|  | LG Chem Ltd. | 154050 | &nbsp;&nbsp; 33121495 |
|  | LG Corp. | 190776 | &nbsp;&nbsp; 10831253 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd. <br> (034220 KS)<br>| 1621834 | &nbsp;&nbsp; 12557243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG Display Co. Ltd. <br> (LPL US), ADR<br>| 345392 | &nbsp;&nbsp; 1353937 |
|  | LG Electronics, Inc. | 564673 | &nbsp;&nbsp; 31254233 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; LG Energy Solution <br> Ltd.<br>| 26106 | &nbsp;&nbsp; 7136439 |
| # | LG H&H Co. Ltd. | 28016 | &nbsp;&nbsp; 6350561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LG HelloVision Co. <br> Ltd.<br>| 436983 | &nbsp;&nbsp; 928552 |
| # | LG Innotek Co. Ltd. | 82150 | &nbsp;&nbsp; 9165921 |
|  | LG Uplus Corp. | 1340553 | &nbsp;&nbsp; 14111459 |
| # | LIG Nex1 Co. Ltd. | 54930 | &nbsp;&nbsp; 24734964 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; LigaChem <br> Biosciences, Inc.<br>| 11749 | &nbsp;&nbsp; 1124286 |
| #\* | LOT Vacuum Co. Ltd. | 70046 | &nbsp;&nbsp; 525147 |
| # | Lotte Chemical Corp. | 58104 | &nbsp;&nbsp; 2766439 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Chilsung <br> Beverage Co. Ltd.<br>| 37116 | &nbsp;&nbsp; 3463453 |
| # | Lotte Corp. | 117842 | &nbsp;&nbsp; 2376100 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Data <br> Communication Co.<br>| 42531 | &nbsp;&nbsp; 662817 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Energy Materials <br> Corp.<br>| 88208 | &nbsp;&nbsp; 1572227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Fine Chemical <br> Co. Ltd.<br>| 113201 | &nbsp;&nbsp; 3490214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LOTTE Himart Co. <br> Ltd.<br>| 64713 | &nbsp;&nbsp; 419048 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Non-Life <br> Insurance Co. Ltd.<br>| 370709 | &nbsp;&nbsp; 465846 |
|  | Lotte Rental Co. Ltd. | 90309 | &nbsp;&nbsp; 2042333 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Shopping Co. <br> Ltd.<br>| 37994 | &nbsp;&nbsp; $1955323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lotte Wellfood Co. <br> Ltd.<br>| 19636 | &nbsp;&nbsp; 1739793 |
| # | LS Corp. | 90805 | &nbsp;&nbsp; 11199824 |
| # | LS Eco Energy Ltd. | 52587 | &nbsp;&nbsp; 1355230 |
| # | LS Electric Co. Ltd. | 65927 | &nbsp;&nbsp; 14550927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution <br> Co. Ltd.<br>| 43801 | &nbsp;&nbsp; 818741 |
| \* | LS Materials Ltd. | 6649 | &nbsp;&nbsp; 50949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LS SECURITIES Co. <br> Ltd.<br>| 62443 | &nbsp;&nbsp; 225359 |
|  | LTC Co. Ltd. | 11031 | &nbsp;&nbsp; 93094 |
| #\* | LVMC Holdings | 645123 | &nbsp;&nbsp; 912428 |
| # | LX Hausys Ltd. | 54494 | &nbsp;&nbsp; 1208163 |
| # | LX Holdings Corp. | 307043 | &nbsp;&nbsp; 1839476 |
| # | LX International Corp. | 280471 | &nbsp;&nbsp; 6464273 |
| # | LX Semicon Co. Ltd. | 86327 | &nbsp;&nbsp; 3402694 |
| # | M.I.Tech Co. Ltd. | 63758 | &nbsp;&nbsp; 372860 |
| \* | M2N Co. Ltd. | 67879 | &nbsp;&nbsp; 98029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Korea <br> Infrastructure Fund<br>| 1173738 | &nbsp;&nbsp; 9975204 |
|  | Macrogen, Inc. | 25991 | &nbsp;&nbsp; 289216 |
| # | Maeil Dairies Co. Ltd. | 32710 | &nbsp;&nbsp; 881517 |
| \* | Manyo Co. Ltd. | 10280 | &nbsp;&nbsp; 131688 |
| # | Mcnex Co. Ltd. | 108576 | &nbsp;&nbsp; 2295248 |
| #\* | MDS Tech, Inc. | 237059 | &nbsp;&nbsp; 233235 |
| #\* | ME2ON Co. Ltd. | 54098 | &nbsp;&nbsp; 243163 |
| \* | Mediana Co. Ltd. | 69300 | &nbsp;&nbsp; 294059 |
| #\* | Medipost Co. Ltd. | 53050 | &nbsp;&nbsp; 414026 |
| \* | MedPacto, Inc. | 5544 | &nbsp;&nbsp; 16348 |
|  | Medytox, Inc. | 12347 | &nbsp;&nbsp; 1299361 |
| \* | Meerecompany, Inc. | 17727 | &nbsp;&nbsp; 200543 |
| # | MegaStudy Co. Ltd. | 52410 | &nbsp;&nbsp; 423960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MegaStudyEdu Co. <br> Ltd.<br>| 64720 | &nbsp;&nbsp; 2330818 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Meritz Financial <br> Group, Inc.<br>| 495048 | &nbsp;&nbsp; 41112520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; META BIOMED Co. <br> Ltd.<br>| 84378 | &nbsp;&nbsp; 365478 |
| # | Mgame Corp. | 157466 | &nbsp;&nbsp; 746953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mi Chang Oil <br> Industrial Co. Ltd.<br>| 3141 | &nbsp;&nbsp; 259255 |
| #\* | MiCo Ltd. | 171010 | &nbsp;&nbsp; 1768492 |
| #\* | Micro Digital Co. Ltd. | 26352 | &nbsp;&nbsp; 216698 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Life <br> Insurance Co. Ltd.<br>| 422652 | &nbsp;&nbsp; 2263055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Securities <br> Co. Ltd.<br>| 1114579 | &nbsp;&nbsp; 15213064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mirae Asset Venture <br> Investment Co. Ltd.<br>| 84454 | &nbsp;&nbsp; 411340 |
| # | Misto Holdings Corp. | 192513 | &nbsp;&nbsp; 4956202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Chemicals Co. <br> Ltd.<br>| 1485 | &nbsp;&nbsp; 87697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Commercial <br> Co. Ltd.<br>| 7025 | &nbsp;&nbsp; 837242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Holdings Co. <br> Ltd.<br>| 1831 | &nbsp;&nbsp; 98446 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Miwon Specialty <br> Chemical Co. Ltd.<br>| 9336 | &nbsp;&nbsp; $989926 |
| # | MK Electron Co. Ltd. | 123560 | &nbsp;&nbsp; 718239 |
| # | MNTech Co. Ltd. | 67349 | &nbsp;&nbsp; 594410 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mobase Electronics <br> Co. Ltd.<br>| 227425 | &nbsp;&nbsp; 235458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Modetour Network, <br> Inc.<br>| 32742 | &nbsp;&nbsp; 274160 |
| #\* | MONAYONGPYONG | 182248 | &nbsp;&nbsp; 569975 |
| # | Moorim P&P Co. Ltd. | 165964 | &nbsp;&nbsp; 329046 |
| # | Motrex Co. Ltd. | 96038 | &nbsp;&nbsp; 632846 |
| # | mPlus Corp. | 28776 | &nbsp;&nbsp; 181180 |
| #\* | MS Autotech Co. Ltd. | 64505 | &nbsp;&nbsp; 130177 |
|  | Muhak Co. Ltd. | 11856 | &nbsp;&nbsp; 65906 |
|  | Multicampus Co. Ltd. | 15352 | &nbsp;&nbsp; 379608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Myoung Shin <br> Industrial Co. Ltd.<br>| 234742 | &nbsp;&nbsp; 1421172 |
| #\* | Naintech Co. Ltd. | 41998 | &nbsp;&nbsp; 98294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Namhae Chemical <br> Corp.<br>| 129834 | &nbsp;&nbsp; 703784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Namsun Aluminum <br> Co. Ltd.<br>| 599773 | &nbsp;&nbsp; 521314 |
| # | Namuga Co. Ltd. | 61293 | &nbsp;&nbsp; 649936 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Namyang Dairy <br> Products Co. Ltd.<br>| 20036 | &nbsp;&nbsp; 899213 |
| \* | NanoenTek, Inc. | 12813 | &nbsp;&nbsp; 32836 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nature & Environment <br> Co. Ltd.<br>| 238696 | &nbsp;&nbsp; 123088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nature Holdings Co. <br> Ltd.<br>| 74736 | &nbsp;&nbsp; 619886 |
|  | NAVER Corp. | 58567 | &nbsp;&nbsp; 9856540 |
| # | NCSoft Corp. | 24372 | &nbsp;&nbsp; 3383841 |
| # | NeoPharm Co. Ltd. | 49615 | &nbsp;&nbsp; 659645 |
| # | Neosem, Inc. | 31653 | &nbsp;&nbsp; 192877 |
| #\* | Neowiz | 91417 | &nbsp;&nbsp; 1626932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Neowiz Holdings <br> Corp.<br>| 24725 | &nbsp;&nbsp; 442047 |
| #\* | Nepes Ark Corp. | 38631 | &nbsp;&nbsp; 426546 |
| #\* | NEPES Corp. | 74821 | &nbsp;&nbsp; 616477 |
| #\* | Neptune Co. | 82962 | &nbsp;&nbsp; 422434 |
| #Ω | Netmarble Corp. | 58866 | &nbsp;&nbsp; 2513960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; New Power Plasma <br> Co. Ltd.<br>| 167306 | &nbsp;&nbsp; 666478 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Newflex Technology <br> Co. Ltd.<br>| 33789 | &nbsp;&nbsp; 108790 |
|  | Nexen Corp. | 181887 | &nbsp;&nbsp; 800947 |
| # | Nexen Tire Corp. | 220035 | &nbsp;&nbsp; 942196 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nexon Games Co. <br> Ltd.<br>| 67147 | &nbsp;&nbsp; 668176 |
| # | Nexteel Co. Ltd. | 14275 | &nbsp;&nbsp; 143616 |
| # | NEXTIN, Inc. | 39361 | &nbsp;&nbsp; 1330893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NH Investment & <br> Securities Co. Ltd.<br>| 638162 | &nbsp;&nbsp; 9251457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NH NongWooBio Co. <br> Ltd.<br>| 19155 | &nbsp;&nbsp; 119811 |
| # | NHN Corp. | 110624 | &nbsp;&nbsp; 2282979 |
| # | NHN KCP Corp. | 141074 | &nbsp;&nbsp; 1630602 |
|  | NI Steel Co. Ltd. | 31574 | &nbsp;&nbsp; 85277 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NICE Holdings Co. <br> Ltd.<br>| 177420 | &nbsp;&nbsp; $1698652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nice Information & <br> Telecommunication, <br> Inc.<br>| 46014 | &nbsp;&nbsp; 811530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NICE Information <br> Service Co. Ltd.<br>| 239522 | &nbsp;&nbsp; 2808778 |
|  | NICE Infra Co. Ltd. | 49613 | &nbsp;&nbsp; 163468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nong Shim Holdings <br> Co. Ltd.<br>| 15048 | &nbsp;&nbsp; 892143 |
| # | NongShim Co. Ltd. | 17243 | &nbsp;&nbsp; 4784784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Noroo Holdings Co. <br> Ltd.<br>| 17027 | &nbsp;&nbsp; 279415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; NOROO Paint & <br> Coatings Co. Ltd.<br>| 74526 | &nbsp;&nbsp; 474301 |
| # | NOVAREX Co. Ltd. | 79184 | &nbsp;&nbsp; 1076750 |
|  | Novatech Co. Ltd. | 5447 | &nbsp;&nbsp; 74195 |
| # | NPC | 92090 | &nbsp;&nbsp; 291273 |
| \* | NUVOTEC Co. Ltd. | 15390 | &nbsp;&nbsp; 17236 |
| \* | Obigo, Inc. | 9468 | &nbsp;&nbsp; 29603 |
| # | OCI Co. Ltd. | 37529 | &nbsp;&nbsp; 1555117 |
| # | OCI Holdings Co. Ltd. | 90451 | &nbsp;&nbsp; 6064460 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Okins Electronics Co. <br> Ltd.<br>| 46357 | &nbsp;&nbsp; 216996 |
| # | ONEJOON Co. Ltd. | 23420 | &nbsp;&nbsp; 164610 |
|  | Opasnet Co. Ltd. | 8051 | &nbsp;&nbsp; 36435 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; OptoElectronics <br> Solutions Co. Ltd.<br>| 34817 | &nbsp;&nbsp; 248102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orient Precision <br> Industries, Inc.<br>| 23625 | &nbsp;&nbsp; 54893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 97618 | &nbsp;&nbsp; 420761 |
| # | Orion Corp. | 125629 | &nbsp;&nbsp; 10030826 |
| # | Orion Holdings Corp. | 208397 | &nbsp;&nbsp; 3337767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Osang Healthcare Co. <br> Ltd.<br>| 5861 | &nbsp;&nbsp; 76552 |
| #\* | OSTEONIC Co. Ltd. | 41816 | &nbsp;&nbsp; 206991 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Osung Advanced <br> Materials Co. Ltd.<br>| 416958 | &nbsp;&nbsp; 428944 |
| # | Otoki Corp. | 12020 | &nbsp;&nbsp; 3442040 |
| # | Pan Ocean Co. Ltd. | 1514863 | &nbsp;&nbsp; 4577992 |
| # | Pang Rim Co. Ltd. | 33734 | &nbsp;&nbsp; 107946 |
| # | Paradise Co. Ltd. | 320064 | &nbsp;&nbsp; 4161517 |
| # | Park Systems Corp. | 25044 | &nbsp;&nbsp; 4943733 |
| # | Partron Co. Ltd. | 374932 | &nbsp;&nbsp; 1784698 |
| #\* | Pearl Abyss Corp. | 24209 | &nbsp;&nbsp; 677144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; People & Technology, <br> Inc.<br>| 110651 | &nbsp;&nbsp; 2761195 |
| #\* | Peptron, Inc. | 9976 | &nbsp;&nbsp; 2083054 |
|  | PHA Co. Ltd. | 62207 | &nbsp;&nbsp; 499524 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PharmaResearch Co. <br> Ltd.<br>| 28863 | &nbsp;&nbsp; 11488551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PharmGen Science, <br> Inc.<br>| 112002 | &nbsp;&nbsp; 375637 |
| # | Pharmicell Co. Ltd. | 69806 | &nbsp;&nbsp; 639985 |
|  | Philenergy Co. Ltd. | 3693 | &nbsp;&nbsp; 36077 |
| #\* | Philoptics Co. Ltd. | 38258 | &nbsp;&nbsp; 905566 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PI Advanced Materials <br> Co. Ltd.<br>| 70350 | &nbsp;&nbsp; $904819 |
| #\* | PKC Co. Ltd. | 173863 | &nbsp;&nbsp; 737420 |
| #\* | Polaris AI Corp. | 80192 | &nbsp;&nbsp; 140245 |
| \* | Polaris Office Corp. | 2267 | &nbsp;&nbsp; 9636 |
|  | Pond Group Co. Ltd. | 9898 | &nbsp;&nbsp; 76946 |
| #\* | PonyLink Co. Ltd. | 243516 | &nbsp;&nbsp; 188352 |
|  | Poongsan Corp. | 145353 | &nbsp;&nbsp; 16764951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Poongsan Holdings <br> Corp.<br>| 47395 | &nbsp;&nbsp; 1646566 |
| # | Posco DX Co. Ltd. | 169433 | &nbsp;&nbsp; 2897317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Future M Co. <br> Ltd.<br>| 10779 | &nbsp;&nbsp; 1096540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Holdings, Inc. <br> (005490 KS)<br>| 72008 | &nbsp;&nbsp; 15835225 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Holdings, Inc. <br> (PKX US), <br> Sponsored ADR<br>| 217227 | &nbsp;&nbsp; 11869283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Posco International <br> Corp.<br>| 233812 | &nbsp;&nbsp; 8174804 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Posco M-Tech Co. <br> Ltd.<br>| 36109 | &nbsp;&nbsp; 380973 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; POSCO Steeleon Co. <br> Ltd.<br>| 19137 | &nbsp;&nbsp; 574104 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Power Logics Co. <br> Ltd.<br>| 150946 | &nbsp;&nbsp; 500206 |
| # | Protec Co. Ltd. | 28538 | &nbsp;&nbsp; 545452 |
| # | PSK Holdings, Inc. | 19964 | &nbsp;&nbsp; 475104 |
| # | PSK, Inc. | 119141 | &nbsp;&nbsp; 1759822 |
| # | Pulmuone Co. Ltd. | 74964 | &nbsp;&nbsp; 798331 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pumtech Korea Co. <br> Ltd.<br>| 12664 | &nbsp;&nbsp; 604350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pungkuk Ethanol Co. <br> Ltd.<br>| 16938 | &nbsp;&nbsp; 114589 |
| \* | RaonSecure Co. Ltd. | 6569 | &nbsp;&nbsp; 51959 |
| #\* | Ray Co. Ltd. | 22954 | &nbsp;&nbsp; 122532 |
| #\* | Refine Co. Ltd. | 71948 | &nbsp;&nbsp; 900128 |
| \* | Remed Co. Ltd. | 6876 | &nbsp;&nbsp; 17158 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Reyon Pharmaceutical <br> Co. Ltd.<br>| 33443 | &nbsp;&nbsp; 277378 |
| # | RFHIC Corp. | 45102 | &nbsp;&nbsp; 899035 |
| #\* | RFTech Co. Ltd. | 159006 | &nbsp;&nbsp; 292682 |
| #\* | Robostar Co. Ltd. | 14611 | &nbsp;&nbsp; 279679 |
| #\* | Robotis Co. Ltd. | 11928 | &nbsp;&nbsp; 694718 |
|  | Rorze Systems Corp. | 6569 | &nbsp;&nbsp; 61879 |
|  | Rsupport Co. Ltd. | 10658 | &nbsp;&nbsp; 23190 |
|  | S Net Systems, Inc. | 28607 | &nbsp;&nbsp; 85343 |
| # | S&D Co. Ltd. | 2028 | &nbsp;&nbsp; 165206 |
| # | S&S Tech Corp. | 61424 | &nbsp;&nbsp; 2196456 |
| # | S-1 Corp. | 82408 | &nbsp;&nbsp; 4391727 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sajo Industries Co. <br> Ltd.<br>| 14062 | &nbsp;&nbsp; 479683 |
| # | Sajodaerim Corp. | 30273 | &nbsp;&nbsp; 896695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sajodongaone Co. <br> Ltd.<br>| 88855 | &nbsp;&nbsp; 70303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Chun Dang <br> Pharm Co. Ltd.<br>| 9741 | &nbsp;&nbsp; 1431965 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Young <br> Electronics Co. Ltd.<br>| 74785 | &nbsp;&nbsp; $600200 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam Yung Trading <br> Co. Ltd.<br>| 88339 | &nbsp;&nbsp; 1054967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sam-A Aluminum Co. <br> Ltd.<br>| 14216 | &nbsp;&nbsp; 273843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sambo Corrugated <br> Board Co. Ltd.<br>| 30913 | &nbsp;&nbsp; 222185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sambo Motors Co. <br> Ltd.<br>| 15991 | &nbsp;&nbsp; 49889 |
| # | Samchully Co. Ltd. | 9292 | &nbsp;&nbsp; 924134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samho Development <br> Co. Ltd.<br>| 92093 | &nbsp;&nbsp; 227929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SAMHWA Paints <br> Industrial Co. Ltd.<br>| 83510 | &nbsp;&nbsp; 372087 |
|  | Samhyun Co. Ltd. | 8223 | &nbsp;&nbsp; 70738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samick Musical <br> Instruments Co. <br> Ltd.<br>| 94199 | &nbsp;&nbsp; 86065 |
| # | Samick THK Co. Ltd. | 51492 | &nbsp;&nbsp; 369816 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Samil Pharmaceutical <br> Co. Ltd.<br>| 53929 | &nbsp;&nbsp; 397345 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samji Electronics Co. <br> Ltd.<br>| 81870 | &nbsp;&nbsp; 697307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samjin <br> Pharmaceutical Co. <br> Ltd.<br>| 51410 | &nbsp;&nbsp; 743718 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sammok S-Form Co. <br> Ltd.<br>| 29939 | &nbsp;&nbsp; 448650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SAMPYO Cement Co. <br> Ltd.<br>| 245368 | &nbsp;&nbsp; 608870 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Biologics <br> Co. Ltd.<br>| 17847 | &nbsp;&nbsp; 13635600 |
|  | Samsung C&T Corp. | 197090 | &nbsp;&nbsp; 23777898 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Card Co. <br> Ltd. (029780 KS)<br>| 115331 | &nbsp;&nbsp; 4128843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 165996 | &nbsp;&nbsp; 17636621 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 10764589 | &nbsp;&nbsp; 548605846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 491 | &nbsp;&nbsp; 614423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Engineering <br> Co. Ltd.<br>| 824339 | &nbsp;&nbsp; 15631245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 111888 | &nbsp;&nbsp; 35321849 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Heavy <br> Industries Co. Ltd.<br>| 671206 | &nbsp;&nbsp; 9161573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Life <br> Insurance Co. Ltd.<br>| 155333 | &nbsp;&nbsp; 14021046 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 247859 | &nbsp;&nbsp; $279802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Publishing <br> Co. Ltd.<br>| 6149 | &nbsp;&nbsp; 81181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samsung SDI Co. <br> Ltd.<br>| 130942 | &nbsp;&nbsp; 18789672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samsung SDS Co. <br> Ltd.<br>| 79875 | &nbsp;&nbsp; 9151114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samsung Securities <br> Co. Ltd.<br>| 286971 | &nbsp;&nbsp; 14547835 |
|  | SAMT Co. Ltd. | 374339 | &nbsp;&nbsp; 823801 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Capacitor <br> Co. Ltd.<br>| 42174 | &nbsp;&nbsp; 832309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samwha Electric Co. <br> Ltd.<br>| 15682 | &nbsp;&nbsp; 304985 |
| # | Samyang Corp. | 24854 | &nbsp;&nbsp; 944373 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Foods Co. <br> Ltd.<br>| 17183 | &nbsp;&nbsp; 17755782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Holdings <br> Corp.<br>| 28438 | &nbsp;&nbsp; 1717147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Packaging <br> Corp.<br>| 20054 | &nbsp;&nbsp; 200143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Samyang Tongsang <br> Co. Ltd.<br>| 10960 | &nbsp;&nbsp; 438530 |
| # | Samyoung Co. Ltd. | 134031 | &nbsp;&nbsp; 397100 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sang-A Frontec Co. <br> Ltd.<br>| 30472 | &nbsp;&nbsp; 382144 |
| \* | Sangbo Corp. | 112990 | &nbsp;&nbsp; 79230 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sangji Construction, <br> Inc.<br>| 16331 | &nbsp;&nbsp; 143129 |
| #\* | Sangsangin Co. Ltd. | 176091 | &nbsp;&nbsp; 238412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 77406 | &nbsp;&nbsp; 502461 |
| # | Saramin Co. Ltd. | 36153 | &nbsp;&nbsp; 378989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Satrec Initiative Co. <br> Ltd.<br>| 9250 | &nbsp;&nbsp; 323555 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SBI Investment Korea <br> Co. Ltd.<br>| 560269 | &nbsp;&nbsp; 315679 |
| \*†† | SBW | 121830 | &nbsp;&nbsp; 44276 |
| # | SD Biosensor, Inc. | 265358 | &nbsp;&nbsp; 1906904 |
| #\* | SDN Co. Ltd. | 186770 | &nbsp;&nbsp; 176112 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Besteel <br> Holdings Corp.<br>| 124159 | &nbsp;&nbsp; 2787080 |
|  | SeAH Holdings Corp. | 495 | &nbsp;&nbsp; 46364 |
| # | SeAH Steel Corp. | 13617 | &nbsp;&nbsp; 1475149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SeAH Steel Holdings <br> Corp.<br>| 19660 | &nbsp;&nbsp; 2844493 |
|  | Sebang Co. Ltd. | 77689 | &nbsp;&nbsp; 796383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sebang Global Battery <br> Co. Ltd.<br>| 48088 | &nbsp;&nbsp; 2290327 |
| # | Seegene, Inc. | 127658 | &nbsp;&nbsp; 2717372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Segyung Hitech Co. <br> Ltd.<br>| 51529 | &nbsp;&nbsp; 249342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sejin Heavy Industries <br> Co. Ltd.<br>| 68614 | &nbsp;&nbsp; 643250 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sejong Industrial Co. <br> Ltd.<br>| 118620 | &nbsp;&nbsp; $384084 |
| # | Sekonix Co. Ltd. | 56155 | &nbsp;&nbsp; 243720 |
| \* | SEMCNS Co. Ltd. | 9872 | &nbsp;&nbsp; 35096 |
|  | Sempio Foods Co. | 8674 | &nbsp;&nbsp; 167621 |
| # | Seobu T&D | 236941 | &nbsp;&nbsp; 1488043 |
| # | Seohan Co. Ltd. | 698530 | &nbsp;&nbsp; 454305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Seohee Construction <br> Co. Ltd.<br>| 788596 | &nbsp;&nbsp; 1040035 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seojin System Co. <br> Ltd.<br>| 137325 | &nbsp;&nbsp; 2152602 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Auction Co. <br> Ltd.<br>| 38918 | &nbsp;&nbsp; 243223 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Seoul City Gas Co. <br> Ltd.<br>| 3726 | &nbsp;&nbsp; 166933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Food Industrial <br> Co. Ltd.<br>| 626950 | &nbsp;&nbsp; 69048 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Seoul Semiconductor <br> Co. Ltd.<br>| 267318 | &nbsp;&nbsp; 1365516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SEOWONINTECH Co. <br> Ltd.<br>| 6973 | &nbsp;&nbsp; 28627 |
| # | Seoyon Co. Ltd. | 100408 | &nbsp;&nbsp; 723471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Seoyon E-Hwa Co. <br> Ltd.<br>| 120354 | &nbsp;&nbsp; 1067742 |
| \*†† | Setopia Co. Ltd. | 26820 | &nbsp;&nbsp; 3926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SEWOONMEDICAL <br> Co. Ltd.<br>| 24738 | &nbsp;&nbsp; 48504 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Engineering <br> Corp.<br>| 94527 | &nbsp;&nbsp; 1667164 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SFA Semicon Co. <br> Ltd.<br>| 364361 | &nbsp;&nbsp; 851495 |
| # | SGC Energy Co. Ltd. | 64795 | &nbsp;&nbsp; 1141474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 168824 | &nbsp;&nbsp; 512016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shin Poong <br> Pharmaceutical Co. <br> Ltd.<br>| 25237 | &nbsp;&nbsp; 221559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shindaeyang Paper <br> Co. Ltd.<br>| 105995 | &nbsp;&nbsp; 831719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 1478212 | &nbsp;&nbsp; 71979897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Financial <br> Group Co. Ltd. <br> (SHG US), ADR<br>| 269770 | &nbsp;&nbsp; 13137799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinil Electronics Co. <br> Ltd.<br>| 231645 | &nbsp;&nbsp; 235439 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinsegae Food Co. <br> Ltd.<br>| 11543 | &nbsp;&nbsp; 315809 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinsegae Information <br> & Communication <br> Co. Ltd.<br>| 17302 | &nbsp;&nbsp; 206748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinsegae <br> International, Inc.<br>| 93472 | &nbsp;&nbsp; 780784 |
| # | Shinsegae, Inc. | 53107 | &nbsp;&nbsp; 6561430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung Delta Tech <br> Co. Ltd.<br>| 30176 | &nbsp;&nbsp; 1451236 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shinsung E&G Co. <br> Ltd.<br>| 380904 | &nbsp;&nbsp; $418747 |
| # | Shinsung ST Co. Ltd. | 5010 | &nbsp;&nbsp; 154839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shinwha Intertek <br> Corp.<br>| 120200 | &nbsp;&nbsp; 170722 |
| # | Shinwon Corp. | 345611 | &nbsp;&nbsp; 435749 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinyoung Securities <br> Co. Ltd.<br>| 29727 | &nbsp;&nbsp; 2730629 |
|  | Showbox Corp. | 106070 | &nbsp;&nbsp; 209797 |
| \* | Signetics Corp. | 238036 | &nbsp;&nbsp; 114445 |
| #\* | Silicon2 Co. Ltd. | 111564 | &nbsp;&nbsp; 4134400 |
|  | Silla Co. Ltd. | 14535 | &nbsp;&nbsp; 103125 |
| # | SIMMTECH Co. Ltd. | 102488 | &nbsp;&nbsp; 1676991 |
|  | SIMPAC, Inc. | 77451 | &nbsp;&nbsp; 287013 |
| # | Sindoh Co. Ltd. | 27299 | &nbsp;&nbsp; 971989 |
|  | Sinil Pharm Co. Ltd. | 25229 | &nbsp;&nbsp; 121356 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SK <br> Biopharmaceuticals <br> Co. Ltd.<br>| 76501 | &nbsp;&nbsp; 5387770 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SK Bioscience Co. <br> Ltd.<br>| 16664 | &nbsp;&nbsp; 545231 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SK Chemicals Co. <br> Ltd.<br>| 43185 | &nbsp;&nbsp; 2106357 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SK Discovery Co. <br> Ltd.<br>| 83920 | &nbsp;&nbsp; 3297801 |
| #\* | SK Eternix Co. Ltd. | 119545 | &nbsp;&nbsp; 2062594 |
| # | SK Gas Ltd. | 19191 | &nbsp;&nbsp; 3657410 |
|  | SK Hynix, Inc. | 994055 | &nbsp;&nbsp; 192663576 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp; SK IE Technology Co. <br> Ltd.<br>| 56012 | &nbsp;&nbsp; 1110340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SK Innovation Co. <br> Ltd.<br>| 69195 | &nbsp;&nbsp; 5353708 |
|  | SK Networks Co. Ltd. | 1089212 | &nbsp;&nbsp; 3572820 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; SK oceanplant Co. <br> Ltd.<br>| 143541 | &nbsp;&nbsp; 2042219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SK Securities Co. <br> Ltd.<br>| 2330774 | &nbsp;&nbsp; 1127608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Telecom Co. Ltd. <br> (017670 KS)<br>| 142068 | &nbsp;&nbsp; 5738341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SK Telecom Co. Ltd. <br> (SKM US), <br> Sponsored ADR<br>| 483 | &nbsp;&nbsp; 10715 |
| # | SK, Inc. | 134734 | &nbsp;&nbsp; 19554180 |
| #\* | SKC Co. Ltd. | 12038 | &nbsp;&nbsp; 866244 |
| # | SL Corp. | 134564 | &nbsp;&nbsp; 3207284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SM Culture & <br> Contents Co. Ltd.<br>| 38969 | &nbsp;&nbsp; 38332 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SM Entertainment Co. <br> Ltd.<br>| 34714 | &nbsp;&nbsp; 3315388 |
| #\* | SMEC Co. Ltd. | 394337 | &nbsp;&nbsp; 1035337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SNT Dynamics Co. <br> Ltd.<br>| 110173 | &nbsp;&nbsp; 4619709 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SNT Holdings Co. <br> Ltd.<br>| 50310 | &nbsp;&nbsp; 2018773 |
| # | SNT Motiv Co. Ltd. | 142786 | &nbsp;&nbsp; 3393947 |
| #\* | SOCAR, Inc. | 28690 | &nbsp;&nbsp; 270613 |
| # | S-Oil Corp. | 187740 | &nbsp;&nbsp; 8468391 |
| \* | Solborn, Inc. | 24234 | &nbsp;&nbsp; 75557 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | Solid, Inc. | 315105 | &nbsp;&nbsp; $1418221 |
| #\* | SOLUM Co. Ltd. | 234886 | &nbsp;&nbsp; 2784119 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Solus Advanced <br> Materials Co. Ltd.<br>| 124026 | &nbsp;&nbsp; 762502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Songwon Industrial <br> Co. Ltd.<br>| 112300 | &nbsp;&nbsp; 884342 |
| # | Soop Co. Ltd. | 47915 | &nbsp;&nbsp; 2723108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Soosan Industries Co. <br> Ltd.<br>| 29624 | &nbsp;&nbsp; 490909 |
| # | Soulbrain Co. Ltd. | 19001 | &nbsp;&nbsp; 3222350 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Soulbrain Holdings <br> Co. Ltd.<br>| 38911 | &nbsp;&nbsp; 1232014 |
| # | SPC Samlip Co. Ltd. | 13592 | &nbsp;&nbsp; 536339 |
| # | SPG Co. Ltd. | 27155 | &nbsp;&nbsp; 484381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Spigen Korea Co. <br> Ltd.<br>| 24455 | &nbsp;&nbsp; 480198 |
| # | ST Pharm Co. Ltd. | 29693 | &nbsp;&nbsp; 1846976 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; STIC Investments, <br> Inc.<br>| 182158 | &nbsp;&nbsp; 1303232 |
|  | Straffic Co. Ltd. | 123980 | &nbsp;&nbsp; 345293 |
| #\* | Studio Dragon Corp. | 63179 | &nbsp;&nbsp; 2101193 |
| #\* | STX Engine Co. Ltd. | 13781 | &nbsp;&nbsp; 235765 |
| #\* | Sugentech, Inc. | 22534 | &nbsp;&nbsp; 109928 |
| # | Suheung Co. Ltd. | 30999 | &nbsp;&nbsp; 420840 |
| \* | Sukgyung AT Co. Ltd. | 6779 | &nbsp;&nbsp; 265770 |
| # | Sun Kwang Co. Ltd. | 24057 | &nbsp;&nbsp; 338458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sung Kwang Bend <br> Co. Ltd.<br>| 97446 | &nbsp;&nbsp; 2231911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sungchang Enterprise <br> Holdings Ltd.<br>| 333157 | &nbsp;&nbsp; 386185 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sungeel Hitech Co. <br> Ltd.<br>| 10757 | &nbsp;&nbsp; 292913 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sungshin Cement Co. <br> Ltd.<br>| 147254 | &nbsp;&nbsp; 1114423 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sungwoo Hitech Co. <br> Ltd.<br>| 467801 | &nbsp;&nbsp; 1992665 |
| # | Sunjin Co. Ltd. | 106916 | &nbsp;&nbsp; 994211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Electronics <br> Corp.<br>| 74385 | &nbsp;&nbsp; 96553 |
| \*†† | SUNP Corp. | 79463 | &nbsp;&nbsp; 9913 |
| #\* | Suprema, Inc. | 29598 | &nbsp;&nbsp; 713139 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Suresoft Technologies, <br> Inc.<br>| 26545 | &nbsp;&nbsp; 95647 |
| \* | SV Investment Corp. | 69884 | &nbsp;&nbsp; 86976 |
| #\* | SY Co. Ltd. | 206794 | &nbsp;&nbsp; 507809 |
|  | SY Steel Tech, Inc. | 21932 | &nbsp;&nbsp; 68039 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Synergy Innovation <br> Co. Ltd.<br>| 143470 | &nbsp;&nbsp; 294210 |
| #\* | Synopex, Inc. | 404427 | &nbsp;&nbsp; 1958838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Systems Technology, <br> Inc.<br>| 54558 | &nbsp;&nbsp; 741679 |
| #\* | T Scientific Co. Ltd. | 120947 | &nbsp;&nbsp; 107065 |
| # | T&L Co. Ltd. | 25102 | &nbsp;&nbsp; 1092226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tae Kyung Industrial <br> Co. Ltd.<br>| 73974 | &nbsp;&nbsp; 284417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taekwang Industrial <br> Co. Ltd.<br>| 1776 | &nbsp;&nbsp; 1282672 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TAEKYUNG BK Co. <br> Ltd.<br>| 105821 | &nbsp;&nbsp; $391981 |
| \* | Taesung Co. Ltd. | 40824 | &nbsp;&nbsp; 920974 |
| #\* | Taewoong Co. Ltd. | 69817 | &nbsp;&nbsp; 2028014 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taeyang Metal <br> Industrial Co. Ltd.<br>| 197725 | &nbsp;&nbsp; 330035 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taihan Electric Wire <br> Co. Ltd.<br>| 150810 | &nbsp;&nbsp; 1692557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taihan Fiberoptics Co. <br> Ltd.<br>| 191618 | &nbsp;&nbsp; 137382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tailim Packaging Co. <br> Ltd.<br>| 76664 | &nbsp;&nbsp; 112313 |
| # | TCC Steel | 43289 | &nbsp;&nbsp; 555545 |
| # | TechWing, Inc. | 89928 | &nbsp;&nbsp; 1779674 |
| \* | Tego Science, Inc. | 10158 | &nbsp;&nbsp; 125975 |
| # | Telechips, Inc. | 54858 | &nbsp;&nbsp; 529341 |
| # | TES Co. Ltd. | 58140 | &nbsp;&nbsp; 1078510 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Theragen Etex Co. <br> Ltd.<br>| 181906 | &nbsp;&nbsp; 391826 |
| # | TK Corp. | 141789 | &nbsp;&nbsp; 2335948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TKG Huchems Co. <br> Ltd.<br>| 133057 | &nbsp;&nbsp; 1687520 |
| # | TLB Co. Ltd. | 22342 | &nbsp;&nbsp; 432343 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tokai Carbon Korea <br> Co. Ltd.<br>| 30565 | &nbsp;&nbsp; 2340024 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tongyang Life <br> Insurance Co. Ltd.<br>| 334713 | &nbsp;&nbsp; 2030577 |
| \* | Tongyang, Inc. | 994398 | &nbsp;&nbsp; 480850 |
| # | Tonymoly Co. Ltd. | 24881 | &nbsp;&nbsp; 194590 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Top Engineering Co. <br> Ltd.<br>| 71917 | &nbsp;&nbsp; 200098 |
| # | Toptec Co. Ltd. | 159748 | &nbsp;&nbsp; 565196 |
| # | Tovis Co. Ltd. | 89537 | &nbsp;&nbsp; 1023682 |
| # | TS Corp. | 300710 | &nbsp;&nbsp; 666347 |
| # | TSE Co. Ltd. | 11580 | &nbsp;&nbsp; 321592 |
| \* | TSI Co. Ltd. | 11190 | &nbsp;&nbsp; 42897 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tuksu Construction <br> Co. Ltd.<br>| 77601 | &nbsp;&nbsp; 405960 |
| \* | Tway Air Co. Ltd. | 314334 | &nbsp;&nbsp; 424954 |
| \* | TY Holdings Co. Ltd. | 1495 | &nbsp;&nbsp; 3657 |
| # | TYM Corp. | 266928 | &nbsp;&nbsp; 970509 |
|  | UBCare Co. Ltd. | 54350 | &nbsp;&nbsp; 151578 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ubiquoss Holdings, <br> Inc.<br>| 30005 | &nbsp;&nbsp; 217085 |
| # | Ubiquoss, Inc. | 60437 | &nbsp;&nbsp; 377238 |
| #\* | Ubivelox, Inc. | 49625 | &nbsp;&nbsp; 210256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Uju Electronics Co. <br> Ltd.<br>| 43321 | &nbsp;&nbsp; 1375437 |
| #\* | Uni-Chem Co. Ltd. | 232562 | &nbsp;&nbsp; 291181 |
|  | Unick Corp. | 27663 | &nbsp;&nbsp; 77103 |
| # | Unid Co. Ltd. | 24328 | &nbsp;&nbsp; 1469794 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 109449 | &nbsp;&nbsp; 560162 |
| # | Uniquest Corp. | 61270 | &nbsp;&nbsp; 272305 |
| #\* | Unison Co. Ltd. | 168604 | &nbsp;&nbsp; 160481 |
| #\* | UniTest, Inc. | 54219 | &nbsp;&nbsp; 482788 |
| # | Unitrontech Co. Ltd. | 114109 | &nbsp;&nbsp; 523141 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Value Added <br> Technology Co. <br> Ltd.<br>| 52898 | &nbsp;&nbsp; $897901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Viatron Technologies, <br> Inc.<br>| 64006 | &nbsp;&nbsp; 407981 |
| # | VICTEK Co. Ltd. | 75937 | &nbsp;&nbsp; 221532 |
| \*†† | Vidente Co. Ltd. | 125954 | &nbsp;&nbsp; 56583 |
|  | Vieworks Co. Ltd. | 34738 | &nbsp;&nbsp; 522056 |
| #\* | Vina Tech Co. Ltd. | 9706 | &nbsp;&nbsp; 198894 |
| # | Vitzro Tech Co. Ltd. | 82846 | &nbsp;&nbsp; 508780 |
| # | Vitzrocell Co. Ltd. | 81762 | &nbsp;&nbsp; 1830564 |
| #\* | VM, Inc. | 53855 | &nbsp;&nbsp; 425600 |
| #\* | VT Co. Ltd. | 118299 | &nbsp;&nbsp; 3054238 |
| # | Webcash Corp. | 29097 | &nbsp;&nbsp; 307643 |
| # | Webzen, Inc. | 78977 | &nbsp;&nbsp; 830307 |
| \*†† | Wellbiotec Co. Ltd. | 230618 | &nbsp;&nbsp; 16962 |
| \* | Wemade Co. Ltd. | 4098 | &nbsp;&nbsp; 92168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 74598 | &nbsp;&nbsp; 644620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WINS Technet Co. <br> Ltd.<br>| 64096 | &nbsp;&nbsp; 585715 |
| # | WiSoL Co. Ltd. | 125674 | &nbsp;&nbsp; 604757 |
| # | Won Tech Co. Ltd. | 211414 | &nbsp;&nbsp; 1953458 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Holdings Co. <br> Ltd.<br>| 230899 | &nbsp;&nbsp; 992044 |
| # | WONIK IPS Co. Ltd. | 89127 | &nbsp;&nbsp; 2081380 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wonik Materials Co. <br> Ltd.<br>| 48585 | &nbsp;&nbsp; 827305 |
| # | Wonik QnC Corp. | 91432 | &nbsp;&nbsp; 1200571 |
| # | Woojin, Inc. | 84191 | &nbsp;&nbsp; 671494 |
| #\* | Woongjin Co. Ltd. | 109041 | &nbsp;&nbsp; 251023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Woongjin Thinkbig Co. <br> Ltd.<br>| 375295 | &nbsp;&nbsp; 549978 |
| #\* | Wooree Bio Co. Ltd. | 271012 | &nbsp;&nbsp; 447600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woori Financial <br> Group, Inc. (316140 <br> KS)<br>| 2702534 | &nbsp;&nbsp; 47951540 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology <br> Investment Co. Ltd.<br>| 56732 | &nbsp;&nbsp; 378998 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Woori Technology, <br> Inc.<br>| 502634 | &nbsp;&nbsp; 1318016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Woorison F&G Co. <br> Ltd.<br>| 200437 | &nbsp;&nbsp; 217388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Woory Industrial Co. <br> Ltd.<br>| 7364 | &nbsp;&nbsp; 47245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wooshin Systems Co. <br> Ltd.<br>| 44717 | &nbsp;&nbsp; 247097 |
| #\* | Woosu AMS Co. Ltd. | 136006 | &nbsp;&nbsp; 301502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Worldex Industry & <br> Trading Co. Ltd.<br>| 65311 | &nbsp;&nbsp; 1135089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; W-Scope Chungju <br> Plant Co. Ltd.<br>| 43952 | &nbsp;&nbsp; 233642 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Wysiwyg Studios Co. <br> Ltd.<br>| 308077 | &nbsp;&nbsp; 200613 |
| # | Xexymix Corp. | 77703 | &nbsp;&nbsp; 342759 |
| # | Y G-1 Co. Ltd. | 108809 | &nbsp;&nbsp; 451352 |
| \* | Y2 Solution Co. Ltd. | 23924 | &nbsp;&nbsp; 56554 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | YC Corp. | 64319 | &nbsp;&nbsp; $511137 |
| # | Y-entec Co. Ltd. | 56856 | &nbsp;&nbsp; 283455 |
| \* | Yest Co. Ltd. | 3159 | &nbsp;&nbsp; 41862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YG Entertainment, <br> Inc.<br>| 43323 | &nbsp;&nbsp; 2646799 |
| #\* | YG PLUS | 135962 | &nbsp;&nbsp; 837948 |
|  | YMC Co. Ltd. | 36251 | &nbsp;&nbsp; 97880 |
| #\* | YMT Co. Ltd. | 29633 | &nbsp;&nbsp; 195867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Youlchon Chemical <br> Co. Ltd.<br>| 24264 | &nbsp;&nbsp; 594891 |
| # | Young Poong Corp. | 25318 | &nbsp;&nbsp; 772402 |
| # | Youngone Corp. | 159825 | &nbsp;&nbsp; 6947000 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Youngone Holdings <br> Co. Ltd.<br>| 49015 | &nbsp;&nbsp; 4967264 |
| \* | YTN Co. Ltd. | 12525 | &nbsp;&nbsp; 26405 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Securities <br> Korea Co. Ltd.<br>| 606739 | &nbsp;&nbsp; 1619798 |
|  | Yuhan Corp. | 28009 | &nbsp;&nbsp; 2358496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; YuHwa Securities Co. <br> Ltd.<br>| 32205 | &nbsp;&nbsp; 64723 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yungjin <br> Pharmaceutical Co. <br> Ltd.<br>| 219028 | &nbsp;&nbsp; 337716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yunsung F&C Co. <br> Ltd.<br>| 1649 | &nbsp;&nbsp; 37589 |
| # | Zeus Co. Ltd. | 121593 | &nbsp;&nbsp; 1077348 |
| # | Zinus, Inc. | 56501 | &nbsp;&nbsp; 875948 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 3431578287 |
| TAIWAN — (19.1%) | TAIWAN — (19.1%) | TAIWAN — (19.1%) | TAIWAN — (19.1%) |
| # | 104 Corp. | 30000 | &nbsp;&nbsp; 222974 |
| # | 91APP, Inc. | 323000 | &nbsp;&nbsp; 883942 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aaeon Technology, <br> Inc.<br>| 77680 | &nbsp;&nbsp; 312840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ABC Taiwan <br> Electronics Corp.<br>| 530402 | &nbsp;&nbsp; 286790 |
|  | Abico Avy Co. Ltd. | 823396 | &nbsp;&nbsp; 935591 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ability Enterprise Co. <br> Ltd.<br>| 1769974 | &nbsp;&nbsp; 3517309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ability <br> Opto-Electronics <br> Technology Co. <br> Ltd.<br>| 275471 | &nbsp;&nbsp; 1066813 |
|  | Abnova Corp. | 107000 | &nbsp;&nbsp; 99963 |
| # | AcBel Polytech, Inc. | 4507033 | &nbsp;&nbsp; 4140026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accton Technology <br> Corp.<br>| 1267369 | &nbsp;&nbsp; 37430714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acer Cyber Security, <br> Inc.<br>| 6446 | &nbsp;&nbsp; 36928 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Acer E-Enabling <br> Service Business, <br> Inc.<br>| 63000 | &nbsp;&nbsp; 491223 |
| # | Acer, Inc. | 9499595 | &nbsp;&nbsp; 10148999 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ACES Electronic Co. <br> Ltd.<br>| 878044 | &nbsp;&nbsp; 1667121 |
| \* | Acon Holding, Inc. | 1679955 | &nbsp;&nbsp; 451891 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acter Group Corp. <br> Ltd.<br>| 772122 | &nbsp;&nbsp; $12589148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Action Electronics Co. <br> Ltd.<br>| 1305000 | &nbsp;&nbsp; 553245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Actron Technology <br> Corp.<br>| 316018 | &nbsp;&nbsp; 1375475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ADATA Technology <br> Co. Ltd.<br>| 2002501 | &nbsp;&nbsp; 6072412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Addcn Technology Co. <br> Ltd.<br>| 207776 | &nbsp;&nbsp; 1222475 |
| #\* | Adimmune Corp. | 890000 | &nbsp;&nbsp; 509423 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Adlink Technology, <br> Inc.<br>| 274000 | &nbsp;&nbsp; 612702 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Analog <br> Technology, Inc.<br>| 42000 | &nbsp;&nbsp; 62309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Ceramic X <br> Corp.<br>| 265000 | &nbsp;&nbsp; 1051872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy <br> Solution Holding <br> Co. Ltd.<br>| 166000 | &nbsp;&nbsp; 6841689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> International <br> Multitech Co. Ltd.<br>| 1064000 | &nbsp;&nbsp; 2285105 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 728000 | &nbsp;&nbsp; 338851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Power <br> Electronics Corp.<br>| 461000 | &nbsp;&nbsp; 1237672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Advancetek Enterprise <br> Co. Ltd.<br>| 2030662 | &nbsp;&nbsp; 4738413 |
|  | Advantech Co. Ltd. | 758940 | &nbsp;&nbsp; 8442328 |
| \* | AEON Motor Co. Ltd. | 335000 | &nbsp;&nbsp; 366632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aerospace Industrial <br> Development Corp.<br>| 2910000 | &nbsp;&nbsp; 4250047 |
| # | AGV Products Corp. | 3163603 | &nbsp;&nbsp; 1115538 |
| # | AIC, Inc. | 30000 | &nbsp;&nbsp; 319157 |
| # | Air Asia Co. Ltd. | 84000 | &nbsp;&nbsp; 107718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airoha Technology <br> Corp.<br>| 6000 | &nbsp;&nbsp; 110659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airtac International <br> Group<br>| 419335 | &nbsp;&nbsp; 11926522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alchip Technologies <br> Ltd.<br>| 144000 | &nbsp;&nbsp; 18408523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alexander Marine Co. <br> Ltd.<br>| 129563 | &nbsp;&nbsp; 871147 |
| #\* | ALI Corp. | 277953 | &nbsp;&nbsp; 241581 |
| # | Allied Circuit Co. Ltd. | 197356 | &nbsp;&nbsp; 836022 |
| # | Allied Supreme Corp. | 295000 | &nbsp;&nbsp; 2548937 |
| # | Allis Electric Co. Ltd. | 1038284 | &nbsp;&nbsp; 3528738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allmind Holdings <br> Corp.<br>| 35000 | &nbsp;&nbsp; 56995 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alltek Technology <br> Corp.<br>| 1298506 | &nbsp;&nbsp; 1555675 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Alltop Technology Co. <br> Ltd.<br>| 281531 | &nbsp;&nbsp; 2197428 |
| # | Alpha Networks, Inc. | 1563873 | &nbsp;&nbsp; 1379950 |
| # | Altek Corp. | 2013985 | &nbsp;&nbsp; 2699106 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Amazing <br> Microelectronic <br> Corp.<br>| 524849 | &nbsp;&nbsp; $1117251 |
| # | Ambassador Hotel  | 1701000 | &nbsp;&nbsp; 2373161 |
| # | AMPACS Corp. | 394000 | &nbsp;&nbsp; 407287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ampak Technology, <br> Inc.<br>| 178000 | &nbsp;&nbsp; 473656 |
| # | Ampire Co. Ltd. | 691000 | &nbsp;&nbsp; 626135 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ample Electronic <br> Technology Co. <br> Ltd.<br>| 25000 | &nbsp;&nbsp; 115724 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AMPOC Far-East Co. <br> Ltd.<br>| 609567 | &nbsp;&nbsp; 1921007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AmTRAN Technology <br> Co. Ltd.<br>| 4361918 | &nbsp;&nbsp; 1923193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Amulaire Thermal <br> Technology, Inc.<br>| 72000 | &nbsp;&nbsp; 58727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Anderson Industrial <br> Corp.<br>| 245247 | &nbsp;&nbsp; 117132 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Anji Technology Co. <br> Ltd.<br>| 505933 | &nbsp;&nbsp; 542693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Anpec Electronics <br> Corp.<br>| 465702 | &nbsp;&nbsp; 2622536 |
| # | Aopen, Inc. | 70000 | &nbsp;&nbsp; 104678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Apac Opto <br> Electronics, Inc.<br>| 277000 | &nbsp;&nbsp; 772604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Apacer Technology, <br> Inc.<br>| 712005 | &nbsp;&nbsp; 1373235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; APAQ Technology Co. <br> Ltd.<br>| 30000 | &nbsp;&nbsp; 104024 |
| # | APCB, Inc. | 907000 | &nbsp;&nbsp; 421253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Apex Biotechnology <br> Corp.<br>| 474625 | &nbsp;&nbsp; 455896 |
| # | Apex Dynamics, Inc. | 52000 | &nbsp;&nbsp; 1219046 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Apex International Co. <br> Ltd.<br>| 1105506 | &nbsp;&nbsp; 886534 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Apex Science & <br> Engineering<br>| 761437 | &nbsp;&nbsp; 307282 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ARBOR Technology <br> Corp.<br>| 136000 | &nbsp;&nbsp; 186138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Arcadyan Technology <br> Corp.<br>| 1088759 | &nbsp;&nbsp; 8045852 |
|  | Ardentec Corp. | 4343993 | &nbsp;&nbsp; 10916299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ARES International <br> Corp.<br>| 103000 | &nbsp;&nbsp; 184088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Argosy Research, <br> Inc.<br>| 414391 | &nbsp;&nbsp; 2296124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arizon RFID <br> Technology Cayman <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 15233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASE Technology <br> Holding Co. Ltd.<br>| 10742387 | &nbsp;&nbsp; 52093971 |
|  | Asia Cement Corp. | 7878655 | &nbsp;&nbsp; 10650117 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Asia Electronic <br> Material Co. Ltd.<br>| 573000 | &nbsp;&nbsp; 370447 |
| # | Asia Optical Co., Inc. | 1373000 | &nbsp;&nbsp; 5925902 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Asia Plastic Recycling <br> Holding Ltd.<br>| 1370533 | &nbsp;&nbsp; $252191 |
| # | Asia Polymer Corp. | 2746858 | &nbsp;&nbsp; 1139298 |
| # | Asia Tech Image, Inc. | 408000 | &nbsp;&nbsp; 1050827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Vital <br> Components Co. <br> Ltd.<br>| 762183 | &nbsp;&nbsp; 23165989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ASIX Electronics <br> Corp.<br>| 199000 | &nbsp;&nbsp; 542183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASMedia Technology, <br> Inc.<br>| 45048 | &nbsp;&nbsp; 2834266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ASolid Technology Co. <br> Ltd.<br>| 210000 | &nbsp;&nbsp; 361486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ASPEED Technology, <br> Inc.<br>| 116098 | &nbsp;&nbsp; 17581967 |
|  | ASROCK, Inc. | 389000 | &nbsp;&nbsp; 3424859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asustek Computer, <br> Inc.<br>| 1444861 | &nbsp;&nbsp; 31716732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ATE Energy <br> International Co. <br> Ltd.<br>| 481000 | &nbsp;&nbsp; 449660 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aten International Co. <br> Ltd.<br>| 583715 | &nbsp;&nbsp; 1141614 |
| # | Auden Techno Corp. | 168000 | &nbsp;&nbsp; 505974 |
| # | Audix Corp. | 582375 | &nbsp;&nbsp; 1165895 |
| # | AUO Corp. (2409 TT) | 23127198 | &nbsp;&nbsp; 9220152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; AURAS Technology <br> Co. Ltd.<br>| 113303 | &nbsp;&nbsp; 2524024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Aurona Industries, <br> Inc.<br>| 433000 | &nbsp;&nbsp; 370492 |
| # | Aurora Corp. | 341258 | &nbsp;&nbsp; 651864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Avalue Technology, <br> Inc.<br>| 368000 | &nbsp;&nbsp; 1179130 |
|  | AVer Information, Inc. | 62000 | &nbsp;&nbsp; 69150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Avermedia <br> Technologies<br>| 554000 | &nbsp;&nbsp; 746669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Awea Mechantronic <br> Co. Ltd.<br>| 149062 | &nbsp;&nbsp; 141028 |
| # | Axiomtek Co. Ltd. | 476659 | &nbsp;&nbsp; 1341177 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Azurewave <br> Technologies, Inc.<br>| 523000 | &nbsp;&nbsp; 1020394 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bafang Yunji <br> International Co. <br> Ltd.<br>| 272000 | &nbsp;&nbsp; 1673821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Kaohsiung <br> Co. Ltd.<br>| 5652887 | &nbsp;&nbsp; 2210383 |
| # | Basso Industry Corp. | 886284 | &nbsp;&nbsp; 1137030 |
| # | BenQ Materials Corp. | 1283000 | &nbsp;&nbsp; 963338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BES Engineering <br> Corp.<br>| 9349050 | &nbsp;&nbsp; 3461528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Billion Electric Co. <br> Ltd.<br>| 404000 | &nbsp;&nbsp; 385168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bin Chuan Enterprise <br> Co. Ltd.<br>| 663257 | &nbsp;&nbsp; 1058959 |
| # | B'in Live Co. Ltd. | 51897 | &nbsp;&nbsp; 153600 |
|  | Bionet Corp. | 12945 | &nbsp;&nbsp; 30417 |
| # | Bionime Corp. | 193000 | &nbsp;&nbsp; 474627 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biostar Microtech <br> International Corp.<br>| 851712 | &nbsp;&nbsp; $502780 |
| # | Bioteque Corp. | 406680 | &nbsp;&nbsp; 1491935 |
|  | Bizlink Holding, Inc. | 1021782 | &nbsp;&nbsp; 30731788 |
| # | Bon Fame Co. Ltd. | 163000 | &nbsp;&nbsp; 331092 |
| # | Bonny Worldwide Ltd. | 19000 | &nbsp;&nbsp; 95054 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bora Pharmaceuticals <br> Co. Ltd.<br>| 174934 | &nbsp;&nbsp; 4767322 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brave C&H Supply <br> Co. Ltd.<br>| 157000 | &nbsp;&nbsp; 444231 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bright Led Electronics <br> Corp.<br>| 567180 | &nbsp;&nbsp; 313576 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brightek <br> Optoelectronic Co. <br> Ltd.<br>| 207000 | &nbsp;&nbsp; 326628 |
|  | Brighten Optix Corp. | 56099 | &nbsp;&nbsp; 362638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brighton-Best <br> International <br> Taiwan, Inc.<br>| 2965749 | &nbsp;&nbsp; 3459547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 44540 | &nbsp;&nbsp; 382401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Brogent Technologies, <br> Inc.<br>| 22000 | &nbsp;&nbsp; 66040 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; C Sun Manufacturing <br> Ltd.<br>| 644258 | &nbsp;&nbsp; 3092663 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Calin Technology Co. <br> Ltd.<br>| 330000 | &nbsp;&nbsp; 304525 |
|  | Calitech Co. Ltd. | 51000 | &nbsp;&nbsp; 112246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Caliway <br> Biopharmaceuticals <br> Co. Ltd.<br>| 10000 | &nbsp;&nbsp; 41358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cameo <br> Communications, <br> Inc.<br>| 1466435 | &nbsp;&nbsp; 439117 |
| # | Capital Futures Corp. | 784187 | &nbsp;&nbsp; 1272961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Capital Securities <br> Corp.<br>| 10784614 | &nbsp;&nbsp; 7292523 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Career Technology <br> MFG. Co. Ltd.<br>| 3697993 | &nbsp;&nbsp; 1756852 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Carnival Industrial <br> Corp.<br>| 544530 | &nbsp;&nbsp; 145059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Casing Macron <br> Technology Co. <br> Ltd.<br>| 16000 | &nbsp;&nbsp; 8369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Castles Technology <br> Co. Ltd.<br>| 481940 | &nbsp;&nbsp; 1132669 |
| # | Caswell, Inc. | 284000 | &nbsp;&nbsp; 789544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Catcher Technology <br> Co. Ltd.<br>| 2242872 | &nbsp;&nbsp; 15839438 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Chemical <br> Works<br>| 106000 | &nbsp;&nbsp; 196593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Consolidated, <br> Inc.<br>| 38099 | &nbsp;&nbsp; 106100 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Financial <br> Holding Co. Ltd.<br>| 14085826 | &nbsp;&nbsp; 28549660 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 4322600 | &nbsp;&nbsp; $2688157 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cayman Engley <br> Industrial Co. Ltd.<br>| 316801 | &nbsp;&nbsp; 321138 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CCP Contact Probes <br> Co. Ltd.<br>| 445313 | &nbsp;&nbsp; 454950 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Celxpert Energy <br> Corp.<br>| 599690 | &nbsp;&nbsp; 689944 |
| # | Cenra, Inc. | 829000 | &nbsp;&nbsp; 932725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Center Laboratories, <br> Inc.<br>| 3381496 | &nbsp;&nbsp; 4207531 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Reinsurance <br> Co. Ltd.<br>| 2311575 | &nbsp;&nbsp; 1787146 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Century Iron & Steel <br> Industrial Co. Ltd.<br>| 1040000 | &nbsp;&nbsp; 6492083 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chailease Holding Co. <br> Ltd.<br>| 5129690 | &nbsp;&nbsp; 19803947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chain Chon Industrial <br> Co. Ltd.<br>| 1092483 | &nbsp;&nbsp; 380139 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ChainQui Construction <br> Development Co. <br> Ltd.<br>| 753946 | &nbsp;&nbsp; 329975 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chaintech Technology <br> Corp.<br>| 245000 | &nbsp;&nbsp; 282021 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Champion Building <br> Materials Co. Ltd.<br>| 1595451 | &nbsp;&nbsp; 531066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Champion <br> Microelectronic <br> Corp.<br>| 98000 | &nbsp;&nbsp; 187657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 15857713 | &nbsp;&nbsp; 9794810 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Electromaterials, <br> Inc.<br>| 2458190 | &nbsp;&nbsp; 3184641 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chang Wah <br> Technology Co. <br> Ltd.<br>| 2356450 | &nbsp;&nbsp; 2403873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Channel Well <br> Technology Co. <br> Ltd.<br>| 1329000 | &nbsp;&nbsp; 3943766 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chant Sincere Co. <br> Ltd.<br>| 122000 | &nbsp;&nbsp; 171938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Enterprise<br>| 1376582 | &nbsp;&nbsp; 5339756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chateau International <br> Development Co. <br> Ltd.<br>| 12810 | &nbsp;&nbsp; 12811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CHC Healthcare <br> Group<br>| 749000 | &nbsp;&nbsp; 1149034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CHC Resources <br> Corp.<br>| 481048 | &nbsp;&nbsp; 1171202 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chen Full International <br> Co. Ltd.<br>| 574000 | &nbsp;&nbsp; 775835 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chenbro Micom Co. <br> Ltd.<br>| 229000 | &nbsp;&nbsp; $3881616 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Fwa Industrial <br> Co. Ltd.<br>| 381000 | &nbsp;&nbsp; 295801 |
| # | Cheng Loong Corp. | 6161160 | &nbsp;&nbsp; 3756106 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Mei Materials <br> Technology Corp.<br>| 3635574 | &nbsp;&nbsp; 1683503 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 9045508 | &nbsp;&nbsp; 12100033 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cheng Uei Precision <br> Industry Co. Ltd.<br>| 3027630 | &nbsp;&nbsp; 5714899 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chenming Electronic <br> Technology Corp.<br>| 314708 | &nbsp;&nbsp; 1232757 |
|  | Chia Chang Co. Ltd. | 855000 | &nbsp;&nbsp; 1058452 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chia Hsin Cement <br> Corp.<br>| 3137921 | &nbsp;&nbsp; 1472069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chialin Precision <br> Industrial Co. Ltd.<br>| 4000 | &nbsp;&nbsp; 8639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chian Hsing Forging <br> Industrial Co. Ltd.<br>| 38200 | &nbsp;&nbsp; 21940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Electronics <br> Co. Ltd.<br>| 2686689 | &nbsp;&nbsp; 11715157 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chicony Power <br> Technology Co. <br> Ltd.<br>| 1134696 | &nbsp;&nbsp; 4263717 |
|  | Chief Telecom, Inc. | 136900 | &nbsp;&nbsp; 1996152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chien Kuo <br> Construction Co. <br> Ltd.<br>| 922691 | &nbsp;&nbsp; 788473 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chien Shing Harbour <br> Service Co. Ltd.<br>| 206000 | &nbsp;&nbsp; 318551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chime Ball <br> Technology Co. <br> Ltd.<br>| 113282 | &nbsp;&nbsp; 154489 |
| # | China Airlines Ltd. | 17919057 | &nbsp;&nbsp; 12278810 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Bills Finance <br> Corp.<br>| 3892000 | &nbsp;&nbsp; 1972989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; China Container <br> Terminal Corp.<br>| 423000 | &nbsp;&nbsp; 372446 |
| # | China Ecotek Corp. | 171000 | &nbsp;&nbsp; 318211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Electric <br> Manufacturing <br> Corp.<br>| 1740658 | &nbsp;&nbsp; 734251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Fineblanking <br> Technology Co. <br> Ltd.<br>| 281009 | &nbsp;&nbsp; 244171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China General <br> Plastics Corp.<br>| 2985607 | &nbsp;&nbsp; 1188031 |
| # | China Glaze Co. Ltd. | 774022 | &nbsp;&nbsp; 418710 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Man-Made <br> Fiber Corp.<br>| 8540227 | &nbsp;&nbsp; 1812528 |
| # | China Metal Products | 2311405 | &nbsp;&nbsp; 1921626 |
| # | China Motor Corp. | 1469286 | &nbsp;&nbsp; 2709974 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; China Petrochemical <br> Development Corp.<br>| 25757099 | &nbsp;&nbsp; 6403066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Chemical <br> Corp.<br>| 1056998 | &nbsp;&nbsp; 3070579 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | China Steel Corp. | 26850440 | &nbsp;&nbsp; $17436735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Steel Structure <br> Co. Ltd.<br>| 530000 | &nbsp;&nbsp; 756458 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; China Wire & Cable <br> Co. Ltd.<br>| 671680 | &nbsp;&nbsp; 851321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chinese Maritime <br> Transport Ltd.<br>| 573964 | &nbsp;&nbsp; 924687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ching Feng Home <br> Fashions Co. Ltd.<br>| 861860 | &nbsp;&nbsp; 583953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chin-Poon Industrial <br> Co. Ltd.<br>| 2600617 | &nbsp;&nbsp; 3046970 |
| \* | Chip Hope Co. Ltd. | 99000 | &nbsp;&nbsp; 120679 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chipbond Technology <br> Corp.<br>| 4727000 | &nbsp;&nbsp; 8837031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 3976155 | &nbsp;&nbsp; 3440440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS <br> Technologies, Inc. <br> (IMOS US), ADR<br>| 60690 | &nbsp;&nbsp; 1029310 |
| # | Chlitina Holding Ltd. | 361596 | &nbsp;&nbsp; 1231731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chong Hong <br> Construction Co. <br> Ltd.<br>| 1395739 | &nbsp;&nbsp; 3813548 |
|  | Chroma ATE, Inc. | 704705 | &nbsp;&nbsp; 10090870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chun YU Works & Co. <br> Ltd.<br>| 1438500 | &nbsp;&nbsp; 902640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chun Yuan Steel <br> Industry Co. Ltd.<br>| 3122177 | &nbsp;&nbsp; 2068003 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hung Steel <br> Corp.<br>| 5408926 | &nbsp;&nbsp; 2779630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Food <br> Industrial Co. Ltd.<br>| 111226 | &nbsp;&nbsp; 334036 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Chung Hwa Pulp <br> Corp.<br>| 2739308 | &nbsp;&nbsp; 1117940 |
|  | Chung Lien Co. Ltd. | 24000 | &nbsp;&nbsp; 30191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chung Tai Resource <br> Technology Corp.<br>| 25000 | &nbsp;&nbsp; 86862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chung-Hsin Electric & <br> Machinery <br> Manufacturing <br> Corp.<br>| 2139500 | &nbsp;&nbsp; 11725373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Chemical <br> Synthesis & Biotech <br> Co. Ltd.<br>| 385000 | &nbsp;&nbsp; 360973 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Precision <br> Test Tech Co. Ltd.<br>| 84000 | &nbsp;&nbsp; 2373431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 5266000 | &nbsp;&nbsp; 22755853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom <br> Co. Ltd. (CHT US), <br> Sponsored ADR<br>| 64401 | &nbsp;&nbsp; 2795003 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chyang Sheng Texing <br> Co. Ltd.<br>| 1336000 | &nbsp;&nbsp; 889624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CKM Applied <br> Materials Corp.<br>| 145000 | &nbsp;&nbsp; 146852 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Co. Ltd. <br> (8422 TT)<br>| 537000 | &nbsp;&nbsp; $3467004 |
|  | Clevo Co. | 3005482 | &nbsp;&nbsp; 4445135 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CMC Magnetics <br> Corp.<br>| 7080967 | &nbsp;&nbsp; 1866024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; C-Media Electronics, <br> Inc.<br>| 11000 | &nbsp;&nbsp; 14365 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CoAsia Electronics <br> Corp.<br>| 524793 | &nbsp;&nbsp; 728917 |
|  | Collins Co. Ltd. | 789060 | &nbsp;&nbsp; 400651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Compal Electronics, <br> Inc.<br>| 14594560 | &nbsp;&nbsp; 14282271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Compeq <br> Manufacturing Co. <br> Ltd.<br>| 4820000 | &nbsp;&nbsp; 10475891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 21000 | &nbsp;&nbsp; 28383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Compucase <br> Enterprise<br>| 466000 | &nbsp;&nbsp; 1781719 |
| \* | Comtrend Corp. | 30000 | &nbsp;&nbsp; 41625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Concord International <br> Securities Co. Ltd.<br>| 578807 | &nbsp;&nbsp; 231565 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Concord Securities <br> Co. Ltd.<br>| 4060004 | &nbsp;&nbsp; 1591067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Continental Holdings <br> Corp.<br>| 2637250 | &nbsp;&nbsp; 1942083 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Contrel Technology <br> Co. Ltd.<br>| 1064000 | &nbsp;&nbsp; 1324854 |
| # | Coremax Corp. | 449486 | &nbsp;&nbsp; 821107 |
| # | Coretronic Corp. | 2117600 | &nbsp;&nbsp; 5733168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Co-Tech Development <br> Corp.<br>| 1578800 | &nbsp;&nbsp; 6199286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cowealth Medical <br> Holding Co. Ltd.<br>| 11585 | &nbsp;&nbsp; 6385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Coxon Precise <br> Industrial Co. Ltd.<br>| 258000 | &nbsp;&nbsp; 117095 |
|  | Creative Sensor, Inc. | 12600 | &nbsp;&nbsp; 23459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Crowell Development <br> Corp.<br>| 449400 | &nbsp;&nbsp; 401704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cryomax Cooling <br> System Corp.<br>| 78565 | &nbsp;&nbsp; 76299 |
| \* | CSBC Corp. Taiwan | 244371 | &nbsp;&nbsp; 131774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CTBC Financial <br> Holding Co. Ltd.<br>| 55387931 | &nbsp;&nbsp; 76108367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CTCI Advanced <br> Systems, Inc.<br>| 29000 | &nbsp;&nbsp; 117930 |
| # | CTCI Corp. | 3997896 | &nbsp;&nbsp; 3897910 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; CTI Traffic Industries <br> Co. Ltd.<br>| 156000 | &nbsp;&nbsp; 513377 |
| # | Cub Elecparts, Inc. | 177000 | &nbsp;&nbsp; 413187 |
| # | CviLux Corp. | 659378 | &nbsp;&nbsp; 929967 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CX Technology Co. <br> Ltd.<br>| 133875 | &nbsp;&nbsp; 107529 |
| # | Cyberlink Corp. | 205504 | &nbsp;&nbsp; 641436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CyberPower Systems, <br> Inc.<br>| 345450 | &nbsp;&nbsp; 2672724 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; CyberTAN Technology, <br> Inc.<br>| 2354873 | &nbsp;&nbsp; $2058161 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Cypress Technology <br> Co. Ltd.<br>| 284589 | &nbsp;&nbsp; 290586 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cystech Electronics <br> Corp.<br>| 90801 | &nbsp;&nbsp; 232470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; DA CIN Construction <br> Co. Ltd.<br>| 1642247 | &nbsp;&nbsp; 3278929 |
| # | Dafeng TV Ltd. | 411061 | &nbsp;&nbsp; 698194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 407264 | &nbsp;&nbsp; 710427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Da-Li Development <br> Co. Ltd.<br>| 2501659 | &nbsp;&nbsp; 3795157 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Darfon Electronics <br> Corp.<br>| 1596700 | &nbsp;&nbsp; 1865619 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Darwin Precisions <br> Corp.<br>| 2772304 | &nbsp;&nbsp; 995794 |
|  | Data Image Corp. | 25000 | &nbsp;&nbsp; 40941 |
| # | Daxin Materials Corp. | 312500 | &nbsp;&nbsp; 2652189 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; De Licacy Industrial <br> Co. Ltd.<br>| 1808997 | &nbsp;&nbsp; 802056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delpha Construction <br> Co. Ltd.<br>| 924000 | &nbsp;&nbsp; 878959 |
|  | Delta Electronics, Inc. | 2175028 | &nbsp;&nbsp; 40973387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Depo Auto Parts Ind <br> Co. Ltd.<br>| 874634 | &nbsp;&nbsp; 5003721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Desiccant Technology <br> Corp.<br>| 4400 | &nbsp;&nbsp; 22082 |
| # | DFI, Inc. | 71000 | &nbsp;&nbsp; 168755 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Data System <br> Corp.<br>| 218686 | &nbsp;&nbsp; 892504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dimerco Express <br> Corp.<br>| 1179158 | &nbsp;&nbsp; 2987620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DingZing Advanced <br> Materials, Inc.<br>| 4000 | &nbsp;&nbsp; 13340 |
| # | D-Link Corp. | 3535537 | &nbsp;&nbsp; 1939347 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Donpon Precision, <br> Inc.<br>| 446000 | &nbsp;&nbsp; 424931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dr. Wu Skincare Co. <br> Ltd.<br>| 153000 | &nbsp;&nbsp; 648369 |
| # | Draytek Corp. | 307000 | &nbsp;&nbsp; 326760 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Drewloong Precision, <br> Inc.<br>| 171246 | &nbsp;&nbsp; 928495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dyaco International, <br> Inc.<br>| 650093 | &nbsp;&nbsp; 462306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Holding Co. <br> Ltd.<br>| 1787693 | &nbsp;&nbsp; 4676568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynamic Medical <br> Technologies, Inc.<br>| 66660 | &nbsp;&nbsp; 162856 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynapack <br> International <br> Technology Corp.<br>| 1030000 | &nbsp;&nbsp; 7883429 |
| # | E Ink Holdings, Inc. | 1107000 | &nbsp;&nbsp; 7537798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; E.Sun Financial <br> Holding Co. Ltd.<br>| 29019250 | &nbsp;&nbsp; 31035895 |
| # | Eastech Holding Ltd. | 238000 | &nbsp;&nbsp; 720002 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Media <br> International Corp.<br>| 1920480 | &nbsp;&nbsp; $989494 |
| #\* | Eclat Textile Co. Ltd. | 614518 | &nbsp;&nbsp; 8219997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eCloudvalley Digital <br> Technology Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 45358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ECOVE Environment <br> Corp.<br>| 209000 | &nbsp;&nbsp; 2042869 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Edimax Technology <br> Co. Ltd.<br>| 1230423 | &nbsp;&nbsp; 719709 |
| # | Edison Opto Corp. | 714345 | &nbsp;&nbsp; 414701 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Edom Technology Co. <br> Ltd.<br>| 1339141 | &nbsp;&nbsp; 1130471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; eGalax_eMPIA <br> Technology, Inc.<br>| 351267 | &nbsp;&nbsp; 420041 |
| #\* | Egis Technology, Inc. | 214000 | &nbsp;&nbsp; 951637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Elan Microelectronics <br> Corp.<br>| 1571026 | &nbsp;&nbsp; 6490540 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; E-Lead Electronic Co. <br> Ltd.<br>| 321746 | &nbsp;&nbsp; 407139 |
| # | E-LIFE MALL Corp. | 520000 | &nbsp;&nbsp; 1241328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Elite Advanced Laser <br> Corp.<br>| 398320 | &nbsp;&nbsp; 2550926 |
|  | Elite Material Co. Ltd. | 816839 | &nbsp;&nbsp; 29942544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 1260390 | &nbsp;&nbsp; 2095050 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Elitegroup Computer <br> Systems Co. Ltd.<br>| 1994028 | &nbsp;&nbsp; 1155767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; eMemory Technology, <br> Inc.<br>| 180000 | &nbsp;&nbsp; 12185018 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Emerging Display <br> Technologies Corp.<br>| 865000 | &nbsp;&nbsp; 643154 |
|  | Ennoconn Corp. | 693298 | &nbsp;&nbsp; 7048300 |
| # | Ennostar, Inc. | 4657431 | &nbsp;&nbsp; 5449407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EnTie Commercial <br> Bank Co. Ltd.<br>| 2316166 | &nbsp;&nbsp; 1027163 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Epileds Technologies, <br> Inc.<br>| 484000 | &nbsp;&nbsp; 356141 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Episil Technologies, <br> Inc.<br>| 211000 | &nbsp;&nbsp; 259171 |
| # | Episil-Precision, Inc. | 745015 | &nbsp;&nbsp; 806524 |
| # | Eris Technology Corp. | 141689 | &nbsp;&nbsp; 590544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eson Precision Ind <br> Co. Ltd.<br>| 812000 | &nbsp;&nbsp; 1755441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eternal Materials Co. <br> Ltd.<br>| 6250099 | &nbsp;&nbsp; 5791964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Etron Technology, <br> Inc.<br>| 163000 | &nbsp;&nbsp; 144011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eurocharm Holdings <br> Co. Ltd.<br>| 201000 | &nbsp;&nbsp; 904423 |
|  | Eva Airways Corp. | 16480695 | &nbsp;&nbsp; 20780506 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ever Supreme Bio <br> Technology Co. <br> Ltd.<br>| 154606 | &nbsp;&nbsp; 785422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Everest Textile Co. <br> Ltd.<br>| 3451829 | &nbsp;&nbsp; 731404 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Aviation <br> Technologies Corp.<br>| 690000 | &nbsp;&nbsp; $2694363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen <br> International <br> Storage & Transport <br> Corp.<br>| 3462000 | &nbsp;&nbsp; 3963206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Evergreen Marine <br> Corp. Taiwan Ltd.<br>| 2949568 | &nbsp;&nbsp; 19463888 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; EVERGREEN Steel <br> Corp.<br>| 1127000 | &nbsp;&nbsp; 3033973 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Chemical <br> Industrial Corp.<br>| 2990756 | &nbsp;&nbsp; 1623965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Everlight Electronics <br> Co. Ltd.<br>| 3453570 | &nbsp;&nbsp; 7973925 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Everspring Industry <br> Co. Ltd.<br>| 559300 | &nbsp;&nbsp; 190008 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Evertop Wire Cable <br> Corp.<br>| 709000 | &nbsp;&nbsp; 792018 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Excel Cell Electronic <br> Co. Ltd.<br>| 135000 | &nbsp;&nbsp; 78829 |
|  | Excellence Opto, Inc. | 141000 | &nbsp;&nbsp; 98914 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Excelsior Medical Co. <br> Ltd.<br>| 1029394 | &nbsp;&nbsp; 2884104 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> Department Stores <br> Ltd.<br>| 8012000 | &nbsp;&nbsp; 5672707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern <br> International Bank<br>| 20812305 | &nbsp;&nbsp; 9335232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far Eastern New <br> Century Corp.<br>| 11858705 | &nbsp;&nbsp; 11365904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 6061391 | &nbsp;&nbsp; 16531832 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Faraday Technology <br> Corp.<br>| 842837 | &nbsp;&nbsp; 4250877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Farcent Enterprise Co. <br> Ltd.<br>| 43000 | &nbsp;&nbsp; 77323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 960653 | &nbsp;&nbsp; 1437884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Farglory Land <br> Development Co. <br> Ltd.<br>| 1494105 | &nbsp;&nbsp; 3087067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FDC International <br> Hotels Corp.<br>| 86000 | &nbsp;&nbsp; 142980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feature Integration <br> Technology, Inc.<br>| 13000 | &nbsp;&nbsp; 30594 |
| \* | Federal Corp. | 2382938 | &nbsp;&nbsp; 1663665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Feedback Technology <br> Corp.<br>| 241070 | &nbsp;&nbsp; 810323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Feng Hsin Steel Co. <br> Ltd.<br>| 2993131 | &nbsp;&nbsp; 6763370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Feng TAY Enterprise <br> Co. Ltd.<br>| 1977959 | &nbsp;&nbsp; 7822106 |
| # | FIC Global, Inc. | 233000 | &nbsp;&nbsp; 271567 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; FineMat Applied <br> Materials Co. Ltd.<br>| 101000 | &nbsp;&nbsp; $101865 |
| # | FineTek Co. Ltd. | 135069 | &nbsp;&nbsp; 575190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Firich Enterprises Co. <br> Ltd.<br>| 255000 | &nbsp;&nbsp; 214828 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Copper <br> Technology Co. <br> Ltd.<br>| 458000 | &nbsp;&nbsp; 500706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Financial Holding <br> Co. Ltd.<br>| 26470056 | &nbsp;&nbsp; 26148028 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Hi-Tec Enterprise <br> Co. Ltd.<br>| 518736 | &nbsp;&nbsp; 4567361 |
| # | First Hotel | 1433293 | &nbsp;&nbsp; 644024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; First Insurance Co. <br> Ltd. <br>| 1874640 | &nbsp;&nbsp; 1542051 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; First Steamship Co. <br> Ltd.<br>| 5234961 | &nbsp;&nbsp; 1017543 |
| # | FIT Holding Co. Ltd. | 1082436 | &nbsp;&nbsp; 1712941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fitipower Integrated <br> Technology, Inc.<br>| 593700 | &nbsp;&nbsp; 3562959 |
| #\* | Fittech Co. Ltd. | 266945 | &nbsp;&nbsp; 532055 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; FLEXium <br> Interconnect, Inc.<br>| 2283724 | &nbsp;&nbsp; 4979347 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Flytech Technology <br> Co. Ltd.<br>| 706070 | &nbsp;&nbsp; 2648184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; FocalTech Systems <br> Co. Ltd.<br>| 787000 | &nbsp;&nbsp; 1654631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Forcecon Tech Co. <br> Ltd.<br>| 469085 | &nbsp;&nbsp; 1772727 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 253176 | &nbsp;&nbsp; 271058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Advanced <br> Technologies Co. <br> Ltd.<br>| 1383000 | &nbsp;&nbsp; 1236474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Chemicals & <br> Fibre Corp.<br>| 6799198 | &nbsp;&nbsp; 6529712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Electronic <br> Industries, Inc.<br>| 128000 | &nbsp;&nbsp; 131247 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa International <br> Hotels Corp.<br>| 332975 | &nbsp;&nbsp; 2120545 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Laboratories, <br> Inc.<br>| 752467 | &nbsp;&nbsp; 1672365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Oilseed <br> Processing Co. Ltd.<br>| 385135 | &nbsp;&nbsp; 384383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Optical <br> Technology Co. <br> Ltd.<br>| 223000 | &nbsp;&nbsp; 970977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa <br> Petrochemical <br> Corp.<br>| 1528000 | &nbsp;&nbsp; 2232740 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Plastics <br> Corp.<br>| 7554770 | &nbsp;&nbsp; 10746608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Sumco <br> Technology Corp.<br>| 264000 | &nbsp;&nbsp; 779302 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosa Taffeta Co. <br> Ltd.<br>| 5250460 | &nbsp;&nbsp; $2872283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Rubber <br> Group, Inc.<br>| 1503128 | &nbsp;&nbsp; 1249315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Formosan Union <br> Chemical Corp.<br>| 2423936 | &nbsp;&nbsp; 1430019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Electric Co. <br> Ltd.<br>| 496687 | &nbsp;&nbsp; 10931584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Forward Electronics <br> Co. Ltd.<br>| 13000 | &nbsp;&nbsp; 7662 |
|  | Fositek Corp. | 52000 | &nbsp;&nbsp; 1563780 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Founding Construction <br> & Development Co. <br> Ltd.<br>| 1374882 | &nbsp;&nbsp; 763028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foxconn Technology <br> Co. Ltd.<br>| 3063241 | &nbsp;&nbsp; 6586677 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Foxsemicon <br> Integrated <br> Technology, Inc.<br>| 544402 | &nbsp;&nbsp; 5512224 |
| # | Franbo Lines Corp. | 1655881 | &nbsp;&nbsp; 1025298 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Froch Enterprise Co. <br> Ltd.<br>| 1489384 | &nbsp;&nbsp; 724005 |
| # | FSP Technology, Inc. | 887619 | &nbsp;&nbsp; 1636774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 603409 | &nbsp;&nbsp; 311776 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fu Hua Innovation Co. <br> Ltd.<br>| 2171406 | &nbsp;&nbsp; 2415254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fubon Financial <br> Holding Co. Ltd.<br>| 14439204 | &nbsp;&nbsp; 39630833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Sun <br> International <br> Holding Co. Ltd.<br>| 1178025 | &nbsp;&nbsp; 4023051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Full Wang <br> International <br> Development Co. <br> Ltd.<br>| 9450 | &nbsp;&nbsp; 5961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fullerton Technology <br> Co. Ltd.<br>| 667670 | &nbsp;&nbsp; 503261 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Fulltech Fiber Glass <br> Corp.<br>| 3340554 | &nbsp;&nbsp; 6029273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fusheng Precision <br> Co. Ltd.<br>| 678000 | &nbsp;&nbsp; 6346294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Fwusow Industry Co. <br> Ltd.<br>| 1476109 | &nbsp;&nbsp; 715296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; G Shank Enterprise <br> Co. Ltd.<br>| 1186562 | &nbsp;&nbsp; 3162923 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Software <br> Services Corp.<br>| 20995 | &nbsp;&nbsp; 100802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gallant Micro <br> Machining Co. Ltd.<br>| 16000 | &nbsp;&nbsp; 347123 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 971000 | &nbsp;&nbsp; 2075829 |
| #\* | GCS Holdings, Inc. | 401000 | &nbsp;&nbsp; 2193098 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | GEM Services, Inc. | 453970 | &nbsp;&nbsp; $1026761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GEM Terminal <br> Industrial Co. Ltd.<br>| 148000 | &nbsp;&nbsp; 82520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gemtek Technology <br> Corp.<br>| 2619574 | &nbsp;&nbsp; 2092628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; General Interface <br> Solution GIS <br> Holding Ltd.<br>| 1920000 | &nbsp;&nbsp; 2934481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; General Plastic <br> Industrial Co. Ltd.<br>| 631478 | &nbsp;&nbsp; 638788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Generalplus <br> Technology, Inc.<br>| 436000 | &nbsp;&nbsp; 565371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GeneReach <br> Biotechnology <br> Corp.<br>| 110182 | &nbsp;&nbsp; 71337 |
| # | Genesys Logic, Inc. | 308000 | &nbsp;&nbsp; 1352488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic <br> Optical Co. Ltd.<br>| 666576 | &nbsp;&nbsp; 9599904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genmont Biotech, <br> Inc.<br>| 55314 | &nbsp;&nbsp; 37286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Genovate <br> Biotechnology Co. <br> Ltd.<br>| 383371 | &nbsp;&nbsp; 233443 |
| # | GeoVision, Inc. | 416377 | &nbsp;&nbsp; 675412 |
|  | Getac Holdings Corp. | 2306281 | &nbsp;&nbsp; 9044979 |
|  | GFC Ltd. | 277400 | &nbsp;&nbsp; 1030053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Giant Manufacturing <br> Co. Ltd.<br>| 1123355 | &nbsp;&nbsp; 4302642 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Giantplus Technology <br> Co. Ltd.<br>| 1916000 | &nbsp;&nbsp; 856930 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gigabyte Technology <br> Co. Ltd.<br>| 1272750 | &nbsp;&nbsp; 11547222 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Gigasolar Materials <br> Corp.<br>| 242678 | &nbsp;&nbsp; 586667 |
| #\* | Gigastorage Corp. | 1251576 | &nbsp;&nbsp; 511326 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Global Brands <br> Manufacture Ltd.<br>| 2355175 | &nbsp;&nbsp; 9012907 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Global Lighting <br> Technologies, Inc.<br>| 528000 | &nbsp;&nbsp; 705631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Global Mixed Mode <br> Technology, Inc.<br>| 516000 | &nbsp;&nbsp; 3725454 |
| # | Global PMX Co. Ltd. | 420000 | &nbsp;&nbsp; 1636257 |
|  | Global Unichip Corp. | 282000 | &nbsp;&nbsp; 11293330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Globaltek Fabrication <br> Co. Ltd.<br>| 78000 | &nbsp;&nbsp; 142843 |
| # | Globalwafers Co. Ltd. | 920779 | &nbsp;&nbsp; 10451772 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Globe Union Industrial <br> Corp.<br>| 1815136 | &nbsp;&nbsp; 601456 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gloria Material <br> Technology Corp.<br>| 3452885 | &nbsp;&nbsp; 4274258 |
| \* | GlycoNex, Inc. | 334828 | &nbsp;&nbsp; 251911 |
| # | GMI Technology, Inc. | 1055563 | &nbsp;&nbsp; 1566826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gold Circuit <br> Electronics Ltd.<br>| 1367372 | &nbsp;&nbsp; 16936832 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Goldsun Building <br> Materials Co. Ltd.<br>| 6445965 | &nbsp;&nbsp; 7952975 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Good Will Instrument <br> Co. Ltd.<br>| 411342 | &nbsp;&nbsp; $621280 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gordon Auto Body <br> Parts<br>| 610000 | &nbsp;&nbsp; 563765 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gourmet Master Co. <br> Ltd.<br>| 741102 | &nbsp;&nbsp; 1986861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grand Fortune <br> Securities Co. Ltd.<br>| 2170214 | &nbsp;&nbsp; 803610 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Grand Pacific <br> Petrochemical<br>| 7372579 | &nbsp;&nbsp; 2562821 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Grand Process <br> Technology Corp.<br>| 96000 | &nbsp;&nbsp; 4779758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GrandTech CG <br> Systems, Inc.<br>| 331890 | &nbsp;&nbsp; 570511 |
|  | Grape King Bio Ltd. | 869000 | &nbsp;&nbsp; 3755686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Great China Metal <br> Industry<br>| 1132000 | &nbsp;&nbsp; 812501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Great Taipei Gas Co. <br> Ltd.<br>| 1511000 | &nbsp;&nbsp; 1523435 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Great Tree Pharmacy <br> Co. Ltd.<br>| 409742 | &nbsp;&nbsp; 2089082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Enterprise <br> Co. Ltd.<br>| 4359478 | &nbsp;&nbsp; 8889427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Greatek Electronics, <br> Inc.<br>| 2374000 | &nbsp;&nbsp; 4876144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Green World FinTech <br> Service Co. Ltd.<br>| 455000 | &nbsp;&nbsp; 918630 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Group Up Industrial <br> Co. Ltd.<br>| 308000 | &nbsp;&nbsp; 2188111 |
| # | GTM Holdings Corp. | 1004550 | &nbsp;&nbsp; 1036202 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gudeng Precision <br> Industrial Co. Ltd.<br>| 176292 | &nbsp;&nbsp; 1770186 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hai Kwang Enterprise <br> Corp.<br>| 191400 | &nbsp;&nbsp; 102674 |
| # | Hannstar Board Corp. | 2547164 | &nbsp;&nbsp; 6184310 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; HannStar Display <br> Corp.<br>| 14221323 | &nbsp;&nbsp; 3391219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HannsTouch Holdings <br> Co.<br>| 3937862 | &nbsp;&nbsp; 785842 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hanpin Electron Co. <br> Ltd.<br>| 381000 | &nbsp;&nbsp; 587381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Harmony Electronics <br> Corp.<br>| 81000 | &nbsp;&nbsp; 72110 |
| # | Harvatek Corp. | 1062839 | &nbsp;&nbsp; 612068 |
| # | Heran Co. Ltd. | 103000 | &nbsp;&nbsp; 256670 |
| # | Hey Song Corp. | 1993500 | &nbsp;&nbsp; 2659676 |
|  | Hi-Clearance, Inc. | 146045 | &nbsp;&nbsp; 678746 |
| # | Highlight Tech Corp. | 499273 | &nbsp;&nbsp; 722711 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; High-Tek Harness <br> Enterprise Co. Ltd.<br>| 141000 | &nbsp;&nbsp; 14030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Highwealth <br> Construction Corp.<br>| 5752408 | &nbsp;&nbsp; 7860082 |
| # | Hi-Lai Foods Co. Ltd. | 77000 | &nbsp;&nbsp; 391328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HIM International <br> Music, Inc.<br>| 222200 | &nbsp;&nbsp; 725994 |
| # | Hiroca Holdings Ltd. | 466221 | &nbsp;&nbsp; 359553 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hitron Technology, <br> Inc.<br>| 826997 | &nbsp;&nbsp; $617109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiwin Technologies <br> Corp.<br>| 969866 | &nbsp;&nbsp; 6808425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hiyes International <br> Co. Ltd.<br>| 182944 | &nbsp;&nbsp; 532712 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ho Tung Chemical <br> Corp.<br>| 6185828 | &nbsp;&nbsp; 1610918 |
| # | Hocheng Corp. | 1552266 | &nbsp;&nbsp; 850586 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 582521 | &nbsp;&nbsp; 975410 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Holiday Entertainment <br> Co. Ltd.<br>| 422390 | &nbsp;&nbsp; 1009466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Holtek Semiconductor, <br> Inc.<br>| 1042000 | &nbsp;&nbsp; 1368125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Holy Stone Enterprise <br> Co. Ltd.<br>| 1022358 | &nbsp;&nbsp; 2731125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 17900403 | &nbsp;&nbsp; 105262951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong Ho Precision <br> Textile Co. Ltd.<br>| 350000 | &nbsp;&nbsp; 237031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 1477554 | &nbsp;&nbsp; 1346280 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong TAI Electric <br> Industrial<br>| 1557000 | &nbsp;&nbsp; 1901398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hong YI Fiber Industry <br> Co.<br>| 1007680 | &nbsp;&nbsp; 396787 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Horizon Securities Co. <br> Ltd.<br>| 2505560 | &nbsp;&nbsp; 898845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hota Industrial <br> Manufacturing Co. <br> Ltd.<br>| 1423816 | &nbsp;&nbsp; 2589452 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hotai Finance Co. <br> Ltd.<br>| 1025960 | &nbsp;&nbsp; 2201762 |
|  | Hotai Motor Co. Ltd. | 544180 | &nbsp;&nbsp; 10010530 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Hotron Precision <br> Electronic Industrial <br> Co. Ltd.<br>| 453364 | &nbsp;&nbsp; 271799 |
|  | Hsin Ba Ba Corp. | 50017 | &nbsp;&nbsp; 111955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Kuang Steel Co. <br> Ltd.<br>| 1705000 | &nbsp;&nbsp; 2309122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hsin Yung Chien Co. <br> Ltd.<br>| 263510 | &nbsp;&nbsp; 776232 |
| # | Hsing TA Cement Co. | 846222 | &nbsp;&nbsp; 461873 |
| #\* | HTC Corp. | 4551619 | &nbsp;&nbsp; 6111648 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hu Lane Associate, <br> Inc.<br>| 571493 | &nbsp;&nbsp; 2543288 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; HUA ENG Wire & <br> Cable Co. Ltd.<br>| 2086000 | &nbsp;&nbsp; 1835296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Jung <br> Components Co. <br> Ltd.<br>| 34000 | &nbsp;&nbsp; 14506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hua Nan Financial <br> Holdings Co. Ltd.<br>| 24791365 | &nbsp;&nbsp; 23754840 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 363864 | &nbsp;&nbsp; $878503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huaku Development <br> Co. Ltd.<br>| 2260272 | &nbsp;&nbsp; 7190130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Huang Hsiang <br> Construction Corp.<br>| 471882 | &nbsp;&nbsp; 615411 |
|  | Huikwang Corp. | 57000 | &nbsp;&nbsp; 50583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 933000 | &nbsp;&nbsp; 834951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hung Sheng <br> Construction Ltd.<br>| 2917603 | &nbsp;&nbsp; 2242943 |
| # | Huxen Corp. | 276072 | &nbsp;&nbsp; 455241 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwa Fong Rubber <br> Industrial Co. Ltd.<br>| 1294096 | &nbsp;&nbsp; 700411 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwacom Systems, <br> Inc.<br>| 460000 | &nbsp;&nbsp; 338831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hwang Chang <br> General Contractor <br> Co. Ltd.<br>| 215897 | &nbsp;&nbsp; 529303 |
| \* | Ibase Gaming, Inc. | 16000 | &nbsp;&nbsp; 14286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ibase Technology, <br> Inc.<br>| 551345 | &nbsp;&nbsp; 988082 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; IBF Financial Holdings <br> Co. Ltd.<br>| 19142437 | &nbsp;&nbsp; 9293566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ICARES Medicus, <br> Inc.<br>| 20600 | &nbsp;&nbsp; 78243 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ichia Technologies, <br> Inc.<br>| 1688255 | &nbsp;&nbsp; 2300780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; I-Chiun Precision <br> Industry Co. Ltd.<br>| 897784 | &nbsp;&nbsp; 2087027 |
| \* | Ideal Bike Corp. | 684324 | &nbsp;&nbsp; 147815 |
| # | IEI Integration Corp. | 936173 | &nbsp;&nbsp; 2387079 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; In Win Development, <br> Inc.<br>| 90000 | &nbsp;&nbsp; 269948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inergy Technology, <br> Inc.<br>| 43000 | &nbsp;&nbsp; 82601 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Infortrend Technology, <br> Inc.<br>| 1508866 | &nbsp;&nbsp; 1057937 |
| # | Info-Tek Corp. | 502000 | &nbsp;&nbsp; 435843 |
| # | Ingentec Corp. | 77886 | &nbsp;&nbsp; 312597 |
|  | Innodisk Corp. | 569087 | &nbsp;&nbsp; 4297467 |
| # | Innolux Corp. | 26643761 | &nbsp;&nbsp; 10218693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Inpaq Technology Co. <br> Ltd.<br>| 607199 | &nbsp;&nbsp; 1380258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Insyde Software <br> Corp.<br>| 181200 | &nbsp;&nbsp; 1303708 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Intai Technology <br> Corp.<br>| 244800 | &nbsp;&nbsp; 838891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Integrated Service <br> Technology, Inc.<br>| 666669 | &nbsp;&nbsp; 2705031 |
| #\* | IntelliEPI, Inc. | 95000 | &nbsp;&nbsp; 509478 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Digital <br> Technologies, Inc.<br>| 114000 | &nbsp;&nbsp; 276204 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; International CSRC <br> Investment Holdings <br> Co.<br>| 4824083 | &nbsp;&nbsp; $1962234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; International Games <br> System Co. Ltd.<br>| 960000 | &nbsp;&nbsp; 25101776 |
| # | Inventec Corp. | 6372276 | &nbsp;&nbsp; 9411371 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Iron Force Industrial <br> Co. Ltd.<br>| 312878 | &nbsp;&nbsp; 875074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; I-Sheng Electric Wire <br> & Cable Co. Ltd.<br>| 747000 | &nbsp;&nbsp; 1238788 |
|  | ITE Technology, Inc. | 896646 | &nbsp;&nbsp; 3930770 |
| # | ITEQ Corp. | 1376608 | &nbsp;&nbsp; 4624765 |
| # | Jarllytec Co. Ltd. | 359828 | &nbsp;&nbsp; 1305821 |
| # | Jean Co. Ltd. | 911262 | &nbsp;&nbsp; 802663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jentech Precision <br> Industrial Co. Ltd.<br>| 186356 | &nbsp;&nbsp; 8866359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jetway Information <br> Co. Ltd.<br>| 198750 | &nbsp;&nbsp; 266883 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jetwell Computer Co. <br> Ltd.<br>| 62000 | &nbsp;&nbsp; 381840 |
| # | Jia Wei Lifestyle, Inc. | 340100 | &nbsp;&nbsp; 512640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jih Lin Technology <br> Co. Ltd.<br>| 335000 | &nbsp;&nbsp; 515143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jiin Yeeh Ding <br> Enterprise Co. Ltd.<br>| 363200 | &nbsp;&nbsp; 740902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jinan Acetate <br> Chemical Co. Ltd.<br>| 2749830 | &nbsp;&nbsp; 7318707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jinli Group Holdings <br> Ltd.<br>| 688681 | &nbsp;&nbsp; 184080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JMC Electronics Co. <br> Ltd.<br>| 18000 | &nbsp;&nbsp; 14727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Johnson Health Tech <br> Co. Ltd.<br>| 436000 | &nbsp;&nbsp; 2206022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Joinsoon Electronics <br> Manufacturing Co. <br> Ltd.<br>| 548108 | &nbsp;&nbsp; 225163 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jourdeness Group <br> Ltd.<br>| 177000 | &nbsp;&nbsp; 205578 |
| # | JPC connectivity, Inc. | 561450 | &nbsp;&nbsp; 2557347 |
| # | JPP Holding Co. Ltd. | 37802 | &nbsp;&nbsp; 242631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JSL Construction & <br> Development Co. <br> Ltd.<br>| 456943 | &nbsp;&nbsp; 1196277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; K Laser Technology, <br> Inc.<br>| 962459 | &nbsp;&nbsp; 529015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kaimei Electronic <br> Corp.<br>| 488851 | &nbsp;&nbsp; 936057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kaori Heat Treatment <br> Co. Ltd.<br>| 201321 | &nbsp;&nbsp; 2109796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kaulin Manufacturing <br> Co. Ltd.<br>| 835684 | &nbsp;&nbsp; 334582 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kedge Construction <br> Co. Ltd.<br>| 351448 | &nbsp;&nbsp; 993596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Keding Enterprises <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 56461 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KEE TAI Properties <br> Co. Ltd.<br>| 3052207 | &nbsp;&nbsp; 1283233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kenda Rubber <br> Industrial Co. Ltd.<br>| 4179017 | &nbsp;&nbsp; $3157892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kent Industrial Co. <br> Ltd.<br>| 99000 | &nbsp;&nbsp; 79650 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kerry TJ Logistics Co. <br> Ltd.<br>| 1428000 | &nbsp;&nbsp; 1604102 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Key Ware Electronics <br> Co. Ltd.<br>| 579430 | &nbsp;&nbsp; 341722 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Keystone Microtech <br> Corp.<br>| 150000 | &nbsp;&nbsp; 1802688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Financial Holding <br> Co. Ltd.<br>| 39429092 | &nbsp;&nbsp; 19973015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KHGEARS <br> International Ltd.<br>| 56504 | &nbsp;&nbsp; 303544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kindom Development <br> Co. Ltd.<br>| 2740000 | &nbsp;&nbsp; 4567357 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; King Chou Marine <br> Technology Co. <br> Ltd.<br>| 504800 | &nbsp;&nbsp; 723801 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; King Polytechnic <br> Engineering Co. <br> Ltd.<br>| 333900 | &nbsp;&nbsp; 579868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; King Slide Works Co. <br> Ltd.<br>| 94450 | &nbsp;&nbsp; 8316285 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; King Yuan Electronics <br> Co. Ltd.<br>| 7380032 | &nbsp;&nbsp; 28868249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town Bank Co. <br> Ltd.<br>| 5631653 | &nbsp;&nbsp; 10154717 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; King's Town <br> Construction Co. <br> Ltd.<br>| 622690 | &nbsp;&nbsp; 858995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kingstate Electronics <br> Corp.<br>| 43000 | &nbsp;&nbsp; 49767 |
|  | Kinik Co. | 380000 | &nbsp;&nbsp; 4102235 |
| # | Kinko Optical Co. Ltd. | 759120 | &nbsp;&nbsp; 647411 |
| # | Kinpo Electronics | 8325892 | &nbsp;&nbsp; 4965352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kinsus Interconnect <br> Technology Corp.<br>| 2516476 | &nbsp;&nbsp; 8550814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KMC Kuei Meng <br> International, Inc.<br>| 407951 | &nbsp;&nbsp; 1280056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; KNH Enterprise Co. <br> Ltd.<br>| 719150 | &nbsp;&nbsp; 408820 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ko Ja Cayman Co. <br> Ltd.<br>| 137000 | &nbsp;&nbsp; 165293 |
| # | KS Terminals, Inc. | 829290 | &nbsp;&nbsp; 1412025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kuen Ling Machinery <br> Refrigerating Co. <br> Ltd.<br>| 11000 | &nbsp;&nbsp; 15491 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kung Long Batteries <br> Industrial Co. Ltd.<br>| 424000 | &nbsp;&nbsp; 1987672 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kung Sing <br> Engineering Corp.<br>| 3354135 | &nbsp;&nbsp; 1259037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Toong <br> International Co. <br> Ltd.<br>| 1421735 | &nbsp;&nbsp; 2399823 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Kuo Yang <br> Construction Co. <br> Ltd.<br>| 1339517 | &nbsp;&nbsp; $786532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwong Fong <br> Industries Corp.<br>| 381733 | &nbsp;&nbsp; 150631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kwong Lung <br> Enterprise Co. Ltd.<br>| 731000 | &nbsp;&nbsp; 1157727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; L&K Engineering Co. <br> Ltd.<br>| 1117261 | &nbsp;&nbsp; 12029418 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; La Kaffa International <br> Co. Ltd.<br>| 211947 | &nbsp;&nbsp; 523651 |
| \* | LAN FA Textile | 1512412 | &nbsp;&nbsp; 596889 |
| # | Lang, Inc. | 76000 | &nbsp;&nbsp; 127358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lanner Electronics, <br> Inc.<br>| 788387 | &nbsp;&nbsp; 2094132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Largan Precision Co. <br> Ltd. (3008 TT)<br>| 236234 | &nbsp;&nbsp; 18528574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Laser Tek Taiwan Co. <br> Ltd.<br>| 439086 | &nbsp;&nbsp; 668443 |
| # | Laster Tech Co. Ltd. | 625570 | &nbsp;&nbsp; 494403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Leader Electronics, <br> Inc.<br>| 361097 | &nbsp;&nbsp; 111884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leadtrend Technology <br> Corp.<br>| 10199 | &nbsp;&nbsp; 14400 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lealea Enterprise Co. <br> Ltd.<br>| 5120683 | &nbsp;&nbsp; 1126522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Leatec Fine Ceramics <br> Co. Ltd.<br>| 101000 | &nbsp;&nbsp; 66408 |
| # | Ledlink Optics, Inc. | 309858 | &nbsp;&nbsp; 195046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LEE CHI Enterprises <br> Co. Ltd.<br>| 1204000 | &nbsp;&nbsp; 423423 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lelon Electronics <br> Corp.<br>| 639122 | &nbsp;&nbsp; 1631220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lemtech Holdings Co. <br> Ltd.<br>| 215032 | &nbsp;&nbsp; 569246 |
| # | Leo Systems, Inc. | 130000 | &nbsp;&nbsp; 117388 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Leofoo Development <br> Co. Ltd.<br>| 790010 | &nbsp;&nbsp; 445716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Li Cheng Enterprise <br> Co. Ltd.<br>| 561057 | &nbsp;&nbsp; 189036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Li Ming Development <br> Construction Co. <br> Ltd.<br>| 10000 | &nbsp;&nbsp; 13546 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Li Peng Enterprise <br> Co. Ltd.<br>| 3785060 | &nbsp;&nbsp; 754379 |
| # | Lian HWA Food Corp. | 738490 | &nbsp;&nbsp; 3394861 |
| # | Lida Holdings Ltd. | 407000 | &nbsp;&nbsp; 317454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lien Hwa Industrial <br> Holdings Corp.<br>| 3137176 | &nbsp;&nbsp; 4743257 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lingsen Precision <br> Industries Ltd.<br>| 2539490 | &nbsp;&nbsp; 1243738 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lintes Technology Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; 95318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lion Travel Service <br> Co. Ltd.<br>| 545000 | &nbsp;&nbsp; 2659965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lite-On Technology <br> Corp.<br>| 4371419 | &nbsp;&nbsp; 17282384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Liton Technology <br> Corp.<br>| 346000 | &nbsp;&nbsp; $384658 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Long Bon International <br> Co. Ltd.<br>| 2254276 | &nbsp;&nbsp; 1168311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Long Da Construction <br> & Development <br> Corp.<br>| 1230000 | &nbsp;&nbsp; 1147315 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Longchen Paper & <br> Packaging Co. Ltd.<br>| 5934003 | &nbsp;&nbsp; 2035468 |
| # | Longwell Co. | 1004000 | &nbsp;&nbsp; 3564731 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Loop <br> Telecommunication <br> International, Inc.<br>| 64000 | &nbsp;&nbsp; 104284 |
| # | Lotes Co. Ltd. | 309223 | &nbsp;&nbsp; 14459230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lotus Pharmaceutical <br> Co. Ltd.<br>| 611000 | &nbsp;&nbsp; 4425092 |
| # | Lu Hai Holding Corp. | 365353 | &nbsp;&nbsp; 328659 |
| # | Lucky Cement Corp. | 1165000 | &nbsp;&nbsp; 547450 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Lumax International <br> Corp. Ltd.<br>| 570513 | &nbsp;&nbsp; 1848665 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Lung Yen Life Service <br> Corp.<br>| 1035000 | &nbsp;&nbsp; 2028776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lungteh Shipbuilding <br> Co. Ltd.<br>| 329700 | &nbsp;&nbsp; 1118727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Luxe Green Energy <br> Technology Co. <br> Ltd.<br>| 338048 | &nbsp;&nbsp; 279554 |
| # | LuxNet Corp. | 163705 | &nbsp;&nbsp; 1070137 |
|  | M3 Technology, Inc. | 13000 | &nbsp;&nbsp; 36820 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Macauto Industrial Co. <br> Ltd.<br>| 403000 | &nbsp;&nbsp; 791750 |
| # | Macroblock, Inc. | 229000 | &nbsp;&nbsp; 481701 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Macronix International <br> Co. Ltd.<br>| 10906837 | &nbsp;&nbsp; 6858236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MacroWell OMG <br> Digital <br> Entertainment Co. <br> Ltd.<br>| 60000 | &nbsp;&nbsp; 144842 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Makalot Industrial Co. <br> Ltd.<br>| 1008723 | &nbsp;&nbsp; 8871570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Marketech <br> International Corp.<br>| 614000 | &nbsp;&nbsp; 4180600 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Materials Analysis <br> Technology, Inc.<br>| 385179 | &nbsp;&nbsp; 2452782 |
| # | Maxigen Biotech, Inc. | 209650 | &nbsp;&nbsp; 305875 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mayer Steel Pipe <br> Corp.<br>| 1069086 | &nbsp;&nbsp; 823140 |
| # | Maywufa Co. Ltd. | 178462 | &nbsp;&nbsp; 129252 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mechema Chemicals <br> International Corp.<br>| 306000 | &nbsp;&nbsp; 820049 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Medeon Biodesign, <br> Inc.<br>| 52549 | &nbsp;&nbsp; 199988 |
|  | MediaTek, Inc. | 2597823 | &nbsp;&nbsp; 117641282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mega Financial <br> Holding Co. Ltd.<br>| 13213460 | &nbsp;&nbsp; 18796085 |
| # | Meiloon Industrial Co. | 518911 | &nbsp;&nbsp; 365413 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries & <br> Associates Holding <br> Ltd.<br>| 3521247 | &nbsp;&nbsp; $1422595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Data <br> Systems Ltd.<br>| 52000 | &nbsp;&nbsp; 49797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mercuries Life <br> Insurance Co. Ltd.<br>| 20969907 | &nbsp;&nbsp; 3667685 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Merida Industry Co. <br> Ltd.<br>| 1066588 | &nbsp;&nbsp; 4120668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Merry Electronics Co. <br> Ltd.<br>| 1480785 | &nbsp;&nbsp; 5615939 |
| # | METAAGE Corp. | 435000 | &nbsp;&nbsp; 762527 |
| #\* | Metatech AP, Inc. | 70000 | &nbsp;&nbsp; 107455 |
| #\* | Microbio Co. Ltd. | 1335144 | &nbsp;&nbsp; 1068233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micro-Star <br> International Co. <br> Ltd.<br>| 2891465 | &nbsp;&nbsp; 13813472 |
| # | Mildef Crete, Inc. | 328000 | &nbsp;&nbsp; 1217516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; MIN AIK Technology <br> Co. Ltd.<br>| 811249 | &nbsp;&nbsp; 543695 |
| #\* | Mitac Holdings Corp. | 2987535 | &nbsp;&nbsp; 7565205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mitake Information <br> Corp.<br>| 31000 | &nbsp;&nbsp; 70955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MJ International Co. <br> Ltd.<br>| 42377 | &nbsp;&nbsp; 39659 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Mobiletron Electronics <br> Co. Ltd.<br>| 504960 | &nbsp;&nbsp; 496480 |
|  | momo.com, Inc. | 302325 | &nbsp;&nbsp; 2847542 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; MOSA Industrial <br> Corp.<br>| 775079 | &nbsp;&nbsp; 381761 |
| \* | Mosel Vitelic, Inc. | 148000 | &nbsp;&nbsp; 102413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Motech Industries, <br> Inc.<br>| 1466000 | &nbsp;&nbsp; 879703 |
| # | MPI Corp. | 329000 | &nbsp;&nbsp; 11434867 |
| # | MSSCORPS Co. Ltd. | 271995 | &nbsp;&nbsp; 1226284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Munsin Garment <br> Corp.<br>| 21000 | &nbsp;&nbsp; 33069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; My Humble House <br> Hospitality <br> Management <br> Consulting<br>| 37000 | &nbsp;&nbsp; 47130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nak Sealing <br> Technologies Corp.<br>| 429549 | &nbsp;&nbsp; 1596244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Namchow Holdings <br> Co. Ltd.<br>| 1457000 | &nbsp;&nbsp; 1968260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Juen International <br> Co. Ltd.<br>| 3000 | &nbsp;&nbsp; 21016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Kang Rubber Tire <br> Co. Ltd.<br>| 904000 | &nbsp;&nbsp; 1128403 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nan Liu Enterprise <br> Co. Ltd.<br>| 254000 | &nbsp;&nbsp; 497643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nan Pao Resins <br> Chemical Co. Ltd.<br>| 309000 | &nbsp;&nbsp; 3946420 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 977072 | &nbsp;&nbsp; 342663 |
|  | Nan Ya Plastics Corp. | 9000584 | &nbsp;&nbsp; 12275873 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nan Ya Printed Circuit <br> Board Corp.<br>| 965211 | &nbsp;&nbsp; $5654346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 416000 | &nbsp;&nbsp; 484280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nantex Industry Co. <br> Ltd.<br>| 1685363 | &nbsp;&nbsp; 1368267 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Nanya Technology <br> Corp.<br>| 3573751 | &nbsp;&nbsp; 5261180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Aerospace <br> Fasteners Corp.<br>| 129000 | &nbsp;&nbsp; 540352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; National Petroleum <br> Co. Ltd.<br>| 643000 | &nbsp;&nbsp; 1365838 |
| # | Netronix, Inc. | 439000 | &nbsp;&nbsp; 1695101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; New Asia Construction <br> & Development <br> Corp.<br>| 821000 | &nbsp;&nbsp; 412086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Best Wire <br> Industrial Co. Ltd.<br>| 189200 | &nbsp;&nbsp; 183618 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Newmax Technology <br> Co. Ltd.<br>| 476000 | &nbsp;&nbsp; 367855 |
| # | Nichidenbo Corp. | 1181552 | &nbsp;&nbsp; 2985298 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nidec Chaun-Choung <br> Technology Corp.<br>| 134000 | &nbsp;&nbsp; 550576 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nien Hsing Textile Co. <br> Ltd.<br>| 805656 | &nbsp;&nbsp; 501501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nien Made Enterprise <br> Co. Ltd.<br>| 857000 | &nbsp;&nbsp; 12233427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Niko Semiconductor <br> Co. Ltd.<br>| 446974 | &nbsp;&nbsp; 621262 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nishoku Technology, <br> Inc.<br>| 282800 | &nbsp;&nbsp; 1098950 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; North-Star <br> International Co. <br> Ltd.<br>| 615419 | &nbsp;&nbsp; 853266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nova Technology <br> Corp.<br>| 198000 | &nbsp;&nbsp; 1136140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Novatek <br> Microelectronics <br> Corp.<br>| 1621000 | &nbsp;&nbsp; 25617756 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nuvoton Technology <br> Corp.<br>| 1142000 | &nbsp;&nbsp; 2607859 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Nyquest Technology <br> Co. Ltd.<br>| 100000 | &nbsp;&nbsp; 119477 |
| # | O-Bank Co. Ltd. | 4778961 | &nbsp;&nbsp; 1447454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ocean Plastics Co. <br> Ltd.<br>| 873000 | &nbsp;&nbsp; 1075764 |
|  | OK Biotech Co. Ltd. | 103718 | &nbsp;&nbsp; 54818 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oneness Biotech Co. <br> Ltd.<br>| 493870 | &nbsp;&nbsp; 1043556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Optimax Technology <br> Corp.<br>| 119000 | &nbsp;&nbsp; 99058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Orient Europharma <br> Co. Ltd.<br>| 143000 | &nbsp;&nbsp; 244098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Orient Semiconductor <br> Electronics Ltd.<br>| 3077637 | &nbsp;&nbsp; 3967150 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Oriental Union <br> Chemical Corp.<br>| 3724819 | &nbsp;&nbsp; $1554994 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; O-TA Precision <br> Industry Co. Ltd.<br>| 462683 | &nbsp;&nbsp; 809449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Construction <br> Co.<br>| 1439276 | &nbsp;&nbsp; 462245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pacific Hospital <br> Supply Co. Ltd.<br>| 387706 | &nbsp;&nbsp; 1154271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PADAUK Technology <br> Co. Ltd.<br>| 10855 | &nbsp;&nbsp; 16828 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Paiho Shih Holdings <br> Corp.<br>| 1284240 | &nbsp;&nbsp; 858251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan Asia Chemical <br> Corp.<br>| 467308 | &nbsp;&nbsp; 155143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan German <br> Universal Motors <br> Ltd.<br>| 107000 | &nbsp;&nbsp; 1192968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan Jit International, <br> Inc.<br>| 1917074 | &nbsp;&nbsp; 3021246 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan Ram International <br> Corp.<br>| 119000 | &nbsp;&nbsp; 120686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Pan-International <br> Industrial Corp.<br>| 2668854 | &nbsp;&nbsp; 3823617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Panion & BF Biotech, <br> Inc.<br>| 427753 | &nbsp;&nbsp; 1001306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Parade Technologies <br> Ltd.<br>| 274805 | &nbsp;&nbsp; 5230034 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Paragon Technologies <br> Co. Ltd.<br>| 288248 | &nbsp;&nbsp; 149277 |
| # | Parpro Corp. | 245000 | &nbsp;&nbsp; 447850 |
| #\* | PChome Online, Inc. | 786581 | &nbsp;&nbsp; 856589 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PCL Technologies, <br> Inc.<br>| 397129 | &nbsp;&nbsp; 1182061 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; P-Duke Technology <br> Co. Ltd.<br>| 348644 | &nbsp;&nbsp; 962638 |
|  | Pegatron Corp. | 6585293 | &nbsp;&nbsp; 17531170 |
| # | Pegavision Corp. | 301912 | &nbsp;&nbsp; 3088400 |
| # | PharmaEngine, Inc. | 118000 | &nbsp;&nbsp; 290647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; PharmaEssentia <br> Corp.<br>| 410000 | &nbsp;&nbsp; 6768762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Phihong Technology <br> Co. Ltd.<br>| 124000 | &nbsp;&nbsp; 90547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Phison Electronics <br> Corp.<br>| 508000 | &nbsp;&nbsp; 8917822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Silicon <br> International Corp.<br>| 1060010 | &nbsp;&nbsp; 4475189 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Tours <br> International, Inc.<br>| 210840 | &nbsp;&nbsp; 396869 |
| \* | Phytohealth Corp. | 383000 | &nbsp;&nbsp; 161554 |
| # | Pixart Imaging, Inc. | 995000 | &nbsp;&nbsp; 6450547 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Planet Technology <br> Corp.<br>| 208000 | &nbsp;&nbsp; 1031755 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Plastron Precision Co. <br> Ltd.<br>| 656491 | &nbsp;&nbsp; 331357 |
| #\* | Plotech Co. Ltd. | 459800 | &nbsp;&nbsp; 222752 |
|  | Podak Co. Ltd. | 7000 | &nbsp;&nbsp; 9920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polytronics <br> Technology Corp.<br>| 404239 | &nbsp;&nbsp; $579445 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Posiflex Technology, <br> Inc.<br>| 192939 | &nbsp;&nbsp; 1600035 |
| # | Pou Chen Corp. | 7427005 | &nbsp;&nbsp; 6984426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Power Wind Health <br> Industry, Inc.<br>| 199319 | &nbsp;&nbsp; 956337 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Powerchip <br> Semiconductor <br> Manufacturing <br> Corp.<br>| 11375000 | &nbsp;&nbsp; 5666516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Powertech <br> Technology, Inc.<br>| 4340580 | &nbsp;&nbsp; 18130304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Powertip Technology <br> Corp.<br>| 201000 | &nbsp;&nbsp; 84196 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Poya International Co. <br> Ltd.<br>| 319388 | &nbsp;&nbsp; 4942655 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; President Chain Store <br> Corp.<br>| 1787728 | &nbsp;&nbsp; 15319898 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; President Securities <br> Corp.<br>| 7052808 | &nbsp;&nbsp; 4445030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Primax Electronics <br> Ltd.<br>| 3242000 | &nbsp;&nbsp; 7857340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prince Housing & <br> Development Corp.<br>| 7775140 | &nbsp;&nbsp; 2365247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Princeton Technology <br> Corp.<br>| 70000 | &nbsp;&nbsp; 23917 |
| # | Pro Hawk Corp. | 93000 | &nbsp;&nbsp; 471437 |
|  | Progate Group Corp. | 20957 | &nbsp;&nbsp; 106302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Promate Electronic <br> Co. Ltd.<br>| 1484371 | &nbsp;&nbsp; 2955633 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Dielectrics <br> Co. Ltd.<br>| 751687 | &nbsp;&nbsp; 952275 |
|  | PSS Co. Ltd. | 3000 | &nbsp;&nbsp; 13617 |
| # | Qisda Corp. | 6474525 | &nbsp;&nbsp; 5583483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; QST International <br> Corp.<br>| 503415 | &nbsp;&nbsp; 880707 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Qualipoly Chemical <br> Corp.<br>| 681893 | &nbsp;&nbsp; 1587576 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Quang Viet Enterprise <br> Co. Ltd.<br>| 265000 | &nbsp;&nbsp; 638292 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Quanta Computer, <br> Inc.<br>| 2321436 | &nbsp;&nbsp; 21622222 |
|  | Quanta Storage, Inc. | 1339000 | &nbsp;&nbsp; 3918607 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Quintain Steel Co. <br> Ltd.<br>| 2151384 | &nbsp;&nbsp; 693365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Radiant <br> Opto-Electronics <br> Corp.<br>| 2121692 | &nbsp;&nbsp; 9752428 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Radium Life Tech Co. <br> Ltd.<br>| 5499853 | &nbsp;&nbsp; 2070565 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rafael <br> Microelectronics, <br> Inc.<br>| 55097 | &nbsp;&nbsp; 207214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Raydium <br> Semiconductor <br> Corp.<br>| 250000 | &nbsp;&nbsp; 2901354 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; RDC Semiconductor <br> Co. Ltd.<br>| 80000 | &nbsp;&nbsp; $412570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Realtek <br> Semiconductor <br> Corp.<br>| 732861 | &nbsp;&nbsp; 14012940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ReaLy <br> Development&Construction <br> Corp.<br>| 10000 | &nbsp;&nbsp; 9961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rechi Precision Co. <br> Ltd.<br>| 2437292 | &nbsp;&nbsp; 1942461 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rexon Industrial Corp. <br> Ltd.<br>| 836559 | &nbsp;&nbsp; 838263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rich Development Co. <br> Ltd.<br>| 3871532 | &nbsp;&nbsp; 1138484 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Richmond <br> International Travel <br> & Tours Co. Ltd.<br>| 42000 | &nbsp;&nbsp; 166761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Right WAY Industrial <br> Co. Ltd.<br>| 195000 | &nbsp;&nbsp; 75186 |
| #\* | RiTdisplay Corp. | 121402 | &nbsp;&nbsp; 153803 |
| \* | Ritek Corp. | 4923593 | &nbsp;&nbsp; 1673103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Rodex Fasteners <br> Corp.<br>| 125000 | &nbsp;&nbsp; 135219 |
| \* | Roo Hsing Co. Ltd. | 969512 | &nbsp;&nbsp; 382286 |
| # | Ruby Tech Corp. | 65650 | &nbsp;&nbsp; 85865 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Development <br> Co. Ltd.<br>| 4682217 | &nbsp;&nbsp; 4673917 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Engineering <br> & Construction Co.<br>| 571816 | &nbsp;&nbsp; 3540881 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ruentex Industries <br> Ltd.<br>| 2884253 | &nbsp;&nbsp; 5015070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Run Long <br> Construction Co. <br> Ltd.<br>| 3241068 | &nbsp;&nbsp; 3346294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sakura Development <br> Co. Ltd.<br>| 882316 | &nbsp;&nbsp; 1919391 |
| # | Sampo Corp. | 2123895 | &nbsp;&nbsp; 1768000 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; San Fang Chemical <br> Industry Co. Ltd.<br>| 1244659 | &nbsp;&nbsp; 1418829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; San Fu Chemical Co. <br> Ltd.<br>| 181000 | &nbsp;&nbsp; 686279 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; San Shing Fastech <br> Corp.<br>| 684622 | &nbsp;&nbsp; 1227968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sanyang Motor Co. <br> Ltd.<br>| 3330802 | &nbsp;&nbsp; 6890426 |
| # | Savior Lifetec Corp. | 1485203 | &nbsp;&nbsp; 925564 |
|  | Scan-D Corp. | 7000 | &nbsp;&nbsp; 6754 |
| # | SCI Pharmtech, Inc. | 246696 | &nbsp;&nbsp; 475162 |
| # | Scientech Corp. | 93000 | &nbsp;&nbsp; 1039851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ScinoPharm Taiwan <br> Ltd.<br>| 1213000 | &nbsp;&nbsp; 679665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SciVision Biotech, <br> Inc.<br>| 171000 | &nbsp;&nbsp; 657584 |
| # | SDI Corp. | 929000 | &nbsp;&nbsp; 2280309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sea & Land Integrated <br> Corp.<br>| 92500 | &nbsp;&nbsp; 65287 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sea Sonic Electronics <br> Co. Ltd.<br>| 276000 | &nbsp;&nbsp; $681234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Senao International <br> Co. Ltd.<br>| 521547 | &nbsp;&nbsp; 524610 |
| # | Senao Networks, Inc. | 226796 | &nbsp;&nbsp; 1224337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sensortek Technology <br> Corp.<br>| 121000 | &nbsp;&nbsp; 700947 |
| # | Sercomm Corp. | 2116000 | &nbsp;&nbsp; 7058080 |
| # | Sesoda Corp. | 1358261 | &nbsp;&nbsp; 1418859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shanghai Commercial <br> & Savings Bank <br> Ltd.<br>| 5162660 | &nbsp;&nbsp; 7411745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shan-Loong <br> Transportation Co. <br> Ltd.<br>| 619247 | &nbsp;&nbsp; 297955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sharehope Medicine <br> Co. Ltd.<br>| 705611 | &nbsp;&nbsp; 638506 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sheh Fung Screws <br> Co. Ltd.<br>| 78000 | &nbsp;&nbsp; 94089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sheng Yu Steel Co. <br> Ltd.<br>| 930000 | &nbsp;&nbsp; 739780 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ShenMao Technology, <br> Inc.<br>| 620450 | &nbsp;&nbsp; 1618705 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 582000 | &nbsp;&nbsp; 460916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shih Her <br> Technologies, Inc.<br>| 373000 | &nbsp;&nbsp; 1919683 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shih Wei Navigation <br> Co. Ltd.<br>| 2664634 | &nbsp;&nbsp; 1378633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Development <br> Co. Ltd.<br>| 123000 | &nbsp;&nbsp; 45388 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shihlin Electric & <br> Engineering Corp.<br>| 888787 | &nbsp;&nbsp; 5255819 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shin Foong Specialty <br> & Applied Materials <br> Co. Ltd.<br>| 226000 | &nbsp;&nbsp; 249751 |
|  | Shin Hai Gas Corp. | 8242 | &nbsp;&nbsp; 13880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 261782 | &nbsp;&nbsp; 367018 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Ruenn <br> Development Co. <br> Ltd.<br>| 636900 | &nbsp;&nbsp; 1274451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shin Shin Natural Gas <br> Co.<br>| 12480 | &nbsp;&nbsp; 16543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shin Zu Shing Co. <br> Ltd.<br>| 1139411 | &nbsp;&nbsp; 8859621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinfox Energy Co. <br> Ltd.<br>| 8012 | &nbsp;&nbsp; 21846 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shining Building <br> Business Co. Ltd.<br>| 2773622 | &nbsp;&nbsp; 864155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Insurance <br> Co. Ltd.<br>| 1833784 | &nbsp;&nbsp; 5810843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Synthetic <br> Fibers Corp.<br>| 8122844 | &nbsp;&nbsp; 3487765 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shinkong Textile Co. <br> Ltd.<br>| 920169 | &nbsp;&nbsp; 1607221 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Brands Group <br> Co. Ltd.<br>| 39000 | &nbsp;&nbsp; $152974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Shiny Chemical <br> Industrial Co. Ltd.<br>| 761162 | &nbsp;&nbsp; 3216430 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Shun On Electronic <br> Co. Ltd.<br>| 99000 | &nbsp;&nbsp; 70060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ShunSin Technology <br> Holding Ltd.<br>| 27000 | &nbsp;&nbsp; 131713 |
| # | Shuttle, Inc. | 2415000 | &nbsp;&nbsp; 1295900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sigurd <br> Microelectronics <br> Corp.<br>| 3638523 | &nbsp;&nbsp; 9411522 |
| # | Silergy Corp. | 611000 | &nbsp;&nbsp; 6572272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Integrated <br> Systems Corp.<br>| 1753539 | &nbsp;&nbsp; 3218531 |
| \* | Silicon Optronics, Inc. | 10000 | &nbsp;&nbsp; 18535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Power <br> Computer & <br> Communications, <br> Inc.<br>| 128000 | &nbsp;&nbsp; 100895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Silitech Technology <br> Corp.<br>| 69521 | &nbsp;&nbsp; 92055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Simplo Technology <br> Co. Ltd.<br>| 764880 | &nbsp;&nbsp; 10443256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinbon Electronics <br> Co. Ltd.<br>| 823849 | &nbsp;&nbsp; 6659134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sincere Navigation <br> Corp.<br>| 2291741 | &nbsp;&nbsp; 1682981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Single Well Industrial <br> Corp.<br>| 243351 | &nbsp;&nbsp; 156979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sinher Technology, <br> Inc.<br>| 406000 | &nbsp;&nbsp; 334224 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sinmag Equipment <br> Corp.<br>| 296519 | &nbsp;&nbsp; 1398307 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sino-American Silicon <br> Products, Inc.<br>| 2580000 | &nbsp;&nbsp; 8649545 |
| # | Sinon Corp. | 3121740 | &nbsp;&nbsp; 4299433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SinoPac Financial <br> Holdings Co. Ltd.<br>| 36997377 | &nbsp;&nbsp; 30526865 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sinopower <br> Semiconductor, Inc.<br>| 117100 | &nbsp;&nbsp; 369745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sinphar <br> Pharmaceutical Co. <br> Ltd.<br>| 829998 | &nbsp;&nbsp; 869611 |
|  | Sinyi Realty, Inc. | 1834314 | &nbsp;&nbsp; 1555666 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sirtec International <br> Co. Ltd.<br>| 581000 | &nbsp;&nbsp; 489703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sitronix Technology <br> Corp.<br>| 733774 | &nbsp;&nbsp; 4871290 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Siward Crystal <br> Technology Co. <br> Ltd.<br>| 1161705 | &nbsp;&nbsp; 840993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Soft-World <br> International Corp.<br>| 385000 | &nbsp;&nbsp; 1241090 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Solar Applied <br> Materials <br> Technology Corp.<br>| 2627531 | &nbsp;&nbsp; 4346520 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Solteam, Inc. | 454269 | &nbsp;&nbsp; $702448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Solytech Enterprise <br> Corp.<br>| 310000 | &nbsp;&nbsp; 102872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sonix Technology Co. <br> Ltd.<br>| 910000 | &nbsp;&nbsp; 972449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Southeast Cement <br> Co. Ltd.<br>| 1181000 | &nbsp;&nbsp; 709194 |
| # | Speed Tech Corp. | 719000 | &nbsp;&nbsp; 995426 |
|  | Spirox Corp. | 135745 | &nbsp;&nbsp; 253932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sporton International, <br> Inc.<br>| 600844 | &nbsp;&nbsp; 3211121 |
| # | Sports Gear Co. Ltd. | 173000 | &nbsp;&nbsp; 580209 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; St. Shine Optical Co. <br> Ltd.<br>| 369000 | &nbsp;&nbsp; 1965314 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 562040 | &nbsp;&nbsp; 1076897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Standard Foods <br> Corp.<br>| 2640734 | &nbsp;&nbsp; 2818933 |
| # | Stark Technology, Inc. | 618520 | &nbsp;&nbsp; 3362440 |
| # | S-Tech Corp. | 391838 | &nbsp;&nbsp; 308485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; STL Technology Co. <br> Ltd.<br>| 106000 | &nbsp;&nbsp; 412835 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sumeeko Industries <br> Co. Ltd.<br>| 88000 | &nbsp;&nbsp; 203499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Race <br> Sturmey-Archer, <br> Inc.<br>| 74000 | &nbsp;&nbsp; 47983 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sun Yad Construction <br> Co. Ltd.<br>| 662885 | &nbsp;&nbsp; 305790 |
| # | Sunfun Info Co. Ltd. | 178080 | &nbsp;&nbsp; 260044 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunjuice Holdings Co. <br> Ltd.<br>| 76000 | &nbsp;&nbsp; 298416 |
| #\* | Sunko INK Co. Ltd. | 373800 | &nbsp;&nbsp; 150235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SunMax <br> Biotechnology Co. <br> Ltd.<br>| 146000 | &nbsp;&nbsp; 2047218 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunny Friend <br> Environmental <br> Technology Co. <br> Ltd.<br>| 557257 | &nbsp;&nbsp; 1399531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 1628001 | &nbsp;&nbsp; 6146241 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Innovation <br> Technology, Inc.<br>| 102669 | &nbsp;&nbsp; 402821 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sunplus Technology <br> Co. Ltd.<br>| 2976153 | &nbsp;&nbsp; 1881066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunrex Technology <br> Corp.<br>| 1238145 | &nbsp;&nbsp; 1799920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sunspring Metal <br> Corp.<br>| 823291 | &nbsp;&nbsp; 660339 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Super Dragon <br> Technology Co. <br> Ltd.<br>| 170000 | &nbsp;&nbsp; 160991 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Superalloy Industrial <br> Co. Ltd.<br>| 134000 | &nbsp;&nbsp; 242601 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Superior Plating <br> Technology Co. <br> Ltd.<br>| 44000 | &nbsp;&nbsp; $61367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Supreme Electronics <br> Co. Ltd.<br>| 3451051 | &nbsp;&nbsp; 4856520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Swancor Holding Co. <br> Ltd.<br>| 365000 | &nbsp;&nbsp; 1471319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 1263556 | &nbsp;&nbsp; 1329203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Symtek Automation <br> Asia Co. Ltd.<br>| 442967 | &nbsp;&nbsp; 2245434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syncmold Enterprise <br> Corp.<br>| 718000 | &nbsp;&nbsp; 1642711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syngen Biotech Co. <br> Ltd.<br>| 14000 | &nbsp;&nbsp; 54993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Synmosa Biopharma <br> Corp.<br>| 1707523 | &nbsp;&nbsp; 2106330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Synnex Technology <br> International Corp.<br>| 3903732 | &nbsp;&nbsp; 8651353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syn-Tech Chem & <br> Pharm Co. Ltd.<br>| 30000 | &nbsp;&nbsp; 77537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Syscom Computer <br> Engineering Co.<br>| 71000 | &nbsp;&nbsp; 134395 |
| # | Systex Corp. | 963293 | &nbsp;&nbsp; 3510910 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; T3EX Global Holdings <br> Corp.<br>| 712178 | &nbsp;&nbsp; 1670993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TA Chen Stainless <br> Pipe<br>| 7962566 | &nbsp;&nbsp; 10437591 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ta Ya Electric Wire & <br> Cable<br>| 4163723 | &nbsp;&nbsp; 4827212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tah Hsin Industrial <br> Corp.<br>| 233378 | &nbsp;&nbsp; 519789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TAI Roun Products <br> Co. Ltd.<br>| 228000 | &nbsp;&nbsp; 102387 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TA-I Technology Co. <br> Ltd.<br>| 758834 | &nbsp;&nbsp; 1066405 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tai Tung <br> Communication Co. <br> Ltd.<br>| 933230 | &nbsp;&nbsp; 619982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taichung Commercial <br> Bank Co. Ltd.<br>| 27768336 | &nbsp;&nbsp; 20633523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TaiDoc Technology <br> Corp.<br>| 531532 | &nbsp;&nbsp; 2205194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiflex Scientific Co. <br> Ltd.<br>| 1255657 | &nbsp;&nbsp; 1894362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tailyn Technologies, <br> Inc.<br>| 73000 | &nbsp;&nbsp; 62428 |
| # | Taimide Tech, Inc. | 644940 | &nbsp;&nbsp; 1338450 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Enterprises <br> Co. Ltd.<br>| 643289 | &nbsp;&nbsp; 583347 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tainan Spinning Co. <br> Ltd.<br>| 7898791 | &nbsp;&nbsp; 3392395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tainergy Tech Co. <br> Ltd.<br>| 285000 | &nbsp;&nbsp; 96602 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tai-Saw Technology <br> Co. Ltd.<br>| 498960 | &nbsp;&nbsp; 293255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 66884849 | &nbsp;&nbsp; $36504757 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TaiSol Electronics Co. <br> Ltd.<br>| 478000 | &nbsp;&nbsp; 835911 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taisun Enterprise Co. <br> Ltd.<br>| 1090775 | &nbsp;&nbsp; 682307 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taita Chemical Co. <br> Ltd.<br>| 1632792 | &nbsp;&nbsp; 636298 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 314000 | &nbsp;&nbsp; 990146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Business <br> Bank<br>| 27874094 | &nbsp;&nbsp; 14976603 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 669331 | &nbsp;&nbsp; 651616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cogeneration <br> Corp.<br>| 2955578 | &nbsp;&nbsp; 4283972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 20548420 | &nbsp;&nbsp; 17440440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Environment <br> Scientific Co. Ltd.<br>| 91280 | &nbsp;&nbsp; 61900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FamilyMart <br> Co. Ltd.<br>| 205000 | &nbsp;&nbsp; 1420503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fertilizer Co. <br> Ltd.<br>| 2950000 | &nbsp;&nbsp; 5123781 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 1425880 | &nbsp;&nbsp; 1440367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Fructose Co. <br> Ltd.<br>| 62540 | &nbsp;&nbsp; 33144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 1126000 | &nbsp;&nbsp; 1676556 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Glass Industry <br> Corp.<br>| 6301904 | &nbsp;&nbsp; 5010607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan High Speed <br> Rail Corp.<br>| 5263000 | &nbsp;&nbsp; 4796426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 2360906 | &nbsp;&nbsp; 11510218 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 1354900 | &nbsp;&nbsp; 1443084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan IC Packaging <br> Corp.<br>| 305000 | &nbsp;&nbsp; 129207 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Land <br> Development Corp.<br>| 6008009 | &nbsp;&nbsp; 101148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Line Tek <br> Electronic<br>| 515700 | &nbsp;&nbsp; 415499 |
| # | Taiwan Mask Corp. | 1529000 | &nbsp;&nbsp; 1573638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Mobile Co. <br> Ltd.<br>| 6083900 | &nbsp;&nbsp; 21447569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Navigation Co. <br> Ltd.<br>| 1552720 | &nbsp;&nbsp; 1393468 |
|  | Taiwan Paiho Ltd. | 2145152 | &nbsp;&nbsp; 3695904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan PCB Techvest <br> Co. Ltd.<br>| 2149816 | &nbsp;&nbsp; 2332758 |
| # | Taiwan Sakura Corp. | 1186243 | &nbsp;&nbsp; 3413874 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Sanyo Electric <br> Co. Ltd.<br>| 541650 | &nbsp;&nbsp; $684279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Secom Co. <br> Ltd.<br>| 1664405 | &nbsp;&nbsp; 6301349 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Co. Ltd.<br>| 1689000 | &nbsp;&nbsp; 2554433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 40130652 | &nbsp;&nbsp; 1545000105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (TSM US), <br> Sponsored ADR<br>| 2331292 | &nbsp;&nbsp; 563286773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Shin Kong <br> Security Co. Ltd.<br>| 1721226 | &nbsp;&nbsp; 2328989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Speciality <br> Chemicals Corp.<br>| 54000 | &nbsp;&nbsp; 398829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Steel Union <br> Co. Ltd.<br>| 141000 | &nbsp;&nbsp; 498169 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Styrene <br> Monomer<br>| 3104404 | &nbsp;&nbsp; 984264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 2268674 | &nbsp;&nbsp; 7996801 |
| # | Taiwan Taxi Co. Ltd. | 210722 | &nbsp;&nbsp; 898405 |
| #\* | Taiwan TEA Corp. | 4313896 | &nbsp;&nbsp; 2107833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Union <br> Technology Corp.<br>| 2182000 | &nbsp;&nbsp; 19704588 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Taiwan-Asia <br> Semiconductor <br> Corp.<br>| 2113537 | &nbsp;&nbsp; 1393996 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taiyen Biotech Co. <br> Ltd.<br>| 707910 | &nbsp;&nbsp; 780429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tang Eng Iron Works <br> Co. Ltd.<br>| 131000 | &nbsp;&nbsp; 131521 |
|  | Tatung Co. Ltd. | 5341758 | &nbsp;&nbsp; 6359033 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; TBI Motion <br> Technology Co. <br> Ltd.<br>| 323000 | &nbsp;&nbsp; 417940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TCC Group Holdings <br> Co. Ltd.<br>| 15519055 | &nbsp;&nbsp; 12588620 |
|  | TCI Co. Ltd. | 707282 | &nbsp;&nbsp; 3073072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Te Chang <br> Construction Co. <br> Ltd.<br>| 499980 | &nbsp;&nbsp; 952447 |
|  | Team Group, Inc. | 15000 | &nbsp;&nbsp; 36604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teco Electric & <br> Machinery Co. Ltd.<br>| 4344000 | &nbsp;&nbsp; 7374441 |
|  | Tehmag Foods Corp. | 120860 | &nbsp;&nbsp; 1248531 |
| # | Ten Ren Tea Co. Ltd. | 171170 | &nbsp;&nbsp; 174999 |
|  | Tera Autotech Corp. | 24863 | &nbsp;&nbsp; 22993 |
| # | Test Research, Inc. | 1115370 | &nbsp;&nbsp; 5371419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Test Rite International <br> Co. Ltd.<br>| 1513166 | &nbsp;&nbsp; 1009544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tex-Ray Industrial Co. <br> Ltd.<br>| 959000 | &nbsp;&nbsp; 250492 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Thermaltake <br> Technology Co. <br> Ltd.<br>| 246391 | &nbsp;&nbsp; $256613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thinking Electronic <br> Industrial Co. Ltd.<br>| 520058 | &nbsp;&nbsp; 2343657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thye Ming Industrial <br> Co. Ltd.<br>| 904793 | &nbsp;&nbsp; 2061590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tofu Restaurant Co. <br> Ltd.<br>| 23280 | &nbsp;&nbsp; 158556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ton Yi Industrial <br> Corp.<br>| 6541300 | &nbsp;&nbsp; 3965801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Hsing Electronic <br> Industries Ltd.<br>| 1332637 | &nbsp;&nbsp; 4504735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tong Ming Enterprise <br> Co. Ltd.<br>| 133000 | &nbsp;&nbsp; 133851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tong Yang Industry <br> Co. Ltd.<br>| 2306341 | &nbsp;&nbsp; 8055214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 1539804 | &nbsp;&nbsp; 1678334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Top Union Electronics <br> Corp.<br>| 915232 | &nbsp;&nbsp; 912839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Topco Scientific Co. <br> Ltd.<br>| 1091707 | &nbsp;&nbsp; 10475097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Topco Technologies <br> Corp.<br>| 307468 | &nbsp;&nbsp; 640315 |
|  | Topkey Corp. | 465000 | &nbsp;&nbsp; 2813115 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Topoint Technology <br> Co. Ltd.<br>| 1041993 | &nbsp;&nbsp; 2187415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Toung Loong Textile <br> Manufacturing<br>| 626980 | &nbsp;&nbsp; 326269 |
| #\* | TPK Holding Co. Ltd. | 2495000 | &nbsp;&nbsp; 2720200 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Trade-Van Information <br> Services Co.<br>| 388000 | &nbsp;&nbsp; 1226533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Transart Graphics Co. <br> Ltd.<br>| 31000 | &nbsp;&nbsp; 46020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Transcend <br> Information, Inc.<br>| 1258870 | &nbsp;&nbsp; 3963625 |
|  | Transcom, Inc. | 294030 | &nbsp;&nbsp; 1203491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tripod Technology <br> Corp.<br>| 1865660 | &nbsp;&nbsp; 17364283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Trusval Technology <br> Co. Ltd.<br>| 48176 | &nbsp;&nbsp; 379858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tsang Yow Industrial <br> Co. Ltd.<br>| 383000 | &nbsp;&nbsp; 292649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tsann Kuen <br> Enterprise Co. Ltd.<br>| 497865 | &nbsp;&nbsp; 408475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TSC Auto ID <br> Technology Co. <br> Ltd.<br>| 215085 | &nbsp;&nbsp; 1318579 |
| # | TSEC Corp. | 550000 | &nbsp;&nbsp; 293038 |
|  | TSRC Corp. | 4275154 | &nbsp;&nbsp; 2595713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TST Group Holding <br> Ltd.<br>| 6600 | &nbsp;&nbsp; 20064 |
|  | Ttet Union Corp. | 262000 | &nbsp;&nbsp; 1314924 |
| # | TTFB Co. Ltd. | 148036 | &nbsp;&nbsp; 993224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TTY Biopharm Co. <br> Ltd.<br>| 1555991 | &nbsp;&nbsp; 4010811 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Tul Corp. | 46000 | &nbsp;&nbsp; $102946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Steel <br> Enterprise Corp.<br>| 4416052 | &nbsp;&nbsp; 9467870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tung Ho Textile Co. <br> Ltd.<br>| 17000 | &nbsp;&nbsp; 10257 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tung Thih Electronic <br> Co. Ltd.<br>| 457400 | &nbsp;&nbsp; 868893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TURVO International <br> Co. Ltd.<br>| 229515 | &nbsp;&nbsp; 1368106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Twinhead International <br> Corp.<br>| 40000 | &nbsp;&nbsp; 133821 |
| # | TXC Corp. | 2510762 | &nbsp;&nbsp; 7021190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TYC Brother Industrial <br> Co. Ltd.<br>| 1212333 | &nbsp;&nbsp; 1644044 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Tycoons Group <br> Enterprise<br>| 2282327 | &nbsp;&nbsp; 583041 |
| # | Tyntek Corp. | 1782413 | &nbsp;&nbsp; 894103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TZE Shin International <br> Co. Ltd.<br>| 652200 | &nbsp;&nbsp; 352122 |
| # | UDE Corp. | 533000 | &nbsp;&nbsp; 1735106 |
| # | Ultra Chip, Inc. | 260000 | &nbsp;&nbsp; 461241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-MEDIA <br> Communications, <br> Inc.<br>| 22000 | &nbsp;&nbsp; 34319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Ming Marine <br> Transport Corp.<br>| 3491200 | &nbsp;&nbsp; 6070184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unic Technology <br> Corp.<br>| 517000 | &nbsp;&nbsp; 398644 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unictron Technologies <br> Corp.<br>| 95000 | &nbsp;&nbsp; 163312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unimicron Technology <br> Corp.<br>| 4277563 | &nbsp;&nbsp; 19417117 |
| # | Union Bank of Taiwan | 11816013 | &nbsp;&nbsp; 6567242 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Union Insurance Co. <br> Ltd.<br>| 208000 | &nbsp;&nbsp; 179835 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Uniplus Electronics <br> Co. Ltd.<br>| 59000 | &nbsp;&nbsp; 52945 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Uni-President <br> Enterprises Corp.<br>| 16263734 | &nbsp;&nbsp; 42924275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Computer Co. <br> Ltd.<br>| 543365 | &nbsp;&nbsp; 754331 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Unitech Printed Circuit <br> Board Corp.<br>| 4418078 | &nbsp;&nbsp; 4099191 |
| \* | United Alloy-Tech Co. | 59000 | &nbsp;&nbsp; 81649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Integrated <br> Services Co. Ltd.<br>| 937640 | &nbsp;&nbsp; 24616991 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United <br> Microelectronics <br> Corp. (2303 TT)<br>| 24988441 | &nbsp;&nbsp; 34625804 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United <br> Microelectronics <br> Corp. (UMC US), <br> Sponsored ADR<br>| 82862 | &nbsp;&nbsp; 566776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Orthopedic <br> Corp.<br>| 572468 | &nbsp;&nbsp; 1904980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; United Radiant <br> Technology<br>| 548000 | &nbsp;&nbsp; 379520 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Recommend <br> International Co. <br> Ltd.<br>| 232785 | &nbsp;&nbsp; $304556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Renewable <br> Energy Co. Ltd.<br>| 8651644 | &nbsp;&nbsp; 2047396 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Unity Opto Technology <br> Co. Ltd.<br>| 3736276 | &nbsp;&nbsp; 0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Univacco Technology, <br> Inc.<br>| 301000 | &nbsp;&nbsp; 444022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Cement <br> Corp.<br>| 2954065 | &nbsp;&nbsp; 2638127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal <br> Microelectronics Co. <br> Ltd.<br>| 29000 | &nbsp;&nbsp; 17066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Universal Microwave <br> Technology, Inc.<br>| 115000 | &nbsp;&nbsp; 1221946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Textile Co. <br> Ltd.<br>| 46000 | &nbsp;&nbsp; 20477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 305764 | &nbsp;&nbsp; 2044039 |
| # | Universal, Inc. | 199000 | &nbsp;&nbsp; 190205 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; UPC Technology <br> Corp.<br>| 5396684 | &nbsp;&nbsp; 1871289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UPI Semiconductor <br> Corp.<br>| 38000 | &nbsp;&nbsp; 246516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Userjoy Technology <br> Co. Ltd.<br>| 352589 | &nbsp;&nbsp; 982972 |
| # | USI Corp. | 3785226 | &nbsp;&nbsp; 1369142 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Usun Technology Co. <br> Ltd.<br>| 182100 | &nbsp;&nbsp; 248426 |
|  | U-Tech Media Corp. | 438000 | &nbsp;&nbsp; 195616 |
| # | Utechzone Co. Ltd. | 377000 | &nbsp;&nbsp; 1127514 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; UVAT Technology Co. <br> Ltd.<br>| 189000 | &nbsp;&nbsp; 398853 |
| # | Value Valves Co. Ltd. | 201000 | &nbsp;&nbsp; 517501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Vanguard International <br> Semiconductor <br> Corp.<br>| 5395382 | &nbsp;&nbsp; 16720893 |
|  | Ve Wong Corp. | 704524 | &nbsp;&nbsp; 944813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ventec International <br> Group Co. Ltd.<br>| 445000 | &nbsp;&nbsp; 1237604 |
| # | VIA Labs, Inc. | 107000 | &nbsp;&nbsp; 310599 |
|  | Via Technologies, Inc. | 49000 | &nbsp;&nbsp; 96855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Victory New Materials <br> Ltd. Co.<br>| 596500 | &nbsp;&nbsp; 126508 |
| # | Viking Tech Corp. | 467000 | &nbsp;&nbsp; 592137 |
| # | Visco Vision, Inc. | 244000 | &nbsp;&nbsp; 1361103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; VisEra Technologies <br> Co. Ltd.<br>| 297000 | &nbsp;&nbsp; 2197937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Visual Photonics <br> Epitaxy Co. Ltd.<br>| 725224 | &nbsp;&nbsp; 3469809 |
| # | Vivotek, Inc. | 74000 | &nbsp;&nbsp; 228900 |
| # | Vizionfocus, Inc. | 40000 | &nbsp;&nbsp; 236374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Voltronic Power <br> Technology Corp.<br>| 246007 | &nbsp;&nbsp; 9663042 |
| #\* | Wafer Works Corp. | 4170113 | &nbsp;&nbsp; 3204234 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Waffer Technology <br> Corp.<br>| 821479 | &nbsp;&nbsp; $1404141 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wah Hong Industrial <br> Corp.<br>| 418280 | &nbsp;&nbsp; 534239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wah Lee Industrial <br> Corp.<br>| 1303400 | &nbsp;&nbsp; 4079469 |
| # | Walsin Lihwa Corp. | 8839979 | &nbsp;&nbsp; 6606383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Walsin Technology <br> Corp.<br>| 2132496 | &nbsp;&nbsp; 5999456 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Walton Advanced <br> Engineering, Inc.<br>| 2036662 | &nbsp;&nbsp; 872505 |
| # | Wan Hai Lines Ltd. | 2531972 | &nbsp;&nbsp; 7488088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WAN HWA Enterprise <br> Co.<br>| 428452 | &nbsp;&nbsp; 161120 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; We & Win <br> Development Co. <br> Ltd.<br>| 393000 | &nbsp;&nbsp; 139898 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; We&Win <br> Diversification Co. <br> Ltd.<br>| 389898 | &nbsp;&nbsp; 252064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WEI Chih Steel <br> Industrial Co. Ltd.<br>| 365000 | &nbsp;&nbsp; 225016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wei Chuan Foods <br> Corp.<br>| 2490000 | &nbsp;&nbsp; 1307334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Weikeng Industrial Co. <br> Ltd.<br>| 2926979 | &nbsp;&nbsp; 3309599 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Well Shin Technology <br> Co. Ltd.<br>| 624443 | &nbsp;&nbsp; 1140409 |
| # | Welldone Co. | 138000 | &nbsp;&nbsp; 226359 |
| # | WELLELL, Inc. | 308463 | &nbsp;&nbsp; 225072 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Wha Yu Industrial Co. <br> Ltd.<br>| 498000 | &nbsp;&nbsp; 213761 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wholetech System <br> Hitech Ltd.<br>| 393000 | &nbsp;&nbsp; 1193613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Win Semiconductors <br> Corp.<br>| 2038248 | &nbsp;&nbsp; 5779988 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Winbond Electronics <br> Corp.<br>| 14373328 | &nbsp;&nbsp; 8249154 |
| # | Winmate, Inc. | 208000 | &nbsp;&nbsp; 1033518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Winstek <br> Semiconductor Co. <br> Ltd.<br>| 523000 | &nbsp;&nbsp; 1672991 |
| \*†† | Wintek Corp. | 6349135 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WinWay Technology <br> Co. Ltd.<br>| 79000 | &nbsp;&nbsp; 2918967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wisdom Marine Lines <br> Co. Ltd.<br>| 3469849 | &nbsp;&nbsp; 6748233 |
| # | Wiselink Co. Ltd. | 326478 | &nbsp;&nbsp; 1800975 |
| # | Wistron Corp. | 6777169 | &nbsp;&nbsp; 27582134 |
| # | WITS Corp. | 278365 | &nbsp;&nbsp; 883694 |
|  | Wiwynn Corp. | 217000 | &nbsp;&nbsp; 19804839 |
|  | WNC Corp. | 1547896 | &nbsp;&nbsp; 6067697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Wonderful Hi-Tech Co. <br> Ltd.<br>| 736000 | &nbsp;&nbsp; 935108 |
| # | Wowprime Corp. | 661856 | &nbsp;&nbsp; 5064935 |
|  | WPG Holdings Ltd. | 5574957 | &nbsp;&nbsp; 12352782 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WT Microelectronics <br> Co. Ltd.<br>| 2124766 | &nbsp;&nbsp; $9744102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WUS Printed Circuit <br> Co. Ltd.<br>| 1091507 | &nbsp;&nbsp; 2957893 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; XAC Automation <br> Corp.<br>| 271000 | &nbsp;&nbsp; 228902 |
| # | XinTec, Inc. | 1210000 | &nbsp;&nbsp; 5914523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; X-Legend <br> Entertainment Co. <br> Ltd.<br>| 56000 | &nbsp;&nbsp; 175837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Xxentria Technology <br> Materials Corp.<br>| 1120098 | &nbsp;&nbsp; 1673724 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ya Horng Electronic <br> Co. Ltd.<br>| 129000 | &nbsp;&nbsp; 270779 |
|  | Yageo Corp. | 1053657 | &nbsp;&nbsp; 18514479 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yang Ming Marine <br> Transport Corp.<br>| 6339491 | &nbsp;&nbsp; 12861005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yankey Engineering <br> Co. Ltd.<br>| 299202 | &nbsp;&nbsp; 4120110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yao Sheng Electronic <br> Co. Ltd.<br>| 14000 | &nbsp;&nbsp; 28284 |
| # | YC INOX Co. Ltd. | 2694814 | &nbsp;&nbsp; 1926906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 109000 | &nbsp;&nbsp; 180203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yea Shin International <br> Development Co. <br> Ltd.<br>| 1658562 | &nbsp;&nbsp; 1474796 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yeh-Chiang <br> Technology Corp.<br>| 39000 | &nbsp;&nbsp; 37829 |
| # | Yem Chio Co. Ltd. | 2972064 | &nbsp;&nbsp; 1543888 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yen Sun Technology <br> Corp.<br>| 418000 | &nbsp;&nbsp; 608713 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 712054 | &nbsp;&nbsp; 543626 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YFC-Boneagle Electric <br> Co. Ltd.<br>| 740454 | &nbsp;&nbsp; 494701 |
| # | YFY, Inc. | 7432997 | &nbsp;&nbsp; 6038769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yi Jinn Industrial Co. <br> Ltd.<br>| 1461700 | &nbsp;&nbsp; 835278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yi Shin Textile <br> Industrial Co. Ltd.<br>| 112000 | &nbsp;&nbsp; 66752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Hsing Enterprise <br> Co. Ltd.<br>| 150000 | &nbsp;&nbsp; 36984 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yieh Phui Enterprise <br> Co. Ltd.<br>| 6780358 | &nbsp;&nbsp; 3397530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yonyu Plastics Co. <br> Ltd.<br>| 546050 | &nbsp;&nbsp; 362858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 669137 | &nbsp;&nbsp; 1254505 |
| \* | Young Optics, Inc. | 20000 | &nbsp;&nbsp; 34989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Youngtek Electronics <br> Corp.<br>| 862569 | &nbsp;&nbsp; 1773048 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yuan High-Tech <br> Development Co. <br> Ltd.<br>| 26000 | &nbsp;&nbsp; $136455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Financial <br> Holding Co. Ltd.<br>| 30167764 | &nbsp;&nbsp; 31292495 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yuanta Futures Co. <br> Ltd.<br>| 212799 | &nbsp;&nbsp; 585504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Chang Stainless <br> Steel Co. Ltd.<br>| 281000 | &nbsp;&nbsp; 138822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 452000 | &nbsp;&nbsp; 602836 |
|  | Yulon Finance Corp. | 1692403 | &nbsp;&nbsp; 5668179 |
| # | Yulon Motor Co. Ltd. | 3616526 | &nbsp;&nbsp; 3944857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 385350 | &nbsp;&nbsp; 968636 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 805200 | &nbsp;&nbsp; 2159541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; YungShin Global <br> Holding Corp.<br>| 1316400 | &nbsp;&nbsp; 2755583 |
| # | Yusin Holding Corp. | 136650 | &nbsp;&nbsp; 397885 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zeng Hsing Industrial <br> Co. Ltd.<br>| 401733 | &nbsp;&nbsp; 1313028 |
| # | Zenitron Corp. | 1297000 | &nbsp;&nbsp; 1428768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zero One Technology <br> Co. Ltd.<br>| 664868 | &nbsp;&nbsp; 2545214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zhen Ding Technology <br> Holding Ltd.<br>| 3373350 | &nbsp;&nbsp; 14069116 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Zig Sheng Industrial <br> Co. Ltd.<br>| 3171638 | &nbsp;&nbsp; 941527 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; ZillTek Technology <br> Corp.<br>| 30000 | &nbsp;&nbsp; 204356 |
| #\* | Zinwell Corp. | 2008979 | &nbsp;&nbsp; 754508 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Zippy Technology <br> Corp.<br>| 747028 | &nbsp;&nbsp; 1352120 |
| # | Zyxel Group Corp. | 2120320 | &nbsp;&nbsp; 1929589 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp; 5893630262 |
| THAILAND — (1.4%) | THAILAND — (1.4%) | THAILAND — (1.4%) | THAILAND — (1.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAPICO Hitech PCL <br> (AH/F TB)<br>| 2032688 | &nbsp;&nbsp; 932996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AAPICO Hitech PCL <br> (AH-R TB), NVDR<br>| 30260 | &nbsp;&nbsp; 13889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Absolute Clean <br> Energy PCL<br>| 12506400 | &nbsp;&nbsp; 501328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Info Service <br> PCL<br>| 2305509 | &nbsp;&nbsp; 20529471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Information <br> Technology PCL, <br> Class F<br>| 7482550 | &nbsp;&nbsp; 1202062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; AEON Thana Sinsap <br> Thailand PCL<br>| 540400 | &nbsp;&nbsp; 1632941 |
|  | After You PCL | 1939400 | &nbsp;&nbsp; 406514 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Airports of Thailand <br> PCL<br>| 5831200 | &nbsp;&nbsp; $7315765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Allianz Ayudhya <br> Capital PCL<br>| 136500 | &nbsp;&nbsp; 135748 |
|  | Amata Corp. PCL | 4489900 | &nbsp;&nbsp; 2198237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ananda Development <br> PCL<br>| 16269707 | &nbsp;&nbsp; 214075 |
| # | AP Thailand PCL | 18573436 | &nbsp;&nbsp; 4120484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Plus Group <br> Holdings PCL<br>| 18197900 | &nbsp;&nbsp; 1392128 |
| \* | Asia Precision PCL | 799300 | &nbsp;&nbsp; 31307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Sermkij Leasing <br> PCL, NVDR<br>| 2185000 | &nbsp;&nbsp; 514826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Asia Sermkij Leasing <br> PCL<br>| 202800 | &nbsp;&nbsp; 47783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Asian Alliance <br> International PCL<br>| 1859200 | &nbsp;&nbsp; 266250 |
|  | Asian Insulators PCL | 2470690 | &nbsp;&nbsp; 266121 |
|  | Asian Sea Corp. PCL | 2015850 | &nbsp;&nbsp; 447213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Asset World Corp. <br> PCL<br>| 15627000 | &nbsp;&nbsp; 1004183 |
| \* | Assetwise PCL | 90900 | &nbsp;&nbsp; 18080 |
|  | B Grimm Power PCL | 2460500 | &nbsp;&nbsp; 880901 |
| # | Bangchak Corp. PCL | 7829200 | &nbsp;&nbsp; 8145434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangchak Sriracha <br> PCL<br>| 1857000 | &nbsp;&nbsp; 284119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Airways <br> PCL<br>| 3334600 | &nbsp;&nbsp; 1530569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Aviation Fuel <br> Services PCL<br>| 166500 | &nbsp;&nbsp; 45089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Bank PCL <br> (BBLF TB)<br>| 2198200 | &nbsp;&nbsp; 9955128 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Chain <br> Hospital PCL<br>| 3655150 | &nbsp;&nbsp; 1565854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Commercial <br> Asset Management <br> PCL<br>| 11146598 | &nbsp;&nbsp; 2848044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Dusit <br> Medical Services <br> PCL, Class F<br>| 14307800 | &nbsp;&nbsp; 9413026 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Expressway <br> & Metro PCL<br>| 14486255 | &nbsp;&nbsp; 2460181 |
|  | Bangkok Land PCL | 86365016 | &nbsp;&nbsp; 1321374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 1617728 | &nbsp;&nbsp; 876187 |
|  | Bangkok Ranch PCL | 4050800 | &nbsp;&nbsp; 197086 |
|  | Banpu PCL | 25360513 | &nbsp;&nbsp; 3918929 |
|  | Banpu Power PCL | 2191900 | &nbsp;&nbsp; 533219 |
|  | BCPG PCL | 2636500 | &nbsp;&nbsp; 540531 |
| # | BEC World PCL | 6788131 | &nbsp;&nbsp; 540059 |
| # | Berli Jucker PCL | 4025650 | &nbsp;&nbsp; 2365131 |
|  | Betagro PCL | 795800 | &nbsp;&nbsp; 431018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL<br>| 22969967 | &nbsp;&nbsp; 133546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Beyond Securities <br> PCL<br>| 1832100 | &nbsp;&nbsp; 23546 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | BKI Holdings PCL | 165140 | &nbsp;&nbsp; $1455334 |
|  | Bluebik Group PCL | 80500 | &nbsp;&nbsp; 52961 |
| \* | Bound & Beyond PCL | 614200 | &nbsp;&nbsp; 129681 |
|  | Brooker Group PCL | 6444600 | &nbsp;&nbsp; 70993 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; BTS Group Holdings <br> PCL<br>| 19553400 | &nbsp;&nbsp; 2106119 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Bumrungrad Hospital <br> PCL<br>| 1461400 | &nbsp;&nbsp; 7602142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 19709038 | &nbsp;&nbsp; 4010560 |
| # | Carabao Group PCL | 925500 | &nbsp;&nbsp; 1564684 |
|  | Central Pattana PCL | 3142600 | &nbsp;&nbsp; 5024506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Central Plaza Hotel <br> PCL<br>| 1194700 | &nbsp;&nbsp; 1041889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Central Retail Corp. <br> PCL<br>| 5238817 | &nbsp;&nbsp; 3446590 |
|  | CH Karnchang PCL | 5258767 | &nbsp;&nbsp; 2172379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Charoen Pokphand <br> Foods PCL<br>| 12509200 | &nbsp;&nbsp; 8727349 |
|  | Chayo Group PCL | 3417042 | &nbsp;&nbsp; 151613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Chularat Hospital <br> PCL<br>| 25981000 | &nbsp;&nbsp; 1391271 |
|  | CK Power PCL | 8164000 | &nbsp;&nbsp; 654519 |
|  | Com7 PCL | 3942800 | &nbsp;&nbsp; 2630142 |
|  | Cotto F | 6288800 | &nbsp;&nbsp; 36563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Country Group <br> Development PCL<br>| 22057000 | &nbsp;&nbsp; 80993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Country Group <br> Holdings PCL<br>| 14076611 | &nbsp;&nbsp; 236907 |
|  | CP ALL PCL | 4728400 | &nbsp;&nbsp; 6836502 |
|  | CP Axtra PCL | 19200 | &nbsp;&nbsp; 12103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Delta Electronics <br> Thailand PCL<br>| 3961300 | &nbsp;&nbsp; 17697362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dhipaya Group <br> Holdings PCL<br>| 3194000 | &nbsp;&nbsp; 1856977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Building <br> Products PCL<br>| 1468200 | &nbsp;&nbsp; 238111 |
|  | Dohome PCL | 991333 | &nbsp;&nbsp; 121945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Don Muang Tollway <br> PCL<br>| 980000 | &nbsp;&nbsp; 308874 |
| \* | Dusit Thani PCL | 153900 | &nbsp;&nbsp; 40265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Dynasty Ceramic <br> PCL<br>| 17934150 | &nbsp;&nbsp; 812195 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Polymer <br> Group PCL<br>| 6015900 | &nbsp;&nbsp; 541210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Water <br> Resources <br> Development & <br> Management PCL, <br> Class F<br>| 4568900 | &nbsp;&nbsp; 290799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ekachai Medical Care <br> PCL<br>| 2248790 | &nbsp;&nbsp; 402553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Electricity Generating <br> PCL<br>| 577800 | &nbsp;&nbsp; 1953699 |
| #\* | Energy Absolute PCL | 24344900 | &nbsp;&nbsp; 2160349 |
| # | Erawan Group PCL | 12627100 | &nbsp;&nbsp; 904144 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Exotic Food PCL | 1287100 | &nbsp;&nbsp; $708929 |
| # | Forth Corp. PCL | 1124700 | &nbsp;&nbsp; 242630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forth Smart Service <br> PCL<br>| 1486849 | &nbsp;&nbsp; 300282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Parts Industry <br> PCL<br>| 2261200 | &nbsp;&nbsp; 105864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frasers Property <br> Thailand PCL<br>| 109400 | &nbsp;&nbsp; 20420 |
| # | GFPT PCL | 3753022 | &nbsp;&nbsp; 1113963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Green <br> Chemicals PCL<br>| 17400 | &nbsp;&nbsp; 2130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Power Synergy <br> PCL<br>| 626926 | &nbsp;&nbsp; 642657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Development <br> PCL<br>| 3196009 | &nbsp;&nbsp; 4620912 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Gunkul Engineering <br> PCL<br>| 22083700 | &nbsp;&nbsp; 1169058 |
|  | Haad Thip PCL | 1429600 | &nbsp;&nbsp; 669305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Hana Microelectronics <br> PCL<br>| 3531053 | &nbsp;&nbsp; 2495940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Heng Leasing & <br> Capital PCL<br>| 4843200 | &nbsp;&nbsp; 146719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Home Product Center <br> PCL<br>| 15956815 | &nbsp;&nbsp; 3491164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hwa Fong Rubber <br> Thailand PCL, <br> Class F<br>| 695600 | &nbsp;&nbsp; 90249 |
|  | ICC International PCL | 87738 | &nbsp;&nbsp; 72489 |
| # | Ichitan Group PCL | 5097900 | &nbsp;&nbsp; 1747138 |
|  | Index Livingmall PCL | 1259900 | &nbsp;&nbsp; 543592 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Indorama Ventures <br> PCL<br>| 5093000 | &nbsp;&nbsp; 3600009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interlink <br> Communication <br> PCL<br>| 2238550 | &nbsp;&nbsp; 349345 |
|  | Internet Thailand PCL | 66500 | &nbsp;&nbsp; 8343 |
| # | IRPC PCL | 49131190 | &nbsp;&nbsp; 1548504 |
|  | IT City PCL | 163900 | &nbsp;&nbsp; 18557 |
|  | I-TAIL Corp. PCL | 664700 | &nbsp;&nbsp; 298993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Italian-Thai <br> Development PCL<br>| 38425873 | &nbsp;&nbsp; 282197 |
| \*†† | ITV PLC | 183700 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine International <br> PCL<br>| 7205866 | &nbsp;&nbsp; 337362 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine Technology <br> Solution PCL<br>| 338000 | &nbsp;&nbsp; 338724 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Jaymart Group <br> Holdings PCL<br>| 3207800 | &nbsp;&nbsp; 750908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; JMT Network Services <br> PCL<br>| 3392997 | &nbsp;&nbsp; 1152456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kang Yong Electric <br> PCL<br>| 8200 | &nbsp;&nbsp; 80545 |
|  | Karmarts PCL | 4968793 | &nbsp;&nbsp; 1292373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL <br> (KBANKF TB)<br>| 91000 | &nbsp;&nbsp; 451102 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL <br> (KBANKR TB), <br> NVDR<br>| 714000 | &nbsp;&nbsp; $3539412 |
|  | KCE Electronics PCL | 3848464 | &nbsp;&nbsp; 2920499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; KGI Securities <br> Thailand PCL<br>| 7099700 | &nbsp;&nbsp; 847271 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Khon Kaen Sugar <br> Industry PCL<br>| 15113249 | &nbsp;&nbsp; 698317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kiatnakin Phatra Bank <br> PCL<br>| 1122407 | &nbsp;&nbsp; 1897582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Klinique Medical Clinic <br> PCL<br>| 15700 | &nbsp;&nbsp; 11674 |
|  | Krung Thai Bank PCL | 6944432 | &nbsp;&nbsp; 4674954 |
|  | Krungthai Card PCL | 2212600 | &nbsp;&nbsp; 1929593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ladprao General <br> Hospital PCL, <br> Class F<br>| 450300 | &nbsp;&nbsp; 51258 |
|  | Lalin Property PCL | 1613800 | &nbsp;&nbsp; 240984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lam Soon Thailand <br> PCL<br>| 2756000 | &nbsp;&nbsp; 392991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Land & Houses PCL <br> (LHF TB)<br>| 18140000 | &nbsp;&nbsp; 2120404 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Land & Houses PCL <br> (LHR TB), NVDR<br>| 3074080 | &nbsp;&nbsp; 359332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lanna Resources <br> PCL<br>| 54100 | &nbsp;&nbsp; 27811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LH Financial Group <br> PCL<br>| 28136459 | &nbsp;&nbsp; 671556 |
|  | Loxley PCL | 11146635 | &nbsp;&nbsp; 385425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; LPN Development <br> PCL<br>| 9471996 | &nbsp;&nbsp; 504323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Major Cineplex Group <br> PCL<br>| 2400300 | &nbsp;&nbsp; 620641 |
|  | Malee Group PCL | 1258900 | &nbsp;&nbsp; 238837 |
|  | MBK PCL | 5689228 | &nbsp;&nbsp; 2942104 |
|  | MC Group PCL | 2242000 | &nbsp;&nbsp; 686046 |
|  | MCS Steel PCL | 3495200 | &nbsp;&nbsp; 898399 |
| \* | MDX PCL | 484300 | &nbsp;&nbsp; 35567 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Mega Lifesciences <br> PCL<br>| 2158200 | &nbsp;&nbsp; 2030742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Minor International <br> PCL<br>| 10628130 | &nbsp;&nbsp; 8130455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MK Restaurants <br> Group PCL<br>| 1341300 | &nbsp;&nbsp; 952208 |
| \* | Mono Next PCL | 5055100 | &nbsp;&nbsp; 279980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Moshi Moshi Retail <br> Corp. PLC<br>| 365600 | &nbsp;&nbsp; 447491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Muang Thai Insurance <br> PCL<br>| 261900 | &nbsp;&nbsp; 125020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Muangthai Capital <br> PCL<br>| 2489000 | &nbsp;&nbsp; 2875145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Namyong Terminal <br> PCL<br>| 2643000 | &nbsp;&nbsp; 229685 |
|  | Netbay PCL | 669474 | &nbsp;&nbsp; 477318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Noble Development <br> PCL<br>| 5961100 | &nbsp;&nbsp; 337455 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nonthavej Hospital <br> PCL<br>| 72300 | &nbsp;&nbsp; $56415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Northeast Rubber <br> PCL<br>| 9303400 | &nbsp;&nbsp; 1258293 |
|  | NSL Foods PCL | 334800 | &nbsp;&nbsp; 332956 |
| # | Origin Property PCL | 5780135 | &nbsp;&nbsp; 336054 |
|  | Osotspa PCL | 2845000 | &nbsp;&nbsp; 1558308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PCS Machine Group <br> Holding PCL<br>| 1476600 | &nbsp;&nbsp; 141876 |
| # | Plan B Media PCL | 12805468 | &nbsp;&nbsp; 2076774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Platinum Group PCL, <br> Class F<br>| 2830700 | &nbsp;&nbsp; 109140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Polyplex Thailand <br> PCL<br>| 2228587 | &nbsp;&nbsp; 722859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Praram 9 Hospital <br> PCL<br>| 1807850 | &nbsp;&nbsp; 1333206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Precious Shipping <br> PCL<br>| 8257500 | &nbsp;&nbsp; 1667671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Premier Marketing <br> PCL<br>| 2431700 | &nbsp;&nbsp; 825945 |
| # | Prima Marine PCL | 6399534 | &nbsp;&nbsp; 1272857 |
|  | Principal Capital PCL | 1957300 | &nbsp;&nbsp; 117989 |
| \* | Property Perfect PCL | 34024587 | &nbsp;&nbsp; 93703 |
| # | Pruksa Holding PCL | 4631700 | &nbsp;&nbsp; 632111 |
|  | PSG Corp. PCL | 646675 | &nbsp;&nbsp; 24141 |
|  | PTG Energy PCL | 8443900 | &nbsp;&nbsp; 1744074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Exploration & <br> Production PCL<br>| 5536569 | &nbsp;&nbsp; 21346625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Global Chemical <br> PCL<br>| 4421558 | &nbsp;&nbsp; 3206577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; PTT Oil & Retail <br> Business PCL<br>| 5361000 | &nbsp;&nbsp; 2280229 |
|  | PTT PCL | 36706900 | &nbsp;&nbsp; 37347137 |
| # | Quality Houses PCL | 47743004 | &nbsp;&nbsp; 2089122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; R&B Food Supply <br> PCL<br>| 1203800 | &nbsp;&nbsp; 141450 |
| \* | Raimon Land PCL | 17687200 | &nbsp;&nbsp; 64947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rajthanee Hospital <br> PCL<br>| 1046000 | &nbsp;&nbsp; 451304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ramkhamhaeng <br> Hospital PCL<br>| 10500 | &nbsp;&nbsp; 5719 |
| # | Ratch Group PCL | 2390200 | &nbsp;&nbsp; 1938198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ratchaphruek Hospital <br> PCL<br>| 2714500 | &nbsp;&nbsp; 415315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ratchthani Leasing <br> PCL<br>| 15207094 | &nbsp;&nbsp; 777107 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Regional Container <br> Lines PCL<br>| 2570000 | &nbsp;&nbsp; 2398562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rojana Industrial Park <br> PCL<br>| 5984112 | &nbsp;&nbsp; 860628 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; S Hotels & Resorts <br> PCL<br>| 8172386 | &nbsp;&nbsp; 380111 |
|  | Sabina PCL | 681515 | &nbsp;&nbsp; 323240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saha Pathana <br> Inter-Holding PCL<br>| 50400 | &nbsp;&nbsp; 70372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sahamitr Pressure <br> Container PCL<br>| 868600 | &nbsp;&nbsp; 225921 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Saha-Union PCL | 755300 | &nbsp;&nbsp; $670248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Saksiam Leasing <br> PCL<br>| 3285200 | &nbsp;&nbsp; 361895 |
| \* | Samart Corp. PCL | 2520199 | &nbsp;&nbsp; 481984 |
|  | Sansiri PCL | 97195985 | &nbsp;&nbsp; 4401777 |
| # | Sappe PCL | 825800 | &nbsp;&nbsp; 979184 |
| # | SC Asset Corp. PCL | 14539716 | &nbsp;&nbsp; 796392 |
|  | SCB X PCL | 2083969 | &nbsp;&nbsp; 8066771 |
| # | SCG Packaging PCL | 4425600 | &nbsp;&nbsp; 2532397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; SCGJWD Logistics <br> PCL<br>| 160400 | &nbsp;&nbsp; 41720 |
|  | SEAFCO PCL | 4810502 | &nbsp;&nbsp; 297344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sena Development <br> PCL<br>| 4559850 | &nbsp;&nbsp; 251155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sermsang Power <br> Corp. Co. Ltd.<br>| 2443806 | &nbsp;&nbsp; 308093 |
|  | Siam Cement PCL  | 1088700 | &nbsp;&nbsp; 6696105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siam Global House <br> PCL<br>| 1318415 | &nbsp;&nbsp; 272316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siam Wellness Group <br> PCL<br>| 3501200 | &nbsp;&nbsp; 404974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Siamgas & <br> Petrochemicals <br> PCL<br>| 5893300 | &nbsp;&nbsp; 1208235 |
|  | Sikarin PCL, Class F | 1439500 | &nbsp;&nbsp; 303934 |
| #\* | Singer Thailand PCL | 2481500 | &nbsp;&nbsp; 398650 |
| # | Singha Estate PCL | 21262581 | &nbsp;&nbsp; 364353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SiS Distribution <br> Thailand PCL<br>| 260200 | &nbsp;&nbsp; 173573 |
| # | SISB PCL | 1235400 | &nbsp;&nbsp; 585945 |
| #\* | SKY ICT PCL | 96000 | &nbsp;&nbsp; 37601 |
| \* | SNC Former PCL | 1905000 | &nbsp;&nbsp; 346841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Somboon Advance <br> Technology PCL<br>| 2088125 | &nbsp;&nbsp; 830649 |
|  | SPCG PCL | 3684200 | &nbsp;&nbsp; 924432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang <br> Agro-Industry PCL<br>| 6633439 | &nbsp;&nbsp; 2862041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Sri Trang Gloves <br> Thailand PCL<br>| 5070577 | &nbsp;&nbsp; 1093867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Srinanaporn Marketing <br> PCL<br>| 1416100 | &nbsp;&nbsp; 433323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Srisawad Capital 1969 <br> PCL, Class F<br>| 5602662 | &nbsp;&nbsp; 212586 |
|  | Srisawad Corp. PCL | 3973980 | &nbsp;&nbsp; 2468537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Srithai Superware <br> PCL<br>| 8983000 | &nbsp;&nbsp; 307863 |
|  | Srivichai Vejvivat PCL | 2916291 | &nbsp;&nbsp; 660360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Star Petroleum <br> Refining PCL<br>| 11338699 | &nbsp;&nbsp; 1977680 |
| #\* | Stecon Group PCL | 4183287 | &nbsp;&nbsp; 825649 |
| \* | Stella X PCL | 13241300 | &nbsp;&nbsp; 64829 |
| #\* | STP & I PCL | 7956126 | &nbsp;&nbsp; 915393 |
| # | Supalai PCL | 9224625 | &nbsp;&nbsp; 4403432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Super Energy Corp. <br> PCL<br>| 141162575 | &nbsp;&nbsp; 604736 |
|  | Susco PCL | 4075000 | &nbsp;&nbsp; 321710 |
|  | SVI PCL | 2050000 | &nbsp;&nbsp; 388923 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Syntec Construction <br> PCL<br>| 7690300 | &nbsp;&nbsp; $421225 |
|  | TAC Consumer PCL | 2816769 | &nbsp;&nbsp; 403381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 2789200 | &nbsp;&nbsp; 512093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tata Steel Thailand <br> PCL<br>| 20449400 | &nbsp;&nbsp; 500597 |
|  | Thai Coconut PCL | 139800 | &nbsp;&nbsp; 32298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Life Insurance <br> PCL<br>| 2448600 | &nbsp;&nbsp; 756758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Nakarin Hospital <br> PCL<br>| 168000 | &nbsp;&nbsp; 165789 |
| # | Thai Oil PCL | 3869489 | &nbsp;&nbsp; 4084987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Thai Reinsurance <br> PCL<br>| 8794100 | &nbsp;&nbsp; 102257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Stanley Electric <br> PCL (STANLY/F <br> TB), Class F<br>| 231200 | &nbsp;&nbsp; 1315887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Stanley Electric <br> PCL (STANLY-R <br> TB), NVDR<br>| 7500 | &nbsp;&nbsp; 42687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thai Union Group <br> PCL<br>| 9594860 | &nbsp;&nbsp; 3258964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thai Vegetable Oil <br> PCL<br>| 3470257 | &nbsp;&nbsp; 2410491 |
|  | Thai Wah PCL | 4164200 | &nbsp;&nbsp; 272686 |
| \* | Thaicom PCL | 4237800 | &nbsp;&nbsp; 1121694 |
| # | Thaifoods Group PCL | 10502626 | &nbsp;&nbsp; 1587606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thanachart Capital <br> PCL<br>| 1058300 | &nbsp;&nbsp; 1594898 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Thonburi Healthcare <br> Group PCL<br>| 1258200 | &nbsp;&nbsp; 344580 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Thoresen Thai <br> Agencies PCL<br>| 10015000 | &nbsp;&nbsp; 1336151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TIDLOR Holdings <br> PCL<br>| 3981853 | &nbsp;&nbsp; 2132265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 3085590 | &nbsp;&nbsp; 1406833 |
|  | TIPCO Foods PCL | 1384300 | &nbsp;&nbsp; 368525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 870100 | &nbsp;&nbsp; 2642516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tisco Financial Group <br> PCL (TISCOR TB), <br> NVDR<br>| 90 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKS Technologies <br> PCL<br>| 2077972 | &nbsp;&nbsp; 365616 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank <br> PCL<br>| 56078683 | &nbsp;&nbsp; 3311868 |
|  | TMT Steel PCL | 2855800 | &nbsp;&nbsp; 288376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOA Paint Thailand <br> PCL<br>| 2134899 | &nbsp;&nbsp; 914583 |
| # | TPI Polene PCL | 48531460 | &nbsp;&nbsp; 1366247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TPI Polene Power <br> PCL<br>| 15137340 | &nbsp;&nbsp; 1028302 |
| # | TQM Alpha PCL | 1138196 | &nbsp;&nbsp; 529393 |
|  | Triple i Logistics PCL | 352900 | &nbsp;&nbsp; 51402 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| \* | True Corp. PCL | 42384284 | &nbsp;&nbsp; $13488267 |
| # | TTW PCL | 6182000 | &nbsp;&nbsp; 1693051 |
|  | Union Auction PCL | 1622000 | &nbsp;&nbsp; 327576 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Unique Engineering & <br> Construction PCL<br>| 5285405 | &nbsp;&nbsp; 475492 |
|  | United Paper PCL | 2154200 | &nbsp;&nbsp; 500977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Univanich Palm Oil <br> PCL<br>| 5283100 | &nbsp;&nbsp; 1568117 |
|  | Vanachai Group PCL | 5890840 | &nbsp;&nbsp; 349701 |
| #\* | VGI PCL | 13009000 | &nbsp;&nbsp; 835952 |
|  | WHA Corp. PCL | 22243300 | &nbsp;&nbsp; 2436689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; WHA Utilities & Power <br> PCL<br>| 4484362 | &nbsp;&nbsp; 469294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Workpoint <br> Entertainment PCL<br>| 884180 | &nbsp;&nbsp; 112552 |
| #\* | Xspring Capital PCL | 26075833 | &nbsp;&nbsp; 422894 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 434494216 |
| TURKEY — (0.9%) | TURKEY — (0.9%) | TURKEY — (0.9%) | TURKEY — (0.9%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Adese Alisveris <br> Merkezleri Ticaret <br> AS<br>| 6407110 | &nbsp;&nbsp; 2415478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agesa Hayat ve <br> Emeklilik AS<br>| 307731 | &nbsp;&nbsp; 1317358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ahlatci Dogal Gaz <br> Dagitim Enerji VE <br> Yatirim AS<br>| 371001 | &nbsp;&nbsp; 269444 |
|  | Akbank TAS | 11333136 | &nbsp;&nbsp; 18789863 |
|  | Akcansa Cimento AS | 289852 | &nbsp;&nbsp; 1015920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akenerji Elektrik <br> Uretim AS<br>| 1094253 | &nbsp;&nbsp; 326985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akfen Yenilenebilir <br> Enerji AS<br>| 818569 | &nbsp;&nbsp; 363727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Akrilik Kimya <br> Sanayii AS<br>| 7976069 | &nbsp;&nbsp; 1866739 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Aksa Enerji Uretim <br> AS<br>| 1259081 | &nbsp;&nbsp; 1232197 |
| \* | Aksigorta AS | 3421294 | &nbsp;&nbsp; 611093 |
| # | Alarko Holding AS | 1090824 | &nbsp;&nbsp; 2518165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albaraka Turk Katilim <br> Bankasi AS<br>| 17445925 | &nbsp;&nbsp; 3899794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alcatel-Lucent Teletas <br> Telekomunikasyon <br> AS<br>| 1192 | &nbsp;&nbsp; 3531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alfa Solar Enerji <br> Sanayi VE Ticaret <br> AS<br>| 136992 | &nbsp;&nbsp; 157383 |
| \* | Alkim Alkali Kimya AS | 935770 | &nbsp;&nbsp; 416569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 1346833 | &nbsp;&nbsp; 3296114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Efes Biracilik <br> Ve Malt Sanayii AS<br>| 4785090 | &nbsp;&nbsp; 1783769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Hayat <br> Emeklilik AS<br>| 543905 | &nbsp;&nbsp; 1186994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Anadolu Isuzu <br> Otomotiv Sanayi Ve <br> Ticaret AS, Class C<br>| 129488 | &nbsp;&nbsp; 203787 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| #\* | Arcelik AS | 325658 | &nbsp;&nbsp; $1001984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARD Grup Bilisim <br> Teknolojileri AS<br>| 1002909 | &nbsp;&nbsp; 772005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Arena Bilgisayar <br> Sanayi ve Ticaret <br> AS<br>| 59805 | &nbsp;&nbsp; 58801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aselsan Elektronik <br> Sanayi Ve Ticaret <br> AS<br>| 1207107 | &nbsp;&nbsp; 5551813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Astor Transformator <br> Enerji Turizm Insaat <br> Ve Petrol Sanayi <br> Ticaret AS<br>| 912035 | &nbsp;&nbsp; 2345675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aydem Yenilenebilir <br> Enerji AS<br>| 671729 | &nbsp;&nbsp; 301838 |
|  | Aygaz AS | 349888 | &nbsp;&nbsp; 1406871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baskent Dogalgaz <br> Dagitim <br> Gayrimenkul Yatirim <br> Ortakligi AS<br>| 22624 | &nbsp;&nbsp; 19950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Baticim Bati Anadolu <br> Cimento Sanayii <br> AS<br>| 12819810 | &nbsp;&nbsp; 1432850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BatiSoke Soke <br> Cimento Sanayii <br> TAS<br>| 1317356 | &nbsp;&nbsp; 449711 |
| \* | Bera Holding AS | 5378612 | &nbsp;&nbsp; 2212988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Besler Gida Ve Kimya <br> Sanayi Ve Ticaret <br> AS<br>| 1040753 | &nbsp;&nbsp; 390773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; BIM Birlesik <br> Magazalar AS<br>| 286459 | &nbsp;&nbsp; 3741409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Biotrend Cevre VE <br> Enerji Yatirimlari <br> AS<br>| 732821 | &nbsp;&nbsp; 383185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Birlesim Muhendislik <br> Isitma Sogutma <br> Havalandirma <br> Sanayi VE Ticaret <br> AS<br>| 418650 | &nbsp;&nbsp; 168544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bogazici Beton Sanayi <br> Ve Ticaret AS<br>| 677027 | &nbsp;&nbsp; 357600 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Birlesik Boru <br> Fabrikalari Sanayi <br> ve Ticaret AS<br>| 48426 | &nbsp;&nbsp; 429368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Borusan Yatirim ve <br> Pazarlama AS<br>| 5752 | &nbsp;&nbsp; 295539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Bosch Fren Sistemleri <br> Sanayi ve Ticaret <br> AS<br>| 7074 | &nbsp;&nbsp; 29981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 152406 | &nbsp;&nbsp; 291188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bursa Cimento <br> Fabrikasi AS<br>| 5085858 | &nbsp;&nbsp; 940447 |
| \* | Can2 Termik AS | 10405624 | &nbsp;&nbsp; 460914 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Celebi Hava Servisi <br> AS<br>| 17928 | &nbsp;&nbsp; $741798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cemas Dokum Sanayi <br> AS<br>| 1693587 | &nbsp;&nbsp; 345117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cemtas Celik Makina <br> Sanayi Ve Ticaret <br> AS<br>| 1609337 | &nbsp;&nbsp; 442100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cimbeton Hazirbeton <br> ve Prefabrik Yapi <br> Elemanlari Sanayi <br> ve Ticaret AS<br>| 2895 | &nbsp;&nbsp; 164793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Cimsa Cimento <br> Sanayi VE Ticaret <br> AS<br>| 1232524 | &nbsp;&nbsp; 1564488 |
| # | Coca-Cola Icecek AS | 2569534 | &nbsp;&nbsp; 3206951 |
| \* | Deva Holding AS | 229627 | &nbsp;&nbsp; 366503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogan Sirketler Grubu <br> Holding AS<br>| 6941612 | &nbsp;&nbsp; 2714720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Doganlar Mobilya <br> Grubu Imalat <br> Sanayi ve Ticaret <br> AS<br>| 12638 | &nbsp;&nbsp; 2308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dogus Otomotiv <br> Servis ve Ticaret <br> AS<br>| 590191 | &nbsp;&nbsp; 2671295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eczacibasi Yatirim <br> Holding Ortakligi <br> AS<br>| 85075 | &nbsp;&nbsp; 404970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EGE Endustri VE <br> Ticaret AS<br>| 3709 | &nbsp;&nbsp; 718694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EGE Gubre Sanayii <br> AS<br>| 336669 | &nbsp;&nbsp; 836543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EIS Eczacibasi Ilac ve <br> Sinai ve Finansal <br> Yatirimlar Sanayi ve <br> Ticaret AS<br>| 859769 | &nbsp;&nbsp; 1050753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emek Elektrik <br> Endustrisi AS<br>| 53270 | &nbsp;&nbsp; 106218 |
| Ω | Enerjisa Enerji AS | 703788 | &nbsp;&nbsp; 1121091 |
|  | Enerya Enerji AS | 1200628 | &nbsp;&nbsp; 253146 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Enka Insaat ve Sanayi <br> AS<br>| 2194936 | &nbsp;&nbsp; 3748083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 92552 | &nbsp;&nbsp; 385728 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Eregli Demir ve Celik <br> Fabrikalari TAS<br>| 3791356 | &nbsp;&nbsp; 2486342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Escar Turizm <br> Tasimacilik Ticaret <br> AS<br>| 665193 | &nbsp;&nbsp; 762310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Esenboga Elektrik <br> Uretim AS<br>| 459956 | &nbsp;&nbsp; 1078893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Europap Tezol Kagit <br> Sanayi VE Ticaret <br> AS<br>| 492807 | &nbsp;&nbsp; 194638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Europen Endustri <br> Insaat Sanayi VE <br> Ticaret AS<br>| 6155628 | &nbsp;&nbsp; $1005019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Europower Enerji VE <br> Otomasyon <br> Teknolojileri Sanayi <br> Ticaret AS<br>| 174814 | &nbsp;&nbsp; 133842 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ford Otomotiv Sanayi <br> AS<br>| 563270 | &nbsp;&nbsp; 1318439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Galata Wind Enerji <br> AS<br>| 78962 | &nbsp;&nbsp; 50506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; GEN Ilac VE Saglik <br> Urunleri Sanayi VE <br> Ticaret AS<br>| 60098 | &nbsp;&nbsp; 274907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gentas Genel Metal <br> Sanayi ve Ticaret <br> AS<br>| 67974 | &nbsp;&nbsp; 39889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gipta Ofis Kirtasiye <br> VE Promosyon <br> Urunleri Imalat <br> Sanayi AS<br>| 61612 | &nbsp;&nbsp; 184880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Girsim Elektrik Sanayi <br> Taahut Ve Ticaret <br> AS<br>| 333707 | &nbsp;&nbsp; 409961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Global Yatirim Holding <br> AS<br>| 15717855 | &nbsp;&nbsp; 3451267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goknur Gida <br> Maddeleri Ithalat <br> Ihracat Ticaret Ve <br> Sanayi AS<br>| 397520 | &nbsp;&nbsp; 253775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goltas Goller Bolgesi <br> Cimento Sanayi ve <br> Ticaret AS<br>| 95322 | &nbsp;&nbsp; 824202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Lastikleri <br> TAS<br>| 205803 | &nbsp;&nbsp; 91380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gozde Girisim <br> Sermayesi Yatirim <br> Ortakligi AS<br>| 1430960 | &nbsp;&nbsp; 776556 |
| \* | GSD Holding AS | 7991502 | &nbsp;&nbsp; 835430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gubre Fabrikalari <br> TAS<br>| 68432 | &nbsp;&nbsp; 418392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Hitit Bilgisayar <br> Hizmetleri AS<br>| 261415 | &nbsp;&nbsp; 289773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; HUN Yenilenebilir <br> Enerji Uretim AS<br>| 649995 | &nbsp;&nbsp; 71562 |
| \* | Ihlas Holding AS | 5203916 | &nbsp;&nbsp; 346489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Indeks Bilgisayar <br> Sistemleri <br> Muhendislik Sanayi <br> ve Ticaret AS<br>| 4029028 | &nbsp;&nbsp; 744747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Ipek Dogal Enerji <br> Kaynaklari <br> Arastirma Ve Uretim <br> AS<br>| 470364 | &nbsp;&nbsp; 630741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Is Finansal Kiralama <br> AS<br>| 4278335 | &nbsp;&nbsp; 1871012 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Is Yatirim Menkul <br> Degerler AS<br>| 2772022 | &nbsp;&nbsp; $2854069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Isiklar Enerji ve Yapi <br> Holding AS<br>| 3588618 | &nbsp;&nbsp; 1134307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Izdemir Enerji Elektrik <br> Uretim AS<br>| 3447000 | &nbsp;&nbsp; 662198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Izmir Demir Celik <br> Sanayi AS<br>| 4578613 | &nbsp;&nbsp; 648846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Izmir Firca Sanayi ve <br> Ticaret AS<br>| 13343 | &nbsp;&nbsp; 58473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jantsa Jant Sanayi Ve <br> Ticaret AS<br>| 624616 | &nbsp;&nbsp; 335439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kalekim Kimyevi <br> Maddeler Sanayi ve <br> Ticaret AS<br>| 674063 | &nbsp;&nbsp; 485762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMA TI), <br> Class A<br>| 2003435 | &nbsp;&nbsp; 1949755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kardemir Karabuk <br> Demir Celik Sanayi <br> ve Ticaret AS <br> (KRDMD TI), <br> Class D<br>| 6910355 | &nbsp;&nbsp; 4696329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Karsan Otomotiv <br> Sanayii Ve Ticaret <br> AS<br>| 1230120 | &nbsp;&nbsp; 304731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kartonsan Karton <br> Sanayi ve Ticaret <br> AS<br>| 27238 | &nbsp;&nbsp; 58273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Katmerciler Arac Ustu <br> Ekipman Sanayi ve <br> Ticaret AS<br>| 16482182 | &nbsp;&nbsp; 1029514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Kayseri Seker <br> Fabrikasi AS<br>| 76481 | &nbsp;&nbsp; 39877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kervan Gida Sanayi <br> Ve Ticaret AS<br>| 4500922 | &nbsp;&nbsp; 238135 |
|  | Kiler Holding AS | 86480 | &nbsp;&nbsp; 132393 |
|  | KOC Holding AS | 2000948 | &nbsp;&nbsp; 8814935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 1956767 | &nbsp;&nbsp; 709674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kontrolmatik Enerji Ve <br> Muhendislik AS<br>| 260198 | &nbsp;&nbsp; 162594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Konya Cimento <br> Sanayii AS<br>| 4804 | &nbsp;&nbsp; 690566 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Kordsa Teknik Tekstil <br> AS<br>| 311684 | &nbsp;&nbsp; 471562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 380012 | &nbsp;&nbsp; 696309 |
| # | LDR Turizm AS | 282510 | &nbsp;&nbsp; 1590393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Logo Yazilim Sanayi <br> Ve Ticaret AS<br>| 377589 | &nbsp;&nbsp; 1487514 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lokman Hekim <br> Engurusag Saglik <br> Turizm Egitim <br> Hizmetleri ve Insaat <br> Taahhut AS<br>| 1011043 | &nbsp;&nbsp; $433267 |
| \* | Loras Holding AS | 2960304 | &nbsp;&nbsp; 406895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Margun Enerji Uretim <br> Sanayi VE Ticaret <br> AS<br>| 636563 | &nbsp;&nbsp; 686231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Matriks Bilgi Dagitim <br> Hizmetleri AS<br>| 19447 | &nbsp;&nbsp; 12065 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 3146574 | &nbsp;&nbsp; 3271039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mega Metal Sanayi <br> VE Ticaret AS<br>| 79385 | &nbsp;&nbsp; 57948 |
| #\* | MIA Teknoloji AS | 1767732 | &nbsp;&nbsp; 1563919 |
| # | Migros Ticaret AS | 107821 | &nbsp;&nbsp; 1390480 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp; MLP Saglik Hizmetleri <br> AS<br>| 374006 | &nbsp;&nbsp; 3514797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Naturel Yenilenebilir <br> Enerji Ticaret AS<br>| 270745 | &nbsp;&nbsp; 313408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Naturelgaz Sanayi ve <br> Ticaret AS<br>| 760179 | &nbsp;&nbsp; 205994 |
| \* | NET Holding AS | 1414526 | &nbsp;&nbsp; 1790125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nuh Cimento Sanayi <br> AS<br>| 283836 | &nbsp;&nbsp; 1630468 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; ODAS Elektrik Uretim <br> ve Sanayi Ticaret <br> AS<br>| 7940165 | &nbsp;&nbsp; 1065688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Orge Enerji Elektrik <br> Taahhut AS<br>| 330863 | &nbsp;&nbsp; 616743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ostim Endustriyel <br> Yatirimlar Ve <br> Isletme AS<br>| 1685859 | &nbsp;&nbsp; 161361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Otokar Otomotiv Ve <br> Savunma Sanayi <br> AS<br>| 51372 | &nbsp;&nbsp; 698024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oyak Cimento <br> Fabrikalari AS<br>| 3833869 | &nbsp;&nbsp; 2253398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Oyak Yatirim Menkul <br> Degerler AS<br>| 374021 | &nbsp;&nbsp; 343279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Panelsan Cati Cephe <br> Sistemleri Sanayi <br> VE Ticaret AS<br>| 153163 | &nbsp;&nbsp; 148207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pegasus Hava <br> Tasimaciligi AS<br>| 873618 | &nbsp;&nbsp; 5411194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Peker Gayrimenkul <br> Yatirim Ortakligi AS<br>| 8592910 | &nbsp;&nbsp; 1139429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penta Teknoloji <br> Urunleri Dagitim <br> Ticaret AS<br>| 76752 | &nbsp;&nbsp; 29585 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Petkim Petrokimya <br> Holding AS<br>| 2664681 | &nbsp;&nbsp; 1120713 |
| \* | Polisan Holding AS | 2894168 | &nbsp;&nbsp; 289040 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Politeknik Metal <br> Sanayi ve Ticaret <br> AS<br>| 1897 | &nbsp;&nbsp; $317969 |
| \* | Qua Granite Hayal | 2315765 | &nbsp;&nbsp; 391632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ral Yatirim Holding <br> AS<br>| 874225 | &nbsp;&nbsp; 2689002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Reysas Tasimacilik ve <br> Lojistik Ticaret AS<br>| 2992582 | &nbsp;&nbsp; 1253699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 2566755 | &nbsp;&nbsp; 1255988 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Sasa Polyester Sanayi <br> AS<br>| 3296986 | &nbsp;&nbsp; 253000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SDT Uzay VE <br> Savunma <br> Teknolojileri AS<br>| 31838 | &nbsp;&nbsp; 141093 |
|  | Sekerbank Turk AS | 16713823 | &nbsp;&nbsp; 2404619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 527149 | &nbsp;&nbsp; 1326564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sok Marketler Ticaret <br> AS<br>| 1220459 | &nbsp;&nbsp; 1120326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SUN Tekstil Sanayi Ve <br> Ticaret AS<br>| 489914 | &nbsp;&nbsp; 497659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Suwen Tekstil Sanayi <br> Pazarlama AS<br>| 1244775 | &nbsp;&nbsp; 324659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tapdi Oksijen Ozel <br> Saglik Hizmetleri <br> Sanayi VE Ticaret <br> AS<br>| 33240 | &nbsp;&nbsp; 45780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tatlipinar Enerji Uretim <br> AS<br>| 313419 | &nbsp;&nbsp; 379623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; TAV Havalimanlari <br> Holding AS<br>| 527960 | &nbsp;&nbsp; 3190216 |
| \* | Tekfen Holding AS | 2194636 | &nbsp;&nbsp; 5828211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teknosa Ic Ve Dis <br> Ticaret AS<br>| 72884 | &nbsp;&nbsp; 42183 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Tofas Turk Otomobil <br> Fabrikasi AS<br>| 440404 | &nbsp;&nbsp; 2496744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tukas Gida Sanayi ve <br> Ticaret AS<br>| 15022247 | &nbsp;&nbsp; 997323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tumosan Motor ve <br> Traktor Sanayi AS<br>| 345608 | &nbsp;&nbsp; 1020525 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Turk Altin Isletmeleri <br> AS<br>| 798685 | &nbsp;&nbsp; 448719 |
|  | Turk Hava Yollari AO | 1661642 | &nbsp;&nbsp; 11763824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turk Ilac VE Serum <br> Sanayi AS<br>| 37255 | &nbsp;&nbsp; 19505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Turk <br> Telekomunikasyon <br> AS<br>| 2326620 | &nbsp;&nbsp; 3118800 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turk Traktor ve Ziraat <br> Makineleri AS<br>| 91970 | &nbsp;&nbsp; 1336711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkcell Iletisim <br> Hizmetleri AS<br>| 3133392 | &nbsp;&nbsp; 7183576 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Garanti <br> Bankasi AS<br>| 2048140 | &nbsp;&nbsp; $7180606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Is Bankasi AS, <br> Class C<br>| 26058433 | &nbsp;&nbsp; 9486334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Petrol <br> Rafinerileri AS<br>| 3708983 | &nbsp;&nbsp; 15409463 |
|  | Turkiye Sigorta AS | 7712387 | &nbsp;&nbsp; 1878005 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sinai <br> Kalkinma Bankasi <br> AS<br>| 16384947 | &nbsp;&nbsp; 5545413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Sise ve Cam <br> Fabrikalari AS<br>| 2125697 | &nbsp;&nbsp; 1919990 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 11268172 | &nbsp;&nbsp; 7976980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp; Ulker Biskuvi Sanayi <br> AS<br>| 945371 | &nbsp;&nbsp; 2548244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Ulusoy Un Sanayi ve <br> Ticaret AS<br>| 822040 | &nbsp;&nbsp; 158080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Usak Seramik Sanayii <br> AS<br>| 2987425 | &nbsp;&nbsp; 345511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vakif Finansal <br> Kiralama AS<br>| 16232169 | &nbsp;&nbsp; 1324739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Beyaz Esya <br> Sanayi ve Ticaret <br> AS<br>| 3132944 | &nbsp;&nbsp; 804641 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 1028555 | &nbsp;&nbsp; 963371 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; Yapi ve Kredi Bankasi <br> AS<br>| 13905693 | &nbsp;&nbsp; 11500314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 949164 | &nbsp;&nbsp; 645376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Yayla Agro Gida <br> Sanayi VE Nakliyat <br> AS<br>| 1735023 | &nbsp;&nbsp; 440371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; YEO Teknoloji Enerji <br> VE Endustri AS<br>| 619090 | &nbsp;&nbsp; 627217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ziraat Gayrimenkul <br> Yatirim Ortakligi AS<br>| 1131674 | &nbsp;&nbsp; 673284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik <br> Uretim AS<br>| 11609650 | &nbsp;&nbsp; 959379 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp; 282148808 |
| UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi <br> Commercial Bank <br> PJSC<br>| 8888324 | &nbsp;&nbsp; 39331673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Islamic <br> Bank PJSC<br>| 6729319 | &nbsp;&nbsp; 44184380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Hotels<br>| 7217357 | &nbsp;&nbsp; 980353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Insurance Co. PSC<br>| 130367 | &nbsp;&nbsp; 255326 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi National <br> Oil Co. for <br> Distribution PJSC<br>| 9458903 | &nbsp;&nbsp; $9548917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ports Co. <br> PJSC<br>| 2245430 | &nbsp;&nbsp; 2542901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Ship <br> Building Co. PJSC<br>| 435036 | &nbsp;&nbsp; 945659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Drilling Co. <br> PJSC<br>| 6930773 | &nbsp;&nbsp; 11018336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ADNOC Logistics & <br> Services<br>| 65043 | &nbsp;&nbsp; 82458 |
|  | Agility Global PLC | 4861133 | &nbsp;&nbsp; 1559869 |
|  | Agthia Group PJSC | 2164648 | &nbsp;&nbsp; 2512101 |
|  | Air Arabia PJSC | 17773379 | &nbsp;&nbsp; 17967548 |
|  | Ajman Bank PJSC | 8432300 | &nbsp;&nbsp; 3390967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 942379 | &nbsp;&nbsp; 995300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Aldar Properties <br> PJSC<br>| 5419426 | &nbsp;&nbsp; 14004530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpha Dhabi Holding <br> PJSC<br>| 327178 | &nbsp;&nbsp; 1107454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amanat Holdings <br> PJSC<br>| 7942854 | &nbsp;&nbsp; 2548147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Americana <br> Restaurants <br> International PLC - <br> Foreign Co.<br>| 1693142 | &nbsp;&nbsp; 989784 |
| \* | Amlak Finance PJSC | 8588913 | &nbsp;&nbsp; 3947596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Apex Investment Co. <br> PSC<br>| 2358994 | &nbsp;&nbsp; 2490711 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp; Arabtec Holding <br> PJSC<br>| 1809860 | &nbsp;&nbsp; 0 |
| \* | Bank of Sharjah | 100232 | &nbsp;&nbsp; 46089 |
|  | Burjeel Holdings PLC | 5384793 | &nbsp;&nbsp; 2121250 |
|  | Dana Gas PJSC | 37756658 | &nbsp;&nbsp; 7871791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Deyaar Development <br> PJSC<br>| 11438161 | &nbsp;&nbsp; 3232035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Electricity & <br> Water Authority <br> PJSC<br>| 5349941 | &nbsp;&nbsp; 4028226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Financial <br> Market PJSC<br>| 9006064 | &nbsp;&nbsp; 4284548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Investments <br> PJSC<br>| 12953692 | &nbsp;&nbsp; 10411156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dubai Islamic Bank <br> PJSC<br>| 15283081 | &nbsp;&nbsp; 41448654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Development <br> PJSC<br>| 8044189 | &nbsp;&nbsp; 32827858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emaar Properties <br> PJSC<br>| 22537337 | &nbsp;&nbsp; 93333886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Central <br> Cooling Systems <br> Corp.<br>| 5038185 | &nbsp;&nbsp; 2372539 |
|  | Emirates Driving Co. | 401524 | &nbsp;&nbsp; 324484 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 1216353 | &nbsp;&nbsp; $3308727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates NBD Bank <br> PJSC<br>| 5334526 | &nbsp;&nbsp; 38820631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Emirates Reem <br> Investments PJSC<br>| 46142 | &nbsp;&nbsp; 35855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Emirates <br> Telecommunications <br> Group Co. PJSC<br>| 6775982 | &nbsp;&nbsp; 34940199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; EMSTEEL Building <br> Materials PJSC<br>| 10561775 | &nbsp;&nbsp; 3785906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Eshraq Investments <br> PJSC<br>| 7961615 | &nbsp;&nbsp; 1156829 |
|  | Fertiglobe PLC | 7133017 | &nbsp;&nbsp; 5040972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Abu Dhabi Bank <br> PJSC<br>| 7609855 | &nbsp;&nbsp; 37228143 |
| \* | Ghitha Holding PJSC | 143672 | &nbsp;&nbsp; 988631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Navigation <br> Holding PJSC<br>| 1112100 | &nbsp;&nbsp; 1816637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Gulf Pharmaceutical <br> Industries PSC<br>| 1283076 | &nbsp;&nbsp; 499451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; International Holding <br> Co. PJSC<br>| 16916 | &nbsp;&nbsp; 1847075 |
| \* | Manazel PJSC | 8913842 | &nbsp;&nbsp; 840644 |
| \* | Multiply Group PJSC | 12305787 | &nbsp;&nbsp; 9193675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; National Central <br> Cooling Co. PJSC<br>| 315138 | &nbsp;&nbsp; 249204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; National Corp. for <br> Tourism & Hotels<br>| 311843 | &nbsp;&nbsp; 176478 |
|  | NMDC Group PJSC | 8932 | &nbsp;&nbsp; 60648 |
|  | Palms Sports PrJSC | 144639 | &nbsp;&nbsp; 303978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Presight AI Holding <br> PLC<br>| 1140104 | &nbsp;&nbsp; 1183443 |
| \* | RAK Properties PJSC | 11015628 | &nbsp;&nbsp; 4604566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ras Al Khaimah <br> Ceramics PJSC<br>| 3443302 | &nbsp;&nbsp; 2417693 |
|  | Salik Co. PJSC | 4884138 | &nbsp;&nbsp; 8500421 |
|  | Sharjah Islamic Bank | 1752797 | &nbsp;&nbsp; 1439966 |
| \* | Shuaa Capital PSC | 7835158 | &nbsp;&nbsp; 539063 |
| \* | Space42 PLC | 2170241 | &nbsp;&nbsp; 1284775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taaleem Holdings <br> PJSC<br>| 432302 | &nbsp;&nbsp; 494168 |
|  | TECOM Group PJSC | 849755 | &nbsp;&nbsp; 790198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Union Properties <br> PJSC<br>| 17009230 | &nbsp;&nbsp; 4039315 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED ARAB <br> EMIRATES |  | &nbsp;&nbsp; 528293817 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS |  | &nbsp;&nbsp; 30166964653 |
| PREFERRED STOCKS — (0.9%) | PREFERRED STOCKS — (0.9%) | PREFERRED STOCKS — (0.9%) | PREFERRED STOCKS — (0.9%) |
| BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alpargatas SA, <br> 1.243%<br>| 790460 | &nbsp;&nbsp; 1208372 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco ABC Brasil SA, <br> 9.013%<br>| 737378 | &nbsp;&nbsp; $2843084 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA, <br> 11.606%<br>| 975364 | &nbsp;&nbsp; 600942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA, <br> 8.012%<br>| 6466753 | &nbsp;&nbsp; 17935133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.977%<br>| 1608873 | &nbsp;&nbsp; 3151921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Mercantil do <br> Brasil SA, 3.103%<br>| 17404 | &nbsp;&nbsp; 120253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pan SA, <br> 3.100%<br>| 1193101 | &nbsp;&nbsp; 1659822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Pine SA, <br> 8.636%<br>| 310460 | &nbsp;&nbsp; 335435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas <br> Brasileiras SA, <br> 4.729%<br>| 323377 | &nbsp;&nbsp; 2361997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas de <br> Santa Catarina SA, <br> 8.789%<br>| 65563 | &nbsp;&nbsp; 1222029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 7.560%<br>| 1543128 | &nbsp;&nbsp; 1824344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia De Sanena Do <br> Parana, 6.806%<br>| 5317906 | &nbsp;&nbsp; 6277533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de <br> Minas Gerais, <br> 18.528%<br>| 5479913 | &nbsp;&nbsp; 10109295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica do <br> Ceara, 4.793%<br>| 72603 | &nbsp;&nbsp; 365637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de <br> Energia - Copel <br> Class B, 6.890%<br>| 3838043 | &nbsp;&nbsp; 8129080 |
|  | Energisa SA, 6.629% | 2742 | &nbsp;&nbsp; 4285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Eucatex SA Industria <br> e Comercio, <br> 4.174%<br>| 247800 | &nbsp;&nbsp; 779748 |
|  | Gerdau SA, 3.801% | 1913073 | &nbsp;&nbsp; 5753346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Isa Energia Brasil SA, <br> 10.895%<br>| 705895 | &nbsp;&nbsp; 2731781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Itau Unibanco Holding <br> SA, 7.121%<br>| 5148488 | &nbsp;&nbsp; 32327747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marcopolo SA, <br> 6.961%<br>| 4141425 | &nbsp;&nbsp; 6109093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA <br> - Petrobras, <br> 10.499%<br>| 22001222 | &nbsp;&nbsp; 128245999 |
|  | Raizen SA, 0.705% | 5626827 | &nbsp;&nbsp; 1426917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes, <br> 3.602%<br>| 1783426 | &nbsp;&nbsp; 2264496 |
|  | Schulz SA, 7.630% | 781878 | &nbsp;&nbsp; 703747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Taurus Armas SA, <br> 3.791%<br>| 499492 | &nbsp;&nbsp; 433522 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Track & Field Co. SA, <br> 1.633%<br>| 145162 | &nbsp;&nbsp; $377192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unipar Carbocloro SA, <br> 9.164%<br>| 503605 | &nbsp;&nbsp; 4943820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 3223567 | &nbsp;&nbsp; 2521492 |
| TOTAL BRAZIL |  | &nbsp;&nbsp; 246768062 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Embonor <br> SA Class B, <br> 6.740%<br>| 319716 | &nbsp;&nbsp; 420761 |
| &nbsp;&nbsp;&nbsp;&nbsp; Embotelladora Andina <br> SA, 6.042%<br>| 897867 | &nbsp;&nbsp; 3445204 |
| TOTAL CHILE |  | &nbsp;&nbsp; 3865965 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
| Banco Davivienda SA | 288022 | &nbsp;&nbsp; 1531717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Argos SA, <br> 5.658%<br>| 280213 | &nbsp;&nbsp; 783253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aval Acciones y <br> Valores SA, <br> 4.066%<br>| 10193905 | &nbsp;&nbsp; 1407655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Cibest SA, <br> 9.878%<br>| 80974 | &nbsp;&nbsp; 886010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo de Inversiones <br> Suramericana SA, <br> 3.840%<br>| 279773 | &nbsp;&nbsp; 2523866 |
| TOTAL COLOMBIA |  | &nbsp;&nbsp; 7132501 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cebu Air, Inc., <br> 6.000%<br>| 776647 | &nbsp;&nbsp; 548117 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Taishin Financial <br> Holding Co. Ltd.<br>| 8362593 | &nbsp;&nbsp; 2501984 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED <br> STOCKS |  | &nbsp;&nbsp; 260816629 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco BMG SA <br> Rights 08/25/2025<br>| 25482 | &nbsp;&nbsp; 4278 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica do <br> Ceara Rights <br> 08/18/2025<br>| 7876 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Randon SA <br> Implementos e <br> Participacoes <br> Rights 08/19/2025<br>| 142753 | &nbsp;&nbsp; 2039 |
| TOTAL BRAZIL |  | &nbsp;&nbsp; 6460 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Future Mach Ltd. <br> Rights 08/25/2025<br>| 177000 | &nbsp;&nbsp; $16685 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Inox Wind Ltd. Rights <br> 08/20/2025<br>| 72720 | &nbsp;&nbsp; 25403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; JTEKT India Ltd. <br> Rights 08/12/2025<br>| 36188 | &nbsp;&nbsp; 8642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mahindra Logistics <br> Ltd. Rights <br> 08/14/2025<br>| 13029 | &nbsp;&nbsp; 7005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Spandana Sphoorty <br> Financial Ltd. <br> Rights 08/11/2025<br>| 21941 | &nbsp;&nbsp; 9994 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp; 51044 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Aurelius Technologies <br> Bhd. Warrants <br> 06/18/2030<br>| 399000 | &nbsp;&nbsp; 25727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guan Chong Bhd. <br> Warrants <br> 06/19/2028<br>| 257699 | &nbsp;&nbsp; 11782 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp; YTL Corp. Bhd. <br> Warrants <br> 06/02/2028<br>| 2496099 | &nbsp;&nbsp; 579399 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp; 616908 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; LS Marine Solution <br> Co. Ltd. Rights <br> 08/05/2025<br>| 27364 | &nbsp;&nbsp; 83860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SY Steel Tech, Inc. <br> Rights 09/04/2025<br>| 10747 | &nbsp;&nbsp; 7556 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp; 91416 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Assetwise PCL | 9090 | &nbsp;&nbsp; $0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants<br>| 4479216 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants <br> 03/13/2026<br>| 5262594 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Better World Green <br> PCL Warrants <br> 08/13/2025<br>| 4524645 | &nbsp;&nbsp; 0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chayo Group PCL <br> Warrants <br> 05/14/2027<br>| 370411 | &nbsp;&nbsp; 3514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Jasmine International <br> PCL Warrants <br> 10/10/2031<br>| 5434252 | &nbsp;&nbsp; 89795 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp; 93309 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> RIGHTS/WARRANTS |  | &nbsp;&nbsp; 875822 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $18,725,377,095) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $18,725,377,095) |  | &nbsp;&nbsp; 30428657104 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 37866087 | &nbsp;&nbsp; 437997023 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $19,163,359,573)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $19,163,359,573)^^ |  | &nbsp;&nbsp; $30866654127 |

---

As of July 31, 2025, Emerging Markets Core Equity 2 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp; 778 | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; $237255179 | &nbsp;&nbsp;&nbsp;&nbsp; $247958325 | &nbsp;&nbsp;&nbsp;&nbsp; $10703146 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$237255179** | &nbsp;&nbsp; **$247958325** | &nbsp;&nbsp; **$10703146** |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $1,402,357,083 or 4.6% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; $844592767 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $844592767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 118858867 | &nbsp;&nbsp;&nbsp; $1425894 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 120284761 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 585560856 | &nbsp;&nbsp;&nbsp; 7671558228 | &nbsp;&nbsp;&nbsp; $1487067 | &nbsp;&nbsp;&nbsp; 8258606151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 26966714 | &nbsp;&nbsp;&nbsp; 4371434 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31338148 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 40945019 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 40945019 |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | &nbsp;&nbsp;&nbsp; 146990 | &nbsp;&nbsp;&nbsp; 9820764 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9967754 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 2176284 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2176284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 171256964 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 171256964 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; 32945 | &nbsp;&nbsp;&nbsp; 881001 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 913946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72819782 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72819782 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; 212194472 | &nbsp;&nbsp;&nbsp; 5497701874 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5709896346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp; 6451963 | &nbsp;&nbsp;&nbsp; 398672767 | &nbsp;&nbsp;&nbsp; 468475 | &nbsp;&nbsp;&nbsp; 405593205 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 119867154 | &nbsp;&nbsp;&nbsp; 453335 | &nbsp;&nbsp;&nbsp; 120320489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 427614702 | &nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp;&nbsp; 427614916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp; 627041300 | &nbsp;&nbsp;&nbsp; 2422998 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 629464298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peru | &nbsp;&nbsp;&nbsp; 32233698 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 32233710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; 2720740 | &nbsp;&nbsp;&nbsp; 170437455 | &nbsp;&nbsp;&nbsp; 33655 | &nbsp;&nbsp;&nbsp; 173191850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 379157629 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 379157629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 228554436 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 228554436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp;&nbsp; 616815 | &nbsp;&nbsp;&nbsp; 967302783 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 967919598 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp; 142098968 | &nbsp;&nbsp;&nbsp; 827872242 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 969971210 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; 64314710 | &nbsp;&nbsp;&nbsp; 3365635673 | &nbsp;&nbsp;&nbsp; 1627904 | &nbsp;&nbsp;&nbsp; 3431578287 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 567706146 | &nbsp;&nbsp;&nbsp; 5325808938 | &nbsp;&nbsp;&nbsp; 115178 | &nbsp;&nbsp;&nbsp; 5893630262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; 5346606 | &nbsp;&nbsp;&nbsp; 429147610 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 434494216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 282148808 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 282148808 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 528293817 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 528293817 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 246768062 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 246768062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp; 3445204 | &nbsp;&nbsp;&nbsp; 420761 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3865965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp;&nbsp; 7132501 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7132501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 548117 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 548117 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 2501984 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2501984 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6460 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6460 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16685 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16685 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51044 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 616908 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 616908 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91416 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 93309 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 93309 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 437997023 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 437997023 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $3498908592 | &nbsp;&nbsp;&nbsp; $27363559695 | &nbsp;&nbsp;&nbsp; $4,185,840˂˃ | &nbsp;&nbsp;&nbsp; $30866654127 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; 10703146 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10703146 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $10703146 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $10703146 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

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

---

------

**U.S. Large Cap Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) | COMMON STOCKS — (98.9%) |
| COMMUNICATION SERVICES — (9.9%) | COMMUNICATION SERVICES — (9.9%) | COMMUNICATION SERVICES — (9.9%) | COMMUNICATION SERVICES — (9.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. (GOOG <br> US), Class C<br>| 208668 | &nbsp;&nbsp; $40243711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. (GOOGL <br> US), Class A<br>| 216264 | &nbsp;&nbsp; 41501062 |
|  | AT&T, Inc. | 293234 | &nbsp;&nbsp; 8037544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Charter <br> Communications, <br> Inc., Class A<br>| 10543 | &nbsp;&nbsp; 2839862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., <br> Class A<br>| 197002 | &nbsp;&nbsp; 6546376 |
|  | Electronic Arts, Inc. | 16984 | &nbsp;&nbsp; 2589890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOX US), <br> Class B<br>| 18147 | &nbsp;&nbsp; 928038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fox Corp. (FOXA US), <br> Class A<br>| 17570 | &nbsp;&nbsp; 979703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of <br> Cos., Inc.<br>| 2718 | &nbsp;&nbsp; 66863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 1915 | &nbsp;&nbsp; 172580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 11140 | &nbsp;&nbsp; 1117899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Live Nation <br> Entertainment, Inc.<br>| 12130 | &nbsp;&nbsp; 1791601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., <br> Class A<br>| 93823 | &nbsp;&nbsp; 72566461 |
| \* | Netflix, Inc. | 12864 | &nbsp;&nbsp; 14914522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWS <br> US), Class B<br>| 17510 | &nbsp;&nbsp; 585184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; News Corp. (NWSA <br> US), Class A<br>| 26425 | &nbsp;&nbsp; 774781 |
|  | Omnicom Group, Inc. | 15656 | &nbsp;&nbsp; 1128015 |
| \* | Pinterest, Inc., Class A | 32032 | &nbsp;&nbsp; 1236435 |
| \* | Reddit, Inc., Class A | 2993 | &nbsp;&nbsp; 480646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ROBLOX Corp., <br> Class A<br>| 11726 | &nbsp;&nbsp; 1615726 |
| \* | Snap, Inc., Class A | 57338 | &nbsp;&nbsp; 540697 |
| \* | Spotify Technology SA | 3689 | &nbsp;&nbsp; 2311306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive <br> Software, Inc.<br>| 6769 | &nbsp;&nbsp; 1507659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TKO Group Holdings, <br> Inc.<br>| 3615 | &nbsp;&nbsp; 607356 |
|  | T-Mobile U.S., Inc. | 25495 | &nbsp;&nbsp; 6078263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Trade Desk, Inc., <br> Class A<br>| 12538 | &nbsp;&nbsp; 1090304 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon <br> Communications, <br> Inc.<br>| 211370 | &nbsp;&nbsp; $9038181 |
|  | Walt Disney Co. | 45763 | &nbsp;&nbsp; 5450831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros <br> Discovery, Inc.<br>| 106113 | &nbsp;&nbsp; 1397508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Warner Music Group <br> Corp., Class A<br>| 12595 | &nbsp;&nbsp; 368530 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMUNICATION <br> SERVICES |  | &nbsp;&nbsp; 228507534 |
| CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) |
| \* | Airbnb, Inc., Class A | 12253 | &nbsp;&nbsp; 1622420 |
| \* | Amazon.com, Inc. | 359350 | &nbsp;&nbsp; 84127428 |
| \* | Aptiv PLC | 9048 | &nbsp;&nbsp; 621055 |
| \* | AutoZone, Inc. | 854 | &nbsp;&nbsp; 3218196 |
|  | Best Buy Co., Inc. | 10295 | &nbsp;&nbsp; 669793 |
|  | Booking Holdings, Inc. | 1260 | &nbsp;&nbsp; 6935116 |
| \* | Burlington Stores, Inc. | 4681 | &nbsp;&nbsp; 1277726 |
| \* | CarMax, Inc. | 784 | &nbsp;&nbsp; 44382 |
| \* | Carnival Corp. | 52192 | &nbsp;&nbsp; 1553756 |
| \* | Carvana Co. | 8228 | &nbsp;&nbsp; 3210319 |
| \* | Chewy, Inc., Class A | 7542 | &nbsp;&nbsp; 276791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, <br> Inc.<br>| 69003 | &nbsp;&nbsp; 2958849 |
| \* | Coupang, Inc. | 53365 | &nbsp;&nbsp; 1570532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Darden Restaurants, <br> Inc.<br>| 8012 | &nbsp;&nbsp; 1615780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor <br> Corp.<br>| 5143 | &nbsp;&nbsp; 546032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting Goods, <br> Inc.<br>| 3406 | &nbsp;&nbsp; 720403 |
|  | Domino's Pizza, Inc. | 2676 | &nbsp;&nbsp; 1239550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., <br> Class A<br>| 4553 | &nbsp;&nbsp; 1139388 |
|  | DR Horton, Inc. | 22951 | &nbsp;&nbsp; 3278321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; DraftKings, Inc., <br> Class A<br>| 22508 | &nbsp;&nbsp; 1013760 |
| \* | Duolingo, Inc. | 1802 | &nbsp;&nbsp; 624483 |
|  | eBay, Inc. | 39840 | &nbsp;&nbsp; 3655320 |
|  | Expedia Group, Inc. | 8564 | &nbsp;&nbsp; 1543404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Flutter Entertainment <br> PLC<br>| 4432 | &nbsp;&nbsp; 1339616 |
|  | Ford Motor Co. | 313381 | &nbsp;&nbsp; 3469128 |
|  | Garmin Ltd. | 11932 | &nbsp;&nbsp; 2610244 |
|  | General Motors Co. | 84429 | &nbsp;&nbsp; 4503443 |
|  | Genuine Parts Co. | 10835 | &nbsp;&nbsp; 1396415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide <br> Holdings, Inc.<br>| 16008 | &nbsp;&nbsp; 4291425 |
|  | Home Depot, Inc. | 42583 | &nbsp;&nbsp; 15649678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands <br> Corp.<br>| 45897 | &nbsp;&nbsp; 2405003 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LEN <br> US), Class A<br>| 12437 | &nbsp;&nbsp; $1395183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp. (LENB <br> US), Class B<br>| 921 | &nbsp;&nbsp; 98713 |
|  | Lowe's Cos., Inc. | 20972 | &nbsp;&nbsp; 4688710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, <br> Inc.<br>| 9056 | &nbsp;&nbsp; 1816000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marriott International, <br> Inc., Class A<br>| 8546 | &nbsp;&nbsp; 2254691 |
|  | McDonald's Corp. | 27487 | &nbsp;&nbsp; 8248024 |
|  | NIKE, Inc., Class B | 54384 | &nbsp;&nbsp; 4061941 |
| \* | NVR, Inc. | 224 | &nbsp;&nbsp; 1691086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, <br> Inc.<br>| 33030 | &nbsp;&nbsp; 3247510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive <br> Group, Inc.<br>| 5548 | &nbsp;&nbsp; 928791 |
|  | Pool Corp. | 337 | &nbsp;&nbsp; 103843 |
|  | PulteGroup, Inc. | 15409 | &nbsp;&nbsp; 1739984 |
|  | Ralph Lauren Corp. | 973 | &nbsp;&nbsp; 290684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, <br> Inc., Class A<br>| 87798 | &nbsp;&nbsp; 1129960 |
|  | Ross Stores, Inc. | 25009 | &nbsp;&nbsp; 3414729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean <br> Cruises Ltd.<br>| 17184 | &nbsp;&nbsp; 5462278 |
| \* | SharkNinja, Inc. | 3660 | &nbsp;&nbsp; 424926 |
|  | Starbucks Corp. | 41950 | &nbsp;&nbsp; 3740262 |
|  | Tapestry, Inc. | 14717 | &nbsp;&nbsp; 1589877 |
| \* | Tesla, Inc. | 36130 | &nbsp;&nbsp; 11137795 |
|  | TJX Cos., Inc. | 44806 | &nbsp;&nbsp; 5579691 |
|  | Tractor Supply Co. | 35424 | &nbsp;&nbsp; 2017397 |
| \* | Ulta Beauty, Inc. | 3474 | &nbsp;&nbsp; 1789145 |
|  | Williams-Sonoma, Inc. | 8619 | &nbsp;&nbsp; 1612184 |
|  | Yum! Brands, Inc. | 18076 | &nbsp;&nbsp; 2605655 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> DISCRETIONARY |  | &nbsp;&nbsp; 230196815 |
| CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., <br> Class A<br>| 35343 | &nbsp;&nbsp; 679293 |
|  | Altria Group, Inc. | 70246 | &nbsp;&nbsp; 4351037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland <br> Co.<br>| 22372 | &nbsp;&nbsp; 1212115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; BJ's Wholesale Club <br> Holdings, Inc.<br>| 8934 | &nbsp;&nbsp; 946111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp. <br> (BF/A US), Class A<br>| 2905 | &nbsp;&nbsp; 83199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp. <br> (BFB US), Class B<br>| 1939 | &nbsp;&nbsp; 55940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Casey's General <br> Stores, Inc.<br>| 3045 | &nbsp;&nbsp; 1583796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., <br> Inc.<br>| 14495 | &nbsp;&nbsp; 1359196 |
|  | Clorox Co. | 7757 | &nbsp;&nbsp; 973969 |
|  | Coca-Cola Co. | 165359 | &nbsp;&nbsp; 11226223 |
|  | Colgate-Palmolive Co. | 32949 | &nbsp;&nbsp; 2762774 |
|  | Conagra Brands, Inc. | 10675 | &nbsp;&nbsp; 194926 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, <br> Inc., Class A<br>| 13185 | &nbsp;&nbsp; $2202422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale <br> Corp.<br>| 17884 | &nbsp;&nbsp; 16804522 |
|  | Dollar General Corp. | 6025 | &nbsp;&nbsp; 632023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., <br> Inc., Class A<br>| 18709 | &nbsp;&nbsp; 1746298 |
|  | General Mills, Inc. | 40614 | &nbsp;&nbsp; 1989274 |
|  | Hershey Co. | 11726 | &nbsp;&nbsp; 2182560 |
|  | Hormel Foods Corp. | 39804 | &nbsp;&nbsp; 1118094 |
|  | J.M. Smucker Co. | 2063 | &nbsp;&nbsp; 221442 |
|  | Kenvue, Inc. | 176688 | &nbsp;&nbsp; 3788191 |
|  | Keurig Dr. Pepper, Inc. | 70006 | &nbsp;&nbsp; 2285696 |
|  | Kimberly-Clark Corp. | 27957 | &nbsp;&nbsp; 3484001 |
|  | Kraft Heinz Co. | 60412 | &nbsp;&nbsp; 1658914 |
|  | Kroger Co. | 61863 | &nbsp;&nbsp; 4336596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC US)<br>| 11980 | &nbsp;&nbsp; 846147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. <br> (MKC/V US)<br>| 210 | &nbsp;&nbsp; 14855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc., Class A<br>| 41878 | &nbsp;&nbsp; 2709088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Monster Beverage <br> Corp.<br>| 56520 | &nbsp;&nbsp; 3320550 |
|  | PepsiCo, Inc. | 58228 | &nbsp;&nbsp; 8030806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food <br> Group Co.<br>| 1494 | &nbsp;&nbsp; 149998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris <br> International, Inc.<br>| 64444 | &nbsp;&nbsp; 10572038 |
|  | Primo Brands Corp. | 12846 | &nbsp;&nbsp; 354678 |
|  | Procter & Gamble Co. | 108436 | &nbsp;&nbsp; 16316365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers <br> Market, Inc.<br>| 6991 | &nbsp;&nbsp; 1059416 |
|  | Sysco Corp. | 39264 | &nbsp;&nbsp; 3125414 |
|  | Target Corp. | 24996 | &nbsp;&nbsp; 2512098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc., <br> Class A<br>| 21893 | &nbsp;&nbsp; 1145004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Foods Holding <br> Corp.<br>| 20207 | &nbsp;&nbsp; 1683849 |
|  | Walmart, Inc. | 169632 | &nbsp;&nbsp; 16620543 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CONSUMER <br> STAPLES |  | &nbsp;&nbsp; 136339461 |
| ENERGY — (3.9%) | ENERGY — (3.9%) | ENERGY — (3.9%) | ENERGY — (3.9%) |
|  | Baker Hughes Co. | 72095 | &nbsp;&nbsp; 3247880 |
|  | Cheniere Energy, Inc. | 16297 | &nbsp;&nbsp; 3844136 |
|  | Chevron Corp. | 86118 | &nbsp;&nbsp; 13058933 |
|  | ConocoPhillips | 47734 | &nbsp;&nbsp; 4550960 |
|  | Coterra Energy, Inc. | 44880 | &nbsp;&nbsp; 1094623 |
|  | Devon Energy Corp. | 53804 | &nbsp;&nbsp; 1787369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamondback Energy, <br> Inc.<br>| 14811 | &nbsp;&nbsp; 2201803 |
|  | EOG Resources, Inc. | 29114 | &nbsp;&nbsp; 3494262 |
|  | EQT Corp. | 31137 | &nbsp;&nbsp; 1673614 |
|  | Expand Energy Corp. | 15700 | &nbsp;&nbsp; 1645046 |
|  | Exxon Mobil Corp. | 194341 | &nbsp;&nbsp; 21696229 |
|  | Halliburton Co. | 68568 | &nbsp;&nbsp; 1535923 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Kinder Morgan, Inc. | 117037 | &nbsp;&nbsp; $3284058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum <br> Corp.<br>| 21814 | &nbsp;&nbsp; 3712525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Occidental Petroleum <br> Corp.<br>| 74157 | &nbsp;&nbsp; 3258459 |
|  | ONEOK, Inc. | 35728 | &nbsp;&nbsp; 2933626 |
|  | Phillips 66 | 21139 | &nbsp;&nbsp; 2612358 |
|  | Schlumberger NV | 110460 | &nbsp;&nbsp; 3733548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources <br> Corp.<br>| 14539 | &nbsp;&nbsp; 2419435 |
|  | TechnipFMC PLC | 22503 | &nbsp;&nbsp; 818434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Pacific Land <br> Corp.<br>| 1513 | &nbsp;&nbsp; 1464781 |
|  | Valero Energy Corp. | 22300 | &nbsp;&nbsp; 3062013 |
|  | Williams Cos., Inc. | 40307 | &nbsp;&nbsp; 2416405 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp; 89546420 |
| FINANCIALS — (13.6%) | FINANCIALS — (13.6%) | FINANCIALS — (13.6%) | FINANCIALS — (13.6%) |
| \* | Affirm Holdings, Inc. | 11718 | &nbsp;&nbsp; 803386 |
|  | Aflac, Inc. | 19189 | &nbsp;&nbsp; 1906619 |
|  | Allstate Corp. | 18896 | &nbsp;&nbsp; 3840612 |
|  | American Express Co. | 29340 | &nbsp;&nbsp; 8781755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American International <br> Group, Inc.<br>| 31704 | &nbsp;&nbsp; 2461182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial, <br> Inc.<br>| 7598 | &nbsp;&nbsp; 3937208 |
|  | Aon PLC, Class A | 7695 | &nbsp;&nbsp; 2737188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global <br> Management, Inc.<br>| 13010 | &nbsp;&nbsp; 1890613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group <br> Ltd.<br>| 27365 | &nbsp;&nbsp; 2355032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ARES Management <br> Corp., Class A<br>| 9422 | &nbsp;&nbsp; 1748064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & <br> Co.<br>| 5466 | &nbsp;&nbsp; 1570109 |
|  | Bank of America Corp. | 173590 | &nbsp;&nbsp; 8205599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York <br> Mellon Corp.<br>| 41283 | &nbsp;&nbsp; 4188160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway, <br> Inc., Class B<br>| 46300 | &nbsp;&nbsp; 21848044 |
|  | Blackrock, Inc. | 3111 | &nbsp;&nbsp; 3440797 |
|  | Blackstone, Inc. | 15760 | &nbsp;&nbsp; 2725850 |
| \* | Block, Inc. | 24659 | &nbsp;&nbsp; 1905154 |
|  | Brown & Brown, Inc. | 17292 | &nbsp;&nbsp; 1579970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.<br>| 28157 | &nbsp;&nbsp; 6053755 |
|  | Carlyle Group, Inc. | 27159 | &nbsp;&nbsp; 1647465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, <br> Inc.<br>| 6406 | &nbsp;&nbsp; 1544102 |
|  | Charles Schwab Corp. | 56168 | &nbsp;&nbsp; 5489299 |
|  | Chubb Ltd. | 9756 | &nbsp;&nbsp; 2595486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial <br> Corp.<br>| 8366 | &nbsp;&nbsp; 1234069 |
|  | Citigroup, Inc. | 58141 | &nbsp;&nbsp; 5447812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial <br> Group, Inc.<br>| 33760 | &nbsp;&nbsp; 1611027 |
|  | CME Group, Inc. | 7702 | &nbsp;&nbsp; 2143313 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, Inc., <br> Class A<br>| 12854 | &nbsp;&nbsp; $4855727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, <br> Inc.<br>| 53837 | &nbsp;&nbsp; 1914444 |
| \* | Corpay, Inc. | 5208 | &nbsp;&nbsp; 1682444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, <br> Inc.<br>| 1417 | &nbsp;&nbsp; 142054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, <br> Inc.<br>| 23936 | &nbsp;&nbsp; 1229114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Erie Indemnity Co., <br> Class A<br>| 3277 | &nbsp;&nbsp; 1167398 |
|  | Everest Group Ltd. | 1826 | &nbsp;&nbsp; 613171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research <br> Systems, Inc.<br>| 2720 | &nbsp;&nbsp; 1095888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Financial, Inc.<br>| 18399 | &nbsp;&nbsp; 1038256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.<br>| 37807 | &nbsp;&nbsp; 3002254 |
|  | Fifth Third Bancorp | 42773 | &nbsp;&nbsp; 1778074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; First Citizens <br> BancShares, Inc., <br> Class A<br>| 686 | &nbsp;&nbsp; 1368405 |
| \* | Fiserv, Inc. | 17857 | &nbsp;&nbsp; 2481052 |
|  | Global Payments, Inc. | 10987 | &nbsp;&nbsp; 878411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs <br> Group, Inc.<br>| 7918 | &nbsp;&nbsp; 5729386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance <br> Group, Inc.<br>| 23179 | &nbsp;&nbsp; 2883236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington <br> Bancshares, Inc.<br>| 75475 | &nbsp;&nbsp; 1240054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers <br> Group, Inc., Class A<br>| 9200 | &nbsp;&nbsp; 603152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental <br> Exchange, Inc.<br>| 11915 | &nbsp;&nbsp; 2202249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & <br> Associates, Inc.<br>| 4541 | &nbsp;&nbsp; 771130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial <br> Group, Inc.<br>| 2204 | &nbsp;&nbsp; 127083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & <br> Co.<br>| 104343 | &nbsp;&nbsp; 30910570 |
|  | KeyCorp | 81559 | &nbsp;&nbsp; 1461537 |
|  | KKR & Co., Inc. | 13319 | &nbsp;&nbsp; 1952299 |
|  | Loews Corp. | 12054 | &nbsp;&nbsp; 1091369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial <br> Holdings, Inc.<br>| 5898 | &nbsp;&nbsp; 2334016 |
|  | M&T Bank Corp. | 8401 | &nbsp;&nbsp; 1585269 |
| \* | Markel Group, Inc. | 912 | &nbsp;&nbsp; 1831560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan <br> Cos., Inc.<br>| 18895 | &nbsp;&nbsp; 3763884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., <br> Class A<br>| 34892 | &nbsp;&nbsp; 19765271 |
|  | MetLife, Inc. | 46239 | &nbsp;&nbsp; 3511852 |
|  | Moody's Corp. | 6409 | &nbsp;&nbsp; 3305314 |
|  | Morgan Stanley | 45991 | &nbsp;&nbsp; 6551878 |
|  | Morningstar, Inc. | 182 | &nbsp;&nbsp; 50316 |
|  | MSCI, Inc. | 5056 | &nbsp;&nbsp; 2838236 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Nasdaq, Inc. | 25109 | &nbsp;&nbsp; $2415988 |
|  | Northern Trust Corp. | 16217 | &nbsp;&nbsp; 2108210 |
| \* | PayPal Holdings, Inc. | 46353 | &nbsp;&nbsp; 3187232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial <br> Services Group, Inc.<br>| 13503 | &nbsp;&nbsp; 2569216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial <br> Group, Inc.<br>| 18106 | &nbsp;&nbsp; 1409190 |
|  | Progressive Corp. | 28504 | &nbsp;&nbsp; 6899108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, <br> Inc.<br>| 19921 | &nbsp;&nbsp; 2063417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Raymond James <br> Financial, Inc.<br>| 14591 | &nbsp;&nbsp; 2438594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial <br> Corp.<br>| 65047 | &nbsp;&nbsp; 1647641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.<br>| 3658 | &nbsp;&nbsp; 703982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe <br> Holdings Ltd.<br>| 3272 | &nbsp;&nbsp; 797517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Robinhood Markets, <br> Inc., Class A<br>| 49376 | &nbsp;&nbsp; 5088197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc., <br> Class A<br>| 2917 | &nbsp;&nbsp; 43084 |
|  | S&P Global, Inc. | 6645 | &nbsp;&nbsp; 3662059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, <br> Inc.<br>| 15240 | &nbsp;&nbsp; 344119 |
|  | State Street Corp. | 20144 | &nbsp;&nbsp; 2251092 |
|  | Synchrony Financial | 27961 | &nbsp;&nbsp; 1948043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; T. Rowe Price Group, <br> Inc.<br>| 15476 | &nbsp;&nbsp; 1570040 |
| \* | Toast, Inc., Class A | 23139 | &nbsp;&nbsp; 1130109 |
|  | TPG, Inc. | 1100 | &nbsp;&nbsp; 62777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tradeweb Markets, <br> Inc., Class A<br>| 5189 | &nbsp;&nbsp; 718936 |
|  | Travelers Cos., Inc. | 16697 | &nbsp;&nbsp; 4345227 |
|  | Truist Financial Corp. | 67540 | &nbsp;&nbsp; 2952173 |
|  | U.S. Bancorp | 64456 | &nbsp;&nbsp; 2897942 |
|  | Unum Group | 13071 | &nbsp;&nbsp; 938629 |
|  | Visa, Inc., Class A | 70201 | &nbsp;&nbsp; 24252339 |
|  | W.R. Berkley Corp. | 26851 | &nbsp;&nbsp; 1847617 |
|  | Wells Fargo & Co. | 110486 | &nbsp;&nbsp; 8908486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson <br> PLC<br>| 8478 | &nbsp;&nbsp; 2677437 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp; 313326424 |
| HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) |
|  | Abbott Laboratories | 57157 | &nbsp;&nbsp; 7212642 |
|  | AbbVie, Inc. | 75789 | &nbsp;&nbsp; 14325637 |
| †† | Abiomed, Inc. | 2233 | &nbsp;&nbsp; 34857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, <br> Inc.<br>| 8351 | &nbsp;&nbsp; 958778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 4305 | &nbsp;&nbsp; 1688593 |
|  | Amgen, Inc. | 26277 | &nbsp;&nbsp; 7754343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Baxter International, <br> Inc.<br>| 36567 | &nbsp;&nbsp; 795698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & <br> Co.<br>| 8195 | &nbsp;&nbsp; $1460759 |
| \* | Biogen, Inc. | 6892 | &nbsp;&nbsp; 882176 |
| \* | Boston Scientific Corp. | 40369 | &nbsp;&nbsp; 4235515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb <br> Co.<br>| 38620 | &nbsp;&nbsp; 1672632 |
|  | Cardinal Health, Inc. | 16264 | &nbsp;&nbsp; 2524498 |
|  | Cencora, Inc. | 13910 | &nbsp;&nbsp; 3979373 |
| \* | Centene Corp. | 23101 | &nbsp;&nbsp; 602243 |
|  | Cigna Group | 10516 | &nbsp;&nbsp; 2811768 |
| \* | Cooper Cos., Inc. | 4928 | &nbsp;&nbsp; 348360 |
|  | CVS Health Corp. | 31083 | &nbsp;&nbsp; 1930254 |
|  | Danaher Corp. | 14931 | &nbsp;&nbsp; 2943796 |
| \* | DaVita, Inc. | 5478 | &nbsp;&nbsp; 768947 |
| \* | Dexcom, Inc. | 9115 | &nbsp;&nbsp; 736219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences <br> Corp.<br>| 24393 | &nbsp;&nbsp; 1934609 |
|  | Elevance Health, Inc. | 7662 | &nbsp;&nbsp; 2168959 |
|  | Eli Lilly & Co. | 33415 | &nbsp;&nbsp; 24729439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare <br> Technologies, Inc.<br>| 29436 | &nbsp;&nbsp; 2099375 |
|  | Gilead Sciences, Inc. | 69213 | &nbsp;&nbsp; 7771928 |
| \* | GRAIL, Inc. | 158 | &nbsp;&nbsp; 5405 |
|  | HCA Healthcare, Inc. | 6892 | &nbsp;&nbsp; 2439699 |
| \* | Hologic, Inc. | 10758 | &nbsp;&nbsp; 718850 |
|  | Humana, Inc. | 4910 | &nbsp;&nbsp; 1226862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, <br> Inc.<br>| 5346 | &nbsp;&nbsp; 2856421 |
| \* | Incyte Corp. | 6672 | &nbsp;&nbsp; 499666 |
| \* | Insmed, Inc. | 5730 | &nbsp;&nbsp; 614714 |
| \* | Insulet Corp. | 4026 | &nbsp;&nbsp; 1161098 |
| \* | Intuitive Surgical, Inc. | 4473 | &nbsp;&nbsp; 2151916 |
| \* | IQVIA Holdings, Inc. | 13030 | &nbsp;&nbsp; 2421756 |
|  | Johnson & Johnson | 122168 | &nbsp;&nbsp; 20125956 |
|  | Labcorp Holdings, Inc. | 4812 | &nbsp;&nbsp; 1251505 |
|  | McKesson Corp. | 4822 | &nbsp;&nbsp; 3344250 |
|  | Medtronic PLC | 32384 | &nbsp;&nbsp; 2922332 |
|  | Merck & Co., Inc. | 112789 | &nbsp;&nbsp; 8811077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo <br> International, Inc.<br>| 1313 | &nbsp;&nbsp; 1619822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, <br> Inc.<br>| 4089 | &nbsp;&nbsp; 645530 |
| \* | Natera, Inc. | 5561 | &nbsp;&nbsp; 743283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Neurocrine <br> Biosciences, Inc.<br>| 2870 | &nbsp;&nbsp; 368020 |
|  | Pfizer, Inc. | 186140 | &nbsp;&nbsp; 4335201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, <br> Inc.<br>| 9146 | &nbsp;&nbsp; 1531132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 2249 | &nbsp;&nbsp; 1226740 |
|  | ResMed, Inc. | 8988 | &nbsp;&nbsp; 2444197 |
|  | Revvity, Inc. | 3117 | &nbsp;&nbsp; 273984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC, <br> Class A<br>| 20521 | &nbsp;&nbsp; 755173 |
| \* | Solventum Corp. | 1931 | &nbsp;&nbsp; 137796 |
|  | STERIS PLC | 6577 | &nbsp;&nbsp; 1489625 |
|  | Stryker Corp. | 9545 | &nbsp;&nbsp; 3748608 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Summit Therapeutics, <br> Inc.<br>| 6105 | &nbsp;&nbsp; $160989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare <br> Corp.<br>| 7000 | &nbsp;&nbsp; 1128960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher <br> Scientific, Inc.<br>| 8063 | &nbsp;&nbsp; 3770904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics <br> Corp.<br>| 3500 | &nbsp;&nbsp; 961450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, <br> Inc.<br>| 32461 | &nbsp;&nbsp; 8100967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Universal Health <br> Services, Inc., <br> Class B<br>| 5543 | &nbsp;&nbsp; 922632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., <br> Class A<br>| 7493 | &nbsp;&nbsp; 2129511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Vertex <br> Pharmaceuticals, <br> Inc.<br>| 4391 | &nbsp;&nbsp; 2006116 |
|  | Viatris, Inc. | 6755 | &nbsp;&nbsp; 59039 |
| \* | Waters Corp. | 3884 | &nbsp;&nbsp; 1121544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc.<br>| 3171 | &nbsp;&nbsp; 758693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet <br> Holdings, Inc.<br>| 14759 | &nbsp;&nbsp; 1352662 |
|  | Zoetis, Inc. | 18027 | &nbsp;&nbsp; 2628156 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp; 191343639 |
| INDUSTRIALS — (10.0%) | INDUSTRIALS — (10.0%) | INDUSTRIALS — (10.0%) | INDUSTRIALS — (10.0%) |
|  | 3M Co. | 27150 | &nbsp;&nbsp; 4051323 |
|  | AECOM | 7425 | &nbsp;&nbsp; 837095 |
|  | AMETEK, Inc. | 14174 | &nbsp;&nbsp; 2620064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data <br> Processing, Inc.<br>| 16523 | &nbsp;&nbsp; 5113868 |
| \* | Axon Enterprise, Inc. | 2188 | &nbsp;&nbsp; 1653012 |
| \* | Boeing Co. | 28766 | &nbsp;&nbsp; 6381449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton <br> Holding Corp.<br>| 794 | &nbsp;&nbsp; 85220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial <br> Solutions, Inc.<br>| 8003 | &nbsp;&nbsp; 1980823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, <br> Inc.<br>| 707 | &nbsp;&nbsp; 89881 |
|  | Carlisle Cos., Inc. | 3641 | &nbsp;&nbsp; 1291499 |
|  | Carrier Global Corp. | 29905 | &nbsp;&nbsp; 2052081 |
|  | Caterpillar, Inc. | 22473 | &nbsp;&nbsp; 9843623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson <br> Worldwide, Inc.<br>| 8254 | &nbsp;&nbsp; 951851 |
|  | Cintas Corp. | 14325 | &nbsp;&nbsp; 3188029 |
|  | CNH Industrial NV | 104683 | &nbsp;&nbsp; 1356692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, <br> Inc.<br>| 1531 | &nbsp;&nbsp; 1076752 |
| \* | Copart, Inc. | 45370 | &nbsp;&nbsp; 2056622 |
|  | CSX Corp. | 133679 | &nbsp;&nbsp; 4750952 |
|  | Cummins, Inc. | 10475 | &nbsp;&nbsp; 3850819 |
|  | Curtiss-Wright Corp. | 619 | &nbsp;&nbsp; 303446 |
| \* | Dayforce, Inc. | 1877 | &nbsp;&nbsp; 108247 |
|  | Deere & Co. | 13115 | &nbsp;&nbsp; 6877113 |
|  | Delta Air Lines, Inc. | 61654 | &nbsp;&nbsp; 3280609 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| Dover Corp. | 8685 | &nbsp;&nbsp; $1573201 |
| Eaton Corp. PLC | 12725 | &nbsp;&nbsp; 4895562 |
| EMCOR Group, Inc. | 3776 | &nbsp;&nbsp; 2369402 |
| Emerson Electric Co. | 18002 | &nbsp;&nbsp; 2619471 |
| Equifax, Inc. | 7666 | &nbsp;&nbsp; 1841603 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expeditors <br> International of <br> Washington, Inc.<br>| 10813 | &nbsp;&nbsp; 1256903 |
| Fastenal Co. | 65344 | &nbsp;&nbsp; 3014319 |
| FedEx Corp. | 11502 | &nbsp;&nbsp; 2570582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferguson Enterprises, <br> Inc.<br>| 15731 | &nbsp;&nbsp; 3513204 |
| Fortive Corp. | 18180 | &nbsp;&nbsp; 871367 |
| GE Vernova, Inc. | 4658 | &nbsp;&nbsp; 3075631 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Dynamics <br> Corp.<br>| 7513 | &nbsp;&nbsp; 2341126 |
| General Electric Co. | 22796 | &nbsp;&nbsp; 6179540 |
| Graco, Inc. | 13146 | &nbsp;&nbsp; 1104001 |
| &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEI <br> US)<br>| 2731 | &nbsp;&nbsp; 892491 |
| &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. (HEIA <br> US), Class A<br>| 4226 | &nbsp;&nbsp; 1090688 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell <br> International, Inc.<br>| 24425 | &nbsp;&nbsp; 5430899 |
| &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, <br> Inc.<br>| 22899 | &nbsp;&nbsp; 4116553 |
| Hubbell, Inc. | 4240 | &nbsp;&nbsp; 1854915 |
| IDEX Corp. | 514 | &nbsp;&nbsp; 84044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, <br> Inc.<br>| 14740 | &nbsp;&nbsp; 3772998 |
| Ingersoll Rand, Inc. | 19044 | &nbsp;&nbsp; 1611694 |
| Jacobs Solutions, Inc. | 9398 | &nbsp;&nbsp; 1333294 |
| &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport <br> Services, Inc.<br>| 6226 | &nbsp;&nbsp; 896855 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 30335 | &nbsp;&nbsp; 3185175 |
| &nbsp;&nbsp;&nbsp;&nbsp; L3Harris Technologies, <br> Inc.<br>| 9638 | &nbsp;&nbsp; 2648715 |
| Leidos Holdings, Inc. | 8587 | &nbsp;&nbsp; 1370915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lennox International, <br> Inc.<br>| 2752 | &nbsp;&nbsp; 1675968 |
| Lockheed Martin Corp. | 10476 | &nbsp;&nbsp; 4410186 |
| Masco Corp. | 7813 | &nbsp;&nbsp; 532300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern <br> Corp.<br>| 13943 | &nbsp;&nbsp; 3876154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman <br> Corp.<br>| 5271 | &nbsp;&nbsp; 3039311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight <br> Line, Inc.<br>| 15042 | &nbsp;&nbsp; 2245019 |
| Otis Worldwide Corp. | 26696 | &nbsp;&nbsp; 2287580 |
| PACCAR, Inc. | 35373 | &nbsp;&nbsp; 3493437 |
| Parker-Hannifin Corp. | 4254 | &nbsp;&nbsp; 3113503 |
| Paychex, Inc. | 24626 | &nbsp;&nbsp; 3554271 |
| Paycom Software, Inc. | 1017 | &nbsp;&nbsp; 235476 |
| Pentair PLC | 11449 | &nbsp;&nbsp; 1170088 |
| Quanta Services, Inc. | 9442 | &nbsp;&nbsp; 3834679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic Services, <br> Inc.<br>| 8410 | &nbsp;&nbsp; 1939767 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, <br> Inc.<br>| 7407 | &nbsp;&nbsp; $2605116 |
|  | Rollins, Inc. | 31352 | &nbsp;&nbsp; 1795529 |
|  | RTX Corp. | 50893 | &nbsp;&nbsp; 8019210 |
|  | Snap-on, Inc. | 4289 | &nbsp;&nbsp; 1377584 |
|  | Southwest Airlines Co. | 44803 | &nbsp;&nbsp; 1385757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies <br> Holdings, Inc.<br>| 17512 | &nbsp;&nbsp; 1496926 |
|  | Textron, Inc. | 1500 | &nbsp;&nbsp; 116655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies <br> PLC<br>| 8893 | &nbsp;&nbsp; 3895845 |
|  | TransDigm Group, Inc. | 2158 | &nbsp;&nbsp; 3471057 |
|  | TransUnion | 14345 | &nbsp;&nbsp; 1365501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Uber Technologies, <br> Inc.<br>| 38676 | &nbsp;&nbsp; 3393819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. <br> (UHAL/B US)<br>| 1390 | &nbsp;&nbsp; 72280 |
|  | Union Pacific Corp. | 27969 | &nbsp;&nbsp; 6208279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines <br> Holdings, Inc.<br>| 29910 | &nbsp;&nbsp; 2641352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, <br> Inc., Class B<br>| 36720 | &nbsp;&nbsp; 3163795 |
|  | United Rentals, Inc. | 5598 | &nbsp;&nbsp; 4942698 |
|  | Veralto Corp. | 12930 | &nbsp;&nbsp; 1355452 |
|  | Verisk Analytics, Inc. | 9744 | &nbsp;&nbsp; 2715750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., <br> Class A<br>| 26102 | &nbsp;&nbsp; 3800451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Waste Management, <br> Inc.<br>| 16330 | &nbsp;&nbsp; 3742183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. (WSO <br> US)<br>| 1860 | &nbsp;&nbsp; 838637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 7851 | &nbsp;&nbsp; 1507785 |
|  | Woodward, Inc. | 4300 | &nbsp;&nbsp; 1105444 |
|  | WW Grainger, Inc. | 3186 | &nbsp;&nbsp; 3311974 |
|  | Xylem, Inc. | 12382 | &nbsp;&nbsp; 1790685 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp; 230843721 |
| INFORMATION TECHNOLOGY — (31.3%) | INFORMATION TECHNOLOGY — (31.3%) | INFORMATION TECHNOLOGY — (31.3%) | INFORMATION TECHNOLOGY — (31.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, <br> Class A<br>| 24301 | &nbsp;&nbsp; 6490797 |
| \* | Adobe, Inc. | 17636 | &nbsp;&nbsp; 6308221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro <br> Devices, Inc.<br>| 29887 | &nbsp;&nbsp; 5269377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, <br> Inc.<br>| 4759 | &nbsp;&nbsp; 363159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., <br> Class A<br>| 44976 | &nbsp;&nbsp; 4790394 |
|  | Analog Devices, Inc. | 12442 | &nbsp;&nbsp; 2794846 |
|  | Apple, Inc. | 620152 | &nbsp;&nbsp; 128724951 |
|  | Applied Materials, Inc. | 30006 | &nbsp;&nbsp; 5402880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., <br> Class A<br>| 19638 | &nbsp;&nbsp; 7672567 |
| \* | Arista Networks, Inc. | 22175 | &nbsp;&nbsp; 2732403 |
| \* | Astera Labs, Inc. | 6298 | &nbsp;&nbsp; 861126 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., <br> Class A<br>| 1789 | &nbsp;&nbsp; $343094 |
| \* | Autodesk, Inc. | 10977 | &nbsp;&nbsp; 3327238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bentley Systems, Inc., <br> Class B<br>| 11751 | &nbsp;&nbsp; 681323 |
|  | Broadcom, Inc. | 110062 | &nbsp;&nbsp; 32325209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cadence Design <br> Systems, Inc.<br>| 5282 | &nbsp;&nbsp; 1925659 |
|  | CDW Corp. | 6180 | &nbsp;&nbsp; 1077668 |
|  | Cisco Systems, Inc. | 133824 | &nbsp;&nbsp; 9110738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc., <br> Class A<br>| 6795 | &nbsp;&nbsp; 1411186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 37272 | &nbsp;&nbsp; 2674639 |
| \* | Coherent Corp. | 3083 | &nbsp;&nbsp; 331731 |
|  | Corning, Inc. | 53351 | &nbsp;&nbsp; 3373917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, <br> Inc., Class A<br>| 2875 | &nbsp;&nbsp; 1306889 |
| \* | Datadog, Inc., Class A | 8263 | &nbsp;&nbsp; 1156655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, Inc., <br> Class C<br>| 12420 | &nbsp;&nbsp; 1648010 |
| \* | Docusign, Inc. | 10251 | &nbsp;&nbsp; 775386 |
| \* | Dynatrace, Inc. | 17794 | &nbsp;&nbsp; 936142 |
|  | Entegris, Inc. | 1087 | &nbsp;&nbsp; 85286 |
| \* | F5, Inc. | 4247 | &nbsp;&nbsp; 1331095 |
| \* | Fair Isaac Corp. | 1468 | &nbsp;&nbsp; 2109105 |
| \* | First Solar, Inc. | 7298 | &nbsp;&nbsp; 1275179 |
| \* | Flex Ltd. | 31753 | &nbsp;&nbsp; 1583522 |
| \* | Fortinet, Inc. | 27151 | &nbsp;&nbsp; 2712385 |
| \* | Gartner, Inc. | 5810 | &nbsp;&nbsp; 1967556 |
|  | Gen Digital, Inc. | 47596 | &nbsp;&nbsp; 1403606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GLOBALFOUNDRIES, <br> Inc.<br>| 6479 | &nbsp;&nbsp; 242250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., <br> Class A<br>| 9515 | &nbsp;&nbsp; 1537434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Guidewire Software, <br> Inc.<br>| 3630 | &nbsp;&nbsp; 821179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard <br> Enterprise Co.<br>| 91810 | &nbsp;&nbsp; 1899549 |
|  | HP, Inc. | 55326 | &nbsp;&nbsp; 1372085 |
| \* | HubSpot, Inc. | 1561 | &nbsp;&nbsp; 811174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.<br>| 48020 | &nbsp;&nbsp; 12156263 |
|  | Intuit, Inc. | 7652 | &nbsp;&nbsp; 6007815 |
|  | Jabil, Inc. | 9428 | &nbsp;&nbsp; 2104047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Keysight Technologies, <br> Inc.<br>| 10346 | &nbsp;&nbsp; 1695813 |
|  | KLA Corp. | 5533 | &nbsp;&nbsp; 4863673 |
|  | Lam Research Corp. | 50535 | &nbsp;&nbsp; 4792739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Associates, <br> Inc.<br>| 1874 | &nbsp;&nbsp; 411643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, <br> Inc.<br>| 39090 | &nbsp;&nbsp; 3141663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, <br> Inc.<br>| 27686 | &nbsp;&nbsp; 1871297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, <br> Inc.<br>| 28571 | &nbsp;&nbsp; 3118239 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Microsoft Corp. | 295102 | &nbsp;&nbsp; $157436917 |
| \* | MongoDB, Inc. | 2042 | &nbsp;&nbsp; 485771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Monolithic Power <br> Systems, Inc.<br>| 1525 | &nbsp;&nbsp; 1084641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, <br> Inc.<br>| 7288 | &nbsp;&nbsp; 3199286 |
|  | NetApp, Inc. | 15583 | &nbsp;&nbsp; 1622658 |
| \* | Nutanix, Inc., Class A | 19923 | &nbsp;&nbsp; 1497612 |
|  | NVIDIA Corp. | 990629 | &nbsp;&nbsp; 176202849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors <br> NV<br>| 20622 | &nbsp;&nbsp; 4408365 |
| \* | Okta, Inc. | 12454 | &nbsp;&nbsp; 1218001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor <br> Corp.<br>| 23833 | &nbsp;&nbsp; 1343228 |
|  | Oracle Corp. | 84501 | &nbsp;&nbsp; 21443819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palantir Technologies, <br> Inc., Class A<br>| 24007 | &nbsp;&nbsp; 3801508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, <br> Inc.<br>| 11054 | &nbsp;&nbsp; 1918974 |
| \* | PTC, Inc. | 6064 | &nbsp;&nbsp; 1302608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Pure Storage, Inc., <br> Class A<br>| 13608 | &nbsp;&nbsp; 809948 |
|  | QUALCOMM, Inc. | 49754 | &nbsp;&nbsp; 7301897 |
| \* | Ralliant Corp. | 6060 | &nbsp;&nbsp; 277063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, <br> Inc.<br>| 3799 | &nbsp;&nbsp; 2090970 |
|  | Salesforce, Inc. | 20375 | &nbsp;&nbsp; 5263474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Samsara, Inc., <br> Class A<br>| 9271 | &nbsp;&nbsp; 352576 |
| \* | Sandisk Corp. | 6182 | &nbsp;&nbsp; 265331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology <br> Holdings PLC<br>| 15537 | &nbsp;&nbsp; 2439464 |
| \* | ServiceNow, Inc. | 4307 | &nbsp;&nbsp; 4062018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, <br> Inc.<br>| 3214 | &nbsp;&nbsp; 220288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Snowflake, Inc., <br> Class A<br>| 9473 | &nbsp;&nbsp; 2117215 |
| \* | Synopsys, Inc. | 2589 | &nbsp;&nbsp; 1640054 |
|  | TE Connectivity PLC | 19065 | &nbsp;&nbsp; 3922624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Teledyne Technologies, <br> Inc.<br>| 2427 | &nbsp;&nbsp; 1337325 |
|  | Teradyne, Inc. | 1660 | &nbsp;&nbsp; 178334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, <br> Inc.<br>| 37207 | &nbsp;&nbsp; 6736699 |
| \* | Trimble, Inc. | 19100 | &nbsp;&nbsp; 1602299 |
| \* | Twilio, Inc., Class A | 10551 | &nbsp;&nbsp; 1361079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, <br> Inc.<br>| 1930 | &nbsp;&nbsp; 1128201 |
|  | VeriSign, Inc. | 6369 | &nbsp;&nbsp; 1712433 |
|  | Western Digital Corp. | 18546 | &nbsp;&nbsp; 1459385 |
| \* | Workday, Inc., Class A | 3528 | &nbsp;&nbsp; 809253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies <br> Corp., Class A<br>| 1632 | &nbsp;&nbsp; 553281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zoom <br> Communications, <br> Inc.<br>| 13880 | &nbsp;&nbsp; 1027814 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Zscaler, Inc. | 4222 | &nbsp;&nbsp; $1205634 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INFORMATION <br> TECHNOLOGY |  | &nbsp;&nbsp; 719971698 |
| MATERIALS — (2.3%) | MATERIALS — (2.3%) | MATERIALS — (2.3%) | MATERIALS — (2.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Air Products & <br> Chemicals, Inc.<br>| 10422 | &nbsp;&nbsp; 3000285 |
|  | Amcor PLC | 98822 | &nbsp;&nbsp; 923986 |
|  | Avery Dennison Corp. | 2673 | &nbsp;&nbsp; 448449 |
|  | Ball Corp. | 20899 | &nbsp;&nbsp; 1196677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, <br> Inc.<br>| 8300 | &nbsp;&nbsp; 770489 |
|  | Corteva, Inc. | 36611 | &nbsp;&nbsp; 2640751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CRH PLC (CRHCF <br> US)<br>| 44141 | &nbsp;&nbsp; 4213258 |
|  | Dow, Inc. | 33742 | &nbsp;&nbsp; 785851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DuPont de Nemours, <br> Inc.<br>| 22261 | &nbsp;&nbsp; 1600566 |
|  | Ecolab, Inc. | 9821 | &nbsp;&nbsp; 2570745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, <br> Inc.<br>| 60950 | &nbsp;&nbsp; 2452628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.<br>| 10091 | &nbsp;&nbsp; 716764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Paper <br> Co.<br>| 25682 | &nbsp;&nbsp; 1200377 |
|  | Linde PLC | 15495 | &nbsp;&nbsp; 7131729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell <br> Industries NV, <br> Class A<br>| 17657 | &nbsp;&nbsp; 1022870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Martin Marietta <br> Materials, Inc.<br>| 2776 | &nbsp;&nbsp; 1595867 |
|  | Newmont Corp. | 80310 | &nbsp;&nbsp; 4987251 |
|  | Nucor Corp. | 10248 | &nbsp;&nbsp; 1466181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of <br> America<br>| 6715 | &nbsp;&nbsp; 1301031 |
|  | PPG Industries, Inc. | 17260 | &nbsp;&nbsp; 1820930 |
|  | Reliance, Inc. | 4458 | &nbsp;&nbsp; 1293399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; RPM International, <br> Inc.<br>| 5943 | &nbsp;&nbsp; 697768 |
|  | Sherwin-Williams Co. | 9602 | &nbsp;&nbsp; 3177110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock <br> PLC<br>| 24071 | &nbsp;&nbsp; 1068271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper <br> Corp.<br>| 3712 | &nbsp;&nbsp; 349522 |
|  | Steel Dynamics, Inc. | 13489 | &nbsp;&nbsp; 1720657 |
|  | Vulcan Materials Co. | 8330 | &nbsp;&nbsp; 2288001 |
|  | Westlake Corp. | 2352 | &nbsp;&nbsp; 186514 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp; 52627927 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., <br> Class A<br>| 17066 | &nbsp;&nbsp; 2657859 |
| \* | CoStar Group, Inc. | 19331 | &nbsp;&nbsp; 1840118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (Z <br> US), Class C<br>| 11891 | &nbsp;&nbsp; 945929 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc. (ZG <br> US), Class A<br>| 3273 | &nbsp;&nbsp; $251202 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp; 5695108 |
| UTILITIES — (3.4%) | UTILITIES — (3.4%) | UTILITIES — (3.4%) | UTILITIES — (3.4%) |
|  | Alliant Energy Corp. | 20968 | &nbsp;&nbsp; 1363130 |
|  | Ameren Corp. | 18188 | &nbsp;&nbsp; 1839352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Electric <br> Power Co., Inc.<br>| 38448 | &nbsp;&nbsp; 4350007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Water Works <br> Co., Inc.<br>| 13125 | &nbsp;&nbsp; 1840650 |
|  | Atmos Energy Corp. | 10686 | &nbsp;&nbsp; 1666161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, <br> Inc.<br>| 47708 | &nbsp;&nbsp; 1852025 |
|  | CMS Energy Corp. | 23763 | &nbsp;&nbsp; 1753709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, <br> Inc.<br>| 25358 | &nbsp;&nbsp; 2624553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Corp.<br>| 11768 | &nbsp;&nbsp; 4093381 |
|  | Dominion Energy, Inc. | 61491 | &nbsp;&nbsp; 3594149 |
|  | DTE Energy Co. | 15148 | &nbsp;&nbsp; 2096635 |
|  | Duke Energy Corp. | 29222 | &nbsp;&nbsp; 3554564 |
|  | Edison International | 21551 | &nbsp;&nbsp; 1123238 |
|  | Entergy Corp. | 31391 | &nbsp;&nbsp; 2838688 |
|  | Evergy, Inc. | 16604 | &nbsp;&nbsp; 1175563 |
|  | Eversource Energy | 26822 | &nbsp;&nbsp; 1772934 |
|  | Exelon Corp. | 73556 | &nbsp;&nbsp; 3305607 |
|  | FirstEnergy Corp. | 42188 | &nbsp;&nbsp; 1801849 |
|  | NextEra Energy, Inc. | 78114 | &nbsp;&nbsp; 5550781 |
|  | NiSource, Inc. | 36661 | &nbsp;&nbsp; 1556259 |
|  | NRG Energy, Inc. | 15987 | &nbsp;&nbsp; 2673026 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
| PG&E Corp. | 119534 | &nbsp;&nbsp; $1675867 |
| PPL Corp. | 54021 | &nbsp;&nbsp; 1928009 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Service <br> Enterprise Group, <br> Inc.<br>| 32269 | &nbsp;&nbsp; 2897434 |
| Sempra | 43317 | &nbsp;&nbsp; 3538133 |
| Southern Co. | 41233 | &nbsp;&nbsp; 3895694 |
| Vistra Corp. | 27325 | &nbsp;&nbsp; 5698356 |
| &nbsp;&nbsp;&nbsp;&nbsp; WEC Energy Group, <br> Inc.<br>| 22685 | &nbsp;&nbsp; 2474480 |
| Xcel Energy, Inc. | 43578 | &nbsp;&nbsp; 3200368 |
| TOTAL UTILITIES |  | &nbsp;&nbsp; 77734602 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMON <br> STOCKS <br>Cost ($1089952227) |  | &nbsp;&nbsp; 2276133349 |

---

&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 | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 5925583 | &nbsp;&nbsp; 5925583 |
| SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 1673470 | &nbsp;&nbsp; 19357032 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,115,234,842)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,115,234,842)^^ |  | &nbsp;&nbsp; $2301415964 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Communication Services | &nbsp;&nbsp;&nbsp; $228507534 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $228507534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | &nbsp;&nbsp;&nbsp; 230196815 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 230196815 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | &nbsp;&nbsp;&nbsp; 136339461 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 136339461 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | &nbsp;&nbsp;&nbsp; 89546420 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 89546420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | &nbsp;&nbsp;&nbsp; 313326424 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 313326424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | &nbsp;&nbsp;&nbsp; 191308782 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $34857 | &nbsp;&nbsp;&nbsp; 191343639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | &nbsp;&nbsp;&nbsp; 230843721 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 230843721 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | &nbsp;&nbsp;&nbsp; 719971698 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 719971698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | &nbsp;&nbsp;&nbsp; 52627927 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 52627927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | &nbsp;&nbsp;&nbsp; 5695108 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5695108 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp;&nbsp; 77734602 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 77734602 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 5925583 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5925583 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $19357032 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19357032 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $2282024075 | &nbsp;&nbsp;&nbsp; $19357032 | &nbsp;&nbsp;&nbsp; $34,857˂˃ | &nbsp;&nbsp;&nbsp; $2301415964 |

---

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

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

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

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

**SCHEDULE OF INVESTMENTS**

**July 31, 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%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.260%, <br> FRN, 4.580%, <br> 11/05/27<br>| 2500 | &nbsp;&nbsp; $2505407 |
| BONDS — (43.9%) | BONDS — (43.9%) | BONDS — (43.9%) | BONDS — (43.9%) |
| AUSTRALIA — (7.5%) | AUSTRALIA — (7.5%) | AUSTRALIA — (7.5%) | AUSTRALIA — (7.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.680%, <br> FRN, 5.058%, <br> 07/16/27<br>| 23300 | &nbsp;&nbsp; 23419010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.460%, <br> FRN, 4.816%, <br> 11/27/26<br>| 4400 | &nbsp;&nbsp; 4408897 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.640%, <br> FRN, 5.008%, <br> 03/14/28<br>| 6500 | &nbsp;&nbsp; 6530745 |
| Glencore Funding LLC  | Glencore Funding LLC  |  |  |
|  | 1.625%, 09/01/25 | 2000 | &nbsp;&nbsp; 1994768 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.060%, <br> FRN, 5.407%, <br> 04/04/27<br>| 517 | &nbsp;&nbsp; 519399 |
| Macquarie Bank Ltd.  | Macquarie Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.920%, <br> FRN, 5.297%, <br> 07/02/27<br>| 5000 | &nbsp;&nbsp; 5043550 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.740%, <br> FRN, 5.106%, <br> 06/12/28<br>| 1500 | &nbsp;&nbsp; 1504035 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.620%, <br> FRN |  |  |
| (r)Ω | 4.986%, 06/11/27 | 16950 | &nbsp;&nbsp; 17003968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scentre Group Trust <br> 1/Scentre Group Trust 2  | &nbsp;&nbsp;&nbsp;&nbsp; Scentre Group Trust <br> 1/Scentre Group Trust 2  |  |  |
| Ω | 3.250%, 10/28/25 | 1000 | &nbsp;&nbsp; 996266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.460%, FRN |  |  |
| (r) | 4.838%, 10/20/26 | 15550 | &nbsp;&nbsp; 15572261 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 76992899 |
| CANADA — (1.4%) | CANADA — (1.4%) | CANADA — (1.4%) | CANADA — (1.4%) |
| Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.950%, <br> FRN, 5.302%, <br> 09/25/25<br>| 2000 | &nbsp;&nbsp; 2002420 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.330%, <br> FRN, 5.676%, <br> 06/05/26<br>| 2100 | &nbsp;&nbsp; $2118065 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  |  |  |
|  | 3.945%, 08/04/25 | 1100 | &nbsp;&nbsp; 1099939 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.220%, <br> FRN, 5.569%, <br> 10/02/26<br>| 2200 | &nbsp;&nbsp; 2220231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, <br> SOFR + 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, <br> SOFR + 0.950%, FRN |  |  |
| (r) | 5.293%, 01/19/27 | 3600 | &nbsp;&nbsp; 3625359 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.080%, <br> FRN, 5.424%, <br> 07/17/26<br>| 2900 | &nbsp;&nbsp; 2919909 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.820%, <br> FRN, 5.618%, <br> 01/31/28<br>| 905 | &nbsp;&nbsp; 907623 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 14893546 |
| FRANCE — (0.8%) | FRANCE — (0.8%) | FRANCE — (0.8%) | FRANCE — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, SOFR <br> + 0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |
| (r)Ω | 5.218%, 03/11/27 | 7250 | &nbsp;&nbsp; 7269879 |
| Electricite de France SA  | Electricite de France SA  |  |  |
|  | 3.625%, 10/13/25 | 701 | &nbsp;&nbsp; 699101 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 7968980 |
| GERMANY — (1.6%) | GERMANY — (1.6%) | GERMANY — (1.6%) | GERMANY — (1.6%) |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |
| Ω | 4.250%, 12/15/25 | 500 | &nbsp;&nbsp; 498725 |
| &nbsp;&nbsp;&nbsp;&nbsp; BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN |  |  |
| (r)Ω | 4.899%, 04/02/26 | 2000 | &nbsp;&nbsp; 2001506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |
| (r)Ω | 5.184%, 01/13/28 | 4830 | &nbsp;&nbsp; 4834574 |
| Deutsche Bank AG  | Deutsche Bank AG  |  |  |
|  | 4.100%, 01/13/26 | 1300 | &nbsp;&nbsp; 1295443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  |  |  |
| Ω | 5.375%, 08/01/25 | 240 | &nbsp;&nbsp; 240000 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.670%, <br> FRN, 5.018%, <br> 01/09/26<br>| 3800 | &nbsp;&nbsp; 3804264 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.930%, <br> FRN, 5.283%, <br> 03/31/28<br>| 1600 | &nbsp;&nbsp; 1605236 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC, <br> SOFR + 0.830%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC, <br> SOFR + 0.830%, FRN |  |  |
| (r)Ω | 5.181%, 03/20/26 | 1700 | &nbsp;&nbsp; $1701481 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 15981229 |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 4.450%, 10/01/25 | 1724 | &nbsp;&nbsp; 1723066 |
| JAPAN — (1.2%) | JAPAN — (1.2%) | JAPAN — (1.2%) | JAPAN — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.080%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.080%, FRN |  |  |
| (r)Ω | 5.458%, 07/16/28 | 6000 | &nbsp;&nbsp; 6056742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.430%, <br> FRN, 5.804%, <br> 01/13/26<br>| 830 | &nbsp;&nbsp; 834188 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.300%, <br> FRN, 5.674%, <br> 07/13/26<br>| 208 | &nbsp;&nbsp; 209637 |
| Sumitomo Mitsui Trust Bank Ltd.  | Sumitomo Mitsui Trust Bank Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.150%, <br> FRN, 5.516%, <br> 09/14/26<br>| 1750 | &nbsp;&nbsp; 1766454 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.980%, <br> FRN, 5.341%, <br> 09/10/27<br>| 3000 | &nbsp;&nbsp; 3030360 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp; 11897381 |
| NETHERLANDS — (0.5%) | NETHERLANDS — (0.5%) | NETHERLANDS — (0.5%) | NETHERLANDS — (0.5%) |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.944%, <br> 01/21/28<br>| 5700 | &nbsp;&nbsp; 5712543 |
| SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) |
| DBS Group Holdings Ltd.  | DBS Group Holdings Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.970%, <br> 03/21/28<br>| 20000 | &nbsp;&nbsp; 20065800 |
| SPAIN — (0.1%) | SPAIN — (0.1%) | SPAIN — (0.1%) | SPAIN — (0.1%) |
| Banco Santander SA  | Banco Santander SA  |  |  |
| # | 5.147%, 08/18/25 | 800 | &nbsp;&nbsp; 799941 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.352%, 04/06/27 | 5835 | &nbsp;&nbsp; 5907231 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN |  |  |
| (r) | 4.671%, 02/20/28 | 10000 | &nbsp;&nbsp; $10010569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |
| (r) | 4.702%, 10/04/27 | 22000 | &nbsp;&nbsp; 22041851 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.617%, <br> 06/15/27<br>| 16000 | &nbsp;&nbsp; 16003466 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.430%, <br> FRN, 4.762%, <br> 08/19/27<br>| 7368 | &nbsp;&nbsp; 7391283 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  | &nbsp;&nbsp; 61354400 |
| SWEDEN — (0.5%) | SWEDEN — (0.5%) | SWEDEN — (0.5%) | SWEDEN — (0.5%) |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.599%, <br> 06/15/26<br>| 5000 | &nbsp;&nbsp; 5039780 |
| SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) |
| UBS Group AG  | UBS Group AG  |  |  |
| Ω | 4.125%, 09/24/25 | 8185 | &nbsp;&nbsp; 8177151 |
| UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC, SOFR + 0.500%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC, SOFR + 0.500%, <br> FRN |  |  |
| (r) | 4.848%, 03/12/27 | 3350 | &nbsp;&nbsp; 3362112 |
| &nbsp;&nbsp;&nbsp;&nbsp; NatWest Markets PLC, <br> SOFR + 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NatWest Markets PLC, <br> SOFR + 0.950%, FRN |  |  |
| (r)Ω | 5.301%, 03/21/28 | 9000 | &nbsp;&nbsp; 9051472 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 12413584 |
| UNITED STATES — (20.1%) | UNITED STATES — (20.1%) | UNITED STATES — (20.1%) | UNITED STATES — (20.1%) |
| AEP Texas, Inc.  | AEP Texas, Inc.  |  |  |
| Ω | 3.850%, 10/01/25 | 500 | &nbsp;&nbsp; 499279 |
| Aircastle Ltd.  | Aircastle Ltd.  |  |  |
| Ω | 5.250%, 08/11/25 | 580 | &nbsp;&nbsp; 580000 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc.  |  |  |
|  | 1.000%, 11/01/25 | 1495 | &nbsp;&nbsp; 1481218 |
| American Express Co.  | American Express Co.  |  |  |
|  | 4.200%, 11/06/25 | 1100 | &nbsp;&nbsp; 1099031 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.100%, <br> 02/13/26<br>| 8876 | &nbsp;&nbsp; $8892710 |
| American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.790%, <br> FRN, 5.138%, <br> 10/03/25<br>| 1730 | &nbsp;&nbsp; 1731886 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.720%, <br> FRN, 5.067%, <br> 10/05/26<br>| 1055 | &nbsp;&nbsp; 1056982 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.770%, <br> FRN, 5.118%, <br> 03/12/27<br>| 440 | &nbsp;&nbsp; 440578 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |
|  | 3.875%, 08/01/25 | 160 | &nbsp;&nbsp; 160000 |
| Boeing Co.  | Boeing Co.  |  |  |
|  | 2.600%, 10/30/25 | 400 | &nbsp;&nbsp; 397761 |
| Boston Properties LP  | Boston Properties LP  |  |  |
|  | 3.650%, 02/01/26 | 400 | &nbsp;&nbsp; 397857 |
| Bunge Ltd. Finance Corp.  | Bunge Ltd. Finance Corp.  |  |  |
|  | 1.630%, 08/17/25 | 745 | &nbsp;&nbsp; 743844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cargill, Inc., SOFR + <br> 0.610%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cargill, Inc., SOFR + <br> 0.610%, FRN |  |  |
| (r)Ω | 4.949%, 02/11/28 | 3500 | &nbsp;&nbsp; 3500875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.690%, <br> FRN, 5.035%, <br> 10/16/26<br>| 6500 | &nbsp;&nbsp; 6534182 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.861%, <br> 05/14/27<br>| 1066 | &nbsp;&nbsp; 1067671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp., <br> SOFR + 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp., <br> SOFR + 0.520%, FRN |  |  |
| (r) | 4.860%, 05/13/26 | 7200 | &nbsp;&nbsp; 7203288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.470%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.470%, FRN |  |  |
| (r) | 4.814%, 02/26/28 | 14178 | &nbsp;&nbsp; 14252569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citibank NA, SOFR + <br> 0.781%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Citibank NA, SOFR + <br> 0.781%, FRN |  |  |
| (r) | 5.129%, 05/29/27 | 1000 | &nbsp;&nbsp; 1004584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN |  |  |
| (r) | 4.861%, 11/18/27 | 7600 | &nbsp;&nbsp; 7612115 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 4.450%, 02/15/26 | 578 | &nbsp;&nbsp; 577224 |
| Devon Energy Corp.  | Devon Energy Corp.  |  |  |
|  | 5.850%, 12/15/25 | 1970 | &nbsp;&nbsp; 1972948 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |
|  | 4.550%, 11/30/25 | 2000 | &nbsp;&nbsp; 1998710 |
| DuPont de Nemours, Inc.  | DuPont de Nemours, Inc.  |  |  |
|  | 4.493%, 11/15/25 | 2212 | &nbsp;&nbsp; 2209513 |
| eBay, Inc.  | eBay, Inc.  |  |  |
|  | 5.900%, 11/22/25 | 519 | &nbsp;&nbsp; 520461 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Entergy Corp.  | Entergy Corp.  |  |  |
|  | 0.900%, 09/15/25 | 200 | &nbsp;&nbsp; $199084 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Electric Co., <br> TSFR3M + 0.642%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; General Electric Co., <br> TSFR3M + 0.642%, <br> FRN |  |  |
| (r) | 4.902%, 05/05/26 | 6714 | &nbsp;&nbsp; 6725161 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  |  |  |
|  | 1.250%, 01/08/26 | 2620 | &nbsp;&nbsp; 2581340 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.350%, <br> FRN, 5.689%, <br> 05/08/27<br>| 1600 | &nbsp;&nbsp; 1605974 |
| Georgia-Pacific LLC  | Georgia-Pacific LLC  |  |  |
| Ω | 1.750%, 09/30/25 | 640 | &nbsp;&nbsp; 637044 |
| &nbsp;&nbsp;&nbsp;&nbsp; HCA, Inc., SOFR + <br> 0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; HCA, Inc., SOFR + <br> 0.870%, FRN |  |  |
| (r) | 5.217%, 03/01/28 | 1500 | &nbsp;&nbsp; 1510549 |
| &nbsp;&nbsp;&nbsp;&nbsp; HSBC USA, Inc., SOFR + <br> 0.960%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; HSBC USA, Inc., SOFR + <br> 0.960%, FRN |  |  |
| (r) | 5.306%, 03/04/27 | 2250 | &nbsp;&nbsp; 2265753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc.  |  |  |
|  | 3.750%, 12/01/25 | 3575 | &nbsp;&nbsp; 3563631 |
| John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.440%, <br> FRN, 4.787%, <br> 03/06/26<br>| 2500 | &nbsp;&nbsp; 2502898 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.500%, <br> FRN, 4.847%, <br> 03/06/28<br>| 7000 | &nbsp;&nbsp; 7015538 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.346%, 12/08/26 | 5250 | &nbsp;&nbsp; 5289169 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., <br> SOFR + 0.580%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., <br> SOFR + 0.580%, FRN |  |  |
| (r) | 4.924%, 11/15/26 | 1500 | &nbsp;&nbsp; 1503550 |
| KeyBank NA  | KeyBank NA  |  |  |
|  | 4.150%, 08/08/25 | 6250 | &nbsp;&nbsp; 6248516 |
| Lowe's Cos., Inc.  | Lowe's Cos., Inc.  |  |  |
|  | 4.400%, 09/08/25 | 5400 | &nbsp;&nbsp; 5397777 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC  | &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC  |  |  |
|  | 1.250%, 10/01/25 | 1695 | &nbsp;&nbsp; 1684397 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., SOFR + <br> 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |
| (r) | 4.789%, 03/15/28 | 5100 | &nbsp;&nbsp; 5109196 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.747%, <br> 12/03/25<br>| 2000 | &nbsp;&nbsp; 2001168 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.820%, <br> FRN, 5.169%, <br> 09/16/27<br>| 750 | &nbsp;&nbsp; 752827 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.912%, 05/20/27 | 3750 | &nbsp;&nbsp; $3759484 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN |  |  |
| (r) | 5.106%, 01/29/26 | 7800 | &nbsp;&nbsp; 7818138 |
| NiSource, Inc.  | NiSource, Inc.  |  |  |
|  | 0.950%, 08/15/25 | 5700 | &nbsp;&nbsp; 5692535 |
| NNN REIT, Inc.  | NNN REIT, Inc.  |  |  |
|  | 4.000%, 11/15/25 | 600 | &nbsp;&nbsp; 598555 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 5.800%, 11/10/25 | 2800 | &nbsp;&nbsp; 2808958 |
| &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 1.200%, 11/15/25 | 3736 | &nbsp;&nbsp; 3697473 |
| PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 5.250%, 11/10/25 | 200 | &nbsp;&nbsp; 200404 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.740%, <br> 02/13/26<br>| 3020 | &nbsp;&nbsp; 3023372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc.  |  |  |
|  | 5.000%, 11/17/25 | 2440 | &nbsp;&nbsp; 2442810 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 4.650%, 10/15/25 | 3070 | &nbsp;&nbsp; 3069056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  |  |  |
|  | 0.800%, 08/15/25 | 6300 | &nbsp;&nbsp; 6290555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |
| (r) | 5.045%, 04/16/27 | 10100 | &nbsp;&nbsp; 10118957 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 4.625%, 11/01/25 | 200 | &nbsp;&nbsp; 199898 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |
|  | 1.200%, 09/02/25 | 1738 | &nbsp;&nbsp; 1732037 |
| RTX Corp.  | RTX Corp.  |  |  |
|  | 3.950%, 08/16/25 | 800 | &nbsp;&nbsp; 799670 |
|  | 5.000%, 02/27/26 | 665 | &nbsp;&nbsp; 666236 |
| Sherwin-Williams Co.  | Sherwin-Williams Co.  |  |  |
|  | 4.250%, 08/08/25 | 680 | &nbsp;&nbsp; 679932 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
| # | 1.500%, 02/15/26 | 900 | &nbsp;&nbsp; 885355 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.890%, <br> FRN, 5.231%, <br> 05/18/26<br>| 1300 | &nbsp;&nbsp; 1305727 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.000%, <br> 03/19/27<br>| 7900 | &nbsp;&nbsp; 7914950 |
| Truist Financial Corp.  | Truist Financial Corp.  |  |  |
|  | 1.200%, 08/05/25 | 2235 | &nbsp;&nbsp; 2234151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| WEC Energy Group, Inc.  | WEC Energy Group, Inc.  |  |  |
|  | 5.000%, 09/27/25 | 670 | &nbsp;&nbsp; $670196 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |
| (r) | 5.418%, 12/11/26 | 5930 | &nbsp;&nbsp; 5983737 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 4.000%, 09/15/25 | 7698 | &nbsp;&nbsp; 7687953 |
| Zoetis, Inc.  | Zoetis, Inc.  |  |  |
|  | 5.400%, 11/14/25 | 2500 | &nbsp;&nbsp; 2503525 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 205312522 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 448332822 |
| U.S. TREASURY OBLIGATIONS — (25.6%) | U.S. TREASURY OBLIGATIONS — (25.6%) | U.S. TREASURY OBLIGATIONS — (25.6%) | U.S. TREASURY OBLIGATIONS — (25.6%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.269%, 08/07/25  | 65000 | &nbsp;&nbsp; 64953760 |
| ∞ | 4.347%, 09/09/25  | 25000 | &nbsp;&nbsp; 24884070 |
| ∞ | 4.330%, 09/18/25  | 30000 | &nbsp;&nbsp; 29829437 |
| ∞ | 4.103%, 10/30/25  | 34000 | &nbsp;&nbsp; 33639642 |
| ∞ | 4.188%, 11/28/25  | 68000 | &nbsp;&nbsp; 67053086 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.170%, FRN, <br> 4.451%, 10/31/25 <br>| 8000 | &nbsp;&nbsp; 8003082 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26 <br>| 19750 | &nbsp;&nbsp; 19769537 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.150%, FRN, <br> 4.431%, 04/30/26 <br>| 13000 | &nbsp;&nbsp; 13010032 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 261142646 |
| COMMERCIAL PAPER — (30.1%) | COMMERCIAL PAPER — (30.1%) | COMMERCIAL PAPER — (30.1%) | COMMERCIAL PAPER — (30.1%) |
| AUSTRALIA — (0.7%) | AUSTRALIA — (0.7%) | AUSTRALIA — (0.7%) | AUSTRALIA — (0.7%) |
| Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 4.678%, 09/10/25 | 4500 | &nbsp;&nbsp; 4476490 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.688%, 09/25/25 | 1500 | &nbsp;&nbsp; 1489501 |
| Ω | 4.633%, 10/31/25 | 750 | &nbsp;&nbsp; 741180 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp; 6707171 |
| CANADA — (4.9%) | CANADA — (4.9%) | CANADA — (4.9%) | CANADA — (4.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. |  |  |
| Ω | 4.650%, 08/28/25 | 2400 | &nbsp;&nbsp; 2391315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co. |  |  |
| Ω | 4.503%, 09/11/25 | 1000 | &nbsp;&nbsp; 994790 |
| Ω | 4.509%, 09/16/25 | 7000 | &nbsp;&nbsp; 6959098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. |  |  |
| Ω | 4.962%, 08/20/25 | 1750 | &nbsp;&nbsp; 1745390 |
| Ω | 4.887%, 08/25/25 | 500 | &nbsp;&nbsp; 498352 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Ω | 4.986%, 08/25/25 | 5000 | &nbsp;&nbsp; $4983522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Railway <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Railway <br> Co. |  |  |
| Ω | 4.696%, 08/26/25 | 1750 | &nbsp;&nbsp; 1744207 |
| Magna International, Inc. | Magna International, Inc. |  |  |
| Ω | 4.587%, 08/26/25 | 500 | &nbsp;&nbsp; 498344 |
| Nutrien Ltd. | Nutrien Ltd. |  |  |
| Ω | 4.642%, 08/29/25 | 2500 | &nbsp;&nbsp; 2490693 |
| Ω | 4.659%, 08/29/25 | 3000 | &nbsp;&nbsp; 2988832 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 4.465%, 10/08/25 | 10000 | &nbsp;&nbsp; 9916893 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.082%, 09/04/25 | 1000 | &nbsp;&nbsp; 995134 |
| Ω | 5.006%, 09/09/25 | 1000 | &nbsp;&nbsp; 994433 |
| Ω | 5.005%, 10/03/25 | 750 | &nbsp;&nbsp; 743308 |
| Ω | 4.979%, 11/05/25 | 2750 | &nbsp;&nbsp; 2712895 |
| Ω | 5.037%, 01/16/26 | 1750 | &nbsp;&nbsp; 1708997 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. |  |  |
| Ω | 4.693%, 08/13/25 | 4000 | &nbsp;&nbsp; 3993395 |
| Ω | 4.669%, 08/26/25 | 1500 | &nbsp;&nbsp; 1495035 |
| Ω | 4.634%, 09/03/25 | 1750 | &nbsp;&nbsp; 1742428 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 49597061 |
| DENMARK — (0.0%) | DENMARK — (0.0%) | DENMARK — (0.0%) | DENMARK — (0.0%) |
| Danske Bank AS | Danske Bank AS |  |  |
| Ω | 4.483%, 11/05/25 | 500 | &nbsp;&nbsp; 494089 |
| FRANCE — (0.3%) | FRANCE — (0.3%) | FRANCE — (0.3%) | FRANCE — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.431%, 08/05/25 | 3500 | &nbsp;&nbsp; 3497902 |
| GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) |
| BASF SE | BASF SE |  |  |
| Ω | 4.721%, 08/12/25 | 750 | &nbsp;&nbsp; 748851 |
| Ω | 4.720%, 09/30/25 | 6750 | &nbsp;&nbsp; 6696572 |
| Ω | 4.823%, 11/07/25 | 2000 | &nbsp;&nbsp; 1974177 |
| Bayer Corp. | Bayer Corp. |  |  |
| Ω | 4.680%, 09/23/25 | 3000 | &nbsp;&nbsp; 2979057 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.834%, 08/12/25 | 3000 | &nbsp;&nbsp; 2995361 |
| Ω | 4.687%, 09/08/25 | 2500 | &nbsp;&nbsp; 2487588 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 17881606 |
| ITALY — (1.0%) | ITALY — (1.0%) | ITALY — (1.0%) | ITALY — (1.0%) |
| Enel Finance America LLC | Enel Finance America LLC |  |  |
| Ω | 4.655%, 09/26/25 | 5000 | &nbsp;&nbsp; 4963607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo <br> Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo <br> Funding LLC |  |  |
|  | 4.800%, 10/14/25 | 500 | &nbsp;&nbsp; 495036 |
|  | 4.669%, 11/12/25 | 5250 | &nbsp;&nbsp; 5177878 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp; 10636521 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SWEDEN — (0.0%) | SWEDEN — (0.0%) | SWEDEN — (0.0%) | SWEDEN — (0.0%) |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 4.498%, 09/15/25 | 500 | &nbsp;&nbsp; $497232 |
| UNITED KINGDOM — (1.8%) | UNITED KINGDOM — (1.8%) | UNITED KINGDOM — (1.8%) | UNITED KINGDOM — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC |  |  |
| Ω | 4.752%, 08/25/25 | 1000 | &nbsp;&nbsp; 996816 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.595%, 08/18/25 | 4250 | &nbsp;&nbsp; 4240523 |
| Ω | 4.590%, 09/16/25 | 6500 | &nbsp;&nbsp; 6461934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC |  |  |
| Ω | 4.667%, 08/27/25 | 6000 | &nbsp;&nbsp; 5979507 |
| Ω | 4.608%, 08/29/25 | 500 | &nbsp;&nbsp; 498162 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 18176942 |
| UNITED STATES — (19.6%) | UNITED STATES — (19.6%) | UNITED STATES — (19.6%) | UNITED STATES — (19.6%) |
| Amcor Finance USA, Inc. | Amcor Finance USA, Inc. |  |  |
| Ω | 4.729%, 08/27/25 | 1500 | &nbsp;&nbsp; 1494845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. |  |  |
| Ω | 4.678%, 08/27/25 | 4000 | &nbsp;&nbsp; 3985827 |
| Ameren Corp. | Ameren Corp. |  |  |
|  | 4.633%, 08/18/25 | 5000 | &nbsp;&nbsp; 4988640 |
| Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. |  |  |
| Ω | 4.457%, 09/02/25 | 7500 | &nbsp;&nbsp; 7469998 |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 4.615%, 08/14/25 | 6500 | &nbsp;&nbsp; 6488432 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.825%, 08/04/25 | 4750 | &nbsp;&nbsp; 4747587 |
| Ω | 4.733%, 09/03/25 | 1500 | &nbsp;&nbsp; 1493382 |
| Brown-Forman Corp. | Brown-Forman Corp. |  |  |
| Ω | 4.614%, 08/05/25 | 3000 | &nbsp;&nbsp; 2998153 |
| Ω | 4.577%, 08/06/25 | 3500 | &nbsp;&nbsp; 3497412 |
| Campbell's Co. | Campbell's Co. |  |  |
| Ω | 4.741%, 08/13/25 | 500 | &nbsp;&nbsp; 499160 |
| Ω | 4.645%, 09/11/25 | 3500 | &nbsp;&nbsp; 3480939 |
| Charles Schwab Corp. | Charles Schwab Corp. |  |  |
| Ω | 4.669%, 11/14/25 | 2000 | &nbsp;&nbsp; 1974356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron Phillips Chemical <br> Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; Chevron Phillips Chemical <br> Co. LLC |  |  |
| Ω | 4.643%, 09/17/25 | 7500 | &nbsp;&nbsp; 7455140 |
| Ω | 4.646%, 09/18/25 | 2750 | &nbsp;&nbsp; 2733207 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.669%, 09/05/25 | 500 | &nbsp;&nbsp; 497709 |
| Ω | 4.699%, 09/29/25 | 7000 | &nbsp;&nbsp; 6946333 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
| Ω | 5.130%, 08/05/25 | 1750 | &nbsp;&nbsp; 1748793 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
| Ω | 4.658%, 08/06/25 | 3250 | &nbsp;&nbsp; 3247548 |
| Ω | 4.672%, 08/13/25 | 4250 | &nbsp;&nbsp; 4243013 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 4.670%, 08/05/25 | 3500 | &nbsp;&nbsp; 3497815 |
| Ω | 4.680%, 08/13/25 | 2000 | &nbsp;&nbsp; 1996734 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| eBay, Inc. | eBay, Inc. |  |  |
| Ω | 4.760%, 08/04/25 | 1830 | &nbsp;&nbsp; $1829077 |
| Ω | 4.722%, 08/25/25 | 2000 | &nbsp;&nbsp; 1993629 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |
| Ω | 4.467%, 10/09/25 | 2000 | &nbsp;&nbsp; 1983122 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.635%, 08/29/25 | 2000 | &nbsp;&nbsp; 1992620 |
| Ω | 4.652%, 08/29/25 | 3750 | &nbsp;&nbsp; 3736162 |
| Entergy Corp. | Entergy Corp. |  |  |
| Ω | 4.635%, 08/20/25 | 500 | &nbsp;&nbsp; 498726 |
| ERP Operating LP | ERP Operating LP |  |  |
| Ω | 4.661%, 08/14/25 | 7000 | &nbsp;&nbsp; 6987542 |
| Eversource Energy | Eversource Energy |  |  |
| Ω | 4.748%, 08/06/25 | 5000 | &nbsp;&nbsp; 4996143 |
| Experian Finance PLC | Experian Finance PLC |  |  |
| Ω | 4.576%, 08/11/25 | 6500 | &nbsp;&nbsp; 6491155 |
| Ω | 4.545%, 08/13/25 | 1250 | &nbsp;&nbsp; 1247989 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc. |  |  |
| Ω | 4.778%, 09/23/25 | 3000 | &nbsp;&nbsp; 2979507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. |  |  |
| Ω | 4.607%, 08/19/25 | 1250 | &nbsp;&nbsp; 1247147 |
| Ω | 4.579%, 08/27/25 | 500 | &nbsp;&nbsp; 498377 |
| Ω | 4.567%, 09/24/25 | 2000 | &nbsp;&nbsp; 1986663 |
| Ω | 4.521%, 10/08/25 | 5500 | &nbsp;&nbsp; 5453933 |
| Hubbell, Inc. | Hubbell, Inc. |  |  |
| Ω | 4.684%, 09/02/25 | 4000 | &nbsp;&nbsp; 3983599 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 4.672%, 08/04/25 | 2000 | &nbsp;&nbsp; 1998973 |
| Ω | 4.611%, 09/10/25 | 1000 | &nbsp;&nbsp; 994780 |
| Ω | 4.639%, 09/10/25 | 4500 | &nbsp;&nbsp; 4476509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc. |  |  |
| Ω | 4.647%, 08/07/25 | 5750 | &nbsp;&nbsp; 5744913 |
| Ω | 4.632%, 09/19/25 | 1500 | &nbsp;&nbsp; 1490542 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. |  |  |
| Ω | 4.432%, 08/08/25 | 750 | &nbsp;&nbsp; 749280 |
| Ω | 4.439%, 08/22/25 | 1312 | &nbsp;&nbsp; 1308526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.470%, 09/04/25 | 5000 | &nbsp;&nbsp; 4978935 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.698%, 08/22/25 | 1500 | &nbsp;&nbsp; $1495795 |
| Oracle Corp. | Oracle Corp. |  |  |
| Ω | 4.662%, 08/21/25 | 4000 | &nbsp;&nbsp; 3989354 |
| Ω | 4.662%, 08/28/25 | 500 | &nbsp;&nbsp; 498229 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.572%, 08/01/25 | 500 | &nbsp;&nbsp; 499937 |
| Ω | 4.606%, 08/12/25 | 5000 | &nbsp;&nbsp; 4992391 |
| Ω | 4.656%, 08/18/25 | 2000 | &nbsp;&nbsp; 1995417 |
| Phillips 66 | Phillips 66 |  |  |
| Ω | 4.681%, 08/08/25 | 1500 | &nbsp;&nbsp; 1498472 |
| Ω | 4.681%, 08/18/25 | 5000 | &nbsp;&nbsp; 4988466 |
| PPG Industries, Inc. | PPG Industries, Inc. |  |  |
|  | 4.670%, 08/14/25 | 5000 | &nbsp;&nbsp; 4991111 |
|  | 4.670%, 08/15/25 | 2000 | &nbsp;&nbsp; 1996188 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.459%, 09/04/25 | 2000 | &nbsp;&nbsp; 1991574 |
| Ω | 4.481%, 09/04/25 | 5000 | &nbsp;&nbsp; 4978935 |
| Ω | 4.464%, 11/10/25 | 10000 | &nbsp;&nbsp; 9877770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Holdings <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Holdings <br> Corp. |  |  |
| Ω | 4.482%, 09/24/25 | 4000 | &nbsp;&nbsp; 3972571 |
| Walt Disney Co. | Walt Disney Co. |  |  |
| Ω | 4.456%, 09/22/25 | 7000 | &nbsp;&nbsp; 6954965 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 199854047 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $307,389,045) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $307,389,045) |  | &nbsp;&nbsp; 307342571 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,018,907,787) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,018,907,787) |  | &nbsp;&nbsp; 1019323446 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 122391 | &nbsp;&nbsp; 1415697 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,020,323,484)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,020,323,484)^^ |  | &nbsp;&nbsp; $1020739143 |

---

As of July 31, 2025, DFA Commodity Strategy 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:** |  |  |  |  |  |
| CBOT Corn Futures | &nbsp;&nbsp;&nbsp;&nbsp; 150 | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; $3107377 | &nbsp;&nbsp;&nbsp;&nbsp; $3103125 | &nbsp;&nbsp;&nbsp;&nbsp; $(4252)<br>|
| CBOT Soybean Futures | &nbsp;&nbsp;&nbsp;&nbsp; 73 | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3733500 | &nbsp;&nbsp;&nbsp;&nbsp; 3610762 | &nbsp;&nbsp;&nbsp;&nbsp; (122738)<br>|
| CBOT Soybean Meal Futures | &nbsp;&nbsp;&nbsp;&nbsp; 71 | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2105067 | &nbsp;&nbsp;&nbsp;&nbsp; 1959600 | &nbsp;&nbsp;&nbsp;&nbsp; (145467)<br>|
| CBOT Soybean Oil Futures | &nbsp;&nbsp;&nbsp;&nbsp; 83 | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2505302 | &nbsp;&nbsp;&nbsp;&nbsp; 2726052 | &nbsp;&nbsp;&nbsp;&nbsp; 220750 |
| CBOT Wheat Futures | &nbsp;&nbsp;&nbsp;&nbsp; 63 | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1725364 | &nbsp;&nbsp;&nbsp;&nbsp; 1708875 | &nbsp;&nbsp;&nbsp;&nbsp; (16489)<br>|

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CME Lean Hogs Futures | &nbsp;&nbsp;&nbsp;&nbsp; 33 | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; $1241228 | &nbsp;&nbsp;&nbsp;&nbsp; $1182390 | &nbsp;&nbsp;&nbsp;&nbsp; $(58838)<br>|
| CME Live Cattle Futures | &nbsp;&nbsp;&nbsp;&nbsp; 28 | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2333489 | &nbsp;&nbsp;&nbsp;&nbsp; 2499280 | &nbsp;&nbsp;&nbsp;&nbsp; 165791 |
| COMEX Copper Futures | &nbsp;&nbsp;&nbsp;&nbsp; 31 | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4369549 | &nbsp;&nbsp;&nbsp;&nbsp; 3428212 | &nbsp;&nbsp;&nbsp;&nbsp; (941337)<br>|
| COMEX Gold 100 Troy Oz. Futures | &nbsp;&nbsp;&nbsp;&nbsp; 33 | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11192866 | &nbsp;&nbsp;&nbsp;&nbsp; 11050380 | &nbsp;&nbsp;&nbsp;&nbsp; (142486)<br>|
| COMEX Silver Futures | &nbsp;&nbsp;&nbsp;&nbsp; 18 | 12/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3435718 | &nbsp;&nbsp;&nbsp;&nbsp; 3347190 | &nbsp;&nbsp;&nbsp;&nbsp; (88528)<br>|
| Ice Brent Crude Oil Futures | &nbsp;&nbsp;&nbsp;&nbsp; 64 | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4201230 | &nbsp;&nbsp;&nbsp;&nbsp; 4531200 | &nbsp;&nbsp;&nbsp;&nbsp; 329970 |
| Ice Brent Crude Oil Futures | &nbsp;&nbsp;&nbsp;&nbsp; 25 | 11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1721937 | &nbsp;&nbsp;&nbsp;&nbsp; 1714375 | &nbsp;&nbsp;&nbsp;&nbsp; (7562)<br>|
| KCBT Hard Red Winter Wheat Futures | &nbsp;&nbsp;&nbsp;&nbsp; 40 | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1086144 | &nbsp;&nbsp;&nbsp;&nbsp; 1089500 | &nbsp;&nbsp;&nbsp;&nbsp; 3356 |
| LME Lead Futures | &nbsp;&nbsp;&nbsp;&nbsp; 12 | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 601637 | &nbsp;&nbsp;&nbsp;&nbsp; 593079 | &nbsp;&nbsp;&nbsp;&nbsp; (8558)<br>|
| LME Lead Futures | &nbsp;&nbsp;&nbsp;&nbsp; 18 | 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 890477 | &nbsp;&nbsp;&nbsp;&nbsp; 878405 | &nbsp;&nbsp;&nbsp;&nbsp; (12072)<br>|
| LME Nickel Futures | &nbsp;&nbsp;&nbsp;&nbsp; 16 | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1447474 | &nbsp;&nbsp;&nbsp;&nbsp; 1437798 | &nbsp;&nbsp;&nbsp;&nbsp; (9676)<br>|
| LME Nickel Futures | &nbsp;&nbsp;&nbsp;&nbsp; 24 | 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2226553 | &nbsp;&nbsp;&nbsp;&nbsp; 2136790 | &nbsp;&nbsp;&nbsp;&nbsp; (89763)<br>|
| LME Primary Aluminum Futures | &nbsp;&nbsp;&nbsp;&nbsp; 62 | 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3879898 | &nbsp;&nbsp;&nbsp;&nbsp; 3973983 | &nbsp;&nbsp;&nbsp;&nbsp; 94085 |
| LME Primary Aluminum Futures | &nbsp;&nbsp;&nbsp;&nbsp; 40 | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2609706 | &nbsp;&nbsp;&nbsp;&nbsp; 2567100 | &nbsp;&nbsp;&nbsp;&nbsp; (42606)<br>|
| LME Zinc Futures | &nbsp;&nbsp;&nbsp;&nbsp; 28 | 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1862219 | &nbsp;&nbsp;&nbsp;&nbsp; 1933414 | &nbsp;&nbsp;&nbsp;&nbsp; 71195 |
| LME Zinc Futures | &nbsp;&nbsp;&nbsp;&nbsp; 19 | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1326060 | &nbsp;&nbsp;&nbsp;&nbsp; 1313931 | &nbsp;&nbsp;&nbsp;&nbsp; (12129)<br>|
| Nybot Csc 'c' Coffee Futures | &nbsp;&nbsp;&nbsp;&nbsp; 15 | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1607399 | &nbsp;&nbsp;&nbsp;&nbsp; 1623937 | &nbsp;&nbsp;&nbsp;&nbsp; 16538 |
| Nybot Csc No. 11 World Sugar Futures | &nbsp;&nbsp;&nbsp;&nbsp; 84 | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1587643 | &nbsp;&nbsp;&nbsp;&nbsp; 1538208 | &nbsp;&nbsp;&nbsp;&nbsp; (49435)<br>|
| NYBOT CTN No. 2 Cotton Futures | &nbsp;&nbsp;&nbsp;&nbsp; 29 | 12/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 988560 | &nbsp;&nbsp;&nbsp;&nbsp; 975125 | &nbsp;&nbsp;&nbsp;&nbsp; (13435)<br>|
| NYMEX Henry Hub Natural Gas Futures | &nbsp;&nbsp;&nbsp;&nbsp; 156 | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5429301 | &nbsp;&nbsp;&nbsp;&nbsp; 5564520 | &nbsp;&nbsp;&nbsp;&nbsp; 135219 |
| NYMEX Light Sweet Crude Oil Futures | &nbsp;&nbsp;&nbsp;&nbsp; 58 | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3938600 | &nbsp;&nbsp;&nbsp;&nbsp; 3904560 | &nbsp;&nbsp;&nbsp;&nbsp; (34040)<br>|
| NYMEX NY Harbor ULSD Futures | &nbsp;&nbsp;&nbsp;&nbsp; 14 | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1402562 | &nbsp;&nbsp;&nbsp;&nbsp; 1397088 | &nbsp;&nbsp;&nbsp;&nbsp; (5474)<br>|
| NYMEX Reformulated Gasoline Blend Futures | &nbsp;&nbsp;&nbsp;&nbsp; 15 | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1262630 | &nbsp;&nbsp;&nbsp;&nbsp; 1246707 | &nbsp;&nbsp;&nbsp;&nbsp; (15923)<br>|
| **Total** |  |  | &nbsp;&nbsp; **$73819490** | &nbsp;&nbsp; **$73035586** | &nbsp;&nbsp; **$(783904)**<br>|
| **Short Position contracts:** |  |  |  |  |  |
| LME Lead Futures | &nbsp;&nbsp;&nbsp;&nbsp; (18)<br>| 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; (896382)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (878404)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 17978 |
| LME Nickel Futures | &nbsp;&nbsp;&nbsp;&nbsp; (24)<br>| 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2162481)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2136790)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 25691 |
| LME Primary Aluminum Futures | &nbsp;&nbsp;&nbsp;&nbsp; (62)<br>| 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4004052)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3973983)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 30069 |
| LME Zinc Futures | &nbsp;&nbsp;&nbsp;&nbsp; (28)<br>| 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1924600)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1933414)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8814)<br>|
| **Total** |  |  | &nbsp;&nbsp; **$(8987515)**<br>| &nbsp;&nbsp; **$(8922591)**<br>| &nbsp;&nbsp; **$64924** |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$64831975** | &nbsp;&nbsp; **$64112995** | &nbsp;&nbsp; **$(718980)**<br>|

---

As of July 31, 2025, DFA Commodity Strategy Portfolio had entered into the following outstanding Total Return Swaps:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference** <br> **Entity\***<br>| **Counterparty** | **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Payments** <br> **made by**<br> **the Fund\*\*\***<br>| **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>|
| BNP <br> BPCOENHC <br> Custom <br> Strategy (1)<br>| BNP Paribas | USD | 107480282 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.18%<br>| 10/29/25 |  |  | $(3088183)<br>| $(3088183)<br>|
| BNP <br> ENHADYNC <br> Custom <br> Strategy (2)<br>| BNP Paribas | USD | 98559540 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 10/29/25 |  |  | (2456774)<br>| (2456774)<br>|
| BofA Merrill <br> Lynch <br> Commodity <br> MLBXPPDM <br> Total Return <br> Index (3)<br>| Bank of America <br> Corp.<br>| USD | 92983796 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 08/26/25 |  |  | (2018779)<br>| (2018779)<br>|
| BofA Merrill <br> Lynch Total <br> Return <br> Index (4)<br>| Bank of America <br> Corp.<br>| USD | 106951953 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.18%<br>| 08/26/25 |  |  | (1850152)<br>| (1850152)<br>|

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference** <br> **Entity\***<br>| **Counterparty** | **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Payments** <br> **made by**<br> **the Fund\*\*\***<br>| **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>|
| Citi <br> Commodities <br> Pre-Roll RS <br> Total Return <br> Index (5)<br>| Citibank, N.A. | USD | 115715841 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.18%<br>| 09/26/25 |  |  | $(1872522)<br>| $(1872522)<br>|
| Citi Custom <br> CIVICS H <br> Total Return <br> Index (6)<br>| Citibank, N.A. | USD | 64209396 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 09/26/25 |  |  | (1231453)<br>| (1231453)<br>|
| RBC <br> Custom <br> RBCADM0T <br> Total Return <br> Index (7)<br>| Royal Bank of <br> Canada<br>| USD | 103058062 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 08/27/25 |  |  | (1976519)<br>| (1976519)<br>|
| RBC <br> Custom <br> RBCADMDT <br> Total Return <br> Index (8)<br>| Royal Bank of <br> Canada<br>| USD | 97151223 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.18%<br>| 08/27/25 |  |  | (1572131)<br>| (1572131)<br>|
| UBS <br> UBSIB190 <br> Custom <br> Strategy (9)<br>| UBS AG | USD | 213854161 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 10/28/25 |  |  | (5471490)<br>| (5471490)<br>|
| **Total** |  |  |  |  |  | **—** | **—** | **$(21538003)**<br>| **$(21538003)**<br>|

---

\*

Portfolio receives the price appreciation of the reference entity at maturity.

\*\*\*

Payments received (paid) by the Fund are exchanged at maturity.

&nbsp;&nbsp;&nbsp;&nbsp;(1) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.21% | $4524629  |
| CBOT Corn Futures | 3.66% | 3926521  |
| NYMEX Light Sweet Crude Oil Futures | 7.38% | 7933179  |
| ICE Brent Crude Oil Futures | 8.35% | 8972139  |
| NYBOT CTN No. 2 Cotton Futures | 1.19% | 1277448  |
| COMEX Gold 100 Troy Oz. Futures | 16.92% | 18183547  |
| COMEX Copper Futures | 5.31% | 5705789  |
| NYMEX NY Harbor ULSD Futures | 2.60% | 2792212  |
| NYBOT CSC 'C' Coffee Futures | 3.14% | 3378892  |
| KCBT Hard Red Winter Wheat Futures | 1.30% | 1402010  |
| LME Primary Aluminum Futures | 3.99% | 4289475  |
| CME Live Cattle Futures | 3.86% | 4150741  |
| CME Lean Hogs Futures | 2.22% | 2383838  |
| LME Lead Futures | 0.87% | 938547  |
| LME Nickel Futures | 2.19% | 2351721  |
| LME Zinc Futures | 2.06% | 2213655  |
| NYMEX Henry Hub Natural Gas Futures | 8.97% | 9645297  |
| ICE Gasoil Futures | 3.26% | 3507867  |
| CBOT Soybean Futures | 4.48% | 4809778  |
| NYBOT CSC No. 11 World Sugar Futures | 1.90% | 2046077  |
| COMEX Silver Futures | 5.07% | 5447371  |
| CBOT Soybean Meal Futures | 2.42% | 2605176  |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Wheat Futures | 2.06% | 2209892  |
| NYMEX Reformulated Gasoline Blend Futures | 2.59% | 2784481  |
| **Total Notional Amount** |  | **$107480282**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(2) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.25% | $4192430  |
| CBOT Corn Futures | 4.84% | 4771095  |
| NYMEX Light Sweet Crude Oil Futures | 6.07% | 5985755  |
| ICE Brent Crude Oil Futures | 7.03% | 6932406  |
| NYBOT CTN No. 2 Cotton Futures | 1.50% | 1481407  |
| COMEX Gold 100 Troy Oz. Futures | 17.12% | 16859623  |
| COMEX Copper Futures | 5.40% | 5321511  |
| NYMEX NY Harbor ULSD Futures | 2.12% | 2093674  |
| NYBOT CSC 'C' Coffee Futures | 2.58% | 2543505  |
| KCBT Hard Red Winter Wheat Futures | 1.72% | 1695701  |
| LME Primary Aluminum Futures | 4.04% | 3979880  |
| CME Live Cattle Futures | 3.90% | 3848529  |
| CME Lean Hogs Futures | 1.87% | 1841895  |
| LME Lead Futures | 0.89% | 877770  |
| LME Nickel Futures | 2.23% | 2198362  |
| LME Zinc Futures | 2.08% | 2049710  |
| NYMEX Henry Hub Natural Gas Futures | 8.72% | 8587524  |
| ICE Gasoil Futures | 2.67% | 2635125  |
| CBOT Soybean Futures | 5.64% | 5557499  |
| NYBOT CSC No. 11 World Sugar Futures | 2.40% | 2364715  |
| COMEX Silver Futures | 5.19% | 5111756  |
| CBOT Soybean Meal Futures | 3.06% | 3013659  |
| CBOT Wheat Futures | 2.69% | 2652913  |
| NYMEX Reformulated Gasoline Blend Futures | 1.99% | 1963096  |
| **Total Notional Amount** |  | **$98559540**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(3) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.25% | $3955255  |
| CBOT Corn Futures | 4.84% | 4501183  |
| NYMEX Light Sweet Crude Oil Futures | 6.07% | 5647127  |
| ICE Brent Crude Oil Futures | 7.04% | 6540224  |
| NYBOT CTN No. 2 Cotton Futures | 1.50% | 1397600  |
| COMEX Gold 100 Troy Oz. Futures | 17.12% | 15905833  |
| COMEX Copper Futures | 5.40% | 5020461  |
| NYMEX NY Harbor ULSD Futures | 2.12% | 1975230  |
| NYBOT CSC 'C' Coffee Futures | 2.58% | 2399613  |
| KCBT Hard Red Winter Wheat Futures | 1.72% | 1599771  |
| LME Primary Aluminum Futures | 4.04% | 3754729  |
| CME Live Cattle Futures | 3.90% | 3630809  |
| CME Lean Hogs Futures | 1.87% | 1737694  |
| LME Lead Futures | 0.89% | 828113  |
| LME Nickel Futures | 2.23% | 2073996  |
| LME Zinc Futures | 2.08% | 1933753  |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| NYMEX Henry Hub Natural Gas Futures | 8.71% | 8101706  |
| ICE Gasoil Futures | 2.67% | 2486050  |
| CBOT Soybean Futures | 5.64% | 5243099  |
| NYBOT CSC No. 11 World Sugar Futures | 2.40% | 2230937  |
| COMEX Silver Futures | 5.19% | 4822572  |
| CBOT Soybean Meal Futures | 3.06% | 2843169  |
| CBOT Wheat Futures | 2.69% | 2502832  |
| NYMEX Reformulated Gasoline Blend Futures | 1.99% | 1852040  |
| **Total Notional Amount** |  | **$92983796**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(4) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.21% | $4502388  |
| CBOT Corn Futures | 3.66% | 3907220  |
| NYMEX Light Sweet Crude Oil Futures | 7.38% | 7894182  |
| ICE Brent Crude Oil Futures | 8.35% | 8928037  |
| NYBOT CTN No. 2 Cotton Futures | 1.19% | 1271169  |
| COMEX Gold 100 Troy Oz. Futures | 16.92% | 18094165  |
| COMEX Copper Futures | 5.31% | 5677742  |
| NYMEX NY Harbor ULSD Futures | 2.60% | 2778486  |
| NYBOT CSC 'C' Coffee Futures | 3.14% | 3362283  |
| KCBT Hard Red Winter Wheat Futures | 1.30% | 1395118  |
| LME Primary Aluminum Futures | 3.99% | 4268389  |
| CME Live Cattle Futures | 3.86% | 4130337  |
| CME Lean Hogs Futures | 2.22% | 2372120  |
| LME Lead Futures | 0.87% | 933933  |
| LME Nickel Futures | 2.19% | 2340161  |
| LME Zinc Futures | 2.06% | 2202773  |
| NYMEX Henry Hub Natural Gas Futures | 8.97% | 9597886  |
| ICE Gasoil Futures | 3.26% | 3490624  |
| CBOT Soybean Futures | 4.48% | 4786135  |
| NYBOT CSC No. 11 World Sugar Futures | 1.90% | 2036019  |
| COMEX Silver Futures | 5.07% | 5420594  |
| CBOT Soybean Meal Futures | 2.42% | 2592370  |
| CBOT Wheat Futures | 2.06% | 2199029  |
| NYMEX Reformulated Gasoline Blend Futures | 2.59% | 2770793  |
| **Total Notional Amount** |  | **$106951953**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(5) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.21% | $4871324  |
| CBOT Corn Futures | 3.66% | 4227387  |
| NYMEX Light Sweet Crude Oil Futures | 7.38% | 8541050  |
| ICE Brent Crude Oil Futures | 8.35% | 9659620  |
| NYBOT CTN No. 2 Cotton Futures | 1.19% | 1375331  |
| COMEX Gold 100 Troy Oz. Futures | 16.92% | 19576840  |
| COMEX Copper Futures | 5.31% | 6142989  |
| NYMEX NY Harbor ULSD Futures | 2.60% | 3006162  |
| NYBOT CSC 'C' Coffee Futures | 3.14% | 3637796  |
| KCBT Hard Red Winter Wheat Futures | 1.30% | 1509438  |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| LME Primary Aluminum Futures | 3.99% | 4618151  |
| CME Live Cattle Futures | 3.86% | 4468787  |
| CME Lean Hogs Futures | 2.22% | 2566497  |
| LME Lead Futures | 0.87% | 1010462  |
| LME Nickel Futures | 2.19% | 2531920  |
| LME Zinc Futures | 2.06% | 2383273  |
| NYMEX Henry Hub Natural Gas Futures | 8.97% | 10384357  |
| ICE Gasoil Futures | 3.26% | 3776654  |
| CBOT Soybean Futures | 4.48% | 5178322  |
| NYBOT CSC No. 11 World Sugar Futures | 1.90% | 2202855  |
| COMEX Silver Futures | 5.07% | 5864770  |
| CBOT Soybean Meal Futures | 2.42% | 2804795  |
| CBOT Wheat Futures | 2.06% | 2379222  |
| NYMEX Reformulated Gasoline Blend Futures | 2.59% | 2997839  |
| **Total Notional Amount** |  | **$115715841**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(6) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.25% | $2731277  |
| CBOT Corn Futures | 4.84% | 3108265  |
| NYMEX Light Sweet Crude Oil Futures | 6.07% | 3899589  |
| ICE Brent Crude Oil Futures | 7.03% | 4516313  |
| NYBOT CTN No. 2 Cotton Futures | 1.50% | 965104  |
| COMEX Gold 100 Troy Oz. Futures | 17.12% | 10983678  |
| COMEX Copper Futures | 5.40% | 3466849  |
| NYMEX NY Harbor ULSD Futures | 2.12% | 1363983  |
| NYBOT CSC 'C' Coffee Futures | 2.58% | 1657038  |
| KCBT Hard Red Winter Wheat Futures | 1.72% | 1104712  |
| LME Primary Aluminum Futures | 4.04% | 2592805  |
| CME Live Cattle Futures | 3.90% | 2507233  |
| CME Lean Hogs Futures | 1.87% | 1199954  |
| LME Lead Futures | 0.89% | 571848  |
| LME Nickel Futures | 2.23% | 1432185  |
| LME Zinc Futures | 2.08% | 1335341  |
| NYMEX Henry Hub Natural Gas Futures | 8.72% | 5594585  |
| ICE Gasoil Futures | 2.67% | 1716726  |
| CBOT Soybean Futures | 5.64% | 3620590  |
| NYBOT CSC No. 11 World Sugar Futures | 2.40% | 1540560  |
| COMEX Silver Futures | 5.19% | 3330198  |
| CBOT Soybean Meal Futures | 3.06% | 1963333  |
| CBOT Wheat Futures | 2.69% | 1728315  |
| NYMEX Reformulated Gasoline Blend Futures | 1.99% | 1278915  |
| **Total Notional Amount** |  | **$64209396**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(7) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.25% | $4383784  |
| CBOT Corn Futures | 4.84% | 4988861  |
| NYMEX Light Sweet Crude Oil Futures | 6.07% | 6258961  |
| ICE Brent Crude Oil Futures | 7.03% | 7248820  |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| NYBOT CTN No. 2 Cotton Futures | 1.50% | 1549022  |
| COMEX Gold 100 Troy Oz. Futures | 17.12% | 17629141  |
| COMEX Copper Futures | 5.40% | 5564399  |
| NYMEX NY Harbor ULSD Futures | 2.12% | 2189235  |
| NYBOT CSC 'C' Coffee Futures | 2.58% | 2659597  |
| KCBT Hard Red Winter Wheat Futures | 1.72% | 1773097  |
| LME Primary Aluminum Futures | 4.04% | 4161533  |
| CME Live Cattle Futures | 3.90% | 4024186  |
| CME Lean Hogs Futures | 1.87% | 1925964  |
| LME Lead Futures | 0.89% | 917834  |
| LME Nickel Futures | 2.23% | 2298701  |
| LME Zinc Futures | 2.08% | 2143264  |
| NYMEX Henry Hub Natural Gas Futures | 8.72% | 8979481  |
| ICE Gasoil Futures | 2.67% | 2755399  |
| CBOT Soybean Futures | 5.64% | 5811159  |
| NYBOT CSC No. 11 World Sugar Futures | 2.40% | 2472647  |
| COMEX Silver Futures | 5.19% | 5345070  |
| CBOT Soybean Meal Futures | 3.06% | 3151211  |
| CBOT Wheat Futures | 2.69% | 2773999  |
| NYMEX Reformulated Gasoline Blend Futures | 1.99% | 2052697  |
| **Total Notional Amount** |  | **$103058062**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(8) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.21% | $4089804  |
| CBOT Corn Futures | 3.66% | 3549175  |
| NYMEX Light Sweet Crude Oil Futures | 7.38% | 7170785  |
| ICE Brent Crude Oil Futures | 8.35% | 8109900  |
| NYBOT CTN No. 2 Cotton Futures | 1.19% | 1154683  |
| COMEX Gold 100 Troy Oz. Futures | 16.92% | 16436073  |
| COMEX Copper Futures | 5.31% | 5157452  |
| NYMEX NY Harbor ULSD Futures | 2.60% | 2523875  |
| NYBOT CSC 'C' Coffee Futures | 3.14% | 3054174  |
| KCBT Hard Red Winter Wheat Futures | 1.30% | 1267274  |
| LME Primary Aluminum Futures | 3.99% | 3877248  |
| CME Live Cattle Futures | 3.86% | 3751847  |
| CME Lean Hogs Futures | 2.22% | 2154747  |
| LME Lead Futures | 0.87% | 848351  |
| LME Nickel Futures | 2.19% | 2125717  |
| LME Zinc Futures | 2.06% | 2000918  |
| NYMEX Henry Hub Natural Gas Futures | 8.97% | 8718365  |
| ICE Gasoil Futures | 3.26% | 3170755  |
| CBOT Soybean Futures | 4.48% | 4347549  |
| NYBOT CSC No. 11 World Sugar Futures | 1.90% | 1849445  |
| COMEX Silver Futures | 5.07% | 4923868  |
| CBOT Soybean Meal Futures | 2.42% | 2354814  |
| CBOT Wheat Futures | 2.06% | 1997517  |
| NYMEX Reformulated Gasoline Blend Futures | 2.59% | 2516887  |
| **Total Notional Amount** |  | **$97151223**  |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

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

&nbsp;&nbsp;&nbsp;&nbsp;(9) The following table represents the individual positions within the Total Return Swap as of July 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 4.25% | $9096721  |
| CBOT Corn Futures | 4.84% | 10352307  |
| NYMEX Light Sweet Crude Oil Futures | 6.07% | 12987872  |
| ICE Brent Crude Oil Futures | 7.03% | 15041912  |
| NYBOT CTN No. 2 Cotton Futures | 1.50% | 3214352  |
| COMEX Gold 100 Troy Oz. Futures | 17.12% | 36581951  |
| COMEX Copper Futures | 5.40% | 11546598  |
| NYMEX NY Harbor ULSD Futures | 2.12% | 4542847  |
| NYBOT CSC 'C' Coffee Futures | 2.58% | 5518889  |
| KCBT Hard Red Winter Wheat Futures | 1.72% | 3679326  |
| LME Primary Aluminum Futures | 4.04% | 8635531  |
| CME Live Cattle Futures | 3.90% | 8350526  |
| CME Lean Hogs Futures | 1.87% | 3996537  |
| LME Lead Futures | 0.89% | 1904583  |
| LME Nickel Futures | 2.23% | 4769999  |
| LME Zinc Futures | 2.08% | 4447454  |
| NYMEX Henry Hub Natural Gas Futures | 8.72% | 18633178  |
| ICE Gasoil Futures | 2.67% | 5717685  |
| CBOT Soybean Futures | 5.64% | 12058644  |
| NYBOT CSC No. 11 World Sugar Futures | 2.40% | 5130950  |
| COMEX Silver Futures | 5.19% | 11091470  |
| CBOT Soybean Meal Futures | 3.06% | 6539027  |
| CBOT Wheat Futures | 2.69% | 5756282  |
| NYMEX Reformulated Gasoline Blend Futures | 1.99% | 4259520  |
| **Total Notional Amount** |  | **$213854161**  |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $409,088,163 or 39.2% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2505407 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2505407 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76992899 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 76992899 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14893546 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14893546 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7968980 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7968980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15981229 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15981229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1723066 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1723066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11897381 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11897381 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5712543 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5712543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20065800 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20065800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 799941 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 799941 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 61354400 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 61354400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5039780 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5039780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8177151 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8177151 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12413584 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12413584 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 205312522 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 205312522 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 261142646 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 261142646 |

---

------

**DFA COMMODITY STRATEGY 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** |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $307342571 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $307342571 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1415697 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1415697 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1020739143 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1020739143 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; $1110642 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1110642 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp; (1829622) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1829622) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swap Agreements\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (21538003) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (21538003) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; $(718980) | &nbsp;&nbsp;&nbsp; $(21538003) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $(22256983) |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA One-Year Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN |  |  |
| (r) | 4.435%, 02/10/27 | 16300 | &nbsp;&nbsp; $16303446 |
| BONDS — (9.9%) | BONDS — (9.9%) | BONDS — (9.9%) | BONDS — (9.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.348%, 06/16/26 | 2503 | &nbsp;&nbsp; 2519295 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN |  |  |
| (r) | 4.564%, 04/15/26 | 25000 | &nbsp;&nbsp; 25008037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |
| (r)Ω | 4.932%, 03/18/26 | 22007 | &nbsp;&nbsp; 22041954 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.640%, FRN |  |  |
| (r) | 5.016%, 10/03/25 | 3766 | &nbsp;&nbsp; 3769348 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |
| (r)Ω | 5.188%, 01/18/27 | 8100 | &nbsp;&nbsp; 8153172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.360%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.360%, FRN |  |  |
| (r) | 4.704%, 02/26/27 | 19870 | &nbsp;&nbsp; 19903170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN |  |  |
| (r)Ω | 4.996%, 09/12/25 | 60406 | &nbsp;&nbsp; 60442183 |
| (r) | 4.996%, 09/12/25 | 5600 | &nbsp;&nbsp; 5603354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.590%, <br> FRN |  |  |
| (r) | 4.935%, 05/27/27 | 40840 | &nbsp;&nbsp; 40940350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.965%, 08/28/26 | 28965 | &nbsp;&nbsp; 29072027 |
| &nbsp;&nbsp;&nbsp;&nbsp; CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |
| (r) | 5.596%, 03/11/26 | 17975 | &nbsp;&nbsp; 18080934 |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN |  |  |
| (r) | 4.972%, 09/12/25 | 794 | &nbsp;&nbsp; 794183 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |
| (r) | 4.518%, 09/16/26 | 800 | &nbsp;&nbsp; 800016 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |
| (r) | 4.624%, 04/12/27 | 9000 | &nbsp;&nbsp; $9003319 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |
| (r) | 4.622%, 02/23/27 | 3249 | &nbsp;&nbsp; 3251989 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |
| (r) | 4.714%, 01/12/27 | 27400 | &nbsp;&nbsp; 27446321 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.966%, 04/29/26 | 10000 | &nbsp;&nbsp; 10027851 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.346%, 12/08/26 | 2500 | &nbsp;&nbsp; 2518652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.509%, 10/30/26 | 3400 | &nbsp;&nbsp; 3430662 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN |  |  |
| (r)Ω | 5.014%, 12/10/25 | 21160 | &nbsp;&nbsp; 21193826 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.912%, 05/20/27 | 3500 | &nbsp;&nbsp; 3508852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB |  |  |
|  | 0.850%, 09/02/25 | 3800 | &nbsp;&nbsp; 3787571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.342%, 08/03/26 | 3900 | &nbsp;&nbsp; 3929347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |
| (r)Ω | 5.599%, 06/15/26 | 9792 | &nbsp;&nbsp; 9869906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.775%, 04/28/27 | 9000 | &nbsp;&nbsp; 9036653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.420%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |
| (r) | 4.798%, 04/16/26 | 25500 | &nbsp;&nbsp; 25523863 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.460%, FRN |  |  |
| (r) | 4.838%, 10/20/26 | 53600 | &nbsp;&nbsp; 53676734 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.720%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> SOFR + 0.720%, FRN |  |  |
| (r) | 5.068%, 11/17/25 | 25000 | &nbsp;&nbsp; $25038014 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 448371583 |
| U.S. TREASURY OBLIGATIONS — (29.6%) | U.S. TREASURY OBLIGATIONS — (29.6%) | U.S. TREASURY OBLIGATIONS — (29.6%) | U.S. TREASURY OBLIGATIONS — (29.6%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 4.433%, 08/07/25 | 44300 | &nbsp;&nbsp; 44268486 |
| ∞ | 4.499%, 08/19/25 | 27000 | &nbsp;&nbsp; 26942139 |
| ∞ | 4.338%, 09/11/25 | 45000 | &nbsp;&nbsp; 44780265 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN |  |  |
| (r) | 4.379%, 01/31/27 | 83000 | &nbsp;&nbsp; 82983804 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 4.431%, 04/30/26 | 145542 | &nbsp;&nbsp; 145654312 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |
| (r) | 4.441%, 04/30/27 | 411850 | &nbsp;&nbsp; 412093449 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN |  |  |
| (r) | 4.451%, 10/31/25 | 321000 | &nbsp;&nbsp; 321123652 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN |  |  |
| (r) | 4.486%, 10/31/26 | 45000 | &nbsp;&nbsp; 45049136 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.526%, 01/31/26 | 125000 | &nbsp;&nbsp; 125123652 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S.Treasury Notes, 3M <br> USTMMR + 0.159%, <br> FRN |  |  |
| (r) | 4.440%, 07/31/27 | 86000 | &nbsp;&nbsp; 86103486 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 1334122381 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| COMMERCIAL PAPER — (55.2%) | COMMERCIAL PAPER — (55.2%) | COMMERCIAL PAPER — (55.2%) | COMMERCIAL PAPER — (55.2%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.449%, 09/23/25 | 45000 | &nbsp;&nbsp; 44707725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.477%, 08/06/25 | 9000 | &nbsp;&nbsp; 8993522 |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 4.417%, 08/06/25 | 11500 | &nbsp;&nbsp; 11491799 |
| Ω | 4.425%, 08/11/25 | 20000 | &nbsp;&nbsp; 19973578 |
| Ω | 4.417%, 09/02/25 | 30000 | &nbsp;&nbsp; 29881833 |
| Ω | 4.428%, 09/18/25 | 45000 | &nbsp;&nbsp; 44737951 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.460%, 08/28/25 | 16000 | &nbsp;&nbsp; $15946179 |
| Ω | 4.429%, 10/15/25 | 35000 | &nbsp;&nbsp; 34677846 |
| Ω | 4.429%, 10/16/25 | 35000 | &nbsp;&nbsp; 34673604 |
| Ω | 4.444%, 10/17/25 | 40000 | &nbsp;&nbsp; 39622132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.455%, 08/07/25 | 4000 | &nbsp;&nbsp; 3996640 |
| Ω | 4.435%, 09/11/25 | 5000 | &nbsp;&nbsp; 4974614 |
| Ω | 4.476%, 09/11/25 | 40000 | &nbsp;&nbsp; 39796908 |
| Ω | 4.196%, 09/22/25 | 15000 | &nbsp;&nbsp; 14903768 |
| Ω | 4.414%, 10/29/25 | 18000 | &nbsp;&nbsp; 17804250 |
| Ω | 4.432%, 10/31/25 | 31000 | &nbsp;&nbsp; 30655435 |
| Ω | 4.258%, 11/03/25 | 13000 | &nbsp;&nbsp; 12850828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce |  |  |
| Ω | 4.466%, 08/05/25 | 25000 | &nbsp;&nbsp; 24984865 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.467%, 10/21/25 | 6500 | &nbsp;&nbsp; 6435260 |
| Ω | 4.436%, 08/07/25 | 29000 | &nbsp;&nbsp; 28975527 |
| Ω | 4.426%, 08/14/25 | 9000 | &nbsp;&nbsp; 8984789 |
| Ω | 4.436%, 01/28/26 | 27000 | &nbsp;&nbsp; 26410922 |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 4.444%, 08/27/25 | 35000 | &nbsp;&nbsp; 34886810 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.434%, 08/08/25 | 16000 | &nbsp;&nbsp; 15984674 |
| Ω | 4.397%, 09/19/25 | 3000 | &nbsp;&nbsp; 2981972 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.498%, 08/12/25 | 10000 | &nbsp;&nbsp; 9985586 |
| Ω | 4.470%, 08/15/25 | 12000 | &nbsp;&nbsp; 11978365 |
| Ω | 4.465%, 08/27/25 | 2000 | &nbsp;&nbsp; 1993494 |
| Ω | 4.493%, 09/02/25 | 30000 | &nbsp;&nbsp; 29880624 |
| Ω | 4.494%, 09/23/25 | 24500 | &nbsp;&nbsp; 24336904 |
| Ω | 4.491%, 09/24/25 | 4000 | &nbsp;&nbsp; 3973345 |
| Ω | 4.501%, 09/24/25 | 40000 | &nbsp;&nbsp; 39733452 |
| Ω | 4.493%, 10/21/25 | 3000 | &nbsp;&nbsp; 2970138 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.476%, 09/19/25 | 5000 | &nbsp;&nbsp; 4969535 |
| Ω | 4.455%, 10/24/25 | 45000 | &nbsp;&nbsp; 44539969 |
| Ω | 4.434%, 10/14/25 | 10000 | &nbsp;&nbsp; 9909891 |
| Ω | 4.454%, 10/14/25 | 35000 | &nbsp;&nbsp; 34684618 |
| Ω | 4.434%, 10/15/25 | 20000 | &nbsp;&nbsp; 19817362 |
| Ω | 4.418%, 10/27/25 | 11000 | &nbsp;&nbsp; 10883543 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.444%, 08/05/25 | 35000 | &nbsp;&nbsp; 34978979 |
| Ω | 4.455%, 08/12/25 | 16794 | &nbsp;&nbsp; 16769736 |
| Ω | 4.459%, 08/22/25 | 15000 | &nbsp;&nbsp; 14960291 |
| Ω | 4.475%, 08/28/25 | 19500 | &nbsp;&nbsp; 19434320 |
| Ω | 4.460%, 09/10/25 | 11000 | &nbsp;&nbsp; 10945708 |
| Ω | 4.432%, 09/05/25 | 25000 | &nbsp;&nbsp; 24891700 |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.445%, 09/12/25 | 17500 | &nbsp;&nbsp; 17410327 |
|  | 4.446%, 09/15/25 | 25000 | &nbsp;&nbsp; 24862958 |
| &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada | &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada |  |  |
|  | 4.415%, 11/04/25 | 15000 | &nbsp;&nbsp; 14830721 |
|  | 4.433%, 11/05/25 | 9000 | &nbsp;&nbsp; 8897406 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 4.400%, 11/24/25 | 28100 | &nbsp;&nbsp; $27719231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.428%, 08/05/25 | 24000 | &nbsp;&nbsp; 23985734 |
| Ω | 3.210%, 08/07/25 | 47000 | &nbsp;&nbsp; 46960887 |
| Ω | 4.446%, 08/12/25 | 25000 | &nbsp;&nbsp; 24964333 |
| Ω | 4.451%, 08/22/25 | 3000 | &nbsp;&nbsp; 2992149 |
| Ω | 4.453%, 08/26/25 | 12000 | &nbsp;&nbsp; 11962811 |
| Ω | 4.430%, 09/17/25 | 9000 | &nbsp;&nbsp; 8948400 |
| Ω | 4.419%, 10/30/25 | 5000 | &nbsp;&nbsp; 4945291 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.424%, 08/19/25 | 13000 | &nbsp;&nbsp; 12970324 |
| Ω | 4.467%, 09/15/25 | 8500 | &nbsp;&nbsp; 8452862 |
| Ω | 4.451%, 10/14/25 | 17000 | &nbsp;&nbsp; 16846114 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. |  |  |
| Ω | 4.451%, 09/08/25 | 20000 | &nbsp;&nbsp; 19905772 |
| Ω | 4.451%, 09/09/25 | 8000 | &nbsp;&nbsp; 7961334 |
| Ω | 4.452%, 09/10/25 | 40000 | &nbsp;&nbsp; 39801788 |
| Ω | 4.434%, 09/23/25 | 25000 | &nbsp;&nbsp; 24836575 |
| Ω | 4.416%, 09/30/25 | 9000 | &nbsp;&nbsp; 8933515 |
| Ω | 4.404%, 10/02/25 | 20000 | &nbsp;&nbsp; 19847436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 3.611%, 08/11/25 | 25550 | &nbsp;&nbsp; 25516169 |
| Ω | 4.429%, 08/15/25 | 19000 | &nbsp;&nbsp; 18965665 |
| Ω | 4.447%, 09/30/25 | 35000 | &nbsp;&nbsp; 34745025 |
| Ω | 4.428%, 09/17/25 | 10000 | &nbsp;&nbsp; 9942293 |
| Ω | 4.434%, 09/17/25 | 25000 | &nbsp;&nbsp; 24855733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.459%, 08/20/25 | 18000 | &nbsp;&nbsp; 17956760 |
| Ω | 4.467%, 08/29/25 | 20000 | &nbsp;&nbsp; 19930390 |
| Ω | 4.469%, 09/04/25 | 20000 | &nbsp;&nbsp; 19915740 |
| Ω | 4.470%, 09/04/25 | 31000 | &nbsp;&nbsp; 30869397 |
| Ω | 4.427%, 09/08/25 | 20000 | &nbsp;&nbsp; 19903620 |
| Ω | 4.449%, 09/12/25 | 3000 | &nbsp;&nbsp; 2984061 |
| Ω | 4.432%, 10/01/25 | 15000 | &nbsp;&nbsp; 14887385 |
| Novartis Finance Corp. | Novartis Finance Corp. |  |  |
| Ω | 4.437%, 09/09/25 | 10000 | &nbsp;&nbsp; 9951852 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.448%, 08/25/25 | 13500 | &nbsp;&nbsp; 13459333 |
| Ω | 4.465%, 10/16/25 | 44500 | &nbsp;&nbsp; 44088535 |
| Ω | 4.435%, 10/10/25 | 37500 | &nbsp;&nbsp; 37179836 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.392%, 09/22/25 | 50000 | &nbsp;&nbsp; 49685875 |
| Ω | 4.417%, 10/22/25 | 9000 | &nbsp;&nbsp; 8910775 |
| Ω | 4.418%, 10/24/25 | 45000 | &nbsp;&nbsp; 44543124 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 4.414%, 08/20/25 | 20000 | &nbsp;&nbsp; 19952048 |
| Ω | 4.424%, 10/01/25 | 24000 | &nbsp;&nbsp; 23821027 |
| Ω | 4.434%, 10/01/25 | 7000 | &nbsp;&nbsp; 6947800 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.460%, 09/25/25 | 24550 | &nbsp;&nbsp; 24384641 |
|  | 4.461%, 09/26/25 | 23500 | &nbsp;&nbsp; 23338889 |
|  | 4.451%, 10/02/25 | 40500 | &nbsp;&nbsp; 40193111 |
|  | 4.461%, 10/10/25 | 35000 | &nbsp;&nbsp; 34701110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 4.456%, 10/08/25 | 25000 | &nbsp;&nbsp; $24792233 |
| Ω | 4.465%, 10/08/25 | 37000 | &nbsp;&nbsp; 36692504 |
| Ω | 4.459%, 10/16/25 | 37000 | &nbsp;&nbsp; 36656433 |
| Ω | 4.442%, 10/17/25 | 26250 | &nbsp;&nbsp; 26003048 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.425%, 08/06/25 | 17000 | &nbsp;&nbsp; 16987763 |
| Ω | 4.410%, 08/06/25 | 10000 | &nbsp;&nbsp; 9992802 |
| Ω | 4.416%, 08/06/25 | 17250 | &nbsp;&nbsp; 17237583 |
| Ω | 4.458%, 08/25/25 | 1000 | &nbsp;&nbsp; 997018 |
| Ω | 4.449%, 08/25/25 | 15000 | &nbsp;&nbsp; 14955266 |
| Ω | 4.456%, 09/03/25 | 5500 | &nbsp;&nbsp; 5477591 |
| Ω | 4.438%, 09/04/25 | 10000 | &nbsp;&nbsp; 9958049 |
| Ω | 4.439%, 09/16/25 | 8000 | &nbsp;&nbsp; 7954821 |
| Ω | 4.467%, 09/22/25 | 9000 | &nbsp;&nbsp; 8942658 |
| Ω | 4.439%, 10/10/25 | 10000 | &nbsp;&nbsp; 9914675 |
| Ω | 4.440%, 10/10/25 | 13000 | &nbsp;&nbsp; 12889078 |
| Ω | 4.439%, 10/17/25 | 10000 | &nbsp;&nbsp; 9906313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. |  |  |
|  | 4.457%, 08/05/25 | 39000 | &nbsp;&nbsp; 38976670 |
|  | 4.496%, 12/12/25 | 6550 | &nbsp;&nbsp; 6445408 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.477%, 08/28/25 | 45000 | &nbsp;&nbsp; 44848480 |
| Ω | 4.459%, 09/04/25 | 5350 | &nbsp;&nbsp; 5327460 |
| Ω | 4.481%, 09/04/25 | 21500 | &nbsp;&nbsp; 21409421 |
| Ω | 4.456%, 09/17/25 | 650 | &nbsp;&nbsp; 646240 |
| Ω | 4.459%, 09/17/25 | 46000 | &nbsp;&nbsp; 45733936 |
| Ω | 4.439%, 10/07/25 | 1250 | &nbsp;&nbsp; 1239776 |
| Ω | 4.464%, 11/10/25 | 5000 | &nbsp;&nbsp; 4938885 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.397%, 09/02/25 | 30000 | &nbsp;&nbsp; 29881971 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.437%, 09/05/25 | 5000 | &nbsp;&nbsp; 4978420 |
|  | 4.448%, 09/10/25 | 8650 | &nbsp;&nbsp; 8607432 |
|  | 4.446%, 09/16/25 | 7000 | &nbsp;&nbsp; 6960468 |
|  | 4.445%, 09/30/25 | 6500 | &nbsp;&nbsp; 6452313 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.454%, 08/18/25 | 21000 | &nbsp;&nbsp; 20954434 |
| Ω | 4.449%, 08/19/25 | 50000 | &nbsp;&nbsp; 49885460 |
| Ω | 4.449%, 08/28/25 | 11000 | &nbsp;&nbsp; 10962798 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,488,545,675) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,488,545,675) |  | &nbsp;&nbsp; 2488244560 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,286,541,777) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,286,541,777) |  | &nbsp;&nbsp; 4287041970 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (4.9%) | TEMPORARY CASH INVESTMENTS — (4.9%) | TEMPORARY CASH INVESTMENTS — (4.9%) | TEMPORARY CASH INVESTMENTS — (4.9%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 223072824 | &nbsp;&nbsp; 223072824 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 1 | &nbsp;&nbsp; $14 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $4,509,614,615)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $4,509,614,615)^^ |  | &nbsp;&nbsp; $4510114808 |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $2,324,695,348 or 53.9% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $16303446 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $16303446 |
| Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 448371583 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 448371583 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1334122381 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1334122381 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2488244560 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2488244560 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $223072824 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 223072824 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $223072824 | &nbsp;&nbsp;&nbsp; $4287041984 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4510114808 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (1.2%) | AGENCY OBLIGATIONS — (1.2%) | AGENCY OBLIGATIONS — (1.2%) | AGENCY OBLIGATIONS — (1.2%) | AGENCY OBLIGATIONS — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks <br> Funding Corp.  |  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.115%, <br> FRN, 4.435%, <br> 02/10/27 <br>|  | 7000 | &nbsp;&nbsp; $7001480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp.  |  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.220%, <br> FRN, 4.540%, <br> 07/07/28 <br>|  | 24350 | &nbsp;&nbsp; 24342138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  |  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.260%, <br> FRN, 4.580%, <br> 11/05/27 <br>|  | 21315 | &nbsp;&nbsp; 21361100 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 52704718 |
| BONDS — (35.7%) | BONDS — (35.7%) | BONDS — (35.7%) | BONDS — (35.7%) | BONDS — (35.7%) |
| AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.920%, <br> FRN, 4.770%, <br> 11/04/25<br>| AUD | 10000 | &nbsp;&nbsp; 6435754 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.560%, <br> FRN, 4.932%, <br> 03/18/26<br>|  | 22007 | &nbsp;&nbsp; 22041954 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 21125 | &nbsp;&nbsp; 21263673 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.028%, <br> 09/30/27<br>|  | 12353 | &nbsp;&nbsp; 12400753 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 5.050%, <br> 11/04/27<br>| AUD | 6500 | &nbsp;&nbsp; 4231738 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.680%, <br> FRN, 4.488%, <br> 02/18/28<br>| AUD | 22000 | &nbsp;&nbsp; 14149610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
|  | 4.200%, 08/18/25 | AUD | 7000 | &nbsp;&nbsp; 4498640 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.800%, <br> FRN, 4.608%, <br> 08/18/25<br>| AUD | 1500 | &nbsp;&nbsp; 964197 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.630%, <br> FRN, 4.996%, <br> 09/12/25<br>|  | 33540 | &nbsp;&nbsp; 33560090 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.900%, <br> FRN, 4.617%, <br> 01/13/26<br>| AUD | 3500 | &nbsp;&nbsp; $2255415 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.750%, <br> FRN, 5.117%, <br> 03/13/26<br>|  | 500 | &nbsp;&nbsp; 501551 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.640%, <br> FRN, 5.008%, <br> 03/14/28<br>|  | 10000 | &nbsp;&nbsp; 10047300 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.920%, <br> FRN, 4.630%, <br> 11/25/25<br>| AUD | 23500 | &nbsp;&nbsp; 15128250 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.014%, <br> 12/10/25<br>|  | 6368 | &nbsp;&nbsp; 6378180 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.780%, <br> FRN, 4.580%, <br> 05/12/26<br>| AUD | 13750 | &nbsp;&nbsp; 8866039 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.410%, <br> FRN, 4.120%, <br> 08/24/26<br>| AUD | 4000 | &nbsp;&nbsp; 2570034 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.387%, <br> 10/18/27<br>| AUD | 16000 | &nbsp;&nbsp; 10307283 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.983%, <br> 10/26/27<br>|  | 37729 | &nbsp;&nbsp; 37833995 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 4.910%, <br> 11/25/27<br>| AUD | 12500 | &nbsp;&nbsp; 8138921 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.780%, <br> FRN, 4.497%, <br> 04/14/28<br>| AUD | 13900 | &nbsp;&nbsp; 8964725 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.000%, <br> FRN, 4.800%, <br> 05/12/28<br>| AUD | 9500 | &nbsp;&nbsp; 6160182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 1.250%, FRN |  |  |  |
| (r) | 4.964%, 12/14/27 | AUD | 2300 | &nbsp;&nbsp; 1496571 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
|  | 3.900%, 08/11/25 | AUD | 10000 | &nbsp;&nbsp; 6426180 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.800%, <br> FRN, 4.600%, <br> 08/11/25<br>| AUD | 33500 | &nbsp;&nbsp; 21531143 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.354%, <br> 08/26/25<br>|  | 4500 | &nbsp;&nbsp; 4502751 |

---

------

**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) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.720%, <br> FRN, 5.068%, <br> 11/17/25<br>|  | 25000 | &nbsp;&nbsp; $25038014 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.547%, <br> 02/16/26<br>| AUD | 13500 | &nbsp;&nbsp; 8693040 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.420%, <br> FRN, 4.798%, <br> 04/16/26<br>|  | 5000 | &nbsp;&nbsp; 5004679 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.230%, <br> FRN, 5.030%, <br> 11/11/27<br>| AUD | 10000 | &nbsp;&nbsp; 6514414 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.980%, <br> FRN, 4.777%, <br> 02/16/28<br>| AUD | 15000 | &nbsp;&nbsp; 9719278 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 325624354 |
| CANADA — (2.9%) | CANADA — (2.9%) | CANADA — (2.9%) | CANADA — (2.9%) | CANADA — (2.9%) |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 3.500%, 08/01/25 | CAD | 19000 | &nbsp;&nbsp; 13714802 |
|  | 3.000%, 10/01/25 | CAD | 46500 | &nbsp;&nbsp; 33575242 |
|  | 4.500%, 11/01/25 | CAD | 57500 | &nbsp;&nbsp; 41673806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada Housing Trust No. <br> 1  | &nbsp;&nbsp;&nbsp;&nbsp; Canada Housing Trust No. <br> 1  |  |  |  |
| Ω | 1.950%, 12/15/25 | CAD | 22000 | &nbsp;&nbsp; 15830601 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 09/08/25 | CAD | 14300 | &nbsp;&nbsp; 10330862 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.596%, <br> 03/11/26<br>|  | 1660 | &nbsp;&nbsp; 1669783 |
| Province of Ontario  | Province of Ontario  |  |  |  |
|  | 1.750%, 09/08/25 | CAD | 10000 | &nbsp;&nbsp; 7209801 |
| Province of Quebec  | Province of Quebec  |  |  |  |
|  | 2.750%, 09/01/25 | CAD | 1200 | &nbsp;&nbsp; 865860 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |  |
|  | 0.800%, 09/02/25 | CAD | 7300 | &nbsp;&nbsp; 5259572 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 130130329 |
| FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.740%, <br> FRN, 5.090%, <br> 03/19/27<br>|  | 16687 | &nbsp;&nbsp; 16770171 |
| NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, <br> SOFR + 0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, <br> SOFR + 0.750%, FRN |  |  |  |
| (r)Ω | 5.097%, 07/07/28 |  | 31000 | &nbsp;&nbsp; 31068820 |
| &nbsp;&nbsp;&nbsp;&nbsp; BNG Bank NV, SOFR + <br> 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; BNG Bank NV, SOFR + <br> 1.000%, FRN |  |  |  |
| (r)Ω | 5.348%, 03/17/28 |  | 35000 | &nbsp;&nbsp; 35546396 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.965%, <br> 08/28/26<br>|  | 24690 | &nbsp;&nbsp; $24781231 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.056%, <br> 03/05/27<br>|  | 13000 | &nbsp;&nbsp; 13054437 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.590%, <br> FRN, 4.935%, <br> 05/27/27<br>|  | 34340 | &nbsp;&nbsp; 34424378 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.460%, <br> 05/26/28<br>| AUD | 22110 | &nbsp;&nbsp; 14216806 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 153092068 |
| NEW ZEALAND — (3.8%) | NEW ZEALAND — (3.8%) | NEW ZEALAND — (3.8%) | NEW ZEALAND — (3.8%) | NEW ZEALAND — (3.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds |  |  |
|  | 0.250%, 05/15/28 | NZD | 248500 | &nbsp;&nbsp; 134027111 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bonds  |  |  |  |
|  | 2.250%, 05/15/28 | NZD | 64500 | &nbsp;&nbsp; 36542309 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 170569420 |
| NORWAY — (1.6%) | NORWAY — (1.6%) | NORWAY — (1.6%) | NORWAY — (1.6%) | NORWAY — (1.6%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/17/26<br>|  | 8598 | &nbsp;&nbsp; 8647906 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.747%, <br> 03/03/28<br>|  | 60600 | &nbsp;&nbsp; 60638169 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 69286075 |
| SINGAPORE — (1.7%) | SINGAPORE — (1.7%) | SINGAPORE — (1.7%) | SINGAPORE — (1.7%) | SINGAPORE — (1.7%) |
| DBS Bank Ltd.  | DBS Bank Ltd.  | DBS Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.770%, <br> FRN, 4.480%, <br> 02/26/27<br>| AUD | 19550 | &nbsp;&nbsp; 12606021 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.670%, <br> FRN, 4.403%, <br> 02/21/28<br>| AUD | 20000 | &nbsp;&nbsp; 12856213 |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r) | 4.970%, 03/21/28 |  | 10000 | &nbsp;&nbsp; 10032900 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.730%, <br> FRN, 4.444%, <br> 03/16/26<br>| AUD | 6500 | &nbsp;&nbsp; 4186081 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.410%, <br> FRN, 4.105%, <br> 08/27/26<br>| AUD | 5000 | &nbsp;&nbsp; 3212061 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.430%, <br> 02/24/27<br>| AUD | 9200 | &nbsp;&nbsp; $5930413 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.440%, <br> 04/16/27<br>| AUD | 10000 | &nbsp;&nbsp; 6446936 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.650%, <br> FRN, 4.340%, <br> 02/28/28<br>| AUD | 31250 | &nbsp;&nbsp; 20082008 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp; 75352633 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.5%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 3.800%, 09/12/25 | CAD | 3023 | &nbsp;&nbsp; 2184257 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/16/26<br>|  | 809 | &nbsp;&nbsp; 814267 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.343%, <br> 08/27/26<br>|  | 11740 | &nbsp;&nbsp; 11846951 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.352%, <br> 04/06/27<br>|  | 22254 | &nbsp;&nbsp; 22529480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN |  |  |  |
| (r) | 4.564%, 04/15/26 |  | 25000 | &nbsp;&nbsp; 25008037 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.671%, 02/20/28 |  | 69100 | &nbsp;&nbsp; 69173036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.170%, <br> FRN, 4.518%, <br> 09/16/26<br>|  | 16100 | &nbsp;&nbsp; 16100322 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.624%, <br> 04/12/27<br>|  | 8750 | &nbsp;&nbsp; 8753227 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/04/27<br>|  | 87500 | &nbsp;&nbsp; 87666453 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.180%, <br> FRN, 4.527%, <br> 06/15/26<br>|  | 18500 | &nbsp;&nbsp; 18492230 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.714%, <br> 01/12/27<br>|  | 4000 | &nbsp;&nbsp; 4006762 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.622%, <br> 02/23/27<br>|  | 60000 | &nbsp;&nbsp; $60055200 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.617%, <br> 06/15/27<br>|  | 34000 | &nbsp;&nbsp; 34007365 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Finance <br> Corp., SOFR + 0.280%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Finance <br> Corp., SOFR + 0.280%, <br> FRN |  |  |  |
| (r) | 4.628%, 03/16/26 |  | 10000 | &nbsp;&nbsp; 10004500 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M NIBOR + 1.500%, <br> FRN, 5.840%, <br> 01/19/26<br>| NOK | 50000 | &nbsp;&nbsp; 4868746 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.339%, <br> 05/12/26<br>|  | 4000 | &nbsp;&nbsp; 4025024 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 379535857 |
| SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  |  |  |
|  | 0.850%, 09/02/25 |  | 300 | &nbsp;&nbsp; 299019 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.750%, <br> FRN, 5.097%, <br> 06/02/28<br>|  | 9400 | &nbsp;&nbsp; 9457445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.342%, 08/03/26 |  | 51467 | &nbsp;&nbsp; 51854286 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.599%, <br> 06/15/26<br>|  | 10650 | &nbsp;&nbsp; 10734732 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.740%, <br> FRN, 5.083%, <br> 05/23/28<br>|  | 29270 | &nbsp;&nbsp; 29456237 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 101801719 |
| UNITED STATES — (3.8%) | UNITED STATES — (3.8%) | UNITED STATES — (3.8%) | UNITED STATES — (3.8%) | UNITED STATES — (3.8%) |
| Chevron USA, Inc.  | Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.360%, <br> FRN, 4.704%, <br> 02/26/27<br>|  | 11050 | &nbsp;&nbsp; 11068446 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.470%, <br> FRN, 4.814%, <br> 02/26/28<br>|  | 56397 | &nbsp;&nbsp; 56693618 |
| JPMorgan Chase Bank NA  | JPMorgan Chase Bank NA  | JPMorgan Chase Bank NA  |  |  |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.966%, <br> 04/29/26<br>|  | 9500 | &nbsp;&nbsp; 9526458 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.346%, <br> 12/08/26<br>| 56142 | &nbsp;&nbsp; $56560867 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., SOFR + <br> 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |
| (r) | 4.789%, 03/15/28 | 9375 | &nbsp;&nbsp; 9391904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.509%, 10/30/26 | 1785 | &nbsp;&nbsp; 1801097 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.912%, 05/20/27 | 4250 | &nbsp;&nbsp; 4260749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |
| (r)Ω | 5.080%, 11/13/26 | 8400 | &nbsp;&nbsp; 8454523 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN |  |  |
| (r) | 4.984%, 10/22/27 | 4210 | &nbsp;&nbsp; 4216682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.775%, 04/28/27 | 9000 | &nbsp;&nbsp; 9036653 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 171010997 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 1593173623 |
| U.S. TREASURY OBLIGATIONS — (11.4%) | U.S. TREASURY OBLIGATIONS — (11.4%) | U.S. TREASURY OBLIGATIONS — (11.4%) | U.S. TREASURY OBLIGATIONS — (11.4%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.433%, 08/07/25  | 45500 | &nbsp;&nbsp; 45467632 |
| ∞ | 4.329%, 08/28/25  | 9500 | &nbsp;&nbsp; 9469452 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.170%, FRN, <br> 4.451%, 10/31/25 <br>| 38650 | &nbsp;&nbsp; 38664888 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26 <br>| 140250 | &nbsp;&nbsp; 140388738 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.150%, FRN, <br> 4.431%, 04/30/26 <br>| 50500 | &nbsp;&nbsp; 50538970 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.160%, FRN, <br> 4.441%, 04/30/27 <br>| 224750 | &nbsp;&nbsp; 224882852 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 509412532 |
| COMMERCIAL PAPER — (40.4%) | COMMERCIAL PAPER — (40.4%) | COMMERCIAL PAPER — (40.4%) | COMMERCIAL PAPER — (40.4%) |
| AUSTRALIA — (0.8%) | AUSTRALIA — (0.8%) | AUSTRALIA — (0.8%) | AUSTRALIA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. |  |  |
|  | 4.457%, 08/05/25 | 38000 | &nbsp;&nbsp; 37977268 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (5.5%) | CANADA — (5.5%) | CANADA — (5.5%) | CANADA — (5.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce |  |  |
| Ω | 4.466%, 08/05/25 | 15000 | &nbsp;&nbsp; $14990919 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.426%, 08/14/25 | 19000 | &nbsp;&nbsp; 18967888 |
| Ω | 4.447%, 08/22/25 | 25000 | &nbsp;&nbsp; 24933495 |
| Ω | 4.467%, 10/21/25 | 6500 | &nbsp;&nbsp; 6435260 |
| Ω | 4.436%, 01/28/26 | 20000 | &nbsp;&nbsp; 19563646 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 4.419%, 08/08/25 | 7500 | &nbsp;&nbsp; 7492816 |
| Ω | 4.423%, 10/01/25 | 20000 | &nbsp;&nbsp; 19850856 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.410%, 08/06/25 | 25000 | &nbsp;&nbsp; 24982005 |
| Ω | 4.416%, 08/06/25 | 8750 | &nbsp;&nbsp; 8743702 |
| Ω | 4.411%, 08/14/25 | 27500 | &nbsp;&nbsp; 27453827 |
| Ω | 4.449%, 08/25/25 | 8000 | &nbsp;&nbsp; 7976142 |
| Ω | 4.456%, 09/03/25 | 3500 | &nbsp;&nbsp; 3485740 |
| Ω | 4.438%, 09/08/25 | 15900 | &nbsp;&nbsp; 15825605 |
| Ω | 4.439%, 09/16/25 | 25000 | &nbsp;&nbsp; 24858815 |
| Ω | 4.467%, 09/22/25 | 15000 | &nbsp;&nbsp; 14904431 |
| Ω | 4.439%, 10/17/25 | 4000 | &nbsp;&nbsp; 3962525 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 244427672 |
| FRANCE — (7.0%) | FRANCE — (7.0%) | FRANCE — (7.0%) | FRANCE — (7.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.460%, 08/28/25 | 11000 | &nbsp;&nbsp; 10962998 |
| Ω | 4.450%, 09/03/25 | 20000 | &nbsp;&nbsp; 19918324 |
| Ω | 4.431%, 10/14/25 | 21000 | &nbsp;&nbsp; 20809251 |
| Ω | 4.429%, 10/16/25 | 20000 | &nbsp;&nbsp; 19813488 |
| Ω | 4.439%, 10/17/25 | 25000 | &nbsp;&nbsp; 24763833 |
| Ω | 4.444%, 10/17/25 | 30000 | &nbsp;&nbsp; 29716599 |
| Ω | 4.428%, 10/24/25 | 6000 | &nbsp;&nbsp; 5938234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.449%, 09/09/25 | 21000 | &nbsp;&nbsp; 20898501 |
| Ω | 4.476%, 09/11/25 | 13000 | &nbsp;&nbsp; 12933995 |
| Ω | 4.424%, 09/17/25 | 30000 | &nbsp;&nbsp; 29825760 |
| Ω | 4.432%, 10/31/25 | 11000 | &nbsp;&nbsp; 10877735 |
| Ω | 4.258%, 11/03/25 | 21000 | &nbsp;&nbsp; 20759029 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.424%, 08/19/25 | 20000 | &nbsp;&nbsp; 19954344 |
| Ω | 4.467%, 09/15/25 | 30000 | &nbsp;&nbsp; 29833632 |
| Ω | 4.438%, 09/18/25 | 13000 | &nbsp;&nbsp; 12923206 |
| Ω | 4.451%, 10/14/25 | 25000 | &nbsp;&nbsp; 24773697 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 314702626 |
| GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) | GERMANY — (6.2%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.455%, 08/12/25 | 7634 | &nbsp;&nbsp; 7622970 |
| Ω | 4.459%, 08/22/25 | 3000 | &nbsp;&nbsp; 2992058 |
| Ω | 4.447%, 08/29/25 | 20000 | &nbsp;&nbsp; 19930236 |
| Ω | 4.460%, 09/10/25 | 5000 | &nbsp;&nbsp; 4975322 |
| Ω | 4.460%, 09/12/25 | 15000 | &nbsp;&nbsp; 14922344 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.437%, 08/04/25 | 25000 | &nbsp;&nbsp; $24988110 |
| Ω | 4.428%, 08/05/25 | 24000 | &nbsp;&nbsp; 23985734 |
| Ω | 3.210%, 08/07/25 | 46000 | &nbsp;&nbsp; 45961719 |
| Ω | 4.446%, 08/15/25 | 25000 | &nbsp;&nbsp; 24955417 |
| Ω | 4.451%, 08/22/25 | 3000 | &nbsp;&nbsp; 2992149 |
| Ω | 4.453%, 08/26/25 | 10000 | &nbsp;&nbsp; 9969009 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.434%, 08/15/25 | 25000 | &nbsp;&nbsp; 24954860 |
| Ω | 4.448%, 08/25/25 | 3500 | &nbsp;&nbsp; 3489457 |
| Ω | 4.435%, 10/10/25 | 30000 | &nbsp;&nbsp; 29743869 |
| Ω | 4.465%, 10/16/25 | 23250 | &nbsp;&nbsp; 23035021 |
| Ω | 4.459%, 11/12/25 | 12250 | &nbsp;&nbsp; 12097804 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 276616079 |
| NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 4.425%, 08/11/25 | 2000 | &nbsp;&nbsp; 1997358 |
| Ω | 4.428%, 09/18/25 | 20000 | &nbsp;&nbsp; 19883534 |
| Ω | 4.418%, 09/23/25 | 40000 | &nbsp;&nbsp; 39743800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA |  |  |
|  | 4.419%, 08/25/25 | 7000 | &nbsp;&nbsp; 6978837 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.447%, 09/30/25 | 10000 | &nbsp;&nbsp; 9927150 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 78530679 |
| NORWAY — (1.1%) | NORWAY — (1.1%) | NORWAY — (1.1%) | NORWAY — (1.1%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.434%, 10/14/25 | 25000 | &nbsp;&nbsp; 24774727 |
| Ω | 4.434%, 10/15/25 | 25000 | &nbsp;&nbsp; 24771703 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 49546430 |
| SINGAPORE — (3.8%) | SINGAPORE — (3.8%) | SINGAPORE — (3.8%) | SINGAPORE — (3.8%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.492%, 09/04/25 | 9000 | &nbsp;&nbsp; 8962010 |
| Ω | 4.491%, 09/16/25 | 40000 | &nbsp;&nbsp; 39772920 |
| Ω | 4.501%, 09/24/25 | 40000 | &nbsp;&nbsp; 39733452 |
| Ω | 4.493%, 10/21/25 | 10000 | &nbsp;&nbsp; 9900461 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.449%, 08/19/25 | 50000 | &nbsp;&nbsp; 49885460 |
| Ω | 4.449%, 08/20/25 | 20000 | &nbsp;&nbsp; 19951764 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 168206067 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.1%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.445%, 09/12/25 | 25000 | &nbsp;&nbsp; 24871895 |
|  | 4.446%, 09/15/25 | 25000 | &nbsp;&nbsp; 24862958 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  | &nbsp;&nbsp; 49734853 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SWEDEN — (0.9%) | SWEDEN — (0.9%) | SWEDEN — (0.9%) | SWEDEN — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB |  |  |
| Ω | 4.488%, 11/10/25 | 25000 | &nbsp;&nbsp; $24691517 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.448%, 09/10/25 | 5750 | &nbsp;&nbsp; 5721704 |
|  | 4.446%, 09/16/25 | 2000 | &nbsp;&nbsp; 1988705 |
|  | 4.445%, 09/30/25 | 10000 | &nbsp;&nbsp; 9926636 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 42328562 |
| UNITED STATES — (12.2%) | UNITED STATES — (12.2%) | UNITED STATES — (12.2%) | UNITED STATES — (12.2%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.449%, 09/23/25 | 45000 | &nbsp;&nbsp; 44707725 |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 4.444%, 08/27/25 | 35000 | &nbsp;&nbsp; 34886810 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. |  |  |
| Ω | 4.432%, 08/08/25 | 10000 | &nbsp;&nbsp; 9990398 |
| Ω | 4.439%, 08/22/25 | 23211 | &nbsp;&nbsp; 23149537 |
| Ω | 4.451%, 09/08/25 | 5000 | &nbsp;&nbsp; 4976443 |
| Ω | 4.434%, 09/23/25 | 25000 | &nbsp;&nbsp; 24836575 |
| Ω | 4.425%, 09/25/25 | 30000 | &nbsp;&nbsp; 29796594 |
| Ω | 4.416%, 09/30/25 | 7000 | &nbsp;&nbsp; 6948290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.467%, 08/05/25 | 25000 | &nbsp;&nbsp; 24985045 |
| Ω | 4.438%, 08/11/25 | 45000 | &nbsp;&nbsp; 44940713 |
| Ω | 4.427%, 09/08/25 | 15000 | &nbsp;&nbsp; 14927715 |
| Ω | 4.449%, 09/12/25 | 8000 | &nbsp;&nbsp; 7957496 |
| Ω | 4.403%, 10/20/25 | 12000 | &nbsp;&nbsp; 11882470 |
| Novartis Finance Corp. | Novartis Finance Corp. |  |  |
| Ω | 0.024%, 09/08/25 | 5000 | &nbsp;&nbsp; 4976535 |
| Ω | 4.437%, 09/09/25 | 30000 | &nbsp;&nbsp; 29855556 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.417%, 10/22/25 | 34000 | &nbsp;&nbsp; 33662927 |
| Ω | 4.418%, 10/24/25 | 24500 | &nbsp;&nbsp; 24251256 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| Ω | 4.428%, 09/30/25 | 40000 | &nbsp;&nbsp; 39708556 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.459%, 09/04/25 | 10000 | &nbsp;&nbsp; 9957870 |
| Ω | 4.459%, 09/17/25 | 50000 | &nbsp;&nbsp; 49710800 |
| Ω | 4.439%, 10/07/25 | 40000 | &nbsp;&nbsp; 39672844 |
| Ω | 4.464%, 11/10/25 | 20000 | &nbsp;&nbsp; 19755540 |
| Ω | 4.469%, 11/10/25 | 10000 | &nbsp;&nbsp; 9877770 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 545415465 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,807,713,765) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,807,713,765) |  | &nbsp;&nbsp; 1807485701 |
| FOREIGN SOVEREIGN OBLIGATIONS — (11.2%) | FOREIGN SOVEREIGN OBLIGATIONS — (11.2%) | FOREIGN SOVEREIGN OBLIGATIONS — (11.2%) | FOREIGN SOVEREIGN OBLIGATIONS — (11.2%) |
| CANADA — (7.6%) | CANADA — (7.6%) | CANADA — (7.6%) | CANADA — (7.6%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |
| ∞ | 2.669%, 09/02/25<br> CAD | 14000 | &nbsp;&nbsp; 10079172 |
| ∞ | 2.708%, 09/09/25<br> CAD | 27900 | &nbsp;&nbsp; 20075878 |
| ∞ | 2.730%, 10/28/25<br> CAD | 25000 | &nbsp;&nbsp; 17923824 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Canada Treasury Bills | Canada Treasury Bills |  |  |  |
| ∞ | 2.629%, 08/13/25 | CAD | 15500 | &nbsp;&nbsp; $11175862 |
| ∞ | 2.669%, 09/10/25 | CAD | 5000 | &nbsp;&nbsp; 3597719 |
| ∞ | 2.640%, 10/08/25 | CAD | 10000 | &nbsp;&nbsp; 7180644 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |  |
| ∞ | 2.697%, 09/03/25 | CAD | 49500 | &nbsp;&nbsp; 35635284 |
| ∞ | 2.719%, 09/10/25 | CAD | 11000 | &nbsp;&nbsp; 7914903 |
| ∞ | 2.699%, 10/01/25 | CAD | 16015 | &nbsp;&nbsp; 11505580 |
| ∞ | 2.678%, 08/20/25 | CAD | 9808 | &nbsp;&nbsp; 7068117 |
| ∞ | 2.661%, 08/06/25 | CAD | 5000 | &nbsp;&nbsp; 3606957 |
| ∞ | 2.679%, 08/27/25 | CAD | 32000 | &nbsp;&nbsp; 23048961 |
| ∞ | 2.704%, 09/17/25 | CAD | 26500 | &nbsp;&nbsp; 19057776 |
| ∞ | 2.730%, 10/22/25 | CAD | 22000 | &nbsp;&nbsp; 15781062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Province of Manitoba <br> Treasury Bills | &nbsp;&nbsp;&nbsp;&nbsp; Province of Manitoba <br> Treasury Bills |  |  |  |
| ∞ | 2.726%,10/22/25 | CAD | 25271 | &nbsp;&nbsp; 18125778 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 2.668%, 08/22/25 | CAD | 20000 | &nbsp;&nbsp; 14411086 |
| ∞ | 2.672%, 08/01/25 | CAD | 11000 | &nbsp;&nbsp; 7938243 |
| ∞ | 2.642%, 08/15/25 | CAD | 28450 | &nbsp;&nbsp; 20510241 |
| ∞ | 2.679%, 08/29/25 | CAD | 28000 | &nbsp;&nbsp; 20165214 |
| ∞ | 2.699%, 09/12/25 | CAD | 19500 | &nbsp;&nbsp; 14029276 |
| ∞ | 2.689%, 09/19/25 | CAD | 35000 | &nbsp;&nbsp; 25167870 |
| ∞ | 2.698%, 10/03/25 | CAD | 21500 | &nbsp;&nbsp; 15444436 |
| ∞ | 2.720%, 10/10/25 | CAD | 10000 | &nbsp;&nbsp; 7179850 |
| ∞ | 2.739%, 10/17/25 | CAD | 7000 | &nbsp;&nbsp; 5023318 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 341647051 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bills | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bills |  |  |  |
| ∞ | 3.350%, 09/08/25 | NZD | 4000 | &nbsp;&nbsp; 2347812 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (2.8%) | SINGAPORE — (2.8%) | SINGAPORE — (2.8%) | SINGAPORE — (2.8%) | SINGAPORE — (2.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Monetary Authority of <br> Singapore Bills | &nbsp;&nbsp;&nbsp;&nbsp; Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 2.414%, 08/07/25 | SGD | 40000 | &nbsp;&nbsp; $30798438 |
| ∞ | 2.293%, 08/14/25 | SGD | 20000 | &nbsp;&nbsp; 15394143 |
| ∞ | 2.201%, 08/21/25 | SGD | 35000 | &nbsp;&nbsp; 26930872 |
| ∞ | 2.254%, 08/28/25 | SGD | 70000 | &nbsp;&nbsp; 53844001 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp; 126967454 |
| SWEDEN — (0.7%) | SWEDEN — (0.7%) | SWEDEN — (0.7%) | SWEDEN — (0.7%) | SWEDEN — (0.7%) |
| Sweden Treasury Bills | Sweden Treasury Bills |  |  |  |
| ∞ | 2.248%, 09/17/25 | SEK | 300000 | &nbsp;&nbsp; 30570536 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 501532853 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,470,551,523) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,470,551,523) |  |  | &nbsp;&nbsp; 4464309427 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 445504 | &nbsp;&nbsp; 5153151 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $4,475,704,674)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $4,475,704,674)^^ |  | &nbsp;&nbsp; $4469462578 |

---

As of July 31, 2025, DFA Two-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 23651275 | NZD | 39077307 | HSBC Bank | 08/06/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $629319 |
| USD | 15490733 | CAD | 21111442 | Citibank, N.A. | 08/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247048 |
| USD | 22743730 | CAD | 30856784 | HSBC Bank | 08/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463343 |
| USD | 64910902 | CAD | 88183343 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1224931 |
| USD | 130297581 | SGD | 167901538 | Bank of America Corp. | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824807 |
| USD | 81731049 | SGD | 104842140 | Royal Bank of Canada | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884842 |
| USD | 20491108 | AUD | 31260772 | Bank of America Corp. | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394312 |
| USD | 8983975 | AUD | 13826820 | Royal Bank of Canada | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95046 |
| USD | 62383782 | CAD | 85409636 | Royal Bank of Canada | 08/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 667700 |
| USD | 10960516 | CAD | 14986816 | State Street Bank and Trust | 08/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131205 |
| USD | 24720544 | SEK | 235458359 | Bank of America Corp. | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630672 |
| USD | 56279929 | NZD | 93126331 | Bank of America Corp. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1370660 |
| USD | 11523762 | NZD | 19053367 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289491 |

---

------

**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 | 10786343 | NZD | 18018751 | State Street Bank and Trust | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $162104 |
| USD | 16793844 | NZD | 27627452 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504110 |
| USD | 37817828 | CAD | 51516482 | Barclays Capital | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 577970 |
| USD | 33258333 | CAD | 45039618 | Barclays Capital | 09/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698833 |
| USD | 15823457 | CAD | 21559389 | Societe Generale | 09/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238002 |
| USD | 35146468 | CAD | 47793267 | Citibank, N.A. | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594646 |
| USD | 11132117 | CAD | 15269425 | Societe Generale | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93188 |
| USD | 52415116 | CAD | 71705058 | Citibank, N.A. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568829 |
| USD | 24738788 | CAD | 33713600 | Royal Bank of Canada | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362196 |
| USD | 37645171 | CAD | 51395397 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481953 |
| USD | 33855465 | CAD | 46130502 | Citibank, N.A. | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495953 |
| USD | 14709866 | CAD | 19959902 | State Street Bank and Trust | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275759 |
| USD | 12695311 | NZD | 21341040 | Bank of America Corp. | 09/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104069 |
| USD | 8350364 | NZD | 13845921 | Citibank, N.A. | 09/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181252 |
| USD | 11645557 | AUD | 17895755 | Citibank, N.A. | 09/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135842 |
| USD | 43245100 | AUD | 66184990 | Royal Bank of Canada | 09/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 678002 |
| USD | 11055962 | NZD | 18265019 | Royal Bank of Canada | 09/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279577 |
| USD | 14316798 | NZD | 23783320 | Royal Bank of Canada | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279620 |
| USD | 21178536 | CAD | 29178738 | HSBC Bank | 09/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59209 |
| USD | 17678088 | AUD | 26812201 | Australia and New Zealand Bank | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426797 |
| USD | 21894662 | AUD | 33494014 | State Street Bank and Trust | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344212 |
| USD | 39317538 | AUD | 60157119 | Royal Bank of Canada | 10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610213 |
| USD | 9394095 | AUD | 14188918 | Societe Generale | 10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264418 |
| USD | 40221450 | AUD | 62149937 | Royal Bank of Canada | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225617 |
| USD | 6501875 | SEK | 62167633 | State Street Bank and Trust | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119211 |
| USD | 9701351 | NZD | 16160380 | Australia and New Zealand Bank | 10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152179 |
| USD | 11710242 | NZD | 19807708 | HSBC Bank | 10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5863 |
| USD | 4955589 | NOK | 50600000 | Citibank, N.A. | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58339 |
| USD | 18043731 | CAD | 24870345 | Citibank, N.A. | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16964 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$16848303** |
| AUD | 28830048 | USD | 18831870 | Australia and New Zealand Bank | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(303524)<br>|
| USD | 42314486 | AUD | 65842326 | State Street Bank and Trust | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (720)<br>|
| CAD | 151705 | USD | 110785 | Citibank, N.A. | 08/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1246)<br>|
| CAD | 540381 | USD | 395434 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5171)<br>|
| CAD | 11326348 | USD | 8350662 | Societe Generale | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (170778)<br>|
| SGD | 74555992 | USD | 58182777 | Bank of America Corp. | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (690921)<br>|
| SGD | 33739951 | USD | 26254810 | HSBC Bank | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (237150)<br>|
| AUD | 7598791 | USD | 4969087 | Societe Generale | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84008)<br>|
| CAD | 16053 | USD | 11713 | Citibank, N.A. | 08/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113)<br>|
| CAD | 13044918 | USD | 9551174 | Societe Generale | 08/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125057)<br>|
| NZD | 16065440 | USD | 9764486 | Australia and New Zealand Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (291960)<br>|
| CAD | 3689072 | USD | 2696752 | Bank of America Corp. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29371)<br>|
| CAD | 13701163 | USD | 9970525 | State Street Bank and Trust | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63910)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(2003929)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$14844374** |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

As of July 31, 2025, the value of Rule 144A securities amounted to $2,025,621,095 or 44.9% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $52704718 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $52704718 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 325624354 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 325624354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 130130329 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 130130329 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16770171 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16770171 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 153092068 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 153092068 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 170569420 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 170569420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 69286075 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 69286075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 75352633 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 75352633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 379535857 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 379535857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 101801719 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 101801719 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 171010997 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 171010997 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 509412532 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 509412532 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1807485701 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1807485701 |
| Foreign Sovereign Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 501532853 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 501532853 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5153151 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5153151 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4469462578 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4469462578 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16848303 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16848303 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (2003929) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (2003929) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $14844374 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $14844374 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 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%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.220%, <br> FRN, 4.540%, <br> 07/07/28<br>|  | 2500 | &nbsp;&nbsp; $2499192 |
| BONDS — (83.9%) | BONDS — (83.9%) | BONDS — (83.9%) | BONDS — (83.9%) | BONDS — (83.9%) |
| AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 800 | &nbsp;&nbsp; 848705 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.560%, <br> FRN, 4.932%, <br> 03/18/26<br>|  | 2841 | &nbsp;&nbsp; 2845512 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.830%, FRN, <br> 4.434%, <br> 03/31/26<br>| AUD | 1300 | &nbsp;&nbsp; 837868 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 2000 | &nbsp;&nbsp; 2013129 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.680%, <br> FRN, 5.058%, <br> 07/16/27<br>|  | 5331 | &nbsp;&nbsp; 5358229 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.028%, <br> 09/30/27<br>|  | 4253 | &nbsp;&nbsp; 4269441 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.992%, <br> 06/18/28<br>|  | 300 | &nbsp;&nbsp; 300954 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.850%, <br> FRN, 5.218%, <br> 12/16/29<br>|  | 200 | &nbsp;&nbsp; 202064 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 600 | &nbsp;&nbsp; 643415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.630%, <br> FRN, 4.996%, <br> 09/12/25<br>|  | 3400 | &nbsp;&nbsp; 3402037 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.900%, FRN, <br> 4.617%, <br> 01/13/26<br>| AUD | 800 | &nbsp;&nbsp; 515524 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.750%, <br> FRN, 5.117%, <br> 03/13/26<br>|  | 100 | &nbsp;&nbsp; 100310 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.750%, FRN, <br> 4.558%, <br> 08/17/26<br>| AUD | 3500 | &nbsp;&nbsp; $2258047 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.700%, FRN, <br> 4.417%, <br> 01/14/27<br>| AUD | 1400 | &nbsp;&nbsp; 902526 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 1.020%, FRN, <br> 4.828%, <br> 08/18/27<br>| AUD | 1000 | &nbsp;&nbsp; 648479 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.950%, FRN, <br> 4.758%, <br> 08/17/28<br>| AUD | 1000 | &nbsp;&nbsp; 648151 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, <br> FRN, 5.178%, <br> 03/14/30<br>|  | 300 | &nbsp;&nbsp; 301922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glencore Capital Finance <br> DAC  | &nbsp;&nbsp;&nbsp;&nbsp; Glencore Capital Finance <br> DAC  |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 600 | &nbsp;&nbsp; 636130 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 1.625%, 09/01/25 |  | 776 | &nbsp;&nbsp; 773932 |
| #Ω | 1.625%, 04/27/26 |  | 1398 | &nbsp;&nbsp; 1366620 |
| Macquarie Bank Ltd.  | Macquarie Bank Ltd.  | Macquarie Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.480%, FRN, <br> 4.195%, <br> 12/09/25<br>| AUD | 500 | &nbsp;&nbsp; 321396 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.200%, <br> FRN, 5.562%, <br> 12/07/26<br>|  | 5220 | &nbsp;&nbsp; 5266259 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.920%, <br> FRN, 5.297%, <br> 07/02/27<br>|  | 3240 | &nbsp;&nbsp; 3268220 |
| Macquarie Group Ltd.  | Macquarie Group Ltd.  |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 400 | &nbsp;&nbsp; 488993 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.920%, FRN, <br> 4.630%, <br> 11/25/25<br>| AUD | 1500 | &nbsp;&nbsp; 965633 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.014%, <br> 12/10/25<br>|  | 2160 | &nbsp;&nbsp; 2163453 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.780%, FRN, <br> 4.580%, <br> 05/12/26<br>| AUD | 8128 | &nbsp;&nbsp; 5240958 |

---

------

**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) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.410%, FRN, <br> 4.120%, <br> 08/24/26<br>| AUD | 3100 | &nbsp;&nbsp; $1991777 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.850%, FRN, <br> 4.647%, <br> 11/16/26<br>| AUD | 6700 | &nbsp;&nbsp; 4327241 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 1.000%, FRN, <br> 4.800%, <br> 05/12/28<br>| AUD | 1600 | &nbsp;&nbsp; 1037504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.500%, 01/25/27 | AUD | 3500 | &nbsp;&nbsp; 2256563 |
| Optus Finance Pty. Ltd.  | Optus Finance Pty. Ltd.  |  |  |  |
|  | 1.000%, 06/20/29 | EUR | 240 | &nbsp;&nbsp; 253837 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 2190 | &nbsp;&nbsp; 2292483 |
| Telstra Group Ltd.  | Telstra Group Ltd.  |  |  |  |
|  | 1.000%, 04/23/30 | EUR | 500 | &nbsp;&nbsp; 525424 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.800%, FRN, <br> 4.600%, <br> 08/11/25<br>| AUD | 2000 | &nbsp;&nbsp; 1285441 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.750%, FRN, <br> 4.550%, <br> 08/10/26<br>| AUD | 5600 | &nbsp;&nbsp; 3610716 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.820%, FRN, <br> 4.534%, <br> 12/15/26<br>| AUD | 3300 | &nbsp;&nbsp; 2130437 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.700%, FRN, <br> 4.420%, <br> 01/25/27<br>| AUD | 2700 | &nbsp;&nbsp; 1739822 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 1.230%, FRN, <br> 5.030%, <br> 11/11/27<br>| AUD | 1700 | &nbsp;&nbsp; 1107450 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.980%, FRN, <br> 4.777%, <br> 02/16/28<br>| AUD | 3200 | &nbsp;&nbsp; 2073446 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.930%, FRN, <br> 4.624%, <br> 09/19/28<br>| AUD | 2500 | &nbsp;&nbsp; 1617132 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 72837180 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) |
| Erste Group Bank AG  | Erste Group Bank AG  | Erste Group Bank AG  |  |  |
|  | 0.250%, 09/14/29 | EUR | 400 | &nbsp;&nbsp; 412604 |
| BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) |
| Anheuser-Busch InBev SA  | Anheuser-Busch InBev SA  |  |  |  |
|  | 4.000%, 09/24/25 | GBP | 165 | &nbsp;&nbsp; $217724 |
| Belfius Bank SA  | Belfius Bank SA  | Belfius Bank SA  |  |  |
|  | 0.010%, 10/15/25 | EUR | 700 | &nbsp;&nbsp; 795548 |
|  | 3.750%, 01/22/29 | EUR | 1400 | &nbsp;&nbsp; 1641128 |
|  | 4.125%, 09/12/29 | EUR | 600 | &nbsp;&nbsp; 720438 |
|  | 3.375%, 05/28/30 | EUR | 3100 | &nbsp;&nbsp; 3566423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 6500 | &nbsp;&nbsp; 6597503 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp; 13538764 |
| CANADA — (4.3%) | CANADA — (4.3%) | CANADA — (4.3%) | CANADA — (4.3%) | CANADA — (4.3%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.969%, <br> 09/15/26<br>|  | 310 | &nbsp;&nbsp; 310852 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.160%, <br> FRN, 5.508%, <br> 12/11/26<br>|  | 1000 | &nbsp;&nbsp; 1009435 |
| Bank of Nova Scotia  | Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.780%, <br> FRN, 5.126%, <br> 06/04/27<br>|  | 2904 | &nbsp;&nbsp; 2916314 |
|  | 3.500%, 04/17/29 | EUR | 120 | &nbsp;&nbsp; 139815 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | &nbsp;&nbsp; 100895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Canada Government <br> Bonds  |  |  |  |
|  | 3.500%, 08/01/25 | CAD | 1500 | &nbsp;&nbsp; 1082748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 1551 | &nbsp;&nbsp; 1828898 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 3.125%, 11/15/29 |  | 130 | &nbsp;&nbsp; 122611 |
| &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada, SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.676%, 08/01/28 |  | 2160 | &nbsp;&nbsp; 2160790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec  | &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec  | &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec  |  |  |
|  | 5.200%, 10/01/25 | CAD | 2000 | &nbsp;&nbsp; 1448701 |
|  | 3.467%, 09/05/29 | EUR | 200 | &nbsp;&nbsp; 232836 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
|  | 4.150%, 10/01/25 |  | 1000 | &nbsp;&nbsp; 998937 |
| National Bank of Canada  | National Bank of Canada  | National Bank of Canada  |  |  |
|  | 5.296%, 11/03/25 | CAD | 6900 | &nbsp;&nbsp; 5007380 |
|  | 3.750%, 05/02/29 | EUR | 800 | &nbsp;&nbsp; 943671 |
| Province of Alberta  | Province of Alberta  |  |  |  |
|  | 2.050%, 06/01/30 | CAD | 900 | &nbsp;&nbsp; 615671 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Province of British <br> Columbia  | &nbsp;&nbsp;&nbsp;&nbsp; Province of British <br> Columbia  |  |  |  |
|  | 2.200%, 06/18/30 | CAD | 1600 | &nbsp;&nbsp; $1101663 |
| Province of Manitoba  | Province of Manitoba  |  |  |  |
|  | 2.050%, 06/02/30 | CAD | 200 | &nbsp;&nbsp; 136544 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 1.550%, 11/01/29 | CAD | 3900 | &nbsp;&nbsp; 2638551 |
|  | 2.050%, 06/02/30 | CAD | 8800 | &nbsp;&nbsp; 6017102 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.570%, <br> FRN, 4.915%, <br> 04/27/26<br>|  | 1200 | &nbsp;&nbsp; 1202165 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.950%, <br> FRN, 5.293%, <br> 01/19/27<br>|  | 500 | &nbsp;&nbsp; 503522 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/21/27<br>|  | 2121 | &nbsp;&nbsp; 2127167 |
|  | 2.125%, 04/26/29 | EUR | 172 | &nbsp;&nbsp; 191955 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |  |
|  | 5.600%, 11/17/25 | CAD | 1200 | &nbsp;&nbsp; 872001 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.080%, <br> FRN, 5.424%, <br> 07/17/26<br>|  | 6635 | &nbsp;&nbsp; 6680551 |
|  | 4.994%, 04/05/29 |  | 130 | &nbsp;&nbsp; 132377 |
|  | 1.952%, 04/08/30 | EUR | 1980 | &nbsp;&nbsp; 2156692 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 42679844 |
| DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) |
| Carlsberg Breweries AS  | Carlsberg Breweries AS  |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 2307 | &nbsp;&nbsp; 2652845 |
| DSV Finance BV  | DSV Finance BV  | DSV Finance BV  |  |  |
|  | 3.500%, 06/26/29 | EUR | 120 | &nbsp;&nbsp; 140855 |
|  | 1.375%, 03/16/30 | EUR | 240 | &nbsp;&nbsp; 256627 |
| Kommunekredit  | Kommunekredit  |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 1800 | &nbsp;&nbsp; 1848755 |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |
|  | 3.875%, 07/09/29 | EUR | 1400 | &nbsp;&nbsp; 1651932 |
|  | 3.375%, 01/10/30 | EUR | 800 | &nbsp;&nbsp; 924731 |
|  | 3.625%, 07/24/30 | EUR | 700 | &nbsp;&nbsp; 815032 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp; 8290777 |
| FINLAND — (2.2%) | FINLAND — (2.2%) | FINLAND — (2.2%) | FINLAND — (2.2%) | FINLAND — (2.2%) |
| Fingrid OYJ  | Fingrid OYJ  |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 120 | &nbsp;&nbsp; 136996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN |  |  |  |
| (r) | 5.344%, 07/15/26 |  | 4000 | &nbsp;&nbsp; 4023120 |
| Neste OYJ  | Neste OYJ  |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 4395 | &nbsp;&nbsp; 5134725 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.740%, <br> FRN, 5.090%, <br> 03/19/27<br>|  | 2896 | &nbsp;&nbsp; 2910434 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | 2.750%, 05/02/30 | EUR | 4000 | &nbsp;&nbsp; $4556540 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 3340 | &nbsp;&nbsp; 3457973 |
| Stora Enso OYJ  | Stora Enso OYJ  |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 780 | &nbsp;&nbsp; 927340 |
| Teollisuuden Voima OYJ  | Teollisuuden Voima OYJ  |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 510 | &nbsp;&nbsp; 623153 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp; 21770281 |
| FRANCE — (7.6%) | FRANCE — (7.6%) | FRANCE — (7.6%) | FRANCE — (7.6%) | FRANCE — (7.6%) |
| Abertis France SAS  | Abertis France SAS  | Abertis France SAS  |  |  |
|  | 3.375%, 04/21/29 | EUR | 1800 | &nbsp;&nbsp; 2082829 |
|  | 1.625%, 09/18/29 | EUR | 100 | &nbsp;&nbsp; 107830 |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 2300 | &nbsp;&nbsp; 2604874 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  |  |  |  |
|  | 0.500%, 05/25/30 | EUR | 300 | &nbsp;&nbsp; 307333 |
| Alstom SA  | Alstom SA  |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 500 | &nbsp;&nbsp; 520037 |
| APRR SA  | APRR SA  |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 1300 | &nbsp;&nbsp; 1502320 |
| Ayvens SA  | Ayvens SA  |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 2900 | &nbsp;&nbsp; 3430893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.130%, <br> FRN, 5.474%, <br> 01/23/27<br>|  | 2250 | &nbsp;&nbsp; 2265647 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.070%, <br> FRN, 5.411%, <br> 02/16/28<br>|  | 3200 | &nbsp;&nbsp; 3228484 |
|  | 4.375%, 05/02/30 | EUR | 2000 | &nbsp;&nbsp; 2404962 |
| BNP Paribas SA  | BNP Paribas SA  | BNP Paribas SA  |  |  |
|  | 1.375%, 05/28/29 | EUR | 400 | &nbsp;&nbsp; 432632 |
|  | 3.625%, 09/01/29 | EUR | 100 | &nbsp;&nbsp; 117591 |
| Bouygues SA  | Bouygues SA  |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 1100 | &nbsp;&nbsp; 1131040 |
| BPCE SA  | BPCE SA  | BPCE SA  |  |  |
|  | 3.875%, 01/11/29 | EUR | 600 | &nbsp;&nbsp; 707646 |
|  | 0.625%, 01/15/30 | EUR | 1000 | &nbsp;&nbsp; 1038943 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 0.600%, 11/25/29 | EUR | 6300 | &nbsp;&nbsp; 6611976 |
|  | 3.125%, 03/01/30 | EUR | 500 | &nbsp;&nbsp; 582753 |
|  | 2.875%, 05/25/30 | EUR | 4200 | &nbsp;&nbsp; 4836022 |
| Cie de Saint-Gobain SA  | Cie de Saint-Gobain SA  |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 400 | &nbsp;&nbsp; 465540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements Michelin <br> SCA  | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements Michelin <br> SCA  |  |  |  |
|  | 0.875%, 09/03/25 | EUR | 500 | &nbsp;&nbsp; 570463 |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.870%, <br> FRN, 5.218%, <br> 03/11/27<br>|  | 2000 | &nbsp;&nbsp; 2005484 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | 4.125%, 03/07/30 | EUR | 500 | &nbsp;&nbsp; $602286 |
| Credit Mutuel Arkea SA  | Credit Mutuel Arkea SA  |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 1200 | &nbsp;&nbsp; 1288922 |
| Electricite de France SA  | Electricite de France SA  |  |  |  |
|  | 4.625%, 04/26/30 | EUR | 400 | &nbsp;&nbsp; 489130 |
| Elis SA  | Elis SA  |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 700 | &nbsp;&nbsp; 821020 |
| Engie SA  | Engie SA  |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 300 | &nbsp;&nbsp; 352661 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  |  |  |
|  | 2.750%, 02/25/30 | EUR | 1000 | &nbsp;&nbsp; 1149173 |
|  | 2.500%, 05/25/30 | EUR | 1800 | &nbsp;&nbsp; 2043875 |
| GELF Bond Issuer I SA  | GELF Bond Issuer I SA  |  |  |  |
|  | 1.125%, 07/18/29 | EUR | 400 | &nbsp;&nbsp; 422623 |
| ICADE  | ICADE  |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 3000 | &nbsp;&nbsp; 3109872 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1500 | &nbsp;&nbsp; 1604197 |
| Kering SA  | Kering SA  |  |  |  |
|  | 3.125%, 11/27/29 | EUR | 600 | &nbsp;&nbsp; 685476 |
| Klepierre SA  | Klepierre SA  | Klepierre SA  |  |  |
|  | 2.000%, 05/12/29 | EUR | 100 | &nbsp;&nbsp; 110976 |
|  | 0.625%, 07/01/30 | EUR | 5500 | &nbsp;&nbsp; 5626591 |
| La Banque Postale SA  | La Banque Postale SA  | La Banque Postale SA  |  |  |
|  | 4.375%, 01/17/30 | EUR | 600 | &nbsp;&nbsp; 723814 |
|  | 3.500%, 06/13/30 | EUR | 600 | &nbsp;&nbsp; 702201 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE  |  |  |  |
|  | 3.375%, 02/05/30 | EUR | 400 | &nbsp;&nbsp; 469024 |
| Pernod Ricard SA  | Pernod Ricard SA  | Pernod Ricard SA  |  |  |
|  | 0.125%, 10/04/29 | EUR | 300 | &nbsp;&nbsp; 306162 |
|  | 1.750%, 04/08/30 | EUR | 1000 | &nbsp;&nbsp; 1082873 |
| Praemia Healthcare SACA  | Praemia Healthcare SACA  |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 1600 | &nbsp;&nbsp; 1666674 |
| RCI Banque SA  | RCI Banque SA  | RCI Banque SA  |  |  |
|  | 3.375%, 07/26/29 | EUR | 2147 | &nbsp;&nbsp; 2475215 |
|  | 4.875%, 10/02/29 | EUR | 2120 | &nbsp;&nbsp; 2580185 |
| SFIL SA  | SFIL SA  |  |  |  |
|  | 3.125%, 09/17/29 | EUR | 2500 | &nbsp;&nbsp; 2899779 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.100%, <br> FRN, 5.442%, <br> 02/19/27<br>|  | 2400 | &nbsp;&nbsp; 2404438 |
|  | 0.875%, 09/24/29 | EUR | 700 | &nbsp;&nbsp; 735277 |
| Suez SACA  | Suez SACA  |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 800 | &nbsp;&nbsp; 884064 |
| Unibail-Rodamco-Westfield SE  | Unibail-Rodamco-Westfield SE  | Unibail-Rodamco-Westfield SE  |  |  |
|  | 3.500%, 09/11/29 | EUR | 200 | &nbsp;&nbsp; 232915 |
|  | 1.375%, 04/15/30 | EUR | 313 | &nbsp;&nbsp; 331447 |
| Veolia Environnement SA  | Veolia Environnement SA  |  |  |  |
|  | 1.940%, 01/07/30 | EUR | 2000 | &nbsp;&nbsp; 2198869 |
| WEA Finance LLC  | WEA Finance LLC  |  |  |  |
| Ω | 4.125%, 09/20/28 |  | 500 | &nbsp;&nbsp; 490028 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp; 75445066 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (6.0%) | GERMANY — (6.0%) | GERMANY — (6.0%) | GERMANY — (6.0%) | GERMANY — (6.0%) |
| Bayer AG  | Bayer AG  | Bayer AG  |  |  |
|  | 4.250%, 08/26/29 | EUR | 170 | &nbsp;&nbsp; $203503 |
|  | 1.125%, 01/06/30 | EUR | 1000 | &nbsp;&nbsp; 1050486 |
| Bayer Capital Corp. BV  | Bayer Capital Corp. BV  |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 200 | &nbsp;&nbsp; 219982 |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |  |
| Ω | 5.500%, 08/15/25 |  | 800 | &nbsp;&nbsp; 800154 |
| Bayer U.S. Finance LLC  | Bayer U.S. Finance LLC  |  |  |  |
| Ω | 6.250%, 01/21/29 |  | 500 | &nbsp;&nbsp; 523862 |
| BMW U.S. Capital LLC  | BMW U.S. Capital LLC  | BMW U.S. Capital LLC  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.959%, <br> 08/11/25<br>|  | 350 | &nbsp;&nbsp; 350050 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.550%, <br> FRN, 4.899%, <br> 04/02/26<br>|  | 1000 | &nbsp;&nbsp; 1000753 |
| Continental AG  | Continental AG  |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1035 | &nbsp;&nbsp; 1208602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> Canada, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> Canada, Inc.  |  |  |  |
|  | 5.180%, 09/19/25 | CAD | 2200 | &nbsp;&nbsp; 1591570 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.960%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.960%, FRN |  |  |  |
| (r)Ω | 5.311%, 09/25/27 |  | 3000 | &nbsp;&nbsp; 3008254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV  |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 300 | &nbsp;&nbsp; 355444 |
| Deutsche Bahn AG  | Deutsche Bahn AG  |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 300 | &nbsp;&nbsp; 332224 |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 300 | &nbsp;&nbsp; 356688 |
| Deutsche Lufthansa AG  | Deutsche Lufthansa AG  | Deutsche Lufthansa AG  |  |  |
|  | 3.500%, 07/14/29 | EUR | 700 | &nbsp;&nbsp; 813786 |
|  | 4.000%, 05/21/30 | EUR | 300 | &nbsp;&nbsp; 360563 |
| Deutsche Post AG  | Deutsche Post AG  |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 3072 | &nbsp;&nbsp; 3534863 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 460 | &nbsp;&nbsp; 534050 |
| &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV  | &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV  |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 300 | &nbsp;&nbsp; 346567 |
| Fresenius Medical Care AG  | Fresenius Medical Care AG  | Fresenius Medical Care AG  |  |  |
|  | 1.250%, 11/29/29 | EUR | 267 | &nbsp;&nbsp; 286670 |
|  | 1.500%, 05/29/30 | EUR | 2096 | &nbsp;&nbsp; 2245394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 3.750%, 06/15/29 |  | 500 | &nbsp;&nbsp; 478336 |
| Fresenius SE & Co. KGaA  | Fresenius SE & Co. KGaA  |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 600 | &nbsp;&nbsp; 738589 |
| Grand City Properties SA  | Grand City Properties SA  |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 3700 | &nbsp;&nbsp; 4409923 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> Finance Luxembourg SA  | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> Finance Luxembourg SA  |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 6100 | &nbsp;&nbsp; 6958938 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| HOCHTIEF AG  | HOCHTIEF AG  |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 1500 | &nbsp;&nbsp; $1801835 |
| &nbsp;&nbsp;&nbsp;&nbsp; HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  | &nbsp;&nbsp;&nbsp;&nbsp; HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  |  |  |  |
|  | 3.875%, 06/05/30 | EUR | 2500 | &nbsp;&nbsp; 2930430 |
| Infineon Technologies AG  | Infineon Technologies AG  |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1200 | &nbsp;&nbsp; 1366062 |
| Knorr-Bremse AG  | Knorr-Bremse AG  |  |  |  |
|  | 3.000%, 09/30/29 | EUR | 600 | &nbsp;&nbsp; 690025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | &nbsp;&nbsp;&nbsp;&nbsp; Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |  |
|  | 4.250%, 08/07/25 | AUD | 5000 | &nbsp;&nbsp; 3213268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> Canada, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> Canada, Inc.  |  |  |  |
|  | 1.650%, 09/22/25 | CAD | 1000 | &nbsp;&nbsp; 720338 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.570%, <br> FRN, 4.911%, <br> 08/01/25<br>|  | 1200 | &nbsp;&nbsp; 1200000 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.670%, <br> FRN, 5.018%, <br> 01/09/26<br>|  | 4000 | &nbsp;&nbsp; 4004488 |
| NRW Bank  | NRW Bank  |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 2800 | &nbsp;&nbsp; 1765519 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 600 | &nbsp;&nbsp; 691085 |
| State of Lower Saxony  | State of Lower Saxony  |  |  |  |
|  | 0.125%, 01/10/30 | EUR | 382 | &nbsp;&nbsp; 392583 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of <br> Rhineland-Palatinate  | &nbsp;&nbsp;&nbsp;&nbsp; State of <br> Rhineland-Palatinate  |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 1000 | &nbsp;&nbsp; 1023131 |
| State of Saxony-Anhalt  | State of Saxony-Anhalt  |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 200 | &nbsp;&nbsp; 227680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Traton Finance <br> Luxembourg SA  | &nbsp;&nbsp;&nbsp;&nbsp; Traton Finance <br> Luxembourg SA  |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 4400 | &nbsp;&nbsp; 5113876 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 900 | &nbsp;&nbsp; 917422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG  |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 400 | &nbsp;&nbsp; 464850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  |  |  |
| Ω | 5.250%, 03/22/29 |  | 400 | &nbsp;&nbsp; 404339 |
| Ω | 4.950%, 08/15/29 |  | 600 | &nbsp;&nbsp; 600914 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 59237096 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 1.750%, 01/30/26 |  | 2700 | &nbsp;&nbsp; 2663419 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |
|  | 4.450%, 04/03/26 |  | 150 | &nbsp;&nbsp; $149694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell Bank International <br> DAC  | &nbsp;&nbsp;&nbsp;&nbsp; Dell Bank International <br> DAC  |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1210 | &nbsp;&nbsp; 1414287 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | &nbsp;&nbsp; 4227400 |
| ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; AMCO - Asset <br> Management Co. SpA  | &nbsp;&nbsp;&nbsp;&nbsp; AMCO - Asset <br> Management Co. SpA  |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 3000 | &nbsp;&nbsp; 3456094 |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 520 | &nbsp;&nbsp; 572157 |
| Banco BPM SpA  | Banco BPM SpA  |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 400 | &nbsp;&nbsp; 466087 |
| Eni SpA  | Eni SpA  | Eni SpA  |  |  |
|  | 3.750%, 09/12/25 | EUR | 350 | &nbsp;&nbsp; 400062 |
|  | 0.625%, 01/23/30 | EUR | 800 | &nbsp;&nbsp; 827950 |
| Iccrea Banca SpA  | Iccrea Banca SpA  |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 150 | &nbsp;&nbsp; 174212 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 1460 | &nbsp;&nbsp; 1831957 |
| Italgas SpA  | Italgas SpA  | Italgas SpA  |  |  |
|  | 2.875%, 03/06/30 | EUR | 200 | &nbsp;&nbsp; 227477 |
|  | 0.875%, 04/24/30 | EUR | 490 | &nbsp;&nbsp; 510048 |
| Snam SpA  | Snam SpA  | Snam SpA  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 150 | &nbsp;&nbsp; 157068 |
|  | 4.000%, 11/27/29 | EUR | 1370 | &nbsp;&nbsp; 1639315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale  | &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale  |  |  |  |
|  | 1.000%, 10/11/28 | EUR | 100 | &nbsp;&nbsp; 108661 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp; 10371088 |
| JAPAN — (2.6%) | JAPAN — (2.6%) | JAPAN — (2.6%) | JAPAN — (2.6%) | JAPAN — (2.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five Year <br> Bonds  |  |  |
|  | 0.005%, 06/20/26 | JPY | 200000 | &nbsp;&nbsp; 1318965 |
|  | 0.005%, 09/20/26 | JPY | 410000 | &nbsp;&nbsp; 2698224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Two <br> Year Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Two <br> Year Bonds  |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 245000 | &nbsp;&nbsp; 1621062 |
| &nbsp;&nbsp;&nbsp;&nbsp; JT International Financial <br> Services BV  | &nbsp;&nbsp;&nbsp;&nbsp; JT International Financial <br> Services BV  |  |  |  |
|  | 1.000%, 11/26/29 | EUR | 400 | &nbsp;&nbsp; 421896 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.402%, 09/06/29 | EUR | 1000 | &nbsp;&nbsp; 1037754 |
|  | 0.797%, 04/15/30 | EUR | 4350 | &nbsp;&nbsp; 4499985 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 1.653%, 07/14/26 |  | 4587 | &nbsp;&nbsp; 4465784 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.628%, <br> 07/02/27<br>|  | 2700 | &nbsp;&nbsp; 2724915 |
| NTT Finance Corp.  | NTT Finance Corp.  |  |  |  |
|  | 0.342%, 03/03/30 | EUR | 1600 | &nbsp;&nbsp; 1625855 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 500 | &nbsp;&nbsp; 585545 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.170%, <br> FRN, 5.546%, <br> 07/09/29<br>|  | 900 | &nbsp;&nbsp; $908820 |
|  | 0.632%, 10/23/29 | EUR | 940 | &nbsp;&nbsp; 979822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.341%, 09/10/27 |  | 1600 | &nbsp;&nbsp; 1616192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Finance <br> Netherlands BV  | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Finance <br> Netherlands BV  |  |  |  |
|  | 3.125%, 07/11/29 | EUR | 1500 | &nbsp;&nbsp; 1737932 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp; 26242751 |
| LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 1300 | &nbsp;&nbsp; 1496707 |
| Eurofins Scientific SE  | Eurofins Scientific SE  |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 2360 | &nbsp;&nbsp; 2779961 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 3320 | &nbsp;&nbsp; 3490222 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp; 7766890 |
| NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 0.500%, 09/23/29 | EUR | 600 | &nbsp;&nbsp; 622559 |
|  | 4.250%, 02/21/30 | EUR | 4800 | &nbsp;&nbsp; 5774231 |
| ASN Bank NV  | ASN Bank NV  |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 2300 | &nbsp;&nbsp; 2809404 |
| BNG Bank NV  | BNG Bank NV  |  |  |  |
|  | 0.100%, 01/15/30 | EUR | 200 | &nbsp;&nbsp; 205327 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/09/26<br>|  | 6000 | &nbsp;&nbsp; 6013329 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.965%, <br> 08/28/26<br>|  | 1000 | &nbsp;&nbsp; 1003695 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.900%, <br> FRN, 5.247%, <br> 10/05/26<br>|  | 300 | &nbsp;&nbsp; 302337 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 0.870%, FRN, <br> 4.580%, <br> 02/26/27<br>| AUD | 3800 | &nbsp;&nbsp; 2452546 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.056%, <br> 03/05/27<br>|  | 3500 | &nbsp;&nbsp; 3514656 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 1.180%, FRN, <br> 4.862%, <br> 01/19/28<br>| AUD | 500 | &nbsp;&nbsp; 324953 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 1.150%, FRN, <br> 4.883%, <br> 11/21/28<br>| AUD | 2500 | &nbsp;&nbsp; $1625342 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + <br> 1.030%, FRN, <br> 4.740%, <br> 02/26/29<br>| AUD | 1100 | &nbsp;&nbsp; 712492 |
| Heineken NV  | Heineken NV  |  |  |  |
|  | 2.875%, 08/04/25 | EUR | 1000 | &nbsp;&nbsp; 1141199 |
| JDE Peet's NV  | JDE Peet's NV  |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 610 | &nbsp;&nbsp; 725364 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 5600 | &nbsp;&nbsp; 6458681 |
| Sandoz Finance BV  | Sandoz Finance BV  | Sandoz Finance BV  |  |  |
|  | 3.250%, 09/12/29 | EUR | 300 | &nbsp;&nbsp; 347052 |
|  | 4.220%, 04/17/30 | EUR | 1100 | &nbsp;&nbsp; 1324516 |
| Stedin Holding NV  | Stedin Holding NV  | Stedin Holding NV  |  |  |
|  | 0.500%, 11/14/29 | EUR | 560 | &nbsp;&nbsp; 580910 |
|  | 2.375%, 06/03/30 | EUR | 2600 | &nbsp;&nbsp; 2903029 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 38841622 |
| NEW ZEALAND — (1.3%) | NEW ZEALAND — (1.3%) | NEW ZEALAND — (1.3%) | NEW ZEALAND — (1.3%) | NEW ZEALAND — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 20300 | &nbsp;&nbsp; 12307803 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 1.500%, 04/20/29 | NZD | 300 | &nbsp;&nbsp; 162274 |
|  | 4.500%, 05/15/30 | NZD | 300 | &nbsp;&nbsp; 179498 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 12649575 |
| NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r),(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/17/26<br>|  | 11000 | &nbsp;&nbsp; 11063848 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.747%, <br> 03/03/28<br>|  | 5000 | &nbsp;&nbsp; 5003149 |
| Statnett SF  | Statnett SF  |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 600 | &nbsp;&nbsp; 637079 |
| Var Energi ASA  | Var Energi ASA  |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 190 | &nbsp;&nbsp; 233195 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 16937271 |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.970%, <br> 03/21/28<br>|  | 10000 | &nbsp;&nbsp; 10032900 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (1.5%) | SPAIN — (1.5%) | SPAIN — (1.5%) | SPAIN — (1.5%) | SPAIN — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Acciona Energia <br> Financiacion Filiales SA  | &nbsp;&nbsp;&nbsp;&nbsp; Acciona Energia <br> Financiacion Filiales SA  |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 2200 | &nbsp;&nbsp; $2583047 |
| Amadeus IT Group SA  | Amadeus IT Group SA  |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 300 | &nbsp;&nbsp; 347701 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA  |  |  |  |
|  | 4.375%, 10/14/29 | EUR | 100 | &nbsp;&nbsp; 121671 |
| Banco Santander SA  | Banco Santander SA  |  |  |  |
|  | 3.875%, 04/22/29 | EUR | 4100 | &nbsp;&nbsp; 4846788 |
| Cellnex Telecom SA  | Cellnex Telecom SA  |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 400 | &nbsp;&nbsp; 440965 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 2100 | &nbsp;&nbsp; 2443271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA  | &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 600 | &nbsp;&nbsp; 692974 |
| Werfen SA  | Werfen SA  |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 2600 | &nbsp;&nbsp; 3104120 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp; 14580537 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.2%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/16/26<br>|  | 3200 | &nbsp;&nbsp; 3220832 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.649%, <br> 06/20/28<br>|  | 4600 | &nbsp;&nbsp; 4595062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure Investment <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure Investment <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure Investment <br> Bank  |  |  |
|  | 1.000%, 05/06/26 | AUD | 200 | &nbsp;&nbsp; 125823 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.960%, <br> 08/16/27<br>|  | 1000 | &nbsp;&nbsp; 1006976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Council of Europe <br> Development Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Council of Europe <br> Development Bank  |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 200 | &nbsp;&nbsp; 204745 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.330%, <br> FRN, 4.671%, <br> 02/20/28<br>|  | 4050 | &nbsp;&nbsp; 4054281 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.641%, <br> 02/16/29<br>|  | 5360 | &nbsp;&nbsp; 5354652 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Financial <br> Stability Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial <br> Stability Facility  |  |  |  |
|  | 0.125%, 03/18/30 | EUR | 172 | &nbsp;&nbsp; 176312 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.320%, <br> FRN, 4.659%, <br> 08/14/29<br>|  | 1700 | &nbsp;&nbsp; 1701259 |
|  | 4.000%, 04/15/30 | EUR | 2400 | &nbsp;&nbsp; 2924322 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| European Union  | European Union  |  |  |  |
|  | 1.625%, 12/04/29 | EUR | 2900 | &nbsp;&nbsp; $3204695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.170%, <br> FRN, 4.518%, <br> 09/16/26<br>|  | 1100 | &nbsp;&nbsp; 1100022 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.624%, <br> 04/12/27<br>|  | 127 | &nbsp;&nbsp; 127047 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/04/27<br>|  | 9400 | &nbsp;&nbsp; 9417882 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/05/28<br>|  | 6100 | &nbsp;&nbsp; 6105611 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.716%, <br> 08/01/29<br>|  | 9800 | &nbsp;&nbsp; 9807822 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.390%, <br> FRN, 4.737%, <br> 03/13/30<br>|  | 2500 | &nbsp;&nbsp; 2498982 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.622%, <br> 02/23/27<br>|  | 5115 | &nbsp;&nbsp; 5119706 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.617%, <br> 06/15/27<br>|  | 4000 | &nbsp;&nbsp; 4000866 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.430%, <br> FRN, 4.762%, <br> 08/19/27<br>|  | 9414 | &nbsp;&nbsp; 9443748 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.644%, <br> 01/24/29<br>|  | 230 | &nbsp;&nbsp; 229419 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.310%, <br> FRN, 4.640%, <br> 08/28/28<br>|  | 4580 | &nbsp;&nbsp; 4580665 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.360%, <br> FRN, 4.703%, <br> 08/28/29<br>|  | 2430 | &nbsp;&nbsp; 2428635 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 81429364 |
| SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 1710 | &nbsp;&nbsp; 1995779 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Castellum Helsinki Finance <br> Holding Abp  | &nbsp;&nbsp;&nbsp;&nbsp; Castellum Helsinki Finance <br> Holding Abp  |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 200 | &nbsp;&nbsp; $207757 |
| Electrolux AB  | Electrolux AB  |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 1800 | &nbsp;&nbsp; 1959355 |
| Lansforsakringar Bank AB  | Lansforsakringar Bank AB  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1120 | &nbsp;&nbsp; 1291155 |
| Molnlycke Holding AB  | Molnlycke Holding AB  |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 100 | &nbsp;&nbsp; 104771 |
| SBAB Bank AB  | SBAB Bank AB  |  |  |  |
|  | 3.250%, 02/06/30 | EUR | 600 | &nbsp;&nbsp; 697077 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC  | &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1654 | &nbsp;&nbsp; 1947933 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  |  |  |
|  | 4.375%, 11/06/28 | EUR | 750 | &nbsp;&nbsp; 901061 |
|  | 3.375%, 03/19/30 | EUR | 6700 | &nbsp;&nbsp; 7771264 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.342%, <br> 08/03/26<br>|  | 3550 | &nbsp;&nbsp; 3576714 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.342%, <br> 05/05/27<br>|  | 5000 | &nbsp;&nbsp; 5058500 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.599%, <br> 06/15/26<br>|  | 500 | &nbsp;&nbsp; 503978 |
|  | 1.375%, 02/23/29 | EUR | 170 | &nbsp;&nbsp; 184787 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 2.875%, 04/30/29 | EUR | 700 | &nbsp;&nbsp; 799477 |
|  | 3.250%, 09/24/29 | EUR | 460 | &nbsp;&nbsp; 530787 |
| Tele2 AB  | Tele2 AB  |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 300 | &nbsp;&nbsp; 352805 |
| Volvo Treasury AB  | Volvo Treasury AB  |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 710 | &nbsp;&nbsp; 822332 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 28705532 |
| SWITZERLAND — (1.3%) | SWITZERLAND — (1.3%) | SWITZERLAND — (1.3%) | SWITZERLAND — (1.3%) | SWITZERLAND — (1.3%) |
| ABB Finance BV  | ABB Finance BV  |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1360 | &nbsp;&nbsp; 1377647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS  | &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS  |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1150 | &nbsp;&nbsp; 1253094 |
| Sika Capital BV  | Sika Capital BV  |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 670 | &nbsp;&nbsp; 793424 |
| Swiss Life Finance I AG  | Swiss Life Finance I AG  |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 600 | &nbsp;&nbsp; 698256 |
| UBS AG  | UBS AG  |  |  |  |
|  | 0.010%, 03/31/26 | EUR | 1270 | &nbsp;&nbsp; 1429894 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
| Ω | 4.125%, 09/24/25 |  | 2000 | &nbsp;&nbsp; 1998082 |
| Ω | 4.125%, 04/15/26 |  | 5000 | &nbsp;&nbsp; 4989050 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp; 12539447 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (3.9%) | UNITED KINGDOM — (3.9%) | UNITED KINGDOM — (3.9%) | UNITED KINGDOM — (3.9%) | UNITED KINGDOM — (3.9%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 4.375%, 01/12/26 |  | 1400 | &nbsp;&nbsp; $1398945 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 1.668%, 03/25/26 |  | 300 | &nbsp;&nbsp; 294157 |
|  | 2.250%, 01/16/30 | EUR | 430 | &nbsp;&nbsp; 474964 |
| Cadent Finance PLC  | Cadent Finance PLC  | Cadent Finance PLC  |  |  |
|  | 4.250%, 07/05/29 | EUR | 200 | &nbsp;&nbsp; 240484 |
|  | 0.625%, 03/19/30 | EUR | 4000 | &nbsp;&nbsp; 4099824 |
| &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 900 | &nbsp;&nbsp; 934848 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA  | &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 170 | &nbsp;&nbsp; 185544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC  |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 5020 | &nbsp;&nbsp; 5828770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations Group <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations Group <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations Group <br> PLC  |  |  |
|  | 3.625%, 07/24/29 | EUR | 1000 | &nbsp;&nbsp; 1170744 |
|  | 4.000%, 01/17/30 | EUR | 4700 | &nbsp;&nbsp; 5586012 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Gas Transmission <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; National Gas Transmission <br> PLC  |  |  |  |
|  | 4.250%, 04/05/30 | EUR | 100 | &nbsp;&nbsp; 119561 |
| National Grid PLC  | National Grid PLC  |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 900 | &nbsp;&nbsp; 935079 |
| Nationwide Building Society  | Nationwide Building Society  | Nationwide Building Society  |  |  |
| #Ω | 1.000%, 08/28/25 |  | 500 | &nbsp;&nbsp; 498545 |
|  | 3.250%, 09/05/29 | EUR | 600 | &nbsp;&nbsp; 696977 |
|  | 3.000%, 03/03/30 | EUR | 5909 | &nbsp;&nbsp; 6770697 |
| NatWest Group PLC  | NatWest Group PLC  |  |  |  |
|  | 4.800%, 04/05/26 |  | 668 | &nbsp;&nbsp; 668938 |
| NatWest Markets PLC  | NatWest Markets PLC  |  |  |  |
|  | 3.125%, 01/10/30 | EUR | 3120 | &nbsp;&nbsp; 3593021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC  |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 1900 | &nbsp;&nbsp; 2235469 |
| Santander U.K. PLC  | Santander U.K. PLC  |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 800 | &nbsp;&nbsp; 927190 |
| Sky Ltd.  | Sky Ltd.  |  |  |  |
|  | 2.250%, 11/17/25 | EUR | 300 | &nbsp;&nbsp; 342433 |
| SSE PLC  | SSE PLC  | SSE PLC  |  |  |
|  | 0.875%, 09/06/25 | EUR | 1000 | &nbsp;&nbsp; 1139746 |
|  | 2.875%, 08/01/29 | EUR | 120 | &nbsp;&nbsp; 137607 |
| WPP Finance 2013  | WPP Finance 2013  |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 750 | &nbsp;&nbsp; 870859 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  |  | &nbsp;&nbsp; 39150414 |
| UNITED STATES — (23.7%) | UNITED STATES — (23.7%) | UNITED STATES — (23.7%) | UNITED STATES — (23.7%) | UNITED STATES — (23.7%) |
| 3M Co.  | 3M Co.  |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 1700 | &nbsp;&nbsp; 1839845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc.  |  |  |  |
|  | 3.500%, 08/01/25 |  | 707 | &nbsp;&nbsp; 707000 |

---

------

**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) |
| &nbsp;&nbsp;&nbsp;&nbsp; Albemarle New Holding <br> GmbH  | &nbsp;&nbsp;&nbsp;&nbsp; Albemarle New Holding <br> GmbH  |  |  |  |
|  | 1.625%, 11/25/28 | EUR | 300 | &nbsp;&nbsp; $327668 |
| American Express Co.  | American Express Co.  | American Express Co.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.100%, <br> 02/13/26<br>|  | 2035 | &nbsp;&nbsp; 2038831 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 4.991%, <br> 11/04/26<br>|  | 2400 | &nbsp;&nbsp; 2405980 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.941%, <br> 08/14/25<br>|  | 610 | &nbsp;&nbsp; 610069 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.790%, <br> FRN, 5.138%, <br> 10/03/25<br>|  | 1000 | &nbsp;&nbsp; 1001090 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/09/26<br>|  | 3167 | &nbsp;&nbsp; 3172628 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.720%, <br> FRN, 5.064%, <br> 10/22/27<br>|  | 4838 | &nbsp;&nbsp; 4830107 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Medical Systems <br> Europe BV  | &nbsp;&nbsp;&nbsp;&nbsp; American Medical Systems <br> Europe BV  |  |  |  |
|  | 3.375%, 03/08/29 | EUR | 600 | &nbsp;&nbsp; 700777 |
| &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 700 | &nbsp;&nbsp; 714161 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 1.300%, 09/15/25 |  | 260 | &nbsp;&nbsp; 258837 |
|  | 1.600%, 04/15/26 |  | 170 | &nbsp;&nbsp; 166396 |
|  | 0.875%, 05/21/29 | EUR | 120 | &nbsp;&nbsp; 127536 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 5.875%, 03/01/29 |  | 200 | &nbsp;&nbsp; 204251 |
|  | 5.950%, 07/15/29 |  | 1500 | &nbsp;&nbsp; 1536488 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.600%, 12/17/29 | EUR | 900 | &nbsp;&nbsp; 1017871 |
|  | 3.150%, 06/01/30 | EUR | 1680 | &nbsp;&nbsp; 1936717 |
| Aviation Capital Group LLC  | Aviation Capital Group LLC  |  |  |  |
|  | 6.750%, 10/25/28 |  | 600 | &nbsp;&nbsp; 635572 |
| Avnet, Inc.  | Avnet, Inc.  |  |  |  |
|  | 4.625%, 04/15/26 |  | 2000 | &nbsp;&nbsp; 1996175 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 3.875%, 08/01/25 |  | 50 | &nbsp;&nbsp; 50000 |
| BG Energy Capital PLC  | BG Energy Capital PLC  |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 200 | &nbsp;&nbsp; 222957 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 5.950%, 06/01/26 |  | 188 | &nbsp;&nbsp; 189280 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  |  |  |
|  | 3.100%, 05/01/26 |  | 529 | &nbsp;&nbsp; 522599 |
|  | 2.950%, 02/01/30 |  | 200 | &nbsp;&nbsp; 185734 |
| Booking Holdings, Inc.  | Booking Holdings, Inc.  |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 100 | &nbsp;&nbsp; 120378 |
| Boston Properties LP  | Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 |  | 600 | &nbsp;&nbsp; 594116 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.400%, 06/21/29 |  | 3400 | &nbsp;&nbsp; $3221080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.832%, 02/20/26 |  | 3500 | &nbsp;&nbsp; 3504550 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |  |
|  | 5.850%, 03/18/29 |  | 730 | &nbsp;&nbsp; 750299 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  |  |  |  |
| # | 4.500%, 01/30/26 |  | 647 | &nbsp;&nbsp; 646377 |
| Cargill, Inc.  | Cargill, Inc.  |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 200 | &nbsp;&nbsp; 238431 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  |  |  |
|  | 3.650%, 08/12/25 |  | 120 | &nbsp;&nbsp; 119968 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.460%, <br> FRN, 4.805%, <br> 02/27/26<br>|  | 1508 | &nbsp;&nbsp; 1509670 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.867%, <br> 03/03/28<br>|  | 1500 | &nbsp;&nbsp; 1498251 |
| Charles Schwab Corp.  | Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.860%, <br> 05/13/26<br>|  | 4376 | &nbsp;&nbsp; 4377998 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.050%, <br> FRN, 5.397%, <br> 03/03/27<br>|  | 4000 | &nbsp;&nbsp; 4035456 |
| Chubb INA Holdings LLC  | Chubb INA Holdings LLC  |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 300 | &nbsp;&nbsp; 314973 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 5.000%, 05/15/29 |  | 3100 | &nbsp;&nbsp; 3158503 |
| Citigroup, Inc.  | Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 3.400%, 05/01/26 |  | 366 | &nbsp;&nbsp; 362970 |
|  | 1.250%, 04/10/29 | EUR | 400 | &nbsp;&nbsp; 435333 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, <br> Inc.  |  |  |  |
|  | 2.500%, 02/06/30 |  | 800 | &nbsp;&nbsp; 724957 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 5.250%, 05/30/29 |  | 2960 | &nbsp;&nbsp; 2985496 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 500 | &nbsp;&nbsp; 515893 |
| &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense <br> Properties LP  | &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense <br> Properties LP  |  |  |  |
|  | 2.250%, 03/15/26 |  | 1400 | &nbsp;&nbsp; 1375568 |
| Danaher Corp.  | Danaher Corp.  |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 4000 | &nbsp;&nbsp; 4524629 |
| Dollar General Corp.  | Dollar General Corp.  |  |  |  |
|  | 3.500%, 04/03/30 |  | 1100 | &nbsp;&nbsp; 1042972 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
|  | 1.800%, 09/15/26 |  | 285 | &nbsp;&nbsp; 275799 |
| Eaton Capital ULC  | Eaton Capital ULC  |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 240 | &nbsp;&nbsp; 248124 |
| Elevance Health, Inc.  | Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 5.350%, 10/15/25 |  | 3000 | &nbsp;&nbsp; 3002059 |
|  | 1.500%, 03/15/26 |  | 1200 | &nbsp;&nbsp; 1177315 |

---

------

**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) |
| Emerson Electric Co.  | Emerson Electric Co.  |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 500 | &nbsp;&nbsp; $552779 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |  |
|  | 5.250%, 07/01/29 |  | 190 | &nbsp;&nbsp; 194297 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 3.750%, 08/15/29 |  | 600 | &nbsp;&nbsp; 569885 |
| Equinix, Inc.  | Equinix, Inc.  | Equinix, Inc.  |  |  |
|  | 1.000%, 09/15/25 |  | 500 | &nbsp;&nbsp; 497534 |
|  | 3.200%, 11/18/29 |  | 270 | &nbsp;&nbsp; 254886 |
| Expedia Group, Inc.  | Expedia Group, Inc.  |  |  |  |
| # | 5.000%, 02/15/26 |  | 2811 | &nbsp;&nbsp; 2811861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.  |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 2670 | &nbsp;&nbsp; 2904713 |
| Flex Ltd.  | Flex Ltd.  |  |  |  |
|  | 3.750%, 02/01/26 |  | 7297 | &nbsp;&nbsp; 7258657 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 2790 | &nbsp;&nbsp; 3293286 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  |  |  |
|  | 6.050%, 10/10/25 |  | 3000 | &nbsp;&nbsp; 3006744 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.350%, <br> FRN, 5.689%, <br> 05/08/27<br>|  | 1100 | &nbsp;&nbsp; 1104107 |
|  | 5.550%, 07/15/29 |  | 130 | &nbsp;&nbsp; 132815 |
|  | 4.900%, 10/06/29 |  | 370 | &nbsp;&nbsp; 369403 |
|  | 4.000%, 07/10/30 | EUR | 640 | &nbsp;&nbsp; 755063 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 3.200%, 08/15/29 |  | 1725 | &nbsp;&nbsp; 1621850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 1075 | &nbsp;&nbsp; 1166256 |
| HCA, Inc.  | HCA, Inc.  |  |  |  |
|  | 5.250%, 03/01/30 |  | 1000 | &nbsp;&nbsp; 1021512 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.100%, 02/15/30 |  | 1000 | &nbsp;&nbsp; 929077 |
|  | 2.400%, 03/15/30 |  | 800 | &nbsp;&nbsp; 714152 |
| Highwoods Realty LP  | Highwoods Realty LP  | Highwoods Realty LP  |  |  |
|  | 4.200%, 04/15/29 |  | 4081 | &nbsp;&nbsp; 3958859 |
|  | 3.050%, 02/15/30 |  | 120 | &nbsp;&nbsp; 109252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.  |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 130 | &nbsp;&nbsp; 151256 |
| &nbsp;&nbsp;&nbsp;&nbsp; HSBC USA, Inc., SOFR + <br> 0.960%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; HSBC USA, Inc., SOFR + <br> 0.960%, FRN |  |  |  |
| #(r) | 5.306%, 03/04/27 |  | 3920 | &nbsp;&nbsp; 3947445 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 5.250%, 06/30/29 |  | 3200 | &nbsp;&nbsp; 3255919 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 4100 | &nbsp;&nbsp; 4534576 |
| Intel Corp.  | Intel Corp.  |  |  |  |
|  | 4.875%, 02/10/26 |  | 100 | &nbsp;&nbsp; 100055 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.  |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 900 | &nbsp;&nbsp; 1031399 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.  |  |  |  |
|  | 1.800%, 09/25/26 | EUR | 2000 | &nbsp;&nbsp; $2263933 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.600%, 01/15/30 |  | 210 | &nbsp;&nbsp; 199828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc.  |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 1200 | &nbsp;&nbsp; 1419240 |
| John Deere Bank SA  | John Deere Bank SA  |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 400 | &nbsp;&nbsp; 466765 |
| John Deere Capital Corp.  | John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.570%, <br> FRN, 4.917%, <br> 03/03/26<br>|  | 300 | &nbsp;&nbsp; 300552 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.790%, <br> FRN, 5.135%, <br> 06/08/26<br>|  | 3950 | &nbsp;&nbsp; 3963032 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.680%, <br> FRN, 5.024%, <br> 07/15/27<br>|  | 2950 | &nbsp;&nbsp; 2965158 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |  |
| (r) | 5.346%, 12/08/26 |  | 950 | &nbsp;&nbsp; 957088 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |  |
|  | 1.200%, 12/10/25 |  | 4472 | &nbsp;&nbsp; 4413496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.229%, 03/15/27 |  | 3000 | &nbsp;&nbsp; 3017565 |
| KeyBank NA  | KeyBank NA  |  |  |  |
|  | 4.150%, 08/08/25 |  | 930 | &nbsp;&nbsp; 929779 |
| KeyCorp  | KeyCorp  |  |  |  |
|  | 2.550%, 10/01/29 |  | 120 | &nbsp;&nbsp; 110827 |
| &nbsp;&nbsp;&nbsp;&nbsp; Laboratory Corp. of <br> America Holdings  | &nbsp;&nbsp;&nbsp;&nbsp; Laboratory Corp. of <br> America Holdings  |  |  |  |
|  | 2.950%, 12/01/29 |  | 38 | &nbsp;&nbsp; 35600 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |  |
|  | 3.625%, 03/01/27 |  | 4000 | &nbsp;&nbsp; 3954536 |
| Lowe's Cos., Inc.  | Lowe's Cos., Inc.  |  |  |  |
|  | 4.400%, 09/08/25 |  | 200 | &nbsp;&nbsp; 199918 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |  |
|  | 5.150%, 03/01/30 |  | 1300 | &nbsp;&nbsp; 1324000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., SOFR + <br> 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |  |
| (r) | 4.789%, 03/15/28 |  | 720 | &nbsp;&nbsp; 721298 |
| McDonald's Corp.  | McDonald's Corp.  |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 400 | &nbsp;&nbsp; 477860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medtronic Global Holdings <br> SCA  | &nbsp;&nbsp;&nbsp;&nbsp; Medtronic Global Holdings <br> SCA  |  |  |  |
| Δ | 0.000%, 10/15/25 | EUR | 1474 | &nbsp;&nbsp; 1674816 |
| Medtronic, Inc.  | Medtronic, Inc.  |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 2950 | &nbsp;&nbsp; 3486757 |
| Moody's Corp.  | Moody's Corp.  |  |  |  |
|  | 0.950%, 02/25/30 | EUR | 2000 | &nbsp;&nbsp; 2092714 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 1.750%, 03/01/26 |  | 1255 | &nbsp;&nbsp; 1233850 |

---

------

**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) |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 1600 | &nbsp;&nbsp; $1667650 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Grid North America, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid North America, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid North America, <br> Inc.  |  |  |
|  | 3.247%, 11/25/29 | EUR | 2400 | &nbsp;&nbsp; 2771731 |
|  | 3.150%, 06/03/30 | EUR | 1000 | &nbsp;&nbsp; 1145352 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.800%, <br> FRN, 5.141%, <br> 02/05/27<br>|  | 4988 | &nbsp;&nbsp; 5007077 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.820%, <br> FRN, 5.169%, <br> 09/16/27<br>|  | 1000 | &nbsp;&nbsp; 1003769 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |  |
| (r)Ω | 4.912%, 05/20/27 |  | 750 | &nbsp;&nbsp; 751897 |
| Netflix, Inc.  | Netflix, Inc.  | Netflix, Inc.  |  |  |
|  | 3.875%, 11/15/29 | EUR | 500 | &nbsp;&nbsp; 596850 |
|  | 3.625%, 06/15/30 | EUR | 2500 | &nbsp;&nbsp; 2960448 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  |  |  |
|  | 5.749%, 09/01/25 |  | 2400 | &nbsp;&nbsp; 2401491 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.106%, <br> 01/29/26<br>|  | 2240 | &nbsp;&nbsp; 2245209 |
| NiSource, Inc.  | NiSource, Inc.  |  |  |  |
|  | 0.950%, 08/15/25 |  | 700 | &nbsp;&nbsp; 699083 |
| ONEOK, Inc.  | ONEOK, Inc.  |  |  |  |
|  | 2.200%, 09/15/25 |  | 1927 | &nbsp;&nbsp; 1920909 |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |  |
|  | 5.375%, 01/01/26 |  | 242 | &nbsp;&nbsp; 242216 |
| PACCAR Financial Corp.  | PACCAR Financial Corp.  |  |  |  |
|  | 4.000%, 09/26/29 |  | 250 | &nbsp;&nbsp; 247936 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 1000 | &nbsp;&nbsp; 1142773 |
| &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |  |
| Ω | 1.700%, 06/15/26 |  | 4000 | &nbsp;&nbsp; 3897283 |
| PepsiCo, Inc.  | PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 5.250%, 11/10/25 |  | 200 | &nbsp;&nbsp; 200404 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.740%, <br> 02/13/26<br>|  | 2900 | &nbsp;&nbsp; 2903238 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 3.375%, 08/11/25 |  | 600 | &nbsp;&nbsp; 599781 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.830%, <br> FRN, 5.176%, <br> 04/28/28<br>|  | 4000 | &nbsp;&nbsp; 4023972 |
| Procter & Gamble Co.  | Procter & Gamble Co.  |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 270 | &nbsp;&nbsp; 276414 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 212 | &nbsp;&nbsp; 249799 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 3130 | &nbsp;&nbsp; 3250364 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Realty Income Corp.  | Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 1.875%, 01/14/27 | GBP | 300 | &nbsp;&nbsp; $380966 |
|  | 4.875%, 07/06/30 | EUR | 1060 | &nbsp;&nbsp; 1304826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.080%, 11/13/26 |  | 1800 | &nbsp;&nbsp; 1811683 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 1.200%, 09/02/25 |  | 7500 | &nbsp;&nbsp; 7474266 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 1260 | &nbsp;&nbsp; 1380467 |
| Ryder System, Inc.  | Ryder System, Inc.  |  |  |  |
|  | 3.350%, 09/01/25 |  | 281 | &nbsp;&nbsp; 280494 |
| Simon Property Group LP  | Simon Property Group LP  |  |  |  |
|  | 3.500%, 09/01/25 |  | 1830 | &nbsp;&nbsp; 1828192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Electric <br> Power Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Electric <br> Power Co.  |  |  |  |
|  | 1.650%, 03/15/26 |  | 2188 | &nbsp;&nbsp; 2149132 |
| State Street Corp.  | State Street Corp.  | State Street Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.845%, <br> FRN, 5.184%, <br> 08/03/26<br>|  | 2375 | &nbsp;&nbsp; 2385503 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.640%, <br> FRN, 4.984%, <br> 10/22/27<br>|  | 950 | &nbsp;&nbsp; 951508 |
| Synchrony Financial  | Synchrony Financial  |  |  |  |
|  | 5.150%, 03/19/29 |  | 800 | &nbsp;&nbsp; 803538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 5.000%, 03/19/27 |  | 1100 | &nbsp;&nbsp; 1102082 |
| Truist Financial Corp.  | Truist Financial Corp.  |  |  |  |
|  | 1.200%, 08/05/25 |  | 70 | &nbsp;&nbsp; 69973 |
| &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN |  |  |  |
| (r) | 4.844%, 07/15/26 |  | 776 | &nbsp;&nbsp; 777771 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.950%, 06/15/26 |  | 806 | &nbsp;&nbsp; 799765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc.  |  |  |  |
|  | 1.875%, 10/26/29 | EUR | 300 | &nbsp;&nbsp; 329900 |
| VMware LLC  | VMware LLC  |  |  |  |
|  | 1.400%, 08/15/26 |  | 104 | &nbsp;&nbsp; 100757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.775%, 04/28/27 |  | 1000 | &nbsp;&nbsp; 1004073 |
| Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 4500 | &nbsp;&nbsp; 4617586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.418%, 12/11/26 |  | 1600 | &nbsp;&nbsp; 1614499 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 3062 | &nbsp;&nbsp; 2998002 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 800 | &nbsp;&nbsp; 860875 |
| Williams Cos., Inc.  | Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 4.000%, 09/15/25 |  | 3175 | &nbsp;&nbsp; 3170856 |
|  | 4.800%, 11/15/29 |  | 260 | &nbsp;&nbsp; 262031 |

---

------

**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) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Power & Light <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Power & Light <br> Co.  |  |  |  |
|  | 3.000%, 07/01/29 |  | 600 | &nbsp;&nbsp; $568566 |
| WPC Eurobond BV  | WPC Eurobond BV  |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 3870 | &nbsp;&nbsp; 3981793 |
| Zoetis, Inc.  | Zoetis, Inc.  |  |  |  |
|  | 5.400%, 11/14/25 |  | 1213 | &nbsp;&nbsp; 1214710 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp; 235045444 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp; 832731847 |
| U.S. TREASURY OBLIGATIONS — (6.5%) | U.S. TREASURY OBLIGATIONS — (6.5%) | U.S. TREASURY OBLIGATIONS — (6.5%) | U.S. TREASURY OBLIGATIONS — (6.5%) | U.S. TREASURY OBLIGATIONS — (6.5%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.170%, FRN, <br> 4.451%, <br> 10/31/25 <br>|  | 26250 | &nbsp;&nbsp; 26260112 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, <br> 01/31/26 <br>|  | 28200 | &nbsp;&nbsp; 28227896 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.160%, FRN, <br> 4.441%, <br> 04/30/27 <br>|  | 10000 | &nbsp;&nbsp; 10005911 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 64493919 |
| COMMERCIAL PAPER — (9.0%) | COMMERCIAL PAPER — (9.0%) | COMMERCIAL PAPER — (9.0%) | COMMERCIAL PAPER — (9.0%) | COMMERCIAL PAPER — (9.0%) |
| AUSTRALIA — (0.3%) | AUSTRALIA — (0.3%) | AUSTRALIA — (0.3%) | AUSTRALIA — (0.3%) | AUSTRALIA — (0.3%) |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |  |
| Ω | 4.688%, 09/25/25 |  | 2750 | &nbsp;&nbsp; 2730753 |
| CANADA — (2.4%) | CANADA — (2.4%) | CANADA — (2.4%) | CANADA — (2.4%) | CANADA — (2.4%) |
| Hydro-Quebec | Hydro-Quebec |  |  |  |
| Ω | 4.440%, 09/15/25 |  | 10000 | &nbsp;&nbsp; 9944417 |
| Province of Ontario | Province of Ontario |  |  |  |
|  | 4.471%, 10/10/25 |  | 1750 | &nbsp;&nbsp; 1735056 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |  |
| Ω | 4.456%, 09/03/25 |  | 3000 | &nbsp;&nbsp; 2987777 |
| Ω | 4.438%, 09/08/25 |  | 4000 | &nbsp;&nbsp; 3981284 |
| Ω | 4.467%, 09/22/25 |  | 5000 | &nbsp;&nbsp; 4968144 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 23616678 |
| FRANCE — (0.5%) | FRANCE — (0.5%) | FRANCE — (0.5%) | FRANCE — (0.5%) | FRANCE — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |  |
| Ω | 4.424%, 09/17/25 |  | 5000 | &nbsp;&nbsp; 4970960 |
| GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) |
| BASF SE | BASF SE |  |  |  |
| Ω | 4.721%, 08/12/25 |  | 3250 | &nbsp;&nbsp; 3245019 |
| Ω | 4.720%, 09/30/25 |  | 1800 | &nbsp;&nbsp; 1785752 |
| Ω | 4.809%, 11/04/25 |  | 2500 | &nbsp;&nbsp; 2468667 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.459%, 08/22/25 | 5000 | &nbsp;&nbsp; $4986763 |
| Ω | 4.460%, 08/22/25 | 5000 | &nbsp;&nbsp; 4986764 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 17472965 |
| SWEDEN — (0.8%) | SWEDEN — (0.8%) | SWEDEN — (0.8%) | SWEDEN — (0.8%) |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.449%, 09/10/25 | 8000 | &nbsp;&nbsp; 7960631 |
| UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.553%, 08/15/25 | 2500 | &nbsp;&nbsp; 2495357 |
| Ω | 4.590%, 09/16/25 | 3750 | &nbsp;&nbsp; 3728039 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  | &nbsp;&nbsp; 6223396 |
| UNITED STATES — (2.6%) | UNITED STATES — (2.6%) | UNITED STATES — (2.6%) | UNITED STATES — (2.6%) |
| AbbVie, Inc. | AbbVie, Inc. |  |  |
| Ω | 4.780%, 09/16/25 | 1000 | &nbsp;&nbsp; 994011 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.824%, 08/04/25 | 2000 | &nbsp;&nbsp; 1998984 |
| Ω | 4.825%, 08/04/25 | 500 | &nbsp;&nbsp; 499746 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.640%, 08/29/25 | 2000 | &nbsp;&nbsp; 1992620 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
| Ω | 4.616%, 08/07/25 | 900 | &nbsp;&nbsp; 899207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. |  |  |
| Ω | 4.607%, 08/19/25 | 3000 | &nbsp;&nbsp; 2993152 |
| Ω | 4.534%, 09/05/25 | 1000 | &nbsp;&nbsp; 995660 |
| Ω | 4.592%, 09/25/25 | 5000 | &nbsp;&nbsp; 4966042 |
| Ω | 4.553%, 10/31/25 | 500 | &nbsp;&nbsp; 494419 |
| McCormick & Co., Inc. | McCormick & Co., Inc. |  |  |
| Ω | 4.593%, 08/20/25 | 1000 | &nbsp;&nbsp; 997452 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.631%, 08/11/25 | 2500 | &nbsp;&nbsp; 2496515 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| Ω | 4.428%, 09/30/25 | 2000 | &nbsp;&nbsp; 1985428 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.481%, 09/04/25 | 5000 | &nbsp;&nbsp; 4978935 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 26292171 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $89,277,713) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $89,277,713) |  | &nbsp;&nbsp; 89267554 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $989,293,933) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $989,293,933) |  | &nbsp;&nbsp; 988992512 |

---

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

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short <br> Term Investment <br> Fund<br>| 294627 | &nbsp;&nbsp; $3407946 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $992,701,761)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $992,701,761)^^ |  | &nbsp;&nbsp; $992400458 |

---

As of July 31, 2025, DFA Selectively Hedged Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 18894468 | SGD | 24258079 | NatWest Markets PLC | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $207231 |
| USD | 15764891 | EUR | 13804133 | Australia and New Zealand Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3314 |
| USD | 20150091 | EUR | 17563075 | Royal Bank of Canada | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96550 |
| USD | 3474640 | EUR | 2989977 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60681 |
| USD | 14200782 | EUR | 12170074 | Bank of America Corp. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302208 |
| USD | 10109251 | EUR | 8569470 | HSBC Bank | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322670 |
| USD | 7397747 | EUR | 6362263 | NatWest Markets PLC | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131860 |
| USD | 2918711 | JPY | 418484498 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140261 |
| USD | 31204946 | EUR | 27030977 | State Street Bank and Trust | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334794 |
| USD | 560422 | NZD | 935405 | Australia and New Zealand Bank | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9048 |
| USD | 1448697 | NZD | 2406088 | Bank of America Corp. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30428 |
| USD | 2738767 | NZD | 4595290 | Citibank, N.A. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30073 |
| USD | 550943 | NZD | 930690 | State Street Bank and Trust | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2348 |
| USD | 5664116 | CAD | 7755014 | Citibank, N.A. | 08/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60426 |
| USD | 5002092 | EUR | 4230105 | Barclays Capital | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165410 |
| USD | 21579665 | EUR | 18640817 | NatWest Markets PLC | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265840 |
| USD | 16802189 | EUR | 14435393 | State Street Bank and Trust | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296827 |
| USD | 14975010 | EUR | 12758420 | UBS AG | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387091 |
| USD | 5496140 | CAD | 7443007 | Bank of America Corp. | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115268 |
| USD | 5103142 | EUR | 4344739 | Barclays Capital | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134400 |
| USD | 9558326 | EUR | 8150949 | HSBC Bank | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236715 |
| USD | 44610236 | EUR | 38007109 | State Street Bank and Trust | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1144438 |
| USD | 9120600 | EUR | 7700803 | UBS AG | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313786 |
| USD | 659267 | NZD | 1085333 | Australia and New Zealand Bank | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19078 |
| USD | 5214607 | NZD | 8561783 | Bank of America Corp. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164400 |
| USD | 1143568 | NZD | 1889143 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29249 |
| USD | 15913282 | CAD | 21686275 | Citibank, N.A. | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230739 |
| USD | 515535 | GBP | 379712 | Citibank, N.A. | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13849 |
| USD | 2923397 | JPY | 431713080 | State Street Bank and Trust | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45884 |
| USD | 45809296 | EUR | 39003853 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1153581 |
| USD | 739285 | EUR | 635384 | JPMorgan Chase Bank NA | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11831 |
| USD | 2826227 | EUR | 2466238 | NatWest Markets PLC | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2619 |
| USD | 6698963 | EUR | 5779342 | UBS AG | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82164 |
| USD | 348322 | GBP | 255861 | Citibank, N.A. | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10209 |
| USD | 47008575 | AUD | 71435209 | Royal Bank of Canada | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1040015 |
| USD | 749874 | NZD | 1268119 | Australia and New Zealand Bank | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$7595799** |
| SGD | 10765099 | USD | 8349627 | HSBC Bank | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(56721)<br>|
| SGD | 13492980 | USD | 10431888 | NatWest Markets PLC | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37557)<br>|
| EUR | 531828 | USD | 625444 | Bank of America Corp. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18202)<br>|
| USD | 455818 | EUR | 407029 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8928)<br>|
| EUR | 618625 | USD | 721530 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15183)<br>|
| USD | 14633903 | EUR | 13039856 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255021)<br>|
| EUR | 5093750 | USD | 5844296 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28246)<br>|
| USD | 4816643 | EUR | 4249283 | NatWest Markets PLC | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35194)<br>|

---

------

**DFA Selectively Hedged 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 | 61760637 | EUR | 54901510 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(925978)<br>|
| CAD | 4928569 | USD | 3615695 | Barclays Capital | 08/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54364)<br>|
| CAD | 2326190 | USD | 1695017 | Citibank, N.A. | 08/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14137)<br>|
| GBP | 174084 | USD | 232882 | Citibank, N.A. | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2878)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1452409)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$6143390** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $171,674,293 or 17.0% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2499192 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $2499192 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72837180 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72837180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 412604 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 412604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13538764 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13538764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42679844 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42679844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8290777 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8290777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21770281 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21770281 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 75445066 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 75445066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59237096 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59237096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4227400 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4227400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10371088 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10371088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26242751 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26242751 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7766890 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7766890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38841622 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38841622 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12649575 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12649575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16937271 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16937271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10032900 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10032900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14580537 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14580537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81429364 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81429364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28705532 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28705532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12539447 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12539447 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39150414 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39150414 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 235045444 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 235045444 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64493919 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64493919 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 89267554 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 89267554 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3407946 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3407946 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $992400458 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $992400458 |

---

------

**DFA Selectively Hedged 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** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $7595799 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $7595799 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1452409) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1452409) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $6143390 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $6143390 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Short-Term Government Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (16.5%) | AGENCY OBLIGATIONS — (16.5%) | AGENCY OBLIGATIONS — (16.5%) | AGENCY OBLIGATIONS — (16.5%) |
| Federal Farm Credit Discount Notes | Federal Farm Credit Discount Notes |  |  |
| ∞ | 4.327%, 09/02/25 | 4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4631970 |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank Discount Notes |  |  |
| ∞ | 4.312%, 08/01/25 | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11998587 |
| ∞ | 4.314%, 08/06/25 | 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15988693 |
| ∞ | 4.335%, 09/17/25 | 89600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89094656 |
| ∞ | 4.366%, 10/15/25 | 55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54507108 |
| ∞ | 4.355%, 10/22/25 | 69625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68943575 |
| ∞ | 4.353%, 10/24/25 | 57711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57132567 |
| ∞ | 4.349%, 11/06/25 | 8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8254645 |
| TOTAL AGENCY OBLIGATIONS | TOTAL AGENCY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310551801 |
| U.S. TREASURY OBLIGATIONS — (75.7%) | U.S. TREASURY OBLIGATIONS — (75.7%) | U.S. TREASURY OBLIGATIONS — (75.7%) | U.S. TREASURY OBLIGATIONS — (75.7%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 4.433%, 08/07/25 | 122350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122262963 |
| ∞ | 4.384%, 08/14/25 | 53950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53866593 |
| ∞ | 4.360%, 08/19/25 | 81950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81774381 |
| ∞ | 4.341%, 08/21/25 | 64750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64595463 |
| ∞ | 4.360%, 08/26/25 | 110500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110170188 |
| ∞ | 4.337%, 08/28/25 | 72900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72665581 |
| ∞ | 4.341%, 09/04/25 | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84656652 |
| ∞ | 4.338%, 09/11/25 | 53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52741202 |
| ∞ | 4.356%, 09/16/25 | 20850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20736320 |
| ∞ | 4.330%, 09/18/25 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24857864 |
| ∞ | 4.337%, 09/23/25 | 52425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52094086 |
| U.S. Treasury Notes, 3M USTMMR + 0.150%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.150%, FRN |  |  |
| (r) | 4.431%, 04/30/26 | 27475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27496202 |
| U.S. Treasury Notes, 3M USTMMR + 0.160%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.160%, FRN |  |  |
| (r) | 4.441%, 04/30/27 | 165675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165772932 |
| U.S. Treasury Notes, 3M USTMMR + 0.170%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.170%, FRN |  |  |
| (r) | 4.451%, 10/31/25 | 146700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146756510 |
| U.S. Treasury Notes, 3M USTMMR + 0.182%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.182%, FRN |  |  |
| (r) | 4.463%, 07/31/26 | 51675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51729724 |
| U.S. Treasury Notes, 3M USTMMR + 0.205%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.205%, FRN |  |  |
| (r) | 4.486%, 10/31/26 | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11012011 |
| U.S. Treasury Notes, 3M USTMMR + 0.245%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.245%, FRN |  |  |
| (r) | 4.526%, 01/31/26 | 148700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148847097 |
| U.S.Treasury Notes, 3M USTMMR + 0.159%, FRN | U.S.Treasury Notes, 3M USTMMR + 0.159%, FRN |  |  |
| (r) | 4.440%, 07/31/27 | 130500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130657033 |
| TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422692802 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT SECURITIES <br>(Cost $1,732,819,639) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT SECURITIES <br>(Cost $1,732,819,639) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1733244603 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (7.8%) | TEMPORARY CASH INVESTMENTS — (7.8%) | TEMPORARY CASH INVESTMENTS — (7.8%) | TEMPORARY CASH INVESTMENTS — (7.8%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.250% | 147360193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147360193 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,880,179,832)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,880,179,832)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1880604796 |

---

------

**DFA Short-Term Government Portfolio**

**CONTINUED**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $310551801 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $310551801 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1422692802 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1422692802 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $147360193 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 147360193 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $147360193 | &nbsp;&nbsp;&nbsp; $1733244603 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1880604796 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (53.6%) | BONDS — (53.6%) | BONDS — (53.6%) | BONDS — (53.6%) | BONDS — (53.6%) |
| AUSTRALIA — (8.6%) | AUSTRALIA — (8.6%) | AUSTRALIA — (8.6%) | AUSTRALIA — (8.6%) | AUSTRALIA — (8.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.640%, <br> FRN, 5.016%, <br> 10/03/25<br>|  | 1600 | &nbsp;&nbsp; $1601422 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.560%, <br> FRN, 4.932%, <br> 03/18/26<br>|  | 82266 | &nbsp;&nbsp; 82396666 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 12060 | &nbsp;&nbsp; 12139167 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.800%, <br> FRN, 4.650%, <br> 02/05/27<br>| AUD | 55200 | &nbsp;&nbsp; 35630366 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.970%, <br> FRN, 4.770%, <br> 05/12/27<br>| AUD | 4710 | &nbsp;&nbsp; 3049644 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 5.050%, <br> 11/04/27<br>| AUD | 18900 | &nbsp;&nbsp; 12304591 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.670%, <br> FRN, 4.384%, <br> 12/15/27<br>| AUD | 23400 | &nbsp;&nbsp; 15059664 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.680%, <br> FRN, 4.488%, <br> 02/18/28<br>| AUD | 16800 | &nbsp;&nbsp; 10805157 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.060%, <br> FRN, 4.664%, <br> 03/31/28<br>| AUD | 14900 | &nbsp;&nbsp; 9673825 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.930%, <br> FRN, 4.665%, <br> 09/11/28<br>| AUD | 16000 | &nbsp;&nbsp; 10352526 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.960%, <br> FRN, 4.810%, <br> 02/05/29<br>| AUD | 8500 | &nbsp;&nbsp; 5504040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
|  | 4.200%, 08/18/25 | AUD | 17300 | &nbsp;&nbsp; 11118067 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.630%, <br> FRN, 4.996%, <br> 09/12/25<br>|  | 4600 | &nbsp;&nbsp; 4602755 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.750%, <br> FRN, 5.117%, <br> 03/13/26<br>|  | 2300 | &nbsp;&nbsp; 2307136 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.558%, <br> 08/17/26<br>| AUD | 12470 | &nbsp;&nbsp; 8045099 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.417%, <br> 01/14/27<br>| AUD | 74700 | &nbsp;&nbsp; $48156212 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.394%, <br> 07/22/27<br>| AUD | 60350 | &nbsp;&nbsp; 38916955 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.020%, <br> FRN, 4.828%, <br> 08/18/27<br>| AUD | 47000 | &nbsp;&nbsp; 30478504 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.150%, <br> FRN, 4.867%, <br> 01/13/28<br>| AUD | 21550 | &nbsp;&nbsp; 14022775 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.950%, <br> FRN, 4.758%, <br> 08/17/28<br>| AUD | 750 | &nbsp;&nbsp; 486113 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.840%, <br> FRN, 4.606%, <br> 01/09/30<br>| AUD | 5500 | &nbsp;&nbsp; 3546663 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.850%, <br> FRN, 4.647%, <br> 11/16/26<br>| AUD | 59500 | &nbsp;&nbsp; 38428480 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.430%, <br> 02/25/27<br>| AUD | 50140 | &nbsp;&nbsp; 32323649 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.500%, <br> 05/10/27<br>| AUD | 62000 | &nbsp;&nbsp; 39946300 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.387%, <br> 10/18/27<br>| AUD | 62100 | &nbsp;&nbsp; 40005143 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 4.910%, <br> 11/25/27<br>| AUD | 20470 | &nbsp;&nbsp; 13328297 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.000%, <br> FRN, 4.800%, <br> 05/12/28<br>| AUD | 67710 | &nbsp;&nbsp; 43905890 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.030%, <br> FRN, 4.827%, <br> 11/16/28<br>| AUD | 970 | &nbsp;&nbsp; 629635 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.900%, <br> FRN, 4.564%, <br> 03/22/29<br>| AUD | 22000 | &nbsp;&nbsp; 14228361 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
|  | 3.735%, 08/26/25 |  | 140 | &nbsp;&nbsp; 139912 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.720%, <br> FRN, 5.068%, <br> 11/17/25<br>|  | 4497 | &nbsp;&nbsp; 4503838 |

---

------

**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) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.550%, <br> 08/10/26<br>| AUD | 23200 | &nbsp;&nbsp; $14958681 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.820%, <br> FRN, 4.534%, <br> 12/15/26<br>| AUD | 27100 | &nbsp;&nbsp; 17495405 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.420%, <br> 01/25/27<br>| AUD | 3800 | &nbsp;&nbsp; 2448639 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.050%, <br> FRN, 4.844%, <br> 05/20/27<br>| AUD | 27300 | &nbsp;&nbsp; 17694173 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.230%, <br> FRN, 5.030%, <br> 11/11/27<br>| AUD | 39000 | &nbsp;&nbsp; 25406216 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.980%, <br> FRN, 4.777%, <br> 02/16/28<br>| AUD | 69100 | &nbsp;&nbsp; 44773472 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.930%, <br> FRN, 4.624%, <br> 09/19/28<br>| AUD | 2500 | &nbsp;&nbsp; 1617132 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.000%, <br> FRN, 4.717%, <br> 01/15/29<br>| AUD | 45000 | &nbsp;&nbsp; 29176630 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.850%, <br> FRN, 4.544%, <br> 09/19/29<br>| AUD | 49300 | &nbsp;&nbsp; 31795434 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 773002634 |
| BELGIUM — (3.0%) | BELGIUM — (3.0%) | BELGIUM — (3.0%) | BELGIUM — (3.0%) | BELGIUM — (3.0%) |
| Euroclear Holding NV  | Euroclear Holding NV  |  |  |  |
|  | 1.500%, 04/11/30 | EUR | 3600 | &nbsp;&nbsp; 3874739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 262960 | &nbsp;&nbsp; 266904501 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp; 270779240 |
| CANADA — (3.8%) | CANADA — (3.8%) | CANADA — (3.8%) | CANADA — (3.8%) | CANADA — (3.8%) |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 3.500%, 08/01/25 | CAD | 140900 | &nbsp;&nbsp; 101706086 |
|  | 3.000%, 10/01/25 | CAD | 68000 | &nbsp;&nbsp; 49099278 |
|  | 4.500%, 11/01/25 | CAD | 10000 | &nbsp;&nbsp; 7247618 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 09/08/25 | CAD | 13600 | &nbsp;&nbsp; 9825156 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.596%, <br> 03/11/26<br>|  | 20393 | &nbsp;&nbsp; 20513184 |
| Province of Alberta  | Province of Alberta  | Province of Alberta  |  |  |
|  | 4.100%, 06/01/29 | CAD | 14500 | &nbsp;&nbsp; 10851454 |
|  | 2.050%, 06/01/30 | CAD | 41200 | &nbsp;&nbsp; 28184059 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 5.700%, 06/18/29 | CAD | 18000 | &nbsp;&nbsp; 14229951 |
|  | 2.200%, 06/18/30 | CAD | 14200 | &nbsp;&nbsp; 9777258 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 4.400%, 09/05/25 | CAD | 100 | &nbsp;&nbsp; $72268 |
|  | 2.050%, 06/02/30 | CAD | 2700 | &nbsp;&nbsp; 1843350 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 2.700%, 06/02/29 | CAD | 10000 | &nbsp;&nbsp; 7122546 |
|  | 1.550%, 11/01/29 | CAD | 37100 | &nbsp;&nbsp; 25100067 |
|  | 2.050%, 06/02/30 | CAD | 53800 | &nbsp;&nbsp; 36786371 |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 2.750%, 09/01/25 | CAD | 17700 | &nbsp;&nbsp; 12771439 |
| Δ | 0.000%, 10/15/29 | EUR | 6500 | &nbsp;&nbsp; 6662083 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |  |
|  | 0.800%, 09/02/25 | CAD | 1100 | &nbsp;&nbsp; 792538 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 342584706 |
| DENMARK — (0.2%) | DENMARK — (0.2%) | DENMARK — (0.2%) | DENMARK — (0.2%) | DENMARK — (0.2%) |
| Kommunekredit  | Kommunekredit  | Kommunekredit  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 21000 | &nbsp;&nbsp; 21568814 |
| FINLAND — (1.1%) | FINLAND — (1.1%) | FINLAND — (1.1%) | FINLAND — (1.1%) | FINLAND — (1.1%) |
| Finland Government Bonds  | Finland Government Bonds  |  |  |  |
|  | 2.500%, 04/15/30 | EUR | 13500 | &nbsp;&nbsp; 15416947 |
| Kuntarahoitus OYJ  | Kuntarahoitus OYJ  | Kuntarahoitus OYJ  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.343%, <br> 02/02/29<br>|  | 4000 | &nbsp;&nbsp; 4073397 |
|  | 2.625%, 12/14/29 | EUR | 29075 | &nbsp;&nbsp; 33362269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, SOFR + <br> 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 5.090%, 03/19/27 |  | 36594 | &nbsp;&nbsp; 36776392 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 2.875%, 11/27/29 | EUR | 7800 | &nbsp;&nbsp; 8954003 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp; 98583008 |
| FRANCE — (2.5%) | FRANCE — (2.5%) | FRANCE — (2.5%) | FRANCE — (2.5%) | FRANCE — (2.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 2.875%, 01/21/30 | EUR | 1700 | &nbsp;&nbsp; 1948923 |
|  | 0.500%, 05/25/30 | EUR | 200 | &nbsp;&nbsp; 204889 |
| Bpifrance SACA  | Bpifrance SACA  |  |  |  |
|  | 0.050%, 09/26/29 | EUR | 100 | &nbsp;&nbsp; 102535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 0.600%, 11/25/29 | EUR | 3000 | &nbsp;&nbsp; 3148560 |
|  | 3.125%, 03/01/30 | EUR | 8000 | &nbsp;&nbsp; 9324047 |
|  | 2.875%, 05/25/30 | EUR | 22100 | &nbsp;&nbsp; 25446686 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN |  |  |  |
| (r) | 4.685%, 05/03/26 |  | 68000 | &nbsp;&nbsp; 67950962 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  |  |  |
|  | 2.750%, 02/25/30 | EUR | 28750 | &nbsp;&nbsp; 33038729 |
|  | 2.500%, 05/25/30 | EUR | 55300 | &nbsp;&nbsp; 62792369 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE  | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE  |  |  |
| 2.625%, 03/07/29 | EUR | 400 | &nbsp;&nbsp; $456598 |
| 3.250%, 09/07/29 | EUR | 4000 | &nbsp;&nbsp; 4668946 |
| 3.375%, 02/05/30 | EUR | 6100 | &nbsp;&nbsp; 7152622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regie Autonome des <br> Transports Parisiens <br> EPIC  |  |  |  |
| 0.350%, 06/20/29 | EUR | 1400 | &nbsp;&nbsp; 1461036 |
| Region of Ile de France  |  |  |  |
| 1.375%, 03/14/29 | EUR | 3500 | &nbsp;&nbsp; 3827824 |
| Sanofi SA  |  |  |  |
| 1.375%, 03/21/30 | EUR | 3900 | &nbsp;&nbsp; 4198709 |
| TOTAL FRANCE |  |  | &nbsp;&nbsp; 225723435 |
| GERMANY — (2.4%) | GERMANY — (2.4%) | GERMANY — (2.4%) | GERMANY — (2.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bayerische <br> Landesbodenkreditanstalt  |  |  |  |
| 2.375%, 05/07/30 | EUR | 28200 | &nbsp;&nbsp; 31888384 |
| Deutsche Bahn AG  |  |  |  |
| 1.875%, 05/24/30 | EUR | 5400 | &nbsp;&nbsp; 5980037 |
| Deutsche Boerse AG  |  |  |  |
| 3.750%, 09/28/29 | EUR | 4700 | &nbsp;&nbsp; 5588106 |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
| 5.125%, 09/29/25 |  | 10000 | &nbsp;&nbsp; 10009704 |
| 0.375%, 04/23/30 | EUR | 8900 | &nbsp;&nbsp; 9244667 |
| Land Berlin  | Land Berlin  |  |  |
| 0.100%, 01/18/30 | EUR | 6900 | &nbsp;&nbsp; 7082817 |
| 2.375%, 06/04/30 | EUR | 30267 | &nbsp;&nbsp; 34317926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |  |
| 4.250%, 08/07/25 | AUD | 2300 | &nbsp;&nbsp; 1478103 |
| LFA Foerderbank Bayern  |  |  |  |
| 2.875%, 04/01/30 | EUR | 7000 | &nbsp;&nbsp; 8076601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij <br> NV  |  |  |  |
| 1.000%, 02/25/30 | EUR | 500 | &nbsp;&nbsp; 531313 |
| State of Lower Saxony  | State of Lower Saxony  |  |  |
| 0.125%, 01/10/30 | EUR | 6010 | &nbsp;&nbsp; 6176507 |
| 2.750%, 03/25/30 | EUR | 8123 | &nbsp;&nbsp; 9366065 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of <br> Rhineland-Palatinate  |  |  |  |
| 0.050%, 01/23/30 | EUR | 44000 | &nbsp;&nbsp; 45017772 |
| State of Saxony-Anhalt  |  |  |  |
| 2.450%, 02/13/30 | EUR | 37067 | &nbsp;&nbsp; 42197047 |
| TOTAL GERMANY |  |  | &nbsp;&nbsp; 216955049 |
| NETHERLANDS — (4.7%) | NETHERLANDS — (4.7%) | NETHERLANDS — (4.7%) | NETHERLANDS — (4.7%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
| 2.750%, 06/04/29 | EUR | 13400 | &nbsp;&nbsp; 15352307 |
| 3.125%, 01/21/30 | EUR | 2800 | &nbsp;&nbsp; 3251477 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
|  | 0.100%, 01/15/30 | EUR | 14700 | &nbsp;&nbsp; $15091526 |
|  | 2.500%, 05/21/30 | EUR | 64366 | &nbsp;&nbsp; 73287483 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.965%, <br> 08/28/26<br>|  | 17250 | &nbsp;&nbsp; 17313739 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.730%, <br> FRN, 4.431%, <br> 01/27/27<br>| AUD | 60100 | &nbsp;&nbsp; 38715960 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.870%, <br> FRN, 4.580%, <br> 02/26/27<br>| AUD | 11500 | &nbsp;&nbsp; 7422180 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.056%, <br> 03/05/27<br>|  | 65000 | &nbsp;&nbsp; 65272184 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.180%, <br> FRN, 4.862%, <br> 01/19/28<br>| AUD | 34700 | &nbsp;&nbsp; 22551721 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.600%, <br> FRN, 4.944%, <br> 01/21/28<br>|  | 5525 | &nbsp;&nbsp; 5537158 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.460%, <br> 05/26/28<br>| AUD | 31200 | &nbsp;&nbsp; 20061707 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.150%, <br> FRN, 4.883%, <br> 11/21/28<br>| AUD | 11500 | &nbsp;&nbsp; 7476574 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.890%, <br> FRN, 5.234%, <br> 10/17/29<br>|  | 9000 | &nbsp;&nbsp; 9040989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse Waterschapsbank <br> NV  | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse Waterschapsbank <br> NV  | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse Waterschapsbank <br> NV  |  |  |
|  | 2.750%, 12/17/29 | EUR | 4800 | &nbsp;&nbsp; 5539295 |
|  | 2.500%, 05/22/30 | EUR | 67924 | &nbsp;&nbsp; 77344300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Netherlands Government <br> Bonds  |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 44100 | &nbsp;&nbsp; 44807789 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 428066389 |
| NEW ZEALAND — (2.4%) | NEW ZEALAND — (2.4%) | NEW ZEALAND — (2.4%) | NEW ZEALAND — (2.4%) | NEW ZEALAND — (2.4%) |
| Housing New Zealand Ltd.  | Housing New Zealand Ltd.  |  |  |  |
|  | 2.183%, 04/24/30 | NZD | 6900 | &nbsp;&nbsp; 3735328 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds  |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 319300 | &nbsp;&nbsp; 193590220 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 1.500%, 04/20/29 | NZD | 24800 | &nbsp;&nbsp; 13414648 |
|  | 4.500%, 05/15/30 | NZD | 2700 | &nbsp;&nbsp; 1615486 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 212355682 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (2.2%) | NORWAY — (2.2%) | NORWAY — (2.2%) | NORWAY — (2.2%) | NORWAY — (2.2%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/17/26<br>|  | 45752 | &nbsp;&nbsp; $46017560 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.747%, <br> 03/03/28<br>|  | 10700 | &nbsp;&nbsp; 10706739 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.410%, <br> FRN, 4.758%, <br> 04/09/29<br>|  | 141000 | &nbsp;&nbsp; 140978537 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 197702836 |
| SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) |
| DBS Bank Ltd.  | DBS Bank Ltd.  | DBS Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.770%, <br> FRN, 4.480%, <br> 02/26/27<br>| AUD | 17000 | &nbsp;&nbsp; 10961758 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.670%, <br> FRN, 4.403%, <br> 02/21/28<br>| AUD | 700 | &nbsp;&nbsp; 449968 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.410%, <br> FRN, 4.105%, <br> 08/27/26<br>| AUD | 15000 | &nbsp;&nbsp; 9636183 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.430%, <br> 02/24/27<br>| AUD | 20000 | &nbsp;&nbsp; 12892201 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.440%, <br> 04/16/27<br>| AUD | 5600 | &nbsp;&nbsp; 3610284 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.650%, <br> FRN, 4.340%, <br> 02/28/28<br>| AUD | 15500 | &nbsp;&nbsp; 9960676 |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.580%, <br> FRN, 4.958%, <br> 04/02/28<br>|  | 100000 | &nbsp;&nbsp; 100558711 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp; 148069781 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.1%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 3.800%, 09/12/25 | CAD | 11100 | &nbsp;&nbsp; 8020263 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.348%, <br> 06/16/26<br>|  | 657 | &nbsp;&nbsp; 661277 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.343%, <br> 08/27/26<br>|  | 12348 | &nbsp;&nbsp; 12460490 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.649%, <br> 06/20/28<br>|  | 201766 | &nbsp;&nbsp; 201549392 |
|  | 0.025%, 01/31/30 | EUR | 3400 | &nbsp;&nbsp; 3469992 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN |  |  |  |
| (r) | 4.960%, 08/16/27 |  | 49132 | &nbsp;&nbsp; $49474752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Council of Europe <br> Development Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Council of Europe <br> Development Bank  |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 4400 | &nbsp;&nbsp; 4504384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 8208 | &nbsp;&nbsp; 8319121 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.190%, <br> FRN, 4.534%, <br> 04/14/26<br>|  | 6344 | &nbsp;&nbsp; 6342224 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.330%, <br> FRN, 4.671%, <br> 02/20/28<br>|  | 129710 | &nbsp;&nbsp; 129847098 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  | &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  |  |  |
|  | 0.125%, 03/18/30 | EUR | 1029 | &nbsp;&nbsp; 1054797 |
|  | 2.625%, 05/07/30 | EUR | 149270 | &nbsp;&nbsp; 171322041 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.342%, <br> 05/21/28<br>|  | 25247 | &nbsp;&nbsp; 25703382 |
|  | 0.050%, 01/16/30 | EUR | 21500 | &nbsp;&nbsp; 22102370 |
|  | 4.000%, 04/15/30 | EUR | 43300 | &nbsp;&nbsp; 52759638 |
|  | 2.375%, 05/15/30 | EUR | 97100 | &nbsp;&nbsp; 110403668 |
| European Union  | European Union  |  |  |  |
|  | 1.625%, 12/04/29 | EUR | 148850 | &nbsp;&nbsp; 164489256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.170%, <br> FRN, 4.518%, <br> 09/16/26<br>|  | 27700 | &nbsp;&nbsp; 27700554 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.280%, <br> FRN, 4.624%, <br> 04/12/27<br>|  | 8720 | &nbsp;&nbsp; 8723216 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/04/27<br>|  | 58579 | &nbsp;&nbsp; 58690436 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.619%, <br> 03/20/28<br>|  | 51000 | &nbsp;&nbsp; 50968598 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/05/28<br>|  | 103500 | &nbsp;&nbsp; 103595210 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.716%, <br> 08/01/29<br>|  | 22800 | &nbsp;&nbsp; 22818198 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.180%, <br> FRN, 4.527%, <br> 06/15/26<br>|  | 39000 | &nbsp;&nbsp; $38983620 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.714%, <br> 01/12/27<br>|  | 40530 | &nbsp;&nbsp; 40598518 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.617%, <br> 06/15/27<br>|  | 6600 | &nbsp;&nbsp; 6601430 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.430%, <br> FRN, 4.762%, <br> 08/19/27<br>|  | 54880 | &nbsp;&nbsp; 55053421 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.639%, <br> 05/15/28<br>|  | 45500 | &nbsp;&nbsp; 45505612 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Development <br> Association  | &nbsp;&nbsp;&nbsp;&nbsp; International Development <br> Association  |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 9000 | &nbsp;&nbsp; 10242393 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.310%, <br> FRN, 4.640%, <br> 08/28/28<br>|  | 55740 | &nbsp;&nbsp; 55748099 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.360%, <br> FRN, 4.703%, <br> 08/28/29<br>|  | 15000 | &nbsp;&nbsp; 14991572 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.339%, <br> 05/12/26<br>|  | 22400 | &nbsp;&nbsp; 22540132 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.290%, <br> FRN, 4.642%, <br> 10/04/27<br>|  | 5400 | &nbsp;&nbsp; 5398427 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 1540643581 |
| SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken <br> AB  |  |  |
|  | 0.850%, 09/02/25 |  | 3227 | &nbsp;&nbsp; 3216446 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.750%, <br> FRN, 5.097%, <br> 06/02/28<br>|  | 81800 | &nbsp;&nbsp; 82299894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.342%, 08/03/26 |  | 53250 | &nbsp;&nbsp; 53650703 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.660%, <br> FRN, 5.005%, <br> 05/28/27<br>|  | 7800 | &nbsp;&nbsp; 7824499 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.740%, <br> FRN, 5.083%, <br> 05/23/28<br>|  | 48780 | &nbsp;&nbsp; $49090374 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 196081916 |
| UNITED STATES — (1.8%) | UNITED STATES — (1.8%) | UNITED STATES — (1.8%) | UNITED STATES — (1.8%) | UNITED STATES — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America NA, <br> SOFR + 1.020%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America NA, <br> SOFR + 1.020%, FRN |  |  |  |
| (r) | 5.361%, 08/18/26 |  | 1450 | &nbsp;&nbsp; 1461163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway <br> Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway <br> Finance Corp.  |  |  |  |
|  | 1.500%, 03/18/30 | EUR | 10167 | &nbsp;&nbsp; 11040263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.470%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Chevron USA, Inc., SOFR <br> + 0.470%, FRN |  |  |  |
| (r) | 4.814%, 02/26/28 |  | 27020 | &nbsp;&nbsp; 27162111 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |  |
|  | 0.550%, 09/01/25 |  | 1710 | &nbsp;&nbsp; 1704086 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.966%, 04/29/26 |  | 11850 | &nbsp;&nbsp; 11883003 |
| Mastercard, Inc.  | Mastercard, Inc.  | Mastercard, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.440%, <br> FRN, 4.789%, <br> 03/15/28<br>|  | 7240 | &nbsp;&nbsp; 7253054 |
|  | 1.000%, 02/22/29 | EUR | 3400 | &nbsp;&nbsp; 3684049 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.509%, 10/30/26 |  | 400 | &nbsp;&nbsp; 403607 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |  |
| (r)Ω | 4.912%, 05/20/27 |  | 13250 | &nbsp;&nbsp; 13283511 |
| Procter & Gamble Co.  | Procter & Gamble Co.  |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 5800 | &nbsp;&nbsp; 5937778 |
| Roche Finance Europe BV  | Roche Finance Europe BV  |  |  |  |
|  | 3.227%, 05/03/30 | EUR | 3210 | &nbsp;&nbsp; 3761945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.080%, 11/13/26 |  | 18040 | &nbsp;&nbsp; 18157094 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 4.984%, 10/22/27 |  | 20915 | &nbsp;&nbsp; 20948195 |
| Visa, Inc.  | Visa, Inc.  |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 10100 | &nbsp;&nbsp; 11281136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.775%, 04/28/27 |  | 19700 | &nbsp;&nbsp; 19780230 |
| Wells Fargo Bank NA  | Wells Fargo Bank NA  | Wells Fargo Bank NA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.060%, <br> FRN, 5.399%, <br> 08/07/26<br>|  | 2530 | &nbsp;&nbsp; 2546138 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.070%, <br> FRN, 5.418%, <br> 12/11/26<br>| 2275 | &nbsp;&nbsp; $2295616 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 162582979 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 4834700050 |
| U.S. TREASURY OBLIGATIONS — (8.1%) | U.S. TREASURY OBLIGATIONS — (8.1%) | U.S. TREASURY OBLIGATIONS — (8.1%) | U.S. TREASURY OBLIGATIONS — (8.1%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.329%, 08/28/25  | 20000 | &nbsp;&nbsp; 19935687 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.170%, FRN, <br> 4.451%, 10/31/25 <br>| 201050 | &nbsp;&nbsp; 201127447 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26 <br>| 389500 | &nbsp;&nbsp; 389885301 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.160%, FRN, <br> 4.441%, 04/30/27 <br>| 116000 | &nbsp;&nbsp; 116068569 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 727017004 |
| COMMERCIAL PAPER — (31.0%) | COMMERCIAL PAPER — (31.0%) | COMMERCIAL PAPER — (31.0%) | COMMERCIAL PAPER — (31.0%) |
| AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Queensland Treasury <br> Corp. |  |  |
|  | 4.457%, 08/05/25 | 10000 | &nbsp;&nbsp; 9994018 |
| CANADA — (3.9%) | CANADA — (3.9%) | CANADA — (3.9%) | CANADA — (3.9%) |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.467%, 10/21/25 | 18500 | &nbsp;&nbsp; 18315740 |
| Ω | 4.499%, 12/02/25 | 47952 | &nbsp;&nbsp; 47232087 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.440%, 09/15/25 | 42500 | &nbsp;&nbsp; 42263772 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 4.419%, 08/08/25 | 12000 | &nbsp;&nbsp; 11988505 |
| Ω | 4.431%, 08/20/25 | 50000 | &nbsp;&nbsp; 49880120 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.411%, 08/14/25 | 40500 | &nbsp;&nbsp; 40432001 |
| Ω | 4.438%, 09/04/25 | 10250 | &nbsp;&nbsp; 10207000 |
| Ω | 4.438%, 09/08/25 | 32000 | &nbsp;&nbsp; 31850275 |
| Ω | 4.439%, 09/16/25 | 40000 | &nbsp;&nbsp; 39774104 |
| Ω | 4.422%, 11/04/25 | 21000 | &nbsp;&nbsp; 20758192 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.472%, 09/05/25 | 40000 | &nbsp;&nbsp; 39824628 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp; 352526424 |
| FRANCE — (3.6%) | FRANCE — (3.6%) | FRANCE — (3.6%) | FRANCE — (3.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.451%, 08/07/25 | 50000 | &nbsp;&nbsp; 49957905 |
| Ω | 4.460%, 08/28/25 | 50000 | &nbsp;&nbsp; 49831810 |
| Ω | 4.450%, 09/03/25 | 35000 | &nbsp;&nbsp; 34857067 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.455%, 08/07/25 | 25000 | &nbsp;&nbsp; $24979000 |
| Ω | 4.435%, 09/11/25 | 85000 | &nbsp;&nbsp; 84568430 |
| Ω | 4.476%, 09/11/25 | 10000 | &nbsp;&nbsp; 9949227 |
| Ω | 4.424%, 09/17/25 | 25000 | &nbsp;&nbsp; 24854800 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.424%, 08/19/25 | 40250 | &nbsp;&nbsp; 40158117 |
| Ω | 4.438%, 09/18/25 | 10000 | &nbsp;&nbsp; 9940928 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp; 329097284 |
| GERMANY — (7.9%) | GERMANY — (7.9%) | GERMANY — (7.9%) | GERMANY — (7.9%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.455%, 08/12/25 | 36947 | &nbsp;&nbsp; 36893619 |
| Ω | 4.453%, 08/18/25 | 15000 | &nbsp;&nbsp; 14967490 |
| Ω | 4.475%, 08/28/25 | 39500 | &nbsp;&nbsp; 39366956 |
| Ω | 4.447%, 08/29/25 | 50000 | &nbsp;&nbsp; 49825590 |
| Ω | 4.460%, 09/10/25 | 24000 | &nbsp;&nbsp; 23881546 |
| Ω | 4.460%, 09/12/25 | 89690 | &nbsp;&nbsp; 89225666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.428%, 08/05/25 | 49750 | &nbsp;&nbsp; 49720429 |
| Ω | 4.429%, 08/08/25 | 50000 | &nbsp;&nbsp; 49952445 |
| Ω | 4.437%, 08/08/25 | 50000 | &nbsp;&nbsp; 49952445 |
| Ω | 4.449%, 08/12/25 | 17750 | &nbsp;&nbsp; 17724676 |
| Ω | 4.456%, 08/18/25 | 80000 | &nbsp;&nbsp; 79828800 |
| Ω | 4.453%, 08/26/25 | 10000 | &nbsp;&nbsp; 9969009 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.434%, 08/15/25 | 3000 | &nbsp;&nbsp; 2994583 |
| Ω | 4.448%, 08/15/25 | 26000 | &nbsp;&nbsp; 25953054 |
| Ω | 4.392%, 09/26/25 | 30500 | &nbsp;&nbsp; 30290413 |
| Ω | 4.465%, 10/16/25 | 100000 | &nbsp;&nbsp; 99075360 |
| Ω | 4.459%, 11/12/25 | 40000 | &nbsp;&nbsp; 39503032 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp; 709125113 |
| NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 3.611%, 08/11/25 | 25000 | &nbsp;&nbsp; 24966898 |
| Ω | 4.429%, 08/15/25 | 50000 | &nbsp;&nbsp; 49909645 |
| Ω | 4.447%, 09/30/25 | 20000 | &nbsp;&nbsp; 19854300 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp; 94730843 |
| NORWAY — (1.2%) | NORWAY — (1.2%) | NORWAY — (1.2%) | NORWAY — (1.2%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.454%, 09/09/25 | 10000 | &nbsp;&nbsp; 9952050 |
| Ω | 4.476%, 09/12/25 | 10000 | &nbsp;&nbsp; 9947600 |
| Ω | 4.476%, 09/19/25 | 40000 | &nbsp;&nbsp; 39756280 |
| Ω | 4.434%, 10/14/25 | 30000 | &nbsp;&nbsp; 29729673 |
| Ω | 4.455%, 10/24/25 | 15000 | &nbsp;&nbsp; 14846657 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp; 104232260 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SINGAPORE — (3.3%) | SINGAPORE — (3.3%) | SINGAPORE — (3.3%) | SINGAPORE — (3.3%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.498%, 08/12/25 | 20000 | &nbsp;&nbsp; $19971172 |
| Ω | 4.465%, 08/27/25 | 9500 | &nbsp;&nbsp; 9469096 |
| Ω | 4.493%, 09/02/25 | 100000 | &nbsp;&nbsp; 99602080 |
| Ω | 4.493%, 09/03/25 | 20000 | &nbsp;&nbsp; 19917998 |
| Ω | 4.491%, 09/16/25 | 25000 | &nbsp;&nbsp; 24858075 |
| Ω | 4.494%, 09/23/25 | 24000 | &nbsp;&nbsp; 23840232 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.454%, 08/18/25 | 61000 | &nbsp;&nbsp; 60867642 |
| Ω | 4.449%, 08/19/25 | 39000 | &nbsp;&nbsp; 38910659 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp; 297436954 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.446%, 09/15/25 | 50000 | &nbsp;&nbsp; 49725915 |
| SWEDEN — (1.2%) | SWEDEN — (1.2%) | SWEDEN — (1.2%) | SWEDEN — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB |  |  |
| Ω | 4.488%, 11/10/25 | 25000 | &nbsp;&nbsp; 24691517 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.437%, 09/05/25 | 1000 | &nbsp;&nbsp; 995684 |
|  | 4.446%, 09/16/25 | 20000 | &nbsp;&nbsp; 19887052 |
|  | 4.435%, 09/30/25 | 25000 | &nbsp;&nbsp; 24816590 |
|  | 4.445%, 09/30/25 | 35000 | &nbsp;&nbsp; 34743226 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp; 105134069 |
| UNITED STATES — (8.3%) | UNITED STATES — (8.3%) | UNITED STATES — (8.3%) | UNITED STATES — (8.3%) |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 4.442%, 09/12/25 | 10000 | &nbsp;&nbsp; 9948416 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. |  |  |
| Ω | 4.418%, 08/01/25 | 7000 | &nbsp;&nbsp; 6999161 |
| Ω | 4.432%, 08/08/25 | 10000 | &nbsp;&nbsp; 9990398 |
| Ω | 4.439%, 08/22/25 | 29789 | &nbsp;&nbsp; 29710119 |
| Ω | 4.451%, 09/08/25 | 12750 | &nbsp;&nbsp; 12689930 |
| Ω | 4.451%, 09/09/25 | 29450 | &nbsp;&nbsp; 29307659 |
| Ω | 4.452%, 09/10/25 | 95000 | &nbsp;&nbsp; 94529246 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.447%, 08/15/25 | 11500 | &nbsp;&nbsp; 11479331 |
| Ω | 4.470%, 09/02/25 | 15500 | &nbsp;&nbsp; 15438507 |
| Ω | 4.470%, 09/04/25 | 26150 | &nbsp;&nbsp; 26039830 |
| Ω | 4.427%, 09/08/25 | 25000 | &nbsp;&nbsp; 24879525 |
| Ω | 4.449%, 09/12/25 | 22400 | &nbsp;&nbsp; 22280989 |
| Ω | 4.459%, 09/15/25 | 30650 | &nbsp;&nbsp; 30479246 |
| Ω | 4.438%, 09/23/25 | 60000 | &nbsp;&nbsp; 59607600 |
| Ω | 4.412%, 10/16/25 | 72000 | &nbsp;&nbsp; 71329435 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| Ω | 4.428%, 09/30/25 | 25000 | &nbsp;&nbsp; 24817848 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.477%, 08/28/25 | 98500 | &nbsp;&nbsp; 98168341 |
| Ω | 4.459%, 09/04/25 | 95000 | &nbsp;&nbsp; 94599765 |
| Ω | 4.459%, 09/17/25 | 20000 | &nbsp;&nbsp; 19884320 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Ω | 4.454%, 11/25/25 |  | 59000 | &nbsp;&nbsp; $58176625 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp; 750356291 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,802,696,741) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,802,696,741) |  |  | &nbsp;&nbsp; 2802359171 |
| FOREIGN SOVEREIGN OBLIGATIONS — (7.3%) | FOREIGN SOVEREIGN OBLIGATIONS — (7.3%) | FOREIGN SOVEREIGN OBLIGATIONS — (7.3%) | FOREIGN SOVEREIGN OBLIGATIONS — (7.3%) | FOREIGN SOVEREIGN OBLIGATIONS — (7.3%) |
| CANADA — (4.8%) | CANADA — (4.8%) | CANADA — (4.8%) | CANADA — (4.8%) | CANADA — (4.8%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |  |
| ∞ | 2.679%, 08/05/25 | CAD | 8385 | &nbsp;&nbsp; 6049291 |
| ∞ | 2.679%, 08/26/25 | CAD | 11706 | &nbsp;&nbsp; 8432020 |
| ∞ | 2.669%, 09/02/25 | CAD | 17522 | &nbsp;&nbsp; 12614803 |
| ∞ | 2.708%, 09/09/25 | CAD | 8400 | &nbsp;&nbsp; 6044350 |
| Canada Treasury Bills | Canada Treasury Bills |  |  |  |
| ∞ | 2.598%, 08/27/25 | CAD | 15700 | &nbsp;&nbsp; 11308396 |
| ∞ | 2.640%, 10/08/25 | CAD | 51000 | &nbsp;&nbsp; 36621283 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |  |
| ∞ | 2.697%, 09/03/25 | CAD | 101250 | &nbsp;&nbsp; 72890354 |
| ∞ | 2.678%, 08/20/25 | CAD | 34875 | &nbsp;&nbsp; 25132602 |
| ∞ | 2.661%, 08/06/25 | CAD | 65000 | &nbsp;&nbsp; 46890445 |
| ∞ | 2.659%, 08/13/25 | CAD | 27000 | &nbsp;&nbsp; 19467437 |
| ∞ | 2.679%, 08/27/25 | CAD | 10000 | &nbsp;&nbsp; 7202800 |
| ∞ | 2.700%, 09/24/25 | CAD | 52000 | &nbsp;&nbsp; 37377252 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 2.668%, 08/22/25 | CAD | 51400 | &nbsp;&nbsp; 37036490 |
| ∞ | 2.672%, 08/01/25 | CAD | 40000 | &nbsp;&nbsp; 28866340 |
| ∞ | 2.625%, 08/08/25 | CAD | 29975 | &nbsp;&nbsp; 21620680 |
| ∞ | 2.642%, 08/15/25 | CAD | 63000 | &nbsp;&nbsp; 45418108 |
| ∞ | 2.679%, 08/29/25 | CAD | 10600 | &nbsp;&nbsp; 7633974 |
| ∞ | 2.699%, 09/05/25 | CAD | 10000 | &nbsp;&nbsp; 7198181 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 437804806 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bills | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bills |  |  |  |
| ∞ | 3.305%, 08/25/25 | NZD | 39000 | &nbsp;&nbsp; 22921127 |
| ∞ | 3.350%, 09/08/25 | NZD | 8000 | &nbsp;&nbsp; 4695624 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 27616751 |
| SINGAPORE — (2.2%) | SINGAPORE — (2.2%) | SINGAPORE — (2.2%) | SINGAPORE — (2.2%) | SINGAPORE — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Monetary Authority of <br> Singapore Bills | &nbsp;&nbsp;&nbsp;&nbsp; Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 2.201%, 08/21/25 | SGD | 109500 | &nbsp;&nbsp; 84255156 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| ∞ | 2.254%, 08/28/25 | SGD | 144300 | &nbsp;&nbsp; $110995563 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp; 195250719 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 660672276 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $9,073,631,160) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $9,073,631,160) |  |  | &nbsp;&nbsp; 9024748501 |

---

&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%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 147511 | &nbsp;&nbsp; $1706259 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $9,075,337,404)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $9,075,337,404)^^ |  | &nbsp;&nbsp; $9026454760 |

---

As of July 31, 2025, DFA Five-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 60941916 | NZD | 102581917 | Australia and New Zealand Bank | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $510920 |
| USD | 5059665 | NZD | 8330593 | HSBC Bank | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152113 |
| USD | 58381179 | EUR | 49797869 | Bank of America Corp. | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1551877 |
| USD | 19804191 | EUR | 16813471 | State Street Bank and Trust | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 616666 |
| USD | 76664218 | SGD | 98310000 | Societe Generale | 08/06/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936654 |
| USD | 76582001 | SGD | 98310000 | Royal Bank of Canada | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848787 |
| USD | 3238309 | AUD | 4997100 | Australia and New Zealand Bank | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26798 |
| USD | 110340607 | SGD | 142423132 | Bank of America Corp. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583465 |
| USD | 112256990 | SGD | 144090827 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214653 |
| USD | 33960200 | CAD | 46071756 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692091 |
| USD | 16342962 | CAD | 22118563 | Societe Generale | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371294 |
| USD | 85320361 | SGD | 109355567 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046448 |
| USD | 112389035 | EUR | 96868769 | HSBC Bank | 08/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1776808 |
| USD | 83253103 | CAD | 112547198 | Citibank, N.A. | 08/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1959611 |
| USD | 5059252 | NZD | 8448454 | Australia and New Zealand Bank | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79673 |
| USD | 34171184 | NZD | 56765627 | Bank of America Corp. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 713120 |
| USD | 15520607 | NZD | 26139966 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113526 |
| USD | 4810976 | NZD | 8039890 | State Street Bank and Trust | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72208 |
| USD | 3238533 | CAD | 4434602 | State Street Bank and Trust | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35237 |
| USD | 46834196 | NZD | 78369856 | Australia and New Zealand Bank | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640768 |
| USD | 14803025 | NZD | 24502812 | Bank of America Corp. | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360368 |
| USD | 12646420 | NZD | 21327118 | Citibank, N.A. | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75608 |
| USD | 2626763 | EUR | 2280404 | Citibank, N.A. | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21266 |
| USD | 45977219 | EUR | 38939582 | HSBC Bank | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1486416 |
| USD | 47340829 | EUR | 40378313 | Societe Generale | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1206191 |
| USD | 45850191 | EUR | 39284337 | State Street Bank and Trust | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965486 |
| USD | 5366312 | EUR | 4566168 | UBS AG | 08/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149191 |
| USD | 319911 | EUR | 272625 | Citibank, N.A. | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8359 |
| USD | 145995175 | EUR | 123897789 | HSBC Bank | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4406318 |
| USD | 1469138 | EUR | 1278391 | UBS AG | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8209 |
| USD | 67261854 | CAD | 91670946 | Citibank, N.A. | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1014919 |
| USD | 44120869 | AUD | 68418192 | Australia and New Zealand Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132929 |
| USD | 522297 | AUD | 796676 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10093 |
| USD | 77355128 | CAD | 105551242 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1073714 |
| USD | 4065317 | AUD | 6300660 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14450 |
| USD | 9796432 | EUR | 8523129 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53716 |
| USD | 64957208 | EUR | 55310621 | Barclays Capital | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1715298 |
| USD | 39498148 | CAD | 53764753 | Barclays Capital | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634974 |
| USD | 69816071 | EUR | 58995256 | Societe Generale | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2361166 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 48783286 | CAD | 66833834 | Societe Generale | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $473292 |
| USD | 9879870 | EUR | 8413790 | State Street Bank and Trust | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259580 |
| USD | 3227256 | EUR | 2729137 | UBS AG | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106774 |
| USD | 61559460 | CAD | 83858081 | Barclays Capital | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940743 |
| USD | 76404000 | EUR | 66611340 | Royal Bank of Canada | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235835 |
| USD | 79592849 | CAD | 107781962 | Barclays Capital | 09/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1676407 |
| USD | 79094674 | CAD | 107548603 | Citibank, N.A. | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1343132 |
| USD | 38053609 | CAD | 51717146 | Citibank, N.A. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 659567 |
| USD | 8990678 | CAD | 12252259 | HSBC Bank | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131692 |
| USD | 77113008 | EUR | 65733842 | HSBC Bank | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1923423 |
| USD | 66072230 | CAD | 90204980 | Royal Bank of Canada | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 849589 |
| USD | 68645423 | EUR | 58436571 | Societe Generale | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1802814 |
| USD | 1470463 | EUR | 1278391 | State Street Bank and Trust | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8177 |
| USD | 16091523 | NZD | 26565900 | Australia and New Zealand Bank | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421505 |
| USD | 10395553 | NZD | 17196507 | Bank of America Corp. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252113 |
| USD | 9554580 | NZD | 15854952 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202464 |
| USD | 131681322 | EUR | 112211213 | HSBC Bank | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3320189 |
| USD | 4123282 | EUR | 3494003 | Royal Bank of Canada | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126407 |
| USD | 11208362 | EUR | 9743589 | UBS AG | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62434 |
| USD | 71743833 | CAD | 97757523 | Citibank, N.A. | 09/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1049973 |
| USD | 135415362 | EUR | 115631792 | HSBC Bank | 09/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3080295 |
| USD | 111292718 | AUD | 170318946 | Royal Bank of Canada | 09/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1751515 |
| USD | 11633317 | EUR | 10045348 | UBS AG | 09/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136895 |
| USD | 7847074 | EUR | 6654457 | HSBC Bank | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228352 |
| USD | 99451628 | EUR | 85219853 | Royal Bank of Canada | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1882974 |
| USD | 37102683 | EUR | 31419768 | Societe Generale | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1130027 |
| USD | 2760875 | EUR | 2383062 | UBS AG | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32495 |
| USD | 145284593 | EUR | 124032334 | HSBC Bank | 09/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3269959 |
| USD | 1905532 | EUR | 1644806 | UBS AG | 09/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22261 |
| USD | 35322739 | NZD | 58872310 | Australia and New Zealand Bank | 09/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571946 |
| USD | 15314704 | EUR | 13212638 | State Street Bank and Trust | 09/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180498 |
| USD | 1112587 | EUR | 970396 | UBS AG | 09/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1062 |
| USD | 102594775 | AUD | 155878768 | Royal Bank of Canada | 10/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2308190 |
| USD | 99685099 | AUD | 152558926 | Royal Bank of Canada | 10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1523020 |
| USD | 41644057 | EUR | 35901584 | Australia and New Zealand Bank | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480721 |
| USD | 81112907 | EUR | 69329274 | Societe Generale | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1622704 |
| USD | 114615070 | AUD | 174240156 | State Street Bank and Trust | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2491522 |
| USD | 24152322 | EUR | 20446282 | State Street Bank and Trust | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709424 |
| USD | 28693244 | NZD | 47897789 | Australia and New Zealand Bank | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404001 |
| USD | 95857646 | AUD | 148207865 | Royal Bank of Canada | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480283 |
| USD | 46092734 | EUR | 39531993 | Societe Generale | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 746245 |
| USD | 112488094 | AUD | 169928780 | Bank of New York Mellon | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3117531 |
| USD | 30592241 | AUD | 46564100 | UBS AG | 10/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620622 |
| USD | 49473950 | NZD | 82916493 | Australia and New Zealand Bank | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474960 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$72755000** |
| NZD | 82916493 | USD | 49319559 | Australia and New Zealand Bank | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(473463)<br>|
| USD | 8536478 | NZD | 14501042 | Bank of America Corp. | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6084)<br>|
| NZD | 32997059 | USD | 19864922 | Royal Bank of Canada | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426359)<br>|
| NZD | 9500000 | USD | 5706032 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109583)<br>|
| EUR | 66611340 | USD | 76251999 | Royal Bank of Canada | 08/04/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (235173)<br>|
| AUD | 25425172 | USD | 16576350 | Bank of America Corp. | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236232)<br>|
| AUD | 25704852 | USD | 16791589 | State Street Bank and Trust | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (271728)<br>|
| USD | 112051441 | AUD | 174452620 | UBS AG | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64868)<br>|
| SGD | 109098919 | USD | 84107145 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31016)<br>|
| SGD | 115303578 | USD | 89961581 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1103885)<br>|
| SGD | 114586567 | USD | 88616452 | Royal Bank of Canada | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (311315)<br>|
| USD | 7819093 | CAD | 10840785 | Societe Generale | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8966)<br>|
| USD | 15259773 | CAD | 21244769 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80934)<br>|
| USD | 84362887 | CAD | 117039974 | HSBC Bank | 08/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159187)<br>|
| CAD | 46449837 | USD | 34243203 | HSBC Bank | 08/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (698796)<br>|
| CAD | 54595811 | USD | 40006929 | Bank of America Corp. | 08/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (572058)<br>|

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 84315887 | CAD | 117120011 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(284723)<br>|
| CAD | 82468262 | USD | 60358758 | HSBC Bank | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (788535)<br>|
| CAD | 7404688 | USD | 5409012 | Royal Bank of Canada | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60300)<br>|
| NZD | 62249943 | USD | 37838130 | Royal Bank of Canada | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1146237)<br>|
| USD | 31342389 | AUD | 48750151 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (426)<br>|
| CAD | 40524731 | USD | 29674369 | Societe Generale | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (387326)<br>|
| CAD | 14957599 | USD | 10884623 | Australia and New Zealand Bank | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69543)<br>|
| CAD | 14899474 | USD | 10802668 | Societe Generale | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29615)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(7556352)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$65198648** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $3,254,353,769 or 34.6% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $773002634 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $773002634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 270779240 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 270779240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 342584706 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 342584706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21568814 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21568814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 98583008 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 98583008 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 225723435 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 225723435 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 216955049 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 216955049 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 428066389 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 428066389 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 212355682 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 212355682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 197702836 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 197702836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 148069781 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 148069781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1540643581 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1540643581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 196081916 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 196081916 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 162582979 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 162582979 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 727017004 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 727017004 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2802359171 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2802359171 |
| Foreign Sovereign Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 660672276 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 660672276 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1706259 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1706259 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $9026454760 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $9026454760 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72755000 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 72755000 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (7556352) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (7556352) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $65198648 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $65198648 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 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 — (7.8%) | AUSTRALIA — (7.8%) | AUSTRALIA — (7.8%) | AUSTRALIA — (7.8%) |
| New South Wales Treasury Corp.  | New South Wales Treasury Corp.  |  |  |
| 2.000%, 03/20/31 | AUD | 14000 | &nbsp;&nbsp; $8057443 |
| 1.750%, 03/20/34 | AUD | 6000 | &nbsp;&nbsp; 3048783 |
| 4.750%, 02/20/35 | AUD | 5000 | &nbsp;&nbsp; 3200140 |
| 4.750%, 02/20/37 | AUD | 7400 | &nbsp;&nbsp; 4615842 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
| 3.500%, 08/21/30 | AUD | 11000 | &nbsp;&nbsp; 6911861 |
| 1.750%, 08/21/31 | AUD | 3000 | &nbsp;&nbsp; 1676237 |
| 1.750%, 07/20/34 | AUD | 7000 | &nbsp;&nbsp; 3499332 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Australian Government <br> Financing Authority  |  |  |  |
| 1.750%, 05/24/32 | AUD | 3000 | &nbsp;&nbsp; 1636868 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
| 4.250%, 12/20/32 | AUD | 5000 | &nbsp;&nbsp; 3166111 |
| 2.250%, 11/20/34 | AUD | 51500 | &nbsp;&nbsp; 26593348 |
| 2.000%, 09/17/35 | AUD | 11000 | &nbsp;&nbsp; 5380330 |
| 2.000%, 11/20/37 | AUD | 4200 | &nbsp;&nbsp; 1897731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Australian Treasury <br> Corp.  |  |  |  |
| 2.000%, 10/24/34 | AUD | 10000 | &nbsp;&nbsp; 5139015 |
| TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 74823041 |
| BELGIUM — (3.0%) | BELGIUM — (3.0%) | BELGIUM — (3.0%) | BELGIUM — (3.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium Government <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium Government <br> Bonds  |  |  |
| 3.000%, 06/22/34 | EUR | 10000 | &nbsp;&nbsp; 11357615 |
| 1.900%, 06/22/38 | EUR | 8000 | &nbsp;&nbsp; 7634215 |
| 2.750%, 04/22/39 | EUR | 3500 | &nbsp;&nbsp; 3658239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ministeries Van de Vlaamse <br> Gemeenschap  |  |  |  |
| 3.125%, 06/22/34 | EUR | 5000 | &nbsp;&nbsp; 5652133 |
| TOTAL BELGIUM |  |  | &nbsp;&nbsp; 28302202 |
| CANADA — (19.5%) | CANADA — (19.5%) | CANADA — (19.5%) | CANADA — (19.5%) |
| CDP Financial, Inc.  |  |  |  |
| 2.750%, 02/13/32 | EUR | 20000 | &nbsp;&nbsp; 22535399 |
| CPPIB Capital, Inc.  |  |  |  |
| 1.500%, 03/04/33 | EUR | 31520 | &nbsp;&nbsp; 32254142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust  |  |  |  |
| 1.850%, 05/03/32 | EUR | 13000 | &nbsp;&nbsp; 13802724 |
| Province of British Columbia  | Province of British Columbia  |  |  |
| 1.550%, 06/18/31 | CAD | 23000 | &nbsp;&nbsp; 14978219 |
| 3.550%, 06/18/33 | CAD | 16000 | &nbsp;&nbsp; 11408661 |
| 3.400%, 05/24/39 | EUR | 7500 | &nbsp;&nbsp; 8380231 |
| Province of Manitoba  |  |  |  |
| 4.250%, 06/02/34 | CAD | 4000 | &nbsp;&nbsp; 2956438 |
| Province of Ontario  | Province of Ontario  |  |  |
| 3.750%, 06/02/32 | CAD | 39000 | &nbsp;&nbsp; 28475967 |
| 3.650%, 06/02/33 | CAD | 4800 | &nbsp;&nbsp; 3448199 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| 4.150%, 06/02/34 | CAD | 6000 | &nbsp;&nbsp; $4416859 |
| Province of Quebec  | Province of Quebec  |  |  |
| 1.500%, 09/01/31 | CAD | 21000 | &nbsp;&nbsp; 13551941 |
| 3.600%, 09/01/33 | CAD | 3000 | &nbsp;&nbsp; 2140943 |
| 4.450%, 09/01/34 | CAD | 9000 | &nbsp;&nbsp; 6760068 |
| 5.750%, 12/01/36 | CAD | 5400 | &nbsp;&nbsp; 4441009 |
| Province of Saskatchewan  |  |  |  |
| 3.300%, 05/08/34 | EUR | 10000 | &nbsp;&nbsp; 11461892 |
| PSP Capital, Inc.  |  |  |  |
| 3.250%, 07/02/34 | EUR | 5000 | &nbsp;&nbsp; 5718062 |
| TOTAL CANADA |  |  | &nbsp;&nbsp; 186730754 |
| DENMARK — (2.4%) | DENMARK — (2.4%) | DENMARK — (2.4%) | DENMARK — (2.4%) |
| Denmark Government Bonds  | Denmark Government Bonds  |  |  |
| 2.250%, 11/15/33 | DKK | 150000 | &nbsp;&nbsp; 22722076 |
| FINLAND — (5.0%) | FINLAND — (5.0%) | FINLAND — (5.0%) | FINLAND — (5.0%) |
| Finland Government Bonds  |  |  |  |
| 1.125%, 04/15/34 | EUR | 19250 | &nbsp;&nbsp; 18927102 |
| Kuntarahoitus OYJ  |  |  |  |
| 1.250%, 02/23/33 | EUR | 28011 | &nbsp;&nbsp; 28450962 |
| TOTAL FINLAND |  |  | &nbsp;&nbsp; 47378064 |
| FRANCE — (20.8%) | FRANCE — (20.8%) | FRANCE — (20.8%) | FRANCE — (20.8%) |
| Aeroports de Paris SA  |  |  |  |
| 3.500%, 03/20/33 | EUR | 8000 | &nbsp;&nbsp; 9215309 |
| Agence France Locale  | Agence France Locale  |  |  |
| 3.125%, 03/20/33 | EUR | 6100 | &nbsp;&nbsp; 6906406 |
| 3.125%, 03/20/34 | EUR | 5000 | &nbsp;&nbsp; 5619419 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  | &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government <br> Bonds OAT  |  |  |
| 3.500%, 11/25/33 | EUR | 64000 | &nbsp;&nbsp; 74840909 |
| 1.250%, 05/25/34 | EUR | 69000 | &nbsp;&nbsp; 66988859 |
| 4.750%, 04/25/35 | EUR | 23000 | &nbsp;&nbsp; 29383043 |
| 1.750%, 06/25/39 | EUR | 3000 | &nbsp;&nbsp; 2723851 |
| UNEDIC ASSEO  |  |  |  |
| 1.250%, 05/25/33 | EUR | 3400 | &nbsp;&nbsp; 3388100 |
| TOTAL FRANCE |  |  | &nbsp;&nbsp; 199065896 |
| GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) |
| Deutsche Bahn AG  |  |  |  |
| 1.625%, 08/16/33 | EUR | 4773 | &nbsp;&nbsp; 4886157 |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
| 0.050%, 09/29/34 | EUR | 10000 | &nbsp;&nbsp; 8860002 |
| 2.600%, 06/20/37 | JPY | 1056000 | &nbsp;&nbsp; 7770910 |
| TOTAL GERMANY |  |  | &nbsp;&nbsp; 21517069 |

---

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| JAPAN — (2.0%) | JAPAN — (2.0%) | JAPAN — (2.0%) | JAPAN — (2.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Thirty Year <br> Bonds  |  |  |
| 2.500%, 03/20/36 | JPY | 400000 | &nbsp;&nbsp; $2873714 |
| 2.400%, 03/20/37 | JPY | 800000 | &nbsp;&nbsp; 5655013 |
| 2.400%, 09/20/38 | JPY | 800000 | &nbsp;&nbsp; 5581326 |
| 2.300%, 03/20/40 | JPY | 800000 | &nbsp;&nbsp; 5427321 |
| TOTAL JAPAN |  |  | &nbsp;&nbsp; 19537374 |
| NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) |
| Alliander NV  |  |  |  |
| 3.000%, 05/06/33 | EUR | 8000 | &nbsp;&nbsp; 9001829 |
| BNG Bank NV  |  |  |  |
| 3.300%, 04/26/29 | AUD | 14600 | &nbsp;&nbsp; 9158725 |
| Enexis Holding NV  |  |  |  |
| 0.625%, 06/17/32 | EUR | 4000 | &nbsp;&nbsp; 3862420 |
| TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 22022974 |
| NEW ZEALAND — (4.5%) | NEW ZEALAND — (4.5%) | NEW ZEALAND — (4.5%) | NEW ZEALAND — (4.5%) |
| New Zealand Government Bonds  | New Zealand Government Bonds  |  |  |
| 4.250%, 05/15/34 | NZD | 35000 | &nbsp;&nbsp; 20350043 |
| 2.750%, 04/15/37 | NZD | 24200 | &nbsp;&nbsp; 11721747 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  |  |  |
| 3.500%, 04/14/33 | NZD | 10000 | &nbsp;&nbsp; 5442853 |
| 3.000%, 05/15/35 | NZD | 5000 | &nbsp;&nbsp; 2504192 |
| 2.000%, 04/15/37 | NZD | 6000 | &nbsp;&nbsp; 2549714 |
| TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 42568549 |
| NORWAY — (3.1%) | NORWAY — (3.1%) | NORWAY — (3.1%) | NORWAY — (3.1%) |
| Equinor ASA  | Equinor ASA  |  |  |
| 6.875%, 03/11/31 | GBP | 19124 | &nbsp;&nbsp; 28064195 |
| 1.625%, 02/17/35 | EUR | 2000 | &nbsp;&nbsp; 1935041 |
| TOTAL NORWAY |  |  | &nbsp;&nbsp; 29999236 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.9%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.9%) |
| Asian Development Bank  |  |  |  |
| 2.350%, 06/21/27 | JPY | 1830000 | &nbsp;&nbsp; 12500073 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | &nbsp;&nbsp;&nbsp;&nbsp; SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | &nbsp;&nbsp;&nbsp;&nbsp; Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |
| 3.350%, 05/21/29 | AUD | 15000 | &nbsp;&nbsp; $9395960 |
| 0.150%, 10/10/34 | EUR | 30000 | &nbsp;&nbsp; 26184156 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Financial Stability <br> Facility  |  |  |  |
| 1.250%, 05/24/33 | EUR | 30000 | &nbsp;&nbsp; 30527211 |
| European Investment Bank  |  |  |  |
| 3.875%, 06/08/37 | GBP | 4250 | &nbsp;&nbsp; 5139925 |
| European Stability Mechanism  |  |  |  |
| 1.200%, 05/23/33 | EUR | 11700 | &nbsp;&nbsp; 11889166 |
| European Union  | European Union  |  |  |
| 1.250%, 04/04/33 | EUR | 7200 | &nbsp;&nbsp; 7310166 |
| 3.375%, 10/04/39 | EUR | 1000 | &nbsp;&nbsp; 1130022 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |  |
| 1.200%, 08/08/34 | EUR | 10000 | &nbsp;&nbsp; 9862526 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 113939205 |
| UNITED KINGDOM — (15.5%) | UNITED KINGDOM — (15.5%) | UNITED KINGDOM — (15.5%) | UNITED KINGDOM — (15.5%) |
| U.K. Gilts  | U.K. Gilts  |  |  |
| 4.500%, 03/07/35 | GBP | 33750 | &nbsp;&nbsp; 44334564 |
| 0.625%, 07/31/35 | GBP | 114600 | &nbsp;&nbsp; 103896956 |
| TOTAL UNITED KINGDOM |  |  | &nbsp;&nbsp; 148231520 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL BONDS <br>Cost ($1045414086) |  |  | &nbsp;&nbsp; 956837960 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,045,414,086)^^ |  |  | &nbsp;&nbsp; $956837960 |

---

As of July 31, 2025, DFA World ex U.S. Government Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 80283728 | EUR | 68324146 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2312248 |
| CAD | 2065289 | USD | 1488778 | Royal Bank of Canada | 08/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2627 |
| CAD | 1369857 | USD | 984861 | Citibank, N.A. | 08/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4401 |
| USD | 106903952 | EUR | 91768746 | Barclays Capital | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2073562 |
| USD | 5784645 | JPY | 856678298 | Australia and New Zealand Bank | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88613 |
| USD | 84866593 | EUR | 71557457 | Citibank, N.A. | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3075314 |
| USD | 12909884 | EUR | 10905637 | State Street Bank and Trust | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444572 |

---

------

**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 | 58923369 | GBP | 43741201 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1142684 |
| USD | 8808874 | DKK | 55798029 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261808 |
| USD | 81873558 | EUR | 69593843 | Royal Bank of Canada | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2321433 |
| USD | 94611887 | AUD | 144578531 | Royal Bank of Canada | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1658369 |
| USD | 6618250 | EUR | 5604272 | State Street Bank and Trust | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212054 |
| USD | 1341686 | EUR | 1167584 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7031 |
| USD | 493961 | NZD | 814229 | Bank of America Corp. | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13805 |
| USD | 1030929 | AUD | 1572547 | UBS AG | 09/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19559 |
| USD | 70220760 | GBP | 51594847 | HSBC Bank | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2052151 |
| USD | 2063957 | GBP | 1528880 | State Street Bank and Trust | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43957 |
| USD | 44762519 | EUR | 38110622 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1129469 |
| USD | 252545 | DKK | 1597417 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7403 |
| USD | 2900938 | JPY | 434370928 | HSBC Bank | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4739 |
| USD | 21115170 | JPY | 3070132463 | Royal Bank of Canada | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644849 |
| USD | 79057596 | EUR | 68324146 | UBS AG | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791625 |
| USD | 57708503 | GBP | 42388047 | HSBC Bank | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1693882 |
| USD | 43729208 | NZD | 72151682 | Citibank, N.A. | 10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1102629 |
| USD | 11466941 | JPY | 1680541907 | HSBC Bank | 10/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218547 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$21327331** |
| EUR | 68324146 | USD | 78745628 | UBS AG | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(774149)<br>|
| USD | 82387462 | EUR | 73825776 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1906903)<br>|
| USD | 14256284 | DKK | 94568705 | Royal Bank of Canada | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (210905)<br>|
| USD | 48022981 | CAD | 66852552 | Citibank, N.A. | 08/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (253169)<br>|
| USD | 48086087 | CAD | 66685405 | Citibank, N.A. | 08/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71722)<br>|
| CAD | 1314101 | USD | 966137 | State Street Bank and Trust | 08/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17140)<br>|
| EUR | 3081298 | USD | 3577549 | Societe Generale | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57684)<br>|
| GBP | 1403837 | USD | 1908091 | JPMorgan Chase Bank NA | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53300)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(3344972)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$17982359** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $74823041 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $74823041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28302202 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28302202 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 186730754 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 186730754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22722076 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22722076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47378064 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47378064 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 199065896 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 199065896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21517069 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21517069 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19537374 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19537374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22022974 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22022974 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42568549 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42568549 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29999236 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29999236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 113939205 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 113939205 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 148231520 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 148231520 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $956837960 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $956837960 |

---

------

**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** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $21327331 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $21327331 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (3344972) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (3344972) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $17982359 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $17982359 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Intermediate Government Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| AGENCY OBLIGATIONS — (33.1%) | AGENCY OBLIGATIONS — (33.1%) | AGENCY OBLIGATIONS — (33.1%) |
| Federal Home Loan Banks |  |  |
| 4.375%, 03/13/26 | 6080 | &nbsp;&nbsp; $6085868 |
| 5.750%, 06/12/26 | 16080 | &nbsp;&nbsp; 16276445 |
| 1.875%, 09/11/26 | 2500 | &nbsp;&nbsp; 2438319 |
| 3.000%, 09/11/26 | 62930 | &nbsp;&nbsp; 62172887 |
| 2.125%, 12/11/26 | 30250 | &nbsp;&nbsp; 29479699 |
| 2.500%, 12/10/27 | 97640 | &nbsp;&nbsp; 94475566 |
| 3.000%, 03/10/28 | 51070 | &nbsp;&nbsp; 49895833 |
| 3.250%, 06/09/28 | 202360 | &nbsp;&nbsp; 198890811 |
| 3.250%, 11/16/28 | 270180 | &nbsp;&nbsp; 265362239 |
| 2.125%, 09/14/29 | 12635 | &nbsp;&nbsp; 11700430 |
| 2.125%, 12/14/29 | 52580 | &nbsp;&nbsp; 48476133 |
| 4.500%, 09/13/30 | 5505 | &nbsp;&nbsp; 5589670 |
| 4.750%, 03/10/34 | 15000 | &nbsp;&nbsp; 15167633 |
| 5.500%, 07/15/36 | 158590 | &nbsp;&nbsp; 169478057 |
| Tennessee Valley Authority |  |  |
| 2.875%, 02/01/27 | 170019 | &nbsp;&nbsp; 167055933 |
| 7.125%, 05/01/30 | 159440 | &nbsp;&nbsp; 180660472 |
| 1.500%, 09/15/31 | 77768 | &nbsp;&nbsp; 66305903 |
| 4.700%, 07/15/33 | 19000 | &nbsp;&nbsp; 19357364 |
| 4.375%, 08/01/34 | 112591 | &nbsp;&nbsp; 110840809 |
| 4.875%, 05/15/35 | 160000 | &nbsp;&nbsp; 162317739 |
| 4.650%, 06/15/35 | 10635 | &nbsp;&nbsp; 10679458 |
| 5.880%, 04/01/36 | 144694 | &nbsp;&nbsp; 158622470 |
| 6.150%, 01/15/38 | 709 | &nbsp;&nbsp; 798340 |
| 5.500%, 06/15/38 | 6207 | &nbsp;&nbsp; 6583026 |
| 5.250%, 09/15/39 | 58558 | &nbsp;&nbsp; 60389083 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  | &nbsp;&nbsp; 1919100187 |
| U.S. TREASURY OBLIGATIONS — (66.6%) | U.S. TREASURY OBLIGATIONS — (66.6%) | U.S. TREASURY OBLIGATIONS — (66.6%) |
| U.S. Treasury Bonds |  |  |
| 6.750%, 08/15/26 | 8183 | &nbsp;&nbsp; 8398557 |
| 6.500%, 11/15/26 | 5500 | &nbsp;&nbsp; 5686699 |
| 6.625%, 02/15/27 | 5000 | &nbsp;&nbsp; 5207812 |
| 6.125%, 11/15/27 | 47250 | &nbsp;&nbsp; 49629111 |
| 5.500%, 08/15/28 | 15500 | &nbsp;&nbsp; 16222324 |
| 5.250%, 11/15/28 | 42932 | &nbsp;&nbsp; 44686279 |
| 5.250%, 02/15/29 | 41500 | &nbsp;&nbsp; 43443692 |
| 6.125%, 08/15/29 | 6278 | &nbsp;&nbsp; 6790540 |
| 6.250%, 05/15/30 | 51789 | &nbsp;&nbsp; 56911695 |
| 5.375%, 02/15/31 | 13250 | &nbsp;&nbsp; 14140234 |
| 4.500%, 02/15/36 | 20750 | &nbsp;&nbsp; 21056387 |
| 4.750%, 02/15/37 | 285250 | &nbsp;&nbsp; 293963498 |
| 5.000%, 05/15/37 | 321000 | &nbsp;&nbsp; 337727111 |
| 4.375%, 02/15/38 | 253400 | &nbsp;&nbsp; 250380977 |
| 4.500%, 05/15/38 | 335355 | &nbsp;&nbsp; 336049289 |
| 3.500%, 02/15/39 | 226635 | &nbsp;&nbsp; 202687826 |
| 4.250%, 05/15/39 | 148050 | &nbsp;&nbsp; 142665838 |
| 4.500%, 08/15/39 | 144424 | &nbsp;&nbsp; 142455095 |
| 4.375%, 11/15/39 | 5000 | &nbsp;&nbsp; 4853711 |
| 1.125%, 05/15/40 | 37000 | &nbsp;&nbsp; 22843164 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| 4.375%, 05/15/40 | 10000 | &nbsp;&nbsp; $9679687 |
| U.S. Treasury Notes |  |  |
| 1.625%, 02/15/26 | 4000 | &nbsp;&nbsp; 3943500 |
| 2.250%, 03/31/26 | 8000 | &nbsp;&nbsp; 7894469 |
| 2.375%, 04/30/26 | 13000 | &nbsp;&nbsp; 12820539 |
| 1.625%, 05/15/26 | 18375 | &nbsp;&nbsp; 18012614 |
| 2.125%, 05/31/26 | 25000 | &nbsp;&nbsp; 24569531 |
| 1.875%, 06/30/26 | 22750 | &nbsp;&nbsp; 22279004 |
| 1.875%, 07/31/26 | 12500 | &nbsp;&nbsp; 12220215 |
| 1.500%, 08/15/26 | 65000 | &nbsp;&nbsp; 63254649 |
| 1.375%, 08/31/26 | 11000 | &nbsp;&nbsp; 10678594 |
| 1.625%, 09/30/26 | 19000 | &nbsp;&nbsp; 18461172 |
| 1.625%, 10/31/26 | 31000 | &nbsp;&nbsp; 30067578 |
| 2.000%, 11/15/26 | 35550 | &nbsp;&nbsp; 34616812 |
| 1.500%, 01/31/27 | 5000 | &nbsp;&nbsp; 4816602 |
| 2.250%, 02/15/27 | 8500 | &nbsp;&nbsp; 8275879 |
| 1.125%, 02/28/27 | 10250 | &nbsp;&nbsp; 9801963 |
| 0.625%, 03/31/27 | 5000 | &nbsp;&nbsp; 4731445 |
| 2.375%, 05/15/27 | 5250 | &nbsp;&nbsp; 5105625 |
| 0.500%, 05/31/27 | 7000 | &nbsp;&nbsp; 6576172 |
| 0.500%, 06/30/27 | 7250 | &nbsp;&nbsp; 6793193 |
| 0.375%, 07/31/27 | 3000 | &nbsp;&nbsp; 2796445 |
| 2.250%, 08/15/27 | 15850 | &nbsp;&nbsp; 15328684 |
| 0.500%, 08/31/27 | 5000 | &nbsp;&nbsp; 4660547 |
| 0.375%, 09/30/27 | 5000 | &nbsp;&nbsp; 4635938 |
| 0.500%, 10/31/27 | 7000 | &nbsp;&nbsp; 6490312 |
| 2.250%, 11/15/27 | 5000 | &nbsp;&nbsp; 4818945 |
| 0.625%, 11/30/27 | 5000 | &nbsp;&nbsp; 4637500 |
| 2.750%, 02/15/28 | 9750 | &nbsp;&nbsp; 9479590 |
| 1.125%, 02/29/28 | 5000 | &nbsp;&nbsp; 4662305 |
| 1.250%, 03/31/28 | 5000 | &nbsp;&nbsp; 4668164 |
| 1.250%, 04/30/28 | 37000 | &nbsp;&nbsp; 34477930 |
| 2.875%, 05/15/28 | 40500 | &nbsp;&nbsp; 39421055 |
| 1.250%, 06/30/28 | 13500 | &nbsp;&nbsp; 12529160 |
| 1.000%, 07/31/28 | 6000 | &nbsp;&nbsp; 5514609 |
| 2.875%, 08/15/28 | 10750 | &nbsp;&nbsp; 10437998 |
| 1.250%, 09/30/28 | 25000 | &nbsp;&nbsp; 23050781 |
| 1.375%, 10/31/28 | 37875 | &nbsp;&nbsp; 34994429 |
| 3.125%, 11/15/28 | 21000 | &nbsp;&nbsp; 20503711 |
| 2.625%, 02/15/29 | 129000 | &nbsp;&nbsp; 123628360 |
| 2.375%, 05/15/29 | 191500 | &nbsp;&nbsp; 181259239 |
| 1.625%, 08/15/29 | 44700 | &nbsp;&nbsp; 40987804 |
| 3.875%, 09/30/29 | 10000 | &nbsp;&nbsp; 9981641 |
| 4.000%, 10/31/29 | 38250 | &nbsp;&nbsp; 38356084 |
| 1.750%, 11/15/29 | 44250 | &nbsp;&nbsp; 40554434 |
| 3.875%, 11/30/29 | 91750 | &nbsp;&nbsp; 91545713 |
| 3.875%, 12/31/29 | 86250 | &nbsp;&nbsp; 86047852 |
| 3.500%, 01/31/30 | 26000 | &nbsp;&nbsp; 25531797 |
| 1.500%, 02/15/30 | 38400 | &nbsp;&nbsp; 34560000 |
| 4.000%, 02/28/30 | 38000 | &nbsp;&nbsp; 38102422 |
| 3.625%, 03/31/30 | 15000 | &nbsp;&nbsp; 14791992 |
| 3.500%, 04/30/30 | 17425 | &nbsp;&nbsp; 17086710 |
| 0.625%, 05/15/30 | 149050 | &nbsp;&nbsp; 127606595 |
| 3.750%, 05/31/30 | 21500 | &nbsp;&nbsp; 21305156 |

---

------

**DFA Intermediate Government Fixed Income Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| 3.750%, 06/30/30 | 20000 | &nbsp;&nbsp; $19809375 |
| 4.000%, 07/31/30 | 27000 | &nbsp;&nbsp; 27040078 |
| 0.625%, 08/15/30 | 125000 | &nbsp;&nbsp; 106093750 |
| 4.125%, 08/31/30 | 10000 | &nbsp;&nbsp; 10071484 |
| 4.625%, 09/30/30 | 18500 | &nbsp;&nbsp; 19053555 |
| 4.875%, 10/31/30 | 18000 | &nbsp;&nbsp; 18750234 |
| 4.375%, 11/30/30 | 8400 | &nbsp;&nbsp; 8553234 |
| 3.750%, 12/31/30 | 15000 | &nbsp;&nbsp; 14815430 |
| 4.000%, 01/31/31 | 12125 | &nbsp;&nbsp; 12117422 |
| 1.250%, 08/15/31 | 137750 | &nbsp;&nbsp; 117135927 |
| 3.750%, 08/31/31 | 10000 | &nbsp;&nbsp; 9830078 |
| 1.375%, 11/15/31 | 7500 | &nbsp;&nbsp; 6377637 |
| 4.125%, 11/30/31 | 6000 | &nbsp;&nbsp; 6010547 |
| 4.375%, 01/31/32 | 15000 | &nbsp;&nbsp; 15226172 |
| 2.875%, 05/15/32 | 11000 | &nbsp;&nbsp; 10186602 |
| 2.750%, 08/15/32 | 2000 | &nbsp;&nbsp; 1830547 |
| 4.250%, 05/15/35 | 9000 | &nbsp;&nbsp; 8921250 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 3866676306 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $6,076,240,160) |  | &nbsp;&nbsp; 5785776493 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp; State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.250%<br>| 15831496 | &nbsp;&nbsp; $15831496 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $6,092,071,656)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $6,092,071,656)^^ |  | &nbsp;&nbsp; $5801607989 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1919100187 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1919100187 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3866676306 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3866676306 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $15831496 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15831496 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $15831496 | &nbsp;&nbsp;&nbsp; $5785776493 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5801607989 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 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%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp., SOFR <br> + 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan <br> Mortgage Corp., SOFR <br> + 0.220%, FRN |  |  |  |
| (r) | 4.540%, 07/07/28 |  | 14000 | &nbsp;&nbsp; $13995480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association, SOFR + <br> 0.260%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association, SOFR + <br> 0.260%, FRN |  |  |  |
| (r) | 4.580%, 11/05/27 |  | 4400 | &nbsp;&nbsp; 4409516 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 18404996 |
| BONDS — (71.7%) | BONDS — (71.7%) | BONDS — (71.7%) | BONDS — (71.7%) | BONDS — (71.7%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 9880 | &nbsp;&nbsp; 10692744 |
| ABB Finance BV | ABB Finance BV |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1300 | &nbsp;&nbsp; 1316869 |
| AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 4.800%, 03/15/29 |  | 9841 | &nbsp;&nbsp; 9997045 |
|  | 3.200%, 11/21/29 |  | 800 | &nbsp;&nbsp; 762653 |
| Abertis France SAS | Abertis France SAS |  |  |  |
|  | 3.375%, 04/21/29 | EUR | 7500 | &nbsp;&nbsp; 8678454 |
|  | 1.625%, 09/18/29 | EUR | 400 | &nbsp;&nbsp; 431320 |
| ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |  |
|  | 0.500%, 09/23/29 | EUR | 4000 | &nbsp;&nbsp; 4150391 |
|  | 4.250%, 02/21/30 | EUR | 21900 | &nbsp;&nbsp; 26344930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Acciona Energia <br> Financiacion Filiales SA | &nbsp;&nbsp;&nbsp;&nbsp; Acciona Energia <br> Financiacion Filiales SA |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 5800 | &nbsp;&nbsp; 6809851 |
| AEP Texas, Inc. | AEP Texas, Inc. |  |  |  |
| Ω | 3.850%, 10/01/25 |  | 6200 | &nbsp;&nbsp; 6191061 |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |  |
|  | 4.450%, 10/01/25 |  | 2310 | &nbsp;&nbsp; 2308748 |
|  | 1.750%, 01/30/26 |  | 16100 | &nbsp;&nbsp; 15881871 |
|  | 4.450%, 04/03/26 |  | 410 | &nbsp;&nbsp; 409162 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 2400 | &nbsp;&nbsp; 2718129 |
| AES Corp. | AES Corp. |  |  |  |
|  | 1.375%, 01/15/26 |  | 20349 | &nbsp;&nbsp; 20027492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc. |  |  |  |
|  | 3.500%, 08/01/25 |  | 3712 | &nbsp;&nbsp; 3712000 |
| Aircastle Ltd. | Aircastle Ltd. |  |  |  |
| Ω | 5.250%, 08/11/25 |  | 1375 | &nbsp;&nbsp; 1375000 |
| Akzo Nobel NV | Akzo Nobel NV |  |  |  |
|  | 1.625%, 04/14/30 | EUR | 5000 | &nbsp;&nbsp; 5351195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Albemarle New Holding <br> GmbH | &nbsp;&nbsp;&nbsp;&nbsp; Albemarle New Holding <br> GmbH |  |  |  |
|  | 1.625%, 11/25/28 | EUR | 2000 | &nbsp;&nbsp; 2184456 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. |  |  |  |
| #Ω | 2.950%, 01/25/30 |  | 500 | &nbsp;&nbsp; $466157 |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.050%, 06/24/29 |  | 300 | &nbsp;&nbsp; 305893 |
| Alstom SA | Alstom SA |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 3200 | &nbsp;&nbsp; 3328234 |
| Amadeus IT Group SA | Amadeus IT Group SA |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 5300 | &nbsp;&nbsp; 6142714 |
| &nbsp;&nbsp;&nbsp;&nbsp; AMCO - Asset <br> Management Co. SpA | &nbsp;&nbsp;&nbsp;&nbsp; AMCO - Asset <br> Management Co. SpA |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 5000 | &nbsp;&nbsp; 5760157 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Express Co., <br> SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; American Express Co., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.991%, 11/04/26 |  | 30122 | &nbsp;&nbsp; 30197052 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp. |  |  |  |
|  | 5.650%, 11/15/28 |  | 400 | &nbsp;&nbsp; 413833 |
|  | 4.900%, 03/13/29 |  | 230 | &nbsp;&nbsp; 233088 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.600%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.600%, <br> FRN |  |  |  |
| #(r) | 4.941%, 08/14/25 |  | 225 | &nbsp;&nbsp; 225025 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 5.054%, 01/09/26 |  | 2767 | &nbsp;&nbsp; 2771917 |
| (r) | 5.054%, 07/09/27 |  | 10808 | &nbsp;&nbsp; 10795963 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.720%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.720%, <br> FRN |  |  |  |
| (r) | 5.064%, 10/22/27 |  | 3154 | &nbsp;&nbsp; 3148854 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Medical Systems <br> Europe BV | &nbsp;&nbsp;&nbsp;&nbsp; American Medical Systems <br> Europe BV |  |  |  |
|  | 3.375%, 03/08/29 | EUR | 5000 | &nbsp;&nbsp; 5839808 |
| &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc. |  |  |  |
|  | 5.750%, 10/01/29 |  | 4300 | &nbsp;&nbsp; 4386987 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 1.300%, 09/15/25 |  | 1100 | &nbsp;&nbsp; 1095080 |
|  | 1.600%, 04/15/26 |  | 830 | &nbsp;&nbsp; 812403 |
|  | 0.875%, 05/21/29 | EUR | 830 | &nbsp;&nbsp; 882122 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 5.700%, 12/15/28 |  | 2415 | &nbsp;&nbsp; 2513334 |
| Amphenol Corp. | Amphenol Corp. |  |  |  |
|  | 5.050%, 04/05/29 |  | 400 | &nbsp;&nbsp; 409238 |
| Anheuser-Busch InBev SA | Anheuser-Busch InBev SA |  |  |  |
|  | 4.000%, 09/24/25 | GBP | 1155 | &nbsp;&nbsp; 1524068 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 4400 | &nbsp;&nbsp; 4667880 |
| APRR SA | APRR SA |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 5200 | &nbsp;&nbsp; 6009282 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 8920 | &nbsp;&nbsp; $10269713 |
| ARES Capital Corp. | ARES Capital Corp. |  |  |  |
|  | 5.875%, 03/01/29 |  | 200 | &nbsp;&nbsp; 204251 |
|  | 5.950%, 07/15/29 |  | 11400 | &nbsp;&nbsp; 11677306 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.150%, 08/21/29 |  | 8100 | &nbsp;&nbsp; 8212233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 0.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 0.300%, FRN |  |  |  |
| (r) | 4.649%, 06/20/28 |  | 27700 | &nbsp;&nbsp; 27670262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.348%, 06/16/26 |  | 26800 | &nbsp;&nbsp; 26974468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.220%, FRN |  |  |  |
| (r) | 4.564%, 04/15/26 |  | 17500 | &nbsp;&nbsp; 17505626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN |  |  |  |
| (r) | 4.960%, 08/16/27 |  | 6000 | &nbsp;&nbsp; 6041857 |
| ASN Bank NV | ASN Bank NV |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 12600 | &nbsp;&nbsp; 15390647 |
| AstraZeneca PLC | AstraZeneca PLC |  |  |  |
|  | 4.000%, 01/17/29 |  | 564 | &nbsp;&nbsp; 559256 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 2.600%, 12/17/29 | EUR | 7900 | &nbsp;&nbsp; 8934642 |
|  | 3.150%, 06/01/30 | EUR | 5080 | &nbsp;&nbsp; 5856264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.800%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.800%, FRN |  |  |  |
| (r) | 4.650%, 02/05/27 | AUD | 4718 | &nbsp;&nbsp; 3045364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.830%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.830%, FRN |  |  |  |
| (r) | 4.434%, 03/31/26 | AUD | 10300 | &nbsp;&nbsp; 6638491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.920%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.920%, FRN |  |  |  |
| (r) | 4.770%, 11/04/25 | AUD | 7000 | &nbsp;&nbsp; 4505028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.970%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.970%, FRN |  |  |  |
| (r) | 4.770%, 05/12/27 | AUD | 500 | &nbsp;&nbsp; 323741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |  |
| (r)Ω | 4.932%, 03/18/26 |  | 18706 | &nbsp;&nbsp; 18735711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.620%, FRN |  |  |  |
| (r)Ω | 4.992%, 06/18/28 |  | 2600 | &nbsp;&nbsp; 2608266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.650%, FRN |  |  |  |
| (r)Ω | 5.028%, 09/30/27 |  | 24947 | &nbsp;&nbsp; 25043438 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN |  |  |  |
| (r)Ω | 5.058%, 07/16/27 |  | 20000 | &nbsp;&nbsp; $20102155 |
| (r) | 5.058%, 07/16/27 |  | 7100 | &nbsp;&nbsp; 7136265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |  |
| (r)Ω | 5.188%, 01/18/27 |  | 20000 | &nbsp;&nbsp; 20131288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.850%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.850%, FRN |  |  |  |
| (r)Ω | 5.218%, 12/16/29 |  | 2250 | &nbsp;&nbsp; 2273220 |
| (r) | 5.218%, 12/16/29 |  | 1419 | &nbsp;&nbsp; 1433644 |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 11160 | &nbsp;&nbsp; 13025085 |
| Autostrade per l'Italia SpA | Autostrade per l'Italia SpA |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 3830 | &nbsp;&nbsp; 4214153 |
| Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |  |
| Ω | 4.125%, 08/01/25 |  | 12800 | &nbsp;&nbsp; 12800000 |
|  | 6.750%, 10/25/28 |  | 1900 | &nbsp;&nbsp; 2012645 |
| Ω | 5.375%, 07/15/29 |  | 400 | &nbsp;&nbsp; 406814 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 13900 | &nbsp;&nbsp; 16444624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. |  |  |  |
|  | 3.138%, 11/07/29 |  | 200 | &nbsp;&nbsp; 191023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA |  |  |  |
|  | 4.375%, 10/14/29 | EUR | 1300 | &nbsp;&nbsp; 1581724 |
|  | 3.625%, 06/07/30 | EUR | 2000 | &nbsp;&nbsp; 2359858 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 6350 | &nbsp;&nbsp; 7399139 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 5.147%, 08/18/25 |  | 1200 | &nbsp;&nbsp; 1199912 |
|  | 3.875%, 04/22/29 | EUR | 15100 | &nbsp;&nbsp; 17850365 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 3.875%, 08/01/25 |  | 1176 | &nbsp;&nbsp; 1176000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, SOFR + <br> 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, SOFR + <br> 0.620%, FRN |  |  |  |
| (r) | 4.969%, 09/15/26 |  | 1545 | &nbsp;&nbsp; 1549249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, SOFR + <br> 1.160%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, SOFR + <br> 1.160%, FRN |  |  |  |
| (r) | 5.508%, 12/11/26 |  | 6300 | &nbsp;&nbsp; 6359438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, SOFR + <br> 1.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, SOFR + <br> 1.330%, FRN |  |  |  |
| (r) | 5.676%, 06/05/26 |  | 6000 | &nbsp;&nbsp; 6051614 |
| Bank of New Zealand | Bank of New Zealand |  |  |  |
| #Ω | 1.000%, 03/03/26 |  | 20 | &nbsp;&nbsp; 19595 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 3.500%, 04/17/29 | EUR | 880 | &nbsp;&nbsp; 1025309 |
|  | 5.450%, 08/01/29 |  | 400 | &nbsp;&nbsp; 414478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA |  |  |  |
|  | 2.625%, 11/06/29 | EUR | 3700 | &nbsp;&nbsp; 4162770 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.070%, FRN |  |  |  |
| (r)Ω | 5.411%, 02/16/28 |  | 8200 | &nbsp;&nbsp; $8272989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.130%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.130%, FRN |  |  |  |
| (r)Ω | 5.474%, 01/23/27 |  | 8670 | &nbsp;&nbsp; 8730293 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN |  |  |  |
| (r)Ω | 5.744%, 07/13/26 |  | 3850 | &nbsp;&nbsp; 3889184 |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 4.375%, 01/12/26 |  | 2280 | &nbsp;&nbsp; 2278282 |
| &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC |  |  |  |
|  | 1.668%, 03/25/26 |  | 5126 | &nbsp;&nbsp; 5026159 |
|  | 5.931%, 02/02/29 |  | 800 | &nbsp;&nbsp; 835754 |
|  | 2.250%, 01/16/30 | EUR | 3300 | &nbsp;&nbsp; 3645077 |
| Bayer AG | Bayer AG |  |  |  |
|  | 4.250%, 08/26/29 | EUR | 970 | &nbsp;&nbsp; 1161165 |
|  | 1.125%, 01/06/30 | EUR | 10900 | &nbsp;&nbsp; 11450300 |
| Bayer Capital Corp. BV | Bayer Capital Corp. BV |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 2200 | &nbsp;&nbsp; 2419803 |
| Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |  |
| Ω | 4.250%, 12/15/25 |  | 1700 | &nbsp;&nbsp; 1695665 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| #Ω | 6.250%, 01/21/29 |  | 3100 | &nbsp;&nbsp; 3247945 |
| Bayerische Landesbank | Bayerische Landesbank |  |  |  |
|  | 3.000%, 02/18/30 | EUR | 700 | &nbsp;&nbsp; 804205 |
| Belfius Bank SA | Belfius Bank SA |  |  |  |
|  | 0.010%, 10/15/25 | EUR | 5000 | &nbsp;&nbsp; 5682484 |
|  | 3.750%, 01/22/29 | EUR | 4500 | &nbsp;&nbsp; 5275056 |
|  | 4.125%, 09/12/29 | EUR | 3100 | &nbsp;&nbsp; 3722264 |
|  | 3.375%, 05/28/30 | EUR | 5600 | &nbsp;&nbsp; 6442571 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 800 | &nbsp;&nbsp; 891830 |
| BHP Billiton Finance Ltd. | BHP Billiton Finance Ltd. |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 5190 | &nbsp;&nbsp; 5565540 |
| &nbsp;&nbsp;&nbsp;&nbsp; BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN |  |  |  |
| (r)Ω | 4.899%, 04/02/26 |  | 8900 | &nbsp;&nbsp; 8906703 |
| &nbsp;&nbsp;&nbsp;&nbsp; BMW U.S. Capital LLC, <br> SOFR + 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; BMW U.S. Capital LLC, <br> SOFR + 0.620%, FRN |  |  |  |
| (r)Ω | 4.959%, 08/11/25 |  | 31650 | &nbsp;&nbsp; 31654494 |
| &nbsp;&nbsp;&nbsp;&nbsp; BNG Bank NV, SOFR + <br> 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; BNG Bank NV, SOFR + <br> 1.000%, FRN |  |  |  |
| (r) | 5.342%, 08/05/26 |  | 20000 | &nbsp;&nbsp; 20136040 |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 1.375%, 05/28/29 | EUR | 3500 | &nbsp;&nbsp; 3785528 |
|  | 3.625%, 09/01/29 | EUR | 4000 | &nbsp;&nbsp; 4703640 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 5.950%, 06/01/26 |  | 2123 | &nbsp;&nbsp; 2137453 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 2.600%, 10/30/25 |  | 3300 | &nbsp;&nbsp; 3281525 |
|  | 3.100%, 05/01/26 |  | 5910 | &nbsp;&nbsp; 5838484 |
|  | 3.200%, 03/01/29 |  | 400 | &nbsp;&nbsp; 381017 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 2.950%, 02/01/30 |  | 600 | &nbsp;&nbsp; $557201 |
| Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 1700 | &nbsp;&nbsp; 2046434 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 4.500%, 12/01/28 |  | 600 | &nbsp;&nbsp; 594116 |
|  | 3.400%, 06/21/29 |  | 13885 | &nbsp;&nbsp; 13154323 |
| Bouygues SA | Bouygues SA |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 5400 | &nbsp;&nbsp; 5552378 |
| BP Capital Markets BV | BP Capital Markets BV |  |  |  |
|  | 3.773%, 05/12/30 | EUR | 2000 | &nbsp;&nbsp; 2368661 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |  |
|  | 1.637%, 06/26/29 | EUR | 7600 | &nbsp;&nbsp; 8359801 |
| BPCE SA | BPCE SA |  |  |  |
|  | 3.875%, 01/11/29 | EUR | 1800 | &nbsp;&nbsp; 2122938 |
|  | 0.625%, 01/15/30 | EUR | 5800 | &nbsp;&nbsp; 6025871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.832%, 02/20/26 |  | 10750 | &nbsp;&nbsp; 10763975 |
| &nbsp;&nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC |  |  |  |
| Ω | 3.250%, 11/08/29 |  | 200 | &nbsp;&nbsp; 189687 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | &nbsp;&nbsp; 100895 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 5.850%, 03/18/29 |  | 130 | &nbsp;&nbsp; 133615 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |  |  |  |
|  | 1.630%, 08/17/25 |  | 1753 | &nbsp;&nbsp; 1750281 |
| Cadent Finance PLC | Cadent Finance PLC |  |  |  |
|  | 4.250%, 07/05/29 | EUR | 1600 | &nbsp;&nbsp; 1923873 |
|  | 0.625%, 03/19/30 | EUR | 6690 | &nbsp;&nbsp; 6856955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada Government <br> Bonds | &nbsp;&nbsp;&nbsp;&nbsp; Canada Government <br> Bonds |  |  |  |
|  | 3.500%, 08/01/25 | CAD | 35500 | &nbsp;&nbsp; 25625025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce |  |  |  |
|  | 3.945%, 08/04/25 |  | 9910 | &nbsp;&nbsp; 9909449 |
| # | 5.260%, 04/08/29 |  | 800 | &nbsp;&nbsp; 820818 |
|  | 3.807%, 07/09/29 | EUR | 7302 | &nbsp;&nbsp; 8610324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN |  |  |  |
| (r) | 5.569%, 10/02/26 |  | 4600 | &nbsp;&nbsp; 4642302 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp. |  |  |  |
|  | 4.500%, 01/30/26 |  | 1502 | &nbsp;&nbsp; 1500555 |
| Capital One NA | Capital One NA |  |  |  |
|  | 3.450%, 07/27/26 |  | 1293 | &nbsp;&nbsp; 1279603 |
|  | 4.650%, 09/13/28 |  | 800 | &nbsp;&nbsp; 803819 |
|  | 2.700%, 02/06/30 |  | 7500 | &nbsp;&nbsp; 6928348 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 5.000%, 11/15/29 |  | 1440 | &nbsp;&nbsp; 1463225 |
| Cargill, Inc. | Cargill, Inc. |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 800 | &nbsp;&nbsp; 953726 |
| Carlsberg Breweries AS | Carlsberg Breweries AS |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 13393 | &nbsp;&nbsp; 15400760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Castellum Helsinki Finance <br> Holding Abp | &nbsp;&nbsp;&nbsp;&nbsp; Castellum Helsinki Finance <br> Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 920 | &nbsp;&nbsp; 955683 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial <br> Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial <br> Services Corp. |  |  |  |
|  | 3.650%, 08/12/25 |  | 1130 | &nbsp;&nbsp; $1129697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial <br> Services Corp., SOFR + <br> 0.455%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial <br> Services Corp., SOFR + <br> 0.455%, FRN |  |  |  |
| (r) | 4.794%, 08/11/25 |  | 34000 | &nbsp;&nbsp; 34001399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial <br> Services Corp., SOFR + <br> 0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial <br> Services Corp., SOFR + <br> 0.460%, FRN |  |  |  |
| (r) | 4.805%, 02/27/26 |  | 3800 | &nbsp;&nbsp; 3804208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial <br> Services Corp., SOFR + <br> 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial <br> Services Corp., SOFR + <br> 0.520%, FRN |  |  |  |
| (r) | 4.861%, 05/14/27 |  | 7858 | &nbsp;&nbsp; 7870320 |
| Cellnex Telecom SA | Cellnex Telecom SA |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 3500 | &nbsp;&nbsp; 3858446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp., <br> SOFR + 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp., <br> SOFR + 0.520%, FRN |  |  |  |
| (r) | 4.860%, 05/13/26 |  | 26530 | &nbsp;&nbsp; 26542115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp., <br> SOFR + 1.050%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp., <br> SOFR + 1.050%, FRN |  |  |  |
| (r) | 5.397%, 03/03/27 |  | 15000 | &nbsp;&nbsp; 15132959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 7900 | &nbsp;&nbsp; 7474301 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 4.650%, 08/15/29 |  | 400 | &nbsp;&nbsp; 405158 |
|  | 0.875%, 12/15/29 | EUR | 3200 | &nbsp;&nbsp; 3359708 |
| Cie de Saint-Gobain SA | Cie de Saint-Gobain SA |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 4000 | &nbsp;&nbsp; 4655405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements Michelin <br> SCA | &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements Michelin <br> SCA |  |  |  |
|  | 0.875%, 09/03/25 | EUR | 3500 | &nbsp;&nbsp; 3993244 |
| Cigna Group | Cigna Group |  |  |  |
|  | 5.000%, 05/15/29 |  | 14500 | &nbsp;&nbsp; 14773642 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 3.400%, 05/01/26 |  | 2009 | &nbsp;&nbsp; 1992368 |
|  | 1.250%, 04/10/29 | EUR | 3800 | &nbsp;&nbsp; 4135660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, <br> Inc. |  |  |  |
|  | 2.500%, 02/06/30 |  | 3960 | &nbsp;&nbsp; 3588536 |
| &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 5400 | &nbsp;&nbsp; 5609087 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA | &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 690 | &nbsp;&nbsp; 753092 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 12509 | &nbsp;&nbsp; 12616748 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 4.550%, 01/15/29 |  | 400 | &nbsp;&nbsp; 402766 |
|  | 0.250%, 09/14/29 | EUR | 1500 | &nbsp;&nbsp; 1547678 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.700%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.700%, FRN |  |  |  |
| (r) | 4.417%, 01/14/27 | AUD | 5400 | &nbsp;&nbsp; $3481172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.950%, FRN |  |  |  |
| (r) | 4.758%, 08/17/28 | AUD | 6500 | &nbsp;&nbsp; 4212982 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, 3M Swap + <br> 1.020%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, 3M Swap + <br> 1.020%, FRN |  |  |  |
| (r) | 4.828%, 08/18/27 | AUD | 7500 | &nbsp;&nbsp; 4863591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN |  |  |  |
| (r)Ω | 4.996%, 09/12/25 |  | 19900 | &nbsp;&nbsp; 19911920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.640%, FRN |  |  |  |
| (r) | 5.008%, 03/14/28 |  | 254 | &nbsp;&nbsp; 255201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.750%, FRN |  |  |  |
| (r)Ω | 5.117%, 03/13/26 |  | 1800 | &nbsp;&nbsp; 1805585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia, SOFR + <br> 0.810%, FRN |  |  |  |
| (r)Ω | 5.178%, 03/14/30 |  | 2600 | &nbsp;&nbsp; 2616654 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 4.600%, 11/01/25 |  | 1809 | &nbsp;&nbsp; 1806866 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 6924 | &nbsp;&nbsp; 8085373 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 0.730%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 0.730%, <br> FRN |  |  |  |
| (r) | 4.431%, 01/27/27 | AUD | 870 | &nbsp;&nbsp; 560447 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 0.870%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 0.870%, <br> FRN |  |  |  |
| (r) | 4.580%, 02/26/27 | AUD | 21400 | &nbsp;&nbsp; 13811709 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN |  |  |  |
| (r) | 4.740%, 02/26/29 | AUD | 2700 | &nbsp;&nbsp; 1748845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 1.150%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 1.150%, <br> FRN |  |  |  |
| (r) | 4.883%, 11/21/28 | AUD | 9050 | &nbsp;&nbsp; 5883739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 1.180%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, 3M Swap + 1.180%, <br> FRN |  |  |  |
| (r) | 4.862%, 01/19/28 | AUD | 21400 | &nbsp;&nbsp; 13907978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.600%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.600%, <br> FRN |  |  |  |
| (r) | 4.944%, 01/21/28 |  | 1450 | &nbsp;&nbsp; 1453191 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.965%, 08/28/26 |  | 5250 | &nbsp;&nbsp; $5269399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 5.054%, 01/09/26 |  | 22100 | &nbsp;&nbsp; 22149097 |
| (r) | 5.056%, 03/05/27 |  | 17750 | &nbsp;&nbsp; 17824327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.900%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA, SOFR + 0.900%, <br> FRN |  |  |  |
| (r) | 5.247%, 10/05/26 |  | 2500 | &nbsp;&nbsp; 2519471 |
| &nbsp;&nbsp;&nbsp;&nbsp; CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |  |
| (r)Ω | 5.596%, 03/11/26 |  | 1517 | &nbsp;&nbsp; 1525940 |
| (r) | 5.596%, 03/11/26 |  | 4550 | &nbsp;&nbsp; 4576815 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 1.000%, 09/18/25 | EUR | 3000 | &nbsp;&nbsp; 3418705 |
|  | 4.125%, 03/07/30 | EUR | 7400 | &nbsp;&nbsp; 8913837 |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, SOFR <br> + 0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |  |
| (r)Ω | 5.218%, 03/11/27 |  | 6257 | &nbsp;&nbsp; 6274156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, SOFR <br> + 1.290%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, SOFR <br> + 1.290%, FRN |  |  |  |
| (r)Ω | 5.637%, 07/05/26 |  | 12000 | &nbsp;&nbsp; 12107147 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 10100 | &nbsp;&nbsp; 10848426 |
| Criteria Caixa SA | Criteria Caixa SA |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 2200 | &nbsp;&nbsp; 2559617 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 4.900%, 09/01/29 |  | 200 | &nbsp;&nbsp; 201432 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.250%, 03/15/29 |  | 400 | &nbsp;&nbsp; 398265 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 5.000%, 01/30/29 |  | 22 | &nbsp;&nbsp; 22294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> Canada, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> Canada, Inc. |  |  |  |
|  | 5.180%, 09/19/25 | CAD | 3800 | &nbsp;&nbsp; 2749076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC |  |  |  |
| Ω | 5.125%, 09/25/29 |  | 200 | &nbsp;&nbsp; 203467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |  |
| (r)Ω | 5.184%, 01/13/28 |  | 8270 | &nbsp;&nbsp; 8277832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 1200 | &nbsp;&nbsp; 1421776 |
| Danaher Corp. | Danaher Corp. |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 6800 | &nbsp;&nbsp; 7691869 |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.480%, 02/26/27 | AUD | 4000 | &nbsp;&nbsp; 2579237 |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r)Ω | 4.970%, 03/21/28 |  | 54500 | &nbsp;&nbsp; 54679305 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell Bank International <br> DAC | &nbsp;&nbsp;&nbsp;&nbsp; Dell Bank International <br> DAC |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 5490 | &nbsp;&nbsp; $6416890 |
| Deutsche Bank AG | Deutsche Bank AG |  |  |  |
|  | 4.100%, 01/13/26 |  | 4645 | &nbsp;&nbsp; 4628715 |
| Deutsche Lufthansa AG | Deutsche Lufthansa AG |  |  |  |
|  | 3.500%, 07/14/29 | EUR | 3300 | &nbsp;&nbsp; 3836419 |
|  | 4.000%, 05/21/30 | EUR | 1700 | &nbsp;&nbsp; 2043191 |
| Deutsche Post AG | Deutsche Post AG |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 3213 | &nbsp;&nbsp; 3697107 |
| Dollar General Corp. | Dollar General Corp. |  |  |  |
|  | 5.200%, 07/05/28 |  | 252 | &nbsp;&nbsp; 256398 |
|  | 3.500%, 04/03/30 |  | 3600 | &nbsp;&nbsp; 3413363 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 680 | &nbsp;&nbsp; 798177 |
|  | 1.375%, 03/16/30 | EUR | 1760 | &nbsp;&nbsp; 1881930 |
| DuPont de Nemours, Inc. | DuPont de Nemours, Inc. |  |  |  |
|  | 4.493%, 11/15/25 |  | 781 | &nbsp;&nbsp; 780122 |
| DXC Technology Co. | DXC Technology Co. |  |  |  |
|  | 1.800%, 09/15/26 |  | 2639 | &nbsp;&nbsp; 2553806 |
| E.ON SE | E.ON SE |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 2400 | &nbsp;&nbsp; 2786349 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 1555 | &nbsp;&nbsp; 1607634 |
| Electricite de France SA | Electricite de France SA |  |  |  |
|  | 4.625%, 04/26/30 | EUR | 2200 | &nbsp;&nbsp; 2690214 |
| Electrolux AB | Electrolux AB |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 3600 | &nbsp;&nbsp; 3918710 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 1.500%, 03/15/26 |  | 9100 | &nbsp;&nbsp; 8927970 |
|  | 5.150%, 06/15/29 |  | 200 | &nbsp;&nbsp; 204101 |
| Elis SA | Elis SA |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 4200 | &nbsp;&nbsp; 4926121 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 2520 | &nbsp;&nbsp; 2786006 |
| Enbridge, Inc. | Enbridge, Inc. |  |  |  |
|  | 3.125%, 11/15/29 |  | 130 | &nbsp;&nbsp; 122611 |
| &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1200 | &nbsp;&nbsp; 1386268 |
| Engie SA | Engie SA |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 1100 | &nbsp;&nbsp; 1293092 |
| Eni SpA | Eni SpA |  |  |  |
|  | 3.750%, 09/12/25 | EUR | 320 | &nbsp;&nbsp; 365771 |
|  | 0.625%, 01/23/30 | EUR | 5510 | &nbsp;&nbsp; 5702507 |
| Entergy Corp. | Entergy Corp. |  |  |  |
|  | 0.900%, 09/15/25 |  | 5125 | &nbsp;&nbsp; 5101533 |
| EPR Properties | EPR Properties |  |  |  |
|  | 3.750%, 08/15/29 |  | 4400 | &nbsp;&nbsp; 4179156 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 3.200%, 11/18/29 |  | 270 | &nbsp;&nbsp; 254886 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |  |
| Ω | 5.000%, 02/15/29 |  | 300 | &nbsp;&nbsp; 305558 |
| Erste Group Bank AG | Erste Group Bank AG |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 2700 | &nbsp;&nbsp; 2785076 |
| ESB Finance DAC | ESB Finance DAC |  |  |  |
|  | 4.000%, 10/03/28 | EUR | 5000 | &nbsp;&nbsp; 5906909 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Eurofins Scientific SE | Eurofins Scientific SE |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 6745 | &nbsp;&nbsp; $7945268 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.190%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.190%, FRN |  |  |  |
| (r) | 4.534%, 04/14/26 |  | 2078 | &nbsp;&nbsp; 2077418 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN |  |  |  |
| (r) | 4.641%, 02/16/29 |  | 31230 | &nbsp;&nbsp; 31198843 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.671%, 02/20/28 |  | 23180 | &nbsp;&nbsp; 23204500 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Investment <br> Bank, SOFR + 0.320%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Investment <br> Bank, SOFR + 0.320%, <br> FRN |  |  |  |
| (r) | 4.659%, 08/14/29 |  | 5500 | &nbsp;&nbsp; 5504073 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 4.250%, 04/01/29 |  | 500 | &nbsp;&nbsp; 493727 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
| # | 5.000%, 02/15/26 |  | 22491 | &nbsp;&nbsp; 22497891 |
| &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada, SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.676%, 08/01/28 |  | 14380 | &nbsp;&nbsp; 14385261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec |  |  |  |
|  | 5.200%, 10/01/25 | CAD | 13000 | &nbsp;&nbsp; 9416556 |
|  | 3.467%, 09/05/29 | EUR | 1400 | &nbsp;&nbsp; 1629852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc. |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 9660 | &nbsp;&nbsp; 10509187 |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 1160 | &nbsp;&nbsp; 1324291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS | &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1190 | &nbsp;&nbsp; 1296680 |
| Fiserv, Inc. | Fiserv, Inc. |  |  |  |
|  | 3.500%, 07/01/29 |  | 400 | &nbsp;&nbsp; 383804 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 3.750%, 02/01/26 |  | 31223 | &nbsp;&nbsp; 31058936 |
| FMC Corp. | FMC Corp. |  |  |  |
|  | 3.450%, 10/01/29 |  | 2120 | &nbsp;&nbsp; 1972615 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 13700 | &nbsp;&nbsp; 16171335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> AG | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> AG |  |  |  |
|  | 1.250%, 11/29/29 | EUR | 933 | &nbsp;&nbsp; 1001734 |
|  | 1.500%, 05/29/30 | EUR | 1619 | &nbsp;&nbsp; 1734395 |
| Fresenius SE & Co. KGaA | Fresenius SE & Co. KGaA |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 3700 | &nbsp;&nbsp; 4554630 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GELF Bond Issuer I SA | GELF Bond Issuer I SA |  |  |  |
|  | 1.125%, 07/18/29 | EUR | 8718 | &nbsp;&nbsp; $9211060 |
| General Electric Co. | General Electric Co. |  |  |  |
|  | 1.500%, 05/17/29 | EUR | 670 | &nbsp;&nbsp; 736312 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Electric Co., <br> TSFR3M + 0.642%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; General Electric Co., <br> TSFR3M + 0.642%, <br> FRN |  |  |  |
| (r) | 4.902%, 05/05/26 |  | 12605 | &nbsp;&nbsp; 12625953 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 5.400%, 10/15/29 |  | 320 | &nbsp;&nbsp; 327177 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc. |  |  |  |
|  | 5.800%, 06/23/28 |  | 800 | &nbsp;&nbsp; 822629 |
|  | 5.550%, 07/15/29 |  | 260 | &nbsp;&nbsp; 265631 |
|  | 4.900%, 10/06/29 |  | 130 | &nbsp;&nbsp; 129790 |
|  | 4.000%, 07/10/30 | EUR | 4880 | &nbsp;&nbsp; 5757359 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc., SOFR + <br> 1.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc., SOFR + <br> 1.350%, FRN |  |  |  |
| (r) | 5.689%, 05/08/27 |  | 14200 | &nbsp;&nbsp; 14253021 |
| Genuine Parts Co. | Genuine Parts Co. |  |  |  |
|  | 4.950%, 08/15/29 |  | 500 | &nbsp;&nbsp; 506232 |
| Georgia Power Co. | Georgia Power Co. |  |  |  |
|  | 2.650%, 09/15/29 |  | 400 | &nbsp;&nbsp; 374893 |
| Georgia-Pacific LLC | Georgia-Pacific LLC |  |  |  |
|  | 7.750%, 11/15/29 |  | 500 | &nbsp;&nbsp; 564080 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 4.800%, 11/15/29 |  | 400 | &nbsp;&nbsp; 406390 |
| &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC |  |  |  |
|  | 3.375%, 06/01/29 |  | 400 | &nbsp;&nbsp; 387331 |
|  | 1.375%, 09/12/29 | EUR | 720 | &nbsp;&nbsp; 783212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glencore Capital Finance <br> DAC | &nbsp;&nbsp;&nbsp;&nbsp; Glencore Capital Finance <br> DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 4920 | &nbsp;&nbsp; 5216266 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 1.625%, 09/01/25 |  | 2244 | &nbsp;&nbsp; 2238020 |
| Ω | 1.625%, 04/27/26 |  | 5399 | &nbsp;&nbsp; 5277814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glencore Funding LLC, <br> SOFR + 1.060%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Glencore Funding LLC, <br> SOFR + 1.060%, FRN |  |  |  |
| (r)Ω | 5.407%, 04/04/27 |  | 8404 | &nbsp;&nbsp; 8442998 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 3.200%, 08/15/29 |  | 5465 | &nbsp;&nbsp; 5138208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 4987 | &nbsp;&nbsp; 5410346 |
| Grand City Properties SA | Grand City Properties SA |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 2300 | &nbsp;&nbsp; 2741303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hamburg Commercial <br> Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; Hamburg Commercial <br> Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 8564 | &nbsp;&nbsp; 9900187 |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 3.375%, 03/15/29 |  | 5608 | &nbsp;&nbsp; 5376913 |
|  | 5.250%, 03/01/30 |  | 2900 | &nbsp;&nbsp; 2962384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP |  |  |  |
|  | 3.100%, 02/15/30 |  | 4700 | &nbsp;&nbsp; 4366660 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 2.400%, 03/15/30 |  | 1600 | &nbsp;&nbsp; $1428304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> Finance Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> Finance Luxembourg SA |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 5100 | &nbsp;&nbsp; 5818128 |
| Heineken NV | Heineken NV |  |  |  |
|  | 2.875%, 08/04/25 | EUR | 3000 | &nbsp;&nbsp; 3423598 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 4.200%, 04/15/29 |  | 9427 | &nbsp;&nbsp; 9144857 |
|  | 3.050%, 02/15/30 |  | 600 | &nbsp;&nbsp; 546260 |
| HOCHTIEF AG | HOCHTIEF AG |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 4080 | &nbsp;&nbsp; 4900990 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 2.950%, 06/15/29 |  | 800 | &nbsp;&nbsp; 763136 |
|  | 4.750%, 06/25/29 |  | 800 | &nbsp;&nbsp; 812993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 870 | &nbsp;&nbsp; 1012255 |
| HP, Inc. | HP, Inc. |  |  |  |
|  | 4.000%, 04/15/29 |  | 400 | &nbsp;&nbsp; 391575 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 3.700%, 03/23/29 |  | 500 | &nbsp;&nbsp; 483997 |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. |  |  |  |
|  | 5.250%, 06/30/29 |  | 5100 | &nbsp;&nbsp; 5189121 |
| ICADE | ICADE |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 2200 | &nbsp;&nbsp; 2280573 |
| Iccrea Banca SpA | Iccrea Banca SpA |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 1610 | &nbsp;&nbsp; 1869873 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 1100 | &nbsp;&nbsp; 1216594 |
| Illumina, Inc. | Illumina, Inc. |  |  |  |
|  | 5.800%, 12/12/25 |  | 3400 | &nbsp;&nbsp; 3406092 |
| Infineon Technologies AG | Infineon Technologies AG |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 2300 | &nbsp;&nbsp; 2618286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA | &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 2600 | &nbsp;&nbsp; 3002889 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.875%, 02/10/26 |  | 17052 | &nbsp;&nbsp; 17061439 |
|  | 2.450%, 11/15/29 |  | 3400 | &nbsp;&nbsp; 3093929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |  |
| (r) | 4.518%, 09/16/26 |  | 33290 | &nbsp;&nbsp; 33290666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.270%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.270%, FRN |  |  |  |
| (r) | 4.619%, 03/20/28 |  | 11000 | &nbsp;&nbsp; 10993227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |  |
| (r) | 4.624%, 04/12/27 |  | 1062 | &nbsp;&nbsp; 1062392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |  |
| (r) | 4.702%, 10/04/27 |  | 60800 | &nbsp;&nbsp; 60915661 |
| (r) | 4.702%, 10/05/28 |  | 40300 | &nbsp;&nbsp; 40337072 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American <br> Development Bank, <br> SOFR + 0.370%, FRN |  |  |  |
| (r) | 4.716%, 08/01/29 |  | 17000 | &nbsp;&nbsp; $17013569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc. |  |  |  |
|  | 3.750%, 12/01/25 |  | 2285 | &nbsp;&nbsp; 2277734 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN |  |  |  |
| (r) | 4.617%, 06/15/27 |  | 19000 | &nbsp;&nbsp; 19004116 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |  |
| (r) | 4.622%, 02/23/27 |  | 29500 | &nbsp;&nbsp; 29527140 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |  |
| (r) | 4.714%, 01/12/27 |  | 16000 | &nbsp;&nbsp; 16027049 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.762%, 08/19/27 |  | 61638 | &nbsp;&nbsp; 61832776 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp. |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 10166 | &nbsp;&nbsp; 11650226 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Finance <br> Corp., SOFR + 0.280%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Finance <br> Corp., SOFR + 0.280%, <br> FRN |  |  |  |
| (r) | 4.628%, 03/16/26 |  | 3810 | &nbsp;&nbsp; 3811715 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Finance <br> Corp., SOFR + 0.310%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Finance <br> Corp., SOFR + 0.310%, <br> FRN |  |  |  |
| (r) | 4.640%, 08/28/28 |  | 27520 | &nbsp;&nbsp; 27523999 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Finance <br> Corp., SOFR + 0.360%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; International Finance <br> Corp., SOFR + 0.360%, <br> FRN |  |  |  |
| (r) | 4.703%, 08/28/29 |  | 8090 | &nbsp;&nbsp; 8085455 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 10120 | &nbsp;&nbsp; 12698220 |
| Italgas SpA | Italgas SpA |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 1200 | &nbsp;&nbsp; 1364862 |
|  | 0.875%, 04/24/30 | EUR | 2740 | &nbsp;&nbsp; 2852103 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 570 | &nbsp;&nbsp; 542390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five <br> Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five <br> Year Bonds |  |  |  |
|  | 0.005%, 09/20/26 | JPY | 2420000 | &nbsp;&nbsp; 15926103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Two <br> Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Two <br> Year Bonds |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 1280000 | &nbsp;&nbsp; 8469220 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JCDecaux SE | JCDecaux SE |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 6500 | &nbsp;&nbsp; $6951520 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 3850 | &nbsp;&nbsp; 4578115 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc. |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 8700 | &nbsp;&nbsp; 10289493 |
| John Deere Bank SA | John Deere Bank SA |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 2000 | &nbsp;&nbsp; 2333825 |
| &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.440%, FRN |  |  |  |
| (r) | 4.787%, 03/06/26 |  | 4600 | &nbsp;&nbsp; 4605333 |
| &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.570%, FRN |  |  |  |
| (r) | 4.917%, 03/03/26 |  | 2100 | &nbsp;&nbsp; 2103863 |
| &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.680%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.680%, FRN |  |  |  |
| (r) | 5.024%, 07/15/27 |  | 1650 | &nbsp;&nbsp; 1658478 |
| &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.790%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> SOFR + 0.790%, FRN |  |  |  |
| (r) | 5.135%, 06/08/26 |  | 33997 | &nbsp;&nbsp; 34109161 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.966%, 04/29/26 |  | 2100 | &nbsp;&nbsp; 2105849 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |  |
| (r) | 5.346%, 12/08/26 |  | 7700 | &nbsp;&nbsp; 7757449 |
| &nbsp;&nbsp;&nbsp;&nbsp; JT International Financial <br> Services BV | &nbsp;&nbsp;&nbsp;&nbsp; JT International Financial <br> Services BV |  |  |  |
|  | 1.000%, 11/26/29 | EUR | 1600 | &nbsp;&nbsp; 1687583 |
| Juniper Networks, Inc. | Juniper Networks, Inc. |  |  |  |
|  | 1.200%, 12/10/25 |  | 19528 | &nbsp;&nbsp; 19272529 |
| KBC Group NV | KBC Group NV |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 1200 | &nbsp;&nbsp; 1252013 |
| Kering SA | Kering SA |  |  |  |
|  | 3.125%, 11/27/29 | EUR | 2400 | &nbsp;&nbsp; 2741903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.229%, 03/15/27 |  | 15000 | &nbsp;&nbsp; 15087823 |
| KeyBank NA | KeyBank NA |  |  |  |
|  | 4.150%, 08/08/25 |  | 4100 | &nbsp;&nbsp; 4099026 |
| KeyCorp | KeyCorp |  |  |  |
|  | 4.100%, 04/30/28 |  | 400 | &nbsp;&nbsp; 396538 |
|  | 2.550%, 10/01/29 |  | 2120 | &nbsp;&nbsp; 1957937 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
|  | 5.100%, 08/01/29 |  | 292 | &nbsp;&nbsp; 297271 |
| Klepierre SA | Klepierre SA |  |  |  |
|  | 2.000%, 05/12/29 | EUR | 1700 | &nbsp;&nbsp; 1886587 |
| Knorr-Bremse AG | Knorr-Bremse AG |  |  |  |
|  | 3.000%, 09/30/29 | EUR | 3100 | &nbsp;&nbsp; 3565130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kommunalbanken AS, <br> SOFR + 0.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Kommunalbanken AS, <br> SOFR + 0.400%, FRN |  |  |  |
| (r)Ω | 4.747%, 03/03/28 |  | 34000 | &nbsp;&nbsp; 34021415 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kommunalbanken AS, <br> SOFR + 0.410%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Kommunalbanken AS, <br> SOFR + 0.410%, FRN |  |  |  |
| (r) | 4.758%, 04/09/29 |  | 20000 | &nbsp;&nbsp; $19996956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kommunalbanken AS, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Kommunalbanken AS, <br> SOFR + 1.000%, FRN |  |  |  |
| (r)Ω | 5.348%, 06/17/26 |  | 41500 | &nbsp;&nbsp; 41740880 |
| (r) | 5.348%, 06/17/26 |  | 5200 | &nbsp;&nbsp; 5230183 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN |  |  |  |
| (r) | 5.344%, 07/15/26 |  | 8900 | &nbsp;&nbsp; 8951442 |
| La Banque Postale SA | La Banque Postale SA |  |  |  |
|  | 4.375%, 01/17/30 | EUR | 5900 | &nbsp;&nbsp; 7117500 |
|  | 3.500%, 06/13/30 | EUR | 1900 | &nbsp;&nbsp; 2223637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Laboratory Corp. of <br> America Holdings | &nbsp;&nbsp;&nbsp;&nbsp; Laboratory Corp. of <br> America Holdings |  |  |  |
|  | 2.950%, 12/01/29 |  | 38 | &nbsp;&nbsp; 35600 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 9016 | &nbsp;&nbsp; 10393801 |
| Lazard Group LLC | Lazard Group LLC |  |  |  |
|  | 4.500%, 09/19/28 |  | 400 | &nbsp;&nbsp; 398268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 14080 | &nbsp;&nbsp; 16348423 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. |  |  |  |
|  | 4.400%, 09/08/25 |  | 5680 | &nbsp;&nbsp; 5677662 |
| &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., 3M <br> Swap + 0.480%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., 3M <br> Swap + 0.480%, FRN |  |  |  |
| (r) | 4.195%, 12/09/25 | AUD | 500 | &nbsp;&nbsp; 321396 |
| &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN |  |  |  |
| (r)Ω | 5.297%, 07/02/27 |  | 7130 | &nbsp;&nbsp; 7192102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., <br> SOFR + 1.200%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., <br> SOFR + 1.200%, FRN |  |  |  |
| (r)Ω | 5.562%, 12/07/26 |  | 1020 | &nbsp;&nbsp; 1029039 |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 7200 | &nbsp;&nbsp; 8801879 |
| Magna International, Inc. | Magna International, Inc. |  |  |  |
|  | 4.150%, 10/01/25 |  | 5000 | &nbsp;&nbsp; 4994683 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 5.150%, 03/01/30 |  | 6100 | &nbsp;&nbsp; 6212615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., SOFR + <br> 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |  |
| (r) | 4.789%, 03/15/28 |  | 4140 | &nbsp;&nbsp; 4147465 |
| McDonald's Corp. | McDonald's Corp. |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 2400 | &nbsp;&nbsp; 2867160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medtronic Global Holdings <br> SCA | &nbsp;&nbsp;&nbsp;&nbsp; Medtronic Global Holdings <br> SCA |  |  |  |
| Δ | 0.000%, 10/15/25 | EUR | 12099 | &nbsp;&nbsp; 13747352 |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 13000 | &nbsp;&nbsp; 15365370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> Canada, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> Canada, Inc. |  |  |  |
|  | 1.650%, 09/22/25 | CAD | 4000 | &nbsp;&nbsp; 2881351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC |  |  |  |
| Ω | 5.375%, 08/01/25 |  | 1740 | &nbsp;&nbsp; 1740000 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.570%, FRN |  |  |  |
| (r)Ω | 4.911%, 08/01/25 |  | 20450 | &nbsp;&nbsp; $20450000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.630%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.630%, FRN |  |  |  |
| (r)Ω | 5.014%, 07/31/26 |  | 2500 | &nbsp;&nbsp; 2506784 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.670%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.670%, FRN |  |  |  |
| (r)Ω | 5.018%, 01/09/26 |  | 5700 | &nbsp;&nbsp; 5706396 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, <br> Inc. |  |  |  |
|  | 0.402%, 09/06/29 | EUR | 4000 | &nbsp;&nbsp; 4151018 |
|  | 0.797%, 04/15/30 | EUR | 17850 | &nbsp;&nbsp; 18465457 |
| Molnlycke Holding AB | Molnlycke Holding AB |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 240 | &nbsp;&nbsp; 251450 |
| Moody's Corp. | Moody's Corp. |  |  |  |
|  | 0.950%, 02/25/30 | EUR | 2000 | &nbsp;&nbsp; 2092714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.509%, 10/30/26 |  | 1440 | &nbsp;&nbsp; 1452986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC | &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC |  |  |  |
|  | 3.625%, 07/24/29 | EUR | 3000 | &nbsp;&nbsp; 3512231 |
|  | 4.000%, 01/17/30 | EUR | 22300 | &nbsp;&nbsp; 26503843 |
| MPLX LP | MPLX LP |  |  |  |
|  | 1.750%, 03/01/26 |  | 8782 | &nbsp;&nbsp; 8633998 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 11430 | &nbsp;&nbsp; 11913272 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.410%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.410%, FRN |  |  |  |
| (r) | 4.120%, 08/24/26 | AUD | 12980 | &nbsp;&nbsp; 8339762 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.430%, 02/25/27 | AUD | 800 | &nbsp;&nbsp; 515734 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.580%, 05/12/26 | AUD | 9921 | &nbsp;&nbsp; 6397089 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.850%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 0.850%, FRN |  |  |  |
| (r) | 4.647%, 11/16/26 | AUD | 38400 | &nbsp;&nbsp; 24800901 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 1.000%, FRN |  |  |  |
| (r) | 4.800%, 05/12/28 | AUD | 15340 | &nbsp;&nbsp; 9947074 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN |  |  |  |
| (r) | 4.910%, 11/25/27 | AUD | 9200 | &nbsp;&nbsp; 5990246 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.600%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.600%, <br> FRN |  |  |  |
| (r)Ω | 4.983%, 10/26/27 |  | 5776 | &nbsp;&nbsp; $5792074 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN |  |  |  |
| #(r)Ω | 5.014%, 12/10/25 |  | 14390 | &nbsp;&nbsp; 14413004 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.790%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd., SOFR + 0.790%, <br> FRN |  |  |  |
| (r)Ω | 5.165%, 01/14/30 |  | 1917 | &nbsp;&nbsp; 1933393 |
| National Bank of Canada | National Bank of Canada |  |  |  |
|  | 5.296%, 11/03/25 | CAD | 31000 | &nbsp;&nbsp; 22496926 |
|  | 3.750%, 05/02/29 | EUR | 6100 | &nbsp;&nbsp; 7195490 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Gas Transmission <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; National Gas Transmission <br> PLC |  |  |  |
|  | 4.250%, 04/05/30 | EUR | 750 | &nbsp;&nbsp; 896709 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Grid North <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; National Grid North <br> America, Inc. |  |  |  |
|  | 3.247%, 11/25/29 | EUR | 10208 | &nbsp;&nbsp; 11789096 |
|  | 3.150%, 06/03/30 | EUR | 1800 | &nbsp;&nbsp; 2061634 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 8300 | &nbsp;&nbsp; 8623504 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp. |  |  |  |
|  | 5.150%, 06/15/29 |  | 472 | &nbsp;&nbsp; 485335 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.800%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.800%, <br> FRN |  |  |  |
| (r) | 5.141%, 02/05/27 |  | 16700 | &nbsp;&nbsp; 16763869 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.820%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.820%, <br> FRN |  |  |  |
| (r) | 5.169%, 09/16/27 |  | 7900 | &nbsp;&nbsp; 7929777 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |  |
| (r)Ω | 4.912%, 05/20/27 |  | 2000 | &nbsp;&nbsp; 2005058 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nationwide Building <br> Society | &nbsp;&nbsp;&nbsp;&nbsp; Nationwide Building <br> Society |  |  |  |
| #Ω | 1.000%, 08/28/25 |  | 3900 | &nbsp;&nbsp; 3888651 |
|  | 1.500%, 10/13/26 |  | 782 | &nbsp;&nbsp; 755021 |
|  | 3.250%, 09/05/29 | EUR | 3000 | &nbsp;&nbsp; 3484884 |
|  | 3.000%, 03/03/30 | EUR | 5000 | &nbsp;&nbsp; 5729140 |
| NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  | 3.125%, 01/10/30 | EUR | 21908 | &nbsp;&nbsp; 25229454 |
| NBN Co. Ltd. | NBN Co. Ltd. |  |  |  |
|  | 4.125%, 03/15/29 | EUR | 5000 | &nbsp;&nbsp; 5962238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV |  |  |  |
|  | 3.500%, 07/20/27 | AUD | 3700 | &nbsp;&nbsp; 2365036 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Neste OYJ | Neste OYJ |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 13000 | &nbsp;&nbsp; $15188037 |
| Netflix, Inc. | Netflix, Inc. |  |  |  |
|  | 3.875%, 11/15/29 | EUR | 2000 | &nbsp;&nbsp; 2387401 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 63900 | &nbsp;&nbsp; 38742296 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local <br> Government Funding <br> Agency Bonds |  |  |  |
|  | 1.500%, 04/20/29 | NZD | 1600 | &nbsp;&nbsp; 865461 |
|  | 4.500%, 05/15/30 | NZD | 1600 | &nbsp;&nbsp; 957325 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 2.800%, 10/01/29 |  | 400 | &nbsp;&nbsp; 376820 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 5.749%, 09/01/25 |  | 21206 | &nbsp;&nbsp; 21219175 |
|  | 2.750%, 11/01/29 |  | 51 | &nbsp;&nbsp; 47547 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN |  |  |  |
| (r) | 5.106%, 01/29/26 |  | 19274 | &nbsp;&nbsp; 19318819 |
| NiSource, Inc. | NiSource, Inc. |  |  |  |
|  | 0.950%, 08/15/25 |  | 7100 | &nbsp;&nbsp; 7090702 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 1.653%, 07/14/26 |  | 13898 | &nbsp;&nbsp; 13530731 |
|  | 3.459%, 05/28/30 | EUR | 3300 | &nbsp;&nbsp; 3815475 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |  |
|  | 2.500%, 05/23/29 | EUR | 300 | &nbsp;&nbsp; 339255 |
|  | 2.750%, 05/02/30 | EUR | 5000 | &nbsp;&nbsp; 5695675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, SOFR + <br> 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 5.090%, 03/19/27 |  | 13438 | &nbsp;&nbsp; 13504978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordic Investment Bank, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Nordic Investment Bank, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.339%, 05/12/26 |  | 11000 | &nbsp;&nbsp; 11068815 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.480%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.480%, FRN |  |  |  |
| (r) | 4.194%, 09/15/26 | AUD | 7000 | &nbsp;&nbsp; 4496750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Norfina Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.500%, 01/25/27 | AUD | 13670 | &nbsp;&nbsp; 8813489 |
| NRW Bank | NRW Bank |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 5600 | &nbsp;&nbsp; 3531038 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |  |
|  | 0.342%, 03/03/30 | EUR | 5700 | &nbsp;&nbsp; 5792107 |
| &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.080%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.080%, FRN |  |  |  |
| #(r)Ω | 5.458%, 07/16/28 |  | 3000 | &nbsp;&nbsp; 3028371 |
| &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.310%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; NTT Finance Corp., SOFR <br> + 1.310%, FRN |  |  |  |
| (r)Ω | 5.688%, 07/16/30 |  | 2200 | &nbsp;&nbsp; 2238830 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.875%, 07/09/29 | EUR | 7735 | &nbsp;&nbsp; 9126922 |
|  | 3.375%, 01/10/30 | EUR | 10055 | &nbsp;&nbsp; 11622715 |
|  | 3.625%, 07/24/30 | EUR | 5400 | &nbsp;&nbsp; 6287394 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 2.200%, 09/15/25 |  | 3160 | &nbsp;&nbsp; $3150012 |
|  | 4.400%, 10/15/29 |  | 366 | &nbsp;&nbsp; 362899 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 8860 | &nbsp;&nbsp; 9172947 |
| Optus Finance Pty. Ltd. | Optus Finance Pty. Ltd. |  |  |  |
|  | 1.000%, 06/20/29 | EUR | 1760 | &nbsp;&nbsp; 1861470 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 13280 | &nbsp;&nbsp; 13901451 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 3000 | &nbsp;&nbsp; 3513271 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |  |
|  | 5.375%, 01/01/26 |  | 487 | &nbsp;&nbsp; 487436 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 4000 | &nbsp;&nbsp; 4571093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp. |  |  |  |
| Ω | 1.700%, 06/15/26 |  | 31500 | &nbsp;&nbsp; 30691107 |
| Ω | 5.250%, 07/01/29 |  | 200 | &nbsp;&nbsp; 203971 |
| &nbsp;&nbsp;&nbsp;&nbsp; PepsiCo, Inc., SOFR + <br> 0.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; PepsiCo, Inc., SOFR + <br> 0.400%, FRN |  |  |  |
| (r) | 4.740%, 02/13/26 |  | 6383 | &nbsp;&nbsp; 6390128 |
| Pernod Ricard SA | Pernod Ricard SA |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 1600 | &nbsp;&nbsp; 1632862 |
|  | 1.750%, 04/08/30 | EUR | 1800 | &nbsp;&nbsp; 1949172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc. |  |  |  |
|  | 3.375%, 08/11/25 |  | 9400 | &nbsp;&nbsp; 9396568 |
|  | 5.000%, 11/17/25 |  | 2860 | &nbsp;&nbsp; 2863293 |
|  | 4.875%, 02/13/29 |  | 500 | &nbsp;&nbsp; 506686 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN |  |  |  |
| (r) | 5.176%, 04/28/28 |  | 10000 | &nbsp;&nbsp; 10059931 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |  |
|  | 3.150%, 12/15/29 |  | 300 | &nbsp;&nbsp; 283404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |  |
|  | 3.550%, 12/15/29 |  | 400 | &nbsp;&nbsp; 381765 |
| Praemia Healthcare SACA | Praemia Healthcare SACA |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 4900 | &nbsp;&nbsp; 5104188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc. |  |  |  |
|  | 3.700%, 05/15/29 |  | 200 | &nbsp;&nbsp; 194409 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 1398 | &nbsp;&nbsp; 1647257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prologis International <br> Funding II SA | &nbsp;&nbsp;&nbsp;&nbsp; Prologis International <br> Funding II SA |  |  |  |
|  | 3.625%, 03/07/30 | EUR | 620 | &nbsp;&nbsp; 723196 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc. |  |  |  |
|  | 0.800%, 08/15/25 |  | 2400 | &nbsp;&nbsp; 2396402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |  |
| (r) | 5.045%, 04/16/27 |  | 13400 | &nbsp;&nbsp; 13425151 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Radian Group, Inc. | Radian Group, Inc. |  |  |  |
|  | 6.200%, 05/15/29 |  | 5130 | &nbsp;&nbsp; $5327273 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 12005 | &nbsp;&nbsp; 13840222 |
|  | 4.875%, 10/02/29 | EUR | 15640 | &nbsp;&nbsp; 19034951 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 4.625%, 11/01/25 |  | 550 | &nbsp;&nbsp; 549720 |
|  | 1.875%, 01/14/27 | GBP | 2000 | &nbsp;&nbsp; 2539771 |
|  | 4.700%, 12/15/28 |  | 400 | &nbsp;&nbsp; 403188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 8401 | &nbsp;&nbsp; 9884302 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc. |  |  |  |
|  | 3.900%, 05/15/29 |  | 200 | &nbsp;&nbsp; 196438 |
| Revvity, Inc. | Revvity, Inc. |  |  |  |
|  | 3.300%, 09/15/29 |  | 520 | &nbsp;&nbsp; 491317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Richemont International <br> Holding SA | &nbsp;&nbsp;&nbsp;&nbsp; Richemont International <br> Holding SA |  |  |  |
|  | 1.500%, 03/26/30 | EUR | 440 | &nbsp;&nbsp; 474938 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN |  |  |  |
| (r) | 5.189%, 03/14/28 |  | 1000 | &nbsp;&nbsp; 1007466 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.080%, 11/13/26 |  | 10410 | &nbsp;&nbsp; 10477569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc. |  |  |  |
|  | 3.250%, 05/01/29 | CAD | 3700 | &nbsp;&nbsp; 2628159 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 0.875%, 01/20/26 |  | 16224 | &nbsp;&nbsp; 15945542 |
|  | 2.125%, 04/26/29 | EUR | 890 | &nbsp;&nbsp; 993255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, <br> SOFR + 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, <br> SOFR + 0.570%, FRN |  |  |  |
| (r) | 4.915%, 04/27/26 |  | 8500 | &nbsp;&nbsp; 8515337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, <br> SOFR + 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, <br> SOFR + 0.950%, FRN |  |  |  |
| (r) | 5.293%, 01/19/27 |  | 3700 | &nbsp;&nbsp; 3726064 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 1.200%, 09/02/25 |  | 28582 | &nbsp;&nbsp; 28483929 |
|  | 5.150%, 09/02/29 |  | 5400 | &nbsp;&nbsp; 5499269 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 3.950%, 08/16/25 |  | 400 | &nbsp;&nbsp; 399835 |
|  | 2.150%, 05/18/30 | EUR | 6817 | &nbsp;&nbsp; 7468766 |
| Ryder System, Inc. | Ryder System, Inc. |  |  |  |
|  | 3.350%, 09/01/25 |  | 2626 | &nbsp;&nbsp; 2621271 |
|  | 4.300%, 06/15/27 |  | 283 | &nbsp;&nbsp; 282243 |
|  | 4.950%, 09/01/29 |  | 200 | &nbsp;&nbsp; 202613 |
| Sandoz Finance BV | Sandoz Finance BV |  |  |  |
|  | 3.250%, 09/12/29 | EUR | 2000 | &nbsp;&nbsp; 2313678 |
|  | 4.220%, 04/17/30 | EUR | 11500 | &nbsp;&nbsp; 13847211 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 9400 | &nbsp;&nbsp; 10894488 |
| SBAB Bank AB | SBAB Bank AB |  |  |  |
|  | 3.250%, 02/06/30 | EUR | 4400 | &nbsp;&nbsp; 5111901 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC | &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 12577 | &nbsp;&nbsp; $14812062 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 11640 | &nbsp;&nbsp; 12236803 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell International Finance <br> BV | &nbsp;&nbsp;&nbsp;&nbsp; Shell International Finance <br> BV |  |  |  |
|  | 1.875%, 09/15/25 | EUR | 4500 | &nbsp;&nbsp; 5133338 |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 2070 | &nbsp;&nbsp; 2451324 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 3.500%, 09/01/25 |  | 11400 | &nbsp;&nbsp; 11388735 |
|  | 3.300%, 01/15/26 |  | 2020 | &nbsp;&nbsp; 2008764 |
|  | 2.450%, 09/13/29 |  | 400 | &nbsp;&nbsp; 371150 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 3350 | &nbsp;&nbsp; 3858555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 1030 | &nbsp;&nbsp; 1067187 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.890%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.890%, FRN |  |  |  |
| (r)Ω | 5.236%, 03/05/27 |  | 10000 | &nbsp;&nbsp; 10066583 |
| Sky Ltd. | Sky Ltd. |  |  |  |
|  | 2.250%, 11/17/25 | EUR | 2100 | &nbsp;&nbsp; 2397030 |
| Snam SpA | Snam SpA |  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 509 | &nbsp;&nbsp; 532985 |
|  | 4.000%, 11/27/29 | EUR | 9696 | &nbsp;&nbsp; 11602042 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| #Ω | 4.000%, 01/12/27 |  | 4000 | &nbsp;&nbsp; 3961721 |
|  | 1.750%, 03/22/29 | EUR | 1500 | &nbsp;&nbsp; 1644146 |
|  | 0.875%, 09/24/29 | EUR | 4100 | &nbsp;&nbsp; 4306620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Electric <br> Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Electric <br> Power Co. |  |  |  |
|  | 1.650%, 03/15/26 |  | 21360 | &nbsp;&nbsp; 20980557 |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 800 | &nbsp;&nbsp; 917379 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 4.984%, 10/22/27 |  | 5320 | &nbsp;&nbsp; 5328444 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.845%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.845%, FRN |  |  |  |
| (r) | 5.184%, 08/03/26 |  | 18500 | &nbsp;&nbsp; 18581811 |
| Statnett SF | Statnett SF |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 5200 | &nbsp;&nbsp; 5521353 |
| Stedin Holding NV | Stedin Holding NV |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 2950 | &nbsp;&nbsp; 3060153 |
|  | 2.375%, 06/03/30 | EUR | 3500 | &nbsp;&nbsp; 3907923 |
| Stockland Trust | Stockland Trust |  |  |  |
|  | 1.625%, 04/27/26 | EUR | 1250 | &nbsp;&nbsp; 1413520 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 3680 | &nbsp;&nbsp; 4375141 |
| Suez SACA | Suez SACA |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 6000 | &nbsp;&nbsp; 6630483 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 1.546%, 06/15/26 | EUR | 680 | &nbsp;&nbsp; 772432 |
|  | 0.632%, 10/23/29 | EUR | 5560 | &nbsp;&nbsp; 5795540 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.170%, FRN |  |  |  |
| (r) | 5.546%, 07/09/29 |  | 2300 | &nbsp;&nbsp; $2322540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.300%, FRN |  |  |  |
| (r) | 5.674%, 07/13/26 |  | 890 | &nbsp;&nbsp; 897005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.120%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.120%, FRN |  |  |  |
| (r)Ω | 5.481%, 03/09/26 |  | 10000 | &nbsp;&nbsp; 10050090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.150%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.150%, FRN |  |  |  |
| (r)Ω | 5.516%, 09/14/26 |  | 6000 | &nbsp;&nbsp; 6056414 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |  |
|  | 5.600%, 11/17/25 | CAD | 3800 | &nbsp;&nbsp; 2761335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.342%, 08/03/26 |  | 28980 | &nbsp;&nbsp; 29198073 |
| (r) | 5.342%, 05/05/27 |  | 28500 | &nbsp;&nbsp; 28833450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB |  |  |  |
|  | 1.375%, 02/23/29 | EUR | 900 | &nbsp;&nbsp; 978284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |  |
| (r)Ω | 5.599%, 06/15/26 |  | 22350 | &nbsp;&nbsp; 22527818 |
| (r) | 5.618%, 06/15/26 |  | 13000 | &nbsp;&nbsp; 13103429 |
| Swedbank AB | Swedbank AB |  |  |  |
|  | 2.875%, 04/30/29 | EUR | 3300 | &nbsp;&nbsp; 3768961 |
|  | 3.250%, 09/24/29 | EUR | 3140 | &nbsp;&nbsp; 3623198 |
| Swiss Life Finance I AG | Swiss Life Finance I AG |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 2600 | &nbsp;&nbsp; 3025775 |
| Synchrony Financial | Synchrony Financial |  |  |  |
|  | 5.150%, 03/19/29 |  | 5300 | &nbsp;&nbsp; 5323441 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 2232 | &nbsp;&nbsp; 2624870 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 0.664%, 02/03/30 | EUR | 200 | &nbsp;&nbsp; 206449 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |  |
|  | 1.000%, 04/23/30 | EUR | 500 | &nbsp;&nbsp; 525424 |
| Teollisuuden Voima OYJ | Teollisuuden Voima OYJ |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 3490 | &nbsp;&nbsp; 4264322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale | &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale |  |  |  |
|  | 1.000%, 10/11/28 | EUR | 770 | &nbsp;&nbsp; 836692 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.200%, 10/01/29 |  | 156 | &nbsp;&nbsp; 154421 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
| # | 1.200%, 06/03/26 |  | 31440 | &nbsp;&nbsp; 30597124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, <br> SOFR + 0.590%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, <br> SOFR + 0.590%, FRN |  |  |  |
| (r) | 4.937%, 09/10/26 |  | 3995 | &nbsp;&nbsp; 4000693 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, <br> SOFR + 0.730%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, <br> SOFR + 0.730%, FRN |  |  |  |
| (r) | 5.077%, 04/05/27 |  | 9000 | &nbsp;&nbsp; $9046858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, <br> SOFR + 1.080%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, <br> SOFR + 1.080%, FRN |  |  |  |
| (r) | 5.424%, 07/17/26 |  | 7205 | &nbsp;&nbsp; 7254465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Finance Australia <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Finance Australia <br> Ltd. |  |  |  |
|  | 3.386%, 03/18/30 | EUR | 9800 | &nbsp;&nbsp; 11458519 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |  |
|  | 4.650%, 01/05/29 |  | 400 | &nbsp;&nbsp; 403761 |
|  | 4.950%, 01/09/30 |  | 400 | &nbsp;&nbsp; 408227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 5.000%, 03/19/27 |  | 11400 | &nbsp;&nbsp; 11421574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., <br> SOFR + 0.890%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., <br> SOFR + 0.890%, FRN |  |  |  |
| (r) | 5.231%, 05/18/26 |  | 14372 | &nbsp;&nbsp; 14435310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Traton Finance <br> Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp; Traton Finance <br> Luxembourg SA |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 10400 | &nbsp;&nbsp; 12087342 |
| Truist Financial Corp. | Truist Financial Corp. |  |  |  |
|  | 1.200%, 08/05/25 |  | 900 | &nbsp;&nbsp; 899658 |
| UBS AG | UBS AG |  |  |  |
|  | 0.010%, 03/31/26 | EUR | 5320 | &nbsp;&nbsp; 5989791 |
| UBS Group AG | UBS Group AG |  |  |  |
| Ω | 4.125%, 09/24/25 |  | 17000 | &nbsp;&nbsp; 16983698 |
|  | 4.125%, 09/24/25 |  | 21000 | &nbsp;&nbsp; 20979862 |
|  | 4.125%, 04/15/26 |  | 4000 | &nbsp;&nbsp; 3991240 |
| Ω | 4.125%, 04/15/26 |  | 2700 | &nbsp;&nbsp; 2694087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield <br> SE | &nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield <br> SE |  |  |  |
|  | 3.500%, 09/11/29 | EUR | 1000 | &nbsp;&nbsp; 1164576 |
|  | 1.375%, 04/15/30 | EUR | 2913 | &nbsp;&nbsp; 3084684 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.430%, 02/24/27 | AUD | 500 | &nbsp;&nbsp; 322305 |
| (r) | 4.440%, 04/16/27 | AUD | 2000 | &nbsp;&nbsp; 1289387 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 3.875%, 12/15/28 |  | 155 | &nbsp;&nbsp; 152198 |
|  | 4.250%, 01/15/29 |  | 250 | &nbsp;&nbsp; 248463 |
|  | 2.875%, 08/15/29 |  | 400 | &nbsp;&nbsp; 376044 |
| &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN |  |  |  |
| (r) | 4.844%, 07/15/26 |  | 5172 | &nbsp;&nbsp; 5183806 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |  |
|  | 3.950%, 06/15/26 |  | 2318 | &nbsp;&nbsp; 2300068 |
| Var Energi ASA | Var Energi ASA |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 1110 | &nbsp;&nbsp; 1362349 |
| Veolia Environnement SA | Veolia Environnement SA |  |  |  |
|  | 1.940%, 01/07/30 | EUR | 5400 | &nbsp;&nbsp; 5936946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc. |  |  |  |
| # | 3.875%, 02/08/29 |  | 500 | &nbsp;&nbsp; 492526 |
|  | 0.375%, 03/22/29 | EUR | 1000 | &nbsp;&nbsp; 1050576 |
|  | 1.875%, 10/26/29 | EUR | 3782 | &nbsp;&nbsp; 4158944 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Videotron Ltd. | Videotron Ltd. |  |  |  |
|  | 4.650%, 07/15/29 | CAD | 3500 | &nbsp;&nbsp; $2607116 |
| Vier Gas Transport GmbH | Vier Gas Transport GmbH |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 4300 | &nbsp;&nbsp; 4383237 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 2600 | &nbsp;&nbsp; 3021525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC |  |  |  |
| Ω | 4.950%, 08/15/29 |  | 4400 | &nbsp;&nbsp; 4406706 |
| # | 4.950%, 08/15/29 |  | 5000 | &nbsp;&nbsp; 5007620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC, <br> SOFR + 0.930%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC, <br> SOFR + 0.930%, FRN |  |  |  |
| (r)Ω | 5.278%, 09/12/25 |  | 2000 | &nbsp;&nbsp; 2001780 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 02/08/29 | EUR | 800 | &nbsp;&nbsp; 925637 |
|  | 3.125%, 08/26/29 | EUR | 4220 | &nbsp;&nbsp; 4887665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.775%, 04/28/27 |  | 5600 | &nbsp;&nbsp; 5622806 |
| Waste Management, Inc. | Waste Management, Inc. |  |  |  |
|  | 2.000%, 06/01/29 |  | 400 | &nbsp;&nbsp; 367771 |
| WEA Finance LLC | WEA Finance LLC |  |  |  |
| Ω | 4.125%, 09/20/28 |  | 1700 | &nbsp;&nbsp; 1666096 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 380 | &nbsp;&nbsp; 389930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.060%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.060%, FRN |  |  |  |
| (r) | 5.399%, 08/07/26 |  | 1310 | &nbsp;&nbsp; 1318356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.418%, 12/11/26 |  | 8360 | &nbsp;&nbsp; 8435757 |
| Wendel SE | Wendel SE |  |  |  |
|  | 1.375%, 04/26/26 | EUR | 2000 | &nbsp;&nbsp; 2267445 |
| Werfen SA | Werfen SA |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 6500 | &nbsp;&nbsp; 7760301 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 55086 | &nbsp;&nbsp; 53934666 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 4169 | &nbsp;&nbsp; 4486236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.700%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.700%, <br> FRN |  |  |  |
| (r) | 4.420%, 01/25/27 | AUD | 27500 | &nbsp;&nbsp; 17720414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.750%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.750%, <br> FRN |  |  |  |
| (r) | 4.547%, 02/16/26 | AUD | 9000 | &nbsp;&nbsp; 5795360 |
| (r) | 4.550%, 08/10/26 | AUD | 24700 | &nbsp;&nbsp; 15925837 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.800%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.800%, <br> FRN |  |  |  |
| (r) | 4.600%, 08/11/25 | AUD | 8000 | &nbsp;&nbsp; 5141765 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.820%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.820%, <br> FRN |  |  |  |
| (r) | 4.534%, 12/15/26 | AUD | 10000 | &nbsp;&nbsp; $6455869 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.930%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.930%, <br> FRN |  |  |  |
| (r) | 4.624%, 09/19/28 | AUD | 7300 | &nbsp;&nbsp; 4722026 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.980%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 0.980%, <br> FRN |  |  |  |
| (r) | 4.777%, 02/16/28 | AUD | 39300 | &nbsp;&nbsp; 25464507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 1.050%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 1.050%, <br> FRN |  |  |  |
| (r) | 4.844%, 05/20/27 | AUD | 800 | &nbsp;&nbsp; 518511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 1.230%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Westpac Banking Corp., <br> 3M Swap + 1.230%, <br> FRN |  |  |  |
| (r) | 5.030%, 11/11/27 | AUD | 15200 | &nbsp;&nbsp; 9901910 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 4.000%, 09/15/25 |  | 2000 | &nbsp;&nbsp; 1997390 |
|  | 4.800%, 11/15/29 |  | 260 | &nbsp;&nbsp; 262031 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Power & Light <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Power & Light <br> Co. |  |  |  |
|  | 3.000%, 07/01/29 |  | 2795 | &nbsp;&nbsp; 2648570 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 3.850%, 07/15/29 |  | 5900 | &nbsp;&nbsp; 5734657 |
| WPC Eurobond BV | WPC Eurobond BV |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 18688 | &nbsp;&nbsp; 19227844 |
| WPP Finance 2013 | WPP Finance 2013 |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 5924 | &nbsp;&nbsp; 6878622 |
| Zoetis, Inc. | Zoetis, Inc. |  |  |  |
|  | 5.400%, 11/14/25 |  | 4386 | &nbsp;&nbsp; 4392183 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp; 4027099866 |
| U.S. TREASURY OBLIGATIONS — (5.7%) | U.S. TREASURY OBLIGATIONS — (5.7%) | U.S. TREASURY OBLIGATIONS — (5.7%) | U.S. TREASURY OBLIGATIONS — (5.7%) | U.S. TREASURY OBLIGATIONS — (5.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |  |
| (r) | 4.441%, 04/30/27 |  | 50000 | &nbsp;&nbsp; 50029556 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN |  |  |  |
| (r) | 4.451%, 10/31/25 |  | 72400 | &nbsp;&nbsp; 72427889 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |  |
| (r) | 4.526%, 01/31/26 |  | 194500 | &nbsp;&nbsp; 194692403 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 317149848 |

---

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

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| COMMERCIAL PAPER — (22.1%) | COMMERCIAL PAPER — (22.1%) | COMMERCIAL PAPER — (22.1%) | COMMERCIAL PAPER — (22.1%) |
| AbbVie, Inc. | AbbVie, Inc. |  |  |
| Ω | 4.780%, 09/16/25 | 12500 | &nbsp;&nbsp; $12425142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. |  |  |
| Ω | 4.660%, 08/14/25 | 9657 | &nbsp;&nbsp; 9639550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. |  |  |
| Ω | 4.678%, 08/27/25 | 9000 | &nbsp;&nbsp; 8968111 |
| Ameren Corp. | Ameren Corp. |  |  |
|  | 4.633%, 08/18/25 | 1000 | &nbsp;&nbsp; 997728 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp. |  |  |
|  | 4.749%, 09/22/25 | 20000 | &nbsp;&nbsp; 19863230 |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 4.615%, 08/14/25 | 3000 | &nbsp;&nbsp; 2994661 |
| BASF SE | BASF SE |  |  |
| Ω | 4.721%, 08/12/25 | 13000 | &nbsp;&nbsp; 12980076 |
| Ω | 4.575%, 09/30/25 | 10500 | &nbsp;&nbsp; 10416889 |
| Ω | 4.718%, 09/30/25 | 25000 | &nbsp;&nbsp; 24802117 |
| &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC |  |  |
| Ω | 4.752%, 08/25/25 | 1500 | &nbsp;&nbsp; 1495225 |
| Bayer Corp. | Bayer Corp. |  |  |
| Ω | 4.680%, 09/23/25 | 3000 | &nbsp;&nbsp; 2979057 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.824%, 08/04/25 | 5000 | &nbsp;&nbsp; 4997460 |
| Ω | 4.825%, 08/04/25 | 3000 | &nbsp;&nbsp; 2998476 |
| Ω | 4.714%, 08/13/25 | 3500 | &nbsp;&nbsp; 3494188 |
| Ω | 4.751%, 09/08/25 | 1840 | &nbsp;&nbsp; 1830805 |
| Brown-Forman Corp. | Brown-Forman Corp. |  |  |
| Ω | 4.613%, 08/04/25 | 22000 | &nbsp;&nbsp; 21989178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.421%, 09/29/25 | 15000 | &nbsp;&nbsp; 14890999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations | &nbsp;&nbsp;&nbsp;&nbsp; Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.461%, 08/19/25 | 13000 | &nbsp;&nbsp; 12970288 |
| Ω | 4.416%, 10/03/25 | 5000 | &nbsp;&nbsp; 4961257 |
| Ω | 4.441%, 10/03/25 | 5000 | &nbsp;&nbsp; 4961257 |
| Ω | 4.414%, 10/29/25 | 13000 | &nbsp;&nbsp; 12858625 |
| Campbell's Co. | Campbell's Co. |  |  |
| Ω | 4.645%, 09/11/25 | 2250 | &nbsp;&nbsp; 2237747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co. |  |  |
| Ω | 4.503%, 09/11/25 | 750 | &nbsp;&nbsp; 746092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Railway <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Railway <br> Co. |  |  |
| Ω | 4.696%, 08/26/25 | 500 | &nbsp;&nbsp; 498345 |
| CenterPoint Energy, Inc. | CenterPoint Energy, Inc. |  |  |
| Ω | 4.611%, 08/12/25 | 5000 | &nbsp;&nbsp; 4992429 |
| Ω | 4.613%, 08/18/25 | 8000 | &nbsp;&nbsp; 7981664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron Phillips Chemical <br> Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; Chevron Phillips Chemical <br> Co. LLC |  |  |
| Ω | 4.643%, 09/17/25 | 27700 | &nbsp;&nbsp; 27534318 |
| Ω | 4.646%, 09/18/25 | 22300 | &nbsp;&nbsp; 22163827 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.640%, 08/29/25 | 24090 | &nbsp;&nbsp; 24001103 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 4.669%, 09/05/25 | 5000 | &nbsp;&nbsp; $4977090 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
| Ω | 5.018%, 08/07/25 | 21878 | &nbsp;&nbsp; 21856857 |
| Ω | 5.121%, 09/04/25 | 13250 | &nbsp;&nbsp; 13185268 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
| Ω | 4.672%, 08/13/25 | 15500 | &nbsp;&nbsp; 15474518 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 4.589%, 08/07/25 | 1300 | &nbsp;&nbsp; 1298863 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |
| Ω | 4.446%, 09/11/25 | 4500 | &nbsp;&nbsp; 4477226 |
| Ω | 4.457%, 09/30/25 | 4000 | &nbsp;&nbsp; 3970584 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.635%, 08/29/25 | 7500 | &nbsp;&nbsp; 7472323 |
| Enel Finance America LLC | Enel Finance America LLC |  |  |
| Ω | 4.655%, 09/26/25 | 20000 | &nbsp;&nbsp; 19854428 |
| ERP Operating LP | ERP Operating LP |  |  |
| Ω | 4.661%, 08/14/25 | 7000 | &nbsp;&nbsp; 6987542 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.459%, 08/22/25 | 15000 | &nbsp;&nbsp; 14960290 |
| Ω | 4.460%, 08/22/25 | 20000 | &nbsp;&nbsp; 19947054 |
| Ω | 4.432%, 09/05/25 | 10000 | &nbsp;&nbsp; 9956680 |
| Experian Finance PLC | Experian Finance PLC |  |  |
| Ω | 4.576%, 08/11/25 | 1500 | &nbsp;&nbsp; 1497959 |
| Ω | 4.545%, 08/13/25 | 3000 | &nbsp;&nbsp; 2995174 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. |  |  |
| Ω | 4.607%, 08/19/25 | 15341 | &nbsp;&nbsp; 15305980 |
| Ω | 4.534%, 09/05/25 | 10000 | &nbsp;&nbsp; 9956600 |
| Ω | 4.592%, 09/25/25 | 24000 | &nbsp;&nbsp; 23837002 |
| Ω | 4.553%, 10/31/25 | 6500 | &nbsp;&nbsp; 6427453 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.440%, 09/15/25 | 25250 | &nbsp;&nbsp; 25109653 |
| John Deere Financial, Inc. | John Deere Financial, Inc. |  |  |
| Ω | 4.469%, 09/15/25 | 6750 | &nbsp;&nbsp; 6712608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.447%, 09/22/25 | 15000 | &nbsp;&nbsp; 14905041 |
| Ω | 4.426%, 10/16/25 | 17000 | &nbsp;&nbsp; 16843029 |
| Ω | 4.419%, 10/30/25 | 10000 | &nbsp;&nbsp; 9890581 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.553%, 08/15/25 | 15000 | &nbsp;&nbsp; 14972143 |
| Ω | 4.595%, 08/18/25 | 750 | &nbsp;&nbsp; 748328 |
| Ω | 4.590%, 09/16/25 | 14500 | &nbsp;&nbsp; 14415084 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.451%, 10/14/25 | 10000 | &nbsp;&nbsp; 9909479 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 4.645%, 08/21/25 | 35750 | &nbsp;&nbsp; 35652234 |
| Ω | 4.640%, 08/25/25 | 1000 | &nbsp;&nbsp; 996778 |
| McCormick & Co., Inc. | McCormick & Co., Inc. |  |  |
| Ω | 4.593%, 08/20/25 | 21500 | &nbsp;&nbsp; 21445216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, <br> Inc. |  |  |
| Ω | 4.632%, 09/19/25 | 8500 | &nbsp;&nbsp; 8446402 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; National Securities <br> Clearing Corp. |  |  |
| Ω | 4.452%, 09/10/25 | 40500 | &nbsp;&nbsp; 40299310 |
| Ω | 4.425%, 09/25/25 | 13000 | &nbsp;&nbsp; 12911857 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.709%, 08/28/25 | 12000 | &nbsp;&nbsp; $11957237 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.435%, 10/10/25 | 5000 | &nbsp;&nbsp; 4957312 |
| Nutrien Ltd. | Nutrien Ltd. |  |  |
| Ω | 4.659%, 08/29/25 | 10000 | &nbsp;&nbsp; 9962772 |
| Oracle Corp. | Oracle Corp. |  |  |
| Ω | 4.662%, 08/21/25 | 5000 | &nbsp;&nbsp; 4986693 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.631%, 08/11/25 | 4000 | &nbsp;&nbsp; 3994424 |
| Ω | 4.656%, 08/18/25 | 3000 | &nbsp;&nbsp; 2993125 |
| Phillips 66 | Phillips 66 |  |  |
| Ω | 4.681%, 08/18/25 | 32750 | &nbsp;&nbsp; 32674456 |
| Ω | 4.682%, 08/20/25 | 6750 | &nbsp;&nbsp; 6732677 |
| Ω | 4.681%, 08/22/25 | 5000 | &nbsp;&nbsp; 4985880 |
| PPG Industries, Inc. | PPG Industries, Inc. |  |  |
|  | 4.670%, 08/14/25 | 5500 | &nbsp;&nbsp; 5490223 |
|  | 4.670%, 08/15/25 | 5000 | &nbsp;&nbsp; 4990470 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 4.424%, 10/01/25 | 26000 | &nbsp;&nbsp; 25806113 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.471%, 10/10/25 | 15000 | &nbsp;&nbsp; 14871904 |
|  | 4.461%, 10/10/25 | 8500 | &nbsp;&nbsp; 8427413 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 4.451%, 09/17/25 | 30000 | &nbsp;&nbsp; 29826801 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.456%, 09/03/25 | 25000 | &nbsp;&nbsp; 24898142 |
| Ω | 4.438%, 09/08/25 | 13000 | &nbsp;&nbsp; 12939174 |
| Ω | 4.441%, 09/22/25 | 16000 | &nbsp;&nbsp; 15898059 |
| Ω | 4.467%, 09/22/25 | 28500 | &nbsp;&nbsp; 28318418 |
| Ω | 4.429%, 10/24/25 | 10000 | &nbsp;&nbsp; 9897961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC |  |  |
| Ω | 4.608%, 08/29/25 | 1500 | &nbsp;&nbsp; 1494484 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.459%, 09/17/25 | 30000 | &nbsp;&nbsp; 29826480 |
| Ω | 4.439%, 10/07/25 | 39000 | &nbsp;&nbsp; 38681023 |
| Ω | 4.458%, 10/17/25 | 20000 | &nbsp;&nbsp; 19812366 |
| Ω | 4.464%, 11/10/25 | 18000 | &nbsp;&nbsp; 17779986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 4.466%, 11/10/25 | 20000 | &nbsp;&nbsp; $19755540 |
| Ω | 4.454%, 11/25/25 | 28550 | &nbsp;&nbsp; 28151570 |
| Ω | 4.456%, 11/25/25 | 10000 | &nbsp;&nbsp; 9860445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc. |  |  |
| Ω | 4.685%, 08/26/25 | 3000 | &nbsp;&nbsp; 2989984 |
| Ω | 4.715%, 08/27/25 | 6750 | &nbsp;&nbsp; 6726601 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.688%, 09/25/25 | 15000 | &nbsp;&nbsp; 14895015 |
| Ω | 4.633%, 10/31/25 | 12250 | &nbsp;&nbsp; 12105940 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.005%, 10/03/25 | 1500 | &nbsp;&nbsp; 1486617 |
| Ω | 5.010%, 10/06/25 | 1458 | &nbsp;&nbsp; 1444385 |
| Ω | 4.979%, 11/05/25 | 2685 | &nbsp;&nbsp; 2648772 |
| Ω | 5.134%, 10/10/25 | 5000 | &nbsp;&nbsp; 4950534 |
| Ω | 5.037%, 01/16/26 | 12456 | &nbsp;&nbsp; 12164156 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. |  |  |
| Ω | 4.669%, 08/26/25 | 9000 | &nbsp;&nbsp; 8970207 |
| Ω | 4.682%, 09/18/25 | 1000 | &nbsp;&nbsp; 993754 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.754%, 09/09/25 | 10000 | &nbsp;&nbsp; 9949074 |
| Walt Disney Co. | Walt Disney Co. |  |  |
| Ω | 4.456%, 09/22/25 | 10000 | &nbsp;&nbsp; 9935664 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,240,764,328) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,240,764,328) |  | &nbsp;&nbsp; 1240598329 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $5,583,249,185) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $5,583,249,185) |  | &nbsp;&nbsp; 5603253039 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) | SECURITIES LENDING COLLATERAL — (0.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 997270 | &nbsp;&nbsp; 11535427 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $5,594,784,234)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $5,594,784,234)^^ |  | &nbsp;&nbsp; $5614788466 |

---

As of July 31, 2025, DFA Short-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 57941556 | EUR | 49303910 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1675960 |
| USD | 75770323 | SGD | 97268864 | Royal Bank of Canada | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839149 |
| USD | 23689858 | EUR | 20628326 | UBS AG | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144175 |
| USD | 23865777 | EUR | 20536921 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416695 |
| USD | 3774316 | CAD | 5128382 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70601 |
| USD | 14869096 | JPY | 2131826667 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715232 |
| USD | 78503988 | EUR | 67998611 | Societe Generale | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847621 |
| USD | 47138720 | EUR | 40733781 | UBS AG | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619572 |

---

------

**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>|
| EUR | 861050 | USD | 983031 | State Street Bank and Trust | 08/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $509 |
| USD | 79806168 | EUR | 68704515 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1322792 |
| USD | 19326015 | CAD | 26127450 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453081 |
| USD | 22079364 | EUR | 18927229 | State Street Bank and Trust | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458182 |
| USD | 10570133 | EUR | 9105355 | UBS AG | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168794 |
| USD | 6051085 | NZD | 10159860 | Australia and New Zealand Bank | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62357 |
| USD | 10899560 | NZD | 18152057 | Bank of America Corp. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199830 |
| USD | 6032497 | NZD | 10152093 | Citibank, N.A. | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48345 |
| USD | 2876887 | NZD | 4819827 | Royal Bank of Canada | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35841 |
| USD | 2950515 | NZD | 4930686 | State Street Bank and Trust | 08/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44122 |
| USD | 78578504 | EUR | 68432884 | Royal Bank of Canada | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374253 |
| USD | 13221138 | EUR | 11568506 | State Street Bank and Trust | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
| USD | 5299368 | EUR | 4555849 | UBS AG | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93000 |
| USD | 26615314 | CAD | 36278807 | Citibank, N.A. | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398067 |
| USD | 18187889 | CAD | 24766400 | Citibank, N.A. | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289322 |
| USD | 57209038 | EUR | 48629844 | Royal Bank of Canada | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1620681 |
| USD | 14581262 | EUR | 12553767 | State Street Bank and Trust | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231158 |
| USD | 19269689 | EUR | 16568637 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330222 |
| USD | 115675409 | EUR | 100742655 | State Street Bank and Trust | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486720 |
| USD | 100638871 | EUR | 84989507 | Royal Bank of Canada | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3442932 |
| USD | 3164552 | NZD | 5227721 | Australia and New Zealand Bank | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80956 |
| USD | 6244828 | NZD | 10280684 | Bank of America Corp. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180720 |
| USD | 3016369 | NZD | 5001747 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66065 |
| USD | 23896309 | CAD | 32630131 | Citibank, N.A. | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301966 |
| USD | 6878595 | GBP | 5068231 | Citibank, N.A. | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182301 |
| USD | 10479076 | JPY | 1548311626 | State Street Bank and Trust | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159060 |
| USD | 118744883 | EUR | 101093855 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3002001 |
| USD | 3948600 | GBP | 2899864 | State Street Bank and Trust | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116955 |
| USD | 25608853 | EUR | 22329459 | Royal Bank of Canada | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30241 |
| USD | 57074601 | EUR | 49303910 | UBS AG | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596494 |
| USD | 92407847 | AUD | 141391852 | Royal Bank of Canada | 10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1431078 |
| USD | 79736453 | AUD | 121239165 | Australia and New Zealand Bank | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1719045 |
| USD | 69238092 | AUD | 104536473 | Australia and New Zealand Bank | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1955711 |
| USD | 458420 | NZD | 775307 | Citibank, N.A. | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$25212872** |
| EUR | 49303910 | USD | 56849380 | UBS AG | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(583784)<br>|
| SGD | 60214194 | USD | 46706816 | Royal Bank of Canada | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320747)<br>|
| EUR | 2308994 | USD | 2707224 | Societe Generale | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71681)<br>|
| USD | 114918687 | EUR | 102495751 | State Street Bank and Trust | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2072509)<br>|
| SGD | 37054670 | USD | 28630790 | State Street Bank and Trust | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85685)<br>|
| EUR | 3871394 | USD | 4504523 | UBS AG | 08/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85618)<br>|
| USD | 3110354 | EUR | 2771457 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54100)<br>|
| EUR | 3565081 | USD | 4192363 | JPMorgan Chase Bank NA | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121749)<br>|
| EUR | 4824718 | USD | 5657579 | Societe Generale | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148710)<br>|
| USD | 114998166 | EUR | 102576068 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2123319)<br>|
| EUR | 2332639 | USD | 2732060 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68650)<br>|
| EUR | 1016250 | USD | 1166613 | HSBC Bank | 08/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5795)<br>|
| USD | 129576640 | EUR | 114293524 | State Street Bank and Trust | 08/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (975856)<br>|
| CAD | 8976184 | USD | 6582799 | Barclays Capital | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (98614)<br>|
| USD | 28669322 | CAD | 39788541 | State Street Bank and Trust | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (72990)<br>|
| CAD | 10178892 | USD | 7370138 | State Street Bank and Trust | 08/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17145)<br>|
| USD | 36353618 | EUR | 31931111 | State Street Bank and Trust | 08/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136859)<br>|
| CAD | 12908743 | USD | 9407085 | HSBC Bank | 08/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78452)<br>|
| CAD | 32630131 | USD | 23650976 | Societe Generale | 09/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56633)<br>|
| GBP | 3628258 | USD | 4986651 | Barclays Capital | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192891)<br>|

---

------

**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>|
| GBP | 1206450 | USD | 1614365 | Citibank, N.A. | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(20260)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(7392047)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$17820825** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $1,769,342,037 or 31.1% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $18404996 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $18404996 |
| Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4027099866 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4027099866 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 317149848 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 317149848 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1240598329 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1240598329 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11535427 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11535427 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5614788466 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5614788466 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25212872 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25212872 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (7392047) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (7392047) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $17820825 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $17820825 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 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%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association |  |  |  |
|  | 0.375%, 08/25/25 |  | 5750 | &nbsp;&nbsp; $5734458 |
| BONDS — (94.6%) | BONDS — (94.6%) | BONDS — (94.6%) | BONDS — (94.6%) | BONDS — (94.6%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 1000 | &nbsp;&nbsp; 1082262 |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 1.800%, 02/10/31 |  | 5000 | &nbsp;&nbsp; 4251577 |
| Ω | 2.500%, 02/10/41 |  | 5454 | &nbsp;&nbsp; 3656608 |
| Abbott Laboratories | Abbott Laboratories |  |  |  |
|  | 4.750%, 04/15/43 |  | 5000 | &nbsp;&nbsp; 4669802 |
| AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 4.050%, 11/21/39 |  | 3000 | &nbsp;&nbsp; 2616997 |
|  | 4.400%, 11/06/42 |  | 7200 | &nbsp;&nbsp; 6304427 |
|  | 5.350%, 03/15/44 |  | 400 | &nbsp;&nbsp; 390731 |
| ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |  |
|  | 3.125%, 01/21/30 | EUR | 8000 | &nbsp;&nbsp; 9289934 |
| Accenture Capital, Inc. | Accenture Capital, Inc. |  |  |  |
|  | 4.500%, 10/04/34 |  | 3000 | &nbsp;&nbsp; 2903131 |
| AEP Texas, Inc. | AEP Texas, Inc. |  |  |  |
|  | 5.700%, 05/15/34 |  | 400 | &nbsp;&nbsp; 408383 |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |  |
|  | 3.400%, 10/29/33 |  | 4000 | &nbsp;&nbsp; 3512850 |
|  | 3.850%, 10/29/41 |  | 2800 | &nbsp;&nbsp; 2232921 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 100 | &nbsp;&nbsp; 113255 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 6.750%, 12/15/37 |  | 1000 | &nbsp;&nbsp; 1078809 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc. |  |  |  |
|  | 5.500%, 08/20/34 |  | 2800 | &nbsp;&nbsp; 2821376 |
| Aflac, Inc. | Aflac, Inc. |  |  |  |
|  | 6.450%, 08/15/40 |  | 2300 | &nbsp;&nbsp; 2497910 |
| AGCO Corp. | AGCO Corp. |  |  |  |
|  | 5.800%, 03/21/34 |  | 4660 | &nbsp;&nbsp; 4749351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC | &nbsp;&nbsp;&nbsp;&nbsp; Agence Francaise de <br> Developpement EPIC |  |  |  |
|  | 2.875%, 01/21/30 | EUR | 5000 | &nbsp;&nbsp; 5732125 |
|  | 0.500%, 05/25/30 | EUR | 800 | &nbsp;&nbsp; 819555 |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 4.000%, 01/15/31 |  | 1000 | &nbsp;&nbsp; 947549 |
| Ω | 6.000%, 06/13/33 |  | 10000 | &nbsp;&nbsp; 10285420 |
| Alabama Power Co. | Alabama Power Co. |  |  |  |
|  | 5.500%, 03/15/41 |  | 1500 | &nbsp;&nbsp; 1471373 |
|  | 3.850%, 12/01/42 |  | 650 | &nbsp;&nbsp; 521027 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc. |  |  |  |
| Ω | 3.439%, 05/13/41 |  | 4450 | &nbsp;&nbsp; 3328333 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.350%, 06/01/33 |  | 1900 | &nbsp;&nbsp; $1951512 |
|  | 4.500%, 06/15/43 |  | 4470 | &nbsp;&nbsp; 3863760 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 3849 | &nbsp;&nbsp; 4348319 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
|  | 2.450%, 02/04/32 |  | 6600 | &nbsp;&nbsp; 5683535 |
|  | 4.500%, 05/02/43 |  | 900 | &nbsp;&nbsp; 746974 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 3.875%, 08/22/37 |  | 5000 | &nbsp;&nbsp; 4496775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. |  |  |  |
|  | 2.630%, 06/19/30 |  | 375 | &nbsp;&nbsp; 340277 |
| Amdocs Ltd. | Amdocs Ltd. |  |  |  |
|  | 2.538%, 06/15/30 |  | 1600 | &nbsp;&nbsp; 1443380 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc. |  |  |  |
|  | 5.625%, 03/01/33 |  | 400 | &nbsp;&nbsp; 414825 |
| American Express Co. | American Express Co. |  |  |  |
|  | 8.150%, 03/19/38 |  | 2000 | &nbsp;&nbsp; 2529107 |
|  | 4.050%, 12/03/42 |  | 5000 | &nbsp;&nbsp; 4190940 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp. |  |  |  |
|  | 3.300%, 03/21/29 | EUR | 12400 | &nbsp;&nbsp; 14408011 |
|  | 5.050%, 07/10/31 |  | 1500 | &nbsp;&nbsp; 1523117 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 5.650%, 03/15/33 |  | 400 | &nbsp;&nbsp; 414847 |
|  | 5.550%, 07/15/33 |  | 400 | &nbsp;&nbsp; 412353 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Water Capital <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; American Water Capital <br> Corp. |  |  |  |
|  | 4.300%, 12/01/42 |  | 3176 | &nbsp;&nbsp; 2704861 |
| Amgen, Inc. | Amgen, Inc. |  |  |  |
|  | 2.300%, 02/25/31 |  | 3413 | &nbsp;&nbsp; 3029246 |
|  | 4.950%, 10/01/41 |  | 1200 | &nbsp;&nbsp; 1099417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc. |  |  |  |
|  | 5.450%, 01/23/39 |  | 4695 | &nbsp;&nbsp; 4754272 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 1400 | &nbsp;&nbsp; 1485235 |
| Appalachian Power Co. | Appalachian Power Co. |  |  |  |
|  | 5.650%, 04/01/34 |  | 400 | &nbsp;&nbsp; 411610 |
|  | 7.000%, 04/01/38 |  | 5200 | &nbsp;&nbsp; 5782090 |
| Apple, Inc. | Apple, Inc. |  |  |  |
| # | 3.350%, 02/09/27 |  | 6000 | &nbsp;&nbsp; 5931626 |
|  | 2.200%, 09/11/29 |  | 5000 | &nbsp;&nbsp; 4629835 |
|  | 2.375%, 02/08/41 |  | 7000 | &nbsp;&nbsp; 4879700 |
|  | 3.850%, 05/04/43 |  | 5500 | &nbsp;&nbsp; 4576531 |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 6.800%, 11/29/32 |  | 5000 | &nbsp;&nbsp; 5481760 |
| Arizona Public Service Co. | Arizona Public Service Co. |  |  |  |
|  | 2.200%, 12/15/31 |  | 7500 | &nbsp;&nbsp; 6408245 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.875%, 04/10/34 |  | 5000 | &nbsp;&nbsp; 5141629 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |  |
| Ω | 2.450%, 08/12/31 |  | 2000 | &nbsp;&nbsp; $1729959 |
| Ω | 5.500%, 08/11/32 |  | 4600 | &nbsp;&nbsp; 4659957 |
| Ω | 5.950%, 10/15/33 |  | 2500 | &nbsp;&nbsp; 2594222 |
| Assurant, Inc. | Assurant, Inc. |  |  |  |
|  | 2.650%, 01/15/32 |  | 6000 | &nbsp;&nbsp; 5162271 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 4.500%, 05/15/35 |  | 2000 | &nbsp;&nbsp; 1897695 |
|  | 4.900%, 08/15/37 |  | 2000 | &nbsp;&nbsp; 1907637 |
|  | 4.850%, 03/01/39 |  | 1400 | &nbsp;&nbsp; 1314471 |
| Athene Holding Ltd. | Athene Holding Ltd. |  |  |  |
| # | 5.875%, 01/15/34 |  | 6400 | &nbsp;&nbsp; 6599025 |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 300 | &nbsp;&nbsp; 350137 |
| AutoNation, Inc. | AutoNation, Inc. |  |  |  |
|  | 1.950%, 08/01/28 |  | 2800 | &nbsp;&nbsp; 2595926 |
|  | 2.400%, 08/01/31 |  | 3000 | &nbsp;&nbsp; 2575527 |
| AutoZone, Inc. | AutoZone, Inc. |  |  |  |
|  | 5.200%, 08/01/33 |  | 400 | &nbsp;&nbsp; 403599 |
| &nbsp;&nbsp;&nbsp;&nbsp; AvalonBay Communities, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; AvalonBay Communities, <br> Inc. |  |  |  |
|  | 3.300%, 06/01/29 |  | 510 | &nbsp;&nbsp; 489744 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 3.000%, 05/15/31 |  | 8245 | &nbsp;&nbsp; 7375657 |
|  | 5.500%, 06/01/32 |  | 400 | &nbsp;&nbsp; 402739 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 6500 | &nbsp;&nbsp; 7689932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes <br> Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes <br> Holdings LLC |  |  |  |
|  | 5.125%, 09/15/40 |  | 6000 | &nbsp;&nbsp; 5709304 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 510 | &nbsp;&nbsp; 594262 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 5.796%, 01/23/29 | AUD | 2520 | &nbsp;&nbsp; 1678637 |
|  | 3.875%, 04/22/29 | EUR | 200 | &nbsp;&nbsp; 236429 |
|  | 3.490%, 05/28/30 |  | 200 | &nbsp;&nbsp; 189504 |
| # | 6.938%, 11/07/33 |  | 800 | &nbsp;&nbsp; 901281 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 3236 | &nbsp;&nbsp; 3375282 |
| Bank of Montreal | Bank of Montreal |  |  |  |
|  | 5.511%, 06/04/31 |  | 4000 | &nbsp;&nbsp; 4162596 |
| Bank of New Zealand | Bank of New Zealand |  |  |  |
|  | 3.661%, 07/17/29 | EUR | 2000 | &nbsp;&nbsp; 2346421 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 3.500%, 04/17/29 | EUR | 5000 | &nbsp;&nbsp; 5825617 |
|  | 2.450%, 02/02/32 |  | 6800 | &nbsp;&nbsp; 5909636 |
|  | 5.650%, 02/01/34 |  | 2000 | &nbsp;&nbsp; 2095881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du <br> Credit Mutuel SA |  |  |  |
|  | 1.750%, 03/15/29 | EUR | 2000 | &nbsp;&nbsp; 2199785 |
|  | 4.375%, 05/02/30 | EUR | 2900 | &nbsp;&nbsp; 3487195 |
| BAT Capital Corp. | BAT Capital Corp. |  |  |  |
|  | 4.390%, 08/15/37 |  | 2000 | &nbsp;&nbsp; 1786111 |
|  | 7.079%, 08/02/43 |  | 400 | &nbsp;&nbsp; 440181 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| Ω | 6.500%, 11/21/33 |  | 10000 | &nbsp;&nbsp; 10681475 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway <br> Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway <br> Energy Co. |  |  |  |
|  | 5.950%, 05/15/37 |  | 6000 | &nbsp;&nbsp; $6345814 |
|  | 6.500%, 09/15/37 |  | 3073 | &nbsp;&nbsp; 3324463 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 1000 | &nbsp;&nbsp; 1114788 |
| &nbsp;&nbsp;&nbsp;&nbsp; BHP Billiton Finance USA <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; BHP Billiton Finance USA <br> Ltd. |  |  |  |
|  | 5.000%, 09/30/43 |  | 3919 | &nbsp;&nbsp; 3703478 |
| Black Hills Corp. | Black Hills Corp. |  |  |  |
|  | 4.350%, 05/01/33 |  | 8837 | &nbsp;&nbsp; 8328782 |
|  | 6.000%, 01/15/35 |  | 770 | &nbsp;&nbsp; 800507 |
| Blackrock, Inc. | Blackrock, Inc. |  |  |  |
|  | 3.250%, 04/30/29 |  | 710 | &nbsp;&nbsp; 688242 |
| BNG Bank NV | BNG Bank NV |  |  |  |
|  | 2.500%, 05/21/30 | EUR | 600 | &nbsp;&nbsp; 683163 |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 3.625%, 09/01/29 | EUR | 100 | &nbsp;&nbsp; 117591 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 150 | &nbsp;&nbsp; 135938 |
|  | 5.625%, 08/01/34 |  | 5000 | &nbsp;&nbsp; 5063194 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 2.950%, 02/01/30 |  | 1710 | &nbsp;&nbsp; 1588022 |
|  | 6.125%, 02/15/33 |  | 2835 | &nbsp;&nbsp; 2994983 |
|  | 3.600%, 05/01/34 |  | 1825 | &nbsp;&nbsp; 1611872 |
| Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. |  |  |  |
|  | 5.950%, 08/04/33 |  | 2000 | &nbsp;&nbsp; 2068720 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 5.750%, 01/15/35 |  | 400 | &nbsp;&nbsp; 402357 |
| Bouygues SA | Bouygues SA |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 700 | &nbsp;&nbsp; 719753 |
| &nbsp;&nbsp;&nbsp;&nbsp; BP Capital Markets <br> America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; BP Capital Markets <br> America, Inc. |  |  |  |
|  | 4.989%, 04/10/34 |  | 3000 | &nbsp;&nbsp; 3014036 |
|  | 3.060%, 06/17/41 |  | 5400 | &nbsp;&nbsp; 3980664 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |  |
| # | 5.625%, 05/15/30 |  | 4035 | &nbsp;&nbsp; 4042612 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |  |  |  |
|  | 4.125%, 06/15/39 |  | 2750 | &nbsp;&nbsp; 2426691 |
|  | 2.350%, 11/13/40 |  | 1200 | &nbsp;&nbsp; 814720 |
|  | 3.550%, 03/15/42 |  | 4000 | &nbsp;&nbsp; 3141894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brixmor Operating <br> Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; Brixmor Operating <br> Partnership LP |  |  |  |
|  | 2.500%, 08/16/31 |  | 1833 | &nbsp;&nbsp; 1601179 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |  |
| Ω | 2.450%, 02/15/31 |  | 400 | &nbsp;&nbsp; 356833 |
| Ω | 4.150%, 04/15/32 |  | 400 | &nbsp;&nbsp; 384464 |
|  | 4.300%, 11/15/32 |  | 2800 | &nbsp;&nbsp; 2706403 |
| Ω | 3.419%, 04/15/33 |  | 600 | &nbsp;&nbsp; 542770 |
| Ω | 3.137%, 11/15/35 |  | 4900 | &nbsp;&nbsp; 4112928 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 2.724%, 04/15/31 |  | 3600 | &nbsp;&nbsp; 3244597 |
|  | 5.675%, 01/15/35 |  | 3000 | &nbsp;&nbsp; 3080424 |
| Brown & Brown, Inc. | Brown & Brown, Inc. |  |  |  |
|  | 4.200%, 03/17/32 |  | 400 | &nbsp;&nbsp; 379973 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
| # | 4.400%, 09/15/32 |  | 5000 | &nbsp;&nbsp; 4669531 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Cadent Finance PLC | Cadent Finance PLC |  |  |  |
|  | 4.250%, 07/05/29 | EUR | 100 | &nbsp;&nbsp; $120242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; Caisse d'Amortissement de <br> la Dette Sociale |  |  |  |
|  | 0.600%, 11/25/29 | EUR | 3800 | &nbsp;&nbsp; 3988176 |
|  | 2.875%, 05/25/30 | EUR | 1600 | &nbsp;&nbsp; 1842294 |
| CaixaBank SA | CaixaBank SA |  |  |  |
|  | 3.750%, 09/07/29 | EUR | 3700 | &nbsp;&nbsp; 4396968 |
| Camden Property Trust | Camden Property Trust |  |  |  |
|  | 4.900%, 01/15/34 |  | 5000 | &nbsp;&nbsp; 4972200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 2550 | &nbsp;&nbsp; 3006892 |
|  | 3.600%, 04/07/32 |  | 2000 | &nbsp;&nbsp; 1858968 |
|  | 6.092%, 10/03/33 |  | 8000 | &nbsp;&nbsp; 8580578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd. |  |  |  |
|  | 5.850%, 02/01/35 |  | 2000 | &nbsp;&nbsp; 2032841 |
|  | 6.250%, 03/15/38 |  | 9800 | &nbsp;&nbsp; 10121029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp. |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 900 | &nbsp;&nbsp; 980194 |
|  | 6.700%, 11/29/32 |  | 2179 | &nbsp;&nbsp; 2381588 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 4.600%, 03/15/43 |  | 400 | &nbsp;&nbsp; 342700 |
| Cargill, Inc. | Cargill, Inc. |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 100 | &nbsp;&nbsp; 119216 |
| Carlsberg Breweries AS | Carlsberg Breweries AS |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 300 | &nbsp;&nbsp; 344973 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 3.377%, 04/05/40 |  | 3211 | &nbsp;&nbsp; 2533952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Castellum Helsinki Finance <br> Holding Abp | &nbsp;&nbsp;&nbsp;&nbsp; Castellum Helsinki Finance <br> Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 100 | &nbsp;&nbsp; 103879 |
| CBRE Services, Inc. | CBRE Services, Inc. |  |  |  |
|  | 5.950%, 08/15/34 |  | 787 | &nbsp;&nbsp; 829233 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |  |
|  | 4.875%, 06/05/29 |  | 700 | &nbsp;&nbsp; 718404 |
| &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy <br> Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy <br> Resources Corp. |  |  |  |
|  | 5.400%, 07/01/34 |  | 8000 | &nbsp;&nbsp; 8120038 |
|  | 5.850%, 01/15/41 |  | 3000 | &nbsp;&nbsp; 3001290 |
| CF Industries, Inc. | CF Industries, Inc. |  |  |  |
|  | 5.150%, 03/15/34 |  | 1700 | &nbsp;&nbsp; 1687428 |
|  | 4.950%, 06/01/43 |  | 4000 | &nbsp;&nbsp; 3549383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 1040 | &nbsp;&nbsp; 983959 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 100 | &nbsp;&nbsp; 104991 |
| Cigna Group | Cigna Group |  |  |  |
| # | 5.250%, 02/15/34 |  | 2000 | &nbsp;&nbsp; 2020210 |
|  | 4.800%, 08/15/38 |  | 2800 | &nbsp;&nbsp; 2598437 |
|  | 3.200%, 03/15/40 |  | 1470 | &nbsp;&nbsp; 1112402 |
|  | 6.125%, 11/15/41 |  | 400 | &nbsp;&nbsp; 413732 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |  |
|  | 5.900%, 02/15/39 |  | 2100 | &nbsp;&nbsp; 2245723 |
|  | 5.500%, 01/15/40 |  | 1700 | &nbsp;&nbsp; 1740827 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 1.250%, 04/10/29 | EUR | 100 | &nbsp;&nbsp; $108833 |
|  | 8.125%, 07/15/39 |  | 7866 | &nbsp;&nbsp; 9836648 |
|  | 5.875%, 01/30/42 |  | 4000 | &nbsp;&nbsp; 4135587 |
| &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 300 | &nbsp;&nbsp; 311616 |
| CNA Financial Corp. | CNA Financial Corp. |  |  |  |
|  | 5.500%, 06/15/33 |  | 2000 | &nbsp;&nbsp; 2043760 |
|  | 5.125%, 02/15/34 |  | 2400 | &nbsp;&nbsp; 2381329 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 2750 | &nbsp;&nbsp; 2773688 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 7.050%, 03/15/33 |  | 3437 | &nbsp;&nbsp; 3906831 |
|  | 4.200%, 08/15/34 |  | 675 | &nbsp;&nbsp; 634326 |
|  | 4.400%, 08/15/35 |  | 2850 | &nbsp;&nbsp; 2689891 |
|  | 3.900%, 03/01/38 |  | 3800 | &nbsp;&nbsp; 3271916 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 5.300%, 11/01/38 |  | 7600 | &nbsp;&nbsp; 7155141 |
| ConocoPhillips | ConocoPhillips |  |  |  |
|  | 5.900%, 10/15/32 |  | 4400 | &nbsp;&nbsp; 4731926 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc. |  |  |  |
|  | 6.750%, 04/01/38 |  | 1300 | &nbsp;&nbsp; 1468068 |
|  | 5.500%, 12/01/39 |  | 1400 | &nbsp;&nbsp; 1402606 |
|  | 5.700%, 06/15/40 |  | 294 | &nbsp;&nbsp; 298810 |
|  | 3.950%, 03/01/43 |  | 500 | &nbsp;&nbsp; 406203 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC |  |  |  |
|  | 5.800%, 03/01/33 |  | 400 | &nbsp;&nbsp; 422359 |
|  | 5.600%, 06/15/42 |  | 1768 | &nbsp;&nbsp; 1734999 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1154 | &nbsp;&nbsp; 1347562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA |  |  |  |
|  | 4.000%, 01/10/30 | EUR | 2800 | &nbsp;&nbsp; 3346317 |
| Corebridge Financial, Inc. | Corebridge Financial, Inc. |  |  |  |
|  | 3.900%, 04/05/32 |  | 800 | &nbsp;&nbsp; 751865 |
|  | 4.350%, 04/05/42 |  | 8000 | &nbsp;&nbsp; 6695854 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 3797 | &nbsp;&nbsp; 3517687 |
| Ω | 4.700%, 12/15/42 |  | 1000 | &nbsp;&nbsp; 804846 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 5.411%, 01/18/29 | AUD | 900 | &nbsp;&nbsp; 595933 |
|  | 1.750%, 03/05/29 | EUR | 500 | &nbsp;&nbsp; 549766 |
|  | 4.125%, 03/07/30 | EUR | 2000 | &nbsp;&nbsp; 2409145 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 300 | &nbsp;&nbsp; 322230 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 6000 | &nbsp;&nbsp; 4288582 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.750%, 05/30/42 |  | 968 | &nbsp;&nbsp; 880479 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 4.780%, 03/25/38 |  | 8800 | &nbsp;&nbsp; 8041302 |
|  | 4.125%, 04/01/40 |  | 170 | &nbsp;&nbsp; 141391 |
|  | 5.300%, 12/05/43 |  | 400 | &nbsp;&nbsp; 362290 |
|  | 6.000%, 06/01/44 |  | 400 | &nbsp;&nbsp; 393972 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC |  |  |  |
| Ω | 5.375%, 01/18/34 |  | 850 | &nbsp;&nbsp; $854108 |
| Ω | 5.375%, 06/25/34 |  | 5000 | &nbsp;&nbsp; 5013398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 200 | &nbsp;&nbsp; 236963 |
| Darden Restaurants, Inc. | Darden Restaurants, Inc. |  |  |  |
|  | 6.300%, 10/10/33 |  | 5000 | &nbsp;&nbsp; 5329600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell International LLC/EMC <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Dell International LLC/EMC <br> Corp. |  |  |  |
|  | 3.375%, 12/15/41 |  | 5000 | &nbsp;&nbsp; 3749461 |
| Deutsche Lufthansa AG | Deutsche Lufthansa AG |  |  |  |
|  | 3.500%, 07/14/29 | EUR | 100 | &nbsp;&nbsp; 116255 |
| Devon Energy Corp. | Devon Energy Corp. |  |  |  |
|  | 5.600%, 07/15/41 |  | 1600 | &nbsp;&nbsp; 1487101 |
|  | 4.750%, 05/15/42 |  | 8400 | &nbsp;&nbsp; 7055425 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |  |
|  | 4.900%, 08/01/41 |  | 6755 | &nbsp;&nbsp; 6082069 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 5.250%, 11/15/41 |  | 8400 | &nbsp;&nbsp; 7530395 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 1980 | &nbsp;&nbsp; 2324103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duke Energy <br> Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; Duke Energy <br> Carolinas LLC |  |  |  |
|  | 6.100%, 06/01/37 |  | 2167 | &nbsp;&nbsp; 2294345 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |  |
|  | 3.300%, 06/15/41 |  | 400 | &nbsp;&nbsp; 299252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duquesne Light Holdings, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Duquesne Light Holdings, <br> Inc. |  |  |  |
| Ω | 2.775%, 01/07/32 |  | 500 | &nbsp;&nbsp; 433509 |
| Eagle Materials, Inc. | Eagle Materials, Inc. |  |  |  |
|  | 2.500%, 07/01/31 |  | 600 | &nbsp;&nbsp; 530056 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |  |
|  | 4.800%, 09/01/42 |  | 3305 | &nbsp;&nbsp; 2873719 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 250 | &nbsp;&nbsp; 258462 |
| eBay, Inc. | eBay, Inc. |  |  |  |
|  | 4.000%, 07/15/42 |  | 1000 | &nbsp;&nbsp; 809006 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 5.950%, 12/15/34 |  | 1200 | &nbsp;&nbsp; 1257834 |
|  | 4.625%, 05/15/42 |  | 1000 | &nbsp;&nbsp; 871559 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1000 | &nbsp;&nbsp; 1105558 |
| &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1000 | &nbsp;&nbsp; 1155223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enel Finance International <br> NV | &nbsp;&nbsp;&nbsp;&nbsp; Enel Finance International <br> NV |  |  |  |
| Ω | 5.500%, 06/26/34 |  | 5400 | &nbsp;&nbsp; 5480921 |
| Energy Transfer LP | Energy Transfer LP |  |  |  |
|  | 6.050%, 06/01/41 |  | 5000 | &nbsp;&nbsp; 4991738 |
|  | 6.500%, 02/01/42 |  | 2000 | &nbsp;&nbsp; 2085417 |
| Eni SpA | Eni SpA |  |  |  |
| Ω | 5.500%, 05/15/34 |  | 5800 | &nbsp;&nbsp; 5851712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC |  |  |  |
|  | 6.875%, 03/01/33 |  | 2035 | &nbsp;&nbsp; 2270249 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 6.650%, 10/15/34 |  | 1500 | &nbsp;&nbsp; $1663866 |
|  | 5.950%, 02/01/41 |  | 2049 | &nbsp;&nbsp; 2112300 |
|  | 5.700%, 02/15/42 |  | 1270 | &nbsp;&nbsp; 1272551 |
|  | 4.850%, 08/15/42 |  | 400 | &nbsp;&nbsp; 363143 |
|  | 4.450%, 02/15/43 |  | 1400 | &nbsp;&nbsp; 1198701 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 3.900%, 04/15/32 |  | 400 | &nbsp;&nbsp; 377195 |
| Equinor ASA | Equinor ASA |  |  |  |
|  | 3.625%, 04/06/40 |  | 5151 | &nbsp;&nbsp; 4298916 |
| Equitable Holdings, Inc. | Equitable Holdings, Inc. |  |  |  |
|  | 5.594%, 01/11/33 |  | 2980 | &nbsp;&nbsp; 3073994 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |  |
| Ω | 5.625%, 03/15/42 |  | 1851 | &nbsp;&nbsp; 1836022 |
| ERP Operating LP | ERP Operating LP |  |  |  |
|  | 4.650%, 09/15/34 |  | 5400 | &nbsp;&nbsp; 5229582 |
| Erste Group Bank AG | Erste Group Bank AG |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 300 | &nbsp;&nbsp; 309453 |
| Estee Lauder Cos., Inc. | Estee Lauder Cos., Inc. |  |  |  |
|  | 2.375%, 12/01/29 |  | 400 | &nbsp;&nbsp; 367963 |
| European Investment Bank | European Investment Bank |  |  |  |
|  | 2.375%, 05/15/30 | EUR | 2100 | &nbsp;&nbsp; 2387721 |
| European Union | European Union |  |  |  |
|  | 1.625%, 12/04/29 | EUR | 900 | &nbsp;&nbsp; 994561 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 5.125%, 05/15/33 |  | 400 | &nbsp;&nbsp; 399793 |
| Exelon Corp. | Exelon Corp. |  |  |  |
|  | 5.625%, 06/15/35 |  | 400 | &nbsp;&nbsp; 409540 |
| Exxon Mobil Corp. | Exxon Mobil Corp. |  |  |  |
|  | 4.227%, 03/19/40 |  | 5000 | &nbsp;&nbsp; 4443352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd. |  |  |  |
|  | 4.625%, 04/29/30 |  | 1500 | &nbsp;&nbsp; 1487643 |
|  | 5.625%, 08/16/32 |  | 950 | &nbsp;&nbsp; 971342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 1780 | &nbsp;&nbsp; 2072241 |
| FedEx Corp. | FedEx Corp. |  |  |  |
| Ω | 4.900%, 01/15/34 |  | 3588 | &nbsp;&nbsp; 3470414 |
| Ω | 5.100%, 01/15/44 |  | 3000 | &nbsp;&nbsp; 2636156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Financial, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Financial, <br> Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 8900 | &nbsp;&nbsp; 8310678 |
|  | 2.450%, 03/15/31 |  | 1000 | &nbsp;&nbsp; 868265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc. |  |  |  |
|  | 5.100%, 07/15/32 |  | 3500 | &nbsp;&nbsp; 3550378 |
|  | 3.100%, 03/01/41 |  | 1000 | &nbsp;&nbsp; 731197 |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 140 | &nbsp;&nbsp; 159828 |
| Finland Government Bonds | Finland Government Bonds |  |  |  |
|  | 2.500%, 04/15/30 | EUR | 500 | &nbsp;&nbsp; 570998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS | &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 100 | &nbsp;&nbsp; 108965 |
| &nbsp;&nbsp;&nbsp;&nbsp; First American Financial <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; First American Financial <br> Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 3010 | &nbsp;&nbsp; 2577715 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 4.875%, 05/12/30 |  | 2500 | &nbsp;&nbsp; $2500849 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 9600 | &nbsp;&nbsp; 8386883 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 8555 | &nbsp;&nbsp; 8483026 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 511 | &nbsp;&nbsp; 603179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands <br> Innovations, Inc. |  |  |  |
|  | 5.875%, 06/01/33 |  | 400 | &nbsp;&nbsp; 418048 |
| Fox Corp. | Fox Corp. |  |  |  |
| # | 5.476%, 01/25/39 |  | 9600 | &nbsp;&nbsp; 9346796 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic <br> Government Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp; French Republic <br> Government Bonds OAT |  |  |  |
|  | 2.750%, 02/25/30 | EUR | 900 | &nbsp;&nbsp; 1034256 |
|  | 2.500%, 05/25/30 | EUR | 3200 | &nbsp;&nbsp; 3633555 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 1050 | &nbsp;&nbsp; 954946 |
|  | 5.450%, 09/15/33 |  | 500 | &nbsp;&nbsp; 508510 |
| Gecina SA | Gecina SA |  |  |  |
|  | 1.625%, 03/14/30 | EUR | 500 | &nbsp;&nbsp; 541367 |
| General Dynamics Corp. | General Dynamics Corp. |  |  |  |
|  | 4.250%, 04/01/40 |  | 3000 | &nbsp;&nbsp; 2682422 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 5.000%, 04/01/35 |  | 1350 | &nbsp;&nbsp; 1281190 |
|  | 5.150%, 04/01/38 |  | 990 | &nbsp;&nbsp; 920701 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial <br> Co., Inc. |  |  |  |
|  | 4.300%, 02/15/29 | EUR | 800 | &nbsp;&nbsp; 953813 |
|  | 4.900%, 10/06/29 |  | 260 | &nbsp;&nbsp; 259581 |
|  | 5.850%, 04/06/30 |  | 8000 | &nbsp;&nbsp; 8267488 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 2.600%, 10/01/40 |  | 5786 | &nbsp;&nbsp; 4123386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glencore Capital Finance <br> DAC | &nbsp;&nbsp;&nbsp;&nbsp; Glencore Capital Finance <br> DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 600 | &nbsp;&nbsp; 636130 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 2.850%, 04/27/31 |  | 5600 | &nbsp;&nbsp; 5039659 |
| Ω | 2.625%, 09/23/31 |  | 400 | &nbsp;&nbsp; 351985 |
| Ω | 6.500%, 10/06/33 |  | 5000 | &nbsp;&nbsp; 5416118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 600 | &nbsp;&nbsp; 650934 |
|  | 0.875%, 05/09/29 | EUR | 2750 | &nbsp;&nbsp; 2929392 |
|  | 6.125%, 02/15/33 |  | 3000 | &nbsp;&nbsp; 3267361 |
|  | 6.250%, 02/01/41 |  | 1200 | &nbsp;&nbsp; 1283282 |
| Halliburton Co. | Halliburton Co. |  |  |  |
| # | 4.850%, 11/15/35 |  | 2002 | &nbsp;&nbsp; 1923477 |
|  | 6.700%, 09/15/38 |  | 5400 | &nbsp;&nbsp; 5868249 |
|  | 7.450%, 09/15/39 |  | 1000 | &nbsp;&nbsp; 1157498 |
|  | 4.500%, 11/15/41 |  | 140 | &nbsp;&nbsp; 119858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hamburg Commercial <br> Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; Hamburg Commercial <br> Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 180 | &nbsp;&nbsp; 208084 |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 5.250%, 03/01/30 |  | 200 | &nbsp;&nbsp; 204302 |
|  | 5.500%, 06/01/33 |  | 5000 | &nbsp;&nbsp; 5104373 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. |  |  |  |
| Ω | 2.200%, 06/01/30 |  | 350 | &nbsp;&nbsp; $312211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP |  |  |  |
|  | 2.000%, 03/15/31 |  | 400 | &nbsp;&nbsp; 341317 |
| Heineken NV | Heineken NV |  |  |  |
| Ω | 4.000%, 10/01/42 |  | 1000 | &nbsp;&nbsp; 817076 |
| Hess Corp. | Hess Corp. |  |  |  |
|  | 5.600%, 02/15/41 |  | 3000 | &nbsp;&nbsp; 3036397 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 7.650%, 02/01/34 |  | 1000 | &nbsp;&nbsp; 1127288 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 3.300%, 04/15/40 |  | 8400 | &nbsp;&nbsp; 6649736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 6680 | &nbsp;&nbsp; 7772259 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 3.375%, 12/15/29 |  | 1101 | &nbsp;&nbsp; 1032426 |
|  | 5.700%, 07/01/34 |  | 6200 | &nbsp;&nbsp; 6226307 |
|  | 5.500%, 04/15/35 |  | 400 | &nbsp;&nbsp; 394705 |
| HP, Inc. | HP, Inc. |  |  |  |
|  | 5.500%, 01/15/33 |  | 1000 | &nbsp;&nbsp; 1019022 |
| # | 6.000%, 09/15/41 |  | 2000 | &nbsp;&nbsp; 2015321 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 6.100%, 01/14/42 |  | 1030 | &nbsp;&nbsp; 1092901 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 4.625%, 12/01/42 |  | 5640 | &nbsp;&nbsp; 4759717 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBM International Capital <br> Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; IBM International Capital <br> Pte. Ltd. |  |  |  |
|  | 4.900%, 02/05/34 |  | 1400 | &nbsp;&nbsp; 1391830 |
|  | 5.250%, 02/05/44 |  | 4000 | &nbsp;&nbsp; 3818599 |
| ICADE | ICADE |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 200 | &nbsp;&nbsp; 207325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC |  |  |  |
| Ω | 5.875%, 07/01/34 |  | 10000 | &nbsp;&nbsp; 10217104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Michigan Power <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Indiana Michigan Power <br> Co. |  |  |  |
|  | 6.050%, 03/15/37 |  | 1384 | &nbsp;&nbsp; 1480763 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.600%, 03/25/40 |  | 4200 | &nbsp;&nbsp; 3600120 |
|  | 2.800%, 08/12/41 |  | 3000 | &nbsp;&nbsp; 1972283 |
|  | 4.250%, 12/15/42 |  | 1500 | &nbsp;&nbsp; 1180168 |
|  | 5.625%, 02/10/43 |  | 3050 | &nbsp;&nbsp; 2843683 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, <br> Inc. |  |  |  |
|  | 2.650%, 09/15/40 |  | 7000 | &nbsp;&nbsp; 5044970 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp. |  |  |  |
|  | 3.300%, 01/27/27 |  | 126 | &nbsp;&nbsp; 123690 |
|  | 3.500%, 05/15/29 |  | 29 | &nbsp;&nbsp; 28112 |
|  | 2.900%, 02/10/30 | EUR | 3220 | &nbsp;&nbsp; 3690117 |
|  | 4.150%, 05/15/39 |  | 3300 | &nbsp;&nbsp; 2889962 |
|  | 2.850%, 05/15/40 |  | 6000 | &nbsp;&nbsp; 4394142 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; International Development <br> Association | &nbsp;&nbsp;&nbsp;&nbsp; International Development <br> Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 10600 | &nbsp;&nbsp; $12063262 |
| International Paper Co. | International Paper Co. |  |  |  |
| # | 6.000%, 11/15/41 |  | 9000 | &nbsp;&nbsp; 9152819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of Cos., <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of Cos., <br> Inc. |  |  |  |
|  | 3.375%, 03/01/41 |  | 5000 | &nbsp;&nbsp; 3715489 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
| Ω | 7.200%, 11/28/33 |  | 5000 | &nbsp;&nbsp; 5624353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP |  |  |  |
|  | 5.500%, 08/15/33 |  | 1000 | &nbsp;&nbsp; 1016160 |
| ISS Global AS | ISS Global AS |  |  |  |
|  | 3.875%, 06/05/29 | EUR | 3100 | &nbsp;&nbsp; 3659139 |
| Italgas SpA | Italgas SpA |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 1200 | &nbsp;&nbsp; 1364862 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.000%, 01/15/31 |  | 6167 | &nbsp;&nbsp; 5604127 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 5.670%, 06/08/32 |  | 2000 | &nbsp;&nbsp; 2037071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jacobs Engineering Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Jacobs Engineering Group, <br> Inc. |  |  |  |
|  | 5.900%, 03/01/33 |  | 3398 | &nbsp;&nbsp; 3546842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> U.S. Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson <br> U.S. Holdings, Inc. |  |  |  |
|  | 5.450%, 09/10/34 |  | 417 | &nbsp;&nbsp; 410560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten <br> Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten <br> Year Bonds |  |  |  |
|  | 0.100%, 03/20/29 | JPY | 320000 | &nbsp;&nbsp; 2057252 |
|  | 0.100%, 06/20/29 | JPY | 480000 | &nbsp;&nbsp; 3076170 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 110 | &nbsp;&nbsp; 130803 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, <br> Inc. |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 430 | &nbsp;&nbsp; 508561 |
|  | 2.625%, 10/15/31 |  | 7900 | &nbsp;&nbsp; 6886752 |
|  | 6.200%, 04/14/34 |  | 3000 | &nbsp;&nbsp; 3134034 |
| John Deere Bank SA | John Deere Bank SA |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 400 | &nbsp;&nbsp; 466765 |
| Johnson & Johnson | Johnson & Johnson |  |  |  |
|  | 1.300%, 09/01/30 |  | 2825 | &nbsp;&nbsp; 2452747 |
| # | 4.375%, 12/05/33 |  | 4334 | &nbsp;&nbsp; 4307312 |
| # | 4.950%, 06/01/34 |  | 15000 | &nbsp;&nbsp; 15514149 |
|  | 3.550%, 03/01/36 |  | 5000 | &nbsp;&nbsp; 4469485 |
|  | 3.400%, 01/15/38 |  | 2000 | &nbsp;&nbsp; 1706529 |
|  | 2.100%, 09/01/40 |  | 11000 | &nbsp;&nbsp; 7534715 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 6.400%, 05/15/38 |  | 10200 | &nbsp;&nbsp; 11332648 |
|  | 5.500%, 10/15/40 |  | 8700 | &nbsp;&nbsp; 8802428 |
| Juniper Networks, Inc. | Juniper Networks, Inc. |  |  |  |
|  | 3.750%, 08/15/29 |  | 5956 | &nbsp;&nbsp; 5767750 |
| Kellanova | Kellanova |  |  |  |
|  | 7.450%, 04/01/31 |  | 700 | &nbsp;&nbsp; 796496 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 1327 | &nbsp;&nbsp; 1206481 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |  |
|  | 4.600%, 02/01/33 |  | 2500 | &nbsp;&nbsp; 2451077 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP |  |  |  |
|  | 6.950%, 01/15/38 |  | 800 | &nbsp;&nbsp; $880564 |
|  | 6.500%, 09/01/39 |  | 1565 | &nbsp;&nbsp; 1656783 |
|  | 5.000%, 03/01/43 |  | 1073 | &nbsp;&nbsp; 958468 |
|  | 5.400%, 09/01/44 |  | 400 | &nbsp;&nbsp; 370744 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
|  | 7.750%, 01/15/32 |  | 400 | &nbsp;&nbsp; 459173 |
|  | 5.300%, 12/01/34 |  | 5000 | &nbsp;&nbsp; 4990988 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp; Kingdom of Belgium <br> Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 2600 | &nbsp;&nbsp; 2639001 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 5.000%, 06/04/42 |  | 5000 | &nbsp;&nbsp; 4448991 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau |  |  |  |
|  | 0.375%, 04/23/30 | EUR | 1179 | &nbsp;&nbsp; 1224659 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 7.500%, 04/01/31 |  | 6325 | &nbsp;&nbsp; 7200581 |
|  | 5.150%, 08/01/43 |  | 400 | &nbsp;&nbsp; 367295 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |  |  |  |
|  | 3.150%, 10/15/31 |  | 400 | &nbsp;&nbsp; 358492 |
|  | 6.350%, 02/20/34 |  | 5300 | &nbsp;&nbsp; 5595815 |
| La Banque Postale SA | La Banque Postale SA |  |  |  |
|  | 4.375%, 01/17/30 | EUR | 200 | &nbsp;&nbsp; 241271 |
| Land Berlin | Land Berlin |  |  |  |
|  | 2.375%, 06/04/30 | EUR | 300 | &nbsp;&nbsp; 340152 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 12364 | &nbsp;&nbsp; 14253433 |
| Lear Corp. | Lear Corp. |  |  |  |
|  | 3.500%, 05/30/30 |  | 3595 | &nbsp;&nbsp; 3383410 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 5.625%, 01/15/44 |  | 4280 | &nbsp;&nbsp; 4209640 |
| Liberty Utilities Co. | Liberty Utilities Co. |  |  |  |
| Ω | 5.869%, 01/31/34 |  | 5000 | &nbsp;&nbsp; 5068953 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  | 3.400%, 01/15/31 |  | 50 | &nbsp;&nbsp; 46342 |
|  | 3.400%, 03/01/32 |  | 4555 | &nbsp;&nbsp; 4125324 |
| # | 6.300%, 10/09/37 |  | 1000 | &nbsp;&nbsp; 1040151 |
|  | 7.000%, 06/15/40 |  | 400 | &nbsp;&nbsp; 439703 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 1600 | &nbsp;&nbsp; 1857775 |
| Lockheed Martin Corp. | Lockheed Martin Corp. |  |  |  |
|  | 4.070%, 12/15/42 |  | 1500 | &nbsp;&nbsp; 1250736 |
| Loews Corp. | Loews Corp. |  |  |  |
| # | 4.125%, 05/15/43 |  | 3000 | &nbsp;&nbsp; 2506488 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |  |
|  | 6.000%, 05/20/34 |  | 1700 | &nbsp;&nbsp; 1756675 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |  |
| Ω | 2.500%, 04/06/31 |  | 257 | &nbsp;&nbsp; 227985 |
| Ω | 3.200%, 04/06/41 |  | 4700 | &nbsp;&nbsp; 3577847 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> BV | &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> BV |  |  |  |
|  | 5.250%, 07/15/43 |  | 400 | &nbsp;&nbsp; 351422 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC | &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC |  |  |  |
|  | 3.375%, 10/01/40 |  | 9500 | &nbsp;&nbsp; 6889365 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 4130 | &nbsp;&nbsp; $5048855 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 6.500%, 03/01/41 |  | 1600 | &nbsp;&nbsp; 1668837 |
|  | 4.750%, 09/15/44 |  | 400 | &nbsp;&nbsp; 333793 |
| Markel Group, Inc. | Markel Group, Inc. |  |  |  |
|  | 3.350%, 09/17/29 |  | 6800 | &nbsp;&nbsp; 6520015 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |  |
|  | 2.750%, 10/15/33 |  | 3000 | &nbsp;&nbsp; 2547036 |
| Mars, Inc. | Mars, Inc. |  |  |  |
| Ω | 3.600%, 04/01/34 |  | 5000 | &nbsp;&nbsp; 4493891 |
| Ω | 2.375%, 07/16/40 |  | 400 | &nbsp;&nbsp; 277495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., <br> Inc. |  |  |  |
|  | 5.875%, 08/01/33 |  | 2500 | &nbsp;&nbsp; 2653876 |
| Mastercard, Inc. | Mastercard, Inc. |  |  |  |
|  | 1.000%, 02/22/29 | EUR | 100 | &nbsp;&nbsp; 108354 |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 800 | &nbsp;&nbsp; 945561 |
| Merck & Co., Inc. | Merck & Co., Inc. |  |  |  |
|  | 2.350%, 06/24/40 |  | 3000 | &nbsp;&nbsp; 2090625 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 5.700%, 06/15/35 |  | 7200 | &nbsp;&nbsp; 7560318 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 4.663%, 02/15/30 |  | 4334 | &nbsp;&nbsp; 4314399 |
|  | 5.875%, 02/09/33 |  | 400 | &nbsp;&nbsp; 416023 |
|  | 5.875%, 09/15/33 |  | 1000 | &nbsp;&nbsp; 1042911 |
|  | 3.366%, 11/01/41 |  | 3200 | &nbsp;&nbsp; 2371629 |
| Microsoft Corp. | Microsoft Corp. |  |  |  |
| # | 3.500%, 02/12/35 |  | 8000 | &nbsp;&nbsp; 7430537 |
| # | 4.200%, 11/03/35 |  | 3750 | &nbsp;&nbsp; 3689980 |
|  | 3.450%, 08/08/36 |  | 4500 | &nbsp;&nbsp; 4017650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mid-America <br> Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; Mid-America <br> Apartments LP |  |  |  |
|  | 5.000%, 03/15/34 |  | 5000 | &nbsp;&nbsp; 4993432 |
| Mississippi Power Co. | Mississippi Power Co. |  |  |  |
|  | 4.250%, 03/15/42 |  | 1200 | &nbsp;&nbsp; 1026877 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc. |  |  |  |
|  | 3.751%, 07/18/39 |  | 3200 | &nbsp;&nbsp; 2745907 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, <br> Inc. |  |  |  |
|  | 0.797%, 04/15/30 | EUR | 4050 | &nbsp;&nbsp; 4189641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors Beverage <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors Beverage <br> Co. |  |  |  |
|  | 5.000%, 05/01/42 |  | 5000 | &nbsp;&nbsp; 4546087 |
| Mosaic Co. | Mosaic Co. |  |  |  |
|  | 5.625%, 11/15/43 |  | 400 | &nbsp;&nbsp; 381704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC | &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC |  |  |  |
|  | 3.625%, 07/24/29 | EUR | 5000 | &nbsp;&nbsp; 5853718 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. |  |  |  |
|  | 5.600%, 06/01/32 |  | 1511 | &nbsp;&nbsp; 1567073 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 5610 | &nbsp;&nbsp; 4952430 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 410 | &nbsp;&nbsp; 427335 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd. |  |  |  |
|  | 4.787%, 01/10/29 |  | 695 | &nbsp;&nbsp; $708138 |
| National Fuel Gas Co. | National Fuel Gas Co. |  |  |  |
|  | 2.950%, 03/01/31 |  | 3300 | &nbsp;&nbsp; 2941131 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 200 | &nbsp;&nbsp; 207795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nationwide Building <br> Society | &nbsp;&nbsp;&nbsp;&nbsp; Nationwide Building <br> Society |  |  |  |
|  | 3.250%, 09/05/29 | EUR | 300 | &nbsp;&nbsp; 348488 |
|  | 3.000%, 03/03/30 | EUR | 3417 | &nbsp;&nbsp; 3915294 |
| NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  | 3.125%, 01/10/30 | EUR | 12032 | &nbsp;&nbsp; 13856162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV |  |  |  |
|  | 2.500%, 05/22/30 | EUR | 2122 | &nbsp;&nbsp; 2416298 |
| NetApp, Inc. | NetApp, Inc. |  |  |  |
|  | 2.700%, 06/22/30 |  | 3600 | &nbsp;&nbsp; 3268555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands Government <br> Bonds | &nbsp;&nbsp;&nbsp;&nbsp; Netherlands Government <br> Bonds |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 300 | &nbsp;&nbsp; 304815 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Government <br> Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 21700 | &nbsp;&nbsp; 13156617 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 5.875%, 04/01/35 |  | 5000 | &nbsp;&nbsp; 5307373 |
|  | 4.875%, 03/15/42 |  | 3000 | &nbsp;&nbsp; 2827362 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 5.250%, 03/15/34 |  | 8000 | &nbsp;&nbsp; 8072177 |
| NiSource, Inc. | NiSource, Inc. |  |  |  |
|  | 5.950%, 06/15/41 |  | 525 | &nbsp;&nbsp; 530156 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 3.103%, 01/16/30 |  | 5225 | &nbsp;&nbsp; 4864018 |
|  | 2.679%, 07/16/30 |  | 2000 | &nbsp;&nbsp; 1807385 |
|  | 2.999%, 01/22/32 |  | 400 | &nbsp;&nbsp; 355826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Star Resources <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Northern Star Resources <br> Ltd. |  |  |  |
| Ω | 6.125%, 04/11/33 |  | 5000 | &nbsp;&nbsp; 5182528 |
| NOV, Inc. | NOV, Inc. |  |  |  |
| # | 3.950%, 12/01/42 |  | 3359 | &nbsp;&nbsp; 2521463 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |  |
|  | 0.342%, 03/03/30 | EUR | 300 | &nbsp;&nbsp; 304848 |
| Nucor Corp. | Nucor Corp. |  |  |  |
|  | 3.125%, 04/01/32 |  | 180 | &nbsp;&nbsp; 163457 |
| NVIDIA Corp. | NVIDIA Corp. |  |  |  |
|  | 3.500%, 04/01/40 |  | 1600 | &nbsp;&nbsp; 1344063 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.875%, 07/09/29 | EUR | 1800 | &nbsp;&nbsp; 2123912 |
|  | 3.375%, 01/10/30 | EUR | 500 | &nbsp;&nbsp; 577957 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 6.350%, 01/15/31 |  | 3700 | &nbsp;&nbsp; 3942799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust | &nbsp;&nbsp;&nbsp;&nbsp; Ontario Teachers' Finance <br> Trust |  |  |  |
|  | 4.625%, 04/10/29 |  | 4000 | &nbsp;&nbsp; 4065052 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.375%, 12/08/28 | EUR | 1500 | &nbsp;&nbsp; 1580069 |
|  | 2.875%, 11/27/29 | EUR | 3500 | &nbsp;&nbsp; 4017822 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 3.250%, 05/15/30 |  | 2966 | &nbsp;&nbsp; $2794791 |
|  | 3.800%, 11/15/37 |  | 400 | &nbsp;&nbsp; 339371 |
|  | 3.600%, 04/01/40 |  | 9000 | &nbsp;&nbsp; 7103427 |
|  | 4.500%, 07/08/44 |  | 800 | &nbsp;&nbsp; 669055 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 100 | &nbsp;&nbsp; 104680 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 4500 | &nbsp;&nbsp; 5269906 |
|  | 4.000%, 04/13/32 |  | 2500 | &nbsp;&nbsp; 2378043 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |  |
|  | 6.250%, 07/15/33 |  | 1279 | &nbsp;&nbsp; 1322610 |
|  | 6.500%, 02/01/38 |  | 150 | &nbsp;&nbsp; 153010 |
| Pacific LifeCorp | Pacific LifeCorp |  |  |  |
| Ω | 5.125%, 01/30/43 |  | 3000 | &nbsp;&nbsp; 2776688 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 100 | &nbsp;&nbsp; 114277 |
| Pernod Ricard SA | Pernod Ricard SA |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 300 | &nbsp;&nbsp; 306162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pfizer Investment <br> Enterprises Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Pfizer Investment <br> Enterprises Pte. Ltd. |  |  |  |
|  | 5.110%, 05/19/43 |  | 1000 | &nbsp;&nbsp; 946685 |
| Pfizer, Inc. | Pfizer, Inc. |  |  |  |
|  | 2.550%, 05/28/40 |  | 4000 | &nbsp;&nbsp; 2844616 |
|  | 5.600%, 09/15/40 |  | 400 | &nbsp;&nbsp; 405943 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc. |  |  |  |
|  | 5.625%, 09/07/33 |  | 3000 | &nbsp;&nbsp; 3120206 |
|  | 4.375%, 11/15/41 |  | 2335 | &nbsp;&nbsp; 2021781 |
|  | 3.875%, 08/21/42 |  | 5000 | &nbsp;&nbsp; 4021192 |
|  | 4.125%, 03/04/43 |  | 400 | &nbsp;&nbsp; 332626 |
|  | 4.875%, 11/15/43 |  | 400 | &nbsp;&nbsp; 362324 |
| Phillips 66 | Phillips 66 |  |  |  |
|  | 2.150%, 12/15/30 |  | 2200 | &nbsp;&nbsp; 1933135 |
| # | 4.650%, 11/15/34 |  | 3000 | &nbsp;&nbsp; 2865472 |
|  | 5.875%, 05/01/42 |  | 2380 | &nbsp;&nbsp; 2365582 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |  |
|  | 5.300%, 06/30/33 |  | 5000 | &nbsp;&nbsp; 5051326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |  |
|  | 4.300%, 01/31/43 |  | 1500 | &nbsp;&nbsp; 1187885 |
|  | 4.700%, 06/15/44 |  | 5000 | &nbsp;&nbsp; 4133283 |
| PPG Industries, Inc. | PPG Industries, Inc. |  |  |  |
|  | 2.550%, 06/15/30 |  | 2695 | &nbsp;&nbsp; 2451579 |
| Primerica, Inc. | Primerica, Inc. |  |  |  |
|  | 2.800%, 11/19/31 |  | 5950 | &nbsp;&nbsp; 5304147 |
| Progress Energy, Inc. | Progress Energy, Inc. |  |  |  |
|  | 6.000%, 12/01/39 |  | 5010 | &nbsp;&nbsp; 5190544 |
| Progressive Corp. | Progressive Corp. |  |  |  |
|  | 6.250%, 12/01/32 |  | 900 | &nbsp;&nbsp; 985824 |
| Prologis LP | Prologis LP |  |  |  |
|  | 4.625%, 01/15/33 |  | 2200 | &nbsp;&nbsp; 2179739 |
| Province of Alberta | Province of Alberta |  |  |  |
|  | 2.050%, 06/01/30 | CAD | 1000 | &nbsp;&nbsp; 684079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Province of British <br> Columbia | &nbsp;&nbsp;&nbsp;&nbsp; Province of British <br> Columbia |  |  |  |
|  | 2.200%, 06/18/30 | CAD | 2100 | &nbsp;&nbsp; 1445932 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Province of Ontario | Province of Ontario |  |  |  |
|  | 1.550%, 11/01/29 | CAD | 1600 | &nbsp;&nbsp; $1082483 |
|  | 2.050%, 06/02/30 | CAD | 13200 | &nbsp;&nbsp; 9025652 |
| Province of Quebec | Province of Quebec |  |  |  |
| Δ | 0.000%, 10/15/29 | EUR | 200 | &nbsp;&nbsp; 204987 |
| Prudential Financial, Inc. | Prudential Financial, Inc. |  |  |  |
|  | 5.750%, 07/15/33 |  | 3225 | &nbsp;&nbsp; 3421389 |
|  | 3.000%, 03/10/40 |  | 600 | &nbsp;&nbsp; 452573 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prudential Funding Asia <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; Prudential Funding Asia <br> PLC |  |  |  |
|  | 3.625%, 03/24/32 |  | 2750 | &nbsp;&nbsp; 2556506 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.375%, 05/15/33 |  | 1100 | &nbsp;&nbsp; 1182950 |
| PVH Corp. | PVH Corp. |  |  |  |
|  | 4.125%, 07/16/29 | EUR | 2900 | &nbsp;&nbsp; 3394441 |
| Quanta Services, Inc. | Quanta Services, Inc. |  |  |  |
|  | 3.050%, 10/01/41 |  | 1100 | &nbsp;&nbsp; 785793 |
| Rayonier LP | Rayonier LP |  |  |  |
|  | 2.750%, 05/17/31 |  | 3500 | &nbsp;&nbsp; 3103738 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 300 | &nbsp;&nbsp; 345861 |
|  | 4.875%, 10/02/29 | EUR | 300 | &nbsp;&nbsp; 365121 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 5.625%, 10/13/32 |  | 2600 | &nbsp;&nbsp; 2714651 |
|  | 2.850%, 12/15/32 |  | 2067 | &nbsp;&nbsp; 1817390 |
|  | 1.800%, 03/15/33 |  | 4600 | &nbsp;&nbsp; 3726144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 1550 | &nbsp;&nbsp; 1823672 |
| Reynolds American, Inc. | Reynolds American, Inc. |  |  |  |
|  | 5.700%, 08/15/35 |  | 1000 | &nbsp;&nbsp; 1019420 |
|  | 6.150%, 09/15/43 |  | 400 | &nbsp;&nbsp; 403047 |
| Rio Tinto Alcan, Inc. | Rio Tinto Alcan, Inc. |  |  |  |
|  | 6.125%, 12/15/33 |  | 5000 | &nbsp;&nbsp; 5402078 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |  |
| #Ω | 4.203%, 09/09/29 |  | 400 | &nbsp;&nbsp; 398633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc. |  |  |  |
|  | 5.450%, 10/01/43 |  | 8000 | &nbsp;&nbsp; 7512183 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 3.875%, 05/04/32 |  | 1600 | &nbsp;&nbsp; 1526390 |
|  | 5.000%, 02/01/33 |  | 6000 | &nbsp;&nbsp; 6098840 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 3.300%, 09/02/40 |  | 9250 | &nbsp;&nbsp; 6937303 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 4.875%, 10/15/40 |  | 4000 | &nbsp;&nbsp; 3748362 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 400 | &nbsp;&nbsp; 463595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Holdings <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Holdings <br> Corp. |  |  |  |
| Ω | 5.000%, 06/01/34 |  | 3000 | &nbsp;&nbsp; 2966697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC | &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 200 | &nbsp;&nbsp; 235542 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 4500 | &nbsp;&nbsp; 4730723 |
| Shell Finance U.S., Inc. | Shell Finance U.S., Inc. |  |  |  |
|  | 2.375%, 11/07/29 |  | 200 | &nbsp;&nbsp; 185080 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell International Finance <br> BV | &nbsp;&nbsp;&nbsp;&nbsp; Shell International Finance <br> BV |  |  |  |
|  | 6.375%, 12/15/38 |  | 4000 | &nbsp;&nbsp; $4415750 |
|  | 4.550%, 08/12/43 |  | 3107 | &nbsp;&nbsp; 2694828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij <br> NV | &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij <br> NV |  |  |  |
| Ω | 6.125%, 08/17/26 |  | 80 | &nbsp;&nbsp; 81463 |
| Ω | 2.875%, 03/11/41 |  | 10000 | &nbsp;&nbsp; 7408464 |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 3550 | &nbsp;&nbsp; 4203961 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.650%, 07/15/30 |  | 2000 | &nbsp;&nbsp; 1838873 |
|  | 2.250%, 01/15/32 |  | 1967 | &nbsp;&nbsp; 1696162 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 300 | &nbsp;&nbsp; 345542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 500 | &nbsp;&nbsp; 518052 |
|  | 3.375%, 03/19/30 | EUR | 6800 | &nbsp;&nbsp; 7887253 |
| Snam SpA | Snam SpA |  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 130 | &nbsp;&nbsp; 136126 |
|  | 4.000%, 11/27/29 | EUR | 100 | &nbsp;&nbsp; 119658 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| Ω | 3.000%, 01/22/30 |  | 5400 | &nbsp;&nbsp; 5005207 |
| Southern Co. | Southern Co. |  |  |  |
|  | 5.200%, 06/15/33 |  | 400 | &nbsp;&nbsp; 406814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Co. Gas Capital <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; Southern Co. Gas Capital <br> Corp. |  |  |  |
|  | 5.750%, 09/15/33 |  | 1900 | &nbsp;&nbsp; 1985714 |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |  |
|  | 2.200%, 06/15/30 |  | 3618 | &nbsp;&nbsp; 3242330 |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 200 | &nbsp;&nbsp; 229345 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, <br> Inc. |  |  |  |
|  | 3.000%, 05/15/32 |  | 6500 | &nbsp;&nbsp; 5727894 |
|  | 5.200%, 09/01/40 |  | 3000 | &nbsp;&nbsp; 2861495 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of <br> Rhineland-Palatinate | &nbsp;&nbsp;&nbsp;&nbsp; State of <br> Rhineland-Palatinate |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 2000 | &nbsp;&nbsp; 2046262 |
| Statnett SF | Statnett SF |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 1800 | &nbsp;&nbsp; 1911238 |
| Stedin Holding NV | Stedin Holding NV |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 1320 | &nbsp;&nbsp; 1369289 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. |  |  |  |
|  | 3.250%, 01/15/31 |  | 6080 | &nbsp;&nbsp; 5648124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellantis Finance U.S., <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis Finance U.S., <br> Inc. |  |  |  |
| Ω | 2.691%, 09/15/31 |  | 8389 | &nbsp;&nbsp; 7073895 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 160 | &nbsp;&nbsp; 190224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 0.632%, 10/23/29 | EUR | 2100 | &nbsp;&nbsp; 2188963 |
|  | 2.222%, 09/17/31 |  | 5827 | &nbsp;&nbsp; 5061897 |
|  | 5.766%, 01/13/33 |  | 2000 | &nbsp;&nbsp; 2101145 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd. |  |  |  |
| #Ω | 5.350%, 03/07/34 |  | 5300 | &nbsp;&nbsp; $5406996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Communities <br> Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; Sun Communities <br> Operating LP |  |  |  |
|  | 4.200%, 04/15/32 |  | 5000 | &nbsp;&nbsp; 4755278 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |  |
|  | 5.950%, 12/01/34 |  | 6600 | &nbsp;&nbsp; 6812585 |
|  | 6.850%, 06/01/39 |  | 1500 | &nbsp;&nbsp; 1620839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB |  |  |  |
|  | 0.500%, 02/18/30 | EUR | 2000 | &nbsp;&nbsp; 2052959 |
| Swedbank AB | Swedbank AB |  |  |  |
|  | 4.250%, 07/11/28 | EUR | 1919 | &nbsp;&nbsp; 2294646 |
|  | 2.875%, 04/30/29 | EUR | 1600 | &nbsp;&nbsp; 1827375 |
|  | 3.250%, 09/24/29 | EUR | 3700 | &nbsp;&nbsp; 4269373 |
| Swiss Life Finance I AG | Swiss Life Finance I AG |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 500 | &nbsp;&nbsp; 581880 |
| Tanger Properties LP | Tanger Properties LP |  |  |  |
|  | 2.750%, 09/01/31 |  | 6000 | &nbsp;&nbsp; 5245469 |
| Targa Resources Corp. | Targa Resources Corp. |  |  |  |
|  | 4.200%, 02/01/33 |  | 3000 | &nbsp;&nbsp; 2804738 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 200 | &nbsp;&nbsp; 235203 |
| Telefonica Europe BV | Telefonica Europe BV |  |  |  |
|  | 8.250%, 09/15/30 |  | 6475 | &nbsp;&nbsp; 7440513 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1450 | &nbsp;&nbsp; 1281029 |
|  | 3.000%, 02/15/41 |  | 8500 | &nbsp;&nbsp; 6218539 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 3.631%, 12/13/29 | EUR | 5000 | &nbsp;&nbsp; 5872849 |
|  | 3.200%, 03/10/32 |  | 5000 | &nbsp;&nbsp; 4550172 |
| # | 4.456%, 06/08/32 |  | 4909 | &nbsp;&nbsp; 4814596 |
| &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies Capital <br> Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies Capital <br> Canada Ltd. |  |  |  |
|  | 2.125%, 09/18/29 | EUR | 200 | &nbsp;&nbsp; 223106 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; TransCanada PipeLines <br> Ltd. |  |  |  |
|  | 4.625%, 03/01/34 |  | 7145 | &nbsp;&nbsp; 6826164 |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |  |
|  | 5.350%, 11/01/40 |  | 3300 | &nbsp;&nbsp; 3289790 |
|  | 4.600%, 08/01/43 |  | 2000 | &nbsp;&nbsp; 1772724 |
| &nbsp;&nbsp;&nbsp;&nbsp; TWDC Enterprises 18 <br> Corp. | &nbsp;&nbsp;&nbsp;&nbsp; TWDC Enterprises 18 <br> Corp. |  |  |  |
|  | 4.125%, 12/01/41 |  | 1000 | &nbsp;&nbsp; 844691 |
| Tyson Foods, Inc. | Tyson Foods, Inc. |  |  |  |
|  | 5.700%, 03/15/34 |  | 2000 | &nbsp;&nbsp; 2066357 |
| UBS Group AG | UBS Group AG |  |  |  |
|  | 0.650%, 09/10/29 | EUR | 2000 | &nbsp;&nbsp; 2092681 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |  |
|  | 3.375%, 02/14/42 |  | 250 | &nbsp;&nbsp; 192362 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |  |
|  | 5.200%, 04/01/40 |  | 5260 | &nbsp;&nbsp; 5134311 |
|  | 4.875%, 11/15/40 |  | 907 | &nbsp;&nbsp; 843335 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 2.750%, 05/15/40 |  | 400 | &nbsp;&nbsp; 285987 |
|  | 3.050%, 05/15/41 |  | 5200 | &nbsp;&nbsp; 3792316 |
|  | 4.250%, 03/15/43 |  | 1550 | &nbsp;&nbsp; 1292080 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Unum Group | Unum Group |  |  |  |
|  | 5.750%, 08/15/42 |  | 2000 | &nbsp;&nbsp; $1941358 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
|  | 7.500%, 04/15/32 |  | 4400 | &nbsp;&nbsp; 5022899 |
|  | 6.625%, 06/15/37 |  | 2300 | &nbsp;&nbsp; 2479191 |
| Ventas Realty LP | Ventas Realty LP |  |  |  |
|  | 3.000%, 01/15/30 |  | 3400 | &nbsp;&nbsp; 3180021 |
|  | 5.700%, 09/30/43 |  | 4000 | &nbsp;&nbsp; 3892039 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc. |  |  |  |
|  | 1.875%, 10/26/29 | EUR | 1000 | &nbsp;&nbsp; 1099668 |
|  | 1.250%, 04/08/30 | EUR | 800 | &nbsp;&nbsp; 847898 |
|  | 4.812%, 03/15/39 |  | 10500 | &nbsp;&nbsp; 9797078 |
| Viatris, Inc. | Viatris, Inc. |  |  |  |
|  | 3.850%, 06/22/40 |  | 1450 | &nbsp;&nbsp; 1063779 |
| &nbsp;&nbsp;&nbsp;&nbsp; Virginia Electric & Power <br> Co. | &nbsp;&nbsp;&nbsp;&nbsp; Virginia Electric & Power <br> Co. |  |  |  |
|  | 5.300%, 08/15/33 |  | 5000 | &nbsp;&nbsp; 5116015 |
|  | 8.875%, 11/15/38 |  | 1138 | &nbsp;&nbsp; 1494750 |
|  | 4.000%, 01/15/43 |  | 2800 | &nbsp;&nbsp; 2264377 |
| Visa, Inc. | Visa, Inc. |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 600 | &nbsp;&nbsp; 670167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of <br> America Finance LLC |  |  |  |
| # | 5.600%, 03/22/34 |  | 1800 | &nbsp;&nbsp; 1806331 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 6300 | &nbsp;&nbsp; 7296751 |
| Voya Financial, Inc. | Voya Financial, Inc. |  |  |  |
|  | 5.700%, 07/15/43 |  | 1200 | &nbsp;&nbsp; 1166572 |
| Walt Disney Co. | Walt Disney Co. |  |  |  |
|  | 6.200%, 12/15/34 |  | 1800 | &nbsp;&nbsp; 2002639 |
| # | 3.500%, 05/13/40 |  | 6400 | &nbsp;&nbsp; 5231193 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 3000 | &nbsp;&nbsp; 3078391 |
| Welltower OP LLC | Welltower OP LLC |  |  |  |
|  | 2.750%, 01/15/31 |  | 6300 | &nbsp;&nbsp; 5734484 |
|  | 2.750%, 01/15/32 |  | 400 | &nbsp;&nbsp; 356177 |
| Western Union Co. | Western Union Co. |  |  |  |
|  | 2.750%, 03/15/31 |  | 5000 | &nbsp;&nbsp; 4370840 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 120 | &nbsp;&nbsp; 129131 |
|  | 2.875%, 08/15/41 |  | 800 | &nbsp;&nbsp; 539885 |
| WestRock MWV LLC | WestRock MWV LLC |  |  |  |
|  | 8.200%, 01/15/30 |  | 3885 | &nbsp;&nbsp; 4448327 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| 7.950%, 02/15/31 |  | 3112 | &nbsp;&nbsp; $3579719 |
| Williams Cos., Inc. |  |  |  |
| 5.650%, 03/15/33 |  | 400 | &nbsp;&nbsp; 414227 |
| 6.300%, 04/15/40 |  | 1000 | &nbsp;&nbsp; 1053525 |
| 5.400%, 03/04/44 |  | 7000 | &nbsp;&nbsp; 6559321 |
| Willis North America, Inc. |  |  |  |
| 5.350%, 05/15/33 |  | 3000 | &nbsp;&nbsp; 3060643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Power & Light <br> Co. |  |  |  |
| 5.375%, 03/30/34 |  | 2200 | &nbsp;&nbsp; 2249541 |
| WP Carey, Inc. |  |  |  |
| 2.250%, 04/01/33 |  | 5000 | &nbsp;&nbsp; 4094331 |
| WPP Finance 2013 |  |  |  |
| 3.625%, 09/12/29 | EUR | 100 | &nbsp;&nbsp; 116114 |
| WRKCo, Inc. |  |  |  |
| 4.200%, 06/01/32 |  | 1600 | &nbsp;&nbsp; 1532473 |
| TOTAL BONDS |  |  | &nbsp;&nbsp; 1632554184 |
| U.S. TREASURY OBLIGATIONS — (2.8%) | U.S. TREASURY OBLIGATIONS — (2.8%) | U.S. TREASURY OBLIGATIONS — (2.8%) | U.S. TREASURY OBLIGATIONS — (2.8%) |
| U.S. Treasury Bonds |  |  |  |
| 5.250%, 11/15/28 |  | 15000 | &nbsp;&nbsp; 15612891 |
| U.S. Treasury Notes |  |  |  |
| 0.250%, 08/31/25 |  | 11000 | &nbsp;&nbsp; 10962860 |
| 2.250%, 11/15/25 |  | 5000 | &nbsp;&nbsp; 4969492 |
| 0.375%, 11/30/25 |  | 4500 | &nbsp;&nbsp; 4440902 |
| 2.625%, 01/31/26 |  | 5000 | &nbsp;&nbsp; 4957852 |
| 1.500%, 08/15/26 |  | 2500 | &nbsp;&nbsp; 2432871 |
| 0.875%, 11/15/30 |  | 5000 | &nbsp;&nbsp; 4265430 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 47642298 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,727,938,718) |  |  | &nbsp;&nbsp; 1685930940 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (2.3%) | SECURITIES LENDING COLLATERAL — (2.3%) | SECURITIES LENDING COLLATERAL — (2.3%) | SECURITIES LENDING COLLATERAL — (2.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund <br>| 3443589 | &nbsp;&nbsp; 39831988 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,767,770,260)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,767,770,260)^^ |  | &nbsp;&nbsp; $1725762928 |

---

As of July 31, 2025, DFA Intermediate-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 30955548 | EUR | 26349825 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $885141 |
| USD | 41694353 | EUR | 36362634 | Societe Generale | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186406 |
| USD | 997421 | NZD | 1642262 | HSBC Bank | 08/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29741 |

---

------

**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 | 3308067 | EUR | 2897156 | Australia and New Zealand Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $90 |
| USD | 21255454 | EUR | 18073270 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596054 |
| USD | 3121942 | EUR | 2663432 | State Street Bank and Trust | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77396 |
| USD | 960436 | EUR | 825761 | UBS AG | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16516 |
| USD | 8148487 | EUR | 6965152 | HSBC Bank | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184565 |
| USD | 14902704 | EUR | 12786441 | Royal Bank of Canada | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282746 |
| USD | 20014233 | EUR | 17353714 | State Street Bank and Trust | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172076 |
| USD | 1370924 | NZD | 2270011 | Australia and New Zealand Bank | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32234 |
| USD | 2059572 | NZD | 3407827 | Bank of America Corp. | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49880 |
| USD | 1374336 | NZD | 2262673 | Citibank, N.A. | 09/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39973 |
| USD | 1352226 | NZD | 2242586 | Australia and New Zealand Bank | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29473 |
| USD | 92312 | GBP | 68345 | Citibank, N.A. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 |
| USD | 1791664 | NZD | 3002154 | Citibank, N.A. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20892 |
| USD | 12475823 | CAD | 16965385 | Citibank, N.A. | 09/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202421 |
| USD | 69222286 | EUR | 58936560 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1745511 |
| USD | 6676780 | EUR | 5738869 | UBS AG | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106319 |
| USD | 5279767 | JPY | 775631563 | UBS AG | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105877 |
| USD | 30498249 | EUR | 26349825 | Royal Bank of Canada | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314269 |
| USD | 4483660 | EUR | 3832391 | State Street Bank and Trust | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89592 |
| USD | 2990331 | NZD | 5006792 | Australia and New Zealand Bank | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32581 |
| USD | 1639390 | NZD | 2705274 | Citibank, N.A. | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41255 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$5243030** |
| EUR | 26349825 | USD | 30377923 | Royal Bank of Canada | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(307516)<br>|
| AUD | 14932583 | USD | 9614513 | Citibank, N.A. | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17717)<br>|
| USD | 11864947 | AUD | 18472386 | State Street Bank and Trust | 08/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6791)<br>|
| USD | 359611 | EUR | 320722 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6589)<br>|
| USD | 32280114 | EUR | 28744664 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (540579)<br>|
| USD | 880716 | EUR | 777022 | Societe Generale | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6489)<br>|
| USD | 20997527 | EUR | 18430633 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46592)<br>|
| GBP | 68345 | USD | 92840 | Citibank, N.A. | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2550)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(934823)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$4308207** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $163,639,142 or 9.5% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5734458 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5734458 |
| Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1632554184 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1632554184 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47642298 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47642298 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39831988 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39831988 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1725762928 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1725762928 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5243030 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5243030 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (934823) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (934823) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4308207 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $4308207 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Targeted Credit Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (94.5%) | BONDS — (94.5%) | BONDS — (94.5%) | BONDS — (94.5%) | BONDS — (94.5%) |
| AUSTRALIA — (4.7%) | AUSTRALIA — (4.7%) | AUSTRALIA — (4.7%) | AUSTRALIA — (4.7%) | AUSTRALIA — (4.7%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |
|  | 0.750%, 03/15/29 | EUR | 4200 | &nbsp;&nbsp; $4455704 |
|  | 2.000%, 07/15/30 | EUR | 1000 | &nbsp;&nbsp; 1081993 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 200 | &nbsp;&nbsp; 214472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortescue Treasury Pty. <br> Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Fortescue Treasury Pty. <br> Ltd.  |  |  |  |
| Ω | 5.875%, 04/15/30 |  | 890 | &nbsp;&nbsp; 901151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glencore Capital Finance <br> DAC  | &nbsp;&nbsp;&nbsp;&nbsp; Glencore Capital Finance <br> DAC  |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 1700 | &nbsp;&nbsp; 1802368 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 1.625%, 09/01/25 |  | 1175 | &nbsp;&nbsp; 1171869 |
| Ω | 1.625%, 04/27/26 |  | 700 | &nbsp;&nbsp; 684288 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.060%, <br> FRN, 5.407%, <br> 04/04/27<br>|  | 29 | &nbsp;&nbsp; 29134 |
| ING Bank Australia Ltd.  | ING Bank Australia Ltd.  | ING Bank Australia Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.950%, <br> FRN, 4.614%, <br> 03/22/27<br>| AUD | 1500 | &nbsp;&nbsp; 969720 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.020%, <br> FRN, 4.814%, <br> 08/20/29<br>| AUD | 2500 | &nbsp;&nbsp; 1616072 |
| Macquarie Group Ltd.  | Macquarie Group Ltd.  | Macquarie Group Ltd.  |  |  |
|  | 0.625%, 02/03/27 | EUR | 500 | &nbsp;&nbsp; 555869 |
|  | 4.747%, 01/23/30 | EUR | 1370 | &nbsp;&nbsp; 1674802 |
| Norfina Ltd.  | Norfina Ltd.  | Norfina Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.740%, <br> FRN, 4.350%, <br> 09/27/27<br>| AUD | 5300 | &nbsp;&nbsp; 3410950 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.250%, <br> FRN, 4.964%, <br> 12/14/27<br>| AUD | 8050 | &nbsp;&nbsp; 5237999 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 5390 | &nbsp;&nbsp; 5642230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scentre Group Trust 1, 3M <br> Swap + 1.120%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Scentre Group Trust 1, 3M <br> Swap + 1.120%, FRN |  |  |  |
| (r) | 4.815%, 11/27/29 | AUD | 8500 | &nbsp;&nbsp; 5474215 |
| Telstra Group Ltd.  | Telstra Group Ltd.  |  |  |  |
|  | 1.375%, 03/26/29 | EUR | 800 | &nbsp;&nbsp; 872626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Finance Australia <br> Ltd., 3M Swap + <br> 1.100%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Toyota Finance Australia <br> Ltd., 3M Swap + <br> 1.100%, FRN |  |  |  |
| (r) | 4.794%, 01/22/30 | AUD | 4500 | &nbsp;&nbsp; 2900427 |
| Woodside Finance Ltd.  | Woodside Finance Ltd.  |  |  |  |
| Ω | 4.500%, 03/04/29 |  | 800 | &nbsp;&nbsp; 789183 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 39485072 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) |
| Erste Group Bank AG  | Erste Group Bank AG  | Erste Group Bank AG  |  |  |
|  | 0.250%, 09/14/29 | EUR | 1100 | &nbsp;&nbsp; 1134660 |
| BELGIUM — (1.2%) | BELGIUM — (1.2%) | BELGIUM — (1.2%) | BELGIUM — (1.2%) | BELGIUM — (1.2%) |
| Belfius Bank SA  | Belfius Bank SA  | Belfius Bank SA  |  |  |
|  | 0.375%, 09/02/25 | EUR | 1800 | &nbsp;&nbsp; $2051264 |
|  | 0.375%, 02/13/26 | EUR | 5000 | &nbsp;&nbsp; 5654671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elia Transmission Belgium <br> SA  | &nbsp;&nbsp;&nbsp;&nbsp; Elia Transmission Belgium <br> SA  |  |  |  |
|  | 0.875%, 04/28/30 | EUR | 2100 | &nbsp;&nbsp; 2187342 |
| KBC Group NV  | KBC Group NV  |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 300 | &nbsp;&nbsp; 313003 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp; 10206280 |
| CANADA — (3.6%) | CANADA — (3.6%) | CANADA — (3.6%) | CANADA — (3.6%) | CANADA — (3.6%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.969%, <br> 09/15/26<br>|  | 170 | &nbsp;&nbsp; 170468 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.106%, <br> 06/04/27<br>|  | 6500 | &nbsp;&nbsp; 6535815 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Euribor + 0.700%, <br> FRN, 2.671%, <br> 01/29/27<br>| EUR | 1500 | &nbsp;&nbsp; 1720444 |
|  | 3.807%, 07/09/29 | EUR | 1151 | &nbsp;&nbsp; 1357229 |
| Enbridge Pipelines, Inc.  | Enbridge Pipelines, Inc.  |  |  |  |
|  | 3.000%, 08/10/26 | CAD | 3000 | &nbsp;&nbsp; 2157722 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 3.125%, 11/15/29 |  | 200 | &nbsp;&nbsp; 188632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec  | &nbsp;&nbsp;&nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec  |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 600 | &nbsp;&nbsp; 698508 |
| Methanex Corp.  | Methanex Corp.  |  |  |  |
|  | 5.250%, 12/15/29 |  | 2900 | &nbsp;&nbsp; 2872396 |
| National Bank of Canada  | National Bank of Canada  | National Bank of Canada  |  |  |
|  | 5.296%, 11/03/25 | CAD | 3700 | &nbsp;&nbsp; 2685117 |
|  | 3.750%, 05/02/29 | EUR | 1200 | &nbsp;&nbsp; 1415506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, <br> SOFR + 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, <br> SOFR + 0.950%, FRN |  |  |  |
| (r) | 5.293%, 01/19/27 |  | 326 | &nbsp;&nbsp; 328296 |
| TELUS Corp.  | TELUS Corp.  |  |  |  |
|  | 3.150%, 02/19/30 | CAD | 2000 | &nbsp;&nbsp; 1402064 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
|  | 2.667%, 09/09/25 | CAD | 5000 | &nbsp;&nbsp; 3607246 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.730%, <br> FRN, 5.077%, <br> 04/05/27<br>|  | 2500 | &nbsp;&nbsp; 2513016 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 4.890%, <br> 07/23/29<br>| AUD | 800 | &nbsp;&nbsp; $514125 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.030%, <br> FRN, 5.380%, <br> 12/17/29<br>|  | 2000 | &nbsp;&nbsp; 2005504 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 30172088 |
| DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) |
| Carlsberg Breweries AS  | Carlsberg Breweries AS  |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 800 | &nbsp;&nbsp; 919929 |
| DSV Finance BV  | DSV Finance BV  | DSV Finance BV  |  |  |
|  | 3.500%, 06/26/29 | EUR | 290 | &nbsp;&nbsp; 340399 |
|  | 1.375%, 03/16/30 | EUR | 1100 | &nbsp;&nbsp; 1176206 |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |
|  | 3.875%, 07/09/29 | EUR | 3200 | &nbsp;&nbsp; 3775844 |
|  | 3.375%, 01/10/30 | EUR | 500 | &nbsp;&nbsp; 577957 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp; 6790335 |
| FINLAND — (1.5%) | FINLAND — (1.5%) | FINLAND — (1.5%) | FINLAND — (1.5%) | FINLAND — (1.5%) |
| Fingrid OYJ  | Fingrid OYJ  |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 280 | &nbsp;&nbsp; 319657 |
| Neste OYJ  | Neste OYJ  |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 4700 | &nbsp;&nbsp; 5491060 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
|  | 2.500%, 05/23/29 | EUR | 140 | &nbsp;&nbsp; 158319 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.020%, <br> FRN, 5.367%, <br> 09/10/29<br>|  | 722 | &nbsp;&nbsp; 729816 |
|  | 2.750%, 05/02/30 | EUR | 3000 | &nbsp;&nbsp; 3417405 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 1940 | &nbsp;&nbsp; 2008523 |
| Teollisuuden Voima OYJ  | Teollisuuden Voima OYJ  |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 700 | &nbsp;&nbsp; 855308 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp; 12980088 |
| FRANCE — (5.5%) | FRANCE — (5.5%) | FRANCE — (5.5%) | FRANCE — (5.5%) | FRANCE — (5.5%) |
| Aeroports de Paris SA  | Aeroports de Paris SA  |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 400 | &nbsp;&nbsp; 453022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel SA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.400%, <br> FRN, 5.744%, <br> 07/13/26<br>|  | 500 | &nbsp;&nbsp; 505089 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.130%, <br> FRN, 5.474%, <br> 01/23/27<br>|  | 750 | &nbsp;&nbsp; 755216 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Euribor + 0.640%, <br> FRN, 2.611%, <br> 03/05/27<br>| EUR | 3000 | &nbsp;&nbsp; 3442337 |
|  | 4.375%, 05/02/30 | EUR | 900 | &nbsp;&nbsp; 1082233 |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
|  | 3.625%, 09/01/29 | EUR | 300 | &nbsp;&nbsp; 352773 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| BPCE SA  | BPCE SA  | BPCE SA  |  |  |
|  | 3.875%, 01/11/29 | EUR | 500 | &nbsp;&nbsp; $589705 |
|  | 0.625%, 01/15/30 | EUR | 800 | &nbsp;&nbsp; 831155 |
| Covivio SA  | Covivio SA  |  |  |  |
|  | 1.625%, 06/23/30 | EUR | 100 | &nbsp;&nbsp; 107076 |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.870%, <br> FRN, 5.218%, <br> 03/11/27<br>|  | 3300 | &nbsp;&nbsp; 3309048 |
|  | 4.125%, 03/07/30 | EUR | 3700 | &nbsp;&nbsp; 4456918 |
| Credit Mutuel Arkea SA  | Credit Mutuel Arkea SA  |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 800 | &nbsp;&nbsp; 859281 |
| Engie SA  | Engie SA  |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 400 | &nbsp;&nbsp; 470215 |
| GELF Bond Issuer I SA  | GELF Bond Issuer I SA  |  |  |  |
|  | 1.125%, 07/18/29 | EUR | 360 | &nbsp;&nbsp; 380360 |
| ICADE  | ICADE  |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 1200 | &nbsp;&nbsp; 1243949 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1500 | &nbsp;&nbsp; 1604197 |
| Kering SA  | Kering SA  | Kering SA  |  |  |
|  | 3.125%, 11/27/29 | EUR | 4000 | &nbsp;&nbsp; 4569839 |
|  | 1.875%, 05/05/30 | EUR | 400 | &nbsp;&nbsp; 432456 |
| Klepierre SA  | Klepierre SA  |  |  |  |
|  | 2.000%, 05/12/29 | EUR | 1000 | &nbsp;&nbsp; 1109757 |
| Pernod Ricard SA  | Pernod Ricard SA  |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 1900 | &nbsp;&nbsp; 1939024 |
| Praemia Healthcare SACA  | Praemia Healthcare SACA  |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 700 | &nbsp;&nbsp; 729170 |
| RCI Banque SA  | RCI Banque SA  | RCI Banque SA  |  |  |
|  | 3.875%, 01/12/29 | EUR | 1000 | &nbsp;&nbsp; 1172285 |
|  | 3.375%, 07/26/29 | EUR | 2700 | &nbsp;&nbsp; 3112753 |
|  | 4.875%, 10/02/29 | EUR | 1100 | &nbsp;&nbsp; 1338775 |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
| #Ω | 4.000%, 01/12/27 |  | 2000 | &nbsp;&nbsp; 1980861 |
| Suez SACA  | Suez SACA  |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 4800 | &nbsp;&nbsp; 5304387 |
| Tikehau Capital SCA  | Tikehau Capital SCA  |  |  |  |
|  | 6.625%, 03/14/30 | EUR | 2100 | &nbsp;&nbsp; 2686308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield <br> SE  | &nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield <br> SE  |  |  |  |
|  | 1.375%, 04/15/30 | EUR | 1915 | &nbsp;&nbsp; 2027865 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp; 46846054 |
| GERMANY — (8.1%) | GERMANY — (8.1%) | GERMANY — (8.1%) | GERMANY — (8.1%) | GERMANY — (8.1%) |
| Bayer AG  | Bayer AG  | Bayer AG  |  |  |
|  | 4.250%, 08/26/29 | EUR | 150 | &nbsp;&nbsp; 179562 |
|  | 1.125%, 01/06/30 | EUR | 1900 | &nbsp;&nbsp; 1995924 |
| Bayer Capital Corp. BV  | Bayer Capital Corp. BV  |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 100 | &nbsp;&nbsp; 109991 |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |  |
| Ω | 4.250%, 12/15/25 |  | 2800 | &nbsp;&nbsp; 2792860 |
| &nbsp;&nbsp;&nbsp;&nbsp; BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN |  |  |  |
| (r)Ω | 4.899%, 04/02/26 |  | 6500 | &nbsp;&nbsp; 6504896 |

---

------

**DFA Targeted Credit 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 | 5050 | &nbsp;&nbsp; $5897044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck International <br> Finance BV  |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 700 | &nbsp;&nbsp; 829369 |
| Deutsche Bank AG  | Deutsche Bank AG  |  |  |  |
|  | 4.100%, 01/13/26 |  | 1000 | &nbsp;&nbsp; 996564 |
| Deutsche Lufthansa AG  | Deutsche Lufthansa AG  |  |  |  |
|  | 3.500%, 07/14/29 | EUR | 800 | &nbsp;&nbsp; 930041 |
| Deutsche Post AG  | Deutsche Post AG  |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 3800 | &nbsp;&nbsp; 4372552 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 1340 | &nbsp;&nbsp; 1555712 |
| &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV  | &nbsp;&nbsp;&nbsp;&nbsp; EnBW International <br> Finance BV  |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 700 | &nbsp;&nbsp; 808656 |
| Fresenius Medical Care AG  | Fresenius Medical Care AG  | Fresenius Medical Care AG  |  |  |
|  | 3.875%, 09/20/27 | EUR | 1500 | &nbsp;&nbsp; 1759656 |
|  | 1.500%, 05/29/30 | EUR | 197 | &nbsp;&nbsp; 211041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 1.875%, 12/01/26 |  | 3280 | &nbsp;&nbsp; 3150879 |
| Grand City Properties SA  | Grand City Properties SA  |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 600 | &nbsp;&nbsp; 715123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> Finance Luxembourg SA  | &nbsp;&nbsp;&nbsp;&nbsp; Heidelberg Materials <br> Finance Luxembourg SA  |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 5100 | &nbsp;&nbsp; 5818128 |
| HOCHTIEF AG  | HOCHTIEF AG  |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 4100 | &nbsp;&nbsp; 4925015 |
| Infineon Technologies AG  | Infineon Technologies AG  |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1300 | &nbsp;&nbsp; 1479901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Landesbank <br> Baden-Wuerttemberg, <br> 3M Swap + 1.270%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Landesbank <br> Baden-Wuerttemberg, <br> 3M Swap + 1.270%, <br> FRN |  |  |  |
| (r) | 5.135%, 08/02/29 | AUD | 6840 | &nbsp;&nbsp; 4405660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.930%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.930%, FRN |  |  |  |
| (r)Ω | 5.283%, 03/31/28 |  | 1000 | &nbsp;&nbsp; 1003272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz <br> International Finance BV, <br> 3M Euribor + 0.480%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz <br> International Finance BV, <br> 3M Euribor + 0.480%, <br> FRN |  |  |  |
| (r) | 2.607%, 08/19/27 | EUR | 4000 | &nbsp;&nbsp; 4572021 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1400 | &nbsp;&nbsp; 1612531 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 2300 | &nbsp;&nbsp; 2344522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG, 3M Euribor <br> + 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services AG, 3M Euribor <br> + 0.780%, FRN |  |  |  |
| (r) | 2.739%, 06/10/27 | EUR | 4000 | &nbsp;&nbsp; 4572660 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services NV  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Financial <br> Services NV  |  |  |  |
|  | 4.250%, 10/09/25 | GBP | 4000 | &nbsp;&nbsp; $5275547 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 68819127 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 1.750%, 01/30/26 |  | 500 | &nbsp;&nbsp; 493226 |
|  | 4.625%, 09/10/29 |  | 150 | &nbsp;&nbsp; 149561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell Bank International <br> DAC  | &nbsp;&nbsp;&nbsp;&nbsp; Dell Bank International <br> DAC  |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1860 | &nbsp;&nbsp; 2174028 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | &nbsp;&nbsp; 2816815 |
| ITALY — (2.4%) | ITALY — (2.4%) | ITALY — (2.4%) | ITALY — (2.4%) | ITALY — (2.4%) |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 1740 | &nbsp;&nbsp; 1914524 |
| Eni SpA  | Eni SpA  |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 4100 | &nbsp;&nbsp; 4243245 |
| Italgas SpA  | Italgas SpA  |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 5000 | &nbsp;&nbsp; 5686926 |
| Snam SpA  | Snam SpA  | Snam SpA  |  |  |
| Δ | 0.000%, 08/15/25 | EUR | 5000 | &nbsp;&nbsp; 5701256 |
|  | 4.000%, 11/27/29 | EUR | 2100 | &nbsp;&nbsp; 2512818 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp; 20058769 |
| JAPAN — (3.6%) | JAPAN — (3.6%) | JAPAN — (3.6%) | JAPAN — (3.6%) | JAPAN — (3.6%) |
| Mizuho Bank Ltd.  | Mizuho Bank Ltd.  | Mizuho Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.850%, <br> FRN, 4.564%, <br> 09/14/26<br>| AUD | 5500 | &nbsp;&nbsp; 3548112 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.880%, <br> FRN, 4.567%, <br> 01/18/27<br>| AUD | 1850 | &nbsp;&nbsp; 1194062 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.458%, <br> 09/06/27<br>| AUD | 1830 | &nbsp;&nbsp; 1178425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, <br> Inc.  |  |  |  |
|  | 0.797%, 04/15/30 | EUR | 1200 | &nbsp;&nbsp; 1241375 |
| &nbsp;&nbsp;&nbsp;&nbsp; MUFG Bank Ltd., 3M <br> Swap + 0.850%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; MUFG Bank Ltd., 3M <br> Swap + 0.850%, FRN |  |  |  |
| (r) | 4.555%, 03/05/27 | AUD | 7000 | &nbsp;&nbsp; 4515824 |
| Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  |  |  |  |
| Ω | 3.522%, 09/17/25 |  | 3000 | &nbsp;&nbsp; 2991836 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 1.653%, 07/14/26 |  | 700 | &nbsp;&nbsp; 681502 |
|  | 3.459%, 05/28/30 | EUR | 4000 | &nbsp;&nbsp; 4624819 |
| NTT Finance Corp.  | NTT Finance Corp.  |  |  |  |
|  | 0.342%, 03/03/30 | EUR | 600 | &nbsp;&nbsp; 609696 |
| SoftBank Group Corp.  | SoftBank Group Corp.  | SoftBank Group Corp.  |  |  |
|  | 5.375%, 01/08/29 | EUR | 1200 | &nbsp;&nbsp; 1404824 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | 6.750%, 07/08/29 |  | 1000 | &nbsp;&nbsp; $1004942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Banking <br> Corp., 3M Swap + <br> 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Banking <br> Corp., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.462%, 01/20/27 | AUD | 800 | &nbsp;&nbsp; 515606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.170%, FRN |  |  |  |
| (r) | 5.546%, 07/09/29 |  | 4800 | &nbsp;&nbsp; 4847040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.341%, 09/10/27 |  | 2050 | &nbsp;&nbsp; 2070746 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp; 30428809 |
| LUXEMBOURG — (1.4%) | LUXEMBOURG — (1.4%) | LUXEMBOURG — (1.4%) | LUXEMBOURG — (1.4%) | LUXEMBOURG — (1.4%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 2800 | &nbsp;&nbsp; 3223677 |
| Eurofins Scientific SE  | Eurofins Scientific SE  |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 4420 | &nbsp;&nbsp; 5206536 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 3400 | &nbsp;&nbsp; 3574324 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp; 12004537 |
| NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 2.375%, 06/01/27 | EUR | 1000 | &nbsp;&nbsp; 1142685 |
|  | 0.500%, 09/23/29 | EUR | 900 | &nbsp;&nbsp; 933838 |
|  | 4.250%, 02/21/30 | EUR | 3000 | &nbsp;&nbsp; 3608895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA  | &nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank <br> UA  |  |  |  |
|  | 4.000%, 01/10/30 | EUR | 4800 | &nbsp;&nbsp; 5736543 |
| CTP NV  | CTP NV  |  |  |  |
|  | 4.750%, 02/05/30 | EUR | 2500 | &nbsp;&nbsp; 3002913 |
| Enexis Holding NV  | Enexis Holding NV  |  |  |  |
|  | 0.875%, 04/28/26 | EUR | 1000 | &nbsp;&nbsp; 1130708 |
| ING Groep NV  | ING Groep NV  |  |  |  |
| Ω | 4.625%, 01/06/26 |  | 6100 | &nbsp;&nbsp; 6099982 |
| JDE Peet's NV  | JDE Peet's NV  |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 1010 | &nbsp;&nbsp; 1201012 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 4600 | &nbsp;&nbsp; 5305345 |
| Sandoz Finance BV  | Sandoz Finance BV  | Sandoz Finance BV  |  |  |
|  | 3.250%, 09/12/29 | EUR | 508 | &nbsp;&nbsp; 587674 |
|  | 4.220%, 04/17/30 | EUR | 1700 | &nbsp;&nbsp; 2046979 |
| Stedin Holding NV  | Stedin Holding NV  |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 500 | &nbsp;&nbsp; 518670 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 31315244 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| Bank of New Zealand  | Bank of New Zealand  | Bank of New Zealand  |  |  |
|  | 3.661%, 07/17/29 | EUR | 3370 | &nbsp;&nbsp; 3953720 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| 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 | &nbsp;&nbsp; $2385281 |
| Var Energi ASA  | Var Energi ASA  |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 1010 | &nbsp;&nbsp; 1239615 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 3624896 |
| 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 | &nbsp;&nbsp; 736785 |
| SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Acciona Energia <br> Financiacion Filiales SA  | &nbsp;&nbsp;&nbsp;&nbsp; Acciona Energia <br> Financiacion Filiales SA  |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 4600 | &nbsp;&nbsp; 5400916 |
| Amadeus IT Group SA  | Amadeus IT Group SA  |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 1900 | &nbsp;&nbsp; 2202105 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria <br> SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria <br> SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria <br> SA  |  |  |
|  | 1.125%, 09/18/25 |  | 1600 | &nbsp;&nbsp; 1592614 |
|  | 4.375%, 10/14/29 | EUR | 300 | &nbsp;&nbsp; 365013 |
|  | 3.625%, 06/07/30 | EUR | 3500 | &nbsp;&nbsp; 4129752 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 3000 | &nbsp;&nbsp; 3490387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA  | &nbsp;&nbsp;&nbsp;&nbsp; Inmobiliaria Colonial <br> Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1400 | &nbsp;&nbsp; 1616940 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |
|  | 5.375%, 02/02/26 | GBP | 1000 | &nbsp;&nbsp; 1324579 |
|  | 0.664%, 02/03/30 | EUR | 2400 | &nbsp;&nbsp; 2477392 |
| Werfen SA  | Werfen SA  |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 3700 | &nbsp;&nbsp; 4417402 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp; 27017100 |
| SWEDEN — (3.0%) | SWEDEN — (3.0%) | SWEDEN — (3.0%) | SWEDEN — (3.0%) | SWEDEN — (3.0%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 1900 | &nbsp;&nbsp; 2217532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Castellum Helsinki Finance <br> Holding Abp  | &nbsp;&nbsp;&nbsp;&nbsp; Castellum Helsinki Finance <br> Holding Abp  |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 3700 | &nbsp;&nbsp; 3843509 |
| Electrolux AB  | Electrolux AB  |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 4700 | &nbsp;&nbsp; 5116093 |
| Heimstaden Bostad AB  | Heimstaden Bostad AB  |  |  |  |
|  | 3.875%, 11/05/29 | EUR | 2500 | &nbsp;&nbsp; 2883013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC  | &nbsp;&nbsp;&nbsp;&nbsp; Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1481 | &nbsp;&nbsp; 1744189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB  | &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 260 | &nbsp;&nbsp; 269387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB  | &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB  |  |  |  |
|  | 1.375%, 02/23/29 | EUR | 400 | &nbsp;&nbsp; 434793 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 2.875%, 04/30/29 | EUR | 800 | &nbsp;&nbsp; 913688 |
|  | 3.250%, 09/24/29 | EUR | 1060 | &nbsp;&nbsp; 1223118 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.030%, <br> FRN, 5.372%, <br> 11/20/29<br>|  | 1500 | &nbsp;&nbsp; $1522802 |
|  | 2.875%, 02/08/30 | EUR | 3500 | &nbsp;&nbsp; 4011684 |
| Tele2 AB  | Tele2 AB  |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 1090 | &nbsp;&nbsp; 1281859 |
| Volvo Treasury AB  | Volvo Treasury AB  |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 240 | &nbsp;&nbsp; 277971 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 25739638 |
| SWITZERLAND — (1.4%) | SWITZERLAND — (1.4%) | SWITZERLAND — (1.4%) | SWITZERLAND — (1.4%) | SWITZERLAND — (1.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS  | &nbsp;&nbsp;&nbsp;&nbsp; Firmenich Productions <br> Participations SAS  |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 140 | &nbsp;&nbsp; 152550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Richemont International <br> Holding SA  | &nbsp;&nbsp;&nbsp;&nbsp; Richemont International <br> Holding SA  |  |  |  |
|  | 1.500%, 03/26/30 | EUR | 130 | &nbsp;&nbsp; 140322 |
| Sika Capital BV  | Sika Capital BV  |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 1680 | &nbsp;&nbsp; 1989480 |
| Swiss Life Finance I AG  | Swiss Life Finance I AG  |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 500 | &nbsp;&nbsp; 581880 |
| &nbsp;&nbsp;&nbsp;&nbsp; UBS AG, 3M Swap + <br> 1.450%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; UBS AG, 3M Swap + <br> 1.450%, FRN |  |  |  |
| (r) | 5.160%, 11/24/28 | AUD | 5500 | &nbsp;&nbsp; 3603040 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 2.750%, 08/08/25 | GBP | 1500 | &nbsp;&nbsp; 1980571 |
|  | 4.125%, 09/24/25 |  | 2000 | &nbsp;&nbsp; 1998082 |
|  | 4.125%, 04/15/26 |  | 1000 | &nbsp;&nbsp; 997810 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp; 11443735 |
| UNITED KINGDOM — (5.7%) | UNITED KINGDOM — (5.7%) | UNITED KINGDOM — (5.7%) | UNITED KINGDOM — (5.7%) | UNITED KINGDOM — (5.7%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 4.375%, 01/12/26 |  | 2160 | &nbsp;&nbsp; 2158372 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 1.668%, 03/25/26 |  | 2616 | &nbsp;&nbsp; 2565047 |
|  | 2.250%, 01/16/30 | EUR | 1300 | &nbsp;&nbsp; 1435939 |
| &nbsp;&nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC  |  |  |  |
|  | 0.500%, 09/12/25 | EUR | 1000 | &nbsp;&nbsp; 1139252 |
| Cadent Finance PLC  | Cadent Finance PLC  | Cadent Finance PLC  |  |  |
|  | 4.250%, 07/05/29 | EUR | 300 | &nbsp;&nbsp; 360726 |
|  | 0.625%, 03/19/30 | EUR | 3463 | &nbsp;&nbsp; 3549422 |
| &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 1700 | &nbsp;&nbsp; 1765824 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA  | &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 690 | &nbsp;&nbsp; 753092 |
| &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital <br> PLC  |  |  |  |
|  | 1.375%, 09/12/29 | EUR | 400 | &nbsp;&nbsp; 435118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Brands Finance <br> PLC  |  |  |  |
| Ω | 5.500%, 02/01/30 |  | 200 | &nbsp;&nbsp; 205623 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Bank Corporate <br> Markets PLC  |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 5080 | &nbsp;&nbsp; $5898437 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Motability Operations <br> Group PLC  |  |  |  |
|  | 4.000%, 01/17/30 | EUR | 4800 | &nbsp;&nbsp; 5704863 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Gas Transmission <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; National Gas Transmission <br> PLC  |  |  |  |
|  | 4.250%, 04/05/30 | EUR | 450 | &nbsp;&nbsp; 538026 |
| Nationwide Building Society  | Nationwide Building Society  | Nationwide Building Society  |  |  |
| #Ω | 1.000%, 08/28/25 |  | 2600 | &nbsp;&nbsp; 2592434 |
| Ω | 1.500%, 10/13/26 |  | 1500 | &nbsp;&nbsp; 1448250 |
|  | 3.250%, 09/05/29 | EUR | 800 | &nbsp;&nbsp; 929303 |
|  | 3.000%, 03/03/30 | EUR | 900 | &nbsp;&nbsp; 1031245 |
| NatWest Markets PLC  | NatWest Markets PLC  | NatWest Markets PLC  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.900%, <br> FRN, 5.241%, <br> 05/17/27<br>|  | 3500 | &nbsp;&nbsp; 3521154 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.950%, <br> FRN, 5.301%, <br> 03/21/28<br>|  | 2200 | &nbsp;&nbsp; 2212582 |
|  | 3.125%, 01/10/30 | EUR | 1400 | &nbsp;&nbsp; 1612253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury <br> Services PLC  |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 880 | &nbsp;&nbsp; 1035375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santander U.K. Group <br> Holdings PLC  | &nbsp;&nbsp;&nbsp;&nbsp; Santander U.K. Group <br> Holdings PLC  |  |  |  |
|  | 3.625%, 01/14/26 | GBP | 1000 | &nbsp;&nbsp; 1315782 |
| SSE PLC  | SSE PLC  |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 320 | &nbsp;&nbsp; 366952 |
| Standard Chartered Bank  | Standard Chartered Bank  | Standard Chartered Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 4.996%, <br> 10/08/26<br>|  | 2100 | &nbsp;&nbsp; 2106165 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Euribor + 0.450%, <br> FRN, 2.476%, <br> 01/15/27<br>| EUR | 1800 | &nbsp;&nbsp; 2055227 |
| WPP Finance 2013  | WPP Finance 2013  |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 1067 | &nbsp;&nbsp; 1238942 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  |  | &nbsp;&nbsp; 47975405 |
| UNITED STATES — (43.3%) | UNITED STATES — (43.3%) | UNITED STATES — (43.3%) | UNITED STATES — (43.3%) | UNITED STATES — (43.3%) |
| 3M Co.  | 3M Co.  |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 2780 | &nbsp;&nbsp; 3008687 |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |  |
| #Ω | 0.950%, 02/10/26 |  | 7926 | &nbsp;&nbsp; 7768392 |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
|  | 1.750%, 10/01/27 |  | 2000 | &nbsp;&nbsp; 1841265 |
|  | 5.950%, 03/09/28 |  | 380 | &nbsp;&nbsp; 381735 |
| Aircastle Ltd.  | Aircastle Ltd.  | Aircastle Ltd.  |  |  |
| Ω | 5.250%, 08/11/25 |  | 260 | &nbsp;&nbsp; 260000 |
|  | 4.250%, 06/15/26 |  | 3500 | &nbsp;&nbsp; 3486364 |
| Ω | 6.500%, 07/18/28 |  | 200 | &nbsp;&nbsp; 208952 |
| Ω | 5.950%, 02/15/29 |  | 200 | &nbsp;&nbsp; 206889 |

---

------

**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) |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 2.200%, 11/02/28 |  | 530 | &nbsp;&nbsp; $489194 |
| Altria Group, Inc.  | Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 2.200%, 06/15/27 | EUR | 2000 | &nbsp;&nbsp; 2269990 |
|  | 6.200%, 11/01/28 |  | 118 | &nbsp;&nbsp; 123709 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc.  |  |  |  |
|  | 1.000%, 11/01/25 |  | 678 | &nbsp;&nbsp; 671750 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Express Co., <br> SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; American Express Co., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.991%, 11/04/26 |  | 426 | &nbsp;&nbsp; 427061 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/09/26<br>|  | 1700 | &nbsp;&nbsp; 1703021 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.720%, <br> FRN, 5.067%, <br> 10/05/26<br>|  | 2900 | &nbsp;&nbsp; 2905447 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.720%, <br> FRN, 5.064%, <br> 10/22/27<br>|  | 3200 | &nbsp;&nbsp; 3194779 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Medical Systems <br> Europe BV  | &nbsp;&nbsp;&nbsp;&nbsp; American Medical Systems <br> Europe BV  |  |  |  |
|  | 3.375%, 03/08/29 | EUR | 600 | &nbsp;&nbsp; 700777 |
| &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 4824 | &nbsp;&nbsp; 4921588 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 1.950%, 05/22/26 | EUR | 500 | &nbsp;&nbsp; 569181 |
|  | 3.600%, 01/15/28 |  | 77 | &nbsp;&nbsp; 75486 |
|  | 0.875%, 05/21/29 | EUR | 510 | &nbsp;&nbsp; 542026 |
|  | 2.900%, 01/15/30 |  | 400 | &nbsp;&nbsp; 371469 |
|  | 5.000%, 01/31/30 |  | 200 | &nbsp;&nbsp; 203074 |
|  | 3.900%, 05/16/30 | EUR | 400 | &nbsp;&nbsp; 475118 |
| Amgen, Inc.  | Amgen, Inc.  |  |  |  |
|  | 5.250%, 03/02/30 |  | 200 | &nbsp;&nbsp; 205477 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.875%, 01/15/26 |  | 1000 | &nbsp;&nbsp; 995810 |
|  | 2.875%, 06/15/28 |  | 90 | &nbsp;&nbsp; 85047 |
|  | 5.875%, 03/01/29 |  | 130 | &nbsp;&nbsp; 132763 |
|  | 5.950%, 07/15/29 |  | 500 | &nbsp;&nbsp; 512163 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |  |
|  | 5.150%, 08/21/29 |  | 200 | &nbsp;&nbsp; 202771 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 4.000%, 11/25/25 | CAD | 2000 | &nbsp;&nbsp; 1444962 |
|  | 4.300%, 02/15/30 |  | 200 | &nbsp;&nbsp; 198478 |
|  | 0.800%, 03/04/30 | EUR | 970 | &nbsp;&nbsp; 1007473 |
|  | 3.150%, 06/01/30 | EUR | 1157 | &nbsp;&nbsp; 1333799 |
| Avangrid, Inc.  | Avangrid, Inc.  |  |  |  |
|  | 3.800%, 06/01/29 |  | 200 | &nbsp;&nbsp; 194908 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |
| Ω | 5.375%, 07/15/29 |  | 2630 | &nbsp;&nbsp; 2674800 |
| Becton Dickinson & Co.  | Becton Dickinson & Co.  |  |  |  |
|  | 0.034%, 08/13/25 | EUR | 4250 | &nbsp;&nbsp; 4847323 |
| BG Energy Capital PLC  | BG Energy Capital PLC  |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 400 | &nbsp;&nbsp; 445915 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **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 | &nbsp;&nbsp; $1939112 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  |  |  |
|  | 2.600%, 10/30/25 |  | 1827 | &nbsp;&nbsp; 1816772 |
|  | 3.100%, 05/01/26 |  | 3840 | &nbsp;&nbsp; 3793533 |
|  | 2.250%, 06/15/26 |  | 153 | &nbsp;&nbsp; 149810 |
| Booking Holdings, Inc.  | Booking Holdings, Inc.  |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 600 | &nbsp;&nbsp; 722271 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 4.950%, 08/15/29 |  | 200 | &nbsp;&nbsp; 202315 |
| Boston Properties LP  | Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 |  | 252 | &nbsp;&nbsp; 249529 |
|  | 3.400%, 06/21/29 |  | 3800 | &nbsp;&nbsp; 3600031 |
| BP Capital Markets BV  | BP Capital Markets BV  |  |  |  |
|  | 3.773%, 05/12/30 | EUR | 1500 | &nbsp;&nbsp; 1776496 |
| Buckeye Partners LP  | Buckeye Partners LP  |  |  |  |
| Ω | 4.500%, 03/01/28 |  | 1900 | &nbsp;&nbsp; 1854676 |
| Capital One Financial Corp.  | Capital One Financial Corp.  | Capital One Financial Corp.  |  |  |
|  | 4.500%, 01/30/26 |  | 2500 | &nbsp;&nbsp; 2497595 |
|  | 4.100%, 02/09/27 |  | 1000 | &nbsp;&nbsp; 994795 |
|  | 1.650%, 06/12/29 | EUR | 1005 | &nbsp;&nbsp; 1094550 |
| Capital One NA  | Capital One NA  |  |  |  |
|  | 3.450%, 07/27/26 |  | 2000 | &nbsp;&nbsp; 1979277 |
| Cardinal Health, Inc.  | Cardinal Health, Inc.  |  |  |  |
|  | 5.000%, 11/15/29 |  | 200 | &nbsp;&nbsp; 203226 |
| Cargill, Inc.  | Cargill, Inc.  | Cargill, Inc.  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.610%, <br> FRN, 4.949%, <br> 02/11/28<br>|  | 7500 | &nbsp;&nbsp; 7501875 |
|  | 3.875%, 04/24/30 | EUR | 400 | &nbsp;&nbsp; 476863 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 2.722%, 02/15/30 |  | 200 | &nbsp;&nbsp; 185571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.455%, <br> FRN, 4.794%, <br> 08/11/25<br>|  | 5250 | &nbsp;&nbsp; 5250216 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.861%, <br> 05/14/27<br>|  | 1274 | &nbsp;&nbsp; 1275997 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.520%, <br> FRN, 4.867%, <br> 03/03/28<br>|  | 1200 | &nbsp;&nbsp; 1198600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Celanese U.S. Holdings <br> LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 1.400%, 08/05/26 |  | 6800 | &nbsp;&nbsp; 6562477 |
| Cencora, Inc.  | Cencora, Inc.  |  |  |  |
|  | 4.850%, 12/15/29 |  | 200 | &nbsp;&nbsp; 202269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp., <br> SOFR + 1.050%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp., <br> SOFR + 1.050%, FRN |  |  |  |
| (r) | 5.397%, 03/03/27 |  | 5324 | &nbsp;&nbsp; 5371192 |
| Citibank NA  | Citibank NA  | Citibank NA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.708%, <br> FRN, 5.049%, <br> 08/06/26<br>|  | 5238 | &nbsp;&nbsp; 5259581 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.060%, <br> FRN, 5.406%, <br> 12/04/26<br>|  | 1200 | &nbsp;&nbsp; $1209486 |
| Citigroup, Inc.  | Citigroup, Inc.  |  |  |  |
|  | 1.250%, 04/10/29 | EUR | 1200 | &nbsp;&nbsp; 1305998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN |  |  |  |
| (r) | 4.861%, 11/18/27 |  | 1300 | &nbsp;&nbsp; 1302072 |
| &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense <br> Properties LP  | &nbsp;&nbsp;&nbsp;&nbsp; COPT Defense <br> Properties LP  |  |  |  |
|  | 2.250%, 03/15/26 |  | 1200 | &nbsp;&nbsp; 1179058 |
| Crown Americas LLC  | Crown Americas LLC  |  |  |  |
|  | 5.250%, 04/01/30 |  | 810 | &nbsp;&nbsp; 818838 |
| Crown Castle, Inc.  | Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 5.600%, 06/01/29 |  | 250 | &nbsp;&nbsp; 257780 |
|  | 4.900%, 09/01/29 |  | 250 | &nbsp;&nbsp; 251789 |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 3.250%, 08/15/29 |  | 250 | &nbsp;&nbsp; 236860 |
|  | 5.125%, 02/21/30 |  | 1860 | &nbsp;&nbsp; 1889956 |
| Danaher Corp.  | Danaher Corp.  |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 1800 | &nbsp;&nbsp; 2036083 |
| &nbsp;&nbsp;&nbsp;&nbsp; DCP Midstream <br> Operating LP  | &nbsp;&nbsp;&nbsp;&nbsp; DCP Midstream <br> Operating LP  |  |  |  |
|  | 5.125%, 05/15/29 |  | 400 | &nbsp;&nbsp; 405226 |
| DTE Energy Co.  | DTE Energy Co.  |  |  |  |
|  | 3.400%, 06/15/29 |  | 92 | &nbsp;&nbsp; 88015 |
| Duke Energy Corp.  | Duke Energy Corp.  |  |  |  |
|  | 4.850%, 01/05/29 |  | 64 | &nbsp;&nbsp; 64745 |
| DXC Capital Funding DAC  | DXC Capital Funding DAC  |  |  |  |
|  | 0.450%, 09/15/27 | EUR | 2500 | &nbsp;&nbsp; 2715704 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
|  | 1.800%, 09/15/26 |  | 3000 | &nbsp;&nbsp; 2903152 |
| Eaton Capital ULC  | Eaton Capital ULC  |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 210 | &nbsp;&nbsp; 217108 |
| Edison International  | Edison International  | Edison International  |  |  |
|  | 5.450%, 06/15/29 |  | 2400 | &nbsp;&nbsp; 2384730 |
|  | 6.250%, 03/15/30 |  | 1000 | &nbsp;&nbsp; 1015352 |
| Emerson Electric Co.  | Emerson Electric Co.  |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1260 | &nbsp;&nbsp; 1393003 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |  |
|  | 5.200%, 04/01/30 |  | 1800 | &nbsp;&nbsp; 1834315 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 4.750%, 12/15/26 |  | 2000 | &nbsp;&nbsp; 1993462 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |  |
|  | 3.200%, 11/18/29 |  | 200 | &nbsp;&nbsp; 188804 |
| Essex Portfolio LP  | Essex Portfolio LP  |  |  |  |
|  | 1.700%, 03/01/28 |  | 95 | &nbsp;&nbsp; 88460 |
| Expedia Group, Inc.  | Expedia Group, Inc.  |  |  |  |
| # | 5.000%, 02/15/26 |  | 1166 | &nbsp;&nbsp; 1166357 |
| Fiserv, Inc.  | Fiserv, Inc.  | Fiserv, Inc.  |  |  |
|  | 3.500%, 07/01/29 |  | 200 | &nbsp;&nbsp; 191902 |
|  | 1.625%, 07/01/30 | EUR | 2900 | &nbsp;&nbsp; 3094590 |
| Flex Ltd.  | Flex Ltd.  |  |  |  |
|  | 3.750%, 02/01/26 |  | 5000 | &nbsp;&nbsp; 4973727 |
| FMC Corp.  | FMC Corp.  |  |  |  |
|  | 3.450%, 10/01/29 |  | 1462 | &nbsp;&nbsp; 1360360 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |
|  | 4.134%, 08/04/25 |  | 2000 | &nbsp;&nbsp; $1999815 |
|  | 4.389%, 01/08/26 |  | 1000 | &nbsp;&nbsp; 997485 |
|  | 6.950%, 03/06/26 |  | 1000 | &nbsp;&nbsp; 1007858 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 2800 | &nbsp;&nbsp; 3305090 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 4.700%, 04/01/29 |  | 200 | &nbsp;&nbsp; 200955 |
| General Electric Co.  | General Electric Co.  | General Electric Co.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; TSFR3M + 0.642%, <br> FRN, 4.902%, <br> 05/05/26<br>|  | 5830 | &nbsp;&nbsp; 5839691 |
|  | 1.500%, 05/17/29 | EUR | 410 | &nbsp;&nbsp; 450579 |
| General Motors Co.  | General Motors Co.  |  |  |  |
|  | 6.125%, 10/01/25 |  | 814 | &nbsp;&nbsp; 814998 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  |  |  |
|  | 1.250%, 01/08/26 |  | 300 | &nbsp;&nbsp; 295573 |
|  | 5.250%, 03/01/26 |  | 1473 | &nbsp;&nbsp; 1474402 |
| Genuine Parts Co.  | Genuine Parts Co.  |  |  |  |
|  | 4.950%, 08/15/29 |  | 600 | &nbsp;&nbsp; 607479 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 1.200%, 03/01/26 |  | 1600 | &nbsp;&nbsp; 1567771 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP <br> Financing II, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; GLP Capital LP/GLP <br> Financing II, Inc.  |  |  |  |
|  | 5.300%, 01/15/29 |  | 200 | &nbsp;&nbsp; 201838 |
| Goldman Sachs Group, Inc.  | Goldman Sachs Group, Inc.  | Goldman Sachs Group, Inc.  |  |  |
|  | 4.250%, 01/29/26 | GBP | 700 | &nbsp;&nbsp; 923939 |
|  | 1.250%, 02/07/29 | EUR | 2534 | &nbsp;&nbsp; 2749111 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson Financial <br> Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson Financial <br> Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson Financial <br> Services, Inc. |  |  |
| Ω | 5.950%, 06/11/29 |  | 4100 | &nbsp;&nbsp; 4181049 |
| &nbsp;&nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT <br> Holdings II LLC  | &nbsp;&nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| Ω | 8.000%, 06/15/27 |  | 783 | &nbsp;&nbsp; 810963 |
| &nbsp;&nbsp;&nbsp;&nbsp; HCA, Inc., SOFR + <br> 0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; HCA, Inc., SOFR + <br> 0.870%, FRN |  |  |  |
| (r) | 5.217%, 03/01/28 |  | 5000 | &nbsp;&nbsp; 5035164 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.500%, 08/01/26 |  | 5000 | &nbsp;&nbsp; 4937179 |
|  | 3.100%, 02/15/30 |  | 1100 | &nbsp;&nbsp; 1021984 |
| Helmerich & Payne, Inc.  | Helmerich & Payne, Inc.  |  |  |  |
|  | 4.850%, 12/01/29 |  | 1630 | &nbsp;&nbsp; 1574782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise <br> Co.  |  |  |  |
|  | 1.750%, 04/01/26 |  | 1464 | &nbsp;&nbsp; 1436778 |
| Highwoods Realty LP  | Highwoods Realty LP  |  |  |  |
|  | 3.050%, 02/15/30 |  | 3340 | &nbsp;&nbsp; 3040848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.  |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 6200 | &nbsp;&nbsp; 7213773 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |  |
|  | 3.375%, 12/15/29 |  | 5000 | &nbsp;&nbsp; 4688585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, <br> Inc.  |  |  |  |
|  | 2.550%, 02/04/30 |  | 200 | &nbsp;&nbsp; 182851 |

---

------

**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) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntsman <br> International LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Huntsman <br> International LLC  |  |  |  |
|  | 4.500%, 05/01/29 |  | 4300 | &nbsp;&nbsp; $4086941 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 4.850%, 03/15/26 |  | 1796 | &nbsp;&nbsp; 1796041 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 2100 | &nbsp;&nbsp; 2322588 |
| Intel Corp.  | Intel Corp.  |  |  |  |
|  | 5.125%, 02/10/30 |  | 1360 | &nbsp;&nbsp; 1380145 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; International Business <br> Machines Corp.  |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 5046 | &nbsp;&nbsp; 5782711 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & <br> Fragrances, Inc.  |  |  |  |
|  | 1.800%, 09/25/26 | EUR | 1000 | &nbsp;&nbsp; 1131967 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.600%, 01/15/30 |  | 130 | &nbsp;&nbsp; 123703 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 4.850%, 01/15/27 |  | 2000 | &nbsp;&nbsp; 2009356 |
|  | 4.000%, 04/16/29 | EUR | 2500 | &nbsp;&nbsp; 2956751 |
| John Deere Capital Corp.  | John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.680%, <br> FRN, 5.024%, <br> 07/15/27<br>|  | 6375 | &nbsp;&nbsp; 6407757 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.500%, <br> FRN, 4.847%, <br> 03/06/28<br>|  | 1700 | &nbsp;&nbsp; 1703773 |
| Kellanova  | Kellanova  |  |  |  |
|  | 0.500%, 05/20/29 | EUR | 800 | &nbsp;&nbsp; 837024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.229%, 03/15/27 |  | 1500 | &nbsp;&nbsp; 1508782 |
| KeyCorp  | KeyCorp  |  |  |  |
|  | 2.550%, 10/01/29 |  | 900 | &nbsp;&nbsp; 831200 |
| Kilroy Realty LP  | Kilroy Realty LP  |  |  |  |
|  | 3.050%, 02/15/30 |  | 1000 | &nbsp;&nbsp; 903964 |
| L3Harris Technologies, Inc.  | L3Harris Technologies, Inc.  |  |  |  |
|  | 2.900%, 12/15/29 |  | 101 | &nbsp;&nbsp; 94459 |
| Las Vegas Sands Corp.  | Las Vegas Sands Corp.  |  |  |  |
|  | 3.900%, 08/08/29 |  | 1000 | &nbsp;&nbsp; 954221 |
| Leggett & Platt, Inc.  | Leggett & Platt, Inc.  |  |  |  |
|  | 3.500%, 11/15/27 |  | 1221 | &nbsp;&nbsp; 1182450 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |  |
| Ω | 4.569%, 02/01/29 |  | 200 | &nbsp;&nbsp; 199788 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC  | &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC  |  |  |  |
|  | 1.250%, 10/01/25 |  | 316 | &nbsp;&nbsp; 314023 |
| ManpowerGroup, Inc.  | ManpowerGroup, Inc.  |  |  |  |
|  | 1.750%, 06/22/26 | EUR | 130 | &nbsp;&nbsp; 147948 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |  |
|  | 5.150%, 03/01/30 |  | 130 | &nbsp;&nbsp; 132400 |
| McDonald's Corp.  | McDonald's Corp.  | McDonald's Corp.  |  |  |
|  | 2.375%, 05/31/29 | EUR | 300 | &nbsp;&nbsp; 338430 |
|  | 4.000%, 03/07/30 | EUR | 400 | &nbsp;&nbsp; 477860 |
| Medtronic, Inc.  | Medtronic, Inc.  |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 1150 | &nbsp;&nbsp; 1359244 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **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  |  |  |  |
|  | 4.800%, 02/15/29 |  | 78 | &nbsp;&nbsp; $78536 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 5329 | &nbsp;&nbsp; 5554316 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |  |
|  | 5.500%, 03/15/30 |  | 2600 | &nbsp;&nbsp; 2666166 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Grid North <br> America, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; National Grid North <br> America, Inc.  |  |  |  |
|  | 3.247%, 11/25/29 | EUR | 3000 | &nbsp;&nbsp; 3464664 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.400%, <br> FRN, 4.747%, <br> 12/03/25<br>|  | 909 | &nbsp;&nbsp; 909531 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.820%, <br> FRN, 5.169%, <br> 09/16/27<br>|  | 2222 | &nbsp;&nbsp; 2230375 |
| Newell Brands, Inc.  | Newell Brands, Inc.  |  |  |  |
|  | 6.625%, 09/15/29 |  | 1000 | &nbsp;&nbsp; 995564 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.760%, <br> FRN, 5.106%, <br> 01/29/26<br>|  | 1290 | &nbsp;&nbsp; 1293000 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.800%, <br> FRN, 5.141%, <br> 02/04/28<br>|  | 5850 | &nbsp;&nbsp; 5898441 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nissan Motor Acceptance Co. <br> LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Motor Acceptance Co. <br> LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Nissan Motor Acceptance Co. <br> LLC  |  |  |
| Ω | 2.000%, 03/09/26 |  | 1500 | &nbsp;&nbsp; 1470710 |
|  | 1.850%, 09/16/26 |  | 250 | &nbsp;&nbsp; 239889 |
| Nordstrom, Inc.  | Nordstrom, Inc.  |  |  |  |
|  | 6.950%, 03/15/28 |  | 2246 | &nbsp;&nbsp; 2304691 |
| Norfolk Southern Corp.  | Norfolk Southern Corp.  |  |  |  |
|  | 3.800%, 08/01/28 |  | 65 | &nbsp;&nbsp; 64200 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
|  | 3.600%, 12/01/29 |  | 200 | &nbsp;&nbsp; 191626 |
| ONEOK, Inc.  | ONEOK, Inc.  | ONEOK, Inc.  |  |  |
|  | 5.650%, 11/01/28 |  | 55 | &nbsp;&nbsp; 56738 |
|  | 4.400%, 10/15/29 |  | 200 | &nbsp;&nbsp; 198305 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp., SOFR + <br> 0.760%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp., SOFR + <br> 0.760%, FRN |  |  |  |
| (r) | 5.101%, 08/03/28 |  | 710 | &nbsp;&nbsp; 714453 |
| Paramount Global  | Paramount Global  |  |  |  |
|  | 4.200%, 06/01/29 |  | 3700 | &nbsp;&nbsp; 3600143 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 3180 | &nbsp;&nbsp; 3634019 |
| &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 4.450%, 01/29/26 |  | 572 | &nbsp;&nbsp; 571262 |
| Ω | 6.050%, 08/01/28 |  | 22 | &nbsp;&nbsp; 22851 |
| Ω | 5.350%, 03/30/29 |  | 90 | &nbsp;&nbsp; 91969 |
| Ω | 5.250%, 07/01/29 |  | 510 | &nbsp;&nbsp; 520127 |

---

------

**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) |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN |  |  |  |
| (r) | 5.176%, 04/28/28 |  | 7000 | &nbsp;&nbsp; $7041951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |  |
|  | 4.650%, 10/15/25 |  | 1300 | &nbsp;&nbsp; 1299600 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 290 | &nbsp;&nbsp; 341706 |
| PVH Corp.  | PVH Corp.  |  |  |  |
|  | 4.125%, 07/16/29 | EUR | 500 | &nbsp;&nbsp; 585248 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 600 | &nbsp;&nbsp; 623073 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |  |
|  | 4.625%, 11/01/25 |  | 159 | &nbsp;&nbsp; 158919 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |  |
|  | 1.875%, 07/19/26 | EUR | 6000 | &nbsp;&nbsp; 6822567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockies Express <br> Pipeline LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Rockies Express <br> Pipeline LLC  |  |  |  |
| Ω | 4.950%, 07/15/29 |  | 1150 | &nbsp;&nbsp; 1127533 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 1.200%, 09/02/25 |  | 3986 | &nbsp;&nbsp; 3972323 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 5360 | &nbsp;&nbsp; 5872464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santander Holdings USA, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Santander Holdings USA, <br> Inc.  |  |  |  |
|  | 3.244%, 10/05/26 |  | 3000 | &nbsp;&nbsp; 2950419 |
| Sealed Air Corp.  | Sealed Air Corp.  |  |  |  |
| Ω | 4.000%, 12/01/27 |  | 1000 | &nbsp;&nbsp; 970891 |
| SLM Corp.  | SLM Corp.  | SLM Corp.  |  |  |
|  | 3.125%, 11/02/26 |  | 3000 | &nbsp;&nbsp; 2930992 |
|  | 6.500%, 01/31/30 |  | 1000 | &nbsp;&nbsp; 1038758 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 4.984%, 10/22/27 |  | 180 | &nbsp;&nbsp; 180286 |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 2000 | &nbsp;&nbsp; 1969969 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellantis Finance U.S., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis Finance U.S., <br> Inc.  |  |  |  |
| Ω | 5.750%, 03/18/30 |  | 1700 | &nbsp;&nbsp; 1703273 |
| Stellantis NV  | Stellantis NV  |  |  |  |
|  | 4.375%, 03/14/30 | EUR | 1500 | &nbsp;&nbsp; 1777639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc.  |  |  |
| Ω | 5.875%, 06/15/27 |  | 400 | &nbsp;&nbsp; 402843 |
| Ω | 5.750%, 01/15/28 |  | 900 | &nbsp;&nbsp; 907477 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 2.050%, 02/15/28 |  | 64 | &nbsp;&nbsp; 60406 |
|  | 2.400%, 03/15/29 |  | 93 | &nbsp;&nbsp; 86525 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 4.997%, <br> 01/05/26<br>|  | 1000 | &nbsp;&nbsp; 1001530 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.770%, <br> FRN, 5.109%, <br> 08/07/26<br>|  | 2100 | &nbsp;&nbsp; $2109869 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.000%, <br> 03/19/27<br>|  | 2200 | &nbsp;&nbsp; 2204163 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.950%, 06/15/26 |  | 2759 | &nbsp;&nbsp; 2737656 |
| Ventas Realty LP  | Ventas Realty LP  | Ventas Realty LP  |  |  |
|  | 4.125%, 01/15/26 |  | 2500 | &nbsp;&nbsp; 2491568 |
| # | 3.000%, 01/15/30 |  | 200 | &nbsp;&nbsp; 187060 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 1.875%, 10/26/29 | EUR | 711 | &nbsp;&nbsp; 781864 |
|  | 1.250%, 04/08/30 | EUR | 2169 | &nbsp;&nbsp; 2298863 |
| VMware LLC  | VMware LLC  |  |  |  |
|  | 1.400%, 08/15/26 |  | 1845 | &nbsp;&nbsp; 1787463 |
| Vornado Realty LP  | Vornado Realty LP  |  |  |  |
|  | 2.150%, 06/01/26 |  | 6100 | &nbsp;&nbsp; 5931402 |
| Walgreens Boots Alliance, Inc.  | Walgreens Boots Alliance, Inc.  | Walgreens Boots Alliance, Inc.  |  |  |
|  | 3.600%, 11/20/25 | GBP | 1000 | &nbsp;&nbsp; 1315278 |
|  | 3.450%, 06/01/26 |  | 5000 | &nbsp;&nbsp; 4926700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warnermedia Holdings, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Warnermedia Holdings, <br> Inc.  |  |  |  |
|  | 4.054%, 03/15/29 |  | 2000 | &nbsp;&nbsp; 1877880 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 2.975%, 05/19/26 | CAD | 2500 | &nbsp;&nbsp; 1802522 |
|  | 0.625%, 03/25/30 | EUR | 220 | &nbsp;&nbsp; 225749 |
| Western Digital Corp.  | Western Digital Corp.  |  |  |  |
|  | 4.750%, 02/15/26 |  | 652 | &nbsp;&nbsp; 650030 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 5000 | &nbsp;&nbsp; 4895497 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 1727 | &nbsp;&nbsp; 1858415 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |  |
|  | 4.000%, 11/15/29 |  | 200 | &nbsp;&nbsp; 195798 |
| Whirlpool Corp.  | Whirlpool Corp.  |  |  |  |
|  | 4.750%, 02/26/29 |  | 4000 | &nbsp;&nbsp; 3907088 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |  |
|  | 4.800%, 11/15/29 |  | 92 | &nbsp;&nbsp; 92719 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |  |
|  | 3.850%, 07/15/29 |  | 200 | &nbsp;&nbsp; 194395 |
| &nbsp;&nbsp;&nbsp;&nbsp; XPLR Infrastructure <br> Operating Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; XPLR Infrastructure <br> Operating Partners LP  |  |  |  |
| Ω | 3.875%, 10/15/26 |  | 1000 | &nbsp;&nbsp; 976009 |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |  |
| Ω | 4.750%, 01/15/30 |  | 2500 | &nbsp;&nbsp; 2464046 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp; 365867272 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp; 799416429 |
| U.S. TREASURY OBLIGATIONS — (4.6%) | U.S. TREASURY OBLIGATIONS — (4.6%) | U.S. TREASURY OBLIGATIONS — (4.6%) | U.S. TREASURY OBLIGATIONS — (4.6%) | U.S. TREASURY OBLIGATIONS — (4.6%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
|  | 2.000%, 08/15/25  |  | 5000 | &nbsp;&nbsp; 4995182 |
|  | 0.250%, 08/31/25  |  | 5000 | &nbsp;&nbsp; 4983118 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.170%, FRN, <br> 4.451%, 10/31/25 <br>| 6000 | &nbsp;&nbsp; $6002311 |
|  | 5.000%, 10/31/25  | 6000 | &nbsp;&nbsp; 6008062 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.150%, FRN, <br> 4.431%, 04/30/26 <br>| 17000 | &nbsp;&nbsp; 17013119 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 39001792 |
| COMMERCIAL PAPER — (0.2%) | COMMERCIAL PAPER — (0.2%) | COMMERCIAL PAPER — (0.2%) | COMMERCIAL PAPER — (0.2%) |
| CANADA — (0.1%) | CANADA — (0.1%) | CANADA — (0.1%) | CANADA — (0.1%) |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.006%, 09/09/25 | 1100 | &nbsp;&nbsp; 1093877 |
| UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; BAT International Finance <br> PLC |  |  |
| Ω | 4.752%, 08/25/25 | 500 | &nbsp;&nbsp; 498408 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,592,694) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,592,694) |  | &nbsp;&nbsp; 1592285 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $829,459,779) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $829,459,779) |  | &nbsp;&nbsp; 840010506 |

---

&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%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 475666 | &nbsp;&nbsp; $5502031 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $834,961,611)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $834,961,611)^^ |  | &nbsp;&nbsp; $845512537 |

---

As of July 31, 2025, DFA Targeted Credit Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 5890816 | EUR | 5158255 | Australia and New Zealand Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1114 |
| EUR | 1971401 | USD | 2250582 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
| EUR | 1513125 | USD | 1700704 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26984 |
| USD | 19101181 | EUR | 16459983 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307153 |
| USD | 41070607 | EUR | 35579190 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438149 |
| USD | 10455170 | CAD | 14202198 | Royal Bank of Canada | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198349 |
| USD | 10195626 | EUR | 8682675 | UBS AG | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279762 |
| USD | 44450653 | EUR | 38260265 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744722 |
| USD | 48291443 | EUR | 41060619 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1355402 |
| USD | 39358757 | EUR | 33885596 | State Street Bank and Trust | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614122 |
| USD | 3908911 | EUR | 3351786 | UBS AG | 09/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76494 |
| USD | 53251348 | EUR | 44969154 | HSBC Bank | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1823598 |
| USD | 40096774 | AUD | 61192915 | Royal Bank of Canada | 09/08/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 746370 |
| USD | 8490429 | GBP | 6252572 | Citibank, N.A. | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229349 |
| USD | 48207532 | EUR | 41045439 | Citibank, N.A. | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214394 |
| USD | 11717049 | EUR | 9936361 | State Street Bank and Trust | 09/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340858 |
| USD | 7788385 | GBP | 5720527 | Citibank, N.A. | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228869 |
| USD | 12970712 | EUR | 10980602 | Australia and New Zealand Bank | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380788 |
| USD | 7866338 | EUR | 6854587 | HSBC Bank | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7140 |

---

------

**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 | 15025846 | EUR | 12842466 | Societe Generale | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $301182 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$9315165** |
| USD | 20746295 | EUR | 18372240 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(231151)<br>|
| EUR | 5451946 | USD | 6255271 | HSBC Bank | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30232)<br>|
| EUR | 1978997 | USD | 2320507 | Societe Generale | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60886)<br>|
| USD | 37010282 | EUR | 32769399 | State Street Bank and Trust | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405861)<br>|
| EUR | 10137170 | USD | 11760231 | UBS AG | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (185598)<br>|
| CAD | 3199857 | USD | 2330383 | Citibank, N.A. | 08/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19447)<br>|
| USD | 1300225 | CAD | 1807054 | Citibank, N.A. | 08/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5021)<br>|
| CAD | 10540391 | USD | 7736674 | Royal Bank of Canada | 08/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123289)<br>|
| USD | 11533982 | CAD | 16053861 | UBS AG | 08/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61815)<br>|
| GBP | 1078701 | USD | 1448085 | Citibank, N.A. | 09/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22873)<br>|
| GBP | 1465069 | USD | 1960361 | HSBC Bank | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24313)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1170486)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$8144679** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $81,135,079 or 9.4% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $39485072 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $39485072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1134660 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1134660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10206280 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10206280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30172088 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30172088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6790335 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6790335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12980088 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12980088 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 46846054 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 46846054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68819127 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68819127 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2816815 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2816815 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20058769 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20058769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30428809 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30428809 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12004537 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12004537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31315244 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 31315244 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3953720 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3953720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3624896 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3624896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 736785 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 736785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27017100 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27017100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25739638 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 25739638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11443735 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11443735 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47975405 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 47975405 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 365867272 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 365867272 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39001792 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39001792 |

---

------

**DFA Targeted Credit 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** |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1592285 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1592285 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5502031 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5502031 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $845512537 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $845512537 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9315165 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9315165 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1170486) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1170486) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $8144679 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $8144679 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Investment Grade Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (11.8%) | AGENCY OBLIGATIONS — (11.8%) | AGENCY OBLIGATIONS — (11.8%) | AGENCY OBLIGATIONS — (11.8%) | AGENCY OBLIGATIONS — (11.8%) |
| Federal Home Loan Banks  | Federal Home Loan Banks  | Federal Home Loan Banks  |  |  |
|  | 3.125%, 09/12/25  |  | 10000 | &nbsp;&nbsp; $9976349 |
|  | 5.750%, 06/12/26  |  | 6000 | &nbsp;&nbsp; 6073301 |
|  | 3.000%, 03/10/28  |  | 4025 | &nbsp;&nbsp; 3932460 |
|  | 3.250%, 06/09/28  |  | 80300 | &nbsp;&nbsp; 78923365 |
| # | 3.250%, 11/16/28  |  | 91250 | &nbsp;&nbsp; 89622860 |
|  | 2.125%, 09/14/29  |  | 10000 | &nbsp;&nbsp; 9260332 |
|  | 2.125%, 12/14/29  |  | 23735 | &nbsp;&nbsp; 21882484 |
|  | 5.500%, 07/15/36  |  | 22355 | &nbsp;&nbsp; 23889791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp.  |  |  |
| # | 6.750%, 09/15/29  |  | 76476 | &nbsp;&nbsp; 84725026 |
| # | 6.750%, 03/15/31  |  | 100575 | &nbsp;&nbsp; 114373939 |
| # | 6.250%, 07/15/32  |  | 85446 | &nbsp;&nbsp; 96305666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association  |  |  |
|  | 2.125%, 04/24/26  |  | 86000 | &nbsp;&nbsp; 84698376 |
|  | 1.875%, 09/24/26  |  | 96839 | &nbsp;&nbsp; 94426458 |
| # | 0.750%, 10/08/27  |  | 52280 | &nbsp;&nbsp; 48833985 |
| # | 6.250%, 05/15/29  |  | 102508 | &nbsp;&nbsp; 110854211 |
|  | 7.125%, 01/15/30  |  | 72196 | &nbsp;&nbsp; 81464608 |
| # | 7.250%, 05/15/30  |  | 72729 | &nbsp;&nbsp; 83083046 |
| # | 0.875%, 08/05/30  |  | 209150 | &nbsp;&nbsp; 180142198 |
|  | 6.625%, 11/15/30  |  | 93212 | &nbsp;&nbsp; 104865658 |
| Tennessee Valley Authority  | Tennessee Valley Authority  | Tennessee Valley Authority  |  |  |
|  | 2.875%, 02/01/27  |  | 23000 | &nbsp;&nbsp; 22599159 |
|  | 7.125%, 05/01/30  |  | 70383 | &nbsp;&nbsp; 79750540 |
|  | 4.650%, 06/15/35  |  | 5000 | &nbsp;&nbsp; 5020902 |
|  | 3.500%, 12/15/42  |  | 15000 | &nbsp;&nbsp; 12084820 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL AGENCY <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 1446789534 |
| BONDS — (50.3%) | BONDS — (50.3%) | BONDS — (50.3%) | BONDS — (50.3%) | BONDS — (50.3%) |
| AUSTRALIA — (5.0%) | AUSTRALIA — (5.0%) | AUSTRALIA — (5.0%) | AUSTRALIA — (5.0%) | AUSTRALIA — (5.0%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
| Ω | 5.000%, 03/23/35 |  | 3600 | &nbsp;&nbsp; 3455930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.485%, <br> 09/11/26<br>| AUD | 10000 | &nbsp;&nbsp; 6449699 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 9500 | &nbsp;&nbsp; 9562362 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.800%, <br> FRN, 4.650%, <br> 02/05/27<br>| AUD | 12000 | &nbsp;&nbsp; 7745732 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.970%, <br> FRN, 4.770%, <br> 05/12/27<br>| AUD | 7000 | &nbsp;&nbsp; 4532379 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Euribor + 0.400%, <br> FRN, 2.475%, <br> 05/21/27<br>| EUR | 44770 | &nbsp;&nbsp; $51196033 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.399%, <br> 06/18/27<br>| AUD | 15100 | &nbsp;&nbsp; 9735456 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.680%, <br> FRN, 5.058%, <br> 07/16/27<br>|  | 19481 | &nbsp;&nbsp; 19580504 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.650%, <br> FRN, 5.028%, <br> 09/30/27<br>|  | 9000 | &nbsp;&nbsp; 9034791 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 5.050%, <br> 11/04/27<br>| AUD | 10000 | &nbsp;&nbsp; 6510366 |
|  | 5.350%, 11/04/27 | AUD | 5090 | &nbsp;&nbsp; 3371053 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.670%, <br> FRN, 4.384%, <br> 12/15/27<br>| AUD | 9000 | &nbsp;&nbsp; 5792179 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.680%, <br> FRN, 4.488%, <br> 02/18/28<br>| AUD | 10000 | &nbsp;&nbsp; 6431641 |
|  | 4.950%, 09/11/28 | AUD | 25130 | &nbsp;&nbsp; 16566459 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.960%, <br> FRN, 4.810%, <br> 02/05/29<br>| AUD | 14000 | &nbsp;&nbsp; 9065478 |
|  | 4.950%, 02/05/29 | AUD | 7800 | &nbsp;&nbsp; 5146207 |
| BHP Billiton Finance USA Ltd.  | BHP Billiton Finance USA Ltd.  | BHP Billiton Finance USA Ltd.  |  |  |
|  | 4.125%, 02/24/42 |  | 730 | &nbsp;&nbsp; 627469 |
|  | 5.000%, 09/30/43 |  | 6100 | &nbsp;&nbsp; 5764536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia  |  |  |
|  | 4.200%, 08/18/25 | AUD | 5000 | &nbsp;&nbsp; 3213314 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.558%, <br> 08/17/26<br>| AUD | 10850 | &nbsp;&nbsp; 6999946 |
|  | 4.900%, 08/17/28 | AUD | 41750 | &nbsp;&nbsp; 27471352 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.870%, <br> FRN, 4.600%, <br> 08/22/29<br>| AUD | 5000 | &nbsp;&nbsp; 3228706 |
| CSL Finance PLC  | CSL Finance PLC  |  |  |  |
| Ω | 4.625%, 04/27/42 |  | 1532 | &nbsp;&nbsp; 1362014 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 2.500%, 09/01/30 |  | 4100 | &nbsp;&nbsp; 3689187 |
| Ω | 2.850%, 04/27/31 |  | 33500 | &nbsp;&nbsp; 30147961 |
| Ω | 2.625%, 09/23/31 |  | 9800 | &nbsp;&nbsp; 8623621 |
| &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN |  |  |  |
| (r) | 2.441%, 12/18/26 | EUR | 9005 | &nbsp;&nbsp; 10298924 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.410%, <br> FRN, 4.120%, <br> 08/24/26<br>| AUD | 19900 | &nbsp;&nbsp; $12785921 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.850%, <br> FRN, 4.647%, <br> 11/16/26<br>| AUD | 19000 | &nbsp;&nbsp; 12271279 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.720%, <br> FRN, 4.430%, <br> 02/25/27<br>| AUD | 53140 | &nbsp;&nbsp; 34257652 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.500%, <br> 05/10/27<br>| AUD | 5738 | &nbsp;&nbsp; 3696966 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.986%, <br> 06/11/27<br>|  | 5000 | &nbsp;&nbsp; 5015920 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.200%, <br> FRN, 4.910%, <br> 11/25/27<br>| AUD | 47500 | &nbsp;&nbsp; 30927900 |
|  | 4.950%, 11/25/27 | AUD | 18090 | &nbsp;&nbsp; 11887578 |
|  | 4.400%, 05/12/28 | AUD | 5640 | &nbsp;&nbsp; 3662024 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.000%, <br> FRN, 4.800%, <br> 05/12/28<br>| AUD | 15500 | &nbsp;&nbsp; 10050824 |
|  | 5.400%, 11/16/28 | AUD | 5000 | &nbsp;&nbsp; 3341362 |
|  | 4.850%, 03/22/29 | AUD | 30000 | &nbsp;&nbsp; 19738930 |
| Rio Tinto Finance USA Ltd.  | Rio Tinto Finance USA Ltd.  |  |  |  |
|  | 5.200%, 11/02/40 |  | 4470 | &nbsp;&nbsp; 4371125 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.420%, <br> FRN, 4.798%, <br> 04/16/26<br>|  | 4700 | &nbsp;&nbsp; 4704398 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.550%, <br> 08/10/26<br>| AUD | 23500 | &nbsp;&nbsp; 15152112 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.700%, <br> FRN, 4.420%, <br> 01/25/27<br>| AUD | 16900 | &nbsp;&nbsp; 10890000 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.980%, <br> FRN, 4.777%, <br> 02/16/28<br>| AUD | 17200 | &nbsp;&nbsp; 11144772 |
|  | 5.000%, 09/19/28 | AUD | 45000 | &nbsp;&nbsp; 29691104 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.000%, <br> FRN, 4.717%, <br> 01/15/29<br>| AUD | 8300 | &nbsp;&nbsp; 5381467 |
|  | 5.000%, 01/15/29 | AUD | 46600 | &nbsp;&nbsp; 30780029 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.810%, <br> FRN, 5.188%, <br> 04/16/29<br>|  | 20986 | &nbsp;&nbsp; 21171159 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.880%, <br> FRN, 4.674%, <br> 05/14/29<br>| AUD | 20000 | &nbsp;&nbsp; 12924077 |
|  | 2.150%, 06/03/31 |  | 56200 | &nbsp;&nbsp; 49680879 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 619130777 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc.  |  |  |
|  | 5.875%, 06/15/35 |  | 2846 | &nbsp;&nbsp; $3047846 |
|  | 5.450%, 01/23/39 |  | 12886 | &nbsp;&nbsp; 13048678 |
|  | 4.350%, 06/01/40 |  | 400 | &nbsp;&nbsp; 354882 |
|  | 4.950%, 01/15/42 |  | 4500 | &nbsp;&nbsp; 4217501 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp; 20668907 |
| CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc.  |  |  |  |
| Ω | 3.439%, 05/13/41 |  | 15600 | &nbsp;&nbsp; 11667865 |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |  |
|  | 2.450%, 02/02/32 |  | 24575 | &nbsp;&nbsp; 21357251 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barrick North America <br> Finance LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Barrick North America <br> Finance LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Barrick North America <br> Finance LLC  |  |  |
|  | 5.700%, 05/30/41 |  | 4500 | &nbsp;&nbsp; 4491368 |
|  | 5.750%, 05/01/43 |  | 3500 | &nbsp;&nbsp; 3518339 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |
| # | 4.350%, 04/15/30 |  | 5000 | &nbsp;&nbsp; 4941203 |
|  | 6.350%, 01/05/34 |  | 530 | &nbsp;&nbsp; 570635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.940%, <br> FRN, 5.292%, <br> 06/28/27<br>|  | 16394 | &nbsp;&nbsp; 16517896 |
| # | 6.092%, 10/03/33 |  | 4800 | &nbsp;&nbsp; 5148347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural Resources <br> Ltd.  |  |  |
| # | 2.950%, 07/15/30 |  | 12722 | &nbsp;&nbsp; 11679267 |
|  | 5.850%, 02/01/35 |  | 3000 | &nbsp;&nbsp; 3049262 |
|  | 6.250%, 03/15/38 |  | 6400 | &nbsp;&nbsp; 6609652 |
|  | 6.750%, 02/01/39 |  | 5000 | &nbsp;&nbsp; 5306375 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |  |
|  | 4.400%, 01/15/29 | AUD | 15000 | &nbsp;&nbsp; 9792829 |
| Emera U.S. Finance LP  | Emera U.S. Finance LP  |  |  |  |
|  | 2.639%, 06/15/31 |  | 3000 | &nbsp;&nbsp; 2628355 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 4.500%, 06/10/44 |  | 400 | &nbsp;&nbsp; 329284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada, SOFR + <br> 0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.676%, 08/01/28 |  | 17980 | &nbsp;&nbsp; 17986579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd.  |  |  |  |
|  | 3.375%, 03/03/31 |  | 3400 | &nbsp;&nbsp; 3142059 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
|  | 5.500%, 03/21/33 |  | 400 | &nbsp;&nbsp; 408096 |
| Province of Alberta  | Province of Alberta  |  |  |  |
|  | 3.600%, 04/11/28 | AUD | 2900 | &nbsp;&nbsp; 1841004 |
| Rogers Communications, Inc.  | Rogers Communications, Inc.  | Rogers Communications, Inc.  |  |  |
|  | 7.500%, 08/15/38 |  | 2500 | &nbsp;&nbsp; 2868131 |
|  | 4.500%, 03/15/42 |  | 2500 | &nbsp;&nbsp; 2141881 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.080%, <br> FRN, 5.423%, <br> 07/20/26<br>|  | 6000 | &nbsp;&nbsp; $6044705 |
|  | 5.000%, 01/24/28 | GBP | 6100 | &nbsp;&nbsp; 8167569 |
|  | 5.000%, 02/01/33 |  | 4500 | &nbsp;&nbsp; 4574130 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |
|  | 6.800%, 05/15/38 |  | 5985 | &nbsp;&nbsp; 6431289 |
| # | 6.500%, 06/15/38 |  | 4400 | &nbsp;&nbsp; 4645945 |
|  | 6.850%, 06/01/39 |  | 3400 | &nbsp;&nbsp; 3673902 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
|  | 3.200%, 03/10/32 |  | 40300 | &nbsp;&nbsp; 36674387 |
|  | 4.456%, 06/08/32 |  | 19550 | &nbsp;&nbsp; 19174039 |
| TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  |  |  |
|  | 4.625%, 03/01/34 |  | 20566 | &nbsp;&nbsp; 19648270 |
|  | 6.200%, 10/15/37 |  | 3400 | &nbsp;&nbsp; 3551439 |
|  | 7.250%, 08/15/38 |  | 7400 | &nbsp;&nbsp; 8317426 |
|  | 6.100%, 06/01/40 |  | 400 | &nbsp;&nbsp; 407536 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp; 257306315 |
| 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 | &nbsp;&nbsp; 5173189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, SOFR + <br> 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 5.090%, 03/19/27 |  | 2925 | &nbsp;&nbsp; 2939579 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp; 8112768 |
| FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
| Ω | 4.400%, 08/14/28 |  | 1800 | &nbsp;&nbsp; 1792607 |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.870%, <br> FRN, 5.218%, <br> 03/11/27<br>|  | 2000 | &nbsp;&nbsp; 2005484 |
| Ω | 5.514%, 07/05/33 |  | 4600 | &nbsp;&nbsp; 4788890 |
| Sanofi SA  | Sanofi SA  |  |  |  |
|  | 3.625%, 06/19/28 |  | 9000 | &nbsp;&nbsp; 8871212 |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
| Ω | 3.000%, 01/22/30 |  | 5000 | &nbsp;&nbsp; 4634451 |
| &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies Capital <br> International SA  | &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies Capital <br> International SA  |  |  |  |
|  | 2.986%, 06/29/41 |  | 9927 | &nbsp;&nbsp; 7323081 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp; 29415725 |
| 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 | &nbsp;&nbsp; 1053203 |
| Ω | 4.375%, 12/15/28 |  | 10200 | &nbsp;&nbsp; 10076465 |
| Ω | 5.500%, 07/30/35 |  | 4155 | &nbsp;&nbsp; 4113158 |
| Ω | 3.600%, 07/15/42 |  | 595 | &nbsp;&nbsp; 412863 |
| Bayer U.S. Finance LLC  | Bayer U.S. Finance LLC  |  |  |  |
| Ω | 6.500%, 11/21/33 |  | 7300 | &nbsp;&nbsp; 7797476 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Daimler Truck Finance <br> North America LLC  |  |  |  |
|  | 5.500%, 09/20/33 |  | 5000 | &nbsp;&nbsp; $5072578 |
| &nbsp;&nbsp;&nbsp;&nbsp; E.ON International Finance <br> BV  | &nbsp;&nbsp;&nbsp;&nbsp; E.ON International Finance <br> BV  |  |  |  |
| #Ω | 6.650%, 04/30/38 |  | 18500 | &nbsp;&nbsp; 20271002 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau  | &nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau  |  |  |  |
|  | 4.200%, 02/08/29 | AUD | 4000 | &nbsp;&nbsp; 2601473 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC  |  |  |
|  | 8.500%, 01/18/31 |  | 10899 | &nbsp;&nbsp; 12916622 |
| #Ω | 5.050%, 08/03/33 |  | 400 | &nbsp;&nbsp; 400370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  | &nbsp;&nbsp;&nbsp;&nbsp; Siemens <br> Financieringsmaatschappij NV  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Euribor + 0.230%, <br> FRN, 2.231%, <br> 12/18/25<br>| EUR | 20700 | &nbsp;&nbsp; 23635727 |
| Ω | 2.875%, 03/11/41 |  | 6161 | &nbsp;&nbsp; 4564355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC  |  |  |
| Ω | 5.900%, 09/12/33 |  | 14800 | &nbsp;&nbsp; 15148516 |
| Ω | 5.800%, 03/27/35 |  | 3500 | &nbsp;&nbsp; 3510221 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp; 111574029 |
| 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 | &nbsp;&nbsp; 660826 |
|  | 3.625%, 03/24/32 |  | 3800 | &nbsp;&nbsp; 3532627 |
| TOTAL HONG KONG | TOTAL HONG KONG |  |  | &nbsp;&nbsp; 4193453 |
| IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 3.850%, 10/29/41 |  | 2809 | &nbsp;&nbsp; 2240098 |
| ITALY — (0.2%) | ITALY — (0.2%) | ITALY — (0.2%) | ITALY — (0.2%) | ITALY — (0.2%) |
| Enel Finance International NV  | Enel Finance International NV  | Enel Finance International NV  |  |  |
| Ω | 5.500%, 06/26/34 |  | 9000 | &nbsp;&nbsp; 9134868 |
| Ω | 6.000%, 10/07/39 |  | 3900 | &nbsp;&nbsp; 3983502 |
| Eni SpA  | Eni SpA  |  |  |  |
| Ω | 5.700%, 10/01/40 |  | 2000 | &nbsp;&nbsp; 1895558 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
| Ω | 4.000%, 09/23/29 |  | 15800 | &nbsp;&nbsp; 15362199 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp; 30376127 |
| JAPAN — (1.8%) | JAPAN — (1.8%) | JAPAN — (1.8%) | JAPAN — (1.8%) | JAPAN — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Five Year <br> Bonds  |  |  |
|  | 0.300%, 12/20/28 | JPY | 2000000 | &nbsp;&nbsp; 12984350 |
|  | 0.500%, 06/20/29 | JPY | 2000000 | &nbsp;&nbsp; 13008555 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.100%, 09/20/28 | JPY | 5100000 | &nbsp;&nbsp; $32980564 |
|  | 0.100%, 12/20/28 | JPY | 1500000 | &nbsp;&nbsp; 9670922 |
|  | 0.100%, 06/20/29 | JPY | 2100000 | &nbsp;&nbsp; 13458243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty <br> Year Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; Japan Government Twenty <br> Year Bonds  |  |  |  |
|  | 2.100%, 06/20/29 | JPY | 1000000 | &nbsp;&nbsp; 6912334 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
|  | 3.741%, 03/07/29 |  | 300 | &nbsp;&nbsp; 293960 |
|  | 3.195%, 07/18/29 |  | 4977 | &nbsp;&nbsp; 4743486 |
|  | 2.048%, 07/17/30 |  | 13330 | &nbsp;&nbsp; 11810685 |
|  | 3.751%, 07/18/39 |  | 11991 | &nbsp;&nbsp; 10289430 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 3.103%, 01/16/30 |  | 10062 | &nbsp;&nbsp; 9366842 |
|  | 2.679%, 07/16/30 |  | 3600 | &nbsp;&nbsp; 3253292 |
|  | 2.608%, 07/14/31 |  | 10000 | &nbsp;&nbsp; 8803983 |
| ORIX Corp.  | ORIX Corp.  | ORIX Corp.  |  |  |
|  | 2.250%, 03/09/31 |  | 8700 | &nbsp;&nbsp; 7632879 |
| # | 5.400%, 02/25/35 |  | 2800 | &nbsp;&nbsp; 2834380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.170%, <br> FRN, 5.546%, <br> 07/09/29<br>|  | 21250 | &nbsp;&nbsp; 21458250 |
|  | 3.040%, 07/16/29 |  | 17527 | &nbsp;&nbsp; 16572975 |
|  | 2.130%, 07/08/30 |  | 13450 | &nbsp;&nbsp; 11960505 |
|  | 2.222%, 09/17/31 |  | 9265 | &nbsp;&nbsp; 8048477 |
| # | 5.808%, 09/14/33 |  | 5000 | &nbsp;&nbsp; 5304076 |
|  | 5.632%, 01/15/35 |  | 1200 | &nbsp;&nbsp; 1247933 |
|  | 2.296%, 01/12/41 |  | 7700 | &nbsp;&nbsp; 5228834 |
| &nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co. <br> Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co. <br> Ltd.  |  |  |  |
|  | 5.650%, 07/05/44 |  | 4500 | &nbsp;&nbsp; 4452361 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp; 222317316 |
| NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN |  |  |  |
| (r) | 2.626%, 01/15/27 | EUR | 20300 | &nbsp;&nbsp; 23276992 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.054%, <br> 01/09/26<br>|  | 10500 | &nbsp;&nbsp; 10523327 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.880%, <br> FRN, 4.610%, <br> 05/22/26<br>| AUD | 500 | &nbsp;&nbsp; 322421 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.730%, <br> FRN, 4.431%, <br> 01/27/27<br>| AUD | 14350 | &nbsp;&nbsp; 9244160 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.870%, <br> FRN, 4.580%, <br> 02/26/27<br>| AUD | 11600 | &nbsp;&nbsp; 7486721 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.710%, <br> FRN, 5.056%, <br> 03/05/27<br>|  | 5500 | &nbsp;&nbsp; $5523031 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.750%, <br> FRN, 4.460%, <br> 05/26/28<br>| AUD | 7000 | &nbsp;&nbsp; 4501024 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.150%, <br> FRN, 4.883%, <br> 11/21/28<br>| AUD | 25000 | &nbsp;&nbsp; 16253421 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 1.030%, <br> FRN, 4.740%, <br> 02/26/29<br>| AUD | 24200 | &nbsp;&nbsp; 15674836 |
|  | 5.051%, 02/26/29 | AUD | 25730 | &nbsp;&nbsp; 16987296 |
|  | 5.250%, 05/24/41 |  | 6500 | &nbsp;&nbsp; 6370054 |
| Heineken NV  | Heineken NV  |  |  |  |
| Ω | 4.000%, 10/01/42 |  | 4400 | &nbsp;&nbsp; 3595136 |
| ING Groep NV  | ING Groep NV  |  |  |  |
|  | 4.050%, 04/09/29 |  | 4000 | &nbsp;&nbsp; 3939848 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 6.875%, 03/11/38 |  | 400 | &nbsp;&nbsp; 440835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV  | &nbsp;&nbsp;&nbsp;&nbsp; Nederlandse <br> Waterschapsbank NV  |  |  |  |
|  | 3.450%, 07/17/28 | AUD | 5100 | &nbsp;&nbsp; 3241462 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 127380564 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  | &nbsp;&nbsp;&nbsp;&nbsp; New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 4.700%, 08/01/28 | AUD | 11138 | &nbsp;&nbsp; 7316382 |
| 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 | &nbsp;&nbsp; 192024 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 1.750%, 01/22/26 |  | 3000 | &nbsp;&nbsp; 2961496 |
|  | 5.100%, 08/17/40 |  | 400 | &nbsp;&nbsp; 390957 |
| Kommunalbanken AS  | Kommunalbanken AS  |  |  |  |
|  | 3.400%, 07/24/28 | AUD | 1692 | &nbsp;&nbsp; 1073619 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp; 4618096 |
| SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.480%, 02/26/27 | AUD | 5000 | &nbsp;&nbsp; 3224046 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.440%, 04/16/27 | AUD | 8200 | &nbsp;&nbsp; 5286488 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp; 8510534 |
| SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA  | &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA  |  |  |  |
|  | 3.375%, 09/20/27 | EUR | 15000 | &nbsp;&nbsp; 17484105 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Banco Santander SA  | Banco Santander SA  | Banco Santander SA  |  |  |
|  | 3.800%, 02/23/28 |  | 4400 | &nbsp;&nbsp; $4320165 |
|  | 3.490%, 05/28/30 |  | 4000 | &nbsp;&nbsp; 3790086 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 7.045%, 06/20/36 |  | 12500 | &nbsp;&nbsp; 13848700 |
| Telefonica Europe BV  | Telefonica Europe BV  |  |  |  |
|  | 8.250%, 09/15/30 |  | 16567 | &nbsp;&nbsp; 19037370 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp; 58480426 |
| 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  |  |  |  |
|  | 3.350%, 08/08/28 | AUD | 10400 | &nbsp;&nbsp; 6592195 |
| Asian Development Bank  | Asian Development Bank  |  |  |  |
|  | 3.300%, 08/08/28 | AUD | 5000 | &nbsp;&nbsp; 3170546 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.330%, <br> FRN, 4.671%, <br> 02/20/28<br>|  | 30400 | &nbsp;&nbsp; 30432132 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.641%, <br> 02/16/29<br>|  | 3772 | &nbsp;&nbsp; 3768237 |
| &nbsp;&nbsp;&nbsp;&nbsp; European Investment <br> Bank, SONIA + 1.000%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; European Investment <br> Bank, SONIA + 1.000%, <br> FRN |  |  |  |
| (r) | 5.238%, 09/08/25 | GBP | 7200 | &nbsp;&nbsp; 9517141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  | &nbsp;&nbsp;&nbsp;&nbsp; Inter-American Development <br> Bank  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.350%, <br> FRN, 4.702%, <br> 10/04/27<br>|  | 3000 | &nbsp;&nbsp; 3005707 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.300%, <br> FRN, 4.639%, <br> 02/15/29<br>|  | 34000 | &nbsp;&nbsp; 33927580 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.370%, <br> FRN, 4.716%, <br> 08/01/29<br>|  | 10000 | &nbsp;&nbsp; 10007982 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  | &nbsp;&nbsp;&nbsp;&nbsp; International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.270%, <br> FRN, 4.617%, <br> 06/15/27<br>|  | 45000 | &nbsp;&nbsp; 45009747 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.430%, <br> FRN, 4.762%, <br> 08/19/27<br>|  | 22500 | &nbsp;&nbsp; 22571100 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 168002367 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| 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) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Swap + 0.450%, <br> FRN, 4.161%, <br> 03/04/26<br>| AUD | 5550 | &nbsp;&nbsp; $3564603 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.250%, <br> FRN, 5.618%, <br> 06/15/26<br>|  | 3450 | &nbsp;&nbsp; 3477448 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M Euribor + 0.450%, <br> FRN, 2.404%, <br> 03/08/27<br>| EUR | 10800 | &nbsp;&nbsp; 12369408 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp; 19411459 |
| 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 | &nbsp;&nbsp; 2251801 |
| 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 | &nbsp;&nbsp; 4108652 |
| Ω | 5.950%, 10/15/33 |  | 6500 | &nbsp;&nbsp; 6744978 |
| AstraZeneca PLC  | AstraZeneca PLC  |  |  |  |
|  | 6.450%, 09/15/37 |  | 3200 | &nbsp;&nbsp; 3573098 |
| BAT Capital Corp.  | BAT Capital Corp.  | BAT Capital Corp.  |  |  |
|  | 4.906%, 04/02/30 |  | 20100 | &nbsp;&nbsp; 20309612 |
|  | 4.390%, 08/15/37 |  | 400 | &nbsp;&nbsp; 357222 |
|  | 7.079%, 08/02/43 |  | 5000 | &nbsp;&nbsp; 5502261 |
| Diageo Capital PLC  | Diageo Capital PLC  | Diageo Capital PLC  |  |  |
|  | 2.125%, 04/29/32 |  | 2555 | &nbsp;&nbsp; 2172414 |
|  | 3.875%, 04/29/43 |  | 400 | &nbsp;&nbsp; 323309 |
| &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; GlaxoSmithKline Capital, <br> Inc.  |  |  |  |
|  | 6.375%, 05/15/38 |  | 813 | &nbsp;&nbsp; 897636 |
| HSBC Holdings PLC  | HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |
|  | 4.950%, 03/31/30 |  | 12200 | &nbsp;&nbsp; 12394600 |
|  | 6.100%, 01/14/42 |  | 7000 | &nbsp;&nbsp; 7427483 |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC  |  |  |  |
|  | 3.750%, 01/11/27 |  | 2230 | &nbsp;&nbsp; 2206165 |
| LSEGA Financing PLC  | LSEGA Financing PLC  |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 35202 | &nbsp;&nbsp; 26797314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mead Johnson Nutrition <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Mead Johnson Nutrition <br> Co.  |  |  |  |
|  | 4.600%, 06/01/44 |  | 2717 | &nbsp;&nbsp; 2371538 |
| RELX Capital, Inc.  | RELX Capital, Inc.  |  |  |  |
|  | 4.750%, 05/20/32 |  | 3633 | &nbsp;&nbsp; 3644210 |
| Reynolds American, Inc.  | Reynolds American, Inc.  |  |  |  |
|  | 7.250%, 06/15/37 |  | 585 | &nbsp;&nbsp; 655737 |
| Vodafone Group PLC  | Vodafone Group PLC  |  |  |  |
| # | 7.875%, 02/15/30 |  | 690 | &nbsp;&nbsp; 783302 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL UNITED <br> KINGDOM |  |  | &nbsp;&nbsp; 100269531 |
| UNITED STATES — (35.7%) | UNITED STATES — (35.7%) | UNITED STATES — (35.7%) | UNITED STATES — (35.7%) | UNITED STATES — (35.7%) |
| 3M Co.  | 3M Co.  | 3M Co.  |  |  |
|  | 5.700%, 03/15/37 |  | 4907 | &nbsp;&nbsp; 5129695 |
|  | 3.875%, 06/15/44 |  | 400 | &nbsp;&nbsp; 317197 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |
| Ω | 1.800%, 02/10/31 | 11653 | &nbsp;&nbsp; $9908725 |
| Ω | 2.500%, 02/10/41 | 35703 | &nbsp;&nbsp; 23936903 |
| Abbott Laboratories  | Abbott Laboratories  |  |  |
|  | 4.750%, 04/15/43 | 40000 | &nbsp;&nbsp; 37358419 |
| AbbVie, Inc.  | AbbVie, Inc.  |  |  |
|  | 4.500%, 05/14/35 | 1000 | &nbsp;&nbsp; 960798 |
| # | 4.300%, 05/14/36 | 4500 | &nbsp;&nbsp; 4223376 |
|  | 4.050%, 11/21/39 | 507 | &nbsp;&nbsp; 442272 |
|  | 4.400%, 11/06/42 | 12762 | &nbsp;&nbsp; 11174597 |
| Acuity Brands Lighting, Inc.  | Acuity Brands Lighting, Inc.  |  |  |
|  | 2.150%, 12/15/30 | 1642 | &nbsp;&nbsp; 1444304 |
| AEP Texas, Inc.  | AEP Texas, Inc.  |  |  |
|  | 4.700%, 05/15/32 | 20000 | &nbsp;&nbsp; 19648250 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |
|  | 6.750%, 12/15/37 | 19170 | &nbsp;&nbsp; 20680770 |
|  | 4.500%, 05/15/42 | 2800 | &nbsp;&nbsp; 2307140 |
|  | 4.125%, 11/15/42 | 2678 | &nbsp;&nbsp; 2056176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, <br> Inc.  |  |  |
|  | 3.300%, 06/15/30 | 20900 | &nbsp;&nbsp; 19536945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Air Products & Chemicals, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Air Products & Chemicals, <br> Inc.  |  |  |
|  | 2.700%, 05/15/40 | 1031 | &nbsp;&nbsp; 744835 |
| Alabama Power Co.  | Alabama Power Co.  |  |  |
|  | 6.000%, 03/01/39 | 400 | &nbsp;&nbsp; 426017 |
|  | 5.500%, 03/15/41 | 17061 | &nbsp;&nbsp; 16735394 |
| Allegion PLC  | Allegion PLC  |  |  |
|  | 3.500%, 10/01/29 | 10000 | &nbsp;&nbsp; 9559404 |
| Allstate Corp.  | Allstate Corp.  |  |  |
|  | 5.250%, 03/30/33 | 4400 | &nbsp;&nbsp; 4494758 |
|  | 5.350%, 06/01/33 | 7000 | &nbsp;&nbsp; 7189782 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |
|  | 8.000%, 11/01/31 | 5705 | &nbsp;&nbsp; 6445092 |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |
|  | 1.900%, 08/15/40 | 4000 | &nbsp;&nbsp; 2660087 |
| Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 3.400%, 05/06/30 | 10700 | &nbsp;&nbsp; 10123766 |
|  | 2.450%, 02/04/32 | 27231 | &nbsp;&nbsp; 23449750 |
|  | 5.800%, 02/14/39 | 5183 | &nbsp;&nbsp; 5238109 |
|  | 3.400%, 02/04/41 | 19050 | &nbsp;&nbsp; 14146455 |
|  | 4.250%, 08/09/42 | 7900 | &nbsp;&nbsp; 6399672 |
|  | 4.500%, 05/02/43 | 9100 | &nbsp;&nbsp; 7552741 |
| Amazon.com, Inc.  | Amazon.com, Inc.  |  |  |
|  | 2.875%, 05/12/41 | 10000 | &nbsp;&nbsp; 7443232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Amcor Flexibles North <br> America, Inc.  |  |  |
|  | 2.630%, 06/19/30 | 2500 | &nbsp;&nbsp; 2268515 |
| Amdocs Ltd.  | Amdocs Ltd.  |  |  |
|  | 2.538%, 06/15/30 | 2000 | &nbsp;&nbsp; 1804225 |
| American Express Co.  | American Express Co.  |  |  |
|  | 3.300%, 05/03/27 | 3000 | &nbsp;&nbsp; 2948896 |
|  | 4.050%, 12/03/42 | 200 | &nbsp;&nbsp; 167638 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | &nbsp;&nbsp;&nbsp;&nbsp; American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |
| (r) | 5.054%, 07/09/27 | 8882 | &nbsp;&nbsp; 8872108 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; American National Group, <br> Inc.  |  |  |
| Ω | 6.144%, 06/13/32 | 7500 | &nbsp;&nbsp; $7680964 |
| American Tower Corp.  | American Tower Corp.  |  |  |
|  | 2.700%, 04/15/31 | 300 | &nbsp;&nbsp; 268444 |
| # | 2.300%, 09/15/31 | 6375 | &nbsp;&nbsp; 5529668 |
|  | 4.050%, 03/15/32 | 2325 | &nbsp;&nbsp; 2227228 |
| Ameriprise Financial, Inc.  | Ameriprise Financial, Inc.  |  |  |
|  | 4.500%, 05/13/32 | 7700 | &nbsp;&nbsp; 7625889 |
| Amgen, Inc.  | Amgen, Inc.  |  |  |
| # | 2.300%, 02/25/31 | 3400 | &nbsp;&nbsp; 3017708 |
|  | 2.000%, 01/15/32 | 9200 | &nbsp;&nbsp; 7827721 |
|  | 3.350%, 02/22/32 | 14200 | &nbsp;&nbsp; 13142328 |
|  | 3.150%, 02/21/40 | 26045 | &nbsp;&nbsp; 19960549 |
|  | 2.800%, 08/15/41 | 25350 | &nbsp;&nbsp; 18151807 |
|  | 5.600%, 03/02/43 | 9500 | &nbsp;&nbsp; 9384251 |
| Analog Devices, Inc.  | Analog Devices, Inc.  |  |  |
|  | 3.450%, 06/15/27 | 2681 | &nbsp;&nbsp; 2644252 |
|  | 2.800%, 10/01/41 | 1700 | &nbsp;&nbsp; 1229335 |
| Aon Corp.  | Aon Corp.  |  |  |
|  | 4.500%, 12/15/28 | 1800 | &nbsp;&nbsp; 1804975 |
|  | 2.800%, 05/15/30 | 12400 | &nbsp;&nbsp; 11498007 |
|  | 6.250%, 09/30/40 | 3400 | &nbsp;&nbsp; 3608957 |
| Appalachian Power Co.  | Appalachian Power Co.  |  |  |
|  | 4.400%, 05/15/44 | 4000 | &nbsp;&nbsp; 3284935 |
| Apple, Inc.  | Apple, Inc.  |  |  |
|  | 2.375%, 02/08/41 | 6800 | &nbsp;&nbsp; 4740280 |
|  | 3.850%, 05/04/43 | 3500 | &nbsp;&nbsp; 2912338 |
| Applied Materials, Inc.  | Applied Materials, Inc.  |  |  |
|  | 5.850%, 06/15/41 | 400 | &nbsp;&nbsp; 421635 |
| Archer-Daniels-Midland Co.  | Archer-Daniels-Midland Co.  |  |  |
|  | 4.535%, 03/26/42 | 200 | &nbsp;&nbsp; 177200 |
| ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.200%, 11/15/31 | 8700 | &nbsp;&nbsp; 7607648 |
|  | 5.800%, 03/08/32 | 200 | &nbsp;&nbsp; 199660 |
| Arizona Public Service Co.  | Arizona Public Service Co.  |  |  |
|  | 2.600%, 08/15/29 | 4846 | &nbsp;&nbsp; 4507308 |
|  | 2.200%, 12/15/31 | 31150 | &nbsp;&nbsp; 26615576 |
|  | 5.050%, 09/01/41 | 400 | &nbsp;&nbsp; 364084 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |
|  | 3.875%, 01/12/28 | 11538 | &nbsp;&nbsp; 11306498 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |
|  | 2.650%, 01/15/32 | 4000 | &nbsp;&nbsp; 3441514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> U.S. Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Assured Guaranty <br> U.S. Holdings, Inc.  |  |  |
| # | 3.150%, 06/15/31 | 4600 | &nbsp;&nbsp; 4240998 |
| AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.550%, 12/01/33 | 13868 | &nbsp;&nbsp; 11562904 |
|  | 6.250%, 03/29/41 | 1600 | &nbsp;&nbsp; 1661608 |
|  | 3.500%, 06/01/41 | 34700 | &nbsp;&nbsp; 27136436 |
|  | 4.300%, 12/15/42 | 3000 | &nbsp;&nbsp; 2527174 |
| AutoNation, Inc.  | AutoNation, Inc.  |  |  |
|  | 5.890%, 03/15/35 | 200 | &nbsp;&nbsp; 202611 |
| Avnet, Inc.  | Avnet, Inc.  |  |  |
|  | 4.625%, 04/15/26 | 4260 | &nbsp;&nbsp; 4251853 |
|  | 3.000%, 05/15/31 | 17500 | &nbsp;&nbsp; 15654820 |
|  | 5.500%, 06/01/32 | 13180 | &nbsp;&nbsp; 13270261 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; AXIS Specialty Finance <br> PLC  | &nbsp;&nbsp;&nbsp;&nbsp; AXIS Specialty Finance <br> PLC  |  |  |
|  | 4.000%, 12/06/27 | 19920 | &nbsp;&nbsp; $19627722 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes <br> Holdings LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes <br> Holdings LLC  |  |  |
|  | 5.125%, 09/15/40 | 5677 | &nbsp;&nbsp; 5401953 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |
|  | 5.875%, 02/07/42 | 31457 | &nbsp;&nbsp; 32810950 |
| Berkshire Hathaway Energy Co.  | Berkshire Hathaway Energy Co.  |  |  |
|  | 6.125%, 04/01/36 | 800 | &nbsp;&nbsp; 854637 |
|  | 5.950%, 05/15/37 | 800 | &nbsp;&nbsp; 846109 |
|  | 5.150%, 11/15/43 | 2283 | &nbsp;&nbsp; 2155873 |
|  | 4.500%, 02/01/45 | 800 | &nbsp;&nbsp; 690627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway Finance <br> Corp.  |  |  |
| # | 1.850%, 03/12/30 | 17500 | &nbsp;&nbsp; 15784771 |
|  | 1.450%, 10/15/30 | 73603 | &nbsp;&nbsp; 64048322 |
|  | 2.875%, 03/15/32 | 3000 | &nbsp;&nbsp; 2751689 |
| # | 5.750%, 01/15/40 | 8956 | &nbsp;&nbsp; 9610568 |
|  | 4.300%, 05/15/43 | 1900 | &nbsp;&nbsp; 1658457 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 3.125%, 03/15/26 | 8285 | &nbsp;&nbsp; 8234530 |
| # | 4.500%, 02/11/43 | 3500 | &nbsp;&nbsp; 3250431 |
| Best Buy Co., Inc.  | Best Buy Co., Inc.  |  |  |
|  | 4.450%, 10/01/28 | 17093 | &nbsp;&nbsp; 17065201 |
|  | 1.950%, 10/01/30 | 11700 | &nbsp;&nbsp; 10266907 |
| Biogen, Inc.  | Biogen, Inc.  |  |  |
|  | 2.250%, 05/01/30 | 19087 | &nbsp;&nbsp; 17123518 |
| Black Hills Corp.  | Black Hills Corp.  |  |  |
|  | 2.500%, 06/15/30 | 2250 | &nbsp;&nbsp; 2026540 |
|  | 4.350%, 05/01/33 | 5728 | &nbsp;&nbsp; 5398581 |
| Blackrock, Inc.  | Blackrock, Inc.  |  |  |
|  | 2.400%, 04/30/30 | 31033 | &nbsp;&nbsp; 28525606 |
|  | 1.900%, 01/28/31 | 22957 | &nbsp;&nbsp; 20117419 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |
|  | 6.250%, 04/18/34 | 200 | &nbsp;&nbsp; 206023 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |
|  | 3.600%, 09/01/32 | 9310 | &nbsp;&nbsp; 8437220 |
| Boeing Co.  | Boeing Co.  |  |  |
|  | 3.200%, 03/01/29 | 317 | &nbsp;&nbsp; 301956 |
|  | 2.950%, 02/01/30 | 5140 | &nbsp;&nbsp; 4773353 |
|  | 3.600%, 05/01/34 | 710 | &nbsp;&nbsp; 627085 |
|  | 3.550%, 03/01/38 | 1239 | &nbsp;&nbsp; 1001050 |
|  | 6.875%, 03/15/39 | 400 | &nbsp;&nbsp; 437639 |
|  | 5.875%, 02/15/40 | 800 | &nbsp;&nbsp; 804653 |
| Boston Properties LP  | Boston Properties LP  |  |  |
| # | 2.550%, 04/01/32 | 3000 | &nbsp;&nbsp; 2540054 |
|  | 5.750%, 01/15/35 | 400 | &nbsp;&nbsp; 402357 |
| Boston Scientific Corp.  | Boston Scientific Corp.  |  |  |
|  | 4.550%, 03/01/39 | 1664 | &nbsp;&nbsp; 1556018 |
| BP Capital Markets America, Inc.  | BP Capital Markets America, Inc.  |  |  |
|  | 2.721%, 01/12/32 | 1500 | &nbsp;&nbsp; 1335887 |
|  | 3.060%, 06/17/41 | 52550 | &nbsp;&nbsp; 38737760 |
| Brighthouse Financial, Inc.  | Brighthouse Financial, Inc.  |  |  |
| # | 5.625%, 05/15/30 | 2500 | &nbsp;&nbsp; 2504716 |
| Bristol-Myers Squibb Co.  | Bristol-Myers Squibb Co.  |  |  |
|  | 4.125%, 06/15/39 | 22200 | &nbsp;&nbsp; 19590012 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 2.350%, 11/13/40 | 1800 | &nbsp;&nbsp; $1222080 |
|  | 3.550%, 03/15/42 | 3550 | &nbsp;&nbsp; 2788431 |
|  | 4.500%, 03/01/44 | 400 | &nbsp;&nbsp; 346093 |
|  | 4.625%, 05/15/44 | 800 | &nbsp;&nbsp; 705010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brixmor Operating <br> Partnership LP  | &nbsp;&nbsp;&nbsp;&nbsp; Brixmor Operating <br> Partnership LP  |  |  |
| # | 4.050%, 07/01/30 | 5600 | &nbsp;&nbsp; 5424919 |
| Broadcom, Inc.  | Broadcom, Inc.  |  |  |
|  | 4.300%, 11/15/32 | 31000 | &nbsp;&nbsp; 29963749 |
| Ω | 2.600%, 02/15/33 | 200 | &nbsp;&nbsp; 171080 |
| Ω | 3.419%, 04/15/33 | 200 | &nbsp;&nbsp; 180923 |
| Ω | 3.469%, 04/15/34 | 4640 | &nbsp;&nbsp; 4123945 |
| Ω | 3.137%, 11/15/35 | 17502 | &nbsp;&nbsp; 14690707 |
| Ω | 4.926%, 05/15/37 | 1000 | &nbsp;&nbsp; 966367 |
| Ω | 3.500%, 02/15/41 | 7650 | &nbsp;&nbsp; 6053761 |
| Brown & Brown, Inc.  | Brown & Brown, Inc.  |  |  |
|  | 2.375%, 03/15/31 | 3000 | &nbsp;&nbsp; 2633122 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |
|  | 4.400%, 09/15/32 | 200 | &nbsp;&nbsp; 186781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Burlington Northern Santa <br> Fe LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Burlington Northern Santa <br> Fe LLC  |  |  |
| # | 6.150%, 05/01/37 | 400 | &nbsp;&nbsp; 434243 |
|  | 5.750%, 05/01/40 | 1600 | &nbsp;&nbsp; 1658835 |
|  | 5.050%, 03/01/41 | 800 | &nbsp;&nbsp; 760363 |
|  | 5.400%, 06/01/41 | 400 | &nbsp;&nbsp; 394803 |
|  | 4.950%, 09/15/41 | 800 | &nbsp;&nbsp; 748549 |
|  | 4.400%, 03/15/42 | 400 | &nbsp;&nbsp; 349743 |
|  | 4.375%, 09/01/42 | 400 | &nbsp;&nbsp; 346273 |
|  | 4.450%, 03/15/43 | 800 | &nbsp;&nbsp; 699508 |
|  | 5.150%, 09/01/43 | 400 | &nbsp;&nbsp; 381851 |
|  | 4.900%, 04/01/44 | 400 | &nbsp;&nbsp; 371565 |
|  | 4.550%, 09/01/44 | 800 | &nbsp;&nbsp; 702442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.  |  |  |
|  | 3.800%, 01/31/28 | 3200 | &nbsp;&nbsp; 3152738 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |
|  | 2.700%, 02/15/31 | 1600 | &nbsp;&nbsp; 1451687 |
| Caterpillar, Inc.  | Caterpillar, Inc.  |  |  |
| # | 3.803%, 08/15/42 | 1200 | &nbsp;&nbsp; 982747 |
| Cencora, Inc.  | Cencora, Inc.  |  |  |
|  | 2.800%, 05/15/30 | 29384 | &nbsp;&nbsp; 27195979 |
| &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy Resources <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy Resources <br> Corp.  |  |  |
|  | 4.000%, 04/01/28 | 4478 | &nbsp;&nbsp; 4430519 |
|  | 5.850%, 01/15/41 | 6244 | &nbsp;&nbsp; 6246684 |
| CF Industries, Inc.  | CF Industries, Inc.  |  |  |
|  | 4.950%, 06/01/43 | 400 | &nbsp;&nbsp; 354938 |
| Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
|  | 1.950%, 12/01/31 | 700 | &nbsp;&nbsp; 596575 |
|  | 2.900%, 03/03/32 | 14300 | &nbsp;&nbsp; 12846469 |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels <br> International, Inc.  |  |  |
|  | 3.700%, 12/01/29 | 970 | &nbsp;&nbsp; 917731 |
| Chubb Corp.  | Chubb Corp.  |  |  |
|  | 6.000%, 05/11/37 | 800 | &nbsp;&nbsp; 859926 |
|  | 6.500%, 05/15/38 | 800 | &nbsp;&nbsp; 892161 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Cigna Group  | Cigna Group  |  |  |
| # | 2.400%, 03/15/30 | 493 | &nbsp;&nbsp; $448887 |
|  | 2.375%, 03/15/31 | 18267 | &nbsp;&nbsp; 16183878 |
|  | 4.800%, 08/15/38 | 48770 | &nbsp;&nbsp; 45259205 |
|  | 3.200%, 03/15/40 | 18997 | &nbsp;&nbsp; 14375711 |
|  | 6.125%, 11/15/41 | 9943 | &nbsp;&nbsp; 10284334 |
| Cincinnati Financial Corp.  | Cincinnati Financial Corp.  |  |  |
|  | 6.920%, 05/15/28 | 2800 | &nbsp;&nbsp; 2990376 |
|  | 6.125%, 11/01/34 | 1200 | &nbsp;&nbsp; 1265765 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |
|  | 5.500%, 01/15/40 | 5000 | &nbsp;&nbsp; 5120080 |
| Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 8.125%, 07/15/39 | 15597 | &nbsp;&nbsp; 19504475 |
|  | 5.875%, 01/30/42 | 32650 | &nbsp;&nbsp; 33756725 |
| Clorox Co.  | Clorox Co.  |  |  |
|  | 3.900%, 05/15/28 | 3912 | &nbsp;&nbsp; 3868952 |
| CME Group, Inc.  | CME Group, Inc.  |  |  |
|  | 5.300%, 09/15/43 | 2600 | &nbsp;&nbsp; 2585604 |
| CNA Financial Corp.  | CNA Financial Corp.  |  |  |
| # | 4.500%, 03/01/26 | 13822 | &nbsp;&nbsp; 13801162 |
|  | 3.900%, 05/01/29 | 850 | &nbsp;&nbsp; 829859 |
|  | 5.500%, 06/15/33 | 5000 | &nbsp;&nbsp; 5109401 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |
|  | 5.250%, 05/30/29 | 4800 | &nbsp;&nbsp; 4841346 |
|  | 6.450%, 06/15/34 | 13300 | &nbsp;&nbsp; 13856227 |
| Coca-Cola Co.  | Coca-Cola Co.  |  |  |
|  | 2.500%, 06/01/40 | 1000 | &nbsp;&nbsp; 722966 |
| Comcast Corp.  | Comcast Corp.  |  |  |
|  | 4.250%, 01/15/33 | 15667 | &nbsp;&nbsp; 15074945 |
|  | 7.050%, 03/15/33 | 14000 | &nbsp;&nbsp; 15913774 |
|  | 4.200%, 08/15/34 | 400 | &nbsp;&nbsp; 375897 |
| # | 5.650%, 06/15/35 | 800 | &nbsp;&nbsp; 832003 |
|  | 6.500%, 11/15/35 | 400 | &nbsp;&nbsp; 440981 |
|  | 3.200%, 07/15/36 | 1200 | &nbsp;&nbsp; 1000429 |
|  | 6.950%, 08/15/37 | 800 | &nbsp;&nbsp; 905286 |
|  | 3.900%, 03/01/38 | 2490 | &nbsp;&nbsp; 2143966 |
|  | 4.600%, 10/15/38 | 5700 | &nbsp;&nbsp; 5243571 |
|  | 6.550%, 07/01/39 | 400 | &nbsp;&nbsp; 438466 |
|  | 3.250%, 11/01/39 | 7000 | &nbsp;&nbsp; 5450272 |
|  | 3.750%, 04/01/40 | 30900 | &nbsp;&nbsp; 25414980 |
|  | 4.650%, 07/15/42 | 1000 | &nbsp;&nbsp; 879733 |
|  | 4.750%, 03/01/44 | 400 | &nbsp;&nbsp; 350401 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |
|  | 5.300%, 11/01/38 | 39500 | &nbsp;&nbsp; 37187905 |
| ConocoPhillips  | ConocoPhillips  |  |  |
|  | 5.900%, 05/15/38 | 400 | &nbsp;&nbsp; 416750 |
|  | 6.500%, 02/01/39 | 1600 | &nbsp;&nbsp; 1766496 |
| ConocoPhillips Co.  | ConocoPhillips Co.  |  |  |
|  | 3.758%, 03/15/42 | 1200 | &nbsp;&nbsp; 956444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New <br> York, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New <br> York, Inc.  |  |  |
|  | 5.300%, 03/01/35 | 400 | &nbsp;&nbsp; 406627 |
|  | 6.750%, 04/01/38 | 638 | &nbsp;&nbsp; 720482 |
|  | 5.500%, 12/01/39 | 400 | &nbsp;&nbsp; 400745 |
|  | 5.700%, 06/15/40 | 400 | &nbsp;&nbsp; 406544 |
|  | 4.200%, 03/15/42 | 14174 | &nbsp;&nbsp; 11995987 |
|  | 3.950%, 03/01/43 | 7400 | &nbsp;&nbsp; 6011809 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.450%, 03/15/44 | 251 | &nbsp;&nbsp; $216534 |
| Constellation Brands, Inc.  | Constellation Brands, Inc.  |  |  |
| # | 3.150%, 08/01/29 | 5800 | &nbsp;&nbsp; 5503386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy <br> Generation LLC  |  |  |
|  | 6.250%, 10/01/39 | 1289 | &nbsp;&nbsp; 1370369 |
|  | 5.750%, 10/01/41 | 1900 | &nbsp;&nbsp; 1903173 |
| &nbsp;&nbsp;&nbsp;&nbsp; Continental Resources, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Resources, <br> Inc.  |  |  |
|  | 4.900%, 06/01/44 | 919 | &nbsp;&nbsp; 721019 |
| Corebridge Financial, Inc.  | Corebridge Financial, Inc.  |  |  |
|  | 4.350%, 04/05/42 | 800 | &nbsp;&nbsp; 669585 |
| Costco Wholesale Corp.  | Costco Wholesale Corp.  |  |  |
|  | 1.600%, 04/20/30 | 8754 | &nbsp;&nbsp; 7781651 |
| Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |
| Ω | 4.800%, 02/01/35 | 10052 | &nbsp;&nbsp; 9312559 |
| Ω | 4.700%, 12/15/42 | 4700 | &nbsp;&nbsp; 3782778 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 2.100%, 04/01/31 | 300 | &nbsp;&nbsp; 258161 |
|  | 2.900%, 04/01/41 | 18705 | &nbsp;&nbsp; 13369655 |
| CSX Corp.  | CSX Corp.  |  |  |
|  | 6.150%, 05/01/37 | 400 | &nbsp;&nbsp; 430516 |
|  | 5.500%, 04/15/41 | 800 | &nbsp;&nbsp; 793639 |
|  | 4.750%, 05/30/42 | 15340 | &nbsp;&nbsp; 13953048 |
|  | 4.100%, 03/15/44 | 200 | &nbsp;&nbsp; 164896 |
| Cummins, Inc.  | Cummins, Inc.  |  |  |
|  | 4.875%, 10/01/43 | 15876 | &nbsp;&nbsp; 14858595 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 3.250%, 08/15/29 | 3000 | &nbsp;&nbsp; 2842314 |
|  | 4.780%, 03/25/38 | 9500 | &nbsp;&nbsp; 8680951 |
|  | 6.125%, 09/15/39 | 5800 | &nbsp;&nbsp; 5901182 |
|  | 4.125%, 04/01/40 | 9078 | &nbsp;&nbsp; 7550274 |
|  | 5.300%, 12/05/43 | 3000 | &nbsp;&nbsp; 2717173 |
|  | 6.000%, 06/01/44 | 19360 | &nbsp;&nbsp; 19068263 |
| &nbsp;&nbsp;&nbsp;&nbsp; DCP Midstream <br> Operating LP  | &nbsp;&nbsp;&nbsp;&nbsp; DCP Midstream <br> Operating LP  |  |  |
|  | 5.600%, 04/01/44 | 2550 | &nbsp;&nbsp; 2361739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell International LLC/EMC <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Dell International LLC/EMC <br> Corp.  |  |  |
|  | 3.375%, 12/15/41 | 5009 | &nbsp;&nbsp; 3756210 |
| Devon Energy Corp.  | Devon Energy Corp.  |  |  |
|  | 5.600%, 07/15/41 | 15858 | &nbsp;&nbsp; 14739028 |
|  | 4.750%, 05/15/42 | 2900 | &nbsp;&nbsp; 2435801 |
| &nbsp;&nbsp;&nbsp;&nbsp; DH Europe Finance II <br> SARL  | &nbsp;&nbsp;&nbsp;&nbsp; DH Europe Finance II <br> SARL  |  |  |
|  | 3.250%, 11/15/39 | 1050 | &nbsp;&nbsp; 836777 |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |
| # | 3.150%, 01/15/32 | 9525 | &nbsp;&nbsp; 8551490 |
| Dominion Energy, Inc.  | Dominion Energy, Inc.  |  |  |
|  | 3.300%, 04/15/41 | 2000 | &nbsp;&nbsp; 1474522 |
|  | 4.900%, 08/01/41 | 5000 | &nbsp;&nbsp; 4501901 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |
|  | 5.250%, 11/15/41 | 1000 | &nbsp;&nbsp; 896476 |
|  | 4.375%, 11/15/42 | 1616 | &nbsp;&nbsp; 1284157 |
|  | 4.625%, 10/01/44 | 1000 | &nbsp;&nbsp; 804512 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Duke Energy <br> Carolinas LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Duke Energy <br> Carolinas LLC  |  |  |
|  | 6.100%, 06/01/37 | 800 | &nbsp;&nbsp; $847012 |
| Duke Energy Corp.  | Duke Energy Corp.  |  |  |
|  | 3.300%, 06/15/41 | 24750 | &nbsp;&nbsp; 18516211 |
| Duquesne Light Holdings, Inc.  | Duquesne Light Holdings, Inc.  |  |  |
| Ω | 2.532%, 10/01/30 | 1500 | &nbsp;&nbsp; 1318884 |
| Ω | 2.775%, 01/07/32 | 641 | &nbsp;&nbsp; 555758 |
| Eastman Chemical Co.  | Eastman Chemical Co.  |  |  |
|  | 4.800%, 09/01/42 | 20700 | &nbsp;&nbsp; 17998785 |
|  | 4.650%, 10/15/44 | 400 | &nbsp;&nbsp; 337967 |
| Eaton Corp.  | Eaton Corp.  |  |  |
|  | 4.000%, 11/02/32 | 8105 | &nbsp;&nbsp; 7797295 |
|  | 4.150%, 11/02/42 | 3000 | &nbsp;&nbsp; 2563655 |
| Eaton Vance Corp.  | Eaton Vance Corp.  |  |  |
|  | 3.500%, 04/06/27 | 9262 | &nbsp;&nbsp; 9128172 |
| eBay, Inc.  | eBay, Inc.  |  |  |
|  | 4.000%, 07/15/42 | 9500 | &nbsp;&nbsp; 7685557 |
| Ecolab, Inc.  | Ecolab, Inc.  |  |  |
|  | 5.500%, 12/08/41 | 5400 | &nbsp;&nbsp; 5465888 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 5.950%, 12/15/34 | 11300 | &nbsp;&nbsp; 11844605 |
|  | 5.850%, 01/15/36 | 200 | &nbsp;&nbsp; 207257 |
|  | 6.375%, 06/15/37 | 4700 | &nbsp;&nbsp; 5034589 |
|  | 4.625%, 05/15/42 | 25970 | &nbsp;&nbsp; 22634383 |
|  | 4.650%, 01/15/43 | 9366 | &nbsp;&nbsp; 8126807 |
|  | 5.100%, 01/15/44 | 1200 | &nbsp;&nbsp; 1090168 |
|  | 4.650%, 08/15/44 | 1200 | &nbsp;&nbsp; 1029866 |
| Enbridge Energy Partners LP  | Enbridge Energy Partners LP  |  |  |
|  | 7.500%, 04/15/38 | 7825 | &nbsp;&nbsp; 9120699 |
|  | 5.500%, 09/15/40 | 1264 | &nbsp;&nbsp; 1223008 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 6.625%, 10/15/36 | 400 | &nbsp;&nbsp; 428825 |
|  | 5.800%, 06/15/38 | 585 | &nbsp;&nbsp; 584262 |
|  | 7.500%, 07/01/38 | 400 | &nbsp;&nbsp; 457190 |
|  | 6.050%, 06/01/41 | 4600 | &nbsp;&nbsp; 4592399 |
|  | 5.950%, 10/01/43 | 4000 | &nbsp;&nbsp; 3858918 |
|  | 5.300%, 04/01/44 | 5950 | &nbsp;&nbsp; 5328365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products <br> Operating LLC  |  |  |
|  | 6.875%, 03/01/33 | 1400 | &nbsp;&nbsp; 1561842 |
|  | 7.550%, 04/15/38 | 3157 | &nbsp;&nbsp; 3715116 |
|  | 6.125%, 10/15/39 | 5917 | &nbsp;&nbsp; 6251090 |
|  | 6.450%, 09/01/40 | 5135 | &nbsp;&nbsp; 5572501 |
|  | 5.950%, 02/01/41 | 2617 | &nbsp;&nbsp; 2697847 |
|  | 5.700%, 02/15/42 | 3600 | &nbsp;&nbsp; 3607232 |
|  | 4.850%, 08/15/42 | 2400 | &nbsp;&nbsp; 2178859 |
|  | 4.450%, 02/15/43 | 2146 | &nbsp;&nbsp; 1837437 |
|  | 4.850%, 03/15/44 | 8500 | &nbsp;&nbsp; 7625176 |
|  | 5.100%, 02/15/45 | 800 | &nbsp;&nbsp; 739521 |
| Equifax, Inc.  | Equifax, Inc.  |  |  |
|  | 3.100%, 05/15/30 | 200 | &nbsp;&nbsp; 186405 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |
|  | 3.200%, 11/18/29 | 2500 | &nbsp;&nbsp; 2360054 |
|  | 2.500%, 05/15/31 | 5700 | &nbsp;&nbsp; 5054436 |
| ERAC USA Finance LLC  | ERAC USA Finance LLC  |  |  |
| Ω | 5.625%, 03/15/42 | 400 | &nbsp;&nbsp; 396763 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| ERP Operating LP  | ERP Operating LP  |  |  |
|  | 4.500%, 07/01/44 | 400 | &nbsp;&nbsp; $345964 |
| Eversource Energy  | Eversource Energy  |  |  |
|  | 4.250%, 04/01/29 | 600 | &nbsp;&nbsp; 592472 |
| Extra Space Storage LP  | Extra Space Storage LP  |  |  |
|  | 2.350%, 03/15/32 | 13100 | &nbsp;&nbsp; 11164541 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 2.995%, 08/16/39 | 5200 | &nbsp;&nbsp; 4029458 |
|  | 4.227%, 03/19/40 | 18200 | &nbsp;&nbsp; 16173800 |
| FedEx Corp.  | FedEx Corp.  |  |  |
| Ω | 4.900%, 01/15/34 | 2075 | &nbsp;&nbsp; 2006998 |
| Ω | 3.900%, 02/01/35 | 1400 | &nbsp;&nbsp; 1250161 |
| Ω | 3.250%, 05/15/41 | 9950 | &nbsp;&nbsp; 7112732 |
| Ω | 4.100%, 04/15/43 | 400 | &nbsp;&nbsp; 310118 |
| Ω | 5.100%, 01/15/44 | 5400 | &nbsp;&nbsp; 4745080 |
| Fidelity National Financial, Inc.  | Fidelity National Financial, Inc.  |  |  |
|  | 3.400%, 06/15/30 | 19454 | &nbsp;&nbsp; 18165835 |
|  | 2.450%, 03/15/31 | 1800 | &nbsp;&nbsp; 1562876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.  |  |  |
|  | 3.100%, 03/01/41 | 10400 | &nbsp;&nbsp; 7604449 |
| &nbsp;&nbsp;&nbsp;&nbsp; First American Financial <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; First American Financial <br> Corp.  |  |  |
|  | 2.400%, 08/15/31 | 16044 | &nbsp;&nbsp; 13739819 |
| Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.875%, 06/15/29 | 2040 | &nbsp;&nbsp; 2049833 |
|  | 4.875%, 05/12/30 | 4000 | &nbsp;&nbsp; 4001359 |
| Flowserve Corp.  | Flowserve Corp.  |  |  |
|  | 2.800%, 01/15/32 | 29138 | &nbsp;&nbsp; 25455938 |
| FMR LLC  | FMR LLC  |  |  |
| Ω | 4.950%, 02/01/33 | 2400 | &nbsp;&nbsp; 2379809 |
| Fortune Brands Innovations, Inc.  | Fortune Brands Innovations, Inc.  |  |  |
|  | 3.250%, 09/15/29 | 3900 | &nbsp;&nbsp; 3688106 |
|  | 4.000%, 03/25/32 | 414 | &nbsp;&nbsp; 386896 |
| Fox Corp.  | Fox Corp.  |  |  |
| # | 5.476%, 01/25/39 | 26300 | &nbsp;&nbsp; 25606326 |
| Freeport-McMoRan, Inc.  | Freeport-McMoRan, Inc.  |  |  |
|  | 5.450%, 03/15/43 | 3600 | &nbsp;&nbsp; 3392015 |
| GATX Corp.  | GATX Corp.  |  |  |
|  | 3.500%, 06/01/32 | 6850 | &nbsp;&nbsp; 6229888 |
| General Dynamics Corp.  | General Dynamics Corp.  |  |  |
|  | 4.250%, 04/01/40 | 5800 | &nbsp;&nbsp; 5186015 |
|  | 2.850%, 06/01/41 | 400 | &nbsp;&nbsp; 292126 |
| General Electric Co.  | General Electric Co.  |  |  |
|  | 4.500%, 03/11/44 | 200 | &nbsp;&nbsp; 176729 |
| General Motors Co.  | General Motors Co.  |  |  |
|  | 6.250%, 04/15/35 | 400 | &nbsp;&nbsp; 413548 |
|  | 6.600%, 04/01/36 | 15200 | &nbsp;&nbsp; 16049953 |
|  | 5.150%, 04/01/38 | 3569 | &nbsp;&nbsp; 3319174 |
|  | 6.250%, 10/02/43 | 6800 | &nbsp;&nbsp; 6736977 |
|  | 5.200%, 04/01/45 | 400 | &nbsp;&nbsp; 347889 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc.  |  |  |
|  | 5.250%, 03/01/26 | 9736 | &nbsp;&nbsp; 9745268 |
|  | 3.600%, 06/21/30 | 6000 | &nbsp;&nbsp; 5636800 |
|  | 3.100%, 01/12/32 | 8400 | &nbsp;&nbsp; 7413195 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 6.400%, 01/09/33 | 400 | &nbsp;&nbsp; $421046 |
|  | 5.450%, 09/06/34 | 600 | &nbsp;&nbsp; 591016 |
|  | 5.900%, 01/07/35 | 800 | &nbsp;&nbsp; 807532 |
| Georgia Power Co.  | Georgia Power Co.  |  |  |
|  | 4.750%, 09/01/40 | 400 | &nbsp;&nbsp; 372501 |
|  | 4.300%, 03/15/42 | 20400 | &nbsp;&nbsp; 17511024 |
|  | 4.300%, 03/15/43 | 400 | &nbsp;&nbsp; 339235 |
| Georgia-Pacific LLC  | Georgia-Pacific LLC  |  |  |
|  | 7.750%, 11/15/29 | 800 | &nbsp;&nbsp; 902529 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |
|  | 4.600%, 09/01/35 | 800 | &nbsp;&nbsp; 773690 |
|  | 4.000%, 09/01/36 | 4050 | &nbsp;&nbsp; 3681460 |
|  | 2.600%, 10/01/40 | 22300 | &nbsp;&nbsp; 15892069 |
|  | 5.650%, 12/01/41 | 11900 | &nbsp;&nbsp; 12019688 |
|  | 4.800%, 04/01/44 | 7000 | &nbsp;&nbsp; 6354292 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |
|  | 2.900%, 11/15/31 | 400 | &nbsp;&nbsp; 351163 |
| Globe Life, Inc.  | Globe Life, Inc.  |  |  |
|  | 4.800%, 06/15/32 | 10000 | &nbsp;&nbsp; 9825591 |
| Goldman Sachs Group, Inc.  | Goldman Sachs Group, Inc.  |  |  |
|  | 3.750%, 02/25/26 | 5700 | &nbsp;&nbsp; 5673587 |
|  | 2.600%, 02/07/30 | 4100 | &nbsp;&nbsp; 3787496 |
|  | 3.800%, 03/15/30 | 11500 | &nbsp;&nbsp; 11188758 |
|  | 6.125%, 02/15/33 | 1621 | &nbsp;&nbsp; 1765464 |
|  | 6.250%, 02/01/41 | 18121 | &nbsp;&nbsp; 19378635 |
|  | 4.800%, 07/08/44 | 800 | &nbsp;&nbsp; 719843 |
| Halliburton Co.  | Halliburton Co.  |  |  |
|  | 4.850%, 11/15/35 | 1200 | &nbsp;&nbsp; 1152933 |
|  | 6.700%, 09/15/38 | 5660 | &nbsp;&nbsp; 6150795 |
|  | 7.450%, 09/15/39 | 3200 | &nbsp;&nbsp; 3703994 |
|  | 4.500%, 11/15/41 | 13340 | &nbsp;&nbsp; 11420717 |
|  | 4.750%, 08/01/43 | 1700 | &nbsp;&nbsp; 1466673 |
| Hasbro, Inc.  | Hasbro, Inc.  |  |  |
|  | 6.050%, 05/14/34 | 2000 | &nbsp;&nbsp; 2067153 |
|  | 6.350%, 03/15/40 | 3700 | &nbsp;&nbsp; 3814625 |
|  | 5.100%, 05/15/44 | 2000 | &nbsp;&nbsp; 1732699 |
| HCA, Inc.  | HCA, Inc.  |  |  |
|  | 4.375%, 03/15/42 | 400 | &nbsp;&nbsp; 333289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co.  |  |  |
| Ω | 2.200%, 06/01/30 | 19500 | &nbsp;&nbsp; 17394590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP  | &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty <br> Holdings LP  |  |  |
|  | 2.000%, 03/15/31 | 2800 | &nbsp;&nbsp; 2389218 |
| Hess Corp.  | Hess Corp.  |  |  |
|  | 5.600%, 02/15/41 | 9600 | &nbsp;&nbsp; 9716470 |
| Home Depot, Inc.  | Home Depot, Inc.  |  |  |
|  | 5.875%, 12/16/36 | 15388 | &nbsp;&nbsp; 16433553 |
|  | 3.300%, 04/15/40 | 11505 | &nbsp;&nbsp; 9107763 |
|  | 5.400%, 09/15/40 | 22000 | &nbsp;&nbsp; 22093149 |
|  | 5.950%, 04/01/41 | 2380 | &nbsp;&nbsp; 2501961 |
|  | 4.200%, 04/01/43 | 2150 | &nbsp;&nbsp; 1820560 |
|  | 4.875%, 02/15/44 | 400 | &nbsp;&nbsp; 367147 |
|  | 4.400%, 03/15/45 | 400 | &nbsp;&nbsp; 342712 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.  |  |  |
|  | 5.375%, 03/01/41 | 270 | &nbsp;&nbsp; $273130 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |
|  | 5.700%, 07/01/34 | 9000 | &nbsp;&nbsp; 9038188 |
|  | 5.500%, 04/15/35 | 200 | &nbsp;&nbsp; 197352 |
| HP, Inc.  | HP, Inc.  |  |  |
|  | 2.650%, 06/17/31 | 200 | &nbsp;&nbsp; 176876 |
| # | 6.000%, 09/15/41 | 11400 | &nbsp;&nbsp; 11487331 |
| Humana, Inc.  | Humana, Inc.  |  |  |
|  | 4.950%, 10/01/44 | 3000 | &nbsp;&nbsp; 2596613 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |
|  | 5.375%, 12/15/31 | 5000 | &nbsp;&nbsp; 5068589 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBM International Capital <br> Pte. Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; IBM International Capital <br> Pte. Ltd.  |  |  |
|  | 5.250%, 02/05/44 | 32262 | &nbsp;&nbsp; 30798913 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |
|  | 3.900%, 09/01/42 | 200 | &nbsp;&nbsp; 164766 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Michigan Power <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Indiana Michigan Power <br> Co.  |  |  |
|  | 6.050%, 03/15/37 | 1108 | &nbsp;&nbsp; 1185466 |
| Intel Corp.  | Intel Corp.  |  |  |
|  | 4.600%, 03/25/40 | 27124 | &nbsp;&nbsp; 23249920 |
|  | 2.800%, 08/12/41 | 23576 | &nbsp;&nbsp; 15499517 |
|  | 4.800%, 10/01/41 | 2470 | &nbsp;&nbsp; 2113122 |
|  | 5.625%, 02/10/43 | 26349 | &nbsp;&nbsp; 24566621 |
| Intercontinental Exchange, Inc.  | Intercontinental Exchange, Inc.  |  |  |
|  | 3.750%, 12/01/25 | 8500 | &nbsp;&nbsp; 8472970 |
|  | 4.600%, 03/15/33 | 14500 | &nbsp;&nbsp; 14359930 |
|  | 2.650%, 09/15/40 | 16100 | &nbsp;&nbsp; 11603431 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.  |  |  |
|  | 3.300%, 01/27/27 | 154 | &nbsp;&nbsp; 151287 |
|  | 1.950%, 05/15/30 | 8840 | &nbsp;&nbsp; 7872544 |
|  | 4.150%, 05/15/39 | 15550 | &nbsp;&nbsp; 13617851 |
|  | 5.600%, 11/30/39 | 800 | &nbsp;&nbsp; 815201 |
|  | 2.850%, 05/15/40 | 36982 | &nbsp;&nbsp; 27084025 |
|  | 4.000%, 06/20/42 | 5300 | &nbsp;&nbsp; 4364908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of Cos., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of Cos., <br> Inc.  |  |  |
|  | 4.750%, 03/30/30 | 375 | &nbsp;&nbsp; 375389 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interstate Power & Light <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Interstate Power & Light <br> Co.  |  |  |
|  | 2.300%, 06/01/30 | 3978 | &nbsp;&nbsp; 3583790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP  | &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership LP  |  |  |
|  | 2.000%, 08/15/31 | 3000 | &nbsp;&nbsp; 2546565 |
| J.M. Smucker Co.  | J.M. Smucker Co.  |  |  |
|  | 4.250%, 03/15/35 | 10700 | &nbsp;&nbsp; 9915831 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |
|  | 3.600%, 01/15/30 | 23950 | &nbsp;&nbsp; 22789891 |
|  | 3.000%, 01/15/31 | 15033 | &nbsp;&nbsp; 13660912 |
| Jackson Financial, Inc.  | Jackson Financial, Inc.  |  |  |
|  | 3.125%, 11/23/31 | 6177 | &nbsp;&nbsp; 5474384 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 2.625%, 10/15/31 | 20514 | &nbsp;&nbsp; 17882889 |
|  | 2.750%, 10/15/32 | 6280 | &nbsp;&nbsp; 5337500 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jersey Central Power & <br> Light Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Jersey Central Power & <br> Light Co.  |  |  |
|  | 5.100%, 01/15/35 | 400 | &nbsp;&nbsp; $398351 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |
|  | 1.300%, 09/01/30 | 5000 | &nbsp;&nbsp; 4341146 |
|  | 2.100%, 09/01/40 | 400 | &nbsp;&nbsp; 273990 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
|  | 6.400%, 05/15/38 | 20400 | &nbsp;&nbsp; 22665296 |
|  | 5.500%, 10/15/40 | 4800 | &nbsp;&nbsp; 4856512 |
|  | 5.600%, 07/15/41 | 11900 | &nbsp;&nbsp; 12176527 |
|  | 5.400%, 01/06/42 | 9350 | &nbsp;&nbsp; 9319543 |
| JPMorgan Chase Bank NA  | JPMorgan Chase Bank NA  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 0.620%, <br> FRN, 4.966%, <br> 04/29/26<br>| 900 | &nbsp;&nbsp; 902507 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; SOFR + 1.000%, <br> FRN, 5.346%, <br> 12/08/26<br>| 22820 | &nbsp;&nbsp; 22990257 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |
|  | 3.750%, 08/15/29 | 3600 | &nbsp;&nbsp; 3486216 |
|  | 2.000%, 12/10/30 | 5000 | &nbsp;&nbsp; 4332551 |
| Kellanova  | Kellanova  |  |  |
|  | 3.400%, 11/15/27 | 1600 | &nbsp;&nbsp; 1566130 |
|  | 7.450%, 04/01/31 | 5659 | &nbsp;&nbsp; 6439105 |
| Kemper Corp.  | Kemper Corp.  |  |  |
|  | 3.800%, 02/23/32 | 9830 | &nbsp;&nbsp; 8937231 |
| Kimco Realty OP LLC  | Kimco Realty OP LLC  |  |  |
|  | 2.250%, 12/01/31 | 9700 | &nbsp;&nbsp; 8379446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP  | &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Energy <br> Partners LP  |  |  |
|  | 6.950%, 01/15/38 | 5800 | &nbsp;&nbsp; 6384087 |
|  | 6.500%, 09/01/39 | 1900 | &nbsp;&nbsp; 2011430 |
|  | 6.550%, 09/15/40 | 3000 | &nbsp;&nbsp; 3173892 |
|  | 5.625%, 09/01/41 | 400 | &nbsp;&nbsp; 383974 |
|  | 5.000%, 08/15/42 | 4200 | &nbsp;&nbsp; 3744855 |
|  | 4.700%, 11/01/42 | 400 | &nbsp;&nbsp; 344469 |
|  | 5.000%, 03/01/43 | 15400 | &nbsp;&nbsp; 13756204 |
|  | 5.500%, 03/01/44 | 8520 | &nbsp;&nbsp; 7988710 |
|  | 5.400%, 09/01/44 | 250 | &nbsp;&nbsp; 231715 |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR Group Finance Co. <br> II LLC  | &nbsp;&nbsp;&nbsp;&nbsp; KKR Group Finance Co. <br> II LLC  |  |  |
| #Ω | 5.500%, 02/01/43 | 4500 | &nbsp;&nbsp; 4323173 |
| Kraft Heinz Foods Co.  | Kraft Heinz Foods Co.  |  |  |
|  | 5.000%, 06/04/42 | 3700 | &nbsp;&nbsp; 3292254 |
| Kroger Co.  | Kroger Co.  |  |  |
|  | 7.500%, 04/01/31 | 15677 | &nbsp;&nbsp; 17847195 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |
|  | 4.100%, 10/15/41 | 9797 | &nbsp;&nbsp; 7686513 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |
|  | 4.500%, 09/19/28 | 15047 | &nbsp;&nbsp; 14981864 |
|  | 4.375%, 03/11/29 | 400 | &nbsp;&nbsp; 395946 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |
|  | 4.750%, 03/15/26 | 3745 | &nbsp;&nbsp; 3748221 |
|  | 5.625%, 01/15/44 | 5747 | &nbsp;&nbsp; 5652524 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |
| Ω | 4.569%, 02/01/29 | 9305 | &nbsp;&nbsp; 9295131 |
| Ω | 6.500%, 03/15/35 | 4250 | &nbsp;&nbsp; 4465476 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Lincoln National Corp.  | Lincoln National Corp.  |  |  |
| # | 3.050%, 01/15/30 | 244 | &nbsp;&nbsp; $228191 |
|  | 3.400%, 01/15/31 | 8337 | &nbsp;&nbsp; 7727134 |
|  | 3.400%, 03/01/32 | 23378 | &nbsp;&nbsp; 21172739 |
|  | 7.000%, 06/15/40 | 125 | &nbsp;&nbsp; 137407 |
| Lockheed Martin Corp.  | Lockheed Martin Corp.  |  |  |
|  | 3.600%, 03/01/35 | 271 | &nbsp;&nbsp; 243864 |
|  | 4.500%, 05/15/36 | 600 | &nbsp;&nbsp; 574059 |
|  | 4.850%, 09/15/41 | 1445 | &nbsp;&nbsp; 1333935 |
|  | 4.070%, 12/15/42 | 800 | &nbsp;&nbsp; 667059 |
|  | 3.800%, 03/01/45 | 800 | &nbsp;&nbsp; 627308 |
| Loews Corp.  | Loews Corp.  |  |  |
|  | 6.000%, 02/01/35 | 5000 | &nbsp;&nbsp; 5397870 |
| # | 4.125%, 05/15/43 | 2000 | &nbsp;&nbsp; 1670992 |
| Lowe's Cos., Inc.  | Lowe's Cos., Inc.  |  |  |
|  | 2.800%, 09/15/41 | 24600 | &nbsp;&nbsp; 17073410 |
| LPL Holdings, Inc.  | LPL Holdings, Inc.  |  |  |
|  | 5.650%, 03/15/35 | 1600 | &nbsp;&nbsp; 1605386 |
| LYB International Finance BV  | LYB International Finance BV  |  |  |
|  | 5.250%, 07/15/43 | 8300 | &nbsp;&nbsp; 7292009 |
| # | 4.875%, 03/15/44 | 4800 | &nbsp;&nbsp; 4022819 |
| &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC  | &nbsp;&nbsp;&nbsp;&nbsp; LYB International Finance <br> III LLC  |  |  |
|  | 3.375%, 10/01/40 | 18400 | &nbsp;&nbsp; 13343612 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |
|  | 6.500%, 03/01/41 | 14163 | &nbsp;&nbsp; 14772334 |
|  | 4.750%, 09/15/44 | 3000 | &nbsp;&nbsp; 2503448 |
| Marriott International, Inc.  | Marriott International, Inc.  |  |  |
| # | 2.750%, 10/15/33 | 6800 | &nbsp;&nbsp; 5773281 |
| Mars, Inc.  | Mars, Inc.  |  |  |
| #Ω | 1.625%, 07/16/32 | 6750 | &nbsp;&nbsp; 5565973 |
| Ω | 3.600%, 04/01/34 | 400 | &nbsp;&nbsp; 359511 |
| Ω | 3.875%, 04/01/39 | 1200 | &nbsp;&nbsp; 1027427 |
| Ω | 2.375%, 07/16/40 | 200 | &nbsp;&nbsp; 138747 |
| Marsh & McLennan Cos., Inc.  | Marsh & McLennan Cos., Inc.  |  |  |
|  | 2.375%, 12/15/31 | 2161 | &nbsp;&nbsp; 1888254 |
|  | 4.750%, 03/15/39 | 400 | &nbsp;&nbsp; 376880 |
|  | 5.350%, 11/15/44 | 266 | &nbsp;&nbsp; 256993 |
| Mastercard, Inc.  | Mastercard, Inc.  |  |  |
|  | 4.350%, 01/15/32 | 4000 | &nbsp;&nbsp; 3961627 |
|  | 4.850%, 03/09/33 | 5000 | &nbsp;&nbsp; 5069807 |
| Medtronic, Inc.  | Medtronic, Inc.  |  |  |
|  | 4.375%, 03/15/35 | 2165 | &nbsp;&nbsp; 2086590 |
| Merck & Co., Inc.  | Merck & Co., Inc.  |  |  |
|  | 3.400%, 03/07/29 | 8084 | &nbsp;&nbsp; 7853358 |
|  | 1.450%, 06/24/30 | 40301 | &nbsp;&nbsp; 35145127 |
|  | 3.900%, 03/07/39 | 400 | &nbsp;&nbsp; 348378 |
|  | 2.350%, 06/24/40 | 1200 | &nbsp;&nbsp; 836250 |
|  | 4.900%, 05/17/44 | 400 | &nbsp;&nbsp; 370246 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |
|  | 3.850%, 08/15/32 | 3500 | &nbsp;&nbsp; 3346037 |
| MetLife, Inc.  | MetLife, Inc.  |  |  |
|  | 5.375%, 07/15/33 | 4200 | &nbsp;&nbsp; 4363454 |
|  | 6.375%, 06/15/34 | 19000 | &nbsp;&nbsp; 20940753 |
|  | 5.700%, 06/15/35 | 6300 | &nbsp;&nbsp; 6615278 |
|  | 5.875%, 02/06/41 | 7478 | &nbsp;&nbsp; 7701616 |
|  | 4.125%, 08/13/42 | 5800 | &nbsp;&nbsp; 4845686 |

---

------

**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) |
|  | 4.875%, 11/13/43 |  | 13061 | &nbsp;&nbsp; $11908488 |
|  | 4.050%, 03/01/45 |  | 171 | &nbsp;&nbsp; 138953 |
| Micron Technology, Inc.  | Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 4.663%, 02/15/30 |  | 330 | &nbsp;&nbsp; 328508 |
|  | 2.703%, 04/15/32 |  | 2650 | &nbsp;&nbsp; 2297799 |
|  | 3.366%, 11/01/41 |  | 31367 | &nbsp;&nbsp; 23247149 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mid-America <br> Apartments LP  | &nbsp;&nbsp;&nbsp;&nbsp; Mid-America <br> Apartments LP  |  |  |  |
|  | 4.950%, 03/01/35 |  | 800 | &nbsp;&nbsp; 791919 |
| Mississippi Power Co.  | Mississippi Power Co.  |  |  |  |
|  | 4.250%, 03/15/42 |  | 400 | &nbsp;&nbsp; 342292 |
| Mohawk Industries, Inc.  | Mohawk Industries, Inc.  |  |  |  |
|  | 3.625%, 05/15/30 |  | 1471 | &nbsp;&nbsp; 1406020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors Beverage <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Molson Coors Beverage <br> Co.  |  |  |  |
|  | 5.000%, 05/01/42 |  | 7000 | &nbsp;&nbsp; 6364522 |
| Morgan Stanley  | Morgan Stanley  | Morgan Stanley  |  |  |
|  | 3.875%, 01/27/26 |  | 13483 | &nbsp;&nbsp; 13437391 |
|  | 7.250%, 04/01/32 |  | 14496 | &nbsp;&nbsp; 16631880 |
|  | 6.375%, 07/24/42 |  | 19888 | &nbsp;&nbsp; 21810698 |
| Mosaic Co.  | Mosaic Co.  |  |  |  |
|  | 5.625%, 11/15/43 |  | 8500 | &nbsp;&nbsp; 8111201 |
| Motorola Solutions, Inc.  | Motorola Solutions, Inc.  | Motorola Solutions, Inc.  |  |  |
|  | 4.600%, 05/23/29 |  | 3500 | &nbsp;&nbsp; 3509383 |
|  | 2.300%, 11/15/30 |  | 25444 | &nbsp;&nbsp; 22602922 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.500%, 04/15/38 |  | 8200 | &nbsp;&nbsp; 7238846 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |  |
|  | 2.950%, 03/01/31 |  | 5000 | &nbsp;&nbsp; 4456260 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance <br> Corp.  |  |  |  |
|  | 8.000%, 03/01/32 |  | 2708 | &nbsp;&nbsp; 3192846 |
| NBCUniversal Media LLC  | NBCUniversal Media LLC  |  |  |  |
|  | 4.450%, 01/15/43 |  | 800 | &nbsp;&nbsp; 681881 |
| Nestle Capital Corp.  | Nestle Capital Corp.  |  |  |  |
|  | 4.600%, 04/04/29 | AUD | 800 | &nbsp;&nbsp; 520202 |
| Nestle Holdings, Inc.  | Nestle Holdings, Inc.  |  |  |  |
| Ω | 3.900%, 09/24/38 |  | 5800 | &nbsp;&nbsp; 5121753 |
| NetApp, Inc.  | NetApp, Inc.  |  |  |  |
|  | 2.700%, 06/22/30 |  | 3900 | &nbsp;&nbsp; 3540934 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Electric & <br> Gas Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; New York State Electric & <br> Gas Corp.  |  |  |  |
| Ω | 5.300%, 08/15/34 |  | 800 | &nbsp;&nbsp; 809863 |
| NewMarket Corp.  | NewMarket Corp.  |  |  |  |
|  | 2.700%, 03/18/31 |  | 4000 | &nbsp;&nbsp; 3569049 |
| Newmont Corp.  | Newmont Corp.  | Newmont Corp.  |  |  |
|  | 5.875%, 04/01/35 |  | 400 | &nbsp;&nbsp; 424590 |
|  | 6.250%, 10/01/39 |  | 600 | &nbsp;&nbsp; 656859 |
|  | 4.875%, 03/15/42 |  | 400 | &nbsp;&nbsp; 376982 |
|  | 5.450%, 06/09/44 |  | 600 | &nbsp;&nbsp; 583629 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.  |  |  |
|  | 5.250%, 03/15/34 |  | 400 | &nbsp;&nbsp; 403609 |
|  | 5.450%, 03/15/35 |  | 937 | &nbsp;&nbsp; 953287 |
| NIKE, Inc.  | NIKE, Inc.  | NIKE, Inc.  |  |  |
| # | 2.850%, 03/27/30 |  | 12987 | &nbsp;&nbsp; 12195180 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.250%, 03/27/40 | 5000 | &nbsp;&nbsp; $3945687 |
| Northern Trust Corp.  | Northern Trust Corp.  |  |  |
|  | 1.950%, 05/01/30 | 19370 | &nbsp;&nbsp; 17399554 |
| NOV, Inc.  | NOV, Inc.  |  |  |
|  | 3.950%, 12/01/42 | 10000 | &nbsp;&nbsp; 7506590 |
| Nucor Corp.  | Nucor Corp.  |  |  |
|  | 3.950%, 05/01/28 | 4016 | &nbsp;&nbsp; 3979408 |
|  | 3.125%, 04/01/32 | 6840 | &nbsp;&nbsp; 6211383 |
|  | 5.100%, 06/01/35 | 400 | &nbsp;&nbsp; 401062 |
|  | 6.400%, 12/01/37 | 6585 | &nbsp;&nbsp; 7200073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma Gas & Electric <br> Co.  | &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma Gas & Electric <br> Co.  |  |  |
|  | 5.400%, 01/15/33 | 4200 | &nbsp;&nbsp; 4322409 |
| Omnicom Group, Inc.  | Omnicom Group, Inc.  |  |  |
|  | 4.200%, 06/01/30 | 11555 | &nbsp;&nbsp; 11311493 |
| ONE Gas, Inc.  | ONE Gas, Inc.  |  |  |
|  | 4.250%, 09/01/32 | 4300 | &nbsp;&nbsp; 4152598 |
|  | 4.658%, 02/01/44 | 400 | &nbsp;&nbsp; 349868 |
| ONEOK Partners LP  | ONEOK Partners LP  |  |  |
|  | 6.850%, 10/15/37 | 400 | &nbsp;&nbsp; 437976 |
|  | 6.125%, 02/01/41 | 1500 | &nbsp;&nbsp; 1505107 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 4.300%, 07/08/34 | 400 | &nbsp;&nbsp; 376012 |
|  | 3.600%, 04/01/40 | 17100 | &nbsp;&nbsp; 13496511 |
|  | 5.375%, 07/15/40 | 14200 | &nbsp;&nbsp; 13666117 |
|  | 3.650%, 03/25/41 | 21500 | &nbsp;&nbsp; 16809075 |
|  | 4.500%, 07/08/44 | 400 | &nbsp;&nbsp; 334527 |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |
|  | 6.500%, 02/01/38 | 3770 | &nbsp;&nbsp; 3845647 |
| Owens Corning  | Owens Corning  |  |  |
|  | 3.875%, 06/01/30 | 8726 | &nbsp;&nbsp; 8416707 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |
|  | 3.250%, 06/14/29 | 4700 | &nbsp;&nbsp; 4508186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 3.400%, 11/15/26 | 133 | &nbsp;&nbsp; 130892 |
| PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 4.875%, 11/01/40 | 400 | &nbsp;&nbsp; 382281 |
|  | 2.625%, 10/21/41 | 800 | &nbsp;&nbsp; 563622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pfizer Investment <br> Enterprises Pte. Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp; Pfizer Investment <br> Enterprises Pte. Ltd.  |  |  |
|  | 5.110%, 05/19/43 | 15800 | &nbsp;&nbsp; 14957621 |
| Pfizer, Inc.  | Pfizer, Inc.  |  |  |
|  | 4.000%, 12/15/36 | 400 | &nbsp;&nbsp; 363814 |
|  | 4.100%, 09/15/38 | 2600 | &nbsp;&nbsp; 2310008 |
|  | 3.900%, 03/15/39 | 7772 | &nbsp;&nbsp; 6722100 |
|  | 7.200%, 03/15/39 | 5570 | &nbsp;&nbsp; 6560999 |
|  | 2.550%, 05/28/40 | 8500 | &nbsp;&nbsp; 6044809 |
|  | 5.600%, 09/15/40 | 400 | &nbsp;&nbsp; 405943 |
|  | 4.300%, 06/15/43 | 107 | &nbsp;&nbsp; 91391 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 3.375%, 08/15/29 | 5200 | &nbsp;&nbsp; 4994144 |
|  | 2.100%, 05/01/30 | 7450 | &nbsp;&nbsp; 6680459 |
|  | 5.375%, 02/15/33 | 1000 | &nbsp;&nbsp; 1026243 |
|  | 5.625%, 09/07/33 | 9500 | &nbsp;&nbsp; 9880654 |
| # | 6.375%, 05/16/38 | 12400 | &nbsp;&nbsp; 13654948 |
|  | 4.375%, 11/15/41 | 8815 | &nbsp;&nbsp; 7632548 |

---

------

**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%, 03/20/42 | 800 | &nbsp;&nbsp; $698084 |
|  | 3.875%, 08/21/42 | 10475 | &nbsp;&nbsp; 8424397 |
|  | 4.125%, 03/04/43 | 7308 | &nbsp;&nbsp; 6077083 |
|  | 4.875%, 11/15/43 | 400 | &nbsp;&nbsp; 362324 |
|  | 4.250%, 11/10/44 | 1200 | &nbsp;&nbsp; 1007980 |
| Phillips 66  | Phillips 66  |  |  |
|  | 2.150%, 12/15/30 | 400 | &nbsp;&nbsp; 351479 |
| # | 4.650%, 11/15/34 | 1600 | &nbsp;&nbsp; 1528252 |
|  | 5.875%, 05/01/42 | 5486 | &nbsp;&nbsp; 5452765 |
|  | 4.875%, 11/15/44 | 5400 | &nbsp;&nbsp; 4678736 |
| Phillips 66 Co.  | Phillips 66 Co.  |  |  |
|  | 4.950%, 03/15/35 | 1600 | &nbsp;&nbsp; 1552471 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 6.700%, 05/15/36 | 200 | &nbsp;&nbsp; 214672 |
|  | 5.150%, 06/01/42 | 15148 | &nbsp;&nbsp; 13465644 |
|  | 4.300%, 01/31/43 | 8941 | &nbsp;&nbsp; 7080584 |
|  | 4.700%, 06/15/44 | 8500 | &nbsp;&nbsp; 7026581 |
|  | 4.900%, 02/15/45 | 173 | &nbsp;&nbsp; 147071 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |
|  | 2.550%, 06/15/30 | 9110 | &nbsp;&nbsp; 8287156 |
| Precision Castparts Corp.  | Precision Castparts Corp.  |  |  |
|  | 3.900%, 01/15/43 | 3000 | &nbsp;&nbsp; 2417265 |
| Primerica, Inc.  | Primerica, Inc.  |  |  |
|  | 2.800%, 11/19/31 | 15500 | &nbsp;&nbsp; 13817526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc.  |  |  |
|  | 6.050%, 10/15/36 | 4400 | &nbsp;&nbsp; 4671788 |
| Progress Energy, Inc.  | Progress Energy, Inc.  |  |  |
|  | 7.750%, 03/01/31 | 2500 | &nbsp;&nbsp; 2856253 |
|  | 6.000%, 12/01/39 | 5600 | &nbsp;&nbsp; 5801806 |
| Progressive Corp.  | Progressive Corp.  |  |  |
|  | 3.000%, 03/15/32 | 15600 | &nbsp;&nbsp; 14187345 |
|  | 3.700%, 01/26/45 | 400 | &nbsp;&nbsp; 307881 |
| Prologis LP  | Prologis LP  |  |  |
|  | 5.125%, 01/15/34 | 5563 | &nbsp;&nbsp; 5623269 |
| Prudential Financial, Inc.  | Prudential Financial, Inc.  |  |  |
|  | 6.625%, 12/01/37 | 2400 | &nbsp;&nbsp; 2668420 |
|  | 3.000%, 03/10/40 | 19750 | &nbsp;&nbsp; 14897198 |
|  | 6.625%, 06/21/40 | 3000 | &nbsp;&nbsp; 3335787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise <br> Group, Inc.  |  |  |
|  | 8.625%, 04/15/31 | 1000 | &nbsp;&nbsp; 1154666 |
| PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |
|  | 7.875%, 06/15/32 | 3895 | &nbsp;&nbsp; 4550855 |
|  | 6.375%, 05/15/33 | 11000 | &nbsp;&nbsp; 11829496 |
|  | 6.000%, 02/15/35 | 6449 | &nbsp;&nbsp; 6712236 |
| QUALCOMM, Inc.  | QUALCOMM, Inc.  |  |  |
| # | 1.650%, 05/20/32 | 9643 | &nbsp;&nbsp; 8017017 |
| Quanta Services, Inc.  | Quanta Services, Inc.  |  |  |
|  | 2.900%, 10/01/30 | 302 | &nbsp;&nbsp; 277607 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 2.700%, 02/15/32 | 13991 | &nbsp;&nbsp; 12354457 |
|  | 2.850%, 12/15/32 | 8077 | &nbsp;&nbsp; 7101625 |
|  | 1.800%, 03/15/33 | 1800 | &nbsp;&nbsp; 1458056 |
|  | 4.900%, 07/15/33 | 5000 | &nbsp;&nbsp; 4977661 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of America, <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of America, <br> Inc.  |  |  |
|  | 3.950%, 09/15/26 | 15789 | &nbsp;&nbsp; $15689911 |
|  | 3.900%, 05/15/29 | 4725 | &nbsp;&nbsp; 4640856 |
|  | 3.150%, 06/15/30 | 15455 | &nbsp;&nbsp; 14449864 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |
|  | 3.300%, 09/15/29 | 1300 | &nbsp;&nbsp; 1228293 |
| Roche Holdings, Inc.  | Roche Holdings, Inc.  |  |  |
| Ω | 2.076%, 12/13/31 | 5000 | &nbsp;&nbsp; 4321376 |
| Ω | 5.593%, 11/13/33 | 10000 | &nbsp;&nbsp; 10554407 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |
|  | 2.200%, 09/02/30 | 10000 | &nbsp;&nbsp; 8844291 |
|  | 3.300%, 09/02/40 | 68617 | &nbsp;&nbsp; 51461291 |
| RTX Corp.  | RTX Corp.  |  |  |
|  | 4.450%, 11/16/38 | 800 | &nbsp;&nbsp; 734004 |
|  | 4.700%, 12/15/41 | 5200 | &nbsp;&nbsp; 4730048 |
|  | 4.500%, 06/01/42 | 27624 | &nbsp;&nbsp; 24395472 |
| Salesforce, Inc.  | Salesforce, Inc.  |  |  |
|  | 2.700%, 07/15/41 | 1600 | &nbsp;&nbsp; 1144726 |
| Sempra  | Sempra  |  |  |
|  | 6.000%, 10/15/39 | 400 | &nbsp;&nbsp; 402476 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |
|  | 4.550%, 08/12/43 | 5000 | &nbsp;&nbsp; 4382546 |
| Shell International Finance BV  | Shell International Finance BV  |  |  |
|  | 6.375%, 12/15/38 | 20800 | &nbsp;&nbsp; 22961900 |
|  | 5.500%, 03/25/40 | 3000 | &nbsp;&nbsp; 3024596 |
|  | 2.875%, 11/26/41 | 3200 | &nbsp;&nbsp; 2286782 |
| Sherwin-Williams Co.  | Sherwin-Williams Co.  |  |  |
|  | 2.950%, 08/15/29 | 4800 | &nbsp;&nbsp; 4522051 |
| Simon Property Group LP  | Simon Property Group LP  |  |  |
|  | 2.650%, 07/15/30 | 19076 | &nbsp;&nbsp; 17539175 |
|  | 2.200%, 02/01/31 | 12648 | &nbsp;&nbsp; 11179331 |
|  | 2.250%, 01/15/32 | 7377 | &nbsp;&nbsp; 6361254 |
|  | 5.500%, 03/08/33 | 5400 | &nbsp;&nbsp; 5624175 |
|  | 4.750%, 09/26/34 | 400 | &nbsp;&nbsp; 389475 |
|  | 6.750%, 02/01/40 | 4515 | &nbsp;&nbsp; 5085911 |
|  | 4.750%, 03/15/42 | 4370 | &nbsp;&nbsp; 3920410 |
| Southern Co. Gas Capital Corp.  | Southern Co. Gas Capital Corp.  |  |  |
|  | 5.875%, 03/15/41 | 5642 | &nbsp;&nbsp; 5739805 |
|  | 4.400%, 06/01/43 | 6897 | &nbsp;&nbsp; 5773512 |
| Southern Power Co.  | Southern Power Co.  |  |  |
| # | 5.150%, 09/15/41 | 2500 | &nbsp;&nbsp; 2356573 |
| Southwest Gas Corp.  | Southwest Gas Corp.  |  |  |
|  | 3.700%, 04/01/28 | 2500 | &nbsp;&nbsp; 2446317 |
|  | 2.200%, 06/15/30 | 13200 | &nbsp;&nbsp; 11829397 |
| Stanley Black & Decker, Inc.  | Stanley Black & Decker, Inc.  |  |  |
|  | 2.300%, 03/15/30 | 2650 | &nbsp;&nbsp; 2366576 |
|  | 3.000%, 05/15/32 | 400 | &nbsp;&nbsp; 352486 |
|  | 5.200%, 09/01/40 | 800 | &nbsp;&nbsp; 763065 |
| Steel Dynamics, Inc.  | Steel Dynamics, Inc.  |  |  |
|  | 3.250%, 01/15/31 | 19725 | &nbsp;&nbsp; 18323891 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellantis Finance U.S., <br> Inc.  | &nbsp;&nbsp;&nbsp;&nbsp; Stellantis Finance U.S., <br> Inc.  |  |  |
| Ω | 2.691%, 09/15/31 | 10430 | &nbsp;&nbsp; 8794937 |
| Sutter Health  | Sutter Health  |  |  |
|  | 3.161%, 08/15/40 | 2000 | &nbsp;&nbsp; 1532224 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |
|  | 5.500%, 03/11/35 | 8000 | &nbsp;&nbsp; $8036738 |
| Targa Resources Corp.  | Targa Resources Corp.  |  |  |
|  | 4.200%, 02/01/33 | 3000 | &nbsp;&nbsp; 2804738 |
| Target Corp.  | Target Corp.  |  |  |
|  | 4.000%, 07/01/42 | 2100 | &nbsp;&nbsp; 1757721 |
| Texas Instruments, Inc.  | Texas Instruments, Inc.  |  |  |
|  | 4.900%, 03/14/33 | 12500 | &nbsp;&nbsp; 12704840 |
|  | 3.875%, 03/15/39 | 5790 | &nbsp;&nbsp; 5048181 |
| Textron, Inc.  | Textron, Inc.  |  |  |
|  | 2.450%, 03/15/31 | 14820 | &nbsp;&nbsp; 13154033 |
| Thermo Fisher Scientific, Inc.  | Thermo Fisher Scientific, Inc.  |  |  |
|  | 2.800%, 10/15/41 | 2900 | &nbsp;&nbsp; 2082902 |
|  | 5.404%, 08/10/43 | 7500 | &nbsp;&nbsp; 7421425 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 4.375%, 04/15/40 | 7500 | &nbsp;&nbsp; 6626011 |
|  | 3.000%, 02/15/41 | 400 | &nbsp;&nbsp; 292637 |
| Travelers Cos., Inc.  | Travelers Cos., Inc.  |  |  |
|  | 6.250%, 06/15/37 | 1335 | &nbsp;&nbsp; 1464005 |
|  | 5.350%, 11/01/40 | 2619 | &nbsp;&nbsp; 2610897 |
| TWDC Enterprises 18 Corp.  | TWDC Enterprises 18 Corp.  |  |  |
|  | 4.375%, 08/16/41 | 9500 | &nbsp;&nbsp; 8349251 |
|  | 3.700%, 12/01/42 | 400 | &nbsp;&nbsp; 317940 |
| Union Pacific Corp.  | Union Pacific Corp.  |  |  |
|  | 2.891%, 04/06/36 | 23350 | &nbsp;&nbsp; 19181100 |
|  | 3.600%, 09/15/37 | 1400 | &nbsp;&nbsp; 1207767 |
|  | 4.375%, 09/10/38 | 1100 | &nbsp;&nbsp; 1004034 |
|  | 3.550%, 08/15/39 | 10600 | &nbsp;&nbsp; 8808002 |
|  | 3.200%, 05/20/41 | 14900 | &nbsp;&nbsp; 11325674 |
|  | 3.375%, 02/14/42 | 4650 | &nbsp;&nbsp; 3577931 |
| United Parcel Service, Inc.  | United Parcel Service, Inc.  |  |  |
|  | 6.200%, 01/15/38 | 800 | &nbsp;&nbsp; 864108 |
|  | 5.200%, 04/01/40 | 800 | &nbsp;&nbsp; 780884 |
|  | 4.875%, 11/15/40 | 8011 | &nbsp;&nbsp; 7448680 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
|  | 4.200%, 05/15/32 | 18300 | &nbsp;&nbsp; 17634351 |
|  | 5.800%, 03/15/36 | 400 | &nbsp;&nbsp; 415795 |
|  | 6.875%, 02/15/38 | 350 | &nbsp;&nbsp; 392113 |
|  | 3.500%, 08/15/39 | 17438 | &nbsp;&nbsp; 13936544 |
|  | 2.750%, 05/15/40 | 14200 | &nbsp;&nbsp; 10152524 |
|  | 5.700%, 10/15/40 | 2400 | &nbsp;&nbsp; 2411399 |
|  | 5.950%, 02/15/41 | 1400 | &nbsp;&nbsp; 1426535 |
|  | 3.050%, 05/15/41 | 28569 | &nbsp;&nbsp; 20835131 |
|  | 4.625%, 11/15/41 | 3400 | &nbsp;&nbsp; 3007256 |
| # | 3.950%, 10/15/42 | 4000 | &nbsp;&nbsp; 3214816 |
|  | 5.500%, 07/15/44 | 19070 | &nbsp;&nbsp; 18408531 |
| Unum Group  | Unum Group  |  |  |
|  | 3.875%, 11/05/25 | 1977 | &nbsp;&nbsp; 1971042 |
|  | 4.000%, 06/15/29 | 10963 | &nbsp;&nbsp; 10732358 |
| Ω | 4.046%, 08/15/41 | 6800 | &nbsp;&nbsp; 5377106 |
|  | 5.750%, 08/15/42 | 3000 | &nbsp;&nbsp; 2912037 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |
|  | 3.950%, 06/15/26 | 5908 | &nbsp;&nbsp; 5862296 |
| Valero Energy Corp.  | Valero Energy Corp.  |  |  |
|  | 7.500%, 04/15/32 | 580 | &nbsp;&nbsp; 662109 |
| # | 6.625%, 06/15/37 | 11450 | &nbsp;&nbsp; 12342061 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Ventas Realty LP  | Ventas Realty LP  |  |  |
|  | 3.000%, 01/15/30 | 1100 | &nbsp;&nbsp; $1028830 |
| VeriSign, Inc.  | VeriSign, Inc.  |  |  |
|  | 2.700%, 06/15/31 | 5106 | &nbsp;&nbsp; 4546843 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 4.016%, 12/03/29 | 8753 | &nbsp;&nbsp; 8601605 |
|  | 2.355%, 03/15/32 | 2733 | &nbsp;&nbsp; 2349591 |
|  | 5.850%, 09/15/35 | 400 | &nbsp;&nbsp; 421038 |
|  | 4.272%, 01/15/36 | 1600 | &nbsp;&nbsp; 1472181 |
|  | 4.812%, 03/15/39 | 12910 | &nbsp;&nbsp; 12045741 |
|  | 2.650%, 11/20/40 | 14850 | &nbsp;&nbsp; 10411962 |
|  | 3.400%, 03/22/41 | 43850 | &nbsp;&nbsp; 33808581 |
|  | 2.850%, 09/03/41 | 5166 | &nbsp;&nbsp; 3652004 |
|  | 3.850%, 11/01/42 | 3190 | &nbsp;&nbsp; 2538270 |
|  | 6.550%, 09/15/43 | 800 | &nbsp;&nbsp; 868589 |
| Viatris, Inc.  | Viatris, Inc.  |  |  |
|  | 3.850%, 06/22/40 | 1146 | &nbsp;&nbsp; 840752 |
| Virginia Electric & Power Co.  | Virginia Electric & Power Co.  |  |  |
|  | 5.050%, 08/15/34 | 400 | &nbsp;&nbsp; 400507 |
|  | 5.150%, 03/15/35 | 400 | &nbsp;&nbsp; 401393 |
| # | 6.000%, 01/15/36 | 3100 | &nbsp;&nbsp; 3277894 |
|  | 6.000%, 05/15/37 | 1000 | &nbsp;&nbsp; 1053444 |
|  | 8.875%, 11/15/38 | 7000 | &nbsp;&nbsp; 9194417 |
|  | 4.000%, 01/15/43 | 7900 | &nbsp;&nbsp; 6388777 |
|  | 4.650%, 08/15/43 | 1200 | &nbsp;&nbsp; 1049845 |
|  | 4.450%, 02/15/44 | 400 | &nbsp;&nbsp; 340033 |
| Visa, Inc.  | Visa, Inc.  |  |  |
|  | 2.050%, 04/15/30 | 48659 | &nbsp;&nbsp; 44118452 |
|  | 2.700%, 04/15/40 | 3300 | &nbsp;&nbsp; 2466287 |
| Voya Financial, Inc.  | Voya Financial, Inc.  |  |  |
|  | 5.700%, 07/15/43 | 913 | &nbsp;&nbsp; 887567 |
| Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.625%, 04/01/40 | 6000 | &nbsp;&nbsp; 6330860 |
|  | 5.000%, 10/25/40 | 7200 | &nbsp;&nbsp; 7183651 |
| Walt Disney Co.  | Walt Disney Co.  |  |  |
|  | 6.400%, 12/15/35 | 2500 | &nbsp;&nbsp; 2802782 |
|  | 6.650%, 11/15/37 | 800 | &nbsp;&nbsp; 908683 |
| # | 4.625%, 03/23/40 | 6000 | &nbsp;&nbsp; 5666711 |
|  | 3.500%, 05/13/40 | 32131 | &nbsp;&nbsp; 26263041 |
|  | 6.150%, 02/15/41 | 800 | &nbsp;&nbsp; 854881 |
|  | 5.400%, 10/01/43 | 10750 | &nbsp;&nbsp; 10679024 |
|  | 4.750%, 09/15/44 | 400 | &nbsp;&nbsp; 361166 |
| Waste Management, Inc.  | Waste Management, Inc.  |  |  |
|  | 2.950%, 06/01/41 | 400 | &nbsp;&nbsp; 293736 |
| Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 4.150%, 01/24/29 | 600 | &nbsp;&nbsp; 594713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |
| (r) | 5.418%, 12/11/26 | 840 | &nbsp;&nbsp; 847612 |
| Welltower OP LLC  | Welltower OP LLC  |  |  |
|  | 4.125%, 03/15/29 | 1150 | &nbsp;&nbsp; 1137882 |
|  | 2.750%, 01/15/31 | 17096 | &nbsp;&nbsp; 15561386 |
|  | 2.750%, 01/15/32 | 4600 | &nbsp;&nbsp; 4097155 |
|  | 6.500%, 03/15/41 | 1903 | &nbsp;&nbsp; 2088184 |
| Western Union Co.  | Western Union Co.  |  |  |
| # | 6.200%, 11/17/36 | 400 | &nbsp;&nbsp; 403140 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Westlake Corp.  | Westlake Corp.  |  |  |
|  | 3.375%, 06/15/30 | 11285 | &nbsp;&nbsp; $10617421 |
| WestRock MWV LLC  | WestRock MWV LLC  |  |  |
|  | 8.200%, 01/15/30 | 19367 | &nbsp;&nbsp; 22175224 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |
|  | 7.375%, 03/15/32 | 813 | &nbsp;&nbsp; 919881 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 3.500%, 11/15/30 | 13600 | &nbsp;&nbsp; 12813708 |
|  | 6.300%, 04/15/40 | 21000 | &nbsp;&nbsp; 22124016 |
|  | 5.800%, 11/15/43 | 400 | &nbsp;&nbsp; 393972 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |
|  | 2.400%, 02/01/31 | 2300 | &nbsp;&nbsp; 2026396 |
|  | 2.450%, 02/01/32 | 9800 | &nbsp;&nbsp; 8396783 |
| WRKCo, Inc.  | WRKCo, Inc.  |  |  |
| # | 3.000%, 06/15/33 | 19705 | &nbsp;&nbsp; 17279493 |
| Zoetis, Inc.  | Zoetis, Inc.  |  |  |
|  | 4.700%, 02/01/43 | 1200 | &nbsp;&nbsp; 1089803 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp; 4382258969 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp; 6183835644 |
| U.S. TREASURY OBLIGATIONS — (35.4%) | U.S. TREASURY OBLIGATIONS — (35.4%) | U.S. TREASURY OBLIGATIONS — (35.4%) | U.S. TREASURY OBLIGATIONS — (35.4%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.499%, 08/19/25  | 30000 | &nbsp;&nbsp; 29935710 |
| U.S. Treasury Bonds  | U.S. Treasury Bonds  |  |  |
|  | 5.250%, 02/15/29  | 28500 | &nbsp;&nbsp; 29834824 |
|  | 6.125%, 08/15/29  | 25000 | &nbsp;&nbsp; 27041015 |
|  | 6.250%, 05/15/30  | 67000 | &nbsp;&nbsp; 73626719 |
|  | 4.625%, 02/15/40  | 4000 | &nbsp;&nbsp; 3984219 |
|  | 1.125%, 05/15/40  | 184000 | &nbsp;&nbsp; 113598437 |
|  | 4.375%, 05/15/40  | 18500 | &nbsp;&nbsp; 17907422 |
|  | 1.125%, 08/15/40  | 195000 | &nbsp;&nbsp; 119254687 |
|  | 3.875%, 08/15/40  | 25000 | &nbsp;&nbsp; 22773438 |
|  | 1.375%, 11/15/40  | 162000 | &nbsp;&nbsp; 102623203 |
|  | 1.875%, 02/15/41  | 137000 | &nbsp;&nbsp; 93609531 |
|  | 1.750%, 08/15/41  | 160000 | &nbsp;&nbsp; 105356250 |
|  | 2.000%, 11/15/41  | 146000 | &nbsp;&nbsp; 99548047 |
|  | 2.375%, 02/15/42  | 135000 | &nbsp;&nbsp; 97221094 |
|  | 2.750%, 08/15/42  | 123000 | &nbsp;&nbsp; 93153281 |
|  | 2.750%, 11/15/42  | 120000 | &nbsp;&nbsp; 90459374 |
|  | 3.125%, 02/15/43  | 114000 | &nbsp;&nbsp; 90687890 |
|  | 2.875%, 05/15/43  | 130000 | &nbsp;&nbsp; 99191015 |
|  | 3.625%, 08/15/43  | 60000 | &nbsp;&nbsp; 51042187 |
|  | 3.625%, 02/15/44  | 110000 | &nbsp;&nbsp; 93083203 |
|  | 3.375%, 05/15/44  | 126000 | &nbsp;&nbsp; 102443907 |
|  | 3.125%, 08/15/44  | 130000 | &nbsp;&nbsp; 101323828 |
|  | 3.000%, 11/15/44  | 80000 | &nbsp;&nbsp; 60890625 |
|  | 2.500%, 02/15/45  | 88000 | &nbsp;&nbsp; 61211563 |
|  | 3.000%, 05/15/45  | 50000 | &nbsp;&nbsp; 37845703 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
|  | 0.250%, 08/31/25  | 50000 | &nbsp;&nbsp; 49831182 |
| # | 3.500%, 09/15/25  | 25000 | &nbsp;&nbsp; 24981811 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.170%, FRN, <br> 4.451%, 10/31/25 <br>| 130000 | &nbsp;&nbsp; 130050077 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.245%, FRN, <br> 4.526%, 01/31/26 <br>| 146000 | &nbsp;&nbsp; $146144426 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.150%, FRN, <br> 4.431%, 04/30/26 <br>| 188000 | &nbsp;&nbsp; 188145076 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.182%, FRN, <br> 4.463%, 07/31/26 <br>| 195000 | &nbsp;&nbsp; 195206507 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.205%, FRN, <br> 4.486%, 10/31/26 <br>| 170000 | &nbsp;&nbsp; 170185623 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.098%, FRN, <br> 4.379%, 01/31/27 <br>| 148000 | &nbsp;&nbsp; 147971121 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.160%, FRN, <br> 4.441%, 04/30/27 <br>| 134000 | &nbsp;&nbsp; 134079209 |
|  | 3.125%, 11/15/28  | 75000 | &nbsp;&nbsp; 73227539 |
|  | 2.625%, 02/15/29  | 25000 | &nbsp;&nbsp; 23958985 |
|  | 2.375%, 03/31/29  | 10000 | &nbsp;&nbsp; 9479688 |
|  | 3.500%, 01/31/30  | 25000 | &nbsp;&nbsp; 24549805 |
|  | 3.500%, 04/30/30  | 25000 | &nbsp;&nbsp; 24514648 |
|  | 3.750%, 05/31/30  | 19000 | &nbsp;&nbsp; 18827813 |
|  | 3.750%, 06/30/30  | 19000 | &nbsp;&nbsp; 18818906 |
|  | 4.000%, 07/31/30  | 25000 | &nbsp;&nbsp; 25037109 |
|  | 4.125%, 08/31/30  | 65000 | &nbsp;&nbsp; 65464649 |
|  | 4.625%, 09/30/30  | 65000 | &nbsp;&nbsp; 66944922 |
|  | 4.875%, 10/31/30  | 25000 | &nbsp;&nbsp; 26041992 |
|  | 4.375%, 11/30/30  | 25000 | &nbsp;&nbsp; 25456055 |
|  | 4.250%, 02/28/31  | 25000 | &nbsp;&nbsp; 25291992 |
|  | 4.625%, 05/31/31  | 10000 | &nbsp;&nbsp; 10298047 |
|  | 1.250%, 08/15/31  | 60000 | &nbsp;&nbsp; 51021094 |
|  | 1.375%, 11/15/31  | 50000 | &nbsp;&nbsp; 42517578 |
|  | 4.375%, 01/31/32  | 30000 | &nbsp;&nbsp; 30452344 |
|  | 1.875%, 02/15/32  | 105000 | &nbsp;&nbsp; 91608399 |
|  | 4.125%, 02/29/32  | 60000 | &nbsp;&nbsp; 60044531 |
|  | 2.875%, 05/15/32  | 95000 | &nbsp;&nbsp; 87975196 |
|  | 2.750%, 08/15/32  | 120000 | &nbsp;&nbsp; 109832813 |
|  | 4.125%, 11/15/32  | 80000 | &nbsp;&nbsp; 79821875 |
|  | 3.500%, 02/15/33  | 55000 | &nbsp;&nbsp; 52572266 |
|  | 3.375%, 05/15/33  | 50000 | &nbsp;&nbsp; 47244140 |
|  | 3.875%, 08/15/33  | 35000 | &nbsp;&nbsp; 34159180 |
|  | 4.500%, 11/15/33  | 50000 | &nbsp;&nbsp; 50886719 |
| U.S.Treasury Notes  | U.S.Treasury Notes  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp; 3M USTMMR + <br> 0.159%, FRN, <br> 4.440%, 07/31/27 <br>| 170000 | &nbsp;&nbsp; 170204564 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY <br> OBLIGATIONS |  | &nbsp;&nbsp; 4350495053 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,531,654,889) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,531,654,889) |  | &nbsp;&nbsp; 11981120231 |

---

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

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.5%) | SECURITIES LENDING COLLATERAL — (2.5%) | SECURITIES LENDING COLLATERAL — (2.5%) | SECURITIES LENDING COLLATERAL — (2.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp; The DFA Short Term <br> Investment Fund<br>| 26422759 | &nbsp;&nbsp; $305632058 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $12,837,278,264)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost <br> $12,837,278,264)^^ |  | &nbsp;&nbsp; $12286752289 |

---

As of July 31, 2025, DFA Investment Grade Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 14868369 | EUR | 12652078 | State Street Bank and Trust | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $429824 |
| USD | 53407539 | EUR | 45981305 | Citibank, N.A. | 08/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881615 |
| USD | 19984248 | EUR | 16988611 | HSBC Bank | 08/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564713 |
| USD | 43577509 | EUR | 36804576 | HSBC Bank | 09/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1486956 |
| USD | 195001 | GBP | 145559 | Citibank, N.A. | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2671 |
| USD | 19509402 | GBP | 14328118 | State Street Bank and Trust | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 577385 |
| USD | 91697998 | JPY | 13458698591 | UBS AG | 09/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1921068 |
| USD | 14646539 | EUR | 12652078 | UBS AG | 09/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153461 |
| USD | 97510504 | AUD | 149691951 | Royal Bank of Canada | 10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1196910 |
| USD | 99824010 | AUD | 152790269 | Royal Bank of Canada | 10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1513076 |
| USD | 118930429 | AUD | 180715671 | Barclays Capital | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2639886 |
| USD | 114948101 | AUD | 177698976 | Royal Bank of Canada | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592094 |
| USD | 86687087 | AUD | 130904866 | Australia and New Zealand Bank | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2433326 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$14392985** |
| EUR | 12652078 | USD | 14588732 | UBS AG | 08/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(150187)<br>|
| USD | 12431260 | EUR | 11139794 | Citibank, N.A. | 08/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288170)<br>|
| GBP | 888300 | USD | 1188591 | Citibank, N.A. | 09/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14864)<br>|
| AUD | 3473087 | USD | 2266706 | Australia and New Zealand Bank | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31775)<br>|
| AUD | 2723624 | USD | 1782875 | Australia and New Zealand Bank | 10/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30119)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(515115)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$13877870** |

---

As of July 31, 2025, the value of Rule 144A securities amounted to $412,054,306 or 3.4% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1446789534 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1446789534 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 619130777 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 619130777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20668907 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20668907 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 257306315 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 257306315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8112768 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8112768 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $29415725 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $29415725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 111574029 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 111574029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4193453 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4193453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2240098 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2240098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30376127 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30376127 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 222317316 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 222317316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 127380564 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 127380564 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7316382 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7316382 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4618096 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4618096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8510534 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8510534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 58480426 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 58480426 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supranational Organization Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 168002367 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 168002367 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19411459 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19411459 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2251801 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2251801 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 100269531 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 100269531 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4382258969 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4382258969 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4350495053 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4350495053 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 305632058 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 305632058 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $12286752289 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $12286752289 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14392985 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14392985 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (515115) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (515115) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $13877870 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $13877870 |
| &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp; \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Inflation-Protected Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (99.7%) | U.S. TREASURY OBLIGATIONS — (99.7%) | U.S. TREASURY OBLIGATIONS — (99.7%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 1.750%, 01/15/28 | 255778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $258635395 |
| 3.625%, 04/15/28 | 436236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462765328 |
| 2.500%, 01/15/29 | 467869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486356752 |
| 3.875%, 04/15/29 | 453138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493883408 |
| 3.375%, 04/15/32 | 243573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270448800 |
| 2.125%, 02/15/40 | 404519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397400790 |
| 2.125%, 02/15/41 | 385770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375248556 |
| 0.750%, 02/15/42 | 194891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150260283 |
| 0.625%, 02/15/43 | 175464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129355274 |
| 1.375%, 02/15/44 | 128959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107426570 |
| 0.750%, 02/15/45 | 46412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33551854 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.750%, 07/15/28 | 52503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51876793 |
| 0.875%, 01/15/29 | 512395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504633001 |
| 0.250%, 07/15/29 | 151426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145553443 |
| 0.125%, 01/15/30 | 244877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231370936 |
| 0.125%, 07/15/30 | 115342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108469914 |
| 0.125%, 01/15/31 | 209919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194636766 |
| 0.125%, 07/15/31 | 142719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131439693 |
| 0.125%, 01/15/32 | 248154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224919378 |
| 0.625%, 07/15/32 | 30977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28870326 |
| 1.125%, 01/15/33 | 98200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93686523 |
| 1.375%, 07/15/33 | 29635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28711346 |
| 1.750%, 01/15/34 | 116075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114767945 |
| 1.875%, 07/15/34 | 17415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17388348 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($5417314507) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5041657422 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.250% | 14365499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14365499 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $5,431,680,006)^^ | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $5,431,680,006)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5056022921 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5041657422 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5041657422 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; $14365499 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14365499 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $14365499 | &nbsp;&nbsp;&nbsp; $5041657422 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $5056022921 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (98.1%) | MUNICIPAL BONDS — (98.1%) | MUNICIPAL BONDS — (98.1%) | MUNICIPAL BONDS — (98.1%) |
| ALABAMA — (0.2%) | ALABAMA — (0.2%) | ALABAMA — (0.2%) | ALABAMA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/35 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 585 | &nbsp;&nbsp; $600161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tuscaloosa City Board of <br> Education (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Tuscaloosa City Board of <br> Education (RB)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 720 | &nbsp;&nbsp; 737232 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/41 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 995 | &nbsp;&nbsp; 1018813 |
| TOTAL ALABAMA | TOTAL ALABAMA |  | &nbsp;&nbsp; 2356206 |
| ALASKA — (0.3%) | ALASKA — (0.3%) | ALASKA — (0.3%) | ALASKA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Borough of <br> Matanuska-Susitna (RB) <br> Series 2025A | &nbsp;&nbsp;&nbsp;&nbsp; Borough of <br> Matanuska-Susitna (RB) <br> Series 2025A |  |  |
|  | 5.000%, 09/01/26  | 3000 | &nbsp;&nbsp; 3076593 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Alaska (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Alaska (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 760 | &nbsp;&nbsp; 760000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Alaska <br> International Airports <br> System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Alaska <br> International Airports <br> System (RB) Series A |  |  |
|  | 5.000%, 10/01/26  | 370 | &nbsp;&nbsp; 380117 |
| TOTAL ALASKA | TOTAL ALASKA |  | &nbsp;&nbsp; 4216710 |
| ARIZONA — (1.3%) | ARIZONA — (1.3%) | ARIZONA — (1.3%) | ARIZONA — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arizona Board of Regents <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Arizona Board of Regents <br> (RB) Series A |  |  |
|  | 5.000%, 06/01/27  | 500 | &nbsp;&nbsp; 521848 |
|  | 5.000%, 07/01/28  | 1720 | &nbsp;&nbsp; 1722207 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Glendale Water & <br> Sewer Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Glendale Water & <br> Sewer Revenue (RB)  |  |  |
|  | 5.000%, 07/01/26  | 1995 | &nbsp;&nbsp; 2040168 |
|  | 5.000%, 07/01/27  | 690 | &nbsp;&nbsp; 722910 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Mesa Utility System <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Mesa Utility System <br> Revenue (RB)  |  |  |
|  | 4.000%, 07/01/31  | 1395 | &nbsp;&nbsp; 1402172 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tucson (GO) Series <br> 2018-B | &nbsp;&nbsp;&nbsp;&nbsp; City of Tucson (GO) Series <br> 2018-B |  |  |
|  | 5.000%, 07/01/26  | 3840 | &nbsp;&nbsp; 3926236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
|  | 5.000%, 07/01/26  | 1250 | &nbsp;&nbsp; 1278989 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| 5.000%, 07/01/27  | 2730 | &nbsp;&nbsp; $2861256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 615 | &nbsp;&nbsp; 629263 |
| 5.000%, 07/01/27  | 2095 | &nbsp;&nbsp; 2195726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 01/01/34  | 2350 | &nbsp;&nbsp; 2406932 |
| TOTAL ARIZONA |  | &nbsp;&nbsp; 19707707 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Smith Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/27  | 1155 | &nbsp;&nbsp; 1207815 |
| CALIFORNIA — (4.5%) | CALIFORNIA — (4.5%) | CALIFORNIA — (4.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 04/01/27  | 835 | &nbsp;&nbsp; 858637 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/25/26  | 6080 | &nbsp;&nbsp; 6226006 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Los Angeles <br> (RN) Series A |  |  |
| 5.000%, 06/30/26  | 2885 | &nbsp;&nbsp; 2952497 |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/26  | 4000 | &nbsp;&nbsp; 4094319 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Riverside (RN) <br> Series A |  |  |
| 3.000%, 10/17/25  | 1250 | &nbsp;&nbsp; 1250683 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
| 5.000%, 05/15/34  | 7000 | &nbsp;&nbsp; 7084624 |
| State of California (GO)  |  |  |
| 4.000%, 08/01/25  | 1000 | &nbsp;&nbsp; 1000000 |
| 5.000%, 09/01/25  | 1470 | &nbsp;&nbsp; 1473067 |
| 5.000%, 10/01/25  | 1600 | &nbsp;&nbsp; 1604467 |
| 5.000%, 04/01/27  | 17740 | &nbsp;&nbsp; 18509480 |
| 5.000%, 08/01/27  | 2020 | &nbsp;&nbsp; 2124988 |
| 5.000%, 09/01/28  | 1675 | &nbsp;&nbsp; 1721745 |
| 5.000%, 10/01/28  | 20 | &nbsp;&nbsp; 20031 |
| 5.000%, 08/01/29  | 1155 | &nbsp;&nbsp; 1184301 |
| 5.000%, 10/01/29  | 3305 | &nbsp;&nbsp; 3360669 |
| 5.000%, 08/01/30  | 1405 | &nbsp;&nbsp; 1438816 |
| 5.000%, 09/01/30  | 1345 | &nbsp;&nbsp; 1379764 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 09/01/31  | 2600 | &nbsp;&nbsp; $2662985 |
| 5.000%, 08/01/33 | 5705 | &nbsp;&nbsp; 5811657 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 2110 | &nbsp;&nbsp; 2154555 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp; 66913291 |
| COLORADO — (1.8%) | COLORADO — (1.8%) | COLORADO — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adams & Weld Counties <br> School District No. 27J <br> Brighton (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 12/01/25  | 6015 | &nbsp;&nbsp; 6066623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 640 | &nbsp;&nbsp; 645600 |
| 5.000%, 12/15/26  | 5790 | &nbsp;&nbsp; 5990251 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 3135 | &nbsp;&nbsp; 3165015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series B |  |  |
| 5.000%, 09/15/26  | 1120 | &nbsp;&nbsp; 1150124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 3000 | &nbsp;&nbsp; 3029960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities <br> Authority (RB) Series <br> A-1 |  |  |
| 5.000%, 08/01/25  | 910 | &nbsp;&nbsp; 910000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 12/01/26  | 3025 | &nbsp;&nbsp; 3125405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metro Wastewater <br> Reclamation District <br> (RB) Series A |  |  |
| 5.000%, 04/01/26  | 1750 | &nbsp;&nbsp; 1779018 |
| TOTAL COLORADO |  | &nbsp;&nbsp; 25861996 |
| CONNECTICUT — (2.8%) | CONNECTICUT — (2.8%) | CONNECTICUT — (2.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bridgeport (GO) <br> Series B |  |  |
| 5.000%, 08/15/26  | 635 | &nbsp;&nbsp; 650924 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
| City of Danbury (GO)  |  |  |
| 4.000%, 02/23/26  | 15000 | &nbsp;&nbsp; $15108777 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New Haven (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 100 | &nbsp;&nbsp; 102006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regional School District <br> No. 18 (GO)  |  |  |
| 4.000%, 08/13/26  | 7000 | &nbsp;&nbsp; 7095239 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Connecticut (GO) <br> Series B |  |  |
| 5.000%, 05/15/27  | 2090 | &nbsp;&nbsp; 2128582 |
| Town of Greenwich (GO)  |  |  |
| 4.000%, 02/05/26  | 10000 | &nbsp;&nbsp; 10069472 |
| Town of Madison (GO)  |  |  |
| 3.500%, 12/18/25  | 6770 | &nbsp;&nbsp; 6792712 |
| TOTAL CONNECTICUT |  | &nbsp;&nbsp; 41947712 |
| DISTRICT OF COLUMBIA — (0.3%) | DISTRICT OF COLUMBIA — (0.3%) | DISTRICT OF COLUMBIA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series A |  |  |
| 5.000%, 06/01/34  | 2400 | &nbsp;&nbsp; 2466574 |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/26  | 1455 | &nbsp;&nbsp; 1485664 |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia <br> Income Tax Revenue <br> (RB) Series C |  |  |
| 5.000%, 10/01/26  | 935 | &nbsp;&nbsp; 962748 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL DISTRICT OF <br> COLUMBIA |  | &nbsp;&nbsp; 4914986 |
| FLORIDA — (5.0%) | FLORIDA — (5.0%) | FLORIDA — (5.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brevard County School <br> District (COP) Series A |  |  |
| 5.000%, 07/01/27  | 4545 | &nbsp;&nbsp; 4750175 |
| 5.000%, 07/01/28  | 3560 | &nbsp;&nbsp; 3800507 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cape Coral Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/25  | 755 | &nbsp;&nbsp; 757749 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 815 | &nbsp;&nbsp; 838520 |
| 5.000%, 10/01/27  | 375 | &nbsp;&nbsp; 395062 |
| 5.000%, 10/01/32  | 1025 | &nbsp;&nbsp; 1029077 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/25  | 300 | &nbsp;&nbsp; 301184 |
| 5.000%, 10/01/26  | 245 | &nbsp;&nbsp; 252070 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1270 | &nbsp;&nbsp; 1274809 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 880 | &nbsp;&nbsp; $905499 |
| 4.000%, 10/01/28  | 485 | &nbsp;&nbsp; 486403 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duval County Public <br> Schools (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/27  | 545 | &nbsp;&nbsp; 570229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Development <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/25  | 1530 | &nbsp;&nbsp; 1539457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Keys Aqueduct <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 5130 | &nbsp;&nbsp; 5139909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Pierce Utilities <br> Authority (RB) (AG) <br> Series A |  |  |
| 5.000%, 10/01/25  | 55 | &nbsp;&nbsp; 55199 |
| 5.000%, 10/01/26  | 290 | &nbsp;&nbsp; 297591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillsborough County <br> Industrial Development <br> Authority (RB) Series E |  |  |
| 2.800%, 11/15/54  | 1460 | &nbsp;&nbsp; 1460000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manatee County School <br> District (COP) (AG) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 310 | &nbsp;&nbsp; 316953 |
| 5.000%, 07/01/27  | 265 | &nbsp;&nbsp; 277572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami Beach <br> Redevelopment Agency <br> (TAN) (AG)  |  |  |
| 5.000%, 02/01/26  | 660 | &nbsp;&nbsp; 667735 |
| 5.000%, 02/01/27  | 360 | &nbsp;&nbsp; 372195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami-Dade County <br> Expressway Authority <br> (RB) (BAM) Series B |  |  |
| 5.000%, 07/01/26  | 3925 | &nbsp;&nbsp; 3931150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami-Dade County <br> Expressway Authority <br> (RB) Series B |  |  |
| 5.000%, 07/01/27  | 1040 | &nbsp;&nbsp; 1041670 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okaloosa County School <br> Board (COP) Series A |  |  |
| 5.000%, 10/01/25  | 1105 | &nbsp;&nbsp; 1109210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sarasota County Public <br> Hospital District (RB)  |  |  |
| 5.000%, 07/01/26  | 380 | &nbsp;&nbsp; 386751 |
| &nbsp;&nbsp;&nbsp;&nbsp; School Board of <br> Miami-Dade County <br> (COP) Series A |  |  |
| 5.000%, 05/01/26  | 6045 | &nbsp;&nbsp; 6144793 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 15000 | &nbsp;&nbsp; 15186511 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (GO) (AG)  |  |  |
| 5.000%, 07/01/27  | 2020 | &nbsp;&nbsp; $2111962 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/26  | 7215 | &nbsp;&nbsp; 7369544 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 2860 | &nbsp;&nbsp; 2920513 |
| 5.000%, 07/01/26  | 1060 | &nbsp;&nbsp; 1084649 |
| 5.000%, 07/01/27  | 2040 | &nbsp;&nbsp; 2139131 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 5.000%, 07/01/26 | 2123 | &nbsp;&nbsp; 2172537 |
| 5.000%, 07/01/27  | 504 | &nbsp;&nbsp; 528227 |
| Tampa Bay Water (RB)  |  |  |
| 5.000%, 10/01/26  | 1635 | &nbsp;&nbsp; 1681803 |
| TOTAL FLORIDA |  | &nbsp;&nbsp; 73296346 |
| GEORGIA — (0.2%) | GEORGIA — (0.2%) | GEORGIA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gainesville & Hall County <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 02/15/26  | 2500 | &nbsp;&nbsp; 2529052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Private Colleges & <br> Universities Authority <br> (RB)  |  |  |
| 5.000%, 10/01/25  | 295 | &nbsp;&nbsp; 295999 |
| TOTAL GEORGIA |  | &nbsp;&nbsp; 2825051 |
| HAWAII — (2.0%) | HAWAII — (2.0%) | HAWAII — (2.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series A |  |  |
| 5.000%, 07/01/26  | 85 | &nbsp;&nbsp; 86932 |
| 5.000%, 11/01/26  | 1080 | &nbsp;&nbsp; 1113315 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series B |  |  |
| 5.000%, 07/01/26  | 100 | &nbsp;&nbsp; 102273 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series D |  |  |
| 5.000%, 08/01/25  | 2000 | &nbsp;&nbsp; 2000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series E |  |  |
| 5.000%, 01/01/26  | 10540 | &nbsp;&nbsp; 10646707 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series F |  |  |
| 5.000%, 01/01/26  | 5125 | &nbsp;&nbsp; 5176885 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hawaii (GO) <br> Series A |  |  |
| 5.000%, 09/01/31  | 910 | &nbsp;&nbsp; 938785 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| HAWAII — (Continued) | HAWAII — (Continued) | HAWAII — (Continued) |
| County of Kauai (GO)  |  |  |
| 5.000%, 08/01/25  | 480 | &nbsp;&nbsp; $480000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series EY |  |  |
| 5.000%, 10/01/27  | 5050 | &nbsp;&nbsp; 5067189 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FG |  |  |
| 4.000%, 10/01/32  | 1560 | &nbsp;&nbsp; 1568677 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FH |  |  |
| 4.000%, 10/01/30  | 1925 | &nbsp;&nbsp; 1942594 |
| TOTAL HAWAII |  | &nbsp;&nbsp; 29123357 |
| IDAHO — (0.1%) | IDAHO — (0.1%) | IDAHO — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boise State University (RB) <br> Series A |  |  |
| 5.000%, 04/01/26  | 440 | &nbsp;&nbsp; 447052 |
| 5.000%, 04/01/27  | 410 | &nbsp;&nbsp; 426428 |
| &nbsp;&nbsp;&nbsp;&nbsp; Idaho Health Facilities <br> Authority (RB) Series <br> 2025A |  |  |
| 5.000%, 03/01/26  | 525 | &nbsp;&nbsp; 531855 |
| 5.000%, 03/01/27  | 240 | &nbsp;&nbsp; 248819 |
| TOTAL IDAHO |  | &nbsp;&nbsp; 1654154 |
| ILLINOIS — (2.3%) | ILLINOIS — (2.3%) | ILLINOIS — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Park District (GO) <br> Series C |  |  |
| 5.000%, 01/01/26  | 1015 | &nbsp;&nbsp; 1024160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 445 | &nbsp;&nbsp; 448455 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coles Christian Clark etc. <br> Counties Community <br> College District No. 517 <br> Lake Land (GO) Series <br> A |  |  |
| 5.000%, 12/01/25  | 4820 | &nbsp;&nbsp; 4855487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook & Will Counties <br> Community College <br> District No. 515 (GO) <br> (BAM) Series B |  |  |
| 5.000%, 12/01/26  | 225 | &nbsp;&nbsp; 231619 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County School <br> District No. 57 Mount <br> Prospect (GO)  |  |  |
| 5.000%, 12/01/25  | 2125 | &nbsp;&nbsp; 2140525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County Township <br> High School District No. <br> 225 (GO)  |  |  |
| 5.000%, 12/01/25  | 2795 | &nbsp;&nbsp; 2816141 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Cook (GO) <br> Series A |  |  |
| 5.000%, 11/15/26  | 2040 | &nbsp;&nbsp; $2098517 |
| &nbsp;&nbsp;&nbsp;&nbsp; DuPage County Forest <br> Preserve District (GO)  |  |  |
| 5.000%, 11/01/25  | 2140 | &nbsp;&nbsp; 2151726 |
| 5.000%, 11/01/26  | 280 | &nbsp;&nbsp; 287996 |
| Elmhurst Park District (GO)  |  |  |
| 5.000%, 12/15/25  | 735 | &nbsp;&nbsp; 741230 |
| 5.000%, 12/15/26  | 220 | &nbsp;&nbsp; 227116 |
| 5.000%, 12/15/27  | 220 | &nbsp;&nbsp; 232311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grundy Kendall & Will <br> Counties Community <br> High School District No. <br> 111 Minooka (GO)  |  |  |
| 5.000%, 12/01/27  | 350 | &nbsp;&nbsp; 368789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/32  | 6075 | &nbsp;&nbsp; 6113356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series C |  |  |
| 5.000%, 12/01/25  | 2480 | &nbsp;&nbsp; 2499341 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> A |  |  |
| 5.000%, 11/01/25  | 3945 | &nbsp;&nbsp; 3966847 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> B |  |  |
| 5.000%, 10/01/27  | 3000 | &nbsp;&nbsp; 3131226 |
| TOTAL ILLINOIS |  | &nbsp;&nbsp; 33334842 |
| INDIANA — (0.1%) | INDIANA — (0.1%) | INDIANA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Municipal Power <br> Agency (RB) (AG) <br> Series A |  |  |
| 5.000%, 01/01/26  | 1475 | &nbsp;&nbsp; 1489358 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westfield-Washington <br> Multi-School Building <br> Corp. (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
| 5.000%, 01/15/26  | 425 | &nbsp;&nbsp; 428901 |
| TOTAL INDIANA |  | &nbsp;&nbsp; 1918259 |
| IOWA — (0.1%) | IOWA — (0.1%) | IOWA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Iowa Board of <br> Regents (RB) Series <br> 2025A |  |  |
| 5.000%, 09/01/27  | 2000 | &nbsp;&nbsp; 2097238 |
| KANSAS — (1.2%) | KANSAS — (1.2%) | KANSAS — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lawrence (GO) <br> Series I |  |  |
| 4.000%, 05/01/26  | 13030 | &nbsp;&nbsp; 13164227 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KANSAS — (Continued) | KANSAS — (Continued) | KANSAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Olathe (GO) Series <br> A |  |  |
| 5.000%, 09/01/26  | 4170 | &nbsp;&nbsp; $4269948 |
| TOTAL KANSAS |  | &nbsp;&nbsp; 17434175 |
| KENTUCKY — (0.6%) | KENTUCKY — (0.6%) | KENTUCKY — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky Municipal Power <br> Agency (RB) (NPFG) <br> Series A |  |  |
| 5.000%, 09/01/31  | 510 | &nbsp;&nbsp; 518524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
| 5.000%, 05/01/26  | 1080 | &nbsp;&nbsp; 1099855 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
| 5.000%, 10/01/25  | 2625 | &nbsp;&nbsp; 2635356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB) Series B |  |  |
| 5.000%, 08/01/25  | 995 | &nbsp;&nbsp; 995000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB)  |  |  |
| 4.000%, 05/15/31  | 1400 | &nbsp;&nbsp; 1402802 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisville/Jefferson County <br> Metropolitan <br> Government (GO) Series <br> A |  |  |
| 5.000%, 12/01/25  | 2280 | &nbsp;&nbsp; 2299083 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp; 8950620 |
| LOUISIANA — (0.7%) | LOUISIANA — (0.7%) | LOUISIANA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ascension Parish School <br> Board (GO)  |  |  |
| 5.000%, 03/01/26  | 75 | &nbsp;&nbsp; 76036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisiana Public Facilities <br> Authority (RB) Series <br> 2025-A |  |  |
| 5.000%, 05/15/27  | 140 | &nbsp;&nbsp; 145269 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Louisiana (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 10030 | &nbsp;&nbsp; 10030000 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp; 10251305 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maine Turnpike Authority <br> (RB)  |  |  |
| 5.000%, 07/01/26  | 910 | &nbsp;&nbsp; 930743 |
| 5.000%, 07/01/27  | 1765 | &nbsp;&nbsp; 1849074 |
| TOTAL MAINE |  | &nbsp;&nbsp; 2779817 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (2.7%) | MARYLAND — (2.7%) | MARYLAND — (2.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 10/01/32  | 1690 | &nbsp;&nbsp; $1724173 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Anne Arundel <br> (GO) Series B |  |  |
| 5.000%, 10/01/26 | 2350 | &nbsp;&nbsp; 2419192 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 07/01/26  | 1235 | &nbsp;&nbsp; 1263719 |
| 5.000%, 08/01/26  | 3790 | &nbsp;&nbsp; 3796961 |
| County of Charles (GO)  |  |  |
| 5.000%, 10/01/25  | 610 | &nbsp;&nbsp; 612479 |
| 5.000%, 10/01/26  | 1095 | &nbsp;&nbsp; 1126856 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Prince George's <br> (GO) Series A |  |  |
| 5.000%, 08/01/25  | 1185 | &nbsp;&nbsp; 1185000 |
| 5.000%, 08/01/26  | 3280 | &nbsp;&nbsp; 3360833 |
| 5.000%, 08/01/27  | 2240 | &nbsp;&nbsp; 2354571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series <br> 2025A |  |  |
| 5.000%, 07/01/26  | 665 | &nbsp;&nbsp; 678940 |
| 5.000%, 07/01/27  | 355 | &nbsp;&nbsp; 370347 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 08/01/25 | 4305 | &nbsp;&nbsp; 4305000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 1200 | &nbsp;&nbsp; 1231014 |
| 5.000%, 08/01/28  | 15000 | &nbsp;&nbsp; 16130851 |
| TOTAL MARYLAND |  | &nbsp;&nbsp; 40559936 |
| MASSACHUSETTS — (3.5%) | MASSACHUSETTS — (3.5%) | MASSACHUSETTS — (3.5%) |
| City of Fall River (GO)  |  |  |
| 4.000%, 01/30/26  | 4455 | &nbsp;&nbsp; 4483057 |
| City of Peabody (GO)  |  |  |
| 4.000%, 07/10/26  | 5385 | &nbsp;&nbsp; 5449442 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/24/26  | 5945 | &nbsp;&nbsp; 6086794 |
| City of Revere (GO)  |  |  |
| 4.000%, 07/10/26  | 1129 | &nbsp;&nbsp; 1143261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 5000 | &nbsp;&nbsp; 5113857 |
| 5.000%, 07/01/29  | 5285 | &nbsp;&nbsp; 5397818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series I |  |  |
| 5.000%, 12/01/31  | 1375 | &nbsp;&nbsp; 1411475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/26  | 365 | &nbsp;&nbsp; 371959 |
| 5.000%, 07/01/27  | 320 | &nbsp;&nbsp; 331841 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Town of Easton (GO)  |  |  |
| 4.000%, 03/05/26  | 1764 | &nbsp;&nbsp; $1777684 |
| Town of Hingham (GO)  |  |  |
| 4.000%, 02/13/26  | 8205 | &nbsp;&nbsp; 8261002 |
| Town of Swampscott (GO)  |  |  |
| 4.000%, 03/05/26  | 1416 | &nbsp;&nbsp; 1427747 |
| Town of Westborough (GO)  |  |  |
| 4.000%, 03/27/26  | 5500 | &nbsp;&nbsp; 5546488 |
| Town of Winchester (GO)  |  |  |
| 4.000%, 07/17/26  | 2082 | &nbsp;&nbsp; 2111726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Winchester (GO) <br> Series B |  |  |
| 4.000%, 03/26/26  | 2500 | &nbsp;&nbsp; 2522684 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> MASSACHUSETTS |  | &nbsp;&nbsp; 51436835 |
| MICHIGAN — (1.2%) | MICHIGAN — (1.2%) | MICHIGAN — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Birmingham City School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 1225 | &nbsp;&nbsp; 1246692 |
| 5.000%, 05/01/27  | 2940 | &nbsp;&nbsp; 3065637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Michigan University <br> (RB) Series A |  |  |
| 5.000%, 10/01/25  | 905 | &nbsp;&nbsp; 908448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chippewa Valley Schools <br> (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/26  | 1420 | &nbsp;&nbsp; 1445932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmington Public School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 735 | &nbsp;&nbsp; 748015 |
| 5.000%, 05/01/27  | 1400 | &nbsp;&nbsp; 1457868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferris State University (RB) <br> (AG) Series A |  |  |
| 5.000%, 10/01/27  | 340 | &nbsp;&nbsp; 358035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grandville Public Schools <br> (GO) (AG)  |  |  |
| 5.000%, 05/01/26  | 540 | &nbsp;&nbsp; 549562 |
| 5.000%, 05/01/27  | 580 | &nbsp;&nbsp; 603974 |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan State University <br> (RB) Series A |  |  |
| 5.000%, 08/15/25  | 1455 | &nbsp;&nbsp; 1456339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portage Public Schools <br> (GO) (BAM)  |  |  |
| 6.000%, 11/01/25  | 1115 | &nbsp;&nbsp; 1124255 |
| 6.000%, 11/01/26  | 465 | &nbsp;&nbsp; 485128 |
| 6.000%, 11/01/27  | 220 | &nbsp;&nbsp; 236732 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Lyon Community <br> Schools (GO)  |  |  |
| 5.000%, 05/01/26  | 880 | &nbsp;&nbsp; 896046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warren Consolidated <br> Schools (GO) (Q-SBLF) <br> Series II |  |  |
| 5.000%, 05/01/26  | 2075 | &nbsp;&nbsp; 2112056 |
| 5.000%, 05/01/27  | 1045 | &nbsp;&nbsp; 1088377 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp; 17783096 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (4.2%) | MINNESOTA — (4.2%) | MINNESOTA — (4.2%) |
| City of Minneapolis (GO)  |  |  |
| 5.000%, 12/01/25  | 5035 | &nbsp;&nbsp; $5076465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cloquet Independent <br> School District No. 94 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 2370 | &nbsp;&nbsp; 2398953 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 3235 | &nbsp;&nbsp; 3261098 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/31  | 1030 | &nbsp;&nbsp; 1060481 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Council (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1825 | &nbsp;&nbsp; 1841380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Higher <br> Education Facilities <br> Authority (RB) Series B |  |  |
| 5.000%, 10/01/25  | 335 | &nbsp;&nbsp; 336134 |
| 5.000%, 10/01/26  | 385 | &nbsp;&nbsp; 394631 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Municipal Power <br> Agency (RB)  |  |  |
| 5.000%, 10/01/28  | 145 | &nbsp;&nbsp; 145536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northfield Independent <br> School District No. 659 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 1295 | &nbsp;&nbsp; 1310367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 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 | &nbsp;&nbsp; 1771554 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 10000 | &nbsp;&nbsp; 10000000 |
| 5.000%, 08/01/27  | 15920 | &nbsp;&nbsp; 16743854 |
| 5.000%, 08/01/33  | 985 | &nbsp;&nbsp; 1002868 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series B |  |  |
| 5.000%, 08/01/25 | 12675 | &nbsp;&nbsp; 12675000 |
| 4.000%, 08/01/32  | 3420 | &nbsp;&nbsp; 3421695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Minnesota <br> Municipal Power Agency <br> (RB) Series A |  |  |
| 5.000%, 01/01/26  | 1060 | &nbsp;&nbsp; 1070584 |
| TOTAL MINNESOTA |  | &nbsp;&nbsp; 62510600 |
| MISSISSIPPI — (0.2%) | MISSISSIPPI — (0.2%) | MISSISSIPPI — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Mississippi (GO) <br> Series B |  |  |
| 5.000%, 12/01/28  | 1015 | &nbsp;&nbsp; 1045381 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MISSISSIPPI — (Continued) | MISSISSIPPI — (Continued) | MISSISSIPPI — (Continued) | MISSISSIPPI — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Mississippi (GO) <br> Series F | &nbsp;&nbsp;&nbsp;&nbsp; State of Mississippi (GO) <br> Series F |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/34 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 1285 | &nbsp;&nbsp; $1289871 |
| TOTAL MISSISSIPPI | TOTAL MISSISSIPPI |  | &nbsp;&nbsp; 2335252 |
| MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Curators of the University <br> of Missouri (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Curators of the University <br> of Missouri (RB)  |  |  |
|  | 5.000%, 11/01/25  | 8000 | &nbsp;&nbsp; 8047072 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Charles County School <br> District No. R-IV <br> Wentzville (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; St. Charles County School <br> District No. R-IV <br> Wentzville (GO)  |  |  |
|  | 4.000%, 03/01/29  | 1635 | &nbsp;&nbsp; 1647653 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | &nbsp;&nbsp; 9694725 |
| 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 | &nbsp;&nbsp; 1138405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nebraska State Colleges <br> Facilities Corp. (RB) <br> (AG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Nebraska State Colleges <br> Facilities Corp. (RB) <br> (AG) Series B |  |  |
|  | 5.000%, 07/15/26  | 645 | &nbsp;&nbsp; 658012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omaha Public Power <br> District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Omaha Public Power <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/31  | 1020 | &nbsp;&nbsp; 1031055 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | &nbsp;&nbsp; 2827472 |
| NEVADA — (0.7%) | NEVADA — (0.7%) | NEVADA — (0.7%) | NEVADA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) Series A |  |  |
|  | 5.000%, 06/15/26  | 1280 | &nbsp;&nbsp; 1306079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) Series B |  |  |
|  | 5.000%, 06/15/26  | 1915 | &nbsp;&nbsp; 1954016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County Water <br> Reclamation District <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Clark County Water <br> Reclamation District <br> (GO)  |  |  |
|  | 4.000%, 07/01/33  | 1990 | &nbsp;&nbsp; 1998256 |
| County of Clark (GO)  | County of Clark (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1850 | &nbsp;&nbsp; 1864944 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Nevada Highway <br> Improvement Revenue <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Nevada Highway <br> Improvement Revenue <br> (RB) Series A |  |  |
|  | 5.000%, 12/01/25  | 3140 | &nbsp;&nbsp; 3166387 |
| TOTAL NEVADA | TOTAL NEVADA |  | &nbsp;&nbsp; 10289682 |
| NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) |
| City of Nashua (GO)  | City of Nashua (GO)  |  |  |
|  | 5.000%, 10/01/25  | 3005 | &nbsp;&nbsp; 3017212 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (8.1%) | NEW JERSEY — (8.1%) | NEW JERSEY — (8.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Hoboken (GO) <br> Series A |  |  |
| 4.000%, 03/10/26  | 8040 | &nbsp;&nbsp; $8104863 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Jersey City (GO) <br> Series D |  |  |
| 4.500%, 10/22/25  | 4525 | &nbsp;&nbsp; 4541572 |
| City of Plainfield (GO)  |  |  |
| 4.000%, 08/07/25  | 6000 | &nbsp;&nbsp; 6001320 |
| City of Summit (GO)  |  |  |
| 4.000%, 07/16/26  | 1465 | &nbsp;&nbsp; 1484598 |
| County of Hudson (GO)  |  |  |
| 4.000%, 02/26/26  | 15035 | &nbsp;&nbsp; 15147436 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Mercer (GO) <br> Series A |  |  |
| 4.000%, 03/31/26  | 5200 | &nbsp;&nbsp; 5244879 |
| County of Union (GO)  |  |  |
| 4.000%, 06/12/26  | 15000 | &nbsp;&nbsp; 15177741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Essex County <br> Improvement Authority <br> (RN)  |  |  |
| 5.000%, 03/17/26  | 1785 | &nbsp;&nbsp; 1811264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson County <br> Improvement Authority <br> (RN) Series A |  |  |
| 4.000%, 03/12/26  | 957 | &nbsp;&nbsp; 964025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson County <br> Improvement Authority <br> (RN) Series B |  |  |
| 4.000%, 06/24/26  | 630 | &nbsp;&nbsp; 637035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monmouth County <br> Improvement Authority <br> (RN)  |  |  |
| 4.000%, 03/13/26  | 4630 | &nbsp;&nbsp; 4665574 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Educational <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 08/01/25  | 3370 | &nbsp;&nbsp; 3370000 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Educational <br> Facilities Authority (RB) <br> (AG) Series A |  |  |
| 5.000%, 07/01/26  | 705 | &nbsp;&nbsp; 720424 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series BB1 |  |  |
| 5.000%, 06/15/32  | 1310 | &nbsp;&nbsp; 1382351 |
| Princeton (GO)  |  |  |
| 4.000%, 02/19/26  | 10060 | &nbsp;&nbsp; 10133696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of East <br> Brunswick (GO)  |  |  |
| 4.000%, 07/14/26  | 7000 | &nbsp;&nbsp; 7086481 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Lakewood <br> (GO)  |  |  |
| 4.000%, 12/18/25  | 4430 | &nbsp;&nbsp; 4450844 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Livingston <br> (GO)  |  |  |
| 4.000%, 12/05/25  | 10500 | &nbsp;&nbsp; $10543899 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of <br> Parsippany-Troy Hills <br> (GO)  |  |  |
| 4.000%, 10/29/25  | 10000 | &nbsp;&nbsp; 10028947 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of South <br> Brunswick (GO) Series A |  |  |
| 4.000%, 10/21/25  | 2500 | &nbsp;&nbsp; 2506454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Woodbridge <br> (GO)  |  |  |
| 4.000%, 03/13/26  | 5905 | &nbsp;&nbsp; 5952213 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp; 119955616 |
| NEW MEXICO — (1.1%) | NEW MEXICO — (1.1%) | NEW MEXICO — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 08/01/26  | 455 | &nbsp;&nbsp; 465580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central New Mexico <br> Community College <br> (GO)  |  |  |
| 5.000%, 08/15/26  | 2400 | &nbsp;&nbsp; 2461763 |
| 5.000%, 08/15/27  | 10290 | &nbsp;&nbsp; 10805714 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Albuquerque (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1000 | &nbsp;&nbsp; 1022549 |
| State of New Mexico (GO)  |  |  |
| 5.000%, 03/01/26  | 1500 | &nbsp;&nbsp; 1522125 |
| TOTAL NEW MEXICO |  | &nbsp;&nbsp; 16277731 |
| NEW YORK — (9.8%) | NEW YORK — (9.8%) | NEW YORK — (9.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amherst Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 08/05/26  | 3000 | &nbsp;&nbsp; 3042525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bath Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 2000 | &nbsp;&nbsp; 2018900 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 930 | &nbsp;&nbsp; 930000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A-1 |  |  |
| 4.000%, 08/01/32  | 1690 | &nbsp;&nbsp; 1694903 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 12/01/31  | 1135 | &nbsp;&nbsp; 1164580 |
| 5.000%, 12/01/34  | 1220 | &nbsp;&nbsp; 1243444 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 5000 | &nbsp;&nbsp; $5000000 |
| 5.000%, 08/01/26  | 1380 | &nbsp;&nbsp; 1415390 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/25  | 3305 | &nbsp;&nbsp; 3305000 |
| 5.000%, 08/01/32  | 785 | &nbsp;&nbsp; 799579 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E-5 |  |  |
| 2.750%, 03/01/48  | 10825 | &nbsp;&nbsp; 10825000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-5 |  |  |
| 2.800%, 06/01/44  | 9150 | &nbsp;&nbsp; 9150000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-6 |  |  |
| 2.750%, 06/01/44  | 4320 | &nbsp;&nbsp; 4320000 |
| City of Oneida (GO)  |  |  |
| 4.000%, 03/27/26  | 4500 | &nbsp;&nbsp; 4538620 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Rochester (GO) <br> Series I |  |  |
| 4.000%, 02/26/26  | 3000 | &nbsp;&nbsp; 3022603 |
| &nbsp;&nbsp;&nbsp;&nbsp; Connetquot Central School <br> District of Islip (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 5000 | &nbsp;&nbsp; 5062178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corning City School District <br> (GO) Series A |  |  |
| 4.000%, 06/18/26  | 3180 | &nbsp;&nbsp; 3221497 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.500%, 12/11/25  | 2190 | &nbsp;&nbsp; 2196235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeoye Falls-Lima <br> Central School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/25/26  | 2000 | &nbsp;&nbsp; 2021185 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/30/26  | 1055 | &nbsp;&nbsp; 1067388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority (RB) Series <br> C-1 |  |  |
| 5.000%, 11/15/28  | 6375 | &nbsp;&nbsp; 6407289 |
| 5.000%, 11/15/34  | 770 | &nbsp;&nbsp; 770877 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
| 5.000%, 11/15/25  | 305 | &nbsp;&nbsp; 307223 |
| 5.000%, 11/15/26  | 245 | &nbsp;&nbsp; 252911 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 885 | &nbsp;&nbsp; $907430 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Hartford Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 2000 | &nbsp;&nbsp; 2022472 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Convention <br> Center Development <br> Corp. (RB)  |  |  |
| 5.000%, 11/15/25  | 2000 | &nbsp;&nbsp; 2011022 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB)  |  |  |
| 5.000%, 07/01/26  | 485 | &nbsp;&nbsp; 495477 |
| 5.000%, 07/01/27  | 195 | &nbsp;&nbsp; 203430 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/30  | 1310 | &nbsp;&nbsp; 1343260 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series D |  |  |
| 5.000%, 02/15/35  | 3510 | &nbsp;&nbsp; 3563270 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
| 4.000%, 07/31/26  | 5000 | &nbsp;&nbsp; 5062791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 194 |  |  |
| 5.000%, 10/15/33  | 1635 | &nbsp;&nbsp; 1639325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 230 |  |  |
| 4.000%, 12/01/25  | 780 | &nbsp;&nbsp; 783856 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scotia-Glenville Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 07/31/26  | 4000 | &nbsp;&nbsp; 4052058 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Orangetown Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> B |  |  |
| 4.000%, 08/05/26  | 5500 | &nbsp;&nbsp; 5573072 |
| Town of Amherst (GO)  |  |  |
| 4.000%, 10/30/25  | 5590 | &nbsp;&nbsp; 5607074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of East Hampton <br> (GO) Series A |  |  |
| 4.000%, 08/15/25  | 5000 | &nbsp;&nbsp; 5002529 |
| Town of Monroe (GO)  |  |  |
| 4.000%, 08/01/25  | 3000 | &nbsp;&nbsp; 3000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of North Hempstead <br> (GO) Series A |  |  |
| 4.000%, 03/20/26  | 5000 | &nbsp;&nbsp; 5042234 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of North Hempstead <br> (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Town of North Hempstead <br> (GO) Series B |  |  |
|  | 4.000%, 09/19/25  | 14300 | &nbsp;&nbsp; $14326714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Salina (GO) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; Town of Salina (GO) Series <br> A |  |  |
|  | 4.000%, 06/05/26  | 5000 | &nbsp;&nbsp; 5054091 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Webster (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Town of Webster (GO) <br> Series A |  |  |
|  | 4.000%, 08/26/25  | 1100 | &nbsp;&nbsp; 1100924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series <br> A-2 | &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series <br> A-2 |  |  |
|  | 5.000%, 11/15/25  | 725 | &nbsp;&nbsp; 730327 |
|  | 5.000%, 11/15/26  | 825 | &nbsp;&nbsp; 852707 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series B |  |  |
|  | 5.000%, 11/15/29  | 2135 | &nbsp;&nbsp; 2226426 |
| TOTAL NEW YORK | TOTAL NEW YORK |  | &nbsp;&nbsp; 144377816 |
| NORTH CAROLINA — (1.8%) | NORTH CAROLINA — (1.8%) | NORTH CAROLINA — (1.8%) | NORTH CAROLINA — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series B |  |  |
|  | 2.850%, 01/15/38  | 3525 | &nbsp;&nbsp; 3525000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series C |  |  |
|  | 2.850%, 01/15/37  | 1765 | &nbsp;&nbsp; 1765000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series G | &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series G |  |  |
|  | 2.850%, 01/15/48  | 11270 | &nbsp;&nbsp; 11270000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series H | &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series H |  |  |
|  | 2.850%, 01/15/48  | 1190 | &nbsp;&nbsp; 1190000 |
| County of Brunswick (GO)  | County of Brunswick (GO)  |  |  |
|  | 5.000%, 08/01/25  | 2000 | &nbsp;&nbsp; 2000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Cabarrus (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; County of Cabarrus (RB) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 895 | &nbsp;&nbsp; 895000 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Union (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; County of Union (GO) <br> Series B |  |  |
|  | 5.000%, 09/01/26  | 3460 | &nbsp;&nbsp; 3556094 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Capital <br> Facilities Finance <br> Agency (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Capital <br> Facilities Finance <br> Agency (RB) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/01/55 <br> (Pre-refunded @ <br> $100, 10/1/25)<br>| 675 | &nbsp;&nbsp; 677628 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Medical <br> Care Commission (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 1910 | &nbsp;&nbsp; $1947225 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NORTH <br> CAROLINA |  | &nbsp;&nbsp; 26825947 |
| OHIO — (2.1%) | OHIO — (2.1%) | OHIO — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/26  | 1790 | &nbsp;&nbsp; 1812727 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cincinnati (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 3220 | &nbsp;&nbsp; 3246518 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cincinnati (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1830 | &nbsp;&nbsp; 1845071 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cleveland (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 3140 | &nbsp;&nbsp; 3164804 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 1390 | &nbsp;&nbsp; 1403240 |
| 5.000%, 01/01/27  | 1220 | &nbsp;&nbsp; 1260069 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Columbus (GO) <br> Series A |  |  |
| 5.000%, 08/15/25  | 1850 | &nbsp;&nbsp; 1851659 |
| City of Hamilton (GO)  |  |  |
| 4.000%, 12/17/25  | 535 | &nbsp;&nbsp; 537087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland State University <br> (RB) (BAM) Series C |  |  |
| 5.000%, 06/01/26  | 575 | &nbsp;&nbsp; 585728 |
| 5.000%, 06/01/27  | 485 | &nbsp;&nbsp; 504596 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Allen Hospital <br> Facilities Revenue (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 1315 | &nbsp;&nbsp; 1354911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ohio Higher Educational <br> Facility Commission <br> (RB)  |  |  |
| 2.750%, 01/01/43  | 6860 | &nbsp;&nbsp; 6860000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ohio State University (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 1065 | &nbsp;&nbsp; 1073449 |
| 5.000%, 12/01/26  | 465 | &nbsp;&nbsp; 480228 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> A |  |  |
| 5.000%, 05/01/32  | 920 | &nbsp;&nbsp; 951521 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Akron (RB) <br> Series A |  |  |
| 4.000%, 01/01/28  | 3245 | &nbsp;&nbsp; 3331328 |
| TOTAL OHIO |  | &nbsp;&nbsp; 30262936 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  |  |  |
|  | 4.000%, 03/01/27  | 1900 | &nbsp;&nbsp; $1942622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  |  |  |
|  | 3.000%, 03/01/26  | 1605 | &nbsp;&nbsp; 1608075 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | &nbsp;&nbsp; 3550697 |
| OREGON — (1.6%) | OREGON — (1.6%) | OREGON — (1.6%) | OREGON — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Washington <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; County of Washington <br> (GO)  |  |  |
|  | 5.000%, 06/01/26  | 5110 | &nbsp;&nbsp; 5219537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/15/33 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 955 | &nbsp;&nbsp; 975635 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/15/36 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 935 | &nbsp;&nbsp; 955203 |
| &nbsp;&nbsp;&nbsp;&nbsp; Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Multnomah County School <br> District No. 1J Portland <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 06/15/29  | 9480 | &nbsp;&nbsp; 9491462 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port of Portland Airport <br> Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Port of Portland Airport <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 07/01/26  | 435 | &nbsp;&nbsp; 444317 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series J | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series J |  |  |
|  | 2.800%, 06/01/39  | 2875 | &nbsp;&nbsp; 2875000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series M | &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series M |  |  |
|  | 2.800%, 12/01/44  | 4000 | &nbsp;&nbsp; 4000000 |
| TOTAL OREGON | TOTAL OREGON |  | &nbsp;&nbsp; 23961154 |
| PENNSYLVANIA — (1.8%) | PENNSYLVANIA — (1.8%) | PENNSYLVANIA — (1.8%) | PENNSYLVANIA — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Allegheny County Hospital <br> Development Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
|  | 5.000%, 07/15/26  | 1650 | &nbsp;&nbsp; 1683286 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25 | 9800 | &nbsp;&nbsp; 9800000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series B |  |  |
|  | 5.000%, 02/01/26  | 890 | &nbsp;&nbsp; 900873 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Pennsylvania (GO) <br> Series 1ST |  |  |
| 5.000%, 02/01/27  | 4625 | &nbsp;&nbsp; $4678912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Pennsylvania (GO) (AG) <br> Series D |  |  |
| 4.000%, 08/15/30  | 5500 | &nbsp;&nbsp; 5508145 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Stroudsburg Area <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> AA |  |  |
| 4.000%, 09/01/27  | 2330 | &nbsp;&nbsp; 2332978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Turnpike <br> Commission (RB) Series <br> A-1 |  |  |
| 5.000%, 12/01/31  | 625 | &nbsp;&nbsp; 635331 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Turnpike <br> Commission (RB) Series <br> C |  |  |
| 5.000%, 12/01/25  | 1075 | &nbsp;&nbsp; 1083456 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/27  | 205 | &nbsp;&nbsp; 214621 |
| TOTAL PENNSYLVANIA |  | &nbsp;&nbsp; 26837602 |
| RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cranston (GO) <br> Series 1 |  |  |
| 4.500%, 08/20/25  | 6000 | &nbsp;&nbsp; 6005400 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Rhode Island (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 1600 | &nbsp;&nbsp; 1639431 |
| TOTAL RHODE ISLAND |  | &nbsp;&nbsp; 7644831 |
| SOUTH CAROLINA — (2.6%) | SOUTH CAROLINA — (2.6%) | SOUTH CAROLINA — (2.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Anderson County School <br> District No. 4 (GO)  |  |  |
| 5.000%, 08/28/25  | 3000 | &nbsp;&nbsp; 3005155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beaufort County School <br> District (GO) Series A |  |  |
| 5.000%, 03/02/26  | 10020 | &nbsp;&nbsp; 10163230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beaufort County School <br> District (GO) Series B |  |  |
| 5.000%, 03/01/27  | 5500 | &nbsp;&nbsp; 5716020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charleston County School <br> District (GO) Series A |  |  |
| 5.000%, 02/01/26  | 3750 | &nbsp;&nbsp; 3801067 |
| 5.000%, 02/01/27  | 1375 | &nbsp;&nbsp; 1426993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orangeburg County School <br> District (GO)  |  |  |
| 5.000%, 08/13/25  | 2185 | &nbsp;&nbsp; 2186603 |
| 5.000%, 08/13/26  | 4000 | &nbsp;&nbsp; 4093312 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/30  | 1010 | &nbsp;&nbsp; $1011173 |
| &nbsp;&nbsp;&nbsp;&nbsp; York County School District <br> No. 1 (GO)  |  |  |
| 4.000%, 07/30/26  | 7000 | &nbsp;&nbsp; 7098251 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOUTH <br> CAROLINA |  | &nbsp;&nbsp; 38501804 |
| TENNESSEE — (1.6%) | TENNESSEE — (1.6%) | TENNESSEE — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Memphis (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 940 | &nbsp;&nbsp; 943772 |
| 5.000%, 04/01/26  | 1170 | &nbsp;&nbsp; 1189376 |
| 5.000%, 04/01/27  | 1390 | &nbsp;&nbsp; 1448405 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hamilton (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 6970 | &nbsp;&nbsp; 6970000 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Rutherford (GO) <br> Series A |  |  |
| 5.000%, 04/01/26  | 1960 | &nbsp;&nbsp; 1992721 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Rutherford (GO) <br> Series B |  |  |
| 5.000%, 04/01/26  | 2975 | &nbsp;&nbsp; 3024665 |
| 5.000%, 04/01/27  | 1405 | &nbsp;&nbsp; 1462628 |
| County of Williamson (GO)  |  |  |
| 5.000%, 04/01/26  | 1710 | &nbsp;&nbsp; 1738661 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/30  | 185 | &nbsp;&nbsp; 187563 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 01/01/28  | 3000 | &nbsp;&nbsp; 3063562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 07/01/26  | 650 | &nbsp;&nbsp; 664817 |
| 5.000%, 07/01/27  | 320 | &nbsp;&nbsp; 335366 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp; 23021536 |
| TEXAS — (16.6%) | TEXAS — (16.6%) | TEXAS — (16.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alamo Community College <br> District (GO)  |  |  |
| 5.000%, 02/15/26  | 440 | &nbsp;&nbsp; 445879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allen Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 595 | &nbsp;&nbsp; 602725 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1350 | &nbsp;&nbsp; $1367091 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 995 | &nbsp;&nbsp; 1009153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/27 | 2120 | &nbsp;&nbsp; 2224747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 08/15/25  | 3320 | &nbsp;&nbsp; 3323056 |
| 5.000%, 08/15/26  | 7240 | &nbsp;&nbsp; 7427582 |
| 5.000%, 08/15/27  | 10720 | &nbsp;&nbsp; 11254379 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 2285 | &nbsp;&nbsp; 2398905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carrizo Springs <br> Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/25  | 1580 | &nbsp;&nbsp; 1581394 |
| City of Allen (GO)  |  |  |
| 5.000%, 08/15/25  | 950 | &nbsp;&nbsp; 950800 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/25 | 3370 | &nbsp;&nbsp; 3376636 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/32  | 480 | &nbsp;&nbsp; 490098 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/31  | 860 | &nbsp;&nbsp; 880568 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bryan Electric <br> System Revenue (RB) <br> (AG)  |  |  |
| 5.000%, 07/01/26  | 860 | &nbsp;&nbsp; 878446 |
| City of Carrollton (GO)  |  |  |
| 5.000%, 08/15/26  | 1800 | &nbsp;&nbsp; 1845387 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Conroe (GO) Series <br> C |  |  |
| 5.000%, 11/15/25  | 1100 | &nbsp;&nbsp; 1107194 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Corpus Christi <br> Utility System Revenue <br> (RB) (AG)  |  |  |
| 5.000%, 07/15/26  | 725 | &nbsp;&nbsp; 741375 |
| City of Dallas (GO)  |  |  |
| 5.000%, 02/15/26  | 1270 | &nbsp;&nbsp; 1286010 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas (GO) Series <br> A |  |  |
| 5.000%, 08/15/25  | 3155 | &nbsp;&nbsp; 3157758 |
| 5.000%, 02/15/26  | 3130 | &nbsp;&nbsp; 3169458 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| 5.000%, 02/15/27  | 3580 | &nbsp;&nbsp; $3711347 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 1190 | &nbsp;&nbsp; 1225360 |
| City of El Paso (GO)  |  |  |
| 5.000%, 08/15/25  | 495 | &nbsp;&nbsp; 495429 |
| 5.000%, 08/15/26  | 895 | &nbsp;&nbsp; 916574 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26  | 460 | &nbsp;&nbsp; 466230 |
| 5.000%, 03/01/27  | 265 | &nbsp;&nbsp; 274918 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Worth Water & <br> Sewer System Revenue <br> (RB) Series A |  |  |
| 5.000%, 02/15/26  | 1170 | &nbsp;&nbsp; 1185822 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/26 | 2515 | &nbsp;&nbsp; 2548634 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Georgetown Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/15/26  | 300 | &nbsp;&nbsp; 307315 |
| 5.000%, 08/15/27  | 355 | &nbsp;&nbsp; 371852 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Greenville (GO) <br> (BAM)  |  |  |
| 4.000%, 02/15/27  | 1770 | &nbsp;&nbsp; 1804634 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27  | 2670 | &nbsp;&nbsp; 2808272 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lubbock Water & <br> Wastewater System <br> (RB)  |  |  |
| 5.000%, 02/15/27  | 210 | &nbsp;&nbsp; 218416 |
| City of McKinney (GO)  |  |  |
| 5.000%, 08/15/25  | 3120 | &nbsp;&nbsp; 3122864 |
| 5.000%, 08/15/26  | 1225 | &nbsp;&nbsp; 1256016 |
| City of Pearland (GO)  |  |  |
| 5.000%, 03/01/26  | 660 | &nbsp;&nbsp; 667959 |
| 5.000%, 03/01/27  | 1600 | &nbsp;&nbsp; 1655644 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Pearland (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 875 | &nbsp;&nbsp; 904902 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/25  | 2160 | &nbsp;&nbsp; 2164640 |
| 5.000%, 09/01/26  | 2445 | &nbsp;&nbsp; 2508482 |
| 5.000%, 09/01/27  | 1310 | &nbsp;&nbsp; 1376111 |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26 | 5355 | &nbsp;&nbsp; 5421843 |
| 5.000%, 02/01/27  | 1600 | &nbsp;&nbsp; 1659137 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 4.000%, 02/01/28  | 1255 | &nbsp;&nbsp; 1269696 |
| City of Temple (GO)  |  |  |
| 5.000%, 08/01/26  | 850 | &nbsp;&nbsp; 870465 |
| 5.000%, 08/01/27  | 490 | &nbsp;&nbsp; 513134 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Temple (GO) Series <br> A |  |  |
| 5.000%, 08/01/25  | 285 | &nbsp;&nbsp; $285000 |
| 5.000%, 08/01/26  | 135 | &nbsp;&nbsp; 138250 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Temple (GO) Series <br> B |  |  |
| 5.000%, 08/01/25  | 175 | &nbsp;&nbsp; 175000 |
| 5.000%, 08/01/26  | 260 | &nbsp;&nbsp; 266260 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Temple Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/01/26  | 305 | &nbsp;&nbsp; 312343 |
| 5.000%, 08/01/27  | 265 | &nbsp;&nbsp; 277882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clear Lake City Water <br> Authority (GO)  |  |  |
| 5.000%, 03/01/26  | 260 | &nbsp;&nbsp; 263385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clifton Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series T |  |  |
| 5.000%, 08/15/25  | 440 | &nbsp;&nbsp; 440364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Comal Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/01/30  | 7525 | &nbsp;&nbsp; 7609454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 335 | &nbsp;&nbsp; 339530 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/26  | 2500 | &nbsp;&nbsp; 2532950 |
| County of Denton (GO)  |  |  |
| 5.000%, 07/15/26  | 600 | &nbsp;&nbsp; 614010 |
| 5.000%, 07/15/27  | 185 | &nbsp;&nbsp; 193861 |
| County of Ector (GO)  |  |  |
| 5.000%, 02/15/26  | 885 | &nbsp;&nbsp; 896109 |
| County of Harris (GO)  |  |  |
| 5.000%, 09/15/26  | 1105 | &nbsp;&nbsp; 1137080 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Harris (GO) <br> Series A |  |  |
| 5.000%, 09/15/25  | 2250 | &nbsp;&nbsp; 2256830 |
| 5.000%, 10/01/25  | 4225 | &nbsp;&nbsp; 4242479 |
| 5.000%, 09/15/26  | 845 | &nbsp;&nbsp; 869532 |
| 5.000%, 10/01/30  | 2060 | &nbsp;&nbsp; 2066202 |
| County of Hidalgo (GO)  |  |  |
| 5.000%, 08/15/26  | 1010 | &nbsp;&nbsp; 1032739 |
| County of Midland (GO)  |  |  |
| 5.000%, 02/15/26  | 2295 | &nbsp;&nbsp; 2324055 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 12255 | &nbsp;&nbsp; 12398789 |
| County of Travis (GO)  |  |  |
| 5.000%, 03/01/27  | 6350 | &nbsp;&nbsp; 6606777 |
| County of Williamson (GO)  |  |  |
| 5.000%, 02/15/26  | 1310 | &nbsp;&nbsp; 1327503 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 1495 | &nbsp;&nbsp; $1531765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/01/28 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 1920 | &nbsp;&nbsp; 1935159 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2660 | &nbsp;&nbsp; 2681002 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas County Utility & <br> Reclamation District <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Dallas County Utility & <br> Reclamation District <br> (GO)  |  |  |
|  | 5.000%, 02/15/26  | 605 | &nbsp;&nbsp; 612594 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Fort Worth <br> International Airport (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Dallas Fort Worth <br> International Airport (RB) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 2110 | &nbsp;&nbsp; 2122148 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Fort Worth <br> International Airport (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Dallas Fort Worth <br> International Airport (RB) <br> Series B |  |  |
|  | 5.000%, 11/01/25  | 1770 | &nbsp;&nbsp; 1780191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
|  | 5.000%, 02/15/26  | 430 | &nbsp;&nbsp; 435768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denton Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Denton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 8835 | &nbsp;&nbsp; 8842828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denton Independent <br> School District (GO) <br> (PSF-GTD) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Denton Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
|  | 5.000%, 08/15/27  | 1500 | &nbsp;&nbsp; 1573037 |
| &nbsp;&nbsp;&nbsp;&nbsp; DeSoto Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; DeSoto Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 940 | &nbsp;&nbsp; 963165 |
|  | 5.000%, 08/15/27  | 750 | &nbsp;&nbsp; 786023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 495 | &nbsp;&nbsp; 514533 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso County Hospital <br> District (GO) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; El Paso County Hospital <br> District (GO) (AG)  |  |  |
|  | 5.000%, 02/15/26  | 905 | &nbsp;&nbsp; 916187 |
|  | 5.000%, 02/15/27  | 590 | &nbsp;&nbsp; 609088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forney Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Forney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 500 | &nbsp;&nbsp; 512230 |
|  | 5.000%, 08/15/27  | 165 | &nbsp;&nbsp; 172798 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/26  | 1105 | &nbsp;&nbsp; $1133207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grapevine-Colleyville <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 3670 | &nbsp;&nbsp; 3760714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 05/15/27  | 800 | &nbsp;&nbsp; 830533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 890 | &nbsp;&nbsp; 924983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Humble Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1500 | &nbsp;&nbsp; 1520284 |
| 5.000%, 02/15/27  | 2500 | &nbsp;&nbsp; 2596339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hutto Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/25  | 175 | &nbsp;&nbsp; 175000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Irving Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 805 | &nbsp;&nbsp; 853411 |
| &nbsp;&nbsp;&nbsp;&nbsp; Katy Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1600 | &nbsp;&nbsp; 1621636 |
| 5.000%, 02/15/27  | 1500 | &nbsp;&nbsp; 1555726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lamar Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 335 | &nbsp;&nbsp; 339422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lancaster Independent <br> School District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 02/15/26  | 1545 | &nbsp;&nbsp; 1564061 |
| 5.000%, 02/15/27  | 425 | &nbsp;&nbsp; 440071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Leander Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 930 | &nbsp;&nbsp; 942426 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/25  | 3095 | &nbsp;&nbsp; 3097853 |
| &nbsp;&nbsp;&nbsp;&nbsp; Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 2025 | &nbsp;&nbsp; 2077533 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/26 | 2770 | &nbsp;&nbsp; $2819777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB) (AG)  |  |  |
| 5.000%, 05/15/27  | 500 | &nbsp;&nbsp; 521340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marble Falls Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1700 | &nbsp;&nbsp; 1722584 |
| 5.000%, 02/15/27  | 1100 | &nbsp;&nbsp; 1140173 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mesquite Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 1205 | &nbsp;&nbsp; 1235278 |
| 5.000%, 08/15/27  | 1500 | &nbsp;&nbsp; 1573371 |
| &nbsp;&nbsp;&nbsp;&nbsp; Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1595 | &nbsp;&nbsp; 1616999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Midway Independent <br> School <br> District/McLennan <br> County (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/25  | 2135 | &nbsp;&nbsp; 2135000 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Caney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 400 | &nbsp;&nbsp; 405193 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
| 5.000%, 06/01/26  | 1095 | &nbsp;&nbsp; 1117009 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/31  | 2075 | &nbsp;&nbsp; 2119324 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Tollway <br> Authority (RB) Series A |  |  |
| 5.000%, 01/01/31  | 2565 | &nbsp;&nbsp; 2585811 |
| 5.000%, 01/01/33  | 6990 | &nbsp;&nbsp; 7159555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/29  | 4500 | &nbsp;&nbsp; 4591621 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seguin Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 08/15/26  | 800 | &nbsp;&nbsp; 820421 |
| 5.000%, 08/15/27  | 550 | &nbsp;&nbsp; 576668 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 1750 | &nbsp;&nbsp; 1793331 |
| 5.000%, 08/15/27  | 1500 | &nbsp;&nbsp; 1572392 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 805 | &nbsp;&nbsp; $825633 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> A |  |  |
| 5.000%, 10/01/31  | 3075 | &nbsp;&nbsp; 3215326 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> B |  |  |
| 5.000%, 10/01/31  | 2675 | &nbsp;&nbsp; 2797072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stephen F Austin State <br> University (RB)  |  |  |
| 5.000%, 10/15/29  | 310 | &nbsp;&nbsp; 317956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/27  | 295 | &nbsp;&nbsp; 311119 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B |  |  |
| 5.000%, 07/01/26  | 435 | &nbsp;&nbsp; 443482 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Department of <br> Transportation State <br> Highway Fund (RB) <br> Series A |  |  |
| 5.000%, 10/01/25  | 1220 | &nbsp;&nbsp; 1224958 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/26  | 2245 | &nbsp;&nbsp; 2273988 |
| 5.000%, 02/15/27  | 490 | &nbsp;&nbsp; 508406 |
| &nbsp;&nbsp;&nbsp;&nbsp; Timber Lane Utility District <br> (GO) (AG) Series A |  |  |
| 4.000%, 08/01/25  | 555 | &nbsp;&nbsp; 555000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
| 5.000%, 02/01/26  | 240 | &nbsp;&nbsp; 242840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upper Trinity Regional <br> Water District (RB) <br> (BAM)  |  |  |
| 5.000%, 08/01/26  | 410 | &nbsp;&nbsp; 419585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/25  | 250 | &nbsp;&nbsp; 250226 |
| 5.000%, 08/15/26  | 100 | &nbsp;&nbsp; 102542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 625 | &nbsp;&nbsp; 633115 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Travis County Public <br> Utility Agency (RB) (AG)  |  |  |
| 6.500%, 08/15/25  | 675 | &nbsp;&nbsp; 675922 |
| 6.500%, 08/15/26  | 280 | &nbsp;&nbsp; 290576 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 220 | &nbsp;&nbsp; $220198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/38 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 4740 | &nbsp;&nbsp; 4744455 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/40 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 2345 | &nbsp;&nbsp; 2347204 |
| TOTAL TEXAS | TOTAL TEXAS |  | &nbsp;&nbsp; 245177886 |
| UTAH — (0.1%) | UTAH — (0.1%) | UTAH — (0.1%) | UTAH — (0.1%) |
| Utah Transit Authority (RB)  | Utah Transit Authority (RB)  |  |  |
|  | 5.000%, 12/15/26  | 765 | &nbsp;&nbsp; 791214 |
| VIRGINIA — (0.9%) | VIRGINIA — (0.9%) | VIRGINIA — (0.9%) | VIRGINIA — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Norfolk Water <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Norfolk Water <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/01/25  | 7495 | &nbsp;&nbsp; 7540618 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 01/01/26  | 2215 | &nbsp;&nbsp; 2239713 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Fairfax (GO) (ST <br> AID WITHHLDG) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; County of Fairfax (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
|  | 4.000%, 10/01/25  | 2185 | &nbsp;&nbsp; 2190320 |
|  | 5.000%, 10/01/26  | 1035 | &nbsp;&nbsp; 1064748 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 525 | &nbsp;&nbsp; 529218 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | &nbsp;&nbsp; 13564617 |
| WASHINGTON — (9.2%) | WASHINGTON — (9.2%) | WASHINGTON — (9.2%) | WASHINGTON — (9.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Puget Sound <br> Regional Transit <br> Authority (RB) Series <br> S-1 | &nbsp;&nbsp;&nbsp;&nbsp; Central Puget Sound <br> Regional Transit <br> Authority (RB) Series <br> S-1 |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 6075 | &nbsp;&nbsp; 6113802 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 12070 | &nbsp;&nbsp; 12117277 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 7390 | &nbsp;&nbsp; 7437201 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 5.000%, 06/01/26  | 13160 | &nbsp;&nbsp; 13437697 |
|  | 4.000%, 12/01/32  | 1360 | &nbsp;&nbsp; 1360339 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
| 5.000%, 05/01/26  | 1035 | &nbsp;&nbsp; $1054908 |
| 5.000%, 05/01/27  | 565 | &nbsp;&nbsp; 590266 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
| 5.000%, 02/01/26  | 4515 | &nbsp;&nbsp; 4575426 |
| 5.000%, 02/01/27  | 430 | &nbsp;&nbsp; 446087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/26  | 690 | &nbsp;&nbsp; 712718 |
| County of King (GO)  |  |  |
| 5.000%, 12/01/25 | 4145 | &nbsp;&nbsp; 4178901 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 2560 | &nbsp;&nbsp; 2580938 |
| 4.000%, 01/01/26  | 500 | &nbsp;&nbsp; 503088 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 4995 | &nbsp;&nbsp; 5035854 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 01/01/26  | 310 | &nbsp;&nbsp; 313061 |
| Energy Northwest (RB)  |  |  |
| 5.000%, 07/01/26  | 525 | &nbsp;&nbsp; 525617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 7435 | &nbsp;&nbsp; 7584098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
| 5.000%, 01/01/26  | 380 | &nbsp;&nbsp; 383784 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AG)  |  |  |
| 5.000%, 01/01/26  | 210 | &nbsp;&nbsp; 212003 |
| &nbsp;&nbsp;&nbsp;&nbsp; King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 1520 | &nbsp;&nbsp; 1532279 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County Public <br> Hospital District No. 1 <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 1110 | &nbsp;&nbsp; 1116957 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 409 Tahoma (GO) <br> (SCH BD GTY)  |  |  |
| 3.500%, 12/01/25  | 750 | &nbsp;&nbsp; 751731 |
| 5.000%, 12/01/26  | 1065 | &nbsp;&nbsp; 1073578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
|  | 5.000%, 12/01/27  | 1810 | &nbsp;&nbsp; $1915181 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 414 Lake <br> Washington (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
|  | 5.000%, 12/01/25  | 940 | &nbsp;&nbsp; 948036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/01/35 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2280 | &nbsp;&nbsp; 2299534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 1025 | &nbsp;&nbsp; 1033005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A |  |  |
|  | 5.000%, 12/01/26  | 355 | &nbsp;&nbsp; 366925 |
|  | 5.000%, 12/01/27  | 370 | &nbsp;&nbsp; 391501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 300 | &nbsp;&nbsp; 309797 |
|  | 5.000%, 12/01/27  | 265 | &nbsp;&nbsp; 280090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/25  | 2615 | &nbsp;&nbsp; 2637091 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 5570 | &nbsp;&nbsp; 5570000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series B |  |  |
|  | 5.000%, 07/01/29  | 745 | &nbsp;&nbsp; 751997 |
|  | 5.000%, 08/01/29  | 1035 | &nbsp;&nbsp; 1057930 |
|  | 5.000%, 07/01/30  | 1060 | &nbsp;&nbsp; 1069646 |
|  | 5.000%, 07/01/31  | 7605 | &nbsp;&nbsp; 7670736 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2017A | &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2017A |  |  |
|  | 5.000%, 08/01/26  | 1070 | &nbsp;&nbsp; 1097118 |
|  | 5.000%, 08/01/28  | 3190 | &nbsp;&nbsp; 3263216 |
|  | 5.000%, 08/01/29  | 5755 | &nbsp;&nbsp; 5883072 |
|  | 5.000%, 08/01/31  | 1350 | &nbsp;&nbsp; 1377766 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2024C | &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2024C |  |  |
|  | 5.000%, 08/01/25  | 5320 | &nbsp;&nbsp; 5320000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025A | &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025A |  |  |
|  | 4.000%, 07/01/26  | 5120 | &nbsp;&nbsp; 5192473 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025E | &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025E |  |  |
|  | 5.000%, 08/01/28  | 3820 | &nbsp;&nbsp; 4097532 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (COP) <br> Series A |  |  |
| 5.000%, 01/01/26  | 6660 | &nbsp;&nbsp; $6724831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 03/01/26  | 790 | &nbsp;&nbsp; 800546 |
| 5.000%, 03/01/27  | 880 | &nbsp;&nbsp; 912335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 595 | &nbsp;&nbsp; 619151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 08/01/26  | 370 | &nbsp;&nbsp; 377459 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp; 135604578 |
| WISCONSIN — (2.7%) | WISCONSIN — (2.7%) | WISCONSIN — (2.7%) |
| City of Kenosha (GO)  |  |  |
| 4.000%, 09/01/25  | 825 | &nbsp;&nbsp; 825895 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/25  | 3545 | &nbsp;&nbsp; 3559407 |
| 5.000%, 10/01/26  | 6875 | &nbsp;&nbsp; 7079030 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Milwaukee (GO) <br> Series N-4 |  |  |
| 5.000%, 04/01/27  | 1060 | &nbsp;&nbsp; 1098717 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Milwaukee (GO) <br> (BAM) Series N-5 |  |  |
| 5.000%, 12/01/25  | 1985 | &nbsp;&nbsp; 1999681 |
| City of Racine (GO)  |  |  |
| 4.500%, 03/15/27  | 1810 | &nbsp;&nbsp; 1827984 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Pierce (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 1060 | &nbsp;&nbsp; 1075263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Green Bay Area Public <br> School District (GO)  |  |  |
| 4.000%, 04/01/26  | 500 | &nbsp;&nbsp; 504765 |
| 5.000%, 04/01/27  | 3555 | &nbsp;&nbsp; 3700221 |
| &nbsp;&nbsp;&nbsp;&nbsp; Madison Metropolitan <br> School District (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 820 | &nbsp;&nbsp; 853117 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oak Creek-Franklin Joint <br> School District (GO) <br> Series A |  |  |
| 4.000%, 10/01/25  | 3905 | &nbsp;&nbsp; 3914903 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| 4.000%, 04/01/26  | 5725 | &nbsp;&nbsp; $5783366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Onalaska School District <br> (GO)  |  |  |
| 5.000%, 04/01/26  | 4785 | &nbsp;&nbsp; 4860090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portage Community School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 100 | &nbsp;&nbsp; 101341 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 07/01/26  | 1295 | &nbsp;&nbsp; 1320843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sheboygan Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 595 | &nbsp;&nbsp; 603429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sparta Area School District <br> (GO) (AG)  |  |  |
| 5.000%, 03/01/26  | 550 | &nbsp;&nbsp; 557566 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 11/01/26  | 660 | &nbsp;&nbsp; 681407 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp; 40347025 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,445,347,908) |  | &nbsp;&nbsp; 1447949387 |
| COMMERCIAL PAPER — (1.9%) | COMMERCIAL PAPER — (1.9%) | COMMERCIAL PAPER — (1.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; California Statewide <br> Communities <br> Development Authority |  |  |
| 2.970%, 08/14/25 | 15000 | &nbsp;&nbsp; 15001629 |
| 2.800%, 11/04/25 | 5150 | &nbsp;&nbsp; 5149933 |
| County of Maricopa |  |  |
| 3.000%, 09/18/25 | 3316 | &nbsp;&nbsp; 3316391 |
| 2.900%, 11/05/25 | 4500 | &nbsp;&nbsp; 4499348 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $27,966,000) |  | &nbsp;&nbsp; 27967301 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,473,313,908)^^ |  | &nbsp;&nbsp; $1475916688 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1447949387 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1447949387 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27967301 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27967301 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1475916688 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1475916688 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 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 — (0.3%) | ALABAMA — (0.3%) | ALABAMA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mobile County Board of <br> School Commissioners <br> (ST) (BAM)  |  |  |
| 5.000%, 03/01/29  | 590 | &nbsp;&nbsp; $634992 |
| 5.000%, 03/01/30  | 810 | &nbsp;&nbsp; 884231 |
| 4.000%, 03/01/33  | 1250 | &nbsp;&nbsp; 1266781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mobile County Board of <br> School Commissioners <br> (ST) (BAM) Series B |  |  |
| 5.000%, 03/01/28  | 660 | &nbsp;&nbsp; 697714 |
| TOTAL ALABAMA |  | &nbsp;&nbsp; 3483718 |
| ALASKA — (0.0%) | ALASKA — (0.0%) | ALASKA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipality of Anchorage <br> (GO) Series A |  |  |
| 5.000%, 09/01/33  | 300 | &nbsp;&nbsp; 313633 |
| ARIZONA — (0.8%) | ARIZONA — (0.8%) | ARIZONA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Glendale Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 07/01/43  | 800 | &nbsp;&nbsp; 828804 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 1255 | &nbsp;&nbsp; 1261453 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Phoenix Civic <br> Improvement Corp. (RB) <br> Series A |  |  |
| 5.000%, 07/01/34  | 1905 | &nbsp;&nbsp; 1989641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glendale Union High <br> School District No. 205 <br> (GO) (AG) Series B |  |  |
| 5.000%, 07/01/28  | 250 | &nbsp;&nbsp; 266890 |
| 5.000%, 07/01/29  | 510 | &nbsp;&nbsp; 554763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO)  |  |  |
| 5.000%, 07/01/36  | 2450 | &nbsp;&nbsp; 2513933 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 3040 | &nbsp;&nbsp; 3185577 |
| TOTAL ARIZONA |  | &nbsp;&nbsp; 10601061 |
| ARKANSAS — (0.2%) | ARKANSAS — (0.2%) | ARKANSAS — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Smith Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/30  | 2145 | &nbsp;&nbsp; 2259436 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARKANSAS — (Continued) | ARKANSAS — (Continued) | ARKANSAS — (Continued) |
| County of Pulaski (RB)  |  |  |
| 5.000%, 03/01/37  | 520 | &nbsp;&nbsp; $551928 |
| TOTAL ARKANSAS |  | &nbsp;&nbsp; 2811364 |
| CALIFORNIA — (3.4%) | CALIFORNIA — (3.4%) | CALIFORNIA — (3.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 11/01/41  | 4000 | &nbsp;&nbsp; 4218158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series D |  |  |
| 5.000%, 07/01/43  | 1200 | &nbsp;&nbsp; 1218490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/43  | 900 | &nbsp;&nbsp; 939317 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin Hills <br> Transportation Corridor <br> Agency (RB) Series A |  |  |
| 5.000%, 01/15/30  | 750 | &nbsp;&nbsp; 815205 |
| State of California (GO)  |  |  |
| 5.000%, 08/01/25  | 765 | &nbsp;&nbsp; 765000 |
| 5.000%, 08/01/26 | 2250 | &nbsp;&nbsp; 2308404 |
| 3.500%, 08/01/27  | 800 | &nbsp;&nbsp; 816057 |
| 5.000%, 11/01/27  | 5610 | &nbsp;&nbsp; 5935350 |
| 5.000%, 04/01/29  | 2000 | &nbsp;&nbsp; 2184896 |
| 5.000%, 08/01/30  | 2300 | &nbsp;&nbsp; 2355358 |
| 5.000%, 10/01/31  | 1885 | &nbsp;&nbsp; 2130689 |
| 4.000%, 08/01/35  | 625 | &nbsp;&nbsp; 625125 |
| 5.000%, 08/01/35 | 4590 | &nbsp;&nbsp; 4618448 |
| 4.000%, 09/01/35  | 4495 | &nbsp;&nbsp; 4495298 |
| 5.000%, 10/01/35  | 1785 | &nbsp;&nbsp; 1803203 |
| 4.000%, 10/01/36  | 2410 | &nbsp;&nbsp; 2410614 |
| 5.000%, 10/01/41  | 1250 | &nbsp;&nbsp; 1299274 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AY |  |  |
| 4.000%, 05/15/35  | 1515 | &nbsp;&nbsp; 1515710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventura County Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/32  | 5000 | &nbsp;&nbsp; 5000951 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp; 45455547 |
| COLORADO — (0.8%) | COLORADO — (0.8%) | COLORADO — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.250%, 12/15/44  | 970 | &nbsp;&nbsp; 1023655 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C | &nbsp;&nbsp;&nbsp;&nbsp; Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 815 | &nbsp;&nbsp; $842894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/35  | 4290 | &nbsp;&nbsp; 4294924 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 11/15/37  | 400 | &nbsp;&nbsp; 434633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/01/30  | 1000 | &nbsp;&nbsp; 1072060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities <br> Authority (RB) Series <br> A-2 | &nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities <br> Authority (RB) Series <br> A-2 |  |  |
|  | 5.000%, 08/01/34  | 40 | &nbsp;&nbsp; 41539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denver Health & Hospital <br> Authority (COP)  | &nbsp;&nbsp;&nbsp;&nbsp; Denver Health & Hospital <br> Authority (COP)  |  |  |
|  | 5.000%, 12/01/29  | 325 | &nbsp;&nbsp; 341928 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/34  | 1215 | &nbsp;&nbsp; 1264879 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/38  | 1590 | &nbsp;&nbsp; 1735475 |
| TOTAL COLORADO | TOTAL COLORADO |  | &nbsp;&nbsp; 11051987 |
| 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 | &nbsp;&nbsp; 904355 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Meriden (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Meriden (GO) <br> Series A |  |  |
|  | 4.000%, 01/15/43  | 560 | &nbsp;&nbsp; 537496 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New Haven (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of New Haven (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/28  | 1000 | &nbsp;&nbsp; 1061957 |
|  | 5.000%, 08/01/29  | 1000 | &nbsp;&nbsp; 1079527 |
| City of Waterbury (GO)  | City of Waterbury (GO)  |  |  |
|  | 5.000%, 08/01/29  | 625 | &nbsp;&nbsp; 683607 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Connecticut (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Connecticut (GO) <br> Series A |  |  |
|  | 4.000%, 01/15/34  | 7015 | &nbsp;&nbsp; 7264446 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Connecticut (GO) <br> Series E | &nbsp;&nbsp;&nbsp;&nbsp; State of Connecticut (GO) <br> Series E |  |  |
|  | 5.000%, 10/15/29  | 715 | &nbsp;&nbsp; $735102 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Connecticut <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; University of Connecticut <br> (RB) Series A |  |  |
|  | 5.000%, 04/15/27  | 945 | &nbsp;&nbsp; 984351 |
| TOTAL CONNECTICUT | TOTAL CONNECTICUT |  | &nbsp;&nbsp; 13250841 |
| DISTRICT OF COLUMBIA — (0.7%) | DISTRICT OF COLUMBIA — (0.7%) | DISTRICT OF COLUMBIA — (0.7%) | DISTRICT OF COLUMBIA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Metropolitan <br> Area Transit Authority <br> (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Washington Metropolitan <br> Area Transit Authority <br> (RB) Series B |  |  |
|  | 5.000%, 07/01/27  | 8345 | &nbsp;&nbsp; 8721718 |
| FLORIDA — (5.9%) | FLORIDA — (5.9%) | FLORIDA — (5.9%) | FLORIDA — (5.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alachua County School <br> Board (COP) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Alachua County School <br> Board (COP) (AG)  |  |  |
|  | 5.000%, 07/01/29  | 5230 | &nbsp;&nbsp; 5678888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bay County School Board <br> (COP) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Bay County School Board <br> (COP) Series A |  |  |
|  | 5.000%, 07/01/28  | 565 | &nbsp;&nbsp; 602022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) (AG)  |  |  |
|  | 4.000%, 07/01/34  | 2075 | &nbsp;&nbsp; 2134901 |
|  | 4.000%, 07/01/35  | 1750 | &nbsp;&nbsp; 1786530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series B |  |  |
|  | 4.000%, 07/01/30  | 1500 | &nbsp;&nbsp; 1510997 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/35 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 1100 | &nbsp;&nbsp; 1114656 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series D | &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series D |  |  |
|  | 5.000%, 07/01/32  | 880 | &nbsp;&nbsp; 964822 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A |  |  |
|  | 5.000%, 09/01/38  | 240 | &nbsp;&nbsp; 257235 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 09/01/38  | 280 | &nbsp;&nbsp; 300107 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
|  | 5.000%, 10/01/28  | 1200 | &nbsp;&nbsp; 1291911 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Utility <br> System Revenue (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 10/01/27  | 605 | &nbsp;&nbsp; 637367 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Broward Tourist <br> Development Tax <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; County of Broward Tourist <br> Development Tax <br> Revenue (RB)  |  |  |
|  | 4.000%, 09/01/36  | 2225 | &nbsp;&nbsp; 2234301 |
|  | 4.000%, 09/01/38  | 5000 | &nbsp;&nbsp; 4908828 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  |  |  |
| 5.000%, 05/01/27  | 1010 | &nbsp;&nbsp; $1050337 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> (GO) Series A |  |  |
| 5.000%, 07/01/29  | 3230 | &nbsp;&nbsp; 3527349 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Aviation Revenue (RB) <br> Series A |  |  |
| 4.000%, 10/01/34  | 2510 | &nbsp;&nbsp; 2538755 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Aviation Revenue (RB) <br> Series B |  |  |
| 5.000%, 10/01/27  | 250 | &nbsp;&nbsp; 263110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duval County Public <br> Schools (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/29  | 1485 | &nbsp;&nbsp; 1615918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Development <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/28  | 1345 | &nbsp;&nbsp; 1434870 |
| 5.000%, 11/15/29  | 1075 | &nbsp;&nbsp; 1163282 |
| 5.000%, 11/15/30  | 1220 | &nbsp;&nbsp; 1332262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/29  | 1810 | &nbsp;&nbsp; 1958343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami-Dade County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp; 509484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okaloosa County School <br> Board (COP) Series A |  |  |
| 5.000%, 10/01/29  | 1090 | &nbsp;&nbsp; 1187179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orange County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/29  | 695 | &nbsp;&nbsp; 756105 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orlando Utilities <br> Commission (RB) Series <br> 2018-A |  |  |
| 5.000%, 10/01/38  | 3000 | &nbsp;&nbsp; 3062768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orlando Utilities <br> Commission (RB) Series <br> A |  |  |
| 5.000%, 10/01/36  | 440 | &nbsp;&nbsp; 485013 |
| 5.000%, 10/01/43  | 335 | &nbsp;&nbsp; 348125 |
| 5.000%, 10/01/44  | 905 | &nbsp;&nbsp; 930560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palm Beach County Health <br> Facilities Authority (RB)  |  |  |
| 5.000%, 08/15/26  | 105 | &nbsp;&nbsp; 107090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pasco County School <br> Board (COP) (AG) <br> Series A |  |  |
| 5.000%, 08/01/36  | 1985 | &nbsp;&nbsp; 2112712 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| 5.000%, 08/01/37  | 3000 | &nbsp;&nbsp; $3165410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peace River Manasota <br> Regional Water Supply <br> Authority (RB)  |  |  |
| 5.000%, 10/01/25  | 2030 | &nbsp;&nbsp; 2037975 |
| &nbsp;&nbsp;&nbsp;&nbsp; School Board of <br> Miami-Dade County <br> (GO) (BAM) Series A |  |  |
| 5.000%, 03/15/39  | 1000 | &nbsp;&nbsp; 1051761 |
| &nbsp;&nbsp;&nbsp;&nbsp; School Board of <br> Miami-Dade County <br> (COP) Series D |  |  |
| 5.000%, 02/01/26  | 165 | &nbsp;&nbsp; 166802 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (COP) Series A |  |  |
| 5.000%, 07/01/27  | 685 | &nbsp;&nbsp; 714222 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (COP) Series B |  |  |
| 5.000%, 07/01/28  | 1020 | &nbsp;&nbsp; 1061977 |
| 5.000%, 07/01/35  | 6010 | &nbsp;&nbsp; 6545430 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/27  | 6580 | &nbsp;&nbsp; 6886833 |
| 4.000%, 07/01/37  | 1950 | &nbsp;&nbsp; 1950837 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series C |  |  |
| 5.000%, 06/01/27  | 2075 | &nbsp;&nbsp; 2171760 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 1000 | &nbsp;&nbsp; 1004579 |
| 4.000%, 07/01/36  | 1000 | &nbsp;&nbsp; 1003145 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series D |  |  |
| 4.000%, 07/01/44  | 2283 | &nbsp;&nbsp; 2071286 |
| TOTAL FLORIDA |  | &nbsp;&nbsp; 77637844 |
| GEORGIA — (1.3%) | GEORGIA — (1.3%) | GEORGIA — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Athens-Clarke County <br> Unified Government <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 2000 | &nbsp;&nbsp; 2016269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Development Authority for <br> Fulton County (RB) <br> Series A |  |  |
| 5.000%, 07/01/28  | 740 | &nbsp;&nbsp; 753957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gwinnett County Water & <br> Sewerage Authority (RB)  |  |  |
| 4.000%, 08/01/25  | 2000 | &nbsp;&nbsp; 2000000 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Paulding County Hospital <br> Authority (RB) Series A |  |  |
| 5.000%, 04/01/29  | 250 | &nbsp;&nbsp; $268902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Private Colleges & <br> Universities Authority <br> (RB)  |  |  |
| 5.000%, 10/01/28  | 130 | &nbsp;&nbsp; 138041 |
| 5.000%, 10/01/29  | 265 | &nbsp;&nbsp; 285598 |
| 5.000%, 10/01/30  | 285 | &nbsp;&nbsp; 309545 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Georgia (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 6090 | &nbsp;&nbsp; 6389447 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Georgia (GO) <br> Series C |  |  |
| 4.000%, 07/01/29  | 1150 | &nbsp;&nbsp; 1215487 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Georgia (GO) <br> Series C-1 |  |  |
| 5.000%, 07/01/26  | 4210 | &nbsp;&nbsp; 4312155 |
| TOTAL GEORGIA |  | &nbsp;&nbsp; 17689401 |
| HAWAII — (1.2%) | HAWAII — (1.2%) | HAWAII — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series A |  |  |
| 5.000%, 10/01/37  | 770 | &nbsp;&nbsp; 772932 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Honolulu <br> (GO) Series B |  |  |
| 5.000%, 10/01/25  | 925 | &nbsp;&nbsp; 928522 |
| County of Hawaii (GO)  |  |  |
| 5.000%, 09/01/44  | 190 | &nbsp;&nbsp; 197021 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hawaii (GO) <br> Series A |  |  |
| 5.000%, 09/01/37  | 1500 | &nbsp;&nbsp; 1526699 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FH |  |  |
| 5.000%, 10/01/25  | 1640 | &nbsp;&nbsp; 1646609 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FT |  |  |
| 5.000%, 01/01/27  | 10060 | &nbsp;&nbsp; 10420332 |
| TOTAL HAWAII |  | &nbsp;&nbsp; 15492115 |
| IDAHO — (0.0%) | IDAHO — (0.0%) | IDAHO — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Idaho Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 03/01/28  | 290 | &nbsp;&nbsp; 305606 |
| ILLINOIS — (3.7%) | ILLINOIS — (3.7%) | ILLINOIS — (3.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago O'Hare <br> International Airport (RB) <br> (AG) Series A |  |  |
| 4.000%, 01/01/39  | 5000 | &nbsp;&nbsp; 4831763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago O'Hare <br> International Airport (RB) <br> Series D |  |  |
| 5.250%, 01/01/36  | 170 | &nbsp;&nbsp; 173111 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Park District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Park District (GO) <br> Series A |  |  |
|  | 5.000%, 01/01/36  | 70 | &nbsp;&nbsp; $74518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority <br> Capital Grant Receipts <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority <br> Capital Grant Receipts <br> Revenue (RB)  |  |  |
|  | 5.000%, 06/01/28 | 3125 | &nbsp;&nbsp; 3293465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
|  | 5.000%, 12/01/41  | 4655 | &nbsp;&nbsp; 4787351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County Community <br> Consolidated School <br> District No. 15 Palatine <br> (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Cook County Community <br> Consolidated School <br> District No. 15 Palatine <br> (GO) Series B |  |  |
|  | 5.000%, 06/15/36  | 1000 | &nbsp;&nbsp; 1068977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1180 | &nbsp;&nbsp; 1189123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County School <br> District No. 78 Rosemont <br> (GO) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Cook County School <br> District No. 78 Rosemont <br> (GO) (AG)  |  |  |
|  | 5.000%, 12/01/34  | 1000 | &nbsp;&nbsp; 1062394 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Cook Sales Tax <br> Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Cook Sales Tax <br> Revenue (RB) Series A |  |  |
|  | 4.000%, 11/15/39  | 2110 | &nbsp;&nbsp; 1953424 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Cook Sales Tax <br> Revenue (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; County of Cook Sales Tax <br> Revenue (RB) Series B |  |  |
|  | 5.000%, 11/15/29  | 300 | &nbsp;&nbsp; 326010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/29  | 3500 | &nbsp;&nbsp; 3785719 |
|  | 5.000%, 08/15/34  | 2390 | &nbsp;&nbsp; 2569066 |
|  | 5.000%, 08/15/35  | 2220 | &nbsp;&nbsp; 2363016 |
|  | 5.000%, 08/15/40  | 455 | &nbsp;&nbsp; 467724 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series C |  |  |
|  | 5.000%, 02/15/30  | 5260 | &nbsp;&nbsp; 5410277 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/15/33 <br> (Pre-refunded @ <br> $100, 2/15/27)<br>| 2060 | &nbsp;&nbsp; 2103553 |
|  | 4.000%, 02/15/33  | 850 | &nbsp;&nbsp; 853655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois State Toll Highway <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
|  | 5.000%, 12/01/31  | 1000 | &nbsp;&nbsp; 1006798 |
|  | 4.000%, 01/01/39  | 930 | &nbsp;&nbsp; 876565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lake County Community <br> Consolidated School <br> District No. 34 Antioch <br> (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Lake County Community <br> Consolidated School <br> District No. 34 Antioch <br> (GO) Series B |  |  |
|  | 5.250%, 01/01/44  | 1270 | &nbsp;&nbsp; 1308105 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sangamon County School <br> District No. 186 <br> Springfield (GO) (AG)  |  |  |
| 4.000%, 02/01/31  | 1310 | &nbsp;&nbsp; $1350936 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> A |  |  |
| 5.000%, 03/01/33  | 1800 | &nbsp;&nbsp; 1923117 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> B |  |  |
| 5.000%, 05/01/41  | 1960 | &nbsp;&nbsp; 1992194 |
| 5.250%, 05/01/43  | 1280 | &nbsp;&nbsp; 1296156 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Illinois (RB) <br> Series A |  |  |
| 5.000%, 04/01/30  | 640 | &nbsp;&nbsp; 700806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG) Series E |  |  |
| 5.000%, 01/01/26  | 425 | &nbsp;&nbsp; 428481 |
| 5.000%, 01/01/27  | 630 | &nbsp;&nbsp; 647939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 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 | &nbsp;&nbsp; 554505 |
| TOTAL ILLINOIS |  | &nbsp;&nbsp; 48398748 |
| INDIANA — (0.7%) | INDIANA — (0.7%) | INDIANA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Franklin Township-Marion <br> County Multiple School <br> Building Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 5.000%, 07/15/35  | 1550 | &nbsp;&nbsp; 1674307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greater Clark Building <br> Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 4.000%, 07/15/30  | 385 | &nbsp;&nbsp; 398730 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Finance Authority <br> (RB) Series A |  |  |
| 4.000%, 02/01/34  | 5305 | &nbsp;&nbsp; 5423968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/35  | 1365 | &nbsp;&nbsp; 1382261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Muncie Sanitary District <br> (RB) (AG) Series A |  |  |
| 5.000%, 07/01/27  | 500 | &nbsp;&nbsp; 520282 |
| TOTAL INDIANA |  | &nbsp;&nbsp; 9399548 |
| IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cedar Falls Community <br> School District (GO) <br> (AG)  |  |  |
| 4.000%, 06/01/29  | 1470 | &nbsp;&nbsp; 1534610 |
| 4.000%, 06/01/30  | 1090 | &nbsp;&nbsp; 1141530 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| IOWA — (Continued) | IOWA — (Continued) | IOWA — (Continued) | IOWA — (Continued) |
| City of Iowa City (GO)  | City of Iowa City (GO)  |  |  |
|  | 5.000%, 06/01/26  | 1045 | &nbsp;&nbsp; $1066151 |
| TOTAL IOWA | TOTAL IOWA |  | &nbsp;&nbsp; 3742291 |
| KANSAS — (0.6%) | KANSAS — (0.6%) | KANSAS — (0.6%) | KANSAS — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Topeka (GO) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; City of Topeka (GO) Series <br> A |  |  |
|  | 4.000%, 08/15/26  | 1425 | &nbsp;&nbsp; 1445925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson County Unified <br> School District No. 233 <br> Olathe (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Johnson County Unified <br> School District No. 233 <br> Olathe (GO) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 09/01/34 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 2000 | &nbsp;&nbsp; 2000708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shawnee County Unified <br> School District No. 437 <br> Auburn-Washburn (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Shawnee County Unified <br> School District No. 437 <br> Auburn-Washburn (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/43  | 3000 | &nbsp;&nbsp; 3128117 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Kansas <br> Department of <br> Transportation (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Kansas <br> Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 09/01/27  | 1520 | &nbsp;&nbsp; 1598965 |
| TOTAL KANSAS | TOTAL KANSAS |  | &nbsp;&nbsp; 8173715 |
| KENTUCKY — (1.5%) | KENTUCKY — (1.5%) | KENTUCKY — (1.5%) | KENTUCKY — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Kentucky <br> University (RB) (BAM ST <br> INTERCEPT) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Kentucky <br> University (RB) (BAM ST <br> INTERCEPT) Series A |  |  |
|  | 5.000%, 04/01/35  | 350 | &nbsp;&nbsp; 378501 |
|  | 5.000%, 04/01/36  | 1520 | &nbsp;&nbsp; 1628620 |
|  | 5.000%, 04/01/37  | 1600 | &nbsp;&nbsp; 1700960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glasgow Independent <br> School District Finance <br> Corp. (RB) (ST <br> INTERCEPT)  | &nbsp;&nbsp;&nbsp;&nbsp; Glasgow Independent <br> School District Finance <br> Corp. (RB) (ST <br> INTERCEPT)  |  |  |
|  | 5.000%, 02/01/33  | 1000 | &nbsp;&nbsp; 1076279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
|  | 5.000%, 04/01/28  | 650 | &nbsp;&nbsp; 676678 |
|  | 5.000%, 08/01/31  | 920 | &nbsp;&nbsp; 920000 |
|  | 5.000%, 04/01/33  | 3500 | &nbsp;&nbsp; 3593098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
|  | 5.000%, 05/01/30  | 635 | &nbsp;&nbsp; 699597 |
|  | 5.000%, 06/01/30  | 560 | &nbsp;&nbsp; 617634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB) <br> Series C |  |  |
|  | 5.000%, 05/15/42  | 3610 | &nbsp;&nbsp; 3714964 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (Continued) | KENTUCKY — (Continued) | KENTUCKY — (Continued) |
| 5.000%, 05/15/43  | 3935 | &nbsp;&nbsp; $4024907 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisville/Jefferson County <br> Metropolitan <br> Government (RB) Series <br> A |  |  |
| 5.000%, 10/01/26  | 1010 | &nbsp;&nbsp; 1033624 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp; 20064862 |
| LOUISIANA — (0.8%) | LOUISIANA — (0.8%) | LOUISIANA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ascension Parish School <br> Board (GO)  |  |  |
| 5.500%, 03/01/28  | 250 | &nbsp;&nbsp; 268096 |
| 5.000%, 03/01/29  | 380 | &nbsp;&nbsp; 410597 |
| City of New Orleans (GO)  |  |  |
| 5.000%, 12/01/30  | 1015 | &nbsp;&nbsp; 1044603 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New Orleans (GO) <br> Series A |  |  |
| 5.000%, 12/01/27  | 2020 | &nbsp;&nbsp; 2127554 |
| 5.000%, 12/01/33  | 1195 | &nbsp;&nbsp; 1284107 |
| 5.000%, 12/01/34  | 2370 | &nbsp;&nbsp; 2525565 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New Orleans <br> Sewerage Service <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/28  | 1040 | &nbsp;&nbsp; 1099001 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Ouachita Parish <br> School District (GO)  |  |  |
| 4.000%, 03/01/29  | 355 | &nbsp;&nbsp; 367335 |
| 4.000%, 03/01/30  | 400 | &nbsp;&nbsp; 417138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisiana Public Facilities <br> Authority (RB) Series <br> 2025-A |  |  |
| 5.000%, 05/15/35  | 135 | &nbsp;&nbsp; 146633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisiana Stadium & <br> Exposition District (RB) <br> Series A |  |  |
| 5.000%, 07/01/37  | 400 | &nbsp;&nbsp; 427604 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp; 10118233 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maine Health & Higher <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/28  | 500 | &nbsp;&nbsp; 527299 |
| 5.000%, 07/01/29  | 480 | &nbsp;&nbsp; 513824 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maine (GO) Series <br> B |  |  |
| 5.000%, 06/01/27  | 2000 | &nbsp;&nbsp; 2093630 |
| TOTAL MAINE |  | &nbsp;&nbsp; 3134753 |
| MARYLAND — (6.9%) | MARYLAND — (6.9%) | MARYLAND — (6.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 10/01/29  | 3620 | &nbsp;&nbsp; 3980212 |
| 5.000%, 10/01/43  | 2280 | &nbsp;&nbsp; 2370560 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
|  | 5.000%, 10/01/28 | 4135 | &nbsp;&nbsp; $4459574 |
| County of Baltimore (GO)  | County of Baltimore (GO)  |  |  |
|  | 5.000%, 03/01/27  | 4145 | &nbsp;&nbsp; 4312402 |
|  | 5.000%, 11/01/27  | 2215 | &nbsp;&nbsp; 2341857 |
|  | 5.000%, 03/01/28  | 4000 | &nbsp;&nbsp; 4261579 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Frederick (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Frederick (GO) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/27 <br> (Pre-refunded @ <br> $100, 8/1/27)<br>| 725 | &nbsp;&nbsp; 758442 |
|  | 5.000%, 08/01/27  | 4000 | &nbsp;&nbsp; 4204591 |
| County of Harford (GO)  | County of Harford (GO)  |  |  |
|  | 4.000%, 10/01/42  | 1345 | &nbsp;&nbsp; 1261488 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Howard (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Howard (GO) <br> Series A |  |  |
|  | 5.000%, 02/15/28  | 1325 | &nbsp;&nbsp; 1410236 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO) Series A |  |  |
|  | 5.000%, 11/01/27  | 2555 | &nbsp;&nbsp; 2701330 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO) Series C | &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO) Series C |  |  |
|  | 5.000%, 10/01/27  | 6570 | &nbsp;&nbsp; 6932905 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO) Series D | &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO) Series D |  |  |
|  | 4.000%, 11/01/26  | 9500 | &nbsp;&nbsp; 9688313 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Prince George's <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Prince George's <br> (GO) Series A |  |  |
|  | 4.000%, 07/01/26  | 2000 | &nbsp;&nbsp; 2027034 |
|  | 3.000%, 09/15/27  | 10950 | &nbsp;&nbsp; 11001948 |
|  | 5.000%, 08/01/42  | 4150 | &nbsp;&nbsp; 4365628 |
|  | 5.000%, 08/01/43  | 2965 | &nbsp;&nbsp; 3077402 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series 2ND | &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series 2ND |  |  |
|  | 5.000%, 08/01/27  | 6135 | &nbsp;&nbsp; 6446332 |
|  | 5.000%, 08/01/28  | 2050 | &nbsp;&nbsp; 2204550 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 5170 | &nbsp;&nbsp; 5432362 |
|  | 5.000%, 06/01/37  | 3010 | &nbsp;&nbsp; 3237912 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/28  | 5000 | &nbsp;&nbsp; 5376951 |
| TOTAL MARYLAND | TOTAL MARYLAND |  | &nbsp;&nbsp; 91853608 |
| MASSACHUSETTS — (4.2%) | MASSACHUSETTS — (4.2%) | MASSACHUSETTS — (4.2%) | MASSACHUSETTS — (4.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fall River (GO) (ST <br> AID WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Fall River (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 3.000%, 12/01/34  | 965 | &nbsp;&nbsp; 904694 |
| City of Haverhill (GO)  | City of Haverhill (GO)  |  |  |
|  | 4.000%, 11/15/41  | 1360 | &nbsp;&nbsp; 1283412 |
|  | 4.000%, 11/15/43  | 1610 | &nbsp;&nbsp; 1471822 |
| City of Newton (GO)  | City of Newton (GO)  |  |  |
|  | 4.000%, 02/01/43  | 1255 | &nbsp;&nbsp; 1176015 |
|  | 4.000%, 02/01/44  | 3760 | &nbsp;&nbsp; 3490425 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 05/01/38  | 280 | &nbsp;&nbsp; $300496 |
| 5.000%, 01/01/43  | 3900 | &nbsp;&nbsp; 3931288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
| 5.000%, 07/01/28 | 2950 | &nbsp;&nbsp; 3170916 |
| 4.000%, 02/01/39  | 1000 | &nbsp;&nbsp; 976206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series C |  |  |
| 5.000%, 04/01/26  | 2000 | &nbsp;&nbsp; 2034191 |
| 5.000%, 08/01/40  | 12000 | &nbsp;&nbsp; 12669556 |
| 5.000%, 08/01/41  | 5000 | &nbsp;&nbsp; 5234920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 4.000%, 05/01/39  | 2490 | &nbsp;&nbsp; 2422098 |
| 5.000%, 08/01/44  | 4000 | &nbsp;&nbsp; 4120474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series E |  |  |
| 5.000%, 11/01/27  | 4010 | &nbsp;&nbsp; 4244298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series K |  |  |
| 5.000%, 07/01/34  | 170 | &nbsp;&nbsp; 176799 |
| 5.000%, 07/01/37  | 2720 | &nbsp;&nbsp; 2781478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/43  | 1280 | &nbsp;&nbsp; 1283256 |
| 5.000%, 07/01/44  | 1160 | &nbsp;&nbsp; 1154453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nauset Regional School <br> District (GO)  |  |  |
| 4.000%, 05/15/41  | 2715 | &nbsp;&nbsp; 2565336 |
| Town of Hingham (GO)  |  |  |
| 4.000%, 02/01/42  | 765 | &nbsp;&nbsp; 718698 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> MASSACHUSETTS |  | &nbsp;&nbsp; 56110831 |
| MICHIGAN — (0.8%) | MICHIGAN — (0.8%) | MICHIGAN — (0.8%) |
| City of Grand Rapids (GO)  |  |  |
| 5.000%, 04/01/41  | 190 | &nbsp;&nbsp; 199793 |
| 5.000%, 04/01/42  | 235 | &nbsp;&nbsp; 244777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan Finance Authority <br> (RB)  |  |  |
| 5.000%, 11/15/27  | 2595 | &nbsp;&nbsp; 2666841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 12/01/28  | 1040 | &nbsp;&nbsp; 1112715 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan Finance Authority <br> (RB) Series A-MI |  |  |
| 5.000%, 12/01/35  | 2030 | &nbsp;&nbsp; $2084890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland University (RB) <br> Series A |  |  |
| 5.000%, 03/01/29  | 695 | &nbsp;&nbsp; 746510 |
| 5.000%, 03/01/30  | 805 | &nbsp;&nbsp; 876966 |
| &nbsp;&nbsp;&nbsp;&nbsp; Romeo Community School <br> District (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/29  | 270 | &nbsp;&nbsp; 292202 |
| 5.000%, 05/01/30  | 225 | &nbsp;&nbsp; 247244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saginaw City School <br> District (GO) (Q-SBLF)  |  |  |
| 4.000%, 05/01/28  | 1390 | &nbsp;&nbsp; 1434617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saline Area Schools (GO) <br> (Q-SBLF) Series II |  |  |
| 5.000%, 05/01/43  | 470 | &nbsp;&nbsp; 488559 |
| 5.000%, 05/01/44  | 330 | &nbsp;&nbsp; 341074 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp; 10736188 |
| MINNESOTA — (2.0%) | MINNESOTA — (2.0%) | MINNESOTA — (2.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/27  | 5800 | &nbsp;&nbsp; 6139920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Council (GO) <br> Series C |  |  |
| 5.000%, 03/01/26  | 700 | &nbsp;&nbsp; 711144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Higher <br> Education Facilities <br> Authority (RB) Series B |  |  |
| 5.000%, 10/01/29  | 635 | &nbsp;&nbsp; 689283 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Louis Park Independent <br> School District No. 283 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/28  | 1090 | &nbsp;&nbsp; 1153387 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Paul Independent <br> School District No. 625 <br> (GO) (SD CRED PROG) <br> Series B |  |  |
| 4.000%, 02/01/40  | 1005 | &nbsp;&nbsp; 964996 |
| 4.000%, 02/01/42  | 1425 | &nbsp;&nbsp; 1323162 |
| 4.000%, 02/01/43  | 1480 | &nbsp;&nbsp; 1353761 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 5055 | &nbsp;&nbsp; 5316594 |
| 5.000%, 08/01/28  | 2330 | &nbsp;&nbsp; 2504958 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series B |  |  |
| 4.000%, 08/01/32  | 3175 | &nbsp;&nbsp; 3176574 |
| 4.000%, 08/01/41  | 2215 | &nbsp;&nbsp; 2141177 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; White Bear Lake <br> Independent School <br> District No. 624 (GO) <br> (SD CRED PROG) <br> Series A |  |  |
| 4.000%, 02/01/26  | 350 | &nbsp;&nbsp; $352478 |
| TOTAL MINNESOTA |  | &nbsp;&nbsp; 25827434 |
| MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Mississippi (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 9410 | &nbsp;&nbsp; 9919802 |
| MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Belton (GO) Series <br> C |  |  |
| 5.000%, 03/01/27  | 2150 | &nbsp;&nbsp; 2234104 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Kansas City (GO) <br> Series A |  |  |
| 5.000%, 02/01/37  | 400 | &nbsp;&nbsp; 433844 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Kansas City (RB) <br> Series C |  |  |
| 5.000%, 09/01/29  | 1015 | &nbsp;&nbsp; 1101348 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Kansas City Water <br> Revenue (RB) Series A |  |  |
| 5.000%, 12/01/27  | 865 | &nbsp;&nbsp; 915088 |
| City of Wentzville (COP)  |  |  |
| 5.000%, 11/01/32  | 600 | &nbsp;&nbsp; 616088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A |  |  |
| 5.000%, 06/01/29  | 1470 | &nbsp;&nbsp; 1577176 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/01/26 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 850 | &nbsp;&nbsp; 859785 |
| 5.000%, 02/01/26  | 1150 | &nbsp;&nbsp; 1164049 |
| &nbsp;&nbsp;&nbsp;&nbsp; University City School <br> District (GO)  |  |  |
| 5.250%, 02/15/44  | 340 | &nbsp;&nbsp; 349463 |
| TOTAL MISSOURI |  | &nbsp;&nbsp; 9250945 |
| MONTANA — (0.0%) | MONTANA — (0.0%) | MONTANA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Montana Facility Finance <br> Authority (RB) Series A |  |  |
| 4.000%, 06/01/35  | 400 | &nbsp;&nbsp; 399886 |
| NEBRASKA — (1.1%) | NEBRASKA — (1.1%) | NEBRASKA — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Douglas County School <br> District No. 17 (GO)  |  |  |
| 4.000%, 12/15/26  | 2380 | &nbsp;&nbsp; 2428023 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEBRASKA — (Continued) | NEBRASKA — (Continued) | NEBRASKA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  |  |  |
| 5.000%, 12/01/41  | 4000 | &nbsp;&nbsp; $4185199 |
| 5.000%, 12/01/42  | 3635 | &nbsp;&nbsp; 3776014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Papillion-La Vista School <br> District No. 27 (GO)  |  |  |
| 5.000%, 12/01/44  | 4210 | &nbsp;&nbsp; 4321001 |
| TOTAL NEBRASKA |  | &nbsp;&nbsp; 14710237 |
| NEVADA — (1.7%) | NEVADA — (1.7%) | NEVADA — (1.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) (AG) Series <br> A |  |  |
| 5.000%, 06/15/28  | 1000 | &nbsp;&nbsp; 1069124 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series B |  |  |
| 5.000%, 07/01/27  | 475 | &nbsp;&nbsp; 496625 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series C |  |  |
| 5.000%, 07/01/26  | 2060 | &nbsp;&nbsp; 2105635 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series E |  |  |
| 5.000%, 07/01/28  | 1900 | &nbsp;&nbsp; 2032293 |
| &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Convention & <br> Visitors Authority (RB) <br> Series B |  |  |
| 5.000%, 07/01/27  | 745 | &nbsp;&nbsp; 778677 |
| 5.000%, 07/01/28  | 2720 | &nbsp;&nbsp; 2899718 |
| &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Valley Water <br> District (GO) Series C |  |  |
| 5.000%, 06/01/28  | 1980 | &nbsp;&nbsp; 2118472 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Nevada (GO) <br> Series A |  |  |
| 5.000%, 05/01/43  | 7000 | &nbsp;&nbsp; 7194885 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Nevada (GO) <br> Series C |  |  |
| 5.000%, 05/01/43  | 2255 | &nbsp;&nbsp; 2317781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washoe County School <br> District (GO) Series C |  |  |
| 4.000%, 10/01/32  | 1290 | &nbsp;&nbsp; 1309564 |
| TOTAL NEVADA |  | &nbsp;&nbsp; 22322774 |
| NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Hampshire Health & <br> Education Facilities <br> Authority Act (RB)  |  |  |
| 5.000%, 08/01/41  | 375 | &nbsp;&nbsp; 386006 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW HAMPSHIRE — (Continued) | NEW HAMPSHIRE — (Continued) | NEW HAMPSHIRE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of New Hampshire <br> (GO) Series A |  |  |
| 5.000%, 02/15/37  | 1455 | &nbsp;&nbsp; $1590846 |
| TOTAL NEW HAMPSHIRE |  | &nbsp;&nbsp; 1976852 |
| NEW JERSEY — (1.6%) | NEW JERSEY — (1.6%) | NEW JERSEY — (1.6%) |
| City of Hoboken (GO)  |  |  |
| 3.000%, 02/01/26  | 2945 | &nbsp;&nbsp; 2950875 |
| 3.000%, 02/01/27  | 3035 | &nbsp;&nbsp; 3056406 |
| 3.000%, 02/01/28  | 4560 | &nbsp;&nbsp; 4606856 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Economic <br> Development Authority <br> (RB) Series DDD |  |  |
| 5.000%, 06/15/29  | 1000 | &nbsp;&nbsp; 1039946 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series AA |  |  |
| 5.000%, 06/15/31  | 735 | &nbsp;&nbsp; 813141 |
| 5.000%, 06/15/35 | 3300 | &nbsp;&nbsp; 3550631 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series CC |  |  |
| 5.000%, 06/15/44  | 505 | &nbsp;&nbsp; 510708 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of New Jersey (GO) <br> Series A |  |  |
| 5.000%, 06/01/28  | 1020 | &nbsp;&nbsp; 1091367 |
| 5.000%, 06/01/29  | 500 | &nbsp;&nbsp; 545934 |
| 4.000%, 06/01/31  | 2455 | &nbsp;&nbsp; 2602379 |
| Township of Montville (GO)  |  |  |
| 3.000%, 10/01/25  | 505 | &nbsp;&nbsp; 505136 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp; 21273379 |
| NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 5.000%, 08/01/37  | 500 | &nbsp;&nbsp; 524131 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Albuquerque (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 1000 | &nbsp;&nbsp; 1022549 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 2000 | &nbsp;&nbsp; 2098725 |
| TOTAL NEW MEXICO |  | &nbsp;&nbsp; 3645405 |
| NEW YORK — (5.9%) | NEW YORK — (5.9%) | NEW YORK — (5.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 2015 | &nbsp;&nbsp; 2066674 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series B-1 |  |  |
| 5.250%, 10/01/43  | 2280 | &nbsp;&nbsp; $2374622 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series C |  |  |
| 5.000%, 03/01/42  | 2445 | &nbsp;&nbsp; 2527006 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 2500 | &nbsp;&nbsp; 2564112 |
| 5.000%, 08/01/44  | 1250 | &nbsp;&nbsp; 1275804 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E-1 |  |  |
| 5.250%, 04/01/44  | 1480 | &nbsp;&nbsp; 1527204 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 06/01/34  | 5 | &nbsp;&nbsp; 5008 |
| 5.000%, 03/01/39  | 1500 | &nbsp;&nbsp; 1562618 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-5 |  |  |
| 2.800%, 06/01/44  | 3975 | &nbsp;&nbsp; 3975000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series G-1 |  |  |
| 5.000%, 02/01/43  | 2735 | &nbsp;&nbsp; 2812304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Empire State Development <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/15/32  | 1705 | &nbsp;&nbsp; 1757959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Empire State Development <br> Corp. (RB) Series C |  |  |
| 5.000%, 03/15/35  | 5500 | &nbsp;&nbsp; 5842383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.000%, 06/01/26  | 2000 | &nbsp;&nbsp; 1999498 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
| 5.000%, 11/15/27  | 200 | &nbsp;&nbsp; 211455 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York City Industrial <br> Development Agency <br> (RB) (AG) Series A |  |  |
| 5.000%, 03/01/28  | 2650 | &nbsp;&nbsp; 2800069 |
| 5.000%, 03/01/30  | 1275 | &nbsp;&nbsp; 1386128 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series <br> 2015B-C |  |  |
| 5.000%, 03/15/41  | 4500 | &nbsp;&nbsp; 4505285 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/28  | 1050 | &nbsp;&nbsp; 1121255 |
| 5.000%, 03/15/36  | 2930 | &nbsp;&nbsp; 2979932 |
| 5.000%, 03/15/38  | 625 | &nbsp;&nbsp; 664694 |
| 5.000%, 03/15/42 | 3465 | &nbsp;&nbsp; 3497366 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series D |  |  |
| 5.000%, 02/15/41  | 9250 | &nbsp;&nbsp; 9444234 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series E |  |  |
| 5.000%, 03/15/26  | 3135 | &nbsp;&nbsp; $3185547 |
| 5.000%, 03/15/29  | 1010 | &nbsp;&nbsp; 1099057 |
| 5.000%, 03/15/35  | 1000 | &nbsp;&nbsp; 1001746 |
| 5.000%, 03/15/36  | 6455 | &nbsp;&nbsp; 6465145 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Thruway <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/29  | 3000 | &nbsp;&nbsp; 3258008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 194 |  |  |
| 5.000%, 10/15/33  | 1480 | &nbsp;&nbsp; 1483915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 243 |  |  |
| 5.000%, 12/01/37  | 540 | &nbsp;&nbsp; 585565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Oyster Bay (GO) <br> (AG)  |  |  |
| 5.000%, 08/01/29  | 165 | &nbsp;&nbsp; 181919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
| 5.000%, 11/15/29  | 500 | &nbsp;&nbsp; 550191 |
| 5.000%, 11/15/36  | 925 | &nbsp;&nbsp; 933928 |
| 5.000%, 11/15/43  | 585 | &nbsp;&nbsp; 586900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series <br> C-1 |  |  |
| 4.000%, 11/15/27  | 1355 | &nbsp;&nbsp; 1404228 |
| TOTAL NEW YORK |  | &nbsp;&nbsp; 77636759 |
| NORTH CAROLINA — (2.5%) | NORTH CAROLINA — (2.5%) | NORTH CAROLINA — (2.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cape Fear Public Utility <br> Authority (RB)  |  |  |
| 5.000%, 04/01/43  | 305 | &nbsp;&nbsp; 316478 |
| 5.000%, 04/01/44  | 315 | &nbsp;&nbsp; 325003 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 01/15/38  | 2720 | &nbsp;&nbsp; 2731418 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/29  | 2000 | &nbsp;&nbsp; 2191857 |
| 5.000%, 07/01/43  | 200 | &nbsp;&nbsp; 208698 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fayetteville Public <br> Works Commission <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/39  | 3260 | &nbsp;&nbsp; 3492271 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Greensboro (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 4430 | &nbsp;&nbsp; 4674583 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Raleigh Combined <br> Enterprise System <br> Revenue (RB)  |  |  |
| 5.000%, 09/01/37  | 150 | &nbsp;&nbsp; $164505 |
| County of Guilford (GO)  |  |  |
| 4.000%, 03/01/43  | 7000 | &nbsp;&nbsp; 6655788 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Mecklenburg <br> (GO) Series A |  |  |
| 4.000%, 02/01/42  | 1160 | &nbsp;&nbsp; 1117241 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Wake (GO) <br> Series A |  |  |
| 5.000%, 03/01/28  | 2020 | &nbsp;&nbsp; 2152561 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Municipal <br> Power Agency No. 1 <br> (RB) Series A |  |  |
| 5.000%, 01/01/32  | 1375 | &nbsp;&nbsp; 1480544 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Turnpike <br> Authority (RB) (AG)  |  |  |
| 5.000%, 01/01/38  | 1550 | &nbsp;&nbsp; 1592638 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of North Carolina <br> (RB)  |  |  |
| 5.000%, 03/01/33  | 50 | &nbsp;&nbsp; 53008 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of North Carolina <br> (GO) Series A |  |  |
| 5.000%, 06/01/28  | 5190 | &nbsp;&nbsp; 5562148 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NORTH <br> CAROLINA |  | &nbsp;&nbsp; 32718741 |
| OHIO — (3.4%) | OHIO — (3.4%) | OHIO — (3.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Akron Bath Copley Joint <br> Township Hospital <br> District (RB) Series A |  |  |
| 5.000%, 11/15/29  | 250 | &nbsp;&nbsp; 272849 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/28  | 235 | &nbsp;&nbsp; 248917 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/29  | 1250 | &nbsp;&nbsp; 1340219 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Columbus (GO) <br> Series 1 |  |  |
| 5.000%, 07/01/26  | 4260 | &nbsp;&nbsp; 4359062 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Columbus (GO) <br> Series 2017-1 |  |  |
| 4.000%, 04/01/27  | 1290 | &nbsp;&nbsp; 1323901 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Columbus (GO) <br> Series A |  |  |
| 4.000%, 04/01/27  | 8865 | &nbsp;&nbsp; 9097973 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (RB)  |  |  |
| 5.000%, 08/01/30  | 1350 | &nbsp;&nbsp; 1462543 |
| 4.000%, 08/01/39  | 1400 | &nbsp;&nbsp; 1348368 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> A |  |  |
| 5.000%, 06/15/38  | 3000 | &nbsp;&nbsp; $3020365 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> A |  |  |
| 5.000%, 09/01/25  | 1000 | &nbsp;&nbsp; 1002035 |
| 5.000%, 02/01/36  | 2310 | &nbsp;&nbsp; 2326822 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> B |  |  |
| 5.000%, 09/01/27  | 780 | &nbsp;&nbsp; 820990 |
| 5.000%, 09/15/27  | 1865 | &nbsp;&nbsp; 1964754 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> C |  |  |
| 5.000%, 08/01/27  | 7200 | &nbsp;&nbsp; 7563935 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Ohio (GO) Series <br> U |  |  |
| 5.000%, 05/01/28  | 4535 | &nbsp;&nbsp; 4845780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upper Arlington City <br> School District (GO) <br> Series A |  |  |
| 5.000%, 12/01/27  | 3215 | &nbsp;&nbsp; 3398072 |
| TOTAL OHIO |  | &nbsp;&nbsp; 44396585 |
| OKLAHOMA — (0.9%) | OKLAHOMA — (0.9%) | OKLAHOMA — (0.9%) |
| City of Tulsa (GO)  |  |  |
| 5.000%, 03/01/26  | 4000 | &nbsp;&nbsp; 4057830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 06/01/32  | 1500 | &nbsp;&nbsp; 1661579 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cushing Educational <br> Facilities Authority (RB)  |  |  |
| 5.000%, 09/01/28  | 3430 | &nbsp;&nbsp; 3628913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Garfield County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/30  | 1400 | &nbsp;&nbsp; 1426735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  |  |  |
| 4.000%, 03/01/27  | 740 | &nbsp;&nbsp; 756601 |
| TOTAL OKLAHOMA |  | &nbsp;&nbsp; 11531658 |
| OREGON — (2.2%) | OREGON — (2.2%) | OREGON — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Beaverton Water <br> Revenue (RB)  |  |  |
| 5.000%, 04/01/29  | 600 | &nbsp;&nbsp; 652985 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/15/26  | 1560 | &nbsp;&nbsp; 1594098 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 04/01/29  | 1440 | &nbsp;&nbsp; $1565582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deschutes County <br> Administrative School <br> District No. 1 Bend-La <br> Pine (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/27  | 4725 | &nbsp;&nbsp; 4941512 |
| 5.000%, 06/15/29  | 1000 | &nbsp;&nbsp; 1090704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lane County School <br> District No. 4J Eugene <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/29  | 4855 | &nbsp;&nbsp; 5304753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port of Portland Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/29  | 1080 | &nbsp;&nbsp; 1174422 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series A |  |  |
| 5.000%, 05/01/38  | 1835 | &nbsp;&nbsp; 1974524 |
| 5.000%, 05/01/40  | 1271 | &nbsp;&nbsp; 1348159 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series C |  |  |
| 5.250%, 06/01/44  | 440 | &nbsp;&nbsp; 466725 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon (GO) <br> Series F |  |  |
| 5.000%, 05/01/34  | 1525 | &nbsp;&nbsp; 1544216 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon <br> Department of <br> Transportation (RB) <br> Series A |  |  |
| 5.000%, 11/15/41  | 1515 | &nbsp;&nbsp; 1590604 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Oregon <br> Department of <br> Transportation (RB) <br> Series B |  |  |
| 5.000%, 11/15/26  | 3530 | &nbsp;&nbsp; 3644902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington & Multnomah <br> Counties School District <br> No. 48J Beaverton (GO) <br> (SCH BD GTY) Series C |  |  |
| 5.000%, 06/15/27  | 2500 | &nbsp;&nbsp; 2615962 |
| TOTAL OREGON |  | &nbsp;&nbsp; 29509148 |
| PENNSYLVANIA — (1.5%) | PENNSYLVANIA — (1.5%) | PENNSYLVANIA — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 04/01/31  | 1500 | &nbsp;&nbsp; 1560696 |
| 5.000%, 04/01/36  | 1400 | &nbsp;&nbsp; 1430164 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bristol Township School <br> District (GO) (BAM ST <br> AID WITHHLDG)  |  |  |
| 5.000%, 06/01/26  | 570 | &nbsp;&nbsp; $580634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chichester School District <br> (GO) (AG ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 09/15/28  | 225 | &nbsp;&nbsp; 233022 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series B |  |  |
| 5.000%, 02/01/33  | 1250 | &nbsp;&nbsp; 1329198 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Lebanon (GO) <br> (AG)  |  |  |
| 4.000%, 10/15/27  | 150 | &nbsp;&nbsp; 154664 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Lehigh (RB) <br> Series A |  |  |
| 5.000%, 07/01/29  | 875 | &nbsp;&nbsp; 936635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monroeville Finance <br> Authority (RB) Series B |  |  |
| 5.000%, 02/15/29  | 665 | &nbsp;&nbsp; 709375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Economic <br> Development Financing <br> Authority (RB) Series <br> 2025B |  |  |
| 5.000%, 03/15/29  | 400 | &nbsp;&nbsp; 427223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Economic <br> Development Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 02/15/29  | 395 | &nbsp;&nbsp; 421358 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Higher <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 05/01/34  | 2295 | &nbsp;&nbsp; 2303734 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania State <br> University (RB) Series B |  |  |
| 4.000%, 09/01/35  | 1130 | &nbsp;&nbsp; 1132655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Turnpike <br> Commission (RB) Series <br> A-1 |  |  |
| 5.000%, 12/01/33  | 3510 | &nbsp;&nbsp; 3560413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Turnpike <br> Commission (RB) Series <br> B |  |  |
| 5.250%, 12/01/42  | 540 | &nbsp;&nbsp; 565088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburgh Water & Sewer <br> Authority (RB) (AG) <br> Series A |  |  |
| 5.000%, 09/01/26  | 3675 | &nbsp;&nbsp; 3768302 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snyder County Higher <br> Education Authority (RB)  |  |  |
| 5.000%, 01/01/27  | 340 | &nbsp;&nbsp; 340546 |
| TOTAL PENNSYLVANIA |  | &nbsp;&nbsp; 19453707 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rhode Island Turnpike & <br> Bridge Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/32  | 950 | &nbsp;&nbsp; $962705 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Rhode Island (GO) <br> Series A |  |  |
| 5.000%, 12/01/41  | 240 | &nbsp;&nbsp; 252639 |
| 5.000%, 12/01/42  | 890 | &nbsp;&nbsp; 927612 |
| 5.000%, 05/01/43  | 1500 | &nbsp;&nbsp; 1572516 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Rhode Island (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 3290 | &nbsp;&nbsp; 3440820 |
| TOTAL RHODE ISLAND |  | &nbsp;&nbsp; 7156292 |
| SOUTH CAROLINA — (2.2%) | SOUTH CAROLINA — (2.2%) | SOUTH CAROLINA — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Charleston (GO) <br> Series A |  |  |
| 5.000%, 11/01/29  | 8145 | &nbsp;&nbsp; 8973821 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Charleston (GO) <br> (ST AID WITHHLDG) <br> Series C |  |  |
| 5.000%, 11/01/27  | 2855 | &nbsp;&nbsp; 3018434 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Municipal Power <br> Agency (RB) Series C |  |  |
| 5.000%, 01/01/27  | 2765 | &nbsp;&nbsp; 2852298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Municipal Power <br> Agency (RB) Series D |  |  |
| 4.000%, 01/01/33  | 1000 | &nbsp;&nbsp; 1009539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Richland County School <br> District No. 2 (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 1140 | &nbsp;&nbsp; 1185137 |
| 5.000%, 03/01/38  | 4055 | &nbsp;&nbsp; 4342561 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Carolina Public <br> Service Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/37  | 1170 | &nbsp;&nbsp; 1169970 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Carolina Public <br> Service Authority (RB) <br> Series E |  |  |
| 5.000%, 12/01/30  | 2610 | &nbsp;&nbsp; 2871518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spartanburg County <br> School District No. 7 <br> (GO) Series D |  |  |
| 5.000%, 03/01/44  | 1565 | &nbsp;&nbsp; 1575192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spartanburg Sanitary <br> Sewer District (RB)  |  |  |
| 4.000%, 03/01/40  | 2395 | &nbsp;&nbsp; 2281816 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOUTH <br> CAROLINA |  | &nbsp;&nbsp; 29280286 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (4.9%) | TENNESSEE — (4.9%) | TENNESSEE — (4.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Knoxville <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 04/01/29  | 3260 | &nbsp;&nbsp; $3544303 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Memphis (GO) <br> Series A |  |  |
| 5.000%, 10/01/43  | 1790 | &nbsp;&nbsp; 1826560 |
| City of Sevierville (GO)  |  |  |
| 5.000%, 06/01/30  | 3285 | &nbsp;&nbsp; 3627609 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hamilton (GO) <br> Series A |  |  |
| 5.000%, 04/01/26  | 3000 | &nbsp;&nbsp; 3048279 |
| County of Knox (GO)  |  |  |
| 5.000%, 06/01/29  | 1750 | &nbsp;&nbsp; 1910691 |
| County of Williamson (GO)  |  |  |
| 5.000%, 04/01/39  | 2670 | &nbsp;&nbsp; 2869274 |
| 4.000%, 04/01/42  | 1225 | &nbsp;&nbsp; 1166854 |
| 4.000%, 04/01/43  | 1925 | &nbsp;&nbsp; 1805225 |
| 4.000%, 04/01/44  | 2000 | &nbsp;&nbsp; 1853312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/31  | 5465 | &nbsp;&nbsp; 5951944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 07/01/27  | 3820 | &nbsp;&nbsp; 4006362 |
| 4.000%, 07/01/28  | 10160 | &nbsp;&nbsp; 10576937 |
| 4.000%, 07/01/37  | 2000 | &nbsp;&nbsp; 1972716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
| 4.000%, 01/01/44  | 6260 | &nbsp;&nbsp; 5695810 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 07/01/35  | 1285 | &nbsp;&nbsp; 1434753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/27  | 1910 | &nbsp;&nbsp; 2001714 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Tennessee (GO) <br> Series A |  |  |
| 5.000%, 02/01/27  | 7720 | &nbsp;&nbsp; 8016558 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Tennessee (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 1000 | &nbsp;&nbsp; 1000000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tennessee State School <br> Bond Authority (RB) (ST <br> INTERCEPT) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Tennessee State School <br> Bond Authority (RB) (ST <br> INTERCEPT) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 3000 | &nbsp;&nbsp; $3018782 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | &nbsp;&nbsp; 65327683 |
| TEXAS — (16.6%) | TEXAS — (16.6%) | TEXAS — (16.6%) | TEXAS — (16.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlington Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/37  | 535 | &nbsp;&nbsp; 575502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/01/25  | 250 | &nbsp;&nbsp; 250000 |
|  | 5.000%, 08/01/27  | 2300 | &nbsp;&nbsp; 2413641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/43  | 1630 | &nbsp;&nbsp; 1667365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barbers Hill Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Barbers Hill Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/44  | 645 | &nbsp;&nbsp; 662079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
|  | 5.000%, 08/15/43  | 14355 | &nbsp;&nbsp; 14760394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
|  | 5.000%, 08/15/42  | 1750 | &nbsp;&nbsp; 1825256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series D | &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series D |  |  |
|  | 5.000%, 08/15/26  | 2080 | &nbsp;&nbsp; 2133891 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series E | &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series E |  |  |
|  | 5.000%, 08/15/26  | 4860 | &nbsp;&nbsp; 4985918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series J | &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series J |  |  |
|  | 5.000%, 08/15/26  | 1540 | &nbsp;&nbsp; 1579900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brushy Creek Regional <br> Utility Authority, Inc. (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Brushy Creek Regional <br> Utility Authority, Inc. (RB)  |  |  |
|  | 4.000%, 08/01/32  | 1000 | &nbsp;&nbsp; 1002791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Texas Turnpike <br> System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Central Texas Turnpike <br> System (RB) Series A |  |  |
|  | 5.000%, 08/15/39  | 2315 | &nbsp;&nbsp; 2384411 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Arlington (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Arlington (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/37  | 1995 | &nbsp;&nbsp; 2173416 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/26  | 1180 | &nbsp;&nbsp; $1203816 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/38  | 840 | &nbsp;&nbsp; 894277 |
| 5.000%, 09/01/44  | 1350 | &nbsp;&nbsp; 1377733 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/42  | 900 | &nbsp;&nbsp; 924855 |
| 5.000%, 11/15/43  | 810 | &nbsp;&nbsp; 827179 |
| 5.000%, 11/15/44  | 1115 | &nbsp;&nbsp; 1132415 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/29  | 910 | &nbsp;&nbsp; 996601 |
| 5.000%, 11/15/41  | 1715 | &nbsp;&nbsp; 1776602 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bryan Electric <br> System Revenue (RB) <br> (AG)  |  |  |
| 5.000%, 07/01/29  | 590 | &nbsp;&nbsp; 639470 |
| 5.000%, 07/01/30  | 1040 | &nbsp;&nbsp; 1142175 |
| City of Cedar Park (GO)  |  |  |
| 5.000%, 02/15/29  | 590 | &nbsp;&nbsp; 636965 |
| City of Celina (GO)  |  |  |
| 5.000%, 09/01/31  | 405 | &nbsp;&nbsp; 449190 |
| 5.000%, 09/01/32  | 465 | &nbsp;&nbsp; 518124 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of College Station <br> (GO)  |  |  |
| 5.000%, 02/15/29  | 345 | &nbsp;&nbsp; 372220 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Hotel <br> Occupancy Tax Revenue <br> (RB)  |  |  |
| 4.000%, 08/15/27  | 620 | &nbsp;&nbsp; 623607 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
| 4.000%, 10/01/34  | 2060 | &nbsp;&nbsp; 2098815 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
| 5.000%, 10/01/25  | 1000 | &nbsp;&nbsp; 1004069 |
| City of Denton (GO)  |  |  |
| 5.000%, 02/15/29  | 2150 | &nbsp;&nbsp; 2318878 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/29  | 1520 | &nbsp;&nbsp; 1640163 |
| 5.000%, 03/01/45  | 1280 | &nbsp;&nbsp; 1291685 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/37  | 1500 | &nbsp;&nbsp; 1592079 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Houston (GO) <br> Series A |  |  |
| 5.000%, 03/01/44  | 5700 | &nbsp;&nbsp; 5757671 |
| City of Hutto (GO) (BAM)  |  |  |
| 5.000%, 08/01/43  | 445 | &nbsp;&nbsp; 457850 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/28  | 1875 | &nbsp;&nbsp; $2014979 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Laredo Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/42  | 300 | &nbsp;&nbsp; 308670 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/37  | 1250 | &nbsp;&nbsp; 1342848 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lubbock Electric <br> Light & Power System <br> Revenue (RB)  |  |  |
| 5.000%, 04/15/27  | 545 | &nbsp;&nbsp; 567352 |
| City of McKinney (GO)  |  |  |
| 5.000%, 08/15/27  | 2170 | &nbsp;&nbsp; 2277429 |
| City of New Braunfels (GO)  |  |  |
| 5.000%, 02/01/28  | 1025 | &nbsp;&nbsp; 1084322 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/37  | 425 | &nbsp;&nbsp; 451061 |
| 5.000%, 08/01/40  | 755 | &nbsp;&nbsp; 792748 |
| 5.000%, 08/01/41  | 800 | &nbsp;&nbsp; 833503 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/27  | 1715 | &nbsp;&nbsp; 1782411 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/32  | 2260 | &nbsp;&nbsp; 2302168 |
| 4.000%, 02/01/36  | 2435 | &nbsp;&nbsp; 2421479 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series B |  |  |
| 5.000%, 02/01/44  | 300 | &nbsp;&nbsp; 304371 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series C |  |  |
| 5.000%, 02/01/43  | 705 | &nbsp;&nbsp; 717556 |
| City of Waco (GO)  |  |  |
| 5.000%, 02/01/43  | 825 | &nbsp;&nbsp; 845414 |
| 5.000%, 02/01/44  | 635 | &nbsp;&nbsp; 647086 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clear Lake City Water <br> Authority (GO)  |  |  |
| 5.000%, 03/01/29  | 355 | &nbsp;&nbsp; 381805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clifton Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series T |  |  |
| 5.000%, 08/15/31  | 670 | &nbsp;&nbsp; 736289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 2260 | &nbsp;&nbsp; 2290561 |
| 5.000%, 02/15/44  | 4000 | &nbsp;&nbsp; 4076601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corpus Christi Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 2000 | &nbsp;&nbsp; 2147971 |
| County of Bexar (RB)  |  |  |
| 5.000%, 08/15/27  | 680 | &nbsp;&nbsp; 713664 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Bexar (GO)  |  |  |
| 5.000%, 06/15/43  | 1705 | &nbsp;&nbsp; $1761644 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/29  | 750 | &nbsp;&nbsp; 811058 |
| 5.000%, 02/15/38  | 450 | &nbsp;&nbsp; 480929 |
| County of Denton (GO)  |  |  |
| 5.000%, 07/15/41  | 790 | &nbsp;&nbsp; 826502 |
| 5.000%, 07/15/42  | 470 | &nbsp;&nbsp; 487345 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Harris (GO) <br> Series A |  |  |
| 5.000%, 09/15/27  | 1000 | &nbsp;&nbsp; 1052212 |
| 5.000%, 10/01/29  | 2005 | &nbsp;&nbsp; 2197748 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of San Patricio <br> (GO)  |  |  |
| 5.000%, 04/01/29  | 150 | &nbsp;&nbsp; 161878 |
| County of Travis (GO)  |  |  |
| 4.000%, 03/01/42  | 2260 | &nbsp;&nbsp; 2096502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cypress-Fairbanks <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 990 | &nbsp;&nbsp; 1071286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Fort Worth <br> International Airport (RB) <br> Series A |  |  |
| 5.000%, 11/01/28  | 760 | &nbsp;&nbsp; 817633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/44  | 770 | &nbsp;&nbsp; 790218 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 700 | &nbsp;&nbsp; 734084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denton Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/43  | 1250 | &nbsp;&nbsp; 1289465 |
| 5.000%, 08/15/44  | 735 | &nbsp;&nbsp; 753788 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Central Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 4.000%, 08/15/41  | 925 | &nbsp;&nbsp; 886287 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso County Hospital <br> District (GO) (AG)  |  |  |
| 5.000%, 08/15/40  | 1375 | &nbsp;&nbsp; 1431748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Bend Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 250 | &nbsp;&nbsp; 268496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 4.000%, 08/15/36  | 1425 | &nbsp;&nbsp; 1418081 |
| 5.000%, 08/15/44  | 1200 | &nbsp;&nbsp; 1231776 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/27  | 450 | &nbsp;&nbsp; $466565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grapevine-Colleyville <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 1000 | &nbsp;&nbsp; 1071027 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greater Texoma Utility <br> Authority (RB) (BAM) <br> Series R |  |  |
| 5.000%, 10/01/42  | 2590 | &nbsp;&nbsp; 2627183 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gulf Coast Authority (RB) <br> Series B |  |  |
| 5.000%, 10/01/30  | 1315 | &nbsp;&nbsp; 1447846 |
| 5.000%, 10/01/33  | 895 | &nbsp;&nbsp; 998920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/26  | 1045 | &nbsp;&nbsp; 1061153 |
| 5.000%, 10/01/31  | 1290 | &nbsp;&nbsp; 1293222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 05/15/28  | 1495 | &nbsp;&nbsp; 1583504 |
| 3.000%, 10/01/40  | 2120 | &nbsp;&nbsp; 1723633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 4000 | &nbsp;&nbsp; 4054738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1150 | &nbsp;&nbsp; 1165737 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD) Series <br> REF-A |  |  |
| 5.000%, 02/15/42  | 1500 | &nbsp;&nbsp; 1560739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/43  | 1500 | &nbsp;&nbsp; 1546906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hutto Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/43  | 600 | &nbsp;&nbsp; 616480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Katy Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/37  | 450 | &nbsp;&nbsp; 483048 |
| &nbsp;&nbsp;&nbsp;&nbsp; Katy Independent School <br> District (GO) (PSF-GTD) <br> Series D |  |  |
| 5.000%, 02/15/30  | 500 | &nbsp;&nbsp; 517987 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lamar Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 450 | &nbsp;&nbsp; $477804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB) (AG)  |  |  |
| 5.000%, 05/15/26  | 500 | &nbsp;&nbsp; 509301 |
| 5.000%, 05/15/32  | 1475 | &nbsp;&nbsp; 1623292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/33  | 1140 | &nbsp;&nbsp; 1197452 |
| 5.000%, 05/15/41  | 1600 | &nbsp;&nbsp; 1632553 |
| 5.000%, 05/15/43  | 910 | &nbsp;&nbsp; 926711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/29  | 510 | &nbsp;&nbsp; 550974 |
| 5.000%, 05/15/30  | 400 | &nbsp;&nbsp; 437501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marble Falls Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 2765 | &nbsp;&nbsp; 2987304 |
| &nbsp;&nbsp;&nbsp;&nbsp; McKinney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 380 | &nbsp;&nbsp; 401651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Midlothian Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 450 | &nbsp;&nbsp; 477804 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 09/01/28  | 2100 | &nbsp;&nbsp; 2254398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northside Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/25  | 1880 | &nbsp;&nbsp; 1881696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northwest Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/38  | 1800 | &nbsp;&nbsp; 1907298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - Texas A&M University <br> System (RB)  |  |  |
| 5.000%, 07/01/40  | 4790 | &nbsp;&nbsp; 5005237 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/26  | 5500 | &nbsp;&nbsp; 5628401 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prosper Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/42  | 1245 | &nbsp;&nbsp; 1294433 |
| 5.000%, 02/15/43  | 1375 | &nbsp;&nbsp; 1416685 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Richardson Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/44  | 1000 | &nbsp;&nbsp; $1024963 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 4340 | &nbsp;&nbsp; 4448081 |
| 5.000%, 08/15/30  | 1000 | &nbsp;&nbsp; 1106691 |
| 4.000%, 08/15/43  | 875 | &nbsp;&nbsp; 800416 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Antonio Public <br> Facilities Corp. (RB)  |  |  |
| 5.000%, 09/15/31  | 6815 | &nbsp;&nbsp; 7504635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 955 | &nbsp;&nbsp; 1023274 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> A |  |  |
| 5.000%, 10/01/28  | 1180 | &nbsp;&nbsp; 1183992 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> A |  |  |
| 5.000%, 10/01/31  | 2840 | &nbsp;&nbsp; 2969602 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> B |  |  |
| 5.000%, 08/01/39  | 1900 | &nbsp;&nbsp; 1900896 |
| 5.000%, 08/01/41  | 1200 | &nbsp;&nbsp; 1200399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County College <br> District (GO)  |  |  |
| 5.000%, 08/15/29  | 1120 | &nbsp;&nbsp; 1218070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/44  | 1000 | &nbsp;&nbsp; 1011731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B |  |  |
| 5.000%, 07/01/29  | 220 | &nbsp;&nbsp; 236169 |
| 5.000%, 07/01/30  | 465 | &nbsp;&nbsp; 504043 |
| &nbsp;&nbsp;&nbsp;&nbsp; Temple Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/29  | 515 | &nbsp;&nbsp; 555452 |
| 5.000%, 02/01/30  | 1000 | &nbsp;&nbsp; 1095869 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Department of <br> Transportation State <br> Highway Fund (RB)  |  |  |
| 5.250%, 04/01/26  | 300 | &nbsp;&nbsp; 305521 |
| 5.000%, 10/01/26  | 4385 | &nbsp;&nbsp; 4515134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas State Technical <br> College (RB) (AG) <br> Series A |  |  |
| 5.000%, 08/01/29  | 820 | &nbsp;&nbsp; 890364 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A |  |  |
|  | 5.000%, 02/15/42  | 1480 | &nbsp;&nbsp; $1548121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Central Regional <br> Wastewater System <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Central Regional <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 08/01/27  | 3315 | &nbsp;&nbsp; 3474153 |
|  | 5.000%, 08/01/29  | 250 | &nbsp;&nbsp; 272139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
|  | 5.000%, 02/01/28  | 600 | &nbsp;&nbsp; 634128 |
|  | 5.000%, 02/01/29  | 500 | &nbsp;&nbsp; 538733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upper Trinity Regional <br> Water District (RB) <br> (BAM)  | &nbsp;&nbsp;&nbsp;&nbsp; Upper Trinity Regional <br> Water District (RB) <br> (BAM)  |  |  |
|  | 5.000%, 08/01/31  | 195 | &nbsp;&nbsp; 215463 |
|  | 5.000%, 08/01/32  | 485 | &nbsp;&nbsp; 537985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/44  | 495 | &nbsp;&nbsp; 507646 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Travis County Public <br> Utility Agency (RB) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; West Travis County Public <br> Utility Agency (RB) (AG)  |  |  |
|  | 6.500%, 08/15/27  | 765 | &nbsp;&nbsp; 822219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Willis Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Willis Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/30  | 540 | &nbsp;&nbsp; 589639 |
|  | 5.000%, 02/15/31  | 875 | &nbsp;&nbsp; 965624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/27  | 1000 | &nbsp;&nbsp; 1049914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/41 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 5865 | &nbsp;&nbsp; 5870512 |
| TOTAL TEXAS | TOTAL TEXAS |  | &nbsp;&nbsp; 219050732 |
| UTAH — (0.7%) | UTAH — (0.7%) | UTAH — (0.7%) | UTAH — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/30  | 2155 | &nbsp;&nbsp; 2378785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intermountain Power <br> Agency (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Intermountain Power <br> Agency (RB) Series A |  |  |
|  | 5.000%, 07/01/41  | 2000 | &nbsp;&nbsp; 2039779 |
| State of Utah (GO)  | State of Utah (GO)  |  |  |
|  | 5.000%, 07/01/26  | 4450 | &nbsp;&nbsp; 4553480 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| UTAH — (Continued) | UTAH — (Continued) | UTAH — (Continued) |
| Utah Transit Authority (RB)  |  |  |
| 5.000%, 12/15/28  | 500 | &nbsp;&nbsp; $540830 |
| TOTAL UTAH |  | &nbsp;&nbsp; 9512874 |
| VIRGINIA — (3.2%) | VIRGINIA — (3.2%) | VIRGINIA — (3.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlington County Industrial <br> Development Authority <br> (RB)  |  |  |
| 5.000%, 07/01/26  | 100 | &nbsp;&nbsp; 101959 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Alexandria (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
| 5.000%, 07/15/27  | 3210 | &nbsp;&nbsp; 3371729 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Manassas (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 01/01/42  | 1055 | &nbsp;&nbsp; 988130 |
| 4.000%, 01/01/44  | 1120 | &nbsp;&nbsp; 1021062 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Norfolk (GO) (ST <br> AID WITHHLDG)  |  |  |
| 5.000%, 08/01/28  | 2440 | &nbsp;&nbsp; 2623134 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Norfolk (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
| 5.000%, 09/01/36  | 275 | &nbsp;&nbsp; 302451 |
| 5.000%, 09/01/37  | 550 | &nbsp;&nbsp; 599919 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Norfolk Water <br> Revenue (RB)  |  |  |
| 5.000%, 11/01/41  | 1935 | &nbsp;&nbsp; 2038834 |
| 5.000%, 11/01/42  | 2040 | &nbsp;&nbsp; 2132423 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Richmond (GO) (ST <br> AID WITHHLDG) Series <br> D |  |  |
| 5.000%, 03/01/27  | 3275 | &nbsp;&nbsp; 3407266 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Roanoke (GO) (ST <br> AID WITHHLDG) Series <br> B |  |  |
| 4.000%, 10/01/43  | 1055 | &nbsp;&nbsp; 957621 |
| County of Arlington (GO)  |  |  |
| 5.000%, 06/15/37  | 7025 | &nbsp;&nbsp; 7605330 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 01/01/28  | 2800 | &nbsp;&nbsp; 2966306 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Fairfax (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
| 5.000%, 10/01/27  | 1000 | &nbsp;&nbsp; 1055211 |
| 4.000%, 10/01/42  | 2265 | &nbsp;&nbsp; 2113450 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Henrico (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 08/01/27  | 1680 | &nbsp;&nbsp; 1764245 |
| 5.000%, 08/01/28  | 2945 | &nbsp;&nbsp; 3162497 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series B |  |  |
| 5.000%, 12/01/25  | 500 | &nbsp;&nbsp; $504017 |
| &nbsp;&nbsp;&nbsp;&nbsp; Loudoun County Sanitation <br> Authority (RB)  |  |  |
| 5.000%, 01/01/28  | 4480 | &nbsp;&nbsp; 4751511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lynchburg Economic <br> Development Authority <br> (RB)  |  |  |
| 5.000%, 01/01/28  | 420 | &nbsp;&nbsp; 442398 |
| 5.000%, 01/01/29  | 530 | &nbsp;&nbsp; 564970 |
| TOTAL VIRGINIA |  | &nbsp;&nbsp; 42474463 |
| WASHINGTON — (7.9%) | WASHINGTON — (7.9%) | WASHINGTON — (7.9%) |
| City of Seattle (GO)  |  |  |
| 4.000%, 12/01/34  | 1020 | &nbsp;&nbsp; 1020099 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/27  | 8420 | &nbsp;&nbsp; 8816748 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
| 5.000%, 02/01/29  | 950 | &nbsp;&nbsp; 1028885 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County Public Utility <br> District No. 1 Electric <br> Revenue (RB)  |  |  |
| 5.000%, 01/01/29  | 410 | &nbsp;&nbsp; 442618 |
| 5.000%, 01/01/30  | 500 | &nbsp;&nbsp; 547939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County Public Utility <br> District No. 1 Generating <br> System Revenue (RB)  |  |  |
| 5.000%, 01/01/29  | 645 | &nbsp;&nbsp; 696314 |
| 5.000%, 01/01/30  | 880 | &nbsp;&nbsp; 964372 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series A |  |  |
| 5.000%, 06/01/28  | 3590 | &nbsp;&nbsp; 3848206 |
| 5.000%, 06/01/29  | 2050 | &nbsp;&nbsp; 2243744 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 975 | &nbsp;&nbsp; 982974 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 01/01/28  | 1625 | &nbsp;&nbsp; 1721910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/28  | 1165 | &nbsp;&nbsp; 1218291 |
| 5.000%, 07/01/39 | 8830 | &nbsp;&nbsp; 9288268 |
| 5.000%, 07/01/40  | 3760 | &nbsp;&nbsp; 3891323 |
| 5.000%, 07/01/41  | 3370 | &nbsp;&nbsp; 3463663 |
| 4.000%, 07/01/42  | 1400 | &nbsp;&nbsp; 1293329 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Franklin County School <br> District No. 1 Pasco <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/36  | 1445 | &nbsp;&nbsp; $1572071 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 210 Federal Way <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 1815 | &nbsp;&nbsp; 1829540 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/37  | 320 | &nbsp;&nbsp; 344652 |
| 5.000%, 12/01/41  | 2275 | &nbsp;&nbsp; 2372332 |
| 4.125%, 12/01/43  | 6850 | &nbsp;&nbsp; 6320661 |
| 5.000%, 12/01/44  | 3000 | &nbsp;&nbsp; 3094177 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 12/01/25  | 2425 | &nbsp;&nbsp; 2444997 |
| 5.000%, 12/01/26  | 1555 | &nbsp;&nbsp; 1607028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/25  | 4000 | &nbsp;&nbsp; 4031641 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/42  | 1530 | &nbsp;&nbsp; 1559728 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/37  | 1410 | &nbsp;&nbsp; 1417691 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2022C |  |  |
| 4.000%, 07/01/29  | 3205 | &nbsp;&nbsp; 3373741 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2023A |  |  |
| 5.000%, 08/01/38  | 1460 | &nbsp;&nbsp; 1564916 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2023B |  |  |
| 5.000%, 07/01/35  | 6000 | &nbsp;&nbsp; 6627023 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 3000 | &nbsp;&nbsp; 3216410 |
| 5.000%, 08/01/39  | 1000 | &nbsp;&nbsp; 1040515 |
| 5.000%, 08/01/40  | 2325 | &nbsp;&nbsp; 2406635 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A-2 |  |  |
| 5.000%, 08/01/41  | 1535 | &nbsp;&nbsp; 1595500 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/38  | 2510 | &nbsp;&nbsp; 2600291 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/41  | 6000 | &nbsp;&nbsp; 6014158 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series E |  |  |
| 5.000%, 06/01/38  | 2425 | &nbsp;&nbsp; $2522802 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2018D |  |  |
| 5.000%, 08/01/33  | 3925 | &nbsp;&nbsp; 4065032 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025E |  |  |
| 5.000%, 08/01/28  | 1000 | &nbsp;&nbsp; 1072653 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp; 104162877 |
| WEST VIRGINIA — (0.3%) | WEST VIRGINIA — (0.3%) | WEST VIRGINIA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of West Virginia (GO) <br> Series A |  |  |
| 5.000%, 12/01/41  | 2500 | &nbsp;&nbsp; 2548198 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of West Virginia (GO) <br> Series B |  |  |
| 5.000%, 06/01/41  | 1305 | &nbsp;&nbsp; 1325743 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Virginia Hospital <br> Finance Authority (RB) <br> Series A |  |  |
| 5.000%, 06/01/37  | 395 | &nbsp;&nbsp; 418498 |
| TOTAL WEST VIRGINIA |  | &nbsp;&nbsp; 4292439 |
| WISCONSIN — (3.6%) | WISCONSIN — (3.6%) | WISCONSIN — (3.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Madison (GO) <br> Series A |  |  |
| 4.000%, 10/01/26  | 5000 | &nbsp;&nbsp; 5091233 |
| 5.000%, 10/01/26  | 920 | &nbsp;&nbsp; 947303 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 7745 | &nbsp;&nbsp; 8167558 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Madison (GO) <br> Series C |  |  |
| 5.000%, 10/01/26  | 945 | &nbsp;&nbsp; 973045 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Milwaukee (GO) <br> Series N-4 |  |  |
| 5.000%, 04/01/27  | 4015 | &nbsp;&nbsp; 4161649 |
| 5.000%, 04/01/28  | 5385 | &nbsp;&nbsp; 5689041 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Milwaukee <br> Sewerage System <br> Revenue (RB) Series <br> S-2 |  |  |
| 5.000%, 06/01/34  | 1205 | &nbsp;&nbsp; 1291899 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Dodge (GO) <br> Series A |  |  |
| 3.000%, 03/01/28  | 1355 | &nbsp;&nbsp; 1358145 |
| &nbsp;&nbsp;&nbsp;&nbsp; Madison Metropolitan <br> School District (GO) <br> Series A |  |  |
| 5.000%, 03/01/42  | 1150 | &nbsp;&nbsp; 1200237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Finance Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Public Finance Authority <br> (RB) Series A |  |  |
|  | 4.000%, 07/01/37  | 655 | &nbsp;&nbsp; $639550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Racine Unified School <br> District (GO) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Racine Unified School <br> District (GO) (AG)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/01/39 <br> (Pre-refunded @ <br> $100, 4/1/31)<br>| 205 | &nbsp;&nbsp; 228358 |
|  | 5.000%, 04/01/39  | 920 | &nbsp;&nbsp; 960408 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 1 | &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 1 |  |  |
|  | 5.000%, 05/01/29  | 1555 | &nbsp;&nbsp; 1697972 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2 | &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2 |  |  |
|  | 5.000%, 05/01/37  | 1575 | &nbsp;&nbsp; 1697672 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2021-2 |  |  |
|  | 5.000%, 05/01/36  | 1210 | &nbsp;&nbsp; 1286117 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2024-2 |  |  |
|  | 5.000%, 05/01/28  | 2000 | &nbsp;&nbsp; 2138713 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series B |  |  |
|  | 5.000%, 05/01/37  | 3155 | &nbsp;&nbsp; 3384553 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Wisconsin <br> Hospitals & Clinics (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; University of Wisconsin <br> Hospitals & Clinics (RB) <br> Series B |  |  |
|  | 5.000%, 04/01/28  | 1115 | &nbsp;&nbsp; 1183304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Department of <br> Transportation (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/43  | 3940 | &nbsp;&nbsp; 4129403 |
| &nbsp;&nbsp;&nbsp;&nbsp; WPPI Energy (RB) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; WPPI Energy (RB) Series <br> A |  |  |
|  | 5.000%, 07/01/28  | 1380 | &nbsp;&nbsp; 1406443 |
| TOTAL WISCONSIN | TOTAL WISCONSIN |  | &nbsp;&nbsp; 47632603 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,341,766,434) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,341,766,434) |  | &nbsp;&nbsp; 1322011173 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock Liquidity <br> Funds MuniCash <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>(Cost $626,611)<br>| 626548 | &nbsp;&nbsp; 626611 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,342,393,045)^^ |  | &nbsp;&nbsp; $1322637784 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1322011173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1322011173 |
| Investment Companies | &nbsp;&nbsp;&nbsp; $626611 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 626611 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $626611 | &nbsp;&nbsp;&nbsp; $1322011173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $1322637784 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.2%) | MUNICIPAL BONDS — (99.2%) | MUNICIPAL BONDS — (99.2%) |
| ALABAMA — (0.5%) | ALABAMA — (0.5%) | ALABAMA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alabama Community <br> College System (RB) <br> (BAM)  |  |  |
| 5.000%, 10/01/32  | 685 | &nbsp;&nbsp; $700424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Infirmary Health System <br> Special Care Facilities <br> Financing Authority of <br> Mobile (RB) Series A |  |  |
| 3.000%, 02/01/30  | 350 | &nbsp;&nbsp; 343099 |
| 4.000%, 02/01/38  | 750 | &nbsp;&nbsp; 699137 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of South <br> Alabama (RB) (AG)  |  |  |
| 4.000%, 04/01/38  | 250 | &nbsp;&nbsp; 236507 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of South <br> Alabama (RB) (BAM) <br> Series A |  |  |
| 5.000%, 04/01/44  | 500 | &nbsp;&nbsp; 511862 |
| TOTAL ALABAMA |  | &nbsp;&nbsp; 2491029 |
| ALASKA — (1.8%) | ALASKA — (1.8%) | ALASKA — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alaska Municipal Bond <br> Bank Authority (RB) <br> Series 1 |  |  |
| 5.000%, 05/01/27  | 250 | &nbsp;&nbsp; 260071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alaska Municipal Bond <br> Bank Authority (RB) <br> Series THREE |  |  |
| 5.000%, 10/01/27  | 250 | &nbsp;&nbsp; 262719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Borough of <br> Matanuska-Susitna (GO) <br> Series B |  |  |
| 5.000%, 11/01/28  | 3250 | &nbsp;&nbsp; 3502539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipality of Anchorage <br> (GO) Series A |  |  |
| 4.000%, 09/01/34  | 2945 | &nbsp;&nbsp; 2945543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipality of Anchorage <br> (GO) Series C |  |  |
| 4.000%, 09/01/34  | 2015 | &nbsp;&nbsp; 2015371 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Alaska (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 285 | &nbsp;&nbsp; 301233 |
| TOTAL ALASKA |  | &nbsp;&nbsp; 9287476 |
| ARIZONA — (1.5%) | ARIZONA — (1.5%) | ARIZONA — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arizona Industrial <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 02/01/37  | 1160 | &nbsp;&nbsp; 1223591 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Phoenix Civic <br> Improvement Corp. (RB) <br> Series A |  |  |
| 5.000%, 07/01/34  | 1010 | &nbsp;&nbsp; $1054875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Industrial <br> Development Authority <br> (RB) Series A |  |  |
| 3.250%, 01/01/37  | 250 | &nbsp;&nbsp; 227607 |
| 4.000%, 09/01/37  | 390 | &nbsp;&nbsp; 381954 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Arizona University <br> (COP) (AG)  |  |  |
| 5.000%, 09/01/25  | 550 | &nbsp;&nbsp; 551110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinal County Electric <br> District No. 3 (RB)  |  |  |
| 5.000%, 07/01/28  | 160 | &nbsp;&nbsp; 170345 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 4.000%, 01/01/38  | 4000 | &nbsp;&nbsp; 3933498 |
| TOTAL ARIZONA |  | &nbsp;&nbsp; 7542980 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arkansas Development <br> Finance Authority (RB) <br> Series B-1 |  |  |
| 5.000%, 09/01/28  | 40 | &nbsp;&nbsp; 41621 |
| 5.000%, 09/01/30  | 35 | &nbsp;&nbsp; 36959 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Little Rock School <br> District No. 1 (GO) (ST <br> AID WITHHLDG)  |  |  |
| 2.000%, 02/01/30  | 250 | &nbsp;&nbsp; 232969 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pulaski County Special <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 2.000%, 02/01/29  | 250 | &nbsp;&nbsp; 237359 |
| TOTAL ARKANSAS |  | &nbsp;&nbsp; 548908 |
| CALIFORNIA — (2.1%) | CALIFORNIA — (2.1%) | CALIFORNIA — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 04/01/33  | 275 | &nbsp;&nbsp; 296746 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State University <br> (RB) Series A |  |  |
| 4.000%, 11/01/36  | 3000 | &nbsp;&nbsp; 2971797 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/25/26  | 2175 | &nbsp;&nbsp; 2227231 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Sacramento <br> Transient Occupancy <br> Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 260 | &nbsp;&nbsp; $265697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hesperia Community <br> Redevelopment <br> Successor Agency (TAN) <br> (AG) Series A |  |  |
| 3.375%, 09/01/37  | 500 | &nbsp;&nbsp; 467568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Beach <br> Redevelopment <br> Successor Agency (TAN)  |  |  |
| 4.000%, 06/01/38  | 260 | &nbsp;&nbsp; 254644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Tule River Irrigation <br> District (RB) Series A |  |  |
| 5.000%, 08/01/26  | 300 | &nbsp;&nbsp; 306445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mountain House Public <br> Financing Authority (RB) <br> (BAM) Series A |  |  |
| 4.000%, 12/01/29  | 165 | &nbsp;&nbsp; 172797 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series 2020-B |  |  |
| 4.000%, 05/01/40  | 210 | &nbsp;&nbsp; 202215 |
| State of California (GO)  |  |  |
| 5.000%, 08/01/35  | 2500 | &nbsp;&nbsp; 2539010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ukiah Public Financing <br> Authority (RB)  |  |  |
| 4.000%, 04/01/28  | 475 | &nbsp;&nbsp; 492300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Victor Valley Transit <br> Authority (COP)  |  |  |
| 3.000%, 07/01/37  | 225 | &nbsp;&nbsp; 191602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Township <br> Health Care District (RB) <br> Series A |  |  |
| 4.000%, 07/01/33  | 100 | &nbsp;&nbsp; 100090 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp; 10488142 |
| COLORADO — (1.0%) | COLORADO — (1.0%) | COLORADO — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cherokee Metropolitan <br> District (RB) (BAM)  |  |  |
| 4.000%, 08/01/34  | 175 | &nbsp;&nbsp; 178651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/30  | 595 | &nbsp;&nbsp; 637876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities <br> Authority (RB) Series <br> A-1 |  |  |
| 5.000%, 08/01/25  | 80 | &nbsp;&nbsp; 80000 |
| 4.000%, 08/01/37  | 350 | &nbsp;&nbsp; 331842 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities <br> Authority (RB) Series <br> A-2 |  |  |
| 5.000%, 08/01/35  | 910 | &nbsp;&nbsp; $938936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denver Health & Hospital <br> Authority (COP)  |  |  |
| 5.000%, 12/01/30  | 325 | &nbsp;&nbsp; 340001 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denver Health & Hospital <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/33  | 1090 | &nbsp;&nbsp; 1133089 |
| &nbsp;&nbsp;&nbsp;&nbsp; E-470 Public Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/34  | 220 | &nbsp;&nbsp; 236032 |
| 5.000%, 09/01/36  | 300 | &nbsp;&nbsp; 317190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flying Horse Metropolitan <br> District No. 2 (GO) (AG) <br> Series A |  |  |
| 4.000%, 12/01/40  | 430 | &nbsp;&nbsp; 404182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fossil Ridge Metropolitan <br> District No. 3 (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/29  | 280 | &nbsp;&nbsp; 302212 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Suburban Park & <br> Recreation District <br> (COP)  |  |  |
| 5.000%, 12/15/31  | 280 | &nbsp;&nbsp; 295595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upper Eagle Regional <br> Water Authority (RB) <br> (AG)  |  |  |
| 5.000%, 12/01/29  | 125 | &nbsp;&nbsp; 136563 |
| TOTAL COLORADO |  | &nbsp;&nbsp; 5332169 |
| CONNECTICUT — (1.1%) | CONNECTICUT — (1.1%) | CONNECTICUT — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bridgeport (GO) <br> Series A |  |  |
| 5.000%, 06/01/32  | 355 | &nbsp;&nbsp; 382951 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bridgeport (GO) <br> Series B |  |  |
| 5.000%, 08/15/26  | 500 | &nbsp;&nbsp; 512539 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New Haven (GO) <br> Series A |  |  |
| 5.000%, 08/01/29  | 595 | &nbsp;&nbsp; 642318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/34  | 805 | &nbsp;&nbsp; 846309 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Connecticut (GO) <br> Series A |  |  |
| 4.000%, 04/15/38  | 500 | &nbsp;&nbsp; 483532 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Connecticut <br> Special Tax Revenue <br> (RB) Series A |  |  |
| 5.000%, 05/01/35  | 550 | &nbsp;&nbsp; 594470 |
| 4.000%, 09/01/36  | 1525 | &nbsp;&nbsp; 1499151 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
|  | 5.000%, 05/01/38  | 500 | &nbsp;&nbsp; $521486 |
| TOTAL CONNECTICUT | TOTAL CONNECTICUT |  | &nbsp;&nbsp; 5482756 |
| DELAWARE — (0.0%) | DELAWARE — (0.0%) | DELAWARE — (0.0%) | DELAWARE — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Delaware Municipal <br> Electric Corp. (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Delaware Municipal <br> Electric Corp. (RB)  |  |  |
|  | 5.000%, 07/01/29  | 150 | &nbsp;&nbsp; 162300 |
| DISTRICT OF COLUMBIA — (2.3%) | DISTRICT OF COLUMBIA — (2.3%) | DISTRICT OF COLUMBIA — (2.3%) | DISTRICT OF COLUMBIA — (2.3%) |
| District of Columbia (RB)  | District of Columbia (RB)  |  |  |
|  | 5.000%, 04/01/26  | 185 | &nbsp;&nbsp; 187607 |
|  | 5.000%, 07/15/33  | 1410 | &nbsp;&nbsp; 1417393 |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series D |  |  |
|  | 5.000%, 06/01/36  | 1660 | &nbsp;&nbsp; 1685963 |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/33  | 2800 | &nbsp;&nbsp; 2840230 |
|  | 4.000%, 10/15/39  | 1610 | &nbsp;&nbsp; 1511634 |
| &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; District of Columbia (GO) <br> Series D |  |  |
|  | 5.000%, 06/01/38  | 1080 | &nbsp;&nbsp; 1093961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Washington <br> Airports Authority Dulles <br> Toll Road Revenue (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Washington <br> Airports Authority Dulles <br> Toll Road Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 10/01/32  | 750 | &nbsp;&nbsp; 790116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Metropolitan <br> Area Transit Authority <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Washington Metropolitan <br> Area Transit Authority <br> (RB)  |  |  |
|  | 5.000%, 07/01/31  | 610 | &nbsp;&nbsp; 630993 |
|  | 5.000%, 07/01/38  | 1585 | &nbsp;&nbsp; 1596198 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL DISTRICT OF <br> COLUMBIA | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL DISTRICT OF <br> COLUMBIA |  | &nbsp;&nbsp; 11754095 |
| FLORIDA — (13.8%) | FLORIDA — (13.8%) | FLORIDA — (13.8%) | FLORIDA — (13.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brevard County Health <br> Facilities Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Brevard County Health <br> Facilities Authority (RB) <br> Series A |  |  |
|  | 5.000%, 04/01/41  | 1500 | &nbsp;&nbsp; 1506849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brevard County School <br> District (COP) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Brevard County School <br> District (COP) Series A |  |  |
|  | 5.000%, 07/01/26  | 4000 | &nbsp;&nbsp; 4090446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) (AG)  |  |  |
|  | 4.000%, 07/01/34  | 250 | &nbsp;&nbsp; 257217 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series A |  |  |
|  | 4.000%, 07/01/37  | 545 | &nbsp;&nbsp; 540695 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/35 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 2000 | &nbsp;&nbsp; 2026648 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series D | &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Expressway <br> Authority (RB) Series D |  |  |
|  | 5.000%, 07/01/32  | 280 | &nbsp;&nbsp; $306989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Tourism <br> Oversight District Utility <br> Revenue (RB) Series <br> 2018-1 | &nbsp;&nbsp;&nbsp;&nbsp; Central Florida Tourism <br> Oversight District Utility <br> Revenue (RB) Series <br> 2018-1 |  |  |
|  | 5.000%, 10/01/29  | 400 | &nbsp;&nbsp; 429182 |
|  | 5.000%, 10/01/37  | 400 | &nbsp;&nbsp; 415962 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 09/01/25  | 675 | &nbsp;&nbsp; 676391 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Gainesville Utilities <br> System Revenue (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Gainesville Utilities <br> System Revenue (RB) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/01/25 <br> (Pre-refunded @ <br> $100, 10/1/25)<br>| 825 | &nbsp;&nbsp; 828072 |
|  | 5.000%, 10/01/25  | 1620 | &nbsp;&nbsp; 1626117 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Hollywood Water & <br> Sewer Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Hollywood Water & <br> Sewer Revenue (RB)  |  |  |
|  | 5.000%, 10/01/28  | 250 | &nbsp;&nbsp; 269386 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lakeland <br> Department of Electric <br> Utilities (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Lakeland <br> Department of Electric <br> Utilities (RB)  |  |  |
|  | 5.000%, 10/01/25  | 1450 | &nbsp;&nbsp; 1455647 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Orlando Tourist <br> Development Tax <br> Revenue (RB) (AG) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Orlando Tourist <br> Development Tax <br> Revenue (RB) (AG) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 800 | &nbsp;&nbsp; 803899 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of South Miami Health <br> Facilities Authority, Inc. <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of South Miami Health <br> Facilities Authority, Inc. <br> (RB)  |  |  |
|  | 5.000%, 08/15/32  | 550 | &nbsp;&nbsp; 567310 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
|  | 5.000%, 10/01/31  | 2185 | &nbsp;&nbsp; 2193690 |
|  | 5.000%, 10/01/34  | 1360 | &nbsp;&nbsp; 1365409 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Broward Tourist <br> Development Tax <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; County of Broward Tourist <br> Development Tax <br> Revenue (RB)  |  |  |
|  | 4.000%, 09/01/38  | 1035 | &nbsp;&nbsp; 1016127 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  |  |  |
|  | 5.000%, 05/01/34  | 750 | &nbsp;&nbsp; 801228 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> (GO) Series A |  |  |
|  | 5.000%, 07/01/26  | 260 | &nbsp;&nbsp; 266046 |
|  | 5.000%, 07/01/27  | 290 | &nbsp;&nbsp; 303814 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Aviation Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Aviation Revenue (RB)  |  |  |
|  | 5.000%, 10/01/30  | 805 | &nbsp;&nbsp; 823678 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Seaport Department <br> (RB) Series B |  |  |
| 5.000%, 10/01/37  | 895 | &nbsp;&nbsp; $928627 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Transit System (RB)  |  |  |
| 5.000%, 07/01/26  | 2000 | &nbsp;&nbsp; 2043457 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Water & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 2685 | &nbsp;&nbsp; 2695490 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Pasco (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 595 | &nbsp;&nbsp; 597327 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/27  | 875 | &nbsp;&nbsp; 879450 |
| 4.000%, 10/01/28  | 2500 | &nbsp;&nbsp; 2507233 |
| 5.000%, 10/01/28  | 500 | &nbsp;&nbsp; 537189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duval County Public <br> Schools (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/27  | 365 | &nbsp;&nbsp; 381896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Development <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/29  | 160 | &nbsp;&nbsp; 173140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Development <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 08/01/43  | 640 | &nbsp;&nbsp; 640223 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/30  | 685 | &nbsp;&nbsp; 727080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillsborough County <br> School Board (COP) <br> Series A |  |  |
| 5.000%, 07/01/26  | 670 | &nbsp;&nbsp; 671094 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillsborough County <br> School Board (COP) <br> Series B |  |  |
| 5.000%, 07/01/28  | 895 | &nbsp;&nbsp; 934236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manatee County School <br> District (COP) (AG) <br> Series 2025A |  |  |
| 5.000%, 07/01/44  | 2895 | &nbsp;&nbsp; 2937457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marion County School <br> Board (COP) (AG)  |  |  |
| 5.000%, 06/01/42  | 1000 | &nbsp;&nbsp; 1029930 |
| 5.000%, 06/01/43  | 1000 | &nbsp;&nbsp; 1024419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami Beach <br> Redevelopment Agency <br> (TAN) (AG)  |  |  |
| 5.000%, 02/01/27  | 125 | &nbsp;&nbsp; 129234 |
| 5.000%, 02/01/28  | 415 | &nbsp;&nbsp; 437601 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami-Dade County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 04/01/33  | 450 | &nbsp;&nbsp; $468474 |
| 5.000%, 04/01/44  | 2250 | &nbsp;&nbsp; 2263014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami-Dade County <br> Expressway Authority <br> (RB) Series A |  |  |
| 5.000%, 07/01/33  | 515 | &nbsp;&nbsp; 522299 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Broward Hospital <br> District (RB) Series B |  |  |
| 5.000%, 01/01/35  | 290 | &nbsp;&nbsp; 293789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orange County Health <br> Facilities Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 10/01/44  | 1415 | &nbsp;&nbsp; 1430098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orange County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/42  | 500 | &nbsp;&nbsp; 508281 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orlando Utilities <br> Commission (RB) Series <br> A |  |  |
| 4.000%, 10/01/32  | 3220 | &nbsp;&nbsp; 3256735 |
| 5.000%, 10/01/44  | 2810 | &nbsp;&nbsp; 2889363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palm Beach County School <br> District (COP) Series A |  |  |
| 5.000%, 08/01/27  | 500 | &nbsp;&nbsp; 524273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Polk County School District <br> (COP) Series A |  |  |
| 5.000%, 01/01/28  | 660 | &nbsp;&nbsp; 697307 |
| &nbsp;&nbsp;&nbsp;&nbsp; School Board of <br> Miami-Dade County <br> (GO)  |  |  |
| 5.000%, 03/15/39  | 1345 | &nbsp;&nbsp; 1357728 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 5000 | &nbsp;&nbsp; 5062170 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/26  | 2000 | &nbsp;&nbsp; 2042840 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (COP) Series A |  |  |
| 5.000%, 07/01/32  | 745 | &nbsp;&nbsp; 757519 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Florida Water <br> Management District <br> (COP)  |  |  |
| 3.000%, 10/01/31  | 450 | &nbsp;&nbsp; 437869 |
| 5.000%, 10/01/36  | 1560 | &nbsp;&nbsp; 1574562 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series A |  |  |
| 4.000%, 07/01/38  | 1650 | &nbsp;&nbsp; 1627046 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/39  | 2500 | &nbsp;&nbsp; $2438768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Volusia County School <br> Board (COP) Series A |  |  |
| 5.000%, 08/01/30  | 500 | &nbsp;&nbsp; 550911 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Palm Beach <br> Community <br> Redevelopment Agency <br> (TAN)  |  |  |
| 5.000%, 03/01/28  | 275 | &nbsp;&nbsp; 275552 |
| TOTAL FLORIDA |  | &nbsp;&nbsp; 70824483 |
| GEORGIA — (0.6%) | GEORGIA — (0.6%) | GEORGIA — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Water Light & <br> Sinking Fund <br> Commissioners of The <br> City of Dalton (RB)  |  |  |
| 5.000%, 03/01/26  | 100 | &nbsp;&nbsp; 101125 |
| 5.000%, 03/01/29  | 250 | &nbsp;&nbsp; 257630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookhaven Development <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/34  | 275 | &nbsp;&nbsp; 291337 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Atlanta Department <br> of Aviation (RB) Series E |  |  |
| 5.000%, 07/01/34  | 375 | &nbsp;&nbsp; 397540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cobb County Kennestone <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 04/01/37  | 790 | &nbsp;&nbsp; 800018 |
| &nbsp;&nbsp;&nbsp;&nbsp; Development Authority for <br> Fulton County (RB) <br> Series A |  |  |
| 5.000%, 10/01/30  | 425 | &nbsp;&nbsp; 458416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Electric Authority <br> of Georgia (RB) Series A |  |  |
| 5.000%, 11/01/27  | 100 | &nbsp;&nbsp; 105188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paulding County Hospital <br> Authority (RB) Series A |  |  |
| 4.000%, 04/01/41  | 170 | &nbsp;&nbsp; 152571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Private Colleges & <br> Universities Authority <br> (RB)  |  |  |
| 5.000%, 10/01/27  | 250 | &nbsp;&nbsp; 261111 |
| 5.000%, 10/01/28  | 170 | &nbsp;&nbsp; 180515 |
| TOTAL GEORGIA |  | &nbsp;&nbsp; 3005451 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| HAWAII — (0.3%) | HAWAII — (0.3%) | HAWAII — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii Airports <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/29  | 315 | &nbsp;&nbsp; $343521 |
| 4.000%, 07/01/39  | 700 | &nbsp;&nbsp; 675031 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Hawaii (RB) <br> Series B |  |  |
| 3.000%, 10/01/31  | 510 | &nbsp;&nbsp; 495793 |
| TOTAL HAWAII |  | &nbsp;&nbsp; 1514345 |
| IDAHO — (0.3%) | IDAHO — (0.3%) | IDAHO — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Idaho Health Facilities <br> Authority (RB) Series <br> 2025A |  |  |
| 5.000%, 03/01/44  | 1300 | &nbsp;&nbsp; 1298851 |
| &nbsp;&nbsp;&nbsp;&nbsp; Idaho Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 03/01/37  | 440 | &nbsp;&nbsp; 447528 |
| TOTAL IDAHO |  | &nbsp;&nbsp; 1746379 |
| ILLINOIS — (5.5%) | ILLINOIS — (5.5%) | ILLINOIS — (5.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago O'Hare <br> International Airport (RB) <br> Series A |  |  |
| 5.000%, 01/01/31  | 260 | &nbsp;&nbsp; 281830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago O'Hare <br> International Airport (RB) <br> Series C |  |  |
| 5.000%, 01/01/38  | 1840 | &nbsp;&nbsp; 1844403 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago O'Hare <br> International Airport (RB) <br> Series D |  |  |
| 5.000%, 01/01/41  | 1045 | &nbsp;&nbsp; 1076756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Park District (GO) <br> Series A |  |  |
| 5.000%, 01/01/43  | 100 | &nbsp;&nbsp; 100930 |
| 5.000%, 01/01/44  | 200 | &nbsp;&nbsp; 200841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority <br> Capital Grant Receipts <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/28 | 1825 | &nbsp;&nbsp; 1923383 |
| 5.000%, 06/01/29  | 1415 | &nbsp;&nbsp; 1514924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/44  | 750 | &nbsp;&nbsp; 754467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 1000 | &nbsp;&nbsp; 1007732 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County High School <br> District No. 202 <br> Evanston Township (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Cook County High School <br> District No. 202 <br> Evanston Township (GO)  |  |  |
|  | 5.000%, 12/01/27  | 1000 | &nbsp;&nbsp; $1007845 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Cook Sales Tax <br> Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Cook Sales Tax <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 11/15/29  | 155 | &nbsp;&nbsp; 168438 |
|  | 4.000%, 11/15/39  | 135 | &nbsp;&nbsp; 124982 |
|  | 5.000%, 11/15/42  | 1255 | &nbsp;&nbsp; 1266813 |
| Elmhurst Park District (GO)  | Elmhurst Park District (GO)  |  |  |
|  | 5.000%, 12/15/42  | 230 | &nbsp;&nbsp; 238621 |
|  | 5.000%, 12/15/44  | 1000 | &nbsp;&nbsp; 1026387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grundy & Will Counties <br> Community Unit School <br> District No. 1 Coal City <br> (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Grundy & Will Counties <br> Community Unit School <br> District No. 1 Coal City <br> (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/01/27 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 160 | &nbsp;&nbsp; 161842 |
|  | 5.000%, 02/01/27  | 415 | &nbsp;&nbsp; 420124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/26  | 740 | &nbsp;&nbsp; 756105 |
|  | 5.000%, 08/15/35  | 665 | &nbsp;&nbsp; 707840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series C |  |  |
|  | 5.000%, 02/15/30  | 915 | &nbsp;&nbsp; 941141 |
|  | 5.000%, 02/15/31  | 645 | &nbsp;&nbsp; 662240 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/15/33 <br> (Pre-refunded @ <br> $100, 2/15/27)<br>| 435 | &nbsp;&nbsp; 444197 |
|  | 4.000%, 02/15/33  | 175 | &nbsp;&nbsp; 175752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series D-1 | &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series D-1 |  |  |
|  | 2.600%, 08/01/43  | 500 | &nbsp;&nbsp; 500000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois State Toll Highway <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
|  | 4.000%, 01/01/39  | 250 | &nbsp;&nbsp; 235636 |
|  | 5.000%, 01/01/39  | 1030 | &nbsp;&nbsp; 1043951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois State Toll Highway <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Illinois State Toll Highway <br> Authority (RB) Series B |  |  |
|  | 5.000%, 01/01/36  | 2000 | &nbsp;&nbsp; 2008366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO)  |  |  |
|  | 4.000%, 12/15/41  | 1000 | &nbsp;&nbsp; 940116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B |  |  |
|  | 4.000%, 12/15/26  | 460 | &nbsp;&nbsp; 469219 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Knox & Warren Counties <br> Community Unit School <br> District No. 205 <br> Galesburg (GO) (BAM) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Knox & Warren Counties <br> Community Unit School <br> District No. 205 <br> Galesburg (GO) (BAM) <br> Series B |  |  |
|  | 4.000%, 01/01/27  | 500 | &nbsp;&nbsp; $507978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/44  | 750 | &nbsp;&nbsp; 772008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sales Tax Securitization <br> Corp. (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Sales Tax Securitization <br> Corp. (RB) Series A |  |  |
|  | 5.000%, 01/01/44  | 800 | &nbsp;&nbsp; 809820 |
| State of Illinois (GO)  | State of Illinois (GO)  |  |  |
|  | 5.500%, 01/01/30  | 1085 | &nbsp;&nbsp; 1190629 |
|  | 4.000%, 06/01/37  | 100 | &nbsp;&nbsp; 94225 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> A |  |  |
|  | 5.000%, 11/01/25  | 540 | &nbsp;&nbsp; 542990 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> D | &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> D |  |  |
|  | 5.000%, 11/01/27  | 1250 | &nbsp;&nbsp; 1307004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Village of Schaumburg <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Village of Schaumburg <br> (GO) Series A |  |  |
|  | 4.000%, 12/01/26  | 510 | &nbsp;&nbsp; 520057 |
| &nbsp;&nbsp;&nbsp;&nbsp; Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG)  |  |  |
|  | 5.000%, 01/01/27  | 245 | &nbsp;&nbsp; 247074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AG) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, <br> 01/01/27(Pre-refunded <br> @ $100, 1/1/26)<br>| 300 | &nbsp;&nbsp; 303045 |
| TOTAL ILLINOIS | TOTAL ILLINOIS |  | &nbsp;&nbsp; 28299711 |
| INDIANA — (1.2%) | INDIANA — (1.2%) | INDIANA — (1.2%) | INDIANA — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ball State University (RB) <br> Series R | &nbsp;&nbsp;&nbsp;&nbsp; Ball State University (RB) <br> Series R |  |  |
|  | 5.000%, 07/01/29  | 410 | &nbsp;&nbsp; 427448 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Hobart (GO) (ST <br> INTERCEPT) Series B | &nbsp;&nbsp;&nbsp;&nbsp; City of Hobart (GO) (ST <br> INTERCEPT) Series B |  |  |
|  | 3.000%, 01/01/26  | 300 | &nbsp;&nbsp; 299284 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Allen Multi School <br> Building Corp. (RB) (ST <br> INTERCEPT)  | &nbsp;&nbsp;&nbsp;&nbsp; East Allen Multi School <br> Building Corp. (RB) (ST <br> INTERCEPT)  |  |  |
|  | 5.000%, 01/15/28  | 125 | &nbsp;&nbsp; 131989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Finance Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Indiana Finance Authority <br> (RB) Series A |  |  |
|  | 5.000%, 07/01/29  | 400 | &nbsp;&nbsp; 426805 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| INDIANA — (Continued) | INDIANA — (Continued) | INDIANA — (Continued) |
| 4.000%, 02/01/34  | 750 | &nbsp;&nbsp; $766819 |
| 5.000%, 10/01/41  | 510 | &nbsp;&nbsp; 526508 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Finance Authority <br> (RB) Series C |  |  |
| 5.000%, 10/01/42  | 760 | &nbsp;&nbsp; 782949 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Municipal Power <br> Agency (RB) Series A |  |  |
| 4.000%, 01/01/39  | 1595 | &nbsp;&nbsp; 1510332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana State University <br> (RB) Series T |  |  |
| 4.000%, 10/01/39  | 110 | &nbsp;&nbsp; 104125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana University (RB) <br> Series A |  |  |
| 4.000%, 06/01/35  | 875 | &nbsp;&nbsp; 874980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Muncie Sanitary District <br> (RB) (AG) Series A |  |  |
| 5.000%, 07/01/27  | 350 | &nbsp;&nbsp; 364198 |
| TOTAL INDIANA |  | &nbsp;&nbsp; 6215437 |
| KANSAS — (0.8%) | KANSAS — (0.8%) | KANSAS — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Lawrence (GO) <br> Series I |  |  |
| 4.000%, 05/01/26  | 3000 | &nbsp;&nbsp; 3030904 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Olathe (GO) Series <br> A |  |  |
| 5.000%, 09/01/26  | 1000 | &nbsp;&nbsp; 1023969 |
| TOTAL KANSAS |  | &nbsp;&nbsp; 4054873 |
| KENTUCKY — (1.0%) | KENTUCKY — (1.0%) | KENTUCKY — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Campbell Kenton & Boone <br> Counties Sanitation <br> District No. 1 (RB)  |  |  |
| 2.000%, 08/01/30  | 300 | &nbsp;&nbsp; 276660 |
| City of Hazard (RB)  |  |  |
| 5.000%, 07/01/29  | 1000 | &nbsp;&nbsp; 1061708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Kentucky <br> University (RB) (BAM ST <br> INTERCEPT) Series A |  |  |
| 5.000%, 04/01/38  | 680 | &nbsp;&nbsp; 716930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
| 5.000%, 05/01/36  | 500 | &nbsp;&nbsp; 515342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
| 5.000%, 11/01/29  | 545 | &nbsp;&nbsp; 582389 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisville/Jefferson County <br> Metropolitan <br> Government (RB) Series <br> A |  |  |
| 5.000%, 10/01/26  | 1185 | &nbsp;&nbsp; 1212717 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (Continued) | KENTUCKY — (Continued) | KENTUCKY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Louisville <br> (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
| 4.000%, 09/01/30  | 400 | &nbsp;&nbsp; $414880 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Louisville <br> (RB) (ST INTERCEPT) <br> Series C |  |  |
| 4.000%, 09/01/26  | 400 | &nbsp;&nbsp; 402968 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp; 5183594 |
| LOUISIANA — (0.8%) | LOUISIANA — (0.8%) | LOUISIANA — (0.8%) |
| City of New Orleans (GO)  |  |  |
| 5.000%, 12/01/30  | 1000 | &nbsp;&nbsp; 1100658 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New Orleans <br> Sewerage Service <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/28  | 140 | &nbsp;&nbsp; 147942 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New Orleans Water <br> System Revenue (RB)  |  |  |
| 5.000%, 12/01/28  | 335 | &nbsp;&nbsp; 337238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lafourche Parish School <br> Board (GO)  |  |  |
| 5.000%, 03/01/28  | 645 | &nbsp;&nbsp; 681030 |
| 5.000%, 03/01/29  | 40 | &nbsp;&nbsp; 42980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisiana Public Facilities <br> Authority (RB) Series <br> 2025-A |  |  |
| 5.000%, 05/15/30  | 500 | &nbsp;&nbsp; 540392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisiana Public Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 250 | &nbsp;&nbsp; 267517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisiana Stadium & <br> Exposition District (RB) <br> Series A |  |  |
| 5.000%, 07/01/38  | 200 | &nbsp;&nbsp; 211090 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tangipahoa Parish Hospital <br> Service District No. 1 <br> (RB)  |  |  |
| 5.000%, 02/01/29  | 505 | &nbsp;&nbsp; 533057 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp; 3861904 |
| MAINE — (0.1%) | MAINE — (0.1%) | MAINE — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Portland General <br> Airport Revenue (RB)  |  |  |
| 5.000%, 01/01/27  | 235 | &nbsp;&nbsp; 236881 |
| MARYLAND — (1.6%) | MARYLAND — (1.6%) | MARYLAND — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) (AG)  |  |  |
| 5.000%, 07/01/43  | 340 | &nbsp;&nbsp; 346748 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series <br> 2025A |  |  |
| 5.000%, 07/01/42  | 365 | &nbsp;&nbsp; $373772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 2.700%, 06/01/48  | 3950 | &nbsp;&nbsp; 3950000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series B |  |  |
| 4.000%, 01/01/35  | 1000 | &nbsp;&nbsp; 973837 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Suburban <br> Sanitary Commission <br> (RB)  |  |  |
| 4.000%, 06/01/41  | 1075 | &nbsp;&nbsp; 1026320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Suburban <br> Sanitary Commission <br> (RB) Series 2ND |  |  |
| 4.000%, 06/01/41  | 1300 | &nbsp;&nbsp; 1241131 |
| TOTAL MARYLAND |  | &nbsp;&nbsp; 7911808 |
| MASSACHUSETTS — (3.5%) | MASSACHUSETTS — (3.5%) | MASSACHUSETTS — (3.5%) |
| City of Peabody (GO)  |  |  |
| 4.000%, 07/10/26  | 1500 | &nbsp;&nbsp; 1517950 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/24/26  | 2312 | &nbsp;&nbsp; 2367143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 01/01/43  | 3900 | &nbsp;&nbsp; 3931289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 4.000%, 02/01/37  | 1280 | &nbsp;&nbsp; 1273312 |
| 4.000%, 05/01/39  | 815 | &nbsp;&nbsp; 792775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Massachusetts <br> Transportation Fund <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/41  | 2000 | &nbsp;&nbsp; 2021808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series A |  |  |
| 4.000%, 07/15/36  | 2000 | &nbsp;&nbsp; 1961171 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series G |  |  |
| 5.000%, 07/01/33  | 325 | &nbsp;&nbsp; 348533 |
| 5.000%, 07/01/38  | 1035 | &nbsp;&nbsp; 1071180 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series I |  |  |
| 5.000%, 07/01/29  | 1060 | &nbsp;&nbsp; $1075341 |
| 5.000%, 10/01/29  | 150 | &nbsp;&nbsp; 162021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series K |  |  |
| 5.000%, 07/01/30  | 775 | &nbsp;&nbsp; 833003 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/44  | 525 | &nbsp;&nbsp; 522490 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> MASSACHUSETTS |  | &nbsp;&nbsp; 17878016 |
| MICHIGAN — (2.6%) | MICHIGAN — (2.6%) | MICHIGAN — (2.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Michigan University <br> (RB)  |  |  |
| 4.000%, 10/01/35  | 450 | &nbsp;&nbsp; 454519 |
| 4.000%, 10/01/36  | 470 | &nbsp;&nbsp; 470335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chippewa Valley Schools <br> (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/26  | 385 | &nbsp;&nbsp; 392031 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dearborn Heights <br> (GO) (BAM)  |  |  |
| 3.000%, 05/01/27  | 855 | &nbsp;&nbsp; 858066 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Saginaw Water <br> Supply System Revenue <br> (RB) (AG)  |  |  |
| 4.000%, 07/01/29  | 510 | &nbsp;&nbsp; 528557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Michigan <br> University (RB) (BAM) <br> Series A |  |  |
| 5.000%, 03/01/31  | 645 | &nbsp;&nbsp; 661932 |
| 4.000%, 03/01/34  | 320 | &nbsp;&nbsp; 320946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmington Public School <br> District (GO) (BAM)  |  |  |
| 3.375%, 05/01/34  | 250 | &nbsp;&nbsp; 243709 |
| Ferris State University (RB)  |  |  |
| 5.000%, 10/01/27  | 550 | &nbsp;&nbsp; 564737 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grand Traverse County <br> Hospital Finance <br> Authority (RB)  |  |  |
| 5.000%, 07/01/29  | 230 | &nbsp;&nbsp; 247787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Karegnondi Water Authority <br> (RB)  |  |  |
| 5.000%, 11/01/29  | 535 | &nbsp;&nbsp; 557998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan Finance Authority <br> (RB)  |  |  |
| 5.000%, 11/15/27  | 1375 | &nbsp;&nbsp; 1413066 |
| 4.000%, 11/15/35  | 295 | &nbsp;&nbsp; 285326 |
| 5.000%, 11/15/37  | 1485 | &nbsp;&nbsp; 1502306 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan Finance Authority <br> (RB) Series 2013-2 |  |  |
| 4.000%, 12/01/35  | 1975 | &nbsp;&nbsp; $1944326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan Finance Authority <br> (RB) Series 2016MI |  |  |
| 5.000%, 12/01/34  | 1735 | &nbsp;&nbsp; 1753292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Michigan Finance Authority <br> (RB) Series A-MI |  |  |
| 5.000%, 12/01/35  | 755 | &nbsp;&nbsp; 775415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wayne County Airport <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/40  | 500 | &nbsp;&nbsp; 518565 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp; 13492913 |
| MINNESOTA — (0.1%) | MINNESOTA — (0.1%) | MINNESOTA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Plymouth Intermediate <br> District No. 287 (COP) <br> Series A |  |  |
| 5.000%, 02/01/30  | 230 | &nbsp;&nbsp; 238062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Minnesota <br> Municipal Power Agency <br> (RB) Series A |  |  |
| 5.000%, 01/01/35  | 75 | &nbsp;&nbsp; 75687 |
| TOTAL MINNESOTA |  | &nbsp;&nbsp; 313749 |
| MISSISSIPPI — (0.4%) | MISSISSIPPI — (0.4%) | MISSISSIPPI — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mississippi Development <br> Bank (RB) Series A |  |  |
| 5.000%, 04/01/28  | 635 | &nbsp;&nbsp; 642050 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Mississippi (GO) <br> Series C |  |  |
| 4.000%, 10/01/37  | 1500 | &nbsp;&nbsp; 1472947 |
| TOTAL MISSISSIPPI |  | &nbsp;&nbsp; 2114997 |
| MISSOURI — (0.9%) | MISSOURI — (0.9%) | MISSOURI — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of St. Charles (COP) <br> Series B |  |  |
| 3.000%, 02/01/37  | 440 | &nbsp;&nbsp; 387553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A |  |  |
| 5.000%, 11/15/29  | 500 | &nbsp;&nbsp; 535682 |
| 4.000%, 07/01/34  | 510 | &nbsp;&nbsp; 518163 |
| 5.000%, 11/15/38  | 1070 | &nbsp;&nbsp; 1097054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferson County <br> Consolidated School <br> District No. 6 (GO) <br> Series A |  |  |
| 3.000%, 03/01/34  | 140 | &nbsp;&nbsp; 130463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kansas City Industrial <br> Development Authority <br> (RB) Series B |  |  |
| 5.000%, 03/01/30  | 15 | &nbsp;&nbsp; 16389 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MISSOURI — (Continued) | MISSOURI — (Continued) | MISSOURI — (Continued) |
| 5.000%, 03/01/33  | 450 | &nbsp;&nbsp; $483145 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stone County Reorganized <br> School District No. 4 <br> Reeds Spring (GO)  |  |  |
| 4.000%, 03/01/34  | 1195 | &nbsp;&nbsp; 1197299 |
| &nbsp;&nbsp;&nbsp;&nbsp; University City School <br> District (GO)  |  |  |
| 5.000%, 02/15/26  | 175 | &nbsp;&nbsp; 177099 |
| TOTAL MISSOURI |  | &nbsp;&nbsp; 4542847 |
| MONTANA — (0.1%) | MONTANA — (0.1%) | MONTANA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Montana Facility Finance <br> Authority (RB) Series A |  |  |
| 4.000%, 06/01/35  | 500 | &nbsp;&nbsp; 499858 |
| NEBRASKA — (0.5%) | NEBRASKA — (0.5%) | NEBRASKA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Power Generation <br> Agency (RB)  |  |  |
| 5.000%, 01/01/37  | 1500 | &nbsp;&nbsp; 1519781 |
| 5.000%, 01/01/41  | 1000 | &nbsp;&nbsp; 1011021 |
| TOTAL NEBRASKA |  | &nbsp;&nbsp; 2530802 |
| NEVADA — (2.3%) | NEVADA — (2.3%) | NEVADA — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of North Las Vegas <br> (GO) (BAM)  |  |  |
| 5.000%, 06/01/28  | 560 | &nbsp;&nbsp; 597577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) Series A |  |  |
| 5.000%, 06/15/28  | 615 | &nbsp;&nbsp; 640866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) Series D |  |  |
| 5.000%, 06/15/28  | 1670 | &nbsp;&nbsp; 1684679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) (AG) Series <br> A |  |  |
| 4.000%, 06/15/40  | 395 | &nbsp;&nbsp; 368191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/33  | 3490 | &nbsp;&nbsp; 3504479 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Clark (GO) <br> Series C |  |  |
| 4.000%, 07/01/32  | 1340 | &nbsp;&nbsp; 1354321 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Clark <br> Department of Aviation <br> (RB) Series B |  |  |
| 5.000%, 07/01/32  | 455 | &nbsp;&nbsp; 485606 |
| 5.000%, 07/01/40  | 500 | &nbsp;&nbsp; 510262 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series E |  |  |
| 5.000%, 07/01/32  | 320 | &nbsp;&nbsp; 341525 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Convention & <br> Visitors Authority (RB) <br> Series A |  |  |
| 5.000%, 07/01/40  | 365 | &nbsp;&nbsp; $380884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Convention & <br> Visitors Authority (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 1345 | &nbsp;&nbsp; 1345846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nevada System of Higher <br> Education (RB)  |  |  |
| 3.000%, 07/01/32  | 275 | &nbsp;&nbsp; 266297 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washoe County School <br> District (GO) (BAM)  |  |  |
| 5.000%, 10/01/25  | 365 | &nbsp;&nbsp; 366454 |
| TOTAL NEVADA |  | &nbsp;&nbsp; 11846987 |
| NEW JERSEY — (2.1%) | NEW JERSEY — (2.1%) | NEW JERSEY — (2.1%) |
| City of Summit (GO)  |  |  |
| 4.000%, 07/16/26  | 495 | &nbsp;&nbsp; 501622 |
| City of Vineland (GO) (AG)  |  |  |
| 3.000%, 10/01/28  | 515 | &nbsp;&nbsp; 515905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gloucester County <br> Improvement Authority <br> (RB) (BAM)  |  |  |
| 5.000%, 07/01/32  | 145 | &nbsp;&nbsp; 157412 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Brunswick Parking <br> Authority (RB) (BAM)  |  |  |
| 5.000%, 09/01/27  | 325 | &nbsp;&nbsp; 325625 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Educational <br> Facilities Authority (RB) <br> (AG) Series A |  |  |
| 5.000%, 07/01/33  | 300 | &nbsp;&nbsp; 309137 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Educational <br> Facilities Authority (RB) <br> (AG) Series C |  |  |
| 5.000%, 07/01/28  | 100 | &nbsp;&nbsp; 105747 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Health Care <br> Facilities Financing <br> Authority (RB)  |  |  |
| 5.000%, 07/01/28  | 155 | &nbsp;&nbsp; 156143 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series AA |  |  |
| 5.000%, 06/15/31  | 700 | &nbsp;&nbsp; 774420 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Turnpike <br> Authority (RB) Series G |  |  |
| 3.250%, 01/01/38  | 865 | &nbsp;&nbsp; 762004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Passaic Valley Sewerage <br> Commission (RB) (AG) <br> Series J |  |  |
| 3.000%, 12/01/32  | 750 | &nbsp;&nbsp; 724223 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of New Jersey (GO) <br> Series A |  |  |
| 4.000%, 06/01/31  | 345 | &nbsp;&nbsp; 365711 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of East <br> Brunswick (GO)  |  |  |
| 4.000%, 07/14/26  | 3600 | &nbsp;&nbsp; $3644476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Gloucester <br> (GO) Series A |  |  |
| 4.000%, 07/21/26  | 2500 | &nbsp;&nbsp; 2531786 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp; 10874211 |
| NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Mexico Hospital <br> Equipment Loan Council <br> (RB) Series A |  |  |
| 4.000%, 08/01/36  | 1785 | &nbsp;&nbsp; 1732457 |
| NEW YORK — (3.9%) | NEW YORK — (3.9%) | NEW YORK — (3.9%) |
| City of Auburn (GO)  |  |  |
| 4.000%, 08/13/26  | 1250 | &nbsp;&nbsp; 1266361 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E-5 |  |  |
| 2.750%, 03/01/48  | 570 | &nbsp;&nbsp; 570000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-5 |  |  |
| 2.800%, 06/01/44  | 765 | &nbsp;&nbsp; 765000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of North Tonawanda <br> (GO)  |  |  |
| 4.375%, 05/15/26  | 1000 | &nbsp;&nbsp; 1011542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Holland Patent Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> B |  |  |
| 4.000%, 07/15/26  | 1000 | &nbsp;&nbsp; 1010788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Holley Central School <br> District (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 3.750%, 06/23/26  | 910 | &nbsp;&nbsp; 918934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority (RB) Series <br> C-1 |  |  |
| 5.250%, 11/15/29  | 825 | &nbsp;&nbsp; 829115 |
| 5.000%, 11/15/30  | 1015 | &nbsp;&nbsp; 1073611 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monroe County Industrial <br> Development Corp. (RB)  |  |  |
| 5.000%, 07/01/27  | 150 | &nbsp;&nbsp; 155629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 715 | &nbsp;&nbsp; 718451 |
| 5.000%, 12/01/28  | 315 | &nbsp;&nbsp; 333899 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York City Industrial <br> Development Agency <br> (RB) (AG) Series A |  |  |
| 3.000%, 01/01/33  | 500 | &nbsp;&nbsp; 472124 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Convention <br> Center Development <br> Corp. (RB)  |  |  |
| 5.000%, 11/15/35  | 1020 | &nbsp;&nbsp; $1022536 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/36  | 2000 | &nbsp;&nbsp; 2034083 |
| 5.000%, 03/15/42  | 1995 | &nbsp;&nbsp; 2019196 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
| 4.000%, 07/31/26  | 2500 | &nbsp;&nbsp; 2531395 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Orangetown Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> B |  |  |
| 4.000%, 08/05/26  | 1900 | &nbsp;&nbsp; 1925243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southampton Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/25/26  | 1250 | &nbsp;&nbsp; 1263979 |
| TOTAL NEW YORK |  | &nbsp;&nbsp; 19921886 |
| NORTH CAROLINA — (2.3%) | NORTH CAROLINA — (2.3%) | NORTH CAROLINA — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 01/15/38  | 1610 | &nbsp;&nbsp; 1616759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series H |  |  |
| 2.850%, 01/15/48  | 4355 | &nbsp;&nbsp; 4355000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Charlotte Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/41  | 1460 | &nbsp;&nbsp; 1519676 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Capital <br> Facilities Finance <br> Agency (RB)  |  |  |
| 4.000%, 05/01/34  | 490 | &nbsp;&nbsp; 486441 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Medical <br> Care Commission (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 680 | &nbsp;&nbsp; 693253 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Municipal <br> Power Agency No. 1 <br> (RB) Series A |  |  |
| 5.000%, 01/01/29  | 425 | &nbsp;&nbsp; 458106 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Turnpike <br> Authority (RB) (AG)  |  |  |
| 5.000%, 01/01/38  | 1000 | &nbsp;&nbsp; 1027508 |
| 5.000%, 01/01/39  | 1415 | &nbsp;&nbsp; 1428934 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NORTH <br> CAROLINA |  | &nbsp;&nbsp; 11585677 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NORTH DAKOTA — (0.2%) | NORTH DAKOTA — (0.2%) | NORTH DAKOTA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fargo (GO) Series <br> H |  |  |
| 4.000%, 05/01/43  | 1000 | &nbsp;&nbsp; $913914 |
| City of Grand Forks (RB)  |  |  |
| 5.000%, 12/01/29  | 250 | &nbsp;&nbsp; 263561 |
| TOTAL NORTH DAKOTA |  | &nbsp;&nbsp; 1177475 |
| OHIO — (1.5%) | OHIO — (1.5%) | OHIO — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/29  | 235 | &nbsp;&nbsp; 248221 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/28  | 1080 | &nbsp;&nbsp; 1136663 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Mansfield (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/25  | 190 | &nbsp;&nbsp; 191278 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland Municipal <br> School District (GO) (SD <br> CRED PROG)  |  |  |
| 5.000%, 12/01/25  | 715 | &nbsp;&nbsp; 720288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland State University <br> (RB) (BAM) Series C |  |  |
| 5.000%, 06/01/28  | 500 | &nbsp;&nbsp; 530882 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (RB)  |  |  |
| 5.000%, 08/01/28  | 370 | &nbsp;&nbsp; 391611 |
| 4.000%, 08/01/39  | 600 | &nbsp;&nbsp; 577872 |
| 4.000%, 08/01/40  | 500 | &nbsp;&nbsp; 472795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ohio Higher Educational <br> Facility Commission <br> (RB)  |  |  |
| 4.000%, 05/01/40  | 10 | &nbsp;&nbsp; 9062 |
| 2.750%, 01/01/43  | 3160 | &nbsp;&nbsp; 3160000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ohio Higher Educational <br> Facility Commission <br> (RB) Series B |  |  |
| 5.000%, 12/01/26  | 335 | &nbsp;&nbsp; 346015 |
| TOTAL OHIO |  | &nbsp;&nbsp; 7784687 |
| OKLAHOMA — (0.6%) | OKLAHOMA — (0.6%) | OKLAHOMA — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Oklahoma City <br> (GO)  |  |  |
| 2.000%, 03/01/26  | 2000 | &nbsp;&nbsp; 1985097 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma Development <br> Finance Authority (RB) <br> Series B |  |  |
| 4.000%, 06/01/29  | 770 | &nbsp;&nbsp; 776957 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Oklahoma <br> (RB) Series C |  |  |
| 5.000%, 07/01/27  | 275 | &nbsp;&nbsp; 280206 |
| TOTAL OKLAHOMA |  | &nbsp;&nbsp; 3042260 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (0.4%) | OREGON — (0.4%) | OREGON — (0.4%) | OREGON — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A |  |  |
|  | 5.000%, 01/01/28  | 215 | &nbsp;&nbsp; $223105 |
| Metro (RB)  | Metro (RB)  |  |  |
|  | 5.000%, 06/15/30  | 225 | &nbsp;&nbsp; 233126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oregon State Facilities <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Oregon State Facilities <br> Authority (RB) Series B |  |  |
|  | 2.700%, 08/01/34  | 900 | &nbsp;&nbsp; 900000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salem Hospital Facility <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Salem Hospital Facility <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/15/31  | 575 | &nbsp;&nbsp; 581870 |
|  | 5.000%, 05/15/37  | 200 | &nbsp;&nbsp; 205203 |
| TOTAL OREGON | TOTAL OREGON |  | &nbsp;&nbsp; 2143304 |
| PENNSYLVANIA — (2.9%) | PENNSYLVANIA — (2.9%) | PENNSYLVANIA — (2.9%) | PENNSYLVANIA — (2.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Allegheny County Hospital <br> Development Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
|  | 5.000%, 04/01/31  | 1250 | &nbsp;&nbsp; 1300580 |
|  | 5.000%, 04/01/36  | 430 | &nbsp;&nbsp; 439265 |
|  | 4.000%, 07/15/38  | 1125 | &nbsp;&nbsp; 1048574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Butler Area Sewer <br> Authority (RB) (BAM) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Butler Area Sewer <br> Authority (RB) (BAM) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 07/01/29 <br> (Pre-refunded @ <br> $100, 1/1/26)<br>| 300 | &nbsp;&nbsp; 299131 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chester County School <br> Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Chester County School <br> Authority (RB)  |  |  |
|  | 5.000%, 03/01/28  | 320 | &nbsp;&nbsp; 324290 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series A |  |  |
|  | 4.000%, 05/01/38  | 810 | &nbsp;&nbsp; 772358 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series B |  |  |
|  | 5.000%, 02/01/37  | 515 | &nbsp;&nbsp; 537367 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia Airport <br> Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia Airport <br> Revenue (RB) Series A |  |  |
|  | 4.000%, 07/01/39  | 1000 | &nbsp;&nbsp; 962306 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia Airport <br> Revenue (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia Airport <br> Revenue (RB) Series B |  |  |
|  | 4.000%, 07/01/36  | 250 | &nbsp;&nbsp; 248307 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Westmoreland <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Westmoreland <br> (GO) Series A |  |  |
|  | 5.000%, 08/15/29  | 530 | &nbsp;&nbsp; 563294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Derry Township Industrial & <br> Commercial <br> Development Authority <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Derry Township Industrial & <br> Commercial <br> Development Authority <br> (RB)  |  |  |
|  | 4.000%, 11/15/29  | 400 | &nbsp;&nbsp; 413123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lancaster Higher <br> Education Authority (RB) <br> (BAM)  | &nbsp;&nbsp;&nbsp;&nbsp; Lancaster Higher <br> Education Authority (RB) <br> (BAM)  |  |  |
|  | 5.000%, 10/01/28  | 500 | &nbsp;&nbsp; 530752 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Montgomery County Higher <br> Education & Health <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/27  | 955 | &nbsp;&nbsp; $998856 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Economic <br> Development Financing <br> Authority (RB) Series <br> 2025B |  |  |
| 5.000%, 03/15/26  | 200 | &nbsp;&nbsp; 202590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Higher <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 05/01/29  | 245 | &nbsp;&nbsp; 247267 |
| 5.000%, 05/01/34  | 1270 | &nbsp;&nbsp; 1274833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Turnpike <br> Commission (RB) Series <br> A-1 |  |  |
| 5.000%, 12/01/33  | 1585 | &nbsp;&nbsp; 1607765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Turnpike <br> Commission (RB) Series <br> B |  |  |
| 5.000%, 12/01/37 | 1250 | &nbsp;&nbsp; 1316255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philadelphia Gas Works <br> Co. (RB) (AG) Series A |  |  |
| 5.000%, 08/01/28  | 250 | &nbsp;&nbsp; 267265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/30  | 475 | &nbsp;&nbsp; 520935 |
| 5.000%, 09/01/31  | 780 | &nbsp;&nbsp; 859639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburgh Water & Sewer <br> Authority (RB) (AG) <br> Series B |  |  |
| 5.000%, 09/01/28  | 245 | &nbsp;&nbsp; 263013 |
| TOTAL PENNSYLVANIA |  | &nbsp;&nbsp; 14997765 |
| RHODE ISLAND — (0.0%) | RHODE ISLAND — (0.0%) | RHODE ISLAND — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Providence (GO) <br> Series A |  |  |
| 5.000%, 01/15/26  | 185 | &nbsp;&nbsp; 186664 |
| SOUTH CAROLINA — (1.7%) | SOUTH CAROLINA — (1.7%) | SOUTH CAROLINA — (1.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; College of Charleston (RB) <br> Series A |  |  |
| 3.000%, 04/01/32  | 750 | &nbsp;&nbsp; 731077 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orangeburg County School <br> District (GO)  |  |  |
| 5.000%, 08/13/26  | 1500 | &nbsp;&nbsp; 1534992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/27  | 460 | &nbsp;&nbsp; 460776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Municipal Power <br> Agency (RB) Series D |  |  |
| 4.000%, 01/01/33  | 500 | &nbsp;&nbsp; 504769 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; South Carolina <br> Jobs-Economic <br> Development Authority <br> (RB) Series A |  |  |
| 5.250%, 11/01/43  | 1235 | &nbsp;&nbsp; $1268704 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Carolina Public <br> Service Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/37  | 380 | &nbsp;&nbsp; 379990 |
| 4.000%, 12/01/40  | 1095 | &nbsp;&nbsp; 1016102 |
| 5.000%, 12/01/44  | 180 | &nbsp;&nbsp; 181131 |
| &nbsp;&nbsp;&nbsp;&nbsp; York County School District <br> No. 1 (GO)  |  |  |
| 4.000%, 07/30/26  | 2500 | &nbsp;&nbsp; 2535090 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOUTH <br> CAROLINA |  | &nbsp;&nbsp; 8612631 |
| SOUTH DAKOTA — (0.2%) | SOUTH DAKOTA — (0.2%) | SOUTH DAKOTA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Sioux Falls Sales <br> Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 11/15/26  | 860 | &nbsp;&nbsp; 886661 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Dakota Health & <br> Educational Facilities <br> Authority (RB)  |  |  |
| 3.250%, 09/01/32  | 130 | &nbsp;&nbsp; 127754 |
| TOTAL SOUTH DAKOTA |  | &nbsp;&nbsp; 1014415 |
| TENNESSEE — (2.6%) | TENNESSEE — (2.6%) | TENNESSEE — (2.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chattanooga Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/25  | 1050 | &nbsp;&nbsp; 1050000 |
| County of Williamson (GO)  |  |  |
| 4.000%, 04/01/42  | 1000 | &nbsp;&nbsp; 952534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greeneville Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/30  | 665 | &nbsp;&nbsp; 696524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Knox County Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A |  |  |
| 5.000%, 01/01/33  | 760 | &nbsp;&nbsp; 773810 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/29  | 1500 | &nbsp;&nbsp; 1615423 |
| 5.000%, 07/01/30  | 225 | &nbsp;&nbsp; 228118 |
| 5.000%, 07/01/31  | 1240 | &nbsp;&nbsp; 1350487 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 01/01/28  | 1085 | &nbsp;&nbsp; $1107988 |
| 4.000%, 07/01/37  | 3000 | &nbsp;&nbsp; 2959074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
| 4.000%, 01/01/44  | 3000 | &nbsp;&nbsp; 2729621 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp; 13463579 |
| TEXAS — (17.1%) | TEXAS — (17.1%) | TEXAS — (17.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlington Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/28  | 300 | &nbsp;&nbsp; 321602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO)  |  |  |
| 5.000%, 08/01/41  | 1475 | &nbsp;&nbsp; 1529011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 4.000%, 08/01/44  | 1440 | &nbsp;&nbsp; 1314597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bexar County Hospital <br> District (GO)  |  |  |
| 5.000%, 02/15/27  | 565 | &nbsp;&nbsp; 585122 |
| 5.000%, 02/15/42  | 280 | &nbsp;&nbsp; 283999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brushy Creek Regional <br> Utility Authority, Inc. (RB)  |  |  |
| 4.000%, 08/01/32  | 255 | &nbsp;&nbsp; 255712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Texas Regional <br> Mobility Authority (RB) <br> Series B |  |  |
| 5.000%, 01/01/39  | 500 | &nbsp;&nbsp; 518372 |
| 4.000%, 01/01/40  | 755 | &nbsp;&nbsp; 708188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Texas Turnpike <br> System (RB) Series A |  |  |
| 5.000%, 08/15/39  | 1310 | &nbsp;&nbsp; 1349278 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/44  | 440 | &nbsp;&nbsp; 449039 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 11/15/32  | 525 | &nbsp;&nbsp; 535255 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/43  | 250 | &nbsp;&nbsp; 255302 |
| 5.000%, 11/15/44  | 165 | &nbsp;&nbsp; 167577 |
| City of Celina (GO)  |  |  |
| 4.125%, 09/01/25  | 1000 | &nbsp;&nbsp; 1001165 |
| City of El Paso (GO)  |  |  |
| 5.000%, 08/15/27  | 200 | &nbsp;&nbsp; 209339 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of El Paso (GO) <br> Series A |  |  |
| 5.000%, 08/15/26  | 1075 | &nbsp;&nbsp; 1101325 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/45  | 735 | &nbsp;&nbsp; $741709 |
| City of Fort Worth (GO)  |  |  |
| 4.000%, 03/01/29  | 2400 | &nbsp;&nbsp; 2414250 |
| City of Grand Prairie (GO)  |  |  |
| 5.000%, 02/15/44  | 1200 | &nbsp;&nbsp; 1236820 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Hutto (GO) (BAM) <br> Series A |  |  |
| 3.000%, 08/01/27  | 515 | &nbsp;&nbsp; 512888 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/26  | 240 | &nbsp;&nbsp; 246482 |
| City of League City (GO)  |  |  |
| 4.000%, 02/15/28  | 160 | &nbsp;&nbsp; 162877 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Mount Pleasant <br> (GO) (AG)  |  |  |
| 5.000%, 05/15/29  | 390 | &nbsp;&nbsp; 418715 |
| 5.000%, 05/15/30  | 415 | &nbsp;&nbsp; 450617 |
| City of Odessa (GO)  |  |  |
| 5.000%, 03/01/29  | 225 | &nbsp;&nbsp; 235559 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/35  | 2045 | &nbsp;&nbsp; 2049124 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/35  | 1000 | &nbsp;&nbsp; 1022591 |
| 4.000%, 02/01/36  | 1270 | &nbsp;&nbsp; 1262948 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series A |  |  |
| 5.250%, 02/01/44  | 1200 | &nbsp;&nbsp; 1243639 |
| City of Seguin (GO)  |  |  |
| 5.000%, 09/01/43  | 1750 | &nbsp;&nbsp; 1777637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clear Creek Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/33  | 1250 | &nbsp;&nbsp; 1282595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleburne Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 1280 | &nbsp;&nbsp; 1296562 |
| &nbsp;&nbsp;&nbsp;&nbsp; College Station <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/28  | 1565 | &nbsp;&nbsp; 1678163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/32  | 4020 | &nbsp;&nbsp; 4063816 |
| 5.000%, 02/15/43  | 735 | &nbsp;&nbsp; 760129 |
| 5.000%, 02/15/44  | 2000 | &nbsp;&nbsp; 2038300 |
| County of Bexar (GO)  |  |  |
| 4.000%, 06/15/26  | 600 | &nbsp;&nbsp; 608128 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Fort Bend Toll <br> Road Revenue (RB) <br> (AG)  |  |  |
| 5.000%, 03/01/26  | 250 | &nbsp;&nbsp; $253313 |
| 5.000%, 03/01/27  | 605 | &nbsp;&nbsp; 627166 |
| County of Harris (GO)  |  |  |
| 5.000%, 09/15/42  | 2715 | &nbsp;&nbsp; 2820749 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Harris (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 805 | &nbsp;&nbsp; 808286 |
| County of Hidalgo (GO)  |  |  |
| 5.000%, 08/15/26  | 140 | &nbsp;&nbsp; 143152 |
| 5.000%, 08/15/27  | 120 | &nbsp;&nbsp; 125380 |
| County of Midland (GO)  |  |  |
| 5.000%, 02/15/42  | 1110 | &nbsp;&nbsp; 1134552 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 3000 | &nbsp;&nbsp; 3035199 |
| County of Travis (GO)  |  |  |
| 5.000%, 03/01/27  | 835 | &nbsp;&nbsp; 868765 |
| Dallas College (GO)  |  |  |
| 5.000%, 02/15/35  | 1765 | &nbsp;&nbsp; 1766041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas County Utility & <br> Reclamation District <br> (GO)  |  |  |
| 5.000%, 02/15/26  | 810 | &nbsp;&nbsp; 820167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Fort Worth <br> International Airport (RB)  |  |  |
| 5.000%, 11/01/30  | 35 | &nbsp;&nbsp; 38767 |
| 4.000%, 11/01/39  | 495 | &nbsp;&nbsp; 477034 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/44  | 230 | &nbsp;&nbsp; 236039 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso County Hospital <br> District (GO) (AG)  |  |  |
| 5.000%, 02/15/26  | 300 | &nbsp;&nbsp; 303708 |
| 5.000%, 02/15/27  | 195 | &nbsp;&nbsp; 201309 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 585 | &nbsp;&nbsp; 612648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Bend County <br> Municipal Management <br> District No. 1 (GO) <br> (BAM)  |  |  |
| 2.000%, 09/01/30  | 245 | &nbsp;&nbsp; 223799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Bend County <br> Municipal Utility District <br> No. 57 (GO) (AG)  |  |  |
| 2.000%, 04/01/28  | 350 | &nbsp;&nbsp; 335559 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/43  | 2950 | &nbsp;&nbsp; 3037152 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greater Greenspoint <br> Redevelopment Authority <br> (TAN) (AG)  |  |  |
| 4.000%, 09/01/34  | 285 | &nbsp;&nbsp; $288129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 05/15/28  | 790 | &nbsp;&nbsp; 836768 |
| 5.000%, 07/01/28  | 445 | &nbsp;&nbsp; 473000 |
| 5.000%, 05/15/31  | 530 | &nbsp;&nbsp; 564403 |
| 3.000%, 10/01/40  | 100 | &nbsp;&nbsp; 81303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harris County Flood <br> Control District (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 315 | &nbsp;&nbsp; 331912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Community <br> College System (RB)  |  |  |
| 5.000%, 04/15/26  | 1230 | &nbsp;&nbsp; 1232319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Irving Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 195 | &nbsp;&nbsp; 206727 |
| 5.000%, 02/15/43  | 2500 | &nbsp;&nbsp; 2563614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Klein Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 4.000%, 08/01/33  | 2000 | &nbsp;&nbsp; 2000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/39  | 1205 | &nbsp;&nbsp; 1244234 |
| 5.000%, 05/15/41  | 735 | &nbsp;&nbsp; 748901 |
| 5.000%, 05/15/43  | 635 | &nbsp;&nbsp; 646661 |
| 5.000%, 05/15/44  | 310 | &nbsp;&nbsp; 314631 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/38  | 450 | &nbsp;&nbsp; 467597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marble Falls Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 1125 | &nbsp;&nbsp; 1191593 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/27  | 475 | &nbsp;&nbsp; 499268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 4.000%, 07/01/42  | 2480 | &nbsp;&nbsp; 2257979 |
| &nbsp;&nbsp;&nbsp;&nbsp; Point Aquarius Municipal <br> Utility District (GO) <br> (BAM)  |  |  |
| 3.000%, 03/01/26  | 100 | &nbsp;&nbsp; 99955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Freeport (RB) Series <br> B |  |  |
| 5.000%, 06/01/29  | 350 | &nbsp;&nbsp; 367081 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Roma Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 4.000%, 02/15/26  | 540 | &nbsp;&nbsp; $543996 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 4.000%, 08/15/43  | 500 | &nbsp;&nbsp; 457381 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> A |  |  |
| 5.000%, 10/01/31  | 1050 | &nbsp;&nbsp; 1097916 |
| 4.000%, 10/01/36  | 1750 | &nbsp;&nbsp; 1734036 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> B |  |  |
| 5.000%, 08/01/39  | 1000 | &nbsp;&nbsp; 1000471 |
| 5.000%, 08/01/40  | 1865 | &nbsp;&nbsp; 1865772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stephen F Austin State <br> University (RB)  |  |  |
| 5.000%, 10/15/29  | 350 | &nbsp;&nbsp; 358983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/44  | 1515 | &nbsp;&nbsp; 1532772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 4.000%, 02/15/35  | 1750 | &nbsp;&nbsp; 1727765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Municipal Power <br> Agency (RB) (AG)  |  |  |
| 3.000%, 09/01/32  | 200 | &nbsp;&nbsp; 192033 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/42  | 350 | &nbsp;&nbsp; 366110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Transportation <br> Commission (GO)  |  |  |
| 5.000%, 04/01/43  | 1075 | &nbsp;&nbsp; 1112463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Timber Lane Utility District <br> (GO) (AG) Series A |  |  |
| 4.000%, 08/01/26  | 365 | &nbsp;&nbsp; 369628 |
| Town of Prosper (GO)  |  |  |
| 5.000%, 02/15/37  | 1530 | &nbsp;&nbsp; 1644584 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of North Texas <br> System (RB) Series A |  |  |
| 5.000%, 04/15/27  | 500 | &nbsp;&nbsp; 520479 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waco Educational Finance <br> Corp. (RB)  |  |  |
| 5.000%, 03/01/36  | 285 | &nbsp;&nbsp; 303861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waco Educational Finance <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/01/35  | 720 | &nbsp;&nbsp; 763794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/42  | 1750 | &nbsp;&nbsp; 1815921 |
| TOTAL TEXAS |  | &nbsp;&nbsp; 87781257 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UTAH — (0.6%) | UTAH — (0.6%) | UTAH — (0.6%) | UTAH — (0.6%) |
| County of Uintah (GO)  | County of Uintah (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/15/28 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 750 | &nbsp;&nbsp; $759778 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jordan Valley Water <br> Conservancy District <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/43  | 450 | &nbsp;&nbsp; 460299 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jordan Valley Water <br> Conservancy District <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/28  | 440 | &nbsp;&nbsp; 473824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utah Associated Municipal <br> Power Systems (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Utah Associated Municipal <br> Power Systems (RB) <br> Series B |  |  |
|  | 5.000%, 09/01/35  | 995 | &nbsp;&nbsp; 1027981 |
| Utah Transit Authority (RB)  | Utah Transit Authority (RB)  |  |  |
|  | 5.000%, 12/15/26  | 260 | &nbsp;&nbsp; 268909 |
| TOTAL UTAH | TOTAL UTAH |  | &nbsp;&nbsp; 2990791 |
| VIRGINIA — (0.0%) | VIRGINIA — (0.0%) | VIRGINIA — (0.0%) | VIRGINIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lynchburg Economic <br> Development Authority <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Lynchburg Economic <br> Development Authority <br> (RB)  |  |  |
|  | 5.000%, 01/01/29  | 200 | &nbsp;&nbsp; 213196 |
| WASHINGTON — (12.5%) | WASHINGTON — (12.5%) | WASHINGTON — (12.5%) | WASHINGTON — (12.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Puget Sound <br> Regional Transit <br> Authority (RB) Series <br> S-1 | &nbsp;&nbsp;&nbsp;&nbsp; Central Puget Sound <br> Regional Transit <br> Authority (RB) Series <br> S-1 |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 805 | &nbsp;&nbsp; 810142 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 1050 | &nbsp;&nbsp; 1054113 |
| City of Kirkland (GO)  | City of Kirkland (GO)  |  |  |
|  | 5.000%, 12/01/43  | 2725 | &nbsp;&nbsp; 2841527 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Port Angeles Water <br> & Wastewater Utility <br> Revenue (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Port Angeles Water <br> & Wastewater Utility <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/01/25  | 1255 | &nbsp;&nbsp; 1262617 |
|  | 5.000%, 11/01/26  | 750 | &nbsp;&nbsp; 773417 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 4.000%, 12/01/32  | 375 | &nbsp;&nbsp; 375093 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
|  | 5.000%, 09/01/29  | 480 | &nbsp;&nbsp; 526059 |
|  | 4.000%, 04/01/33  | 960 | &nbsp;&nbsp; 963829 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/28  | 1115 | &nbsp;&nbsp; 1183427 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Solid Waste <br> Revenue (RB)  |  |  |
| 4.000%, 06/01/29  | 170 | &nbsp;&nbsp; $171773 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tacoma Sewer <br> Revenue (RB)  |  |  |
| 4.000%, 12/01/35  | 1475 | &nbsp;&nbsp; 1458058 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/40  | 2090 | &nbsp;&nbsp; 2225140 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King Sewer <br> Revenue (RB) Series A |  |  |
| 4.000%, 07/01/36  | 3050 | &nbsp;&nbsp; 3051009 |
| 4.000%, 07/01/39  | 2000 | &nbsp;&nbsp; 1914311 |
| Energy Northwest (RB)  |  |  |
| 4.000%, 07/01/27  | 400 | &nbsp;&nbsp; 400263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/36  | 1815 | &nbsp;&nbsp; 1899817 |
| &nbsp;&nbsp;&nbsp;&nbsp; King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/26  | 520 | &nbsp;&nbsp; 537329 |
| 5.000%, 12/01/42  | 1195 | &nbsp;&nbsp; 1244737 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/26  | 1650 | &nbsp;&nbsp; 1663013 |
| 4.125%, 12/01/43  | 2660 | &nbsp;&nbsp; 2454446 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 12/01/33  | 1150 | &nbsp;&nbsp; 1163320 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 411 Issaquah (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 12/01/31  | 4270 | &nbsp;&nbsp; 4291806 |
| &nbsp;&nbsp;&nbsp;&nbsp; Klickitat County Public <br> Utility District No. 1 (RB) <br> (AG) Series A |  |  |
| 5.000%, 12/01/28  | 275 | &nbsp;&nbsp; 295226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 12/01/26  | 635 | &nbsp;&nbsp; 655738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 403 Bethel <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/42  | 3000 | &nbsp;&nbsp; 3136026 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A |  |  |
| 5.000%, 12/01/28  | 1145 | &nbsp;&nbsp; $1237535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/28  | 545 | &nbsp;&nbsp; 589227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/27  | 2380 | &nbsp;&nbsp; 2395437 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
| 4.000%, 12/01/44  | 1920 | &nbsp;&nbsp; 1687972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 4.000%, 12/01/30  | 1690 | &nbsp;&nbsp; 1729267 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series B |  |  |
| 5.000%, 08/01/41  | 1430 | &nbsp;&nbsp; 1445864 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series 2016-B |  |  |
| 5.000%, 08/01/40  | 1215 | &nbsp;&nbsp; 1215000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/42  | 2500 | &nbsp;&nbsp; 2522019 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/26  | 1300 | &nbsp;&nbsp; 1300000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 995 | &nbsp;&nbsp; 1017044 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series C |  |  |
| 5.000%, 06/01/29  | 1045 | &nbsp;&nbsp; 1064557 |
| 5.000%, 02/01/44  | 1200 | &nbsp;&nbsp; 1215134 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/41 | 2655 | &nbsp;&nbsp; 2669840 |
| 5.000%, 02/01/42  | 240 | &nbsp;&nbsp; 241616 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2024C |  |  |
| 5.000%, 08/01/40  | 1325 | &nbsp;&nbsp; 1408512 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025C |  |  |
| 5.000%, 07/01/39  | 2500 | &nbsp;&nbsp; 2675129 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025E |  |  |
| 5.000%, 08/01/28  | 200 | &nbsp;&nbsp; 214530 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (COP) <br> Series D |  |  |
| 5.000%, 07/01/40  | 630 | &nbsp;&nbsp; $647324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB)  |  |  |
| 5.000%, 09/01/40  | 750 | &nbsp;&nbsp; 760261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 03/01/40  | 395 | &nbsp;&nbsp; 412751 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/25  | 35 | &nbsp;&nbsp; 35000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB) <br> Series B |  |  |
| 5.000%, 08/15/35  | 1000 | &nbsp;&nbsp; 1010275 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp; 63846530 |
| WEST VIRGINIA — (0.2%) | WEST VIRGINIA — (0.2%) | WEST VIRGINIA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of West Virginia (GO) <br> Series B |  |  |
| 5.000%, 06/01/41  | 450 | &nbsp;&nbsp; 457153 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Virginia Hospital <br> Finance Authority (RB) <br> Series A |  |  |
| 5.000%, 09/01/32  | 440 | &nbsp;&nbsp; 456285 |
| TOTAL WEST VIRGINIA |  | &nbsp;&nbsp; 913438 |
| WISCONSIN — (3.3%) | WISCONSIN — (3.3%) | WISCONSIN — (3.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Kaukauna Electric <br> System Revenue (RB) <br> (AG)  |  |  |
| 4.000%, 12/15/30  | 800 | &nbsp;&nbsp; 823229 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Kenosha (GO) <br> Series A |  |  |
| 4.000%, 09/01/25  | 615 | &nbsp;&nbsp; 615667 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Milwaukee (GO) <br> Series B-3 |  |  |
| 3.000%, 03/01/30  | 610 | &nbsp;&nbsp; 598980 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Milwaukee (GO) <br> Series N4 & B5 |  |  |
| 5.000%, 04/01/26  | 630 | &nbsp;&nbsp; 639047 |
| 4.000%, 04/01/28  | 425 | &nbsp;&nbsp; 428125 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Milwaukee <br> Sewerage System <br> Revenue (RB) Series <br> S-2 |  |  |
| 5.000%, 06/01/27  | 325 | &nbsp;&nbsp; 338013 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Waukesha (GO) <br> Series C |  |  |
| 5.000%, 10/01/26  | 290 | &nbsp;&nbsp; 297625 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 880 | &nbsp;&nbsp; $905807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Platteville School District <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 565 | &nbsp;&nbsp; 617464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Finance Authority <br> (RB) Series A |  |  |
| 4.000%, 07/01/38  | 675 | &nbsp;&nbsp; 646918 |
| 4.000%, 07/01/39  | 675 | &nbsp;&nbsp; 635303 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/38  | 1205 | &nbsp;&nbsp; 1304736 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series A |  |  |
| 5.000%, 05/01/41  | 1100 | &nbsp;&nbsp; 1149724 |
| 5.000%, 05/01/43  | 4000 | &nbsp;&nbsp; 4147977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Health & <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 04/04/32  | 765 | &nbsp;&nbsp; 803811 |
| 5.000%, 07/01/34  | 795 | &nbsp;&nbsp; 810999 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Health & <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 4.000%, 10/15/33  | 1345 | &nbsp;&nbsp; 1359368 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; WPPI Energy (RB) Series <br> A |  |  |
| 5.000%, 07/01/36  | 600 | &nbsp;&nbsp; $608334 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp; 16731127 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $522,069,158) |  | &nbsp;&nbsp; 508178240 |
| COMMERCIAL PAPER — (0.8%) | COMMERCIAL PAPER — (0.8%) | COMMERCIAL PAPER — (0.8%) |
| County of Maricopa |  |  |
| 3.000%, 09/18/25 | 474 | &nbsp;&nbsp; 474056 |
| 2.900%, 11/05/25 | 2000 | &nbsp;&nbsp; 1999710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Agricultural & <br> Economic Development <br> Board |  |  |
| 3.350%, 09/03/25 | 1538 | &nbsp;&nbsp; 1538114 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $4,012,000) |  | &nbsp;&nbsp; 4011880 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $526,081,158)^^ |  | &nbsp;&nbsp; $512190120 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $508178240 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $508178240 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4011880 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4011880 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $512190120 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $512190120 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (98.9%) | MUNICIPAL BONDS — (98.9%) | MUNICIPAL BONDS — (98.9%) |
| ALABAMA — (0.4%) | ALABAMA — (0.4%) | ALABAMA — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; UAB Medicine Finance <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 760 | &nbsp;&nbsp; $761307 |
| ALASKA — (1.8%) | ALASKA — (1.8%) | ALASKA — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alaska Municipal Bond <br> Bank Authority (RB) <br> Series THREE |  |  |
| 5.000%, 10/01/26  | 115 | &nbsp;&nbsp; 118211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Borough of <br> Matanuska-Susitna (GO) <br> Series B |  |  |
| 5.000%, 11/01/26  | 1600 | &nbsp;&nbsp; 1646955 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Alaska (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 1490 | &nbsp;&nbsp; 1490000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Alaska <br> International Airports <br> System (RB) Series A |  |  |
| 5.000%, 10/01/26  | 70 | &nbsp;&nbsp; 71914 |
| 5.000%, 10/01/27  | 200 | &nbsp;&nbsp; 210315 |
| TOTAL ALASKA |  | &nbsp;&nbsp; 3537395 |
| ARIZONA — (0.6%) | ARIZONA — (0.6%) | ARIZONA — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 170 | &nbsp;&nbsp; 170874 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/26  | 150 | &nbsp;&nbsp; 153479 |
| 5.000%, 07/01/27  | 330 | &nbsp;&nbsp; 345866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 75 | &nbsp;&nbsp; 76739 |
| 5.000%, 07/01/27  | 260 | &nbsp;&nbsp; 272501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Arizona University <br> (COP) (AG)  |  |  |
| 5.000%, 09/01/25  | 250 | &nbsp;&nbsp; 250504 |
| TOTAL ARIZONA |  | &nbsp;&nbsp; 1269963 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Smith Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/27  | 150 | &nbsp;&nbsp; 156859 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (1.1%) | CALIFORNIA — (1.1%) | CALIFORNIA — (1.1%) |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/25/26  | 1085 | &nbsp;&nbsp; $1111056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
| 5.000%, 05/15/34  | 1000 | &nbsp;&nbsp; 1012089 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp; 2123145 |
| COLORADO — (1.0%) | COLORADO — (1.0%) | COLORADO — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 75 | &nbsp;&nbsp; 75656 |
| 5.000%, 12/15/26  | 680 | &nbsp;&nbsp; 703518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 360 | &nbsp;&nbsp; 363447 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of Denver <br> Airport System Revenue <br> (RB) Series C |  |  |
| 5.000%, 11/15/25  | 570 | &nbsp;&nbsp; 573955 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso County School <br> District No. 20 Academy <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 350 | &nbsp;&nbsp; 353089 |
| TOTAL COLORADO |  | &nbsp;&nbsp; 2069665 |
| CONNECTICUT — (1.3%) | CONNECTICUT — (1.3%) | CONNECTICUT — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series M |  |  |
| 5.000%, 07/01/27  | 600 | &nbsp;&nbsp; 611467 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Connecticut (GO) <br> Series F |  |  |
| 5.000%, 11/15/26  | 1000 | &nbsp;&nbsp; 1032679 |
| Town of Madison (GO)  |  |  |
| 3.500%, 12/18/25  | 890 | &nbsp;&nbsp; 892986 |
| TOTAL CONNECTICUT |  | &nbsp;&nbsp; 2537132 |
| DISTRICT OF COLUMBIA — (0.7%) | DISTRICT OF COLUMBIA — (0.7%) | DISTRICT OF COLUMBIA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Convention & <br> Sports Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/29  | 1410 | &nbsp;&nbsp; 1466743 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (11.0%) | FLORIDA — (11.0%) | FLORIDA — (11.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brevard County School <br> District (COP) Series A |  |  |
| 5.000%, 07/01/27  | 565 | &nbsp;&nbsp; $590506 |
| 5.000%, 07/01/28  | 440 | &nbsp;&nbsp; 469726 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
| 5.000%, 09/01/25  | 830 | &nbsp;&nbsp; 831710 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 105 | &nbsp;&nbsp; 108030 |
| 5.000%, 10/01/27  | 50 | &nbsp;&nbsp; 52675 |
| 5.000%, 10/01/32  | 160 | &nbsp;&nbsp; 160636 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1630 | &nbsp;&nbsp; 1636173 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> (GO) Series A |  |  |
| 5.000%, 07/01/26 | 1100 | &nbsp;&nbsp; 1125579 |
| 5.000%, 07/01/27  | 115 | &nbsp;&nbsp; 120478 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Aviation Revenue (RB) <br> Series B |  |  |
| 5.000%, 10/01/25  | 585 | &nbsp;&nbsp; 587308 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Miami-Dade <br> Transit System (RB)  |  |  |
| 5.000%, 07/01/26  | 2000 | &nbsp;&nbsp; 2043457 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 120 | &nbsp;&nbsp; 123477 |
| 4.000%, 10/01/28  | 1685 | &nbsp;&nbsp; 1689875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duval County Public <br> Schools (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/27  | 90 | &nbsp;&nbsp; 94166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Development <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 08/01/25  | 200 | &nbsp;&nbsp; 200000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Florida Keys Aqueduct <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 1500 | &nbsp;&nbsp; 1502897 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Pierce Utilities <br> Authority (RB) (AG) <br> Series A |  |  |
| 5.000%, 10/01/25  | 105 | &nbsp;&nbsp; 105381 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillsborough County <br> School Board (COP) <br> Series A |  |  |
| 5.000%, 07/01/26  | 665 | &nbsp;&nbsp; 666086 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Manatee County School <br> District (COP) (AG) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 40 | &nbsp;&nbsp; $40897 |
| 5.000%, 07/01/27  | 35 | &nbsp;&nbsp; 36660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami Beach <br> Redevelopment Agency <br> (TAN) (AG)  |  |  |
| 5.000%, 02/01/26  | 90 | &nbsp;&nbsp; 91055 |
| 5.000%, 02/01/27  | 120 | &nbsp;&nbsp; 124065 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miami-Dade County <br> Expressway Authority <br> (RB) (BAM) Series B |  |  |
| 5.000%, 07/01/26  | 995 | &nbsp;&nbsp; 996559 |
| &nbsp;&nbsp;&nbsp;&nbsp; School Board of <br> Miami-Dade County <br> (COP) Series D |  |  |
| 5.000%, 02/01/29  | 380 | &nbsp;&nbsp; 383813 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (RN)  |  |  |
| 4.000%, 06/25/26  | 2000 | &nbsp;&nbsp; 2024868 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (GO) (AG)  |  |  |
| 5.000%, 07/01/27  | 260 | &nbsp;&nbsp; 271837 |
| &nbsp;&nbsp;&nbsp;&nbsp; School District of Broward <br> County (COP) (AG) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1630 | &nbsp;&nbsp; 1664914 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Lucie County School <br> Board (RB) (AG)  |  |  |
| 5.000%, 10/01/25  | 1360 | &nbsp;&nbsp; 1364859 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 815 | &nbsp;&nbsp; 832244 |
| 5.000%, 07/01/26  | 130 | &nbsp;&nbsp; 133023 |
| 5.000%, 07/01/27  | 250 | &nbsp;&nbsp; 262148 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 5.000%, 07/01/26  | 939 | &nbsp;&nbsp; 960475 |
| 5.000%, 07/01/27  | 67 | &nbsp;&nbsp; 70221 |
| Tampa Bay Water (RB)  |  |  |
| 5.000%, 10/01/26  | 655 | &nbsp;&nbsp; 673750 |
| TOTAL FLORIDA |  | &nbsp;&nbsp; 22039548 |
| GEORGIA — (0.3%) | GEORGIA — (0.3%) | GEORGIA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gainesville & Hall County <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 02/15/26 | 550 | &nbsp;&nbsp; 556391 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| HAWAII — (0.2%) | HAWAII — (0.2%) | HAWAII — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Hawaii (GO) <br> Series FH |  |  |
| 5.000%, 10/01/25  | 390 | &nbsp;&nbsp; $391572 |
| ILLINOIS — (4.4%) | ILLINOIS — (4.4%) | ILLINOIS — (4.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Park District (GO) <br> Series C |  |  |
| 5.000%, 01/01/26  | 210 | &nbsp;&nbsp; 211895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 55 | &nbsp;&nbsp; 55427 |
| City of Springfield (GO)  |  |  |
| 5.000%, 12/01/25  | 250 | &nbsp;&nbsp; 251706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County Community <br> Consolidated School <br> District No. 64 Park <br> Ridge-Niles (GO)  |  |  |
| 5.000%, 12/01/25  | 1030 | &nbsp;&nbsp; 1037860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County School <br> District No. 57 Mount <br> Prospect (GO)  |  |  |
| 5.000%, 12/01/25  | 275 | &nbsp;&nbsp; 277009 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Cook (GO) <br> Series A |  |  |
| 5.000%, 11/15/25  | 610 | &nbsp;&nbsp; 613770 |
| 5.000%, 11/15/26  | 790 | &nbsp;&nbsp; 812661 |
| &nbsp;&nbsp;&nbsp;&nbsp; DuPage County Forest <br> Preserve District (GO)  |  |  |
| 5.000%, 11/01/25  | 260 | &nbsp;&nbsp; 261425 |
| 5.000%, 11/01/26  | 50 | &nbsp;&nbsp; 51428 |
| Elmhurst Park District (GO)  |  |  |
| 5.000%, 12/15/25  | 90 | &nbsp;&nbsp; 90763 |
| 5.000%, 12/15/26  | 30 | &nbsp;&nbsp; 30970 |
| 5.000%, 12/15/27  | 55 | &nbsp;&nbsp; 58078 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grundy Kendall & Will <br> Counties Community <br> High School District No. <br> 111 Minooka (GO)  |  |  |
| 5.000%, 12/01/27  | 170 | &nbsp;&nbsp; 179126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 08/15/26  | 610 | &nbsp;&nbsp; 623275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/31  | 520 | &nbsp;&nbsp; 523535 |
| 5.000%, 12/01/32  | 890 | &nbsp;&nbsp; 895619 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series C |  |  |
| 5.000%, 12/01/25  | 340 | &nbsp;&nbsp; 342652 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan County School <br> District No. 117 <br> Jacksonville (GO) (AG)  |  |  |
| 5.000%, 01/01/26  | 500 | &nbsp;&nbsp; $504387 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> A |  |  |
| 5.000%, 10/01/25  | 810 | &nbsp;&nbsp; 812982 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Illinois (GO) Series <br> B |  |  |
| 5.000%, 10/01/27  | 515 | &nbsp;&nbsp; 537527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Village of Rosemont (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/25  | 615 | &nbsp;&nbsp; 619549 |
| TOTAL ILLINOIS |  | &nbsp;&nbsp; 8791644 |
| INDIANA — (0.2%) | INDIANA — (0.2%) | INDIANA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; East Allen Multi School <br> Building Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 5.000%, 07/15/27  | 100 | &nbsp;&nbsp; 104453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indiana Municipal Power <br> Agency (RB) (AG) <br> Series A |  |  |
| 5.000%, 01/01/26  | 275 | &nbsp;&nbsp; 277677 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westfield-Washington <br> Multi-School Building <br> Corp. (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
| 5.000%, 01/15/26  | 100 | &nbsp;&nbsp; 100918 |
| TOTAL INDIANA |  | &nbsp;&nbsp; 483048 |
| KANSAS — (1.0%) | KANSAS — (1.0%) | KANSAS — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Olathe (GO) Series <br> A |  |  |
| 5.000%, 09/01/26  | 1500 | &nbsp;&nbsp; 1535952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sedgwick County Unified <br> School District No. 261 <br> Haysville (GO) (AG) <br> Series A |  |  |
| 5.000%, 11/01/26  | 525 | &nbsp;&nbsp; 540452 |
| TOTAL KANSAS |  | &nbsp;&nbsp; 2076404 |
| KENTUCKY — (1.1%) | KENTUCKY — (1.1%) | KENTUCKY — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky Asset Liability <br> Commission (RB) Series <br> A |  |  |
| 5.000%, 09/01/25  | 850 | &nbsp;&nbsp; 851679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kentucky State Property & <br> Building Commission <br> (RB) Series B |  |  |
| 5.000%, 08/01/25  | 1370 | &nbsp;&nbsp; 1370000 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp; 2221679 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| LOUISIANA — (0.1%) | LOUISIANA — (0.1%) | LOUISIANA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisiana Public Facilities <br> Authority (RB) Series <br> 2025-A |  |  |
| 5.000%, 05/15/27  | 110 | &nbsp;&nbsp; $114140 |
| MARYLAND — (1.8%) | MARYLAND — (1.8%) | MARYLAND — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Health & Higher <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 07/01/26  | 1250 | &nbsp;&nbsp; 1274717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series <br> 2025A |  |  |
| 5.000%, 07/01/26  | 60 | &nbsp;&nbsp; 61258 |
| 5.000%, 07/01/27  | 45 | &nbsp;&nbsp; 46945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series B |  |  |
| 2.700%, 06/01/46  | 1690 | &nbsp;&nbsp; 1690000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 480 | &nbsp;&nbsp; 492406 |
| TOTAL MARYLAND |  | &nbsp;&nbsp; 3565326 |
| MASSACHUSETTS — (1.3%) | MASSACHUSETTS — (1.3%) | MASSACHUSETTS — (1.3%) |
| City of Fall River (GO)  |  |  |
| 4.000%, 01/30/26  | 545 | &nbsp;&nbsp; 548432 |
| City of Peabody (GO)  |  |  |
| 4.000%, 07/10/26  | 1000 | &nbsp;&nbsp; 1011967 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/24/26  | 660 | &nbsp;&nbsp; 675742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/26  | 55 | &nbsp;&nbsp; 56049 |
| 5.000%, 07/01/27  | 70 | &nbsp;&nbsp; 72590 |
| Town of Easton (GO)  |  |  |
| 4.000%, 03/05/26  | 217 | &nbsp;&nbsp; 218683 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL <br> MASSACHUSETTS |  | &nbsp;&nbsp; 2583463 |
| MICHIGAN — (1.1%) | MICHIGAN — (1.1%) | MICHIGAN — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Birmingham City School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 150 | &nbsp;&nbsp; 152656 |
| 5.000%, 05/01/27  | 360 | &nbsp;&nbsp; 375384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chippewa Valley Schools <br> (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/26  | 290 | &nbsp;&nbsp; 295296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmington Public School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 65 | &nbsp;&nbsp; 66151 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grandville Public Schools <br> (GO) (AG)  |  |  |
| 5.000%, 05/01/26  | 65 | &nbsp;&nbsp; $66151 |
| 5.000%, 05/01/27  | 70 | &nbsp;&nbsp; 72893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Michigan <br> University (RB)  |  |  |
| 5.000%, 06/01/26  | 500 | &nbsp;&nbsp; 509245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portage Public Schools <br> (GO) (BAM)  |  |  |
| 6.000%, 11/01/25  | 135 | &nbsp;&nbsp; 136121 |
| 6.000%, 11/01/26  | 55 | &nbsp;&nbsp; 57381 |
| 6.000%, 11/01/27  | 30 | &nbsp;&nbsp; 32282 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Lyon Community <br> Schools (GO)  |  |  |
| 5.000%, 05/01/26  | 370 | &nbsp;&nbsp; 376746 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp; 2140306 |
| MINNESOTA — (0.5%) | MINNESOTA — (0.5%) | MINNESOTA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cloquet Independent <br> School District No. 94 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 290 | &nbsp;&nbsp; 293543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cook County Independent <br> School District No. 166 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 120 | &nbsp;&nbsp; 121394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elk River Independent <br> School District No. 728 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp; 202403 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Minnesota (GO) <br> Series B |  |  |
| 4.000%, 08/01/32  | 440 | &nbsp;&nbsp; 440218 |
| TOTAL MINNESOTA |  | &nbsp;&nbsp; 1057558 |
| MISSOURI — (0.3%) | MISSOURI — (0.3%) | MISSOURI — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stone County Reorganized <br> School District No. 4 <br> Reeds Spring (GO)  |  |  |
| 4.000%, 03/01/34  | 555 | &nbsp;&nbsp; 556068 |
| NEBRASKA — (0.2%) | NEBRASKA — (0.2%) | NEBRASKA — (0.2%) |
| City of Gretna (COP)  |  |  |
| 5.000%, 12/15/25  | 380 | &nbsp;&nbsp; 380534 |
| NEVADA — (2.2%) | NEVADA — (2.2%) | NEVADA — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) Series B |  |  |
| 5.000%, 06/15/26  | 220 | &nbsp;&nbsp; 224482 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District (GO) Series C |  |  |
| 5.000%, 06/15/26  | 1160 | &nbsp;&nbsp; 1170199 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/33  | 625 | &nbsp;&nbsp; $627593 |
| 4.000%, 07/01/34  | 200 | &nbsp;&nbsp; 200536 |
| County of Clark (GO)  |  |  |
| 5.000%, 12/01/25  | 320 | &nbsp;&nbsp; 322585 |
| 5.000%, 07/01/27  | 1770 | &nbsp;&nbsp; 1855100 |
| TOTAL NEVADA |  | &nbsp;&nbsp; 4400495 |
| NEW HAMPSHIRE — (0.6%) | NEW HAMPSHIRE — (0.6%) | NEW HAMPSHIRE — (0.6%) |
| County of Merrimack (GO)  |  |  |
| 4.000%, 12/26/25  | 1200 | &nbsp;&nbsp; 1206200 |
| NEW JERSEY — (6.6%) | NEW JERSEY — (6.6%) | NEW JERSEY — (6.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Hoboken (GO) <br> Series A |  |  |
| 4.000%, 03/10/26  | 1095 | &nbsp;&nbsp; 1103834 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Jersey City (GO) <br> Series D |  |  |
| 4.500%, 10/22/25  | 745 | &nbsp;&nbsp; 747728 |
| City of Plainfield (GO)  |  |  |
| 4.000%, 08/07/25  | 1250 | &nbsp;&nbsp; 1250275 |
| City of Summit (GO)  |  |  |
| 4.000%, 07/16/26  | 190 | &nbsp;&nbsp; 192542 |
| County of Hudson (GO)  |  |  |
| 4.000%, 02/26/26  | 1105 | &nbsp;&nbsp; 1113263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Essex County <br> Improvement Authority <br> (RN)  |  |  |
| 5.000%, 03/17/26  | 240 | &nbsp;&nbsp; 243531 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Educational <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 08/01/25  | 380 | &nbsp;&nbsp; 380000 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Jersey Health Care <br> Facilities Financing <br> Authority (RB)  |  |  |
| 5.000%, 09/15/25  | 500 | &nbsp;&nbsp; 501447 |
| 5.000%, 07/01/28  | 1070 | &nbsp;&nbsp; 1077893 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of East <br> Brunswick (GO)  |  |  |
| 4.000%, 07/14/26  | 1500 | &nbsp;&nbsp; 1518532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Gloucester <br> (GO) Series A |  |  |
| 4.000%, 07/21/26  | 1350 | &nbsp;&nbsp; 1367165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Lakewood <br> (GO)  |  |  |
| 4.000%, 12/18/25  | 570 | &nbsp;&nbsp; 572682 |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of Livingston <br> (GO)  |  |  |
| 4.000%, 12/05/25  | 2000 | &nbsp;&nbsp; 2008362 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Township of South <br> Brunswick (GO) Series A |  |  |
| 4.000%, 10/21/25  | 1250 | &nbsp;&nbsp; $1253227 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp; 13330481 |
| NEW MEXICO — (0.1%) | NEW MEXICO — (0.1%) | NEW MEXICO — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 08/01/26  | 170 | &nbsp;&nbsp; 173953 |
| NEW YORK — (7.9%) | NEW YORK — (7.9%) | NEW YORK — (7.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amherst Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 08/05/26  | 1250 | &nbsp;&nbsp; 1267719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Averill Park Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1011036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bath Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 1000 | &nbsp;&nbsp; 1009450 |
| City of Lackawanna (GO)  |  |  |
| 4.000%, 05/01/26  | 500 | &nbsp;&nbsp; 504529 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 400 | &nbsp;&nbsp; 420459 |
| 4.000%, 08/01/32  | 645 | &nbsp;&nbsp; 646871 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of North Tonawanda <br> (GO)  |  |  |
| 4.375%, 05/15/26  | 400 | &nbsp;&nbsp; 404617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Connetquot Central School <br> District of Islip (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 900 | &nbsp;&nbsp; 911192 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.500%, 12/11/25  | 400 | &nbsp;&nbsp; 401139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Holland Patent Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> B |  |  |
| 4.000%, 07/15/26  | 1000 | &nbsp;&nbsp; 1010788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kendall Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.250%, 06/19/26  | 500 | &nbsp;&nbsp; 506525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority (RB) Series <br> C-1 |  |  |
| 5.000%, 11/15/28  | 895 | &nbsp;&nbsp; 899533 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| 5.250%, 11/15/29  | 375 | &nbsp;&nbsp; $376871 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Hartford Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 750 | &nbsp;&nbsp; 758427 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB)  |  |  |
| 5.000%, 07/01/26  | 65 | &nbsp;&nbsp; 66404 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/30  | 675 | &nbsp;&nbsp; 675426 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
| 4.000%, 07/31/26  | 1000 | &nbsp;&nbsp; 1012558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scotia-Glenville Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 07/31/26  | 1000 | &nbsp;&nbsp; 1013015 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Orangetown Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> B |  |  |
| 4.000%, 08/05/26  | 1100 | &nbsp;&nbsp; 1114614 |
| Town of Monroe (GO)  |  |  |
| 4.000%, 08/01/25  | 1000 | &nbsp;&nbsp; 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of North Hempstead <br> (GO) Series B |  |  |
| 4.000%, 09/19/25  | 200 | &nbsp;&nbsp; 200374 |
| Town of Oyster Bay (GO)  |  |  |
| 4.000%, 08/21/25  | 600 | &nbsp;&nbsp; 600430 |
| TOTAL NEW YORK |  | &nbsp;&nbsp; 15811977 |
| NORTH CAROLINA — (3.0%) | NORTH CAROLINA — (3.0%) | NORTH CAROLINA — (3.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series C |  |  |
| 2.850%, 01/15/37  | 755 | &nbsp;&nbsp; 755000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series G |  |  |
| 2.850%, 01/15/48  | 2335 | &nbsp;&nbsp; 2335000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series H |  |  |
| 2.850%, 01/15/48  | 2590 | &nbsp;&nbsp; 2590000 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Carolina Medical <br> Care Commission (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 410 | &nbsp;&nbsp; 417991 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NORTH <br> CAROLINA |  | &nbsp;&nbsp; 6097991 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| OHIO — (2.2%) | OHIO — (2.2%) | OHIO — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/26  | 280 | &nbsp;&nbsp; $283555 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/29  | 550 | &nbsp;&nbsp; 555685 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 340 | &nbsp;&nbsp; 343239 |
| 5.000%, 01/01/27  | 280 | &nbsp;&nbsp; 289196 |
| City of Hamilton (GO)  |  |  |
| 4.000%, 12/17/25  | 110 | &nbsp;&nbsp; 110429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland Municipal <br> School District (GO) (SD <br> CRED PROG)  |  |  |
| 5.000%, 12/01/25  | 285 | &nbsp;&nbsp; 287108 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland State University <br> (RB) (BAM) Series C |  |  |
| 5.000%, 06/01/26  | 75 | &nbsp;&nbsp; 76399 |
| 5.000%, 06/01/27  | 65 | &nbsp;&nbsp; 67626 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Allen Hospital <br> Facilities Revenue (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 1115 | &nbsp;&nbsp; 1148841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ohio Higher Educational <br> Facility Commission <br> (RB)  |  |  |
| 5.000%, 05/01/28  | 700 | &nbsp;&nbsp; 736917 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of Akron (RB) <br> Series A |  |  |
| 4.000%, 01/01/28  | 430 | &nbsp;&nbsp; 441439 |
| TOTAL OHIO |  | &nbsp;&nbsp; 4340434 |
| OKLAHOMA — (1.1%) | OKLAHOMA — (1.1%) | OKLAHOMA — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  |  |  |
| 4.000%, 03/01/27  | 1100 | &nbsp;&nbsp; 1124676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oklahoma County Finance <br> Authority (RB)  |  |  |
| 5.000%, 10/01/25  | 1090 | &nbsp;&nbsp; 1093452 |
| TOTAL OKLAHOMA |  | &nbsp;&nbsp; 2218128 |
| PENNSYLVANIA — (2.8%) | PENNSYLVANIA — (2.8%) | PENNSYLVANIA — (2.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bucks County Water & <br> Sewer Authority (RB) <br> (AG)  |  |  |
| 5.000%, 12/01/25  | 210 | &nbsp;&nbsp; 211581 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 660 | &nbsp;&nbsp; 660000 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; City of Philadelphia (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/26  | 200 | &nbsp;&nbsp; $204829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Pennsylvania (GO) <br> Series 2ND | &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of <br> Pennsylvania (GO) <br> Series 2ND |  |  |
|  | 4.000%, 09/15/32  | 820 | &nbsp;&nbsp; 825008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Higher <br> Educational Facilities <br> Authority (RB) Series <br> AW | &nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Higher <br> Educational Facilities <br> Authority (RB) Series <br> AW |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/15/26 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 55 | &nbsp;&nbsp; 56045 |
|  | 5.000%, 06/15/26  | 570 | &nbsp;&nbsp; 582344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philadelphia Authority for <br> Industrial Development <br> (RB) Series B-1 | &nbsp;&nbsp;&nbsp;&nbsp; Philadelphia Authority for <br> Industrial Development <br> (RB) Series B-1 |  |  |
|  | 2.750%, 07/01/54  | 2665 | &nbsp;&nbsp; 2665000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburgh Water & Sewer <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
|  | 5.000%, 09/01/25  | 460 | &nbsp;&nbsp; 460830 |
|  | 5.000%, 09/01/27  | 25 | &nbsp;&nbsp; 26173 |
| TOTAL PENNSYLVANIA | TOTAL PENNSYLVANIA |  | &nbsp;&nbsp; 5691810 |
| RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Cranston (GO) <br> Series 1 | &nbsp;&nbsp;&nbsp;&nbsp; City of Cranston (GO) <br> Series 1 |  |  |
|  | 4.500%, 08/20/25  | 1200 | &nbsp;&nbsp; 1201080 |
| SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orangeburg County School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Orangeburg County School <br> District (GO)  |  |  |
|  | 5.000%, 08/13/26  | 500 | &nbsp;&nbsp; 511664 |
| &nbsp;&nbsp;&nbsp;&nbsp; York County School District <br> No. 1 (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; York County School District <br> No. 1 (GO)  |  |  |
|  | 4.000%, 07/30/26  | 1000 | &nbsp;&nbsp; 1014036 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOUTH <br> CAROLINA | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SOUTH <br> CAROLINA |  | &nbsp;&nbsp; 1525700 |
| TENNESSEE — (2.9%) | TENNESSEE — (2.9%) | TENNESSEE — (2.9%) | TENNESSEE — (2.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chattanooga Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp; Chattanooga Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A-1 |  |  |
|  | 5.000%, 08/01/25  | 460 | &nbsp;&nbsp; 460000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Memphis (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; City of Memphis (GO) <br> Series A |  |  |
|  | 5.000%, 04/01/26  | 145 | &nbsp;&nbsp; 147401 |
|  | 5.000%, 04/01/27  | 1000 | &nbsp;&nbsp; 1042018 |
| County of Bedford (GO)  | County of Bedford (GO)  |  |  |
|  | 5.000%, 06/01/26  | 500 | &nbsp;&nbsp; 510120 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Rutherford (GO) <br> Series B |  |  |
| 5.000%, 04/01/26  | 395 | &nbsp;&nbsp; $401594 |
| 5.000%, 04/01/27  | 185 | &nbsp;&nbsp; 192588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
| 5.000%, 07/01/29  | 570 | &nbsp;&nbsp; 613861 |
| 5.000%, 07/01/30  | 315 | &nbsp;&nbsp; 319364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
| 5.000%, 01/01/28  | 1000 | &nbsp;&nbsp; 1021187 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 07/01/26  | 80 | &nbsp;&nbsp; 81824 |
| 5.000%, 07/01/27  | 40 | &nbsp;&nbsp; 41921 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Tennessee (GO) <br> Series B |  |  |
| 5.000%, 08/01/30  | 1000 | &nbsp;&nbsp; 1022123 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp; 5854001 |
| TEXAS — (21.6%) | TEXAS — (21.6%) | TEXAS — (21.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aldine Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 590 | &nbsp;&nbsp; 597915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allen Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 150 | &nbsp;&nbsp; 151948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 125 | &nbsp;&nbsp; 126778 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/25  | 515 | &nbsp;&nbsp; 515000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austin Independent School <br> District (GO)  |  |  |
| 5.000%, 08/01/27  | 500 | &nbsp;&nbsp; 524105 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 08/15/26  | 1020 | &nbsp;&nbsp; 1046427 |
| 5.000%, 08/15/27  | 1335 | &nbsp;&nbsp; 1401548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 320 | &nbsp;&nbsp; 335952 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Board of Regents of the <br> University of Texas <br> System (RB) Series E |  |  |
| 5.000%, 08/15/25  | 625 | &nbsp;&nbsp; $625575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carrizo Springs <br> Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/25  | 500 | &nbsp;&nbsp; 500441 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/25  | 785 | &nbsp;&nbsp; 786546 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/31  | 135 | &nbsp;&nbsp; 138229 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Corpus Christi <br> Utility System Revenue <br> (RB) (AG)  |  |  |
| 5.000%, 07/15/26  | 275 | &nbsp;&nbsp; 281211 |
| City of Dallas (GO)  |  |  |
| 5.000%, 02/15/26  | 210 | &nbsp;&nbsp; 212647 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas (GO) Series <br> A |  |  |
| 5.000%, 02/15/26  | 385 | &nbsp;&nbsp; 389853 |
| 5.000%, 02/15/27  | 435 | &nbsp;&nbsp; 450960 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 145 | &nbsp;&nbsp; 149309 |
| City of El Paso (GO)  |  |  |
| 5.000%, 08/15/25  | 115 | &nbsp;&nbsp; 115100 |
| 5.000%, 08/15/26  | 105 | &nbsp;&nbsp; 107531 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of El Paso (GO) <br> Series A |  |  |
| 5.000%, 08/15/26  | 605 | &nbsp;&nbsp; 619815 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26  | 55 | &nbsp;&nbsp; 55745 |
| 5.000%, 03/01/27  | 35 | &nbsp;&nbsp; 36310 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/26  | 2255 | &nbsp;&nbsp; 2284720 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Georgetown Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/15/25  | 340 | &nbsp;&nbsp; 340286 |
| 5.000%, 08/15/26  | 40 | &nbsp;&nbsp; 40975 |
| 5.000%, 08/15/27  | 45 | &nbsp;&nbsp; 47136 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27  | 330 | &nbsp;&nbsp; 347090 |
| City of Pearland (GO)  |  |  |
| 5.000%, 03/01/26  | 90 | &nbsp;&nbsp; 91085 |
| 5.000%, 03/01/27  | 200 | &nbsp;&nbsp; 206955 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Pearland (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 110 | &nbsp;&nbsp; 113759 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/25  | 995 | &nbsp;&nbsp; 997137 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26 | 560 | &nbsp;&nbsp; $566990 |
| 5.000%, 02/01/27  | 215 | &nbsp;&nbsp; 222947 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 4.000%, 02/01/28  | 210 | &nbsp;&nbsp; 212459 |
| 5.000%, 02/01/32  | 1750 | &nbsp;&nbsp; 1766452 |
| City of Temple (GO)  |  |  |
| 5.000%, 08/01/26  | 110 | &nbsp;&nbsp; 112648 |
| 5.000%, 08/01/27  | 65 | &nbsp;&nbsp; 68069 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Temple Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/01/26  | 40 | &nbsp;&nbsp; 40963 |
| 5.000%, 08/01/27  | 35 | &nbsp;&nbsp; 36701 |
| City of Waxahachie (GO)  |  |  |
| 5.000%, 08/01/25  | 750 | &nbsp;&nbsp; 750000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clear Creek Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/33  | 510 | &nbsp;&nbsp; 523299 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 40 | &nbsp;&nbsp; 40541 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/26  | 335 | &nbsp;&nbsp; 339415 |
| County of Ector (GO)  |  |  |
| 5.000%, 02/15/26  | 115 | &nbsp;&nbsp; 116444 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Fort Bend Toll <br> Road Revenue (RB) <br> (AG)  |  |  |
| 5.000%, 03/01/27  | 145 | &nbsp;&nbsp; 150312 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Harris (GO) <br> Series A |  |  |
| 5.000%, 09/15/25  | 355 | &nbsp;&nbsp; 356078 |
| 5.000%, 10/01/25  | 575 | &nbsp;&nbsp; 577379 |
| 5.000%, 09/15/27  | 1000 | &nbsp;&nbsp; 1052212 |
| 5.000%, 10/01/30  | 255 | &nbsp;&nbsp; 255768 |
| County of Hidalgo (GO)  |  |  |
| 5.000%, 08/15/26  | 300 | &nbsp;&nbsp; 306754 |
| County of Midland (GO)  |  |  |
| 5.000%, 02/15/26  | 245 | &nbsp;&nbsp; 248102 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Montgomery <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 1000 | &nbsp;&nbsp; 1011733 |
| County of Williamson (GO)  |  |  |
| 5.000%, 02/15/26  | 135 | &nbsp;&nbsp; 136804 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 185 | &nbsp;&nbsp; 189550 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crowley Independent <br> School District (GO) <br> (PSF-GTD) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Crowley Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/36 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1185 | &nbsp;&nbsp; $1185000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 460 | &nbsp;&nbsp; 463632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Fort Worth <br> International Airport (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Dallas Fort Worth <br> International Airport (RB) <br> Series B |  |  |
|  | 5.000%, 11/01/25  | 260 | &nbsp;&nbsp; 261497 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
|  | 5.000%, 02/15/26  | 400 | &nbsp;&nbsp; 405366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 95 | &nbsp;&nbsp; 98749 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Paso County Hospital <br> District (GO) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; El Paso County Hospital <br> District (GO) (AG)  |  |  |
|  | 5.000%, 02/15/26  | 120 | &nbsp;&nbsp; 121483 |
|  | 5.000%, 02/15/27  | 80 | &nbsp;&nbsp; 82588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
|  | 5.000%, 05/15/27  | 515 | &nbsp;&nbsp; 534656 |
|  | 5.000%, 07/01/28  | 400 | &nbsp;&nbsp; 425168 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 135 | &nbsp;&nbsp; 140306 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 745 | &nbsp;&nbsp; 755195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Houston Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
|  | 5.000%, 02/15/26  | 1750 | &nbsp;&nbsp; 1773948 |
|  | 5.000%, 02/15/27  | 380 | &nbsp;&nbsp; 394351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Humble Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Humble Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 500 | &nbsp;&nbsp; 519268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lancaster Independent <br> School District (GO) <br> (BAM) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Lancaster Independent <br> School District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 02/15/26  | 190 | &nbsp;&nbsp; 192344 |
|  | 5.000%, 02/15/27  | 300 | &nbsp;&nbsp; 310638 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Leander Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 70 | &nbsp;&nbsp; $70935 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 125 | &nbsp;&nbsp; 128243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 250 | &nbsp;&nbsp; 256486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/26 | 750 | &nbsp;&nbsp; 763478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lower Colorado River <br> Authority (RB) (AG)  |  |  |
| 5.000%, 05/15/27  | 500 | &nbsp;&nbsp; 521340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 805 | &nbsp;&nbsp; 816103 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Harris County <br> Regional Water Authority <br> (RB)  |  |  |
| 5.000%, 12/15/33  | 1095 | &nbsp;&nbsp; 1118639 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
| 5.000%, 06/01/26  | 150 | &nbsp;&nbsp; 153015 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/26  | 845 | &nbsp;&nbsp; 867214 |
| 5.000%, 09/01/31  | 330 | &nbsp;&nbsp; 337049 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Texas Tollway <br> Authority (RB) Series A |  |  |
| 5.000%, 01/01/31  | 1800 | &nbsp;&nbsp; 1814604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/29  | 575 | &nbsp;&nbsp; 586707 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rankin Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1000 | &nbsp;&nbsp; 1012553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 100 | &nbsp;&nbsp; 102563 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> A |  |  |
| 5.000%, 10/01/31  | 405 | &nbsp;&nbsp; 423482 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> B | &nbsp;&nbsp;&nbsp;&nbsp; State of Texas (GO) Series <br> B |  |  |
|  | 5.000%, 10/01/31  | 355 | &nbsp;&nbsp; $371200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stephen F Austin State <br> University (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Stephen F Austin State <br> University (RB)  |  |  |
|  | 5.000%, 10/15/26  | 950 | &nbsp;&nbsp; 976388 |
|  | 5.000%, 10/15/29  | 700 | &nbsp;&nbsp; 717965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
|  | 5.000%, 12/01/27  | 735 | &nbsp;&nbsp; 775160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Texas Tech University <br> System (RB) Series A |  |  |
|  | 5.000%, 02/15/26  | 290 | &nbsp;&nbsp; 293745 |
|  | 5.000%, 02/15/27  | 135 | &nbsp;&nbsp; 140071 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upper Trinity Regional <br> Water District (RB) <br> (BAM)  | &nbsp;&nbsp;&nbsp;&nbsp; Upper Trinity Regional <br> Water District (RB) <br> (BAM)  |  |  |
|  | 5.000%, 08/01/26  | 140 | &nbsp;&nbsp; 143273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 250 | &nbsp;&nbsp; 253246 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  | &nbsp;&nbsp;&nbsp;&nbsp; Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/40 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 350 | &nbsp;&nbsp; 350329 |
| TOTAL TEXAS | TOTAL TEXAS |  | &nbsp;&nbsp; 43377685 |
| UTAH — (0.1%) | UTAH — (0.1%) | UTAH — (0.1%) | UTAH — (0.1%) |
| Utah Transit Authority (RB)  | Utah Transit Authority (RB)  |  |  |
|  | 5.000%, 12/15/26  | 250 | &nbsp;&nbsp; 258567 |
| VIRGINIA — (0.3%) | VIRGINIA — (0.3%) | VIRGINIA — (0.3%) | VIRGINIA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 500 | &nbsp;&nbsp; 504017 |
| WASHINGTON — (11.4%) | WASHINGTON — (11.4%) | WASHINGTON — (11.4%) | WASHINGTON — (11.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Puget Sound <br> Regional Transit <br> Authority (RB) Series <br> S-1 | &nbsp;&nbsp;&nbsp;&nbsp; Central Puget Sound <br> Regional Transit <br> Authority (RB) Series <br> S-1 |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 2595 | &nbsp;&nbsp; 2605164 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 710 | &nbsp;&nbsp; 714535 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 5.000%, 06/01/26  | 1885 | &nbsp;&nbsp; 1924777 |
|  | 4.000%, 12/01/32  | 375 | &nbsp;&nbsp; 375093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle (GO) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle (GO) Series <br> A |  |  |
|  | 4.000%, 09/01/25  | 825 | &nbsp;&nbsp; $826023 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
|  | 5.000%, 05/01/26  | 135 | &nbsp;&nbsp; 137597 |
|  | 5.000%, 05/01/27  | 75 | &nbsp;&nbsp; 78354 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/26  | 825 | &nbsp;&nbsp; 836041 |
|  | 5.000%, 02/01/27  | 175 | &nbsp;&nbsp; 181547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 1055 | &nbsp;&nbsp; 1089735 |
| County of King (GO)  | County of King (GO)  |  |  |
|  | 5.000%, 12/01/25  | 265 | &nbsp;&nbsp; 267167 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; County of King (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 275 | &nbsp;&nbsp; 277249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Northwest (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Energy Northwest (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/27  | 1205 | &nbsp;&nbsp; 1229164 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
|  | 5.000%, 01/01/26  | 75 | &nbsp;&nbsp; 75747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AG)  |  |  |
|  | 5.000%, 01/01/26  | 290 | &nbsp;&nbsp; 292766 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 403 Renton (GO) <br> (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 403 Renton (GO) <br> (SCH BD GTY)  |  |  |
|  | 4.000%, 12/01/32  | 875 | &nbsp;&nbsp; 876030 |
| &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 414 Lake <br> Washington (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
|  | 5.000%, 12/01/25  | 330 | &nbsp;&nbsp; 332821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  | &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/01/35 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 1000 | &nbsp;&nbsp; 1008568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 235 | &nbsp;&nbsp; 236835 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County Public <br> Utility District No. 1 <br> Electric System Revenue <br> (RB) Series A |  |  |
| 5.000%, 12/01/26  | 45 | &nbsp;&nbsp; $46512 |
| 5.000%, 12/01/27  | 175 | &nbsp;&nbsp; 185169 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/26  | 30 | &nbsp;&nbsp; 30980 |
| 5.000%, 12/01/27  | 35 | &nbsp;&nbsp; 36993 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snohomish County School <br> District No. 4 Lake <br> Stevens (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 12/01/26  | 500 | &nbsp;&nbsp; 516462 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series 2017-A |  |  |
| 5.000%, 08/01/33  | 1095 | &nbsp;&nbsp; 1114481 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/26  | 870 | &nbsp;&nbsp; 870000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 145 | &nbsp;&nbsp; 148212 |
| 5.000%, 07/01/31  | 1545 | &nbsp;&nbsp; 1558355 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2024C |  |  |
| 5.000%, 08/01/25  | 715 | &nbsp;&nbsp; 715000 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (GO) <br> Series R-2025A |  |  |
| 4.000%, 07/01/26  | 2000 | &nbsp;&nbsp; 2028310 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Washington (COP) <br> Series A |  |  |
| 5.000%, 01/01/26  | 1500 | &nbsp;&nbsp; 1514602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 03/01/26  | 150 | &nbsp;&nbsp; 152002 |
| 5.000%, 03/01/27  | 105 | &nbsp;&nbsp; 108858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Health Care <br> Facilities Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 500 | &nbsp;&nbsp; 520295 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp; 22911444 |
| WISCONSIN — (4.2%) | WISCONSIN — (4.2%) | WISCONSIN — (4.2%) |
| City of Kenosha (GO)  |  |  |
| 4.000%, 09/01/25  | 150 | &nbsp;&nbsp; 150163 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Kenosha (GO) <br> Series A |  |  |
| 4.000%, 09/01/25  | 305 | &nbsp;&nbsp; 305331 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/25  | 450 | &nbsp;&nbsp; 451829 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| 5.000%, 10/01/26  | 870 | &nbsp;&nbsp; $895819 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Milwaukee (GO) <br> (BAM) Series N-5 |  |  |
| 5.000%, 12/01/25  | 255 | &nbsp;&nbsp; 256886 |
| City of Racine (GO)  |  |  |
| 4.500%, 03/15/27  | 485 | &nbsp;&nbsp; 489819 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Pierce (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 250 | &nbsp;&nbsp; 253600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Green Bay Area Public <br> School District (GO)  |  |  |
| 4.000%, 04/01/26  | 65 | &nbsp;&nbsp; 65620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Madison Metropolitan <br> School District (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 680 | &nbsp;&nbsp; 707463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oak Creek-Franklin Joint <br> School District (GO) <br> Series A |  |  |
| 4.000%, 10/01/25  | 485 | &nbsp;&nbsp; 486230 |
| 4.000%, 04/01/26  | 710 | &nbsp;&nbsp; 717238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Onalaska School District <br> (GO)  |  |  |
| 5.000%, 04/01/26  | 585 | &nbsp;&nbsp; 594180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portage Community School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 250 | &nbsp;&nbsp; 253352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Racine Unified School <br> District (GO) (AG)  |  |  |
| 5.000%, 04/01/26  | 160 | &nbsp;&nbsp; 162468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sheboygan Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 75 | &nbsp;&nbsp; 76062 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 11/01/25  | 1665 | &nbsp;&nbsp; 1675429 |
| 5.000%, 11/01/26  | 430 | &nbsp;&nbsp; 443947 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/26  | 470 | &nbsp;&nbsp; 479064 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp; 8464500 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $197,830,869) |  | &nbsp;&nbsp; 198248353 |
| COMMERCIAL PAPER — (1.1%) | COMMERCIAL PAPER — (1.1%) | COMMERCIAL PAPER — (1.1%) |
| County of Maricopa |  |  |
| 3.000%, 09/18/25 | 710 | &nbsp;&nbsp; 710084 |
| 2.900%, 11/05/25 | 1000 | &nbsp;&nbsp; 999855 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Minnesota Agricultural & <br> Economic Development <br> Board |  |  |
| 3.350%, 09/03/25 | 462 | &nbsp;&nbsp; $462034 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,172,000) |  | &nbsp;&nbsp; 2171973 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock Liquidity <br> Funds MuniCash <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>(Cost $84,721)<br>| 84712 | &nbsp;&nbsp; 84721 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $200,087,590)^^ |  | &nbsp;&nbsp; $200505047 |

---

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

---

| | |
|:---|:---|
| BAM | Build America Mutual |
| GO | General Obligation |
| PSF-GTD | Public School Fund Guarantee |
| Q-SBLF | School Bond Qualification and Loan <br> Program<br>|
| 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 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $198248353 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $198248353 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2171973 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2171973 |
| Investment Companies | &nbsp;&nbsp;&nbsp; $84721 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 84721 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $84721 | &nbsp;&nbsp;&nbsp; $200420326 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $200505047 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (96.4%) | MUNICIPAL BONDS — (96.4%) | MUNICIPAL BONDS — (96.4%) |
| CALIFORNIA — (96.4%) | CALIFORNIA — (96.4%) | CALIFORNIA — (96.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alameda Unified School <br> District-Alameda County <br> (GO) Series B |  |  |
| 5.000%, 08/01/25  | 1000 | &nbsp;&nbsp; $1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amador Water Agency <br> Financing Corp. (COP) <br> Series A |  |  |
| 5.000%, 06/01/26  | 485 | &nbsp;&nbsp; 491225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A |  |  |
| 5.000%, 10/01/25  | 1235 | &nbsp;&nbsp; 1240256 |
| 5.000%, 10/01/26  | 350 | &nbsp;&nbsp; 360851 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series E |  |  |
| 5.000%, 10/01/29  | 2000 | &nbsp;&nbsp; 2103345 |
| &nbsp;&nbsp;&nbsp;&nbsp; Antelope Valley Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 1350 | &nbsp;&nbsp; 1386694 |
| 5.000%, 08/01/27  | 835 | &nbsp;&nbsp; 880782 |
| 5.000%, 08/01/28  | 885 | &nbsp;&nbsp; 956496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple Valley Unified <br> School District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/26  | 780 | &nbsp;&nbsp; 781415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atascadero Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 565 | &nbsp;&nbsp; 579394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bay Area Toll Authority <br> (RB) Series A |  |  |
| 2.200%, 04/01/55  | 17100 | &nbsp;&nbsp; 17100000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bay Area Toll Authority <br> (RB) Series B |  |  |
| 2.250%, 04/01/55  | 9870 | &nbsp;&nbsp; 9870000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belmont-Redwood Shores <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 780 | &nbsp;&nbsp; 800731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Buena Park School District <br> (GO)  |  |  |
| 8.000%, 08/01/26  | 1320 | &nbsp;&nbsp; 1393336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Burbank Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp; 513289 |
| 5.000%, 08/01/28  | 750 | &nbsp;&nbsp; 810590 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB)  |  |  |
| 5.000%, 02/01/26  | 1040 | &nbsp;&nbsp; 1053173 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
|  | 5.000%, 11/15/29  | 1070 | &nbsp;&nbsp; $1077263 |
|  | 5.000%, 02/01/30  | 1000 | &nbsp;&nbsp; 1036326 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 210 | &nbsp;&nbsp; 211249 |
|  | 5.000%, 12/01/25  | 500 | &nbsp;&nbsp; 503229 |
|  | 5.000%, 02/01/26  | 565 | &nbsp;&nbsp; 572157 |
|  | 5.000%, 03/01/26  | 2565 | &nbsp;&nbsp; 2567675 |
|  | 5.000%, 11/15/26  | 1125 | &nbsp;&nbsp; 1160457 |
|  | 4.000%, 03/01/28  | 4660 | &nbsp;&nbsp; 4661892 |
|  | 5.000%, 10/01/29  | 2390 | &nbsp;&nbsp; 2393914 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/15/35 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1775 | &nbsp;&nbsp; 1788060 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 2515 | &nbsp;&nbsp; 2533505 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
|  | 2.150%, 03/01/41  | 7500 | &nbsp;&nbsp; 7500000 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/26)<br>| 2900 | &nbsp;&nbsp; 3000285 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series C |  |  |
|  | 2.200%, 02/01/55  | 6700 | &nbsp;&nbsp; 6700000 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Municipal <br> Finance Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/26  | 1135 | &nbsp;&nbsp; 1144402 |
|  | 5.000%, 02/01/28  | 750 | &nbsp;&nbsp; 781584 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Public Finance <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/26  | 240 | &nbsp;&nbsp; 244258 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Public Finance <br> Authority (RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp; California Public Finance <br> Authority (RB) Series C |  |  |
|  | 2.200%, 08/01/54  | 5425 | &nbsp;&nbsp; 5425000 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 4.000%, 11/01/31  | 5375 | &nbsp;&nbsp; 5422243 |
|  | 5.000%, 11/01/33  | 2190 | &nbsp;&nbsp; 2239545 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series D | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series D |  |  |
|  | 4.000%, 04/01/32  | 1225 | &nbsp;&nbsp; 1233180 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series A |  |  |
| 5.000%, 08/01/25  | 1075 | &nbsp;&nbsp; $1075000 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series B |  |  |
| 5.000%, 05/01/26  | 1460 | &nbsp;&nbsp; 1486963 |
| 5.000%, 06/01/27  | 500 | &nbsp;&nbsp; 522500 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C |  |  |
| 5.000%, 09/01/25  | 3900 | &nbsp;&nbsp; 3907674 |
| 5.000%, 09/01/26 | 1500 | &nbsp;&nbsp; 1540377 |
| 5.000%, 09/01/28  | 4385 | &nbsp;&nbsp; 4722637 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 11/01/25  | 1470 | &nbsp;&nbsp; 1478803 |
| 5.000%, 04/01/27  | 1940 | &nbsp;&nbsp; 1994916 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series F |  |  |
| 5.000%, 05/01/28  | 1275 | &nbsp;&nbsp; 1276997 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series H |  |  |
| 5.000%, 12/01/25  | 1810 | &nbsp;&nbsp; 1813849 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State University <br> (RB) Series A |  |  |
| 5.000%, 11/01/25  | 995 | &nbsp;&nbsp; 1001333 |
| 5.000%, 11/01/26  | 990 | &nbsp;&nbsp; 1022322 |
| 5.000%, 11/01/28  | 1375 | &nbsp;&nbsp; 1381299 |
| 3.375%, 11/01/29  | 1435 | &nbsp;&nbsp; 1437685 |
| 5.000%, 11/01/30 | 4915 | &nbsp;&nbsp; 5060406 |
| 5.000%, 11/01/32  | 5000 | &nbsp;&nbsp; 5073761 |
| 5.000%, 11/01/33  | 3390 | &nbsp;&nbsp; 3437227 |
| 4.000%, 11/01/34  | 8550 | &nbsp;&nbsp; 8551031 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 345 | &nbsp;&nbsp; 347783 |
| 5.000%, 12/01/26  | 930 | &nbsp;&nbsp; 960953 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlsbad Unified School <br> District (COP)  |  |  |
| 4.000%, 10/01/25  | 150 | &nbsp;&nbsp; 150364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerritos Community <br> College District (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 7500 | &nbsp;&nbsp; 7500000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chabot-Las Positas <br> Community College <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 695 | &nbsp;&nbsp; 695000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chino Valley Unified <br> School District (GO) <br> Series C |  |  |
| 4.000%, 08/01/25  | 275 | &nbsp;&nbsp; $275000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citrus Community College <br> District (GO) Series B |  |  |
| 5.000%, 08/01/25  | 2530 | &nbsp;&nbsp; 2530000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of San <br> Francisco (COP) Series <br> B |  |  |
| 4.000%, 04/01/33  | 3435 | &nbsp;&nbsp; 3437088 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of San <br> Francisco (COP) Series <br> R-1 |  |  |
| 5.000%, 04/01/26  | 1110 | &nbsp;&nbsp; 1129519 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Bakersfield <br> Wastewater Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/15/30  | 1175 | &nbsp;&nbsp; 1177571 |
| City of Berkeley (RN)  |  |  |
| 4.000%, 07/28/26  | 13895 | &nbsp;&nbsp; 14136812 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Long Beach Airport <br> System Revenue (RB) <br> (AG) Series A |  |  |
| 5.000%, 06/01/26  | 215 | &nbsp;&nbsp; 219657 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/25/26  | 10050 | &nbsp;&nbsp; 10291342 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Los Angeles <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/26  | 2910 | &nbsp;&nbsp; 2975786 |
| 5.000%, 06/01/27  | 915 | &nbsp;&nbsp; 960925 |
| 5.000%, 06/01/28  | 3610 | &nbsp;&nbsp; 3881989 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Pasadena Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/25  | 1065 | &nbsp;&nbsp; 1065000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Rancho Cordova <br> (ST)  |  |  |
| 4.000%, 09/01/25  | 150 | &nbsp;&nbsp; 150136 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Riverside Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/25  | 1000 | &nbsp;&nbsp; 1004239 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Riverside Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/31  | 1120 | &nbsp;&nbsp; 1121829 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series A |  |  |
| 5.000%, 11/01/27  | 1360 | &nbsp;&nbsp; 1405225 |
| 5.000%, 11/01/28  | 1410 | &nbsp;&nbsp; 1455649 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series B |  |  |
| 4.000%, 11/01/30  | 1255 | &nbsp;&nbsp; $1269715 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series F |  |  |
| 5.000%, 11/01/26  | 3755 | &nbsp;&nbsp; 3881661 |
| 5.000%, 11/01/27  | 3580 | &nbsp;&nbsp; 3797083 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/25  | 280 | &nbsp;&nbsp; 280494 |
| 5.000%, 09/01/26  | 250 | &nbsp;&nbsp; 256083 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clovis Unified School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 3545 | &nbsp;&nbsp; 3545000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compton Community <br> College District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 615 | &nbsp;&nbsp; 615000 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Kern (COP) <br> (AG) Series A |  |  |
| 5.000%, 11/01/26  | 1240 | &nbsp;&nbsp; 1277940 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Los Angeles <br> (RN) Series A |  |  |
| 5.000%, 06/30/26  | 21170 | &nbsp;&nbsp; 21665289 |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/26  | 16000 | &nbsp;&nbsp; 16377275 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Riverside (RN) <br> Series A |  |  |
| 3.000%, 10/17/25  | 1295 | &nbsp;&nbsp; 1295708 |
| County of San Diego (RN)  |  |  |
| 5.000%, 06/30/26  | 15015 | &nbsp;&nbsp; 15384334 |
| &nbsp;&nbsp;&nbsp;&nbsp; Davis Joint Unified School <br> District (COP) (AG)  |  |  |
| 5.000%, 08/01/25  | 1300 | &nbsp;&nbsp; 1300000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Delano Union School <br> District (GO) (AG)  |  |  |
| 4.000%, 02/01/26  | 315 | &nbsp;&nbsp; 317298 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Bay Municipal Utility <br> District Water System <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/30  | 1490 | &nbsp;&nbsp; 1558464 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Side Union High <br> School District (GO) <br> (AG) Series A |  |  |
| 5.000%, 08/01/25  | 4720 | &nbsp;&nbsp; 4720000 |
| 5.000%, 08/01/26  | 1700 | &nbsp;&nbsp; 1745354 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Side Union High <br> School District (GO) <br> Series D |  |  |
| 5.000%, 08/01/27  | 1110 | &nbsp;&nbsp; 1168405 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Municipal Water <br> District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Eastern Municipal Water <br> District (RB) Series A |  |  |
|  | 2.200%, 07/01/46  | 5800 | &nbsp;&nbsp; $5800000 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Camino Community <br> College District <br> Fountation (GO) Series <br> E | &nbsp;&nbsp;&nbsp;&nbsp; El Camino Community <br> College District <br> Fountation (GO) Series <br> E |  |  |
|  | 5.000%, 08/01/25  | 535 | &nbsp;&nbsp; 535000 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Rancho Unified School <br> District (GO) (BAM) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; El Rancho Unified School <br> District (GO) (BAM) <br> Series C |  |  |
|  | 5.000%, 08/01/25  | 690 | &nbsp;&nbsp; 690000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foothill-De Anza <br> Community College <br> District (GO) Series C | &nbsp;&nbsp;&nbsp;&nbsp; Foothill-De Anza <br> Community College <br> District (GO) Series C |  |  |
|  | 5.000%, 08/01/25  | 2090 | &nbsp;&nbsp; 2090000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foothill-De Anza <br> Community College <br> District (GO) Series D | &nbsp;&nbsp;&nbsp;&nbsp; Foothill-De Anza <br> Community College <br> District (GO) Series D |  |  |
|  | 5.000%, 08/01/26  | 3855 | &nbsp;&nbsp; 3962878 |
|  | 5.000%, 08/01/27  | 530 | &nbsp;&nbsp; 559380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fremont Unified School <br> District/Alameda County <br> (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Fremont Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
|  | 8.000%, 08/01/26  | 5000 | &nbsp;&nbsp; 5269608 |
|  | 8.000%, 08/01/27  | 2000 | &nbsp;&nbsp; 2226454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fullerton Joint Union High <br> School District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Fullerton Joint Union High <br> School District (GO) <br> Series A |  |  |
|  | 8.000%, 08/01/26  | 1305 | &nbsp;&nbsp; 1378037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gavilan Joint Community <br> College District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Gavilan Joint Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/32  | 1710 | &nbsp;&nbsp; 1710000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glendale Unified School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Glendale Unified School <br> District (GO) Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/01/41 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 2085 | &nbsp;&nbsp; 2087718 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grossmont Healthcare <br> District (GO) Series F | &nbsp;&nbsp;&nbsp;&nbsp; Grossmont Healthcare <br> District (GO) Series F |  |  |
|  | 5.000%, 07/15/26  | 875 | &nbsp;&nbsp; 896854 |
|  | 5.000%, 07/15/27  | 365 | &nbsp;&nbsp; 383676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Community <br> College District (GO) <br> (AG) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Imperial Community <br> College District (GO) <br> (AG) Series A |  |  |
|  | 5.000%, 08/01/25  | 275 | &nbsp;&nbsp; 275000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indio Finance Authority <br> (RB) (BAM) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
|  | 5.000%, 11/01/25  | 275 | &nbsp;&nbsp; 276606 |
|  | 5.000%, 11/01/26  | 360 | &nbsp;&nbsp; 370970 |
| &nbsp;&nbsp;&nbsp;&nbsp; Irvine Facilities Financing <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Irvine Facilities Financing <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/30  | 1285 | &nbsp;&nbsp; 1300032 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Irvine Ranch Water District <br> (RB) Series B |  |  |
| 5.000%, 05/01/26  | 250 | &nbsp;&nbsp; $255317 |
| 5.000%, 05/01/27  | 250 | &nbsp;&nbsp; 262147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferson Union High <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 150 | &nbsp;&nbsp; 150000 |
| 5.000%, 08/01/26  | 240 | &nbsp;&nbsp; 246066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kern High School District <br> (GO) Series A |  |  |
| 5.000%, 08/01/25  | 700 | &nbsp;&nbsp; 700000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Livermore Valley Joint <br> Unified School District <br> (GO)  |  |  |
| 5.000%, 08/01/25  | 1180 | &nbsp;&nbsp; 1180000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lodi Unified School District <br> (GO)  |  |  |
| 5.000%, 08/01/25  | 575 | &nbsp;&nbsp; 575000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Beach Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/25  | 2175 | &nbsp;&nbsp; 2175000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Community <br> College District (GO) <br> Series D |  |  |
| 5.000%, 08/01/25  | 5115 | &nbsp;&nbsp; 5115000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 5000 | &nbsp;&nbsp; 5000000 |
| 5.000%, 08/01/26  | 1175 | &nbsp;&nbsp; 1208708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/27  | 5995 | &nbsp;&nbsp; 5999717 |
| 5.000%, 06/01/29  | 1605 | &nbsp;&nbsp; 1640865 |
| 5.000%, 06/01/31  | 1700 | &nbsp;&nbsp; 1732726 |
| 5.000%, 06/01/33  | 4210 | &nbsp;&nbsp; 4279447 |
| 5.000%, 07/01/34  | 2305 | &nbsp;&nbsp; 2383748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A-2 |  |  |
| 2.500%, 07/01/45  | 1615 | &nbsp;&nbsp; 1615000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
| 5.000%, 07/01/26  | 300 | &nbsp;&nbsp; 305011 |
| 5.000%, 07/01/31  | 1415 | &nbsp;&nbsp; 1423008 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 07/01/26 | 5440 | &nbsp;&nbsp; $5577168 |
|  | 5.000%, 07/01/27 | 2685 | &nbsp;&nbsp; 2824427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series B |  |  |
|  | 5.000%, 07/01/28  | 3080 | &nbsp;&nbsp; 3146120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series B-1 | &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series B-1 |  |  |
|  | 5.000%, 07/01/30  | 3290 | &nbsp;&nbsp; 3478332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Rios Community <br> College District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Los Rios Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/25  | 530 | &nbsp;&nbsp; 530000 |
|  | 5.000%, 08/01/26  | 500 | &nbsp;&nbsp; 513590 |
|  | 5.000%, 08/01/27  | 2310 | &nbsp;&nbsp; 2437586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Beach Unified <br> School District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Beach Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/27  | 5510 | &nbsp;&nbsp; 5826097 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manteca Unified School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Manteca Unified School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/25  | 615 | &nbsp;&nbsp; 615000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marin Community College <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Marin Community College <br> District (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/01/34 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1850 | &nbsp;&nbsp; 1850000 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1750 | &nbsp;&nbsp; 1750000 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/01/36 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1975 | &nbsp;&nbsp; 1975000 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/01/37 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 3500 | &nbsp;&nbsp; 3500000 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/01/38 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 2000 | &nbsp;&nbsp; 2000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mendocino-Lake <br> Community College <br> District (GO) (BAM)  | &nbsp;&nbsp;&nbsp;&nbsp; Mendocino-Lake <br> Community College <br> District (GO) (BAM)  |  |  |
|  | 5.000%, 08/01/27  | 1200 | &nbsp;&nbsp; 1201666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Modesto Irrigation District <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Modesto Irrigation District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/28  | 1870 | &nbsp;&nbsp; 1875954 |
|  | 5.000%, 10/01/31  | 1090 | &nbsp;&nbsp; 1093179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Modesto Irrigation District <br> (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Modesto Irrigation District <br> (RB) Series B |  |  |
|  | 5.000%, 10/01/25  | 1035 | &nbsp;&nbsp; 1039124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moreno Valley Public <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Moreno Valley Public <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 300 | &nbsp;&nbsp; 301851 |
|  | 5.000%, 11/01/26  | 290 | &nbsp;&nbsp; 299272 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Moreno Valley Unified <br> School District (GO) <br> (BAM) Series A |  |  |
| 5.000%, 08/01/26  | 640 | &nbsp;&nbsp; $656625 |
| 5.000%, 08/01/27  | 615 | &nbsp;&nbsp; 646372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mount Diablo Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/28  | 825 | &nbsp;&nbsp; 887665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mountain View-Whisman <br> School District (GO) <br> Series C |  |  |
| 5.000%, 09/01/25  | 615 | &nbsp;&nbsp; 616347 |
| 5.000%, 09/01/26  | 400 | &nbsp;&nbsp; 412037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series B |  |  |
| 5.000%, 11/01/30  | 1380 | &nbsp;&nbsp; 1416919 |
| 5.000%, 11/01/31  | 1365 | &nbsp;&nbsp; 1398634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Napa Valley Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/31  | 4630 | &nbsp;&nbsp; 4642709 |
| &nbsp;&nbsp;&nbsp;&nbsp; Napa Valley Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 210 | &nbsp;&nbsp; 220755 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Haven Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 330 | &nbsp;&nbsp; 338771 |
| &nbsp;&nbsp;&nbsp;&nbsp; Newark Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 275 | &nbsp;&nbsp; 289390 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
| 5.000%, 12/01/25  | 250 | &nbsp;&nbsp; 252062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
| 5.000%, 08/01/25  | 1850 | &nbsp;&nbsp; 1850000 |
| 5.000%, 08/01/28  | 3200 | &nbsp;&nbsp; 3274120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 5.000%, 08/01/27  | 1095 | &nbsp;&nbsp; 1096011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO) (AG) Series A |  |  |
| 5.000%, 08/01/31  | 220 | &nbsp;&nbsp; 229208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oceanside Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/32  | 1140 | &nbsp;&nbsp; 1140445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oceanside Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/25  | 325 | &nbsp;&nbsp; 325000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontario Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/26  | 700 | &nbsp;&nbsp; 722705 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
|  | 5.000%, 11/01/27  | 675 | &nbsp;&nbsp; $711663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orange County Water <br> District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Orange County Water <br> District (RB) Series A |  |  |
|  | 5.000%, 08/15/32  | 1500 | &nbsp;&nbsp; 1554634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palm Springs Unified <br> School District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Palm Springs Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 325 | &nbsp;&nbsp; 325000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palm Springs Unified <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Palm Springs Unified <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 1410 | &nbsp;&nbsp; 1410000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peralta Community College <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Peralta Community College <br> District (GO) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/29 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1275 | &nbsp;&nbsp; 1275000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Petaluma Joint Union High <br> School District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Petaluma Joint Union High <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 685 | &nbsp;&nbsp; 703344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG)  |  |  |
|  | 5.000%, 08/01/26  | 425 | &nbsp;&nbsp; 435955 |
|  | 5.000%, 08/01/27  | 750 | &nbsp;&nbsp; 787808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG) Series <br> A | &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG) Series <br> A |  |  |
|  | 5.000%, 08/01/26  | 425 | &nbsp;&nbsp; 435955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Placentia-Yorba Linda <br> Unified School District <br> (COP) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Placentia-Yorba Linda <br> Unified School District <br> (COP) (AG)  |  |  |
|  | 4.000%, 10/01/25  | 1525 | &nbsp;&nbsp; 1529107 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pleasanton Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Pleasanton Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/26 | 1450 | &nbsp;&nbsp; 1489266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poway Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Poway Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/25  | 465 | &nbsp;&nbsp; 465000 |
|  | 5.000%, 08/01/26  | 980 | &nbsp;&nbsp; 1006145 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redondo Beach Unified <br> School District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Redondo Beach Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 500 | &nbsp;&nbsp; 512238 |
|  | 5.000%, 08/01/27  | 450 | &nbsp;&nbsp; 474673 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwoods Community <br> College District (GO) <br> (BAM)  | &nbsp;&nbsp;&nbsp;&nbsp; Redwoods Community <br> College District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 08/01/26  | 1710 | &nbsp;&nbsp; 1750317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series 0-1 | &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series 0-1 |  |  |
|  | 2.250%, 05/15/45  | 600 | &nbsp;&nbsp; 600000 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series K | &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series K |  |  |
|  | 2.250%, 05/15/47  | 8545 | &nbsp;&nbsp; $8545000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L | &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
|  | 5.000%, 05/15/33  | 9365 | &nbsp;&nbsp; 9490174 |
|  | 5.000%, 05/15/34  | 6000 | &nbsp;&nbsp; 6072535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 | &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 |  |  |
|  | 2.350%, 05/15/45  | 6820 | &nbsp;&nbsp; 6820000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riverside Community <br> College District (GO) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Riverside Community <br> College District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 3000 | &nbsp;&nbsp; 3083952 |
|  | 5.000%, 08/01/27  | 1800 | &nbsp;&nbsp; 1899418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riverside County Public <br> Financing Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Riverside County Public <br> Financing Authority (RB)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/31 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 855 | &nbsp;&nbsp; 860439 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 670 | &nbsp;&nbsp; 674676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (AG)  |  |  |
|  | 4.000%, 07/01/26  | 1025 | &nbsp;&nbsp; 1040380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (AG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (AG) Series B |  |  |
|  | 8.000%, 08/01/25  | 1510 | &nbsp;&nbsp; 1510000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (BAM) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (BAM) Series A |  |  |
|  | 5.000%, 08/01/25  | 540 | &nbsp;&nbsp; 540000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Municipal <br> Utility District (RB) <br> Series J | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Municipal <br> Utility District (RB) <br> Series J |  |  |
|  | 5.000%, 08/15/25  | 845 | &nbsp;&nbsp; 845836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 350 | &nbsp;&nbsp; 359475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/26  | 600 | &nbsp;&nbsp; 616243 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Bernardino <br> Community College <br> District (GO) Series F | &nbsp;&nbsp;&nbsp;&nbsp; San Bernardino <br> Community College <br> District (GO) Series F |  |  |
|  | 5.000%, 08/01/26  | 250 | &nbsp;&nbsp; 256783 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego County Water <br> Authority (RB)  |  |  |
| 5.000%, 05/01/27  | 3210 | &nbsp;&nbsp; $3214583 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Public Facilities <br> Financing Authority (RB)  |  |  |
| 5.000%, 10/15/29  | 1000 | &nbsp;&nbsp; 1004873 |
| 5.000%, 10/15/30  | 2975 | &nbsp;&nbsp; 2988630 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 10/15/25  | 340 | &nbsp;&nbsp; 341825 |
| 5.000%, 10/15/26  | 275 | &nbsp;&nbsp; 283911 |
| 5.000%, 10/15/33  | 1635 | &nbsp;&nbsp; 1640719 |
| 5.000%, 05/15/34  | 5000 | &nbsp;&nbsp; 5078518 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Public Facilities <br> Financing Authority (RB) <br> Series B |  |  |
| 5.000%, 10/15/31  | 1040 | &nbsp;&nbsp; 1044310 |
| 5.000%, 10/15/32  | 1000 | &nbsp;&nbsp; 1003843 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) (AG) Series <br> E-2 |  |  |
| 5.500%, 07/01/27  | 2455 | &nbsp;&nbsp; 2606818 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/34  | 1000 | &nbsp;&nbsp; 1002740 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series B |  |  |
| 5.000%, 05/01/26  | 2580 | &nbsp;&nbsp; 2627430 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/30  | 2880 | &nbsp;&nbsp; 2890462 |
| 5.000%, 10/01/31  | 1390 | &nbsp;&nbsp; 1394767 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series C |  |  |
| 5.000%, 10/01/27  | 475 | &nbsp;&nbsp; 502777 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 06/15/26  | 1340 | &nbsp;&nbsp; 1370227 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 06/15/26  | 4000 | &nbsp;&nbsp; 4087780 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series F&C | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series F&C |  |  |
|  | 4.000%, 06/15/31  | 2000 | &nbsp;&nbsp; $2000971 |
|  | 4.000%, 06/15/33  | 3000 | &nbsp;&nbsp; 3000085 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series FC | &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series FC |  |  |
|  | 5.000%, 06/15/28  | 7100 | &nbsp;&nbsp; 7112369 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin Delta <br> Community College <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin Delta <br> Community College <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 1625 | &nbsp;&nbsp; 1668514 |
|  | 5.000%, 08/01/27  | 865 | &nbsp;&nbsp; 912446 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Jose Financing <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; San Jose Financing <br> Authority (RB) Series B |  |  |
|  | 5.000%, 11/01/25  | 570 | &nbsp;&nbsp; 573835 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Jose Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Jose Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 4685 | &nbsp;&nbsp; 4814649 |
|  | 5.000%, 08/01/27  | 5460 | &nbsp;&nbsp; 5758818 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Luis Coastal Unified <br> School District (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; San Luis Coastal Unified <br> School District (GO) <br> Series C |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/39 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 750 | &nbsp;&nbsp; 770428 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Marcos Unified School <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Marcos Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 1200 | &nbsp;&nbsp; 1232496 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo County <br> Community College <br> District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo County <br> Community College <br> District (GO) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/45 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 3365 | &nbsp;&nbsp; 3372101 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Foster City <br> Public Financing <br> Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Foster City <br> Public Financing <br> Authority (RB) Series B |  |  |
|  | 5.000%, 08/01/25  | 555 | &nbsp;&nbsp; 555000 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Foster City <br> School District (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Foster City <br> School District (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/26  | 750 | &nbsp;&nbsp; 770932 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Joint Powers <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/15/32 <br> (Pre-refunded @ <br> $100, 7/15/26)<br>| 2500 | &nbsp;&nbsp; 2533066 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Union High <br> School District (GO) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; San Mateo Union High <br> School District (GO) <br> Series C |  |  |
|  | 4.000%, 09/01/33  | 1135 | &nbsp;&nbsp; 1137418 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Pablo Joint Powers <br> Financing Authority (RB) <br> (AG)  |  |  |
| 4.000%, 11/01/25  | 180 | &nbsp;&nbsp; $180662 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Rafael City High <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 310 | &nbsp;&nbsp; 310000 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Ysidro School District <br> (GO) (AG) Series B |  |  |
| 5.000%, 08/01/25  | 375 | &nbsp;&nbsp; 375000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Clara County <br> Financing Authority (RB) <br> Series A |  |  |
| 3.000%, 11/15/25  | 1000 | &nbsp;&nbsp; 1000092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern California Water <br> Replenishment District <br> (RB)  |  |  |
| 5.000%, 08/01/32  | 2310 | &nbsp;&nbsp; 2310000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Community <br> College District (GO) <br> Series A |  |  |
| 5.250%, 08/01/27  | 1105 | &nbsp;&nbsp; 1171046 |
| 5.250%, 08/01/28  | 785 | &nbsp;&nbsp; 855262 |
| State of California (GO)  |  |  |
| 5.000%, 08/01/25  | 3075 | &nbsp;&nbsp; 3075000 |
| 5.000%, 09/01/25 | 22855 | &nbsp;&nbsp; 22902691 |
| 5.000%, 10/01/25 | 4440 | &nbsp;&nbsp; 4458429 |
| 5.000%, 12/01/25  | 5030 | &nbsp;&nbsp; 5072290 |
| 3.000%, 03/01/26  | 1875 | &nbsp;&nbsp; 1879795 |
| 5.000%, 04/01/26  | 1510 | &nbsp;&nbsp; 1535826 |
| 5.000%, 08/01/26 | 14395 | &nbsp;&nbsp; 14768655 |
| 4.000%, 09/01/26  | 2360 | &nbsp;&nbsp; 2401255 |
| 5.000%, 09/01/26 | 6760 | &nbsp;&nbsp; 6950035 |
| 4.000%, 11/01/26  | 7345 | &nbsp;&nbsp; 7493444 |
| 5.000%, 03/01/27  | 5770 | &nbsp;&nbsp; 6007721 |
| 5.000%, 04/01/27  | 2775 | &nbsp;&nbsp; 2895367 |
| 5.000%, 10/01/27  | 1940 | &nbsp;&nbsp; 2048509 |
| 5.000%, 03/01/28  | 500 | &nbsp;&nbsp; 533106 |
| 5.000%, 08/01/28 | 4235 | &nbsp;&nbsp; 4344555 |
| 5.000%, 09/01/28  | 8940 | &nbsp;&nbsp; 9189493 |
| 5.000%, 08/01/29 | 3005 | &nbsp;&nbsp; 3214895 |
| 5.000%, 10/01/29  | 5010 | &nbsp;&nbsp; 5094388 |
| 5.000%, 08/01/30 | 6750 | &nbsp;&nbsp; 6822123 |
| 5.000%, 10/01/30  | 1600 | &nbsp;&nbsp; 1718495 |
| 4.000%, 08/01/31  | 5490 | &nbsp;&nbsp; 5531785 |
| 5.000%, 08/01/31  | 4540 | &nbsp;&nbsp; 4546587 |
| 5.250%, 08/01/31  | 2955 | &nbsp;&nbsp; 2959873 |
| 5.000%, 09/01/31  | 3500 | &nbsp;&nbsp; 3584787 |
| 5.000%, 10/01/31  | 90 | &nbsp;&nbsp; 90130 |
| 5.250%, 08/01/32  | 2025 | &nbsp;&nbsp; 2028206 |
| 4.000%, 09/01/32 | 1775 | &nbsp;&nbsp; 1785364 |
| 5.000%, 09/01/32  | 700 | &nbsp;&nbsp; 715749 |
| 5.000%, 10/01/32  | 15 | &nbsp;&nbsp; 15021 |
| 5.000%, 08/01/33 | 11200 | &nbsp;&nbsp; 11462694 |
| 5.000%, 09/01/33  | 3000 | &nbsp;&nbsp; 3060208 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 12/01/34  | 1000 | &nbsp;&nbsp; $1013757 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> Series A |  |  |
| 5.000%, 11/01/28  | 1410 | &nbsp;&nbsp; 1525651 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 4575 | &nbsp;&nbsp; 4713514 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> Series C |  |  |
| 5.000%, 09/01/28  | 1870 | &nbsp;&nbsp; 1872934 |
| 5.000%, 09/01/32  | 1000 | &nbsp;&nbsp; 1001391 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California <br> Department of Water <br> Resources (RB) Series <br> AW |  |  |
| 5.000%, 12/01/31  | 9940 | &nbsp;&nbsp; 10220180 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California <br> Department of Water <br> Resources (RB) Series <br> AX |  |  |
| 5.000%, 12/01/30  | 2105 | &nbsp;&nbsp; 2219703 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California <br> Department of Water <br> Resources (RB) Series <br> BG |  |  |
| 5.000%, 12/01/27  | 5000 | &nbsp;&nbsp; 5323408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Public Financing <br> Authority (RB) (AG)  |  |  |
| 5.000%, 09/01/26  | 1785 | &nbsp;&nbsp; 1831153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/25  | 610 | &nbsp;&nbsp; 610000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/25  | 1645 | &nbsp;&nbsp; 1645000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/25  | 210 | &nbsp;&nbsp; 210000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 410 | &nbsp;&nbsp; 410000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (COP)  |  |  |
| 5.000%, 02/01/26  | 275 | &nbsp;&nbsp; 278309 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunnyvale School District <br> (GO) Series A |  |  |
| 5.000%, 09/01/26  | 640 | &nbsp;&nbsp; 659049 |
| 5.000%, 09/01/27  | 630 | &nbsp;&nbsp; 666274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweetwater Union High <br> School District (GO) <br> Series A-2 |  |  |
| 5.000%, 08/01/26  | 1905 | &nbsp;&nbsp; 1956779 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tahoe-Truckee Unified <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; Tahoe-Truckee Unified <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/34  | 905 | &nbsp;&nbsp; $925002 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tracy Public Financing <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Tracy Public Financing <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/01/25  | 440 | &nbsp;&nbsp; 442793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tustin Unified School <br> District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Tustin Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/27  | 5990 | &nbsp;&nbsp; 6325671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ukiah Public Financing <br> Authority (RB)  | &nbsp;&nbsp;&nbsp;&nbsp; Ukiah Public Financing <br> Authority (RB)  |  |  |
|  | 4.000%, 04/01/26  | 395 | &nbsp;&nbsp; 398642 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AL-3 | &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AL-3 |  |  |
|  | 2.250%, 05/15/48  | 1200 | &nbsp;&nbsp; 1200000 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AR | &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AR |  |  |
|  | 5.000%, 05/15/30  | 2120 | &nbsp;&nbsp; 2158130 |
|  | 5.000%, 05/15/31  | 1450 | &nbsp;&nbsp; 1475165 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BS | &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BS |  |  |
|  | 5.000%, 05/15/29  | 1295 | &nbsp;&nbsp; 1421176 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BX | &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BX |  |  |
|  | 5.000%, 05/15/26  | 6510 | &nbsp;&nbsp; 6647466 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BZ | &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BZ |  |  |
|  | 5.000%, 05/15/26  | 6685 | &nbsp;&nbsp; 6826161 |
|  | 5.000%, 05/15/27  | 3000 | &nbsp;&nbsp; 3145152 |
|  | 5.000%, 05/15/28  | 7500 | &nbsp;&nbsp; 8048663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upper Santa Clara Valley <br> Joint Powers Authority <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Upper Santa Clara Valley <br> Joint Powers Authority <br> (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/34 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1350 | &nbsp;&nbsp; 1350000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventura County Community <br> College District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Ventura County Community <br> College District (GO)  |  |  |
|  | 4.000%, 08/01/32  | 10000 | &nbsp;&nbsp; 10001903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventura Unified School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Ventura Unified School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/26  | 1000 | &nbsp;&nbsp; 1027181 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vista Joint Powers <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Vista Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 05/01/26  | 650 | &nbsp;&nbsp; 661916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vista Unified School <br> District (COP) (AG)  | &nbsp;&nbsp;&nbsp;&nbsp; Vista Unified School <br> District (COP) (AG)  |  |  |
|  | 5.000%, 10/01/25  | 1295 | &nbsp;&nbsp; 1300160 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 1525 | &nbsp;&nbsp; 1525000 |
|  | 5.000%, 08/01/26  | 4300 | &nbsp;&nbsp; 4398808 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; West Valley-Mission <br> Community College <br> District (GO) Series B |  |  |
| 4.000%, 08/01/34  | 2740 | &nbsp;&nbsp; $2740167 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Valley-Mission <br> Community College <br> District (GO) Series C |  |  |
| 4.000%, 08/01/33  | 1375 | &nbsp;&nbsp; 1377811 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $785,591,313) |  | &nbsp;&nbsp; 787259629 |
| COMMERCIAL PAPER — (3.6%) | COMMERCIAL PAPER — (3.6%) | COMMERCIAL PAPER — (3.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp; California Statewide <br> Communities <br> Development Authority |  |  |
| 2.950%, 08/12/25 | 6000 | &nbsp;&nbsp; 6000373 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| 2.970%, 08/14/25 | 10000 | &nbsp;&nbsp; $10001086 |
| 2.800%, 11/04/25 | 13000 | &nbsp;&nbsp; 12999832 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL <br> PAPER <br>(Cost $29,000,000) |  | &nbsp;&nbsp; 29001291 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock Liquidity <br> Funds MuniCash <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>(Cost $266,851)<br>| 266824 | &nbsp;&nbsp; 266851 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $814,858,164)^^ |  | &nbsp;&nbsp; $816527771 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $787259629 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $787259629 |
| Commercial Paper | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29001291 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29001291 |
| Investment Companies | &nbsp;&nbsp;&nbsp; $266851 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 266851 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $266851 | &nbsp;&nbsp;&nbsp; $816260920 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $816527771 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 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%) |
| CALIFORNIA — (100.0%) | CALIFORNIA — (100.0%) | CALIFORNIA — (100.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alameda County Joint <br> Powers Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/34  | 3750 | &nbsp;&nbsp; $4211764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alhambra Unified School <br> District (GO) Series B |  |  |
| 5.250%, 08/01/41  | 750 | &nbsp;&nbsp; 814144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alum Rock Union <br> Elementary School <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/42  | 370 | &nbsp;&nbsp; 383929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A |  |  |
| 5.000%, 10/01/28  | 360 | &nbsp;&nbsp; 388817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcadia Unified School <br> District (GO)  |  |  |
| 3.000%, 08/01/26  | 1035 | &nbsp;&nbsp; 1038997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bay Area Toll Authority <br> (RB) Series B |  |  |
| 2.250%, 04/01/55  | 3485 | &nbsp;&nbsp; 3485000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Unified School <br> District (GO) Series D |  |  |
| 4.000%, 08/01/44  | 1445 | &nbsp;&nbsp; 1333703 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Unified School <br> District (GO) Series E |  |  |
| 5.000%, 08/01/27  | 455 | &nbsp;&nbsp; 480131 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berryessa Union School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 150 | &nbsp;&nbsp; 153912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beverly Hills Unified <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/30  | 1350 | &nbsp;&nbsp; 1382504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Calexico Unified School <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/31  | 385 | &nbsp;&nbsp; 427828 |
| 4.000%, 08/01/34  | 525 | &nbsp;&nbsp; 540723 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Educational <br> Facilities Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 04/01/44  | 700 | &nbsp;&nbsp; 730567 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB)  |  |  |
| 5.000%, 02/01/33  | 1115 | &nbsp;&nbsp; 1146888 |
| 5.000%, 02/01/34  | 1250 | &nbsp;&nbsp; 1282332 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/15/27  | 750 | &nbsp;&nbsp; 795391 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 4840 | &nbsp;&nbsp; $4868787 |
|  | 5.000%, 12/01/27  | 375 | &nbsp;&nbsp; 395315 |
|  | 5.000%, 12/01/28  | 500 | &nbsp;&nbsp; 528859 |
|  | 5.000%, 11/15/34  | 3145 | &nbsp;&nbsp; 3251922 |
|  | 4.000%, 04/01/38  | 1600 | &nbsp;&nbsp; 1557887 |
|  | 5.000%, 08/15/41  | 2000 | &nbsp;&nbsp; 2078578 |
|  | 5.000%, 12/01/41  | 855 | &nbsp;&nbsp; 881339 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
|  | 5.000%, 08/15/35  | 1600 | &nbsp;&nbsp; 1621709 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/01/36 <br> (Pre-refunded @ <br> $100, 1/1/28)<br>| 500 | &nbsp;&nbsp; 532839 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Municipal <br> Finance Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/27  | 685 | &nbsp;&nbsp; 702535 |
|  | 5.000%, 02/01/29  | 825 | &nbsp;&nbsp; 871955 |
|  | 5.000%, 02/01/30  | 1000 | &nbsp;&nbsp; 1068309 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Public Finance <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/28  | 520 | &nbsp;&nbsp; 551248 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series B | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series B |  |  |
|  | 5.000%, 12/01/31  | 1510 | &nbsp;&nbsp; 1705887 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 4000 | &nbsp;&nbsp; 4209503 |
|  | 5.000%, 02/01/28  | 5030 | &nbsp;&nbsp; 5347835 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C | &nbsp;&nbsp;&nbsp;&nbsp; California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 5.000%, 11/01/28  | 1820 | &nbsp;&nbsp; 1966907 |
|  | 5.000%, 08/01/35  | 675 | &nbsp;&nbsp; 732433 |
| &nbsp;&nbsp;&nbsp;&nbsp; California State University <br> (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; California State University <br> (RB) Series A |  |  |
|  | 5.000%, 11/01/26  | 350 | &nbsp;&nbsp; 361528 |
|  | 3.250%, 11/01/28  | 4000 | &nbsp;&nbsp; 4006250 |
|  | 5.000%, 11/01/28  | 365 | &nbsp;&nbsp; 395878 |
|  | 3.375%, 11/01/29  | 5000 | &nbsp;&nbsp; 5009354 |
|  | 5.000%, 11/01/31  | 1300 | &nbsp;&nbsp; 1320247 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 11/01/32  | 1000 | &nbsp;&nbsp; $1014752 |
| 4.000%, 11/01/35  | 2000 | &nbsp;&nbsp; 1993998 |
| 5.000%, 11/01/43  | 1500 | &nbsp;&nbsp; 1563694 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
| 4.000%, 06/01/26  | 1035 | &nbsp;&nbsp; 1047474 |
| 5.000%, 03/01/27  | 1490 | &nbsp;&nbsp; 1505926 |
| 5.000%, 12/01/43  | 2750 | &nbsp;&nbsp; 2820269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Calleguas Municipal Water <br> District (RB) Series A |  |  |
| 5.000%, 07/01/40  | 175 | &nbsp;&nbsp; 193913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlsbad Unified School <br> District (COP)  |  |  |
| 4.000%, 10/01/26  | 85 | &nbsp;&nbsp; 86554 |
| 4.000%, 10/01/28  | 160 | &nbsp;&nbsp; 168054 |
| 4.000%, 10/01/29  | 110 | &nbsp;&nbsp; 116701 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlsbad Unified School <br> District (GO) Series C |  |  |
| 4.000%, 08/01/43  | 1100 | &nbsp;&nbsp; 1043760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerritos Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/44  | 750 | &nbsp;&nbsp; 692233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerritos Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/29  | 400 | &nbsp;&nbsp; 442468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chabot-Las Positas <br> Community College <br> District (GO)  |  |  |
| 4.000%, 08/01/34  | 2635 | &nbsp;&nbsp; 2638789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chabot-Las Positas <br> Community College <br> District (GO) Series C |  |  |
| 5.000%, 08/01/42  | 755 | &nbsp;&nbsp; 799122 |
| 5.000%, 08/01/43  | 435 | &nbsp;&nbsp; 457701 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chula Vista Elementary <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/39  | 800 | &nbsp;&nbsp; 868241 |
| 4.000%, 08/01/42  | 1070 | &nbsp;&nbsp; 1012440 |
| 4.000%, 08/01/43  | 560 | &nbsp;&nbsp; 524099 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of San <br> Francisco (GO) Series <br> 2025B-1 |  |  |
| 5.000%, 06/15/43  | 4000 | &nbsp;&nbsp; 4178474 |
| &nbsp;&nbsp;&nbsp;&nbsp; City & County of San <br> Francisco (COP) Series <br> A |  |  |
| 4.000%, 04/01/41  | 300 | &nbsp;&nbsp; 282865 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Long Beach Airport <br> System Revenue (RB) <br> (AG) Series A |  |  |
| 5.000%, 06/01/27  | 220 | &nbsp;&nbsp; 230097 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 06/01/28  | 205 | &nbsp;&nbsp; $219350 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Long Beach Harbor <br> Revenue (RB) Series A |  |  |
| 5.000%, 05/15/28  | 500 | &nbsp;&nbsp; 537091 |
| 5.000%, 05/15/29  | 410 | &nbsp;&nbsp; 450363 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Los Angeles <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/29  | 4710 | &nbsp;&nbsp; 5176909 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Riverside Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/37  | 2335 | &nbsp;&nbsp; 2428028 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series F |  |  |
| 5.000%, 11/01/29  | 375 | &nbsp;&nbsp; 417004 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/27  | 250 | &nbsp;&nbsp; 261870 |
| 5.000%, 09/01/28  | 370 | &nbsp;&nbsp; 394334 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Santa Clara Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/44  | 1185 | &nbsp;&nbsp; 1247763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clovis Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/31  | 425 | &nbsp;&nbsp; 473980 |
| 5.000%, 08/01/32  | 340 | &nbsp;&nbsp; 377306 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compton Unified School <br> District (GO) (BAM) <br> Series B |  |  |
| 4.000%, 06/01/31  | 750 | &nbsp;&nbsp; 757834 |
| &nbsp;&nbsp;&nbsp;&nbsp; Contra Costa Water District <br> (RB) Series W |  |  |
| 5.000%, 10/01/25  | 400 | &nbsp;&nbsp; 401763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corona-Norco Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/27  | 185 | &nbsp;&nbsp; 194660 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Sacramento <br> (COP) (AG)  |  |  |
| 5.000%, 10/01/28  | 795 | &nbsp;&nbsp; 860408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Culver City School <br> Facilities Financing <br> Authority (RB) (AG)  |  |  |
| 5.500%, 08/01/26  | 855 | &nbsp;&nbsp; 881411 |
| &nbsp;&nbsp;&nbsp;&nbsp; Culver City Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/44  | 1415 | &nbsp;&nbsp; 1296157 |
| &nbsp;&nbsp;&nbsp;&nbsp; Del Mar Union School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/28  | 265 | &nbsp;&nbsp; 279072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Desert Sands Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/29  | 535 | &nbsp;&nbsp; 590937 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 4.000%, 08/01/44  | 1100 | &nbsp;&nbsp; $1015276 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Bay Municipal Utility <br> District Wastewater <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 170 | &nbsp;&nbsp; 173957 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Bay Municipal Utility <br> District Water System <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/44  | 550 | &nbsp;&nbsp; 583807 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Bay Regional Park <br> District (RB)  |  |  |
| 4.000%, 05/01/44  | 695 | &nbsp;&nbsp; 641851 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Side Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/25  | 275 | &nbsp;&nbsp; 275000 |
| 5.000%, 08/01/26  | 325 | &nbsp;&nbsp; 333508 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Municipal Water <br> District (RB) Series A |  |  |
| 2.200%, 07/01/46  | 780 | &nbsp;&nbsp; 780000 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Camino Community <br> College District <br> Fountation (GO) Series <br> E |  |  |
| 4.000%, 08/01/43  | 500 | &nbsp;&nbsp; 467623 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Dorado Irrigation District <br> (COP) Series A |  |  |
| 5.000%, 03/01/44  | 340 | &nbsp;&nbsp; 353977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elk Grove Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/40  | 2000 | &nbsp;&nbsp; 1935575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Evergreen School District <br> (GO)  |  |  |
| 3.000%, 08/01/25  | 1400 | &nbsp;&nbsp; 1400000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Folsom Cordova Unified <br> School District School <br> Facilities Improvement <br> District No. 5 (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 250 | &nbsp;&nbsp; 257868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Folsom Cordova Unified <br> School District School <br> Facilities Improvement <br> District No. 5 (GO) <br> Series C |  |  |
| 5.000%, 10/01/25  | 100 | &nbsp;&nbsp; 100419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foothill-De Anza <br> Community College <br> District (GO)  |  |  |
| 4.000%, 08/01/37  | 500 | &nbsp;&nbsp; 493553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fremont Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 795 | &nbsp;&nbsp; 795000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresno Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/27  | 710 | &nbsp;&nbsp; $733274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Garden Grove Public <br> Financing Authority (RB) <br> (BAM) Series A |  |  |
| 5.000%, 04/01/43  | 200 | &nbsp;&nbsp; 208054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gilroy Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/25  | 100 | &nbsp;&nbsp; 100000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goleta Union School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/42  | 190 | &nbsp;&nbsp; 203729 |
| 5.000%, 08/01/43  | 480 | &nbsp;&nbsp; 511331 |
| 5.000%, 08/01/44  | 325 | &nbsp;&nbsp; 344351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grossmont Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/27  | 500 | &nbsp;&nbsp; 527616 |
| 4.000%, 08/01/30  | 1760 | &nbsp;&nbsp; 1777135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hermosa Beach City <br> School District (GO) <br> Series C |  |  |
| 3.000%, 08/01/28  | 510 | &nbsp;&nbsp; 513759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
| 5.000%, 11/01/27  | 395 | &nbsp;&nbsp; 416632 |
| 5.000%, 11/01/29  | 365 | &nbsp;&nbsp; 400132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Irvine Ranch Water District <br> (RB) Series B |  |  |
| 5.000%, 05/01/31  | 400 | &nbsp;&nbsp; 455482 |
| &nbsp;&nbsp;&nbsp;&nbsp; Irvine Unified School <br> District (GO) Series D |  |  |
| 5.000%, 09/01/43  | 1325 | &nbsp;&nbsp; 1409633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferson Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/36  | 285 | &nbsp;&nbsp; 317754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferson Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 155 | &nbsp;&nbsp; 172814 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferson Union High <br> School District (GO) <br> Series C |  |  |
| 5.000%, 08/01/44  | 500 | &nbsp;&nbsp; 523288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kern Community College <br> District (GO) Series C |  |  |
| 4.000%, 08/01/25  | 265 | &nbsp;&nbsp; 265000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kern High School District <br> (GO)  |  |  |
| 5.000%, 08/01/25  | 670 | &nbsp;&nbsp; 670000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kern High School District <br> (GO) Series A |  |  |
| 3.000%, 08/01/26  | 990 | &nbsp;&nbsp; 992850 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lake County Public <br> Financing Authority (RB)  |  |  |
| 4.000%, 05/01/42  | 750 | &nbsp;&nbsp; $704170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lancaster Financing <br> Authority (RB) (BAM) <br> Series A |  |  |
| 5.000%, 05/01/43  | 1050 | &nbsp;&nbsp; 1091234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Livermore-Amador Valley <br> Water Management <br> Agency (RB)  |  |  |
| 4.000%, 08/01/25  | 610 | &nbsp;&nbsp; 610000 |
| 4.000%, 08/01/26  | 525 | &nbsp;&nbsp; 533218 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lodi Unified School District <br> (GO)  |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp; 513189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lodi Unified School District <br> (GO) Series 2020 |  |  |
| 4.000%, 08/01/27  | 335 | &nbsp;&nbsp; 345583 |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Beach Bond Finance <br> Authority (RB)  |  |  |
| 5.000%, 08/01/26  | 680 | &nbsp;&nbsp; 697733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Beach Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/28  | 140 | &nbsp;&nbsp; 151395 |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Beach Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 210 | &nbsp;&nbsp; 215708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Beach Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/33  | 5025 | &nbsp;&nbsp; 5142572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Alamitos Unified <br> School District (GO) <br> Series C |  |  |
| 4.000%, 08/01/42  | 605 | &nbsp;&nbsp; 575837 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 1240 | &nbsp;&nbsp; 1240000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/29  | 145 | &nbsp;&nbsp; 160160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County Public <br> Works Financing <br> Authority (RB) Series <br> E-1 |  |  |
| 5.000%, 12/01/40  | 2530 | &nbsp;&nbsp; 2602972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County Public <br> Works Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/32  | 1025 | &nbsp;&nbsp; 1126376 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County Public <br> Works Financing <br> Authority (RB) Series D |  |  |
| 5.000%, 12/01/25  | 190 | &nbsp;&nbsp; $191599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles County Public <br> Works Financing <br> Authority (RB) Series F |  |  |
| 5.000%, 12/01/26  | 425 | &nbsp;&nbsp; 439731 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series C |  |  |
| 5.000%, 07/01/37  | 1000 | &nbsp;&nbsp; 1008966 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series A |  |  |
| 5.000%, 07/01/31  | 310 | &nbsp;&nbsp; 316077 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series B |  |  |
| 5.000%, 07/01/29  | 705 | &nbsp;&nbsp; 722072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series C |  |  |
| 5.000%, 07/01/27  | 545 | &nbsp;&nbsp; 568283 |
| 5.000%, 07/01/41  | 505 | &nbsp;&nbsp; 515260 |
| 5.000%, 07/01/43  | 2200 | &nbsp;&nbsp; 2225967 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series D |  |  |
| 5.000%, 07/01/43  | 225 | &nbsp;&nbsp; 228467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power (RB) <br> Series E |  |  |
| 5.000%, 07/01/29  | 525 | &nbsp;&nbsp; 568457 |
| 5.000%, 07/01/30  | 315 | &nbsp;&nbsp; 345224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
| 3.000%, 07/01/26  | 3435 | &nbsp;&nbsp; 3428819 |
| 5.000%, 07/01/28  | 855 | &nbsp;&nbsp; 909568 |
| 5.000%, 07/01/44  | 655 | &nbsp;&nbsp; 663544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/43  | 3800 | &nbsp;&nbsp; 3852286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/43  | 750 | &nbsp;&nbsp; 782764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series A-1 |  |  |
| 5.000%, 07/01/44  | 6250 | &nbsp;&nbsp; 6519017 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series B-1 |  |  |
| 5.000%, 07/01/27  | 610 | &nbsp;&nbsp; $641676 |
| 5.000%, 07/01/34  | 2065 | &nbsp;&nbsp; 2147849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (GO) Series <br> QRR |  |  |
| 5.000%, 07/01/43  | 1000 | &nbsp;&nbsp; 1047900 |
| 5.000%, 07/01/44  | 2355 | &nbsp;&nbsp; 2452242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Angeles Unified School <br> District (COP) (BAM) <br> Series A |  |  |
| 5.000%, 10/01/27  | 1000 | &nbsp;&nbsp; 1056298 |
| &nbsp;&nbsp;&nbsp;&nbsp; Los Rios Community <br> College District (GO)  |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp; 513590 |
| 5.000%, 08/01/27  | 415 | &nbsp;&nbsp; 437921 |
| 5.000%, 08/01/28  | 220 | &nbsp;&nbsp; 237906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manteca Unified School <br> District (GO) Series C |  |  |
| 5.250%, 08/01/44  | 515 | &nbsp;&nbsp; 549732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Water District <br> of Southern California <br> (RB) Series B |  |  |
| 4.000%, 10/01/25  | 1000 | &nbsp;&nbsp; 1002879 |
| 3.000%, 07/01/28  | 3420 | &nbsp;&nbsp; 3465749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Water District <br> of Southern California <br> (RB) Series C |  |  |
| 5.000%, 07/01/40  | 165 | &nbsp;&nbsp; 173319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mill Valley School District <br> (GO) Series B |  |  |
| 4.000%, 08/01/43  | 600 | &nbsp;&nbsp; 555343 |
| 4.000%, 08/01/44  | 520 | &nbsp;&nbsp; 474157 |
| &nbsp;&nbsp;&nbsp;&nbsp; Milpitas Unified School <br> District (GO) Series B |  |  |
| 4.000%, 08/01/25  | 400 | &nbsp;&nbsp; 400000 |
| 4.000%, 08/01/26  | 400 | &nbsp;&nbsp; 407417 |
| 4.000%, 08/01/27  | 250 | &nbsp;&nbsp; 259189 |
| 4.000%, 08/01/28  | 510 | &nbsp;&nbsp; 536777 |
| &nbsp;&nbsp;&nbsp;&nbsp; Modesto High School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/44  | 650 | &nbsp;&nbsp; 678670 |
| &nbsp;&nbsp;&nbsp;&nbsp; Modesto Irrigation District <br> (RB) Series A |  |  |
| 5.000%, 10/01/37  | 1120 | &nbsp;&nbsp; 1170868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moreno Valley Unified <br> School District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/29  | 200 | &nbsp;&nbsp; 219785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morongo Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/25  | 80 | &nbsp;&nbsp; 80000 |
| 5.000%, 08/01/26  | 220 | &nbsp;&nbsp; 225539 |
| 5.000%, 08/01/27  | 120 | &nbsp;&nbsp; 126121 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mount Diablo Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/30  | 3900 | &nbsp;&nbsp; $4360567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mount Diablo Unified <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/25  | 925 | &nbsp;&nbsp; 925000 |
| 4.000%, 08/01/26  | 475 | &nbsp;&nbsp; 482200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mount San Antonio <br> Community College <br> District (GO) Series D |  |  |
| 4.000%, 08/01/44  | 715 | &nbsp;&nbsp; 656934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mount San Jacinto <br> Community College <br> District (GO) Series C |  |  |
| 4.000%, 08/01/25  | 400 | &nbsp;&nbsp; 400000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mountain View-Whisman <br> School District (GO) <br> Series C |  |  |
| 4.000%, 09/01/43  | 1000 | &nbsp;&nbsp; 942454 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series A |  |  |
| 5.000%, 11/01/30  | 3885 | &nbsp;&nbsp; 4344948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series B |  |  |
| 5.000%, 11/01/31  | 4000 | &nbsp;&nbsp; 4098562 |
| 5.000%, 11/01/32  | 2660 | &nbsp;&nbsp; 2722246 |
| 4.000%, 11/01/34  | 1355 | &nbsp;&nbsp; 1348012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Napa Valley Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/34  | 1155 | &nbsp;&nbsp; 1155987 |
| 5.000%, 08/01/44  | 500 | &nbsp;&nbsp; 523288 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
| 5.000%, 12/01/26  | 200 | &nbsp;&nbsp; 207254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern California <br> Sanitation Agencies <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 360 | &nbsp;&nbsp; 372960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Humboldt Union <br> High School District <br> (GO)  |  |  |
| 4.000%, 08/01/26  | 240 | &nbsp;&nbsp; 243590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO) (AG)  |  |  |
| 5.000%, 08/01/25  | 1250 | &nbsp;&nbsp; 1250000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
| 5.000%, 08/01/26  | 575 | &nbsp;&nbsp; 588041 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 5.000%, 08/01/25 | 1290 | &nbsp;&nbsp; $1290000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oakland Unified School <br> District/Alameda County <br> (GO) Series C |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp; 511340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oceanside Public <br> Financing Authority (RB)  |  |  |
| 4.000%, 11/01/34  | 600 | &nbsp;&nbsp; 606567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oceanside Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/40  | 500 | &nbsp;&nbsp; 530156 |
| 5.000%, 08/01/41  | 500 | &nbsp;&nbsp; 526811 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oceanside Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/42  | 225 | &nbsp;&nbsp; 234923 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontario Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/44  | 605 | &nbsp;&nbsp; 625622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orange County Local <br> Transportation Authority <br> Sales Tax Revenue (RB)  |  |  |
| 5.000%, 02/15/41  | 2000 | &nbsp;&nbsp; 2072658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orange County Sanitation <br> District (RB) Series A |  |  |
| 5.000%, 02/01/34  | 965 | &nbsp;&nbsp; 974091 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palm Springs Unified <br> School District (GO) <br> Series A |  |  |
| 3.000%, 08/01/25  | 5415 | &nbsp;&nbsp; 5415000 |
| 5.000%, 08/01/28  | 345 | &nbsp;&nbsp; 373080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palos Verdes Peninsula <br> Unified School District <br> (GO)  |  |  |
| 4.000%, 08/01/44  | 500 | &nbsp;&nbsp; 465013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO) (AG)  |  |  |
| 5.000%, 08/01/29  | 500 | &nbsp;&nbsp; 549439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pittsburg Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/34  | 500 | &nbsp;&nbsp; 500227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Placentia-Yorba Linda <br> Unified School District <br> (GO)  |  |  |
| 4.000%, 08/01/29  | 1000 | &nbsp;&nbsp; 1056684 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pleasanton Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/29  | 325 | &nbsp;&nbsp; 358980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pomona Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/27  | 260 | &nbsp;&nbsp; 273576 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redlands Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/26  | 300 | &nbsp;&nbsp; $307399 |
| 5.000%, 07/01/27  | 535 | &nbsp;&nbsp; 562163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redondo Beach Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/44  | 300 | &nbsp;&nbsp; 313726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwood City School <br> District (GO)  |  |  |
| 5.000%, 08/01/27  | 50 | &nbsp;&nbsp; 52762 |
| 5.000%, 08/01/28  | 85 | &nbsp;&nbsp; 91918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwood City School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/42  | 400 | &nbsp;&nbsp; 424775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwoods Community <br> College District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/44  | 800 | &nbsp;&nbsp; 830625 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reed Union School District <br> (GO)  |  |  |
| 4.000%, 08/01/27  | 460 | &nbsp;&nbsp; 476634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series 0-1 |  |  |
| 2.250%, 05/15/45  | 2140 | &nbsp;&nbsp; 2140000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series B-2 |  |  |
| 2.350%, 05/15/32  | 305 | &nbsp;&nbsp; 305000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series K |  |  |
| 2.250%, 05/15/47  | 4205 | &nbsp;&nbsp; 4205000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 |  |  |
| 2.350%, 05/15/45  | 1605 | &nbsp;&nbsp; 1605000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series P |  |  |
| 5.000%, 05/15/41  | 3000 | &nbsp;&nbsp; 3098889 |
| 5.000%, 05/15/42  | 1310 | &nbsp;&nbsp; 1341094 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riverside Community <br> College District (GO) <br> Series A |  |  |
| 4.000%, 08/01/44  | 335 | &nbsp;&nbsp; 309198 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Riverside County <br> Infrastructure Financing <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Riverside County <br> Infrastructure Financing <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/01/25  | 1255 | &nbsp;&nbsp; $1262903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riverside Unified School <br> District (GO) Series C | &nbsp;&nbsp;&nbsp;&nbsp; Riverside Unified School <br> District (GO) Series C |  |  |
|  | 5.000%, 08/01/27  | 225 | &nbsp;&nbsp; 237427 |
|  | 5.000%, 08/01/29  | 225 | &nbsp;&nbsp; 248706 |
|  | 5.000%, 08/01/30  | 310 | &nbsp;&nbsp; 348472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rowland Unified School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Rowland Unified School <br> District (GO) Series B |  |  |
|  | 4.000%, 08/01/44  | 660 | &nbsp;&nbsp; 607320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (BAM)  | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento City Unified <br> School District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 07/01/27  | 750 | &nbsp;&nbsp; 786059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Municipal <br> Utility District (RB) <br> Series I | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Municipal <br> Utility District (RB) <br> Series I |  |  |
|  | 5.000%, 08/15/25  | 1500 | &nbsp;&nbsp; 1501484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Municipal <br> Utility District (RB) <br> Series J | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Municipal <br> Utility District (RB) <br> Series J |  |  |
|  | 5.000%, 08/15/26  | 900 | &nbsp;&nbsp; 924941 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Municipal <br> Utility District (RB) <br> Series K | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Municipal <br> Utility District (RB) <br> Series K |  |  |
|  | 5.000%, 08/15/40  | 400 | &nbsp;&nbsp; 429436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Suburban <br> Water District (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Sacramento Suburban <br> Water District (RB) <br> Series A |  |  |
|  | 5.000%, 11/01/27  | 765 | &nbsp;&nbsp; 812255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salinas City Elementary <br> School District (GO) <br> (BAM) Series A | &nbsp;&nbsp;&nbsp;&nbsp; Salinas City Elementary <br> School District (GO) <br> (BAM) Series A |  |  |
|  | 7.000%, 08/01/38  | 210 | &nbsp;&nbsp; 253042 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Salinas Union High School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/30  | 400 | &nbsp;&nbsp; 451353 |
|  | 5.000%, 08/01/32  | 165 | &nbsp;&nbsp; 189928 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Bernardino City <br> Unified School District <br> (GO) (AG) Series H | &nbsp;&nbsp;&nbsp;&nbsp; San Bernardino City <br> Unified School District <br> (GO) (AG) Series H |  |  |
|  | 5.000%, 08/01/40  | 2270 | &nbsp;&nbsp; 2402612 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Association of <br> Governments (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Association of <br> Governments (RB) <br> Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/15/26 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1565 | &nbsp;&nbsp; 1576698 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Community <br> College District (GO) <br> Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp; San Diego Community <br> College District (GO) <br> Series A-1 |  |  |
|  | 5.000%, 08/01/44  | 2770 | &nbsp;&nbsp; 2931164 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego County <br> Regional Transportation <br> Commission (RB) Series <br> A |  |  |
| 5.000%, 04/01/42  | 1770 | &nbsp;&nbsp; $1896208 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego County Water <br> Authority (RB) Series A |  |  |
| 5.000%, 05/01/26  | 330 | &nbsp;&nbsp; 336795 |
| 5.000%, 05/01/27  | 160 | &nbsp;&nbsp; 167690 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 08/01/43  | 1165 | &nbsp;&nbsp; 1224988 |
| 5.000%, 10/15/43  | 500 | &nbsp;&nbsp; 523074 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Regional <br> Building Authority (RB) <br> Series A |  |  |
| 5.000%, 10/15/27  | 1030 | &nbsp;&nbsp; 1035015 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series B-3 |  |  |
| 5.000%, 07/01/44  | 445 | &nbsp;&nbsp; 467222 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series G |  |  |
| 5.000%, 07/01/43  | 1500 | &nbsp;&nbsp; 1578567 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series O-2 |  |  |
| 5.000%, 07/01/43  | 1250 | &nbsp;&nbsp; 1322313 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series R-5 |  |  |
| 5.000%, 07/01/26  | 320 | &nbsp;&nbsp; 327804 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Diego Unified School <br> District (GO) Series <br> ZR-5A |  |  |
| 5.000%, 07/01/43  | 200 | &nbsp;&nbsp; 211570 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series B-1 |  |  |
| 4.000%, 08/01/36  | 340 | &nbsp;&nbsp; 341889 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB)  |  |  |
| 4.000%, 07/01/26  | 385 | &nbsp;&nbsp; 391199 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/34  | 95 | &nbsp;&nbsp; 95260 |
| 4.000%, 07/01/36  | 1175 | &nbsp;&nbsp; 1175244 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series 2020-B |  |  |
| 4.000%, 05/01/37  | 510 | &nbsp;&nbsp; 513454 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series B |  |  |
| 5.000%, 05/01/27  | 2075 | &nbsp;&nbsp; $2165854 |
| 5.000%, 05/01/44  | 1250 | &nbsp;&nbsp; 1290348 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/35  | 2500 | &nbsp;&nbsp; 2506080 |
| 5.250%, 10/01/40  | 4010 | &nbsp;&nbsp; 4349720 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 06/15/44  | 630 | &nbsp;&nbsp; 647718 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 06/15/44  | 1000 | &nbsp;&nbsp; 1030281 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series B |  |  |
| 4.000%, 06/15/31  | 285 | &nbsp;&nbsp; 289791 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Francisco Unified <br> School District (GO) <br> Series F&C |  |  |
| 4.000%, 06/15/31  | 1500 | &nbsp;&nbsp; 1500728 |
| 4.000%, 06/15/33  | 2000 | &nbsp;&nbsp; 2000057 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin County <br> Transportation Authority <br> Measure K Sales Tax <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/35  | 1450 | &nbsp;&nbsp; 1535515 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin Delta <br> Community College <br> District (GO) Series A |  |  |
| 5.000%, 08/01/29  | 205 | &nbsp;&nbsp; 227404 |
| 5.000%, 08/01/30  | 250 | &nbsp;&nbsp; 282602 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Joaquin Hills <br> Transportation Corridor <br> Agency (RB) Series A |  |  |
| 5.000%, 01/15/30  | 750 | &nbsp;&nbsp; 815205 |
| 4.000%, 01/15/34  | 280 | &nbsp;&nbsp; 285781 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Jose Financing <br> Authority (RB) Series B |  |  |
| 5.000%, 11/01/29  | 515 | &nbsp;&nbsp; 573793 |
| 5.000%, 11/01/30  | 400 | &nbsp;&nbsp; 453239 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Jose Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/29  | 1850 | &nbsp;&nbsp; 2046632 |
| 5.000%, 08/01/31  | 1290 | &nbsp;&nbsp; 1292778 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; San Juan Unified School <br> District (GO)  |  |  |
| 3.000%, 08/01/25  | 1475 | &nbsp;&nbsp; $1475000 |
| 3.000%, 08/01/26  | 3135 | &nbsp;&nbsp; 3159477 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Juan Water District <br> (RB)  |  |  |
| 5.000%, 02/01/26  | 500 | &nbsp;&nbsp; 506391 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Leandro Unified <br> School District (GO) <br> (BAM) Series A |  |  |
| 4.000%, 08/01/25  | 125 | &nbsp;&nbsp; 125000 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Luis Obispo County <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/15/27  | 150 | &nbsp;&nbsp; 159420 |
| 5.000%, 11/15/29  | 250 | &nbsp;&nbsp; 277759 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Mateo County <br> Community College <br> District (GO) Series B |  |  |
| 5.000%, 09/01/27  | 450 | &nbsp;&nbsp; 476005 |
| 5.000%, 09/01/28  | 420 | &nbsp;&nbsp; 455303 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Pablo Joint Powers <br> Financing Authority (RB) <br> (AG)  |  |  |
| 4.000%, 11/01/26  | 165 | &nbsp;&nbsp; 168236 |
| 4.000%, 11/01/27  | 140 | &nbsp;&nbsp; 145028 |
| 4.000%, 11/01/28  | 145 | &nbsp;&nbsp; 152325 |
| &nbsp;&nbsp;&nbsp;&nbsp; San Rafael Joint Powers <br> Financing Authority (RB)  |  |  |
| 5.000%, 06/01/27  | 140 | &nbsp;&nbsp; 147001 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Ana Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/25  | 350 | &nbsp;&nbsp; 350000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Barbara Finance <br> Authority (RB)  |  |  |
| 4.000%, 05/15/42  | 960 | &nbsp;&nbsp; 906463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Clara County <br> Financing Authority (RB) <br> Series A |  |  |
| 4.000%, 04/01/37  | 1010 | &nbsp;&nbsp; 1004211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Cruz City High <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/44  | 1000 | &nbsp;&nbsp; 922978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Monica Community <br> College District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 105 | &nbsp;&nbsp; 107938 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santa Monica-Malibu <br> Unified School District <br> (GO) Series C |  |  |
| 5.000%, 08/01/40  | 3000 | &nbsp;&nbsp; 3185993 |
| 5.000%, 08/01/42  | 1700 | &nbsp;&nbsp; 1780232 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sonoma County Junior <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/29  | 1015 | &nbsp;&nbsp; $1121942 |
| 5.000%, 08/01/30  | 815 | &nbsp;&nbsp; 916962 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sonoma Valley Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 500 | &nbsp;&nbsp; 500000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Community <br> College District (GO) <br> Series E-2 |  |  |
| 3.000%, 08/01/25  | 200 | &nbsp;&nbsp; 200000 |
| 4.000%, 08/01/26  | 280 | &nbsp;&nbsp; 285080 |
| State of California (GO)  |  |  |
| 5.000%, 09/01/25  | 840 | &nbsp;&nbsp; 841753 |
| 5.000%, 10/01/25  | 750 | &nbsp;&nbsp; 753113 |
| 3.000%, 03/01/26  | 3055 | &nbsp;&nbsp; 3062812 |
| 5.000%, 08/01/26 | 455 | &nbsp;&nbsp; 466810 |
| 3.000%, 03/01/27  | 2565 | &nbsp;&nbsp; 2585427 |
| 3.500%, 08/01/27  | 2855 | &nbsp;&nbsp; 2912304 |
| 5.000%, 08/01/27 | 9895 | &nbsp;&nbsp; 10358896 |
| 5.000%, 10/01/27  | 2570 | &nbsp;&nbsp; 2713747 |
| 5.000%, 04/01/28 | 1825 | &nbsp;&nbsp; 1949526 |
| 5.000%, 08/01/28 | 3580 | &nbsp;&nbsp; 3819013 |
| 5.000%, 10/01/28  | 3780 | &nbsp;&nbsp; 4082892 |
| 5.000%, 11/01/28  | 1180 | &nbsp;&nbsp; 1246937 |
| 5.000%, 04/01/29 | 7320 | &nbsp;&nbsp; 7996719 |
| 4.000%, 08/01/29  | 2800 | &nbsp;&nbsp; 2831778 |
| 5.000%, 08/01/29  | 610 | &nbsp;&nbsp; 625475 |
| 5.000%, 10/01/29  | 1585 | &nbsp;&nbsp; 1611698 |
| 5.000%, 11/01/29  | 1235 | &nbsp;&nbsp; 1363963 |
| 5.000%, 12/01/29  | 3055 | &nbsp;&nbsp; 3378614 |
| 5.000%, 08/01/30  | 1250 | &nbsp;&nbsp; 1280086 |
| 5.000%, 09/01/30  | 1420 | &nbsp;&nbsp; 1456703 |
| 4.000%, 09/01/31  | 2000 | &nbsp;&nbsp; 2016192 |
| 5.000%, 10/01/31  | 2010 | &nbsp;&nbsp; 2271981 |
| 5.000%, 08/01/32  | 1800 | &nbsp;&nbsp; 1837583 |
| 5.000%, 04/01/33  | 1995 | &nbsp;&nbsp; 2133944 |
| 4.000%, 11/01/33  | 1360 | &nbsp;&nbsp; 1369207 |
| 4.000%, 11/01/35  | 1000 | &nbsp;&nbsp; 1000924 |
| 4.000%, 11/01/36  | 500 | &nbsp;&nbsp; 504611 |
| 5.000%, 09/01/37  | 2500 | &nbsp;&nbsp; 2534154 |
| 4.000%, 10/01/39  | 1500 | &nbsp;&nbsp; 1473745 |
| 5.000%, 10/01/39  | 755 | &nbsp;&nbsp; 807248 |
| 5.000%, 09/01/41  | 880 | &nbsp;&nbsp; 916953 |
| 5.000%, 04/01/42 | 2785 | &nbsp;&nbsp; 2849614 |
| 5.000%, 10/01/42  | 3000 | &nbsp;&nbsp; 3072040 |
| 5.000%, 03/01/43  | 1700 | &nbsp;&nbsp; 1790761 |
| 5.000%, 09/01/43  | 1250 | &nbsp;&nbsp; 1310974 |
| 5.000%, 08/01/44  | 1000 | &nbsp;&nbsp; 1045122 |
| 5.250%, 08/01/44  | 875 | &nbsp;&nbsp; 931942 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> Series A |  |  |
| 5.000%, 11/01/28  | 700 | &nbsp;&nbsp; 757415 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California (GO) <br> Series C |  |  |
| 5.000%, 11/01/37  | 395 | &nbsp;&nbsp; $426511 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of California <br> Department of Water <br> Resources (RB) Series <br> BF |  |  |
| 5.000%, 12/01/28  | 105 | &nbsp;&nbsp; 114613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (COP)  |  |  |
| 5.000%, 02/01/31  | 335 | &nbsp;&nbsp; 350833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO) (AG) Series <br> A |  |  |
| 5.000%, 07/01/27  | 1585 | &nbsp;&nbsp; 1663032 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO) (AG) Series <br> C |  |  |
| 5.000%, 08/01/27  | 1260 | &nbsp;&nbsp; 1324780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stockton Unified School <br> District (GO) (BAM) <br> Series A |  |  |
| 5.000%, 08/01/44  | 500 | &nbsp;&nbsp; 518374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunnyvale School District <br> (GO)  |  |  |
| 5.000%, 09/01/25  | 640 | &nbsp;&nbsp; 641402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sylvan Union School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/26  | 405 | &nbsp;&nbsp; 415602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tracy Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/27  | 490 | &nbsp;&nbsp; 519047 |
| 5.000%, 11/01/28  | 510 | &nbsp;&nbsp; 551787 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series AV |  |  |
| 5.000%, 05/15/32  | 1905 | &nbsp;&nbsp; 1972708 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BE |  |  |
| 5.000%, 05/15/38  | 3000 | &nbsp;&nbsp; 3138491 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BN |  |  |
| 5.000%, 05/15/41  | 2510 | &nbsp;&nbsp; 2637014 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BS |  |  |
| 5.000%, 05/15/29  | 750 | &nbsp;&nbsp; 823075 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BV |  |  |
| 5.000%, 05/15/42  | 1390 | &nbsp;&nbsp; 1452881 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series BZ |  |  |
| 5.000%, 05/15/40  | 5000 | &nbsp;&nbsp; 5358496 |
| &nbsp;&nbsp;&nbsp;&nbsp; University of California <br> (RB) Series CA |  |  |
| 5.000%, 05/15/40  | 1000 | &nbsp;&nbsp; 1071699 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventura County Community <br> College District (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Ventura County Community <br> College District (GO)  |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/30 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 500 | &nbsp;&nbsp; $500000 |
|  | 4.000%, 08/01/32  | 3000 | &nbsp;&nbsp; 3000571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vista Joint Powers <br> Financing Authority (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; Vista Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 05/01/37  | 750 | &nbsp;&nbsp; 832195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Walnut Creek Elementary <br> School District Contra <br> Costa County (GO)  | &nbsp;&nbsp;&nbsp;&nbsp; Walnut Creek Elementary <br> School District Contra <br> Costa County (GO)  |  |  |
|  | 4.000%, 09/01/25  | 100 | &nbsp;&nbsp; 100117 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Basin Municipal <br> Water District (RB) <br> Series A | &nbsp;&nbsp;&nbsp;&nbsp; West Basin Municipal <br> Water District (RB) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 770 | &nbsp;&nbsp; 811908 |
|  | 5.000%, 08/01/30  | 2820 | &nbsp;&nbsp; 2853397 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> (BAM) Series A | &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> (BAM) Series A |  |  |
|  | 5.000%, 08/01/44  | 500 | &nbsp;&nbsp; 513066 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> (BAM) Series B | &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 08/01/44  | 365 | &nbsp;&nbsp; 373770 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; West Contra Costa Unified <br> School District (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/25  | 520 | &nbsp;&nbsp; $520000 |
| 5.000%, 08/01/26  | 545 | &nbsp;&nbsp; 557523 |
| 5.000%, 08/01/27  | 575 | &nbsp;&nbsp; 603065 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Valley-Mission <br> Community College <br> District (GO) Series A |  |  |
| 5.000%, 08/01/29  | 135 | &nbsp;&nbsp; 149715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Windsor Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/26  | 105 | &nbsp;&nbsp; 106571 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $431,293,201) |  | &nbsp;&nbsp; 424808695 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock Liquidity <br> Funds MuniCash <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>(Cost $176,176)<br>| 176158 | &nbsp;&nbsp; 176176 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $431,469,377)^^ |  | &nbsp;&nbsp; $424984871 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $424808695 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $424808695 |
| Investment Companies | &nbsp;&nbsp;&nbsp; $176176 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 176176 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $176176 | &nbsp;&nbsp;&nbsp; $424808695 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $424984871 |

---

------

**DFA NY Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.7%) | MUNICIPAL BONDS — (99.7%) | MUNICIPAL BONDS — (99.7%) |
| NEW YORK — (99.7%) | NEW YORK — (99.7%) | NEW YORK — (99.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amherst Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 08/06/25  | 1070 | &nbsp;&nbsp; $1070198 |
| 4.000%, 08/05/26  | 500 | &nbsp;&nbsp; 507088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Averill Park Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1011036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bath Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 750 | &nbsp;&nbsp; 757088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bay Shore Union Free <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> A |  |  |
| 4.000%, 07/10/26  | 1000 | &nbsp;&nbsp; 1012392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Buffalo Sewer Authority <br> (RB) Series A |  |  |
| 5.000%, 06/15/29  | 115 | &nbsp;&nbsp; 126692 |
| 5.000%, 06/15/30  | 120 | &nbsp;&nbsp; 134457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cambridge Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/24/26  | 1000 | &nbsp;&nbsp; 1010453 |
| City of Auburn (GO)  |  |  |
| 4.000%, 08/13/26  | 1250 | &nbsp;&nbsp; 1266360 |
| City of Batavia (GO)  |  |  |
| 4.000%, 04/22/26  | 1000 | &nbsp;&nbsp; 1009672 |
| City of Lackawanna (GO)  |  |  |
| 4.000%, 05/01/26  | 750 | &nbsp;&nbsp; 756794 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 1090 | &nbsp;&nbsp; 1090000 |
| 5.000%, 08/01/27  | 2300 | &nbsp;&nbsp; 2303965 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 2555 | &nbsp;&nbsp; 2685683 |
| 4.000%, 08/01/32  | 2145 | &nbsp;&nbsp; 2151223 |
| 4.000%, 08/01/36  | 750 | &nbsp;&nbsp; 733060 |
| 5.000%, 08/01/38  | 500 | &nbsp;&nbsp; 504465 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series A-5 |  |  |
| 2.750%, 08/01/44  | 290 | &nbsp;&nbsp; 290000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 10/01/26  | 2000 | &nbsp;&nbsp; 2059822 |
| 5.000%, 12/01/31  | 2500 | &nbsp;&nbsp; 2565153 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series B-5 |  |  |
| 2.800%, 10/01/46  | 570 | &nbsp;&nbsp; $570000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 2025 | &nbsp;&nbsp; 2025000 |
| 5.000%, 08/01/27  | 930 | &nbsp;&nbsp; 977567 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 1315 | &nbsp;&nbsp; 1348723 |
| 5.000%, 08/01/27  | 1155 | &nbsp;&nbsp; 1182344 |
| 5.000%, 08/01/32  | 1025 | &nbsp;&nbsp; 1044036 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 08/01/25  | 540 | &nbsp;&nbsp; 540000 |
| 5.000%, 08/01/26  | 1570 | &nbsp;&nbsp; 1610262 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of New York (GO) <br> Series F-5 |  |  |
| 2.800%, 06/01/44  | 135 | &nbsp;&nbsp; 135000 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of North Tonawanda <br> (GO)  |  |  |
| 4.375%, 05/15/26  | 400 | &nbsp;&nbsp; 404617 |
| City of Oneida (GO)  |  |  |
| 4.000%, 03/27/26  | 1000 | &nbsp;&nbsp; 1008582 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Rochester (GO) <br> Series I |  |  |
| 4.000%, 02/26/26  | 1250 | &nbsp;&nbsp; 1259418 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Rochester (GO) <br> Series II |  |  |
| 4.000%, 07/30/26  | 2400 | &nbsp;&nbsp; 2434397 |
| &nbsp;&nbsp;&nbsp;&nbsp; City of Yonkers (GO) (AG <br> ST AID WITHHLDG) <br> Series B |  |  |
| 5.000%, 02/15/26  | 280 | &nbsp;&nbsp; 283857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Connetquot Central School <br> District of Islip (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1012436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corning City School District <br> (GO) Series A |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1013049 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Erie (GO) Series <br> A |  |  |
| 5.000%, 09/15/25  | 205 | &nbsp;&nbsp; 205599 |
| 5.000%, 09/15/26  | 350 | &nbsp;&nbsp; 360543 |
| &nbsp;&nbsp;&nbsp;&nbsp; County of Nassau (GO) <br> Series C |  |  |
| 5.000%, 10/01/32  | 515 | &nbsp;&nbsp; 535872 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dutchess County Local <br> Development Corp. (RB) <br> Series B |  |  |
| 4.000%, 07/01/34  | 20 | &nbsp;&nbsp; $19952 |
| &nbsp;&nbsp;&nbsp;&nbsp; East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.500%, 12/11/25  | 895 | &nbsp;&nbsp; 897548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Empire State Development <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/15/30 | 3125 | &nbsp;&nbsp; 3157279 |
| 5.000%, 03/15/32  | 930 | &nbsp;&nbsp; 941929 |
| 5.000%, 03/15/34  | 1020 | &nbsp;&nbsp; 1031819 |
| 4.000%, 03/15/37  | 3010 | &nbsp;&nbsp; 2947711 |
| 5.000%, 03/15/38  | 1500 | &nbsp;&nbsp; 1502861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harrison Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.750%, 07/24/26  | 5000 | &nbsp;&nbsp; 5049286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heuvelton Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp; 1010517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Holland Patent Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> B |  |  |
| 4.000%, 07/15/26  | 1000 | &nbsp;&nbsp; 1010788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Holley Central School <br> District (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 3.750%, 06/23/26  | 1000 | &nbsp;&nbsp; 1009818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeoye Falls-Lima <br> Central School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/25/26  | 1000 | &nbsp;&nbsp; 1010592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kendall Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.250%, 06/19/26  | 1000 | &nbsp;&nbsp; 1013049 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/30/26  | 875 | &nbsp;&nbsp; 885274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Island Power <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/32  | 845 | &nbsp;&nbsp; 864520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Madison County Capital <br> Resource Corp. (RB)  |  |  |
| 5.000%, 07/01/26  | 175 | &nbsp;&nbsp; 179134 |
| 5.000%, 07/01/27  | 175 | &nbsp;&nbsp; 183571 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority (RB) Series <br> C-1 |  |  |
| 5.000%, 11/15/34  | 985 | &nbsp;&nbsp; $986122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority (RB) Series <br> D-2A |  |  |
| 2.750%, 11/01/32  | 5350 | &nbsp;&nbsp; 5350000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (RB) Series B |  |  |
| 5.000%, 11/15/39  | 2500 | &nbsp;&nbsp; 2520608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 300 | &nbsp;&nbsp; 301448 |
| 5.000%, 07/01/26  | 1185 | &nbsp;&nbsp; 1186699 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Hartford Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 1000 | &nbsp;&nbsp; 1011236 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York City Industrial <br> Development Agency <br> (RB) (AG) Series A |  |  |
| 5.000%, 01/01/27  | 1000 | &nbsp;&nbsp; 1031149 |
| 5.000%, 03/01/28  | 520 | &nbsp;&nbsp; 549448 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Convention <br> Center Development <br> Corp. (RB)  |  |  |
| 5.000%, 11/15/25  | 115 | &nbsp;&nbsp; 115634 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB)  |  |  |
| 5.000%, 07/01/27  | 105 | &nbsp;&nbsp; 109539 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series <br> 2015B-C |  |  |
| 5.000%, 03/15/41  | 2000 | &nbsp;&nbsp; 2002349 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/26  | 2660 | &nbsp;&nbsp; 2702889 |
| 5.000%, 05/01/27  | 620 | &nbsp;&nbsp; 644437 |
| 5.000%, 03/15/30  | 1450 | &nbsp;&nbsp; 1486815 |
| 5.000%, 07/01/30  | 2825 | &nbsp;&nbsp; 2883127 |
| 5.000%, 02/15/31  | 1250 | &nbsp;&nbsp; 1292052 |
| 5.000%, 07/01/31  | 1105 | &nbsp;&nbsp; 1126626 |
| 5.000%, 03/15/32  | 2500 | &nbsp;&nbsp; 2642513 |
| 5.000%, 02/15/33  | 750 | &nbsp;&nbsp; 764231 |
| 5.000%, 03/15/33  | 890 | &nbsp;&nbsp; 908029 |
| 5.000%, 03/15/35  | 1360 | &nbsp;&nbsp; 1381974 |
| 5.000%, 03/15/36  | 2000 | &nbsp;&nbsp; 2034083 |
| 5.000%, 02/15/37  | 600 | &nbsp;&nbsp; 606779 |
| 5.000%, 07/01/40  | 575 | &nbsp;&nbsp; 584200 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series B |  |  |
| 5.000%, 02/15/31  | 1000 | &nbsp;&nbsp; 1044538 |
| 5.000%, 10/01/31  | 345 | &nbsp;&nbsp; 350472 |

---

------

**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%, 02/15/32  | 3000 | &nbsp;&nbsp; $3122701 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series C |  |  |
|  | 5.000%, 03/15/38  | 600 | &nbsp;&nbsp; 614210 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series D | &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series D |  |  |
|  | 5.000%, 02/15/26  | 70 | &nbsp;&nbsp; 70965 |
|  | 5.000%, 02/15/30  | 2870 | &nbsp;&nbsp; 2938685 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series E | &nbsp;&nbsp;&nbsp;&nbsp; New York State Dormitory <br> Authority (RB) Series E |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/15/27 <br> (Pre-refunded @ <br> $100, 9/15/25)<br>| 3735 | &nbsp;&nbsp; 3741829 |
|  | 5.000%, 03/15/35  | 2070 | &nbsp;&nbsp; 2073613 |
|  | 5.000%, 03/15/36  | 2700 | &nbsp;&nbsp; 2704244 |
| &nbsp;&nbsp;&nbsp;&nbsp; New York State Thruway <br> Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp; New York State Thruway <br> Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/27  | 530 | &nbsp;&nbsp; 551932 |
| &nbsp;&nbsp;&nbsp;&nbsp; North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 4.250%, 08/01/25  | 1000 | &nbsp;&nbsp; 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 194 | &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 194 |  |  |
|  | 5.000%, 10/15/35  | 2010 | &nbsp;&nbsp; 2015151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 212TH | &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 212TH |  |  |
|  | 4.000%, 09/01/39  | 900 | &nbsp;&nbsp; 856910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 230 | &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 230 |  |  |
|  | 4.000%, 12/01/25  | 385 | &nbsp;&nbsp; 386903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 243 | &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 243 |  |  |
|  | 5.000%, 12/01/25  | 1540 | &nbsp;&nbsp; 1552683 |
| &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 248 | &nbsp;&nbsp;&nbsp;&nbsp; Port Authority of New York <br> & New Jersey (RB) <br> Series 248 |  |  |
|  | 5.000%, 01/15/27  | 1250 | &nbsp;&nbsp; 1296388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ravena Coeymans Selkirk <br> Central School District <br> (GO) (ST AID <br> WITHHLDG) Series B | &nbsp;&nbsp;&nbsp;&nbsp; Ravena Coeymans Selkirk <br> Central School District <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 4.000%, 08/07/26  | 1000 | &nbsp;&nbsp; 1013151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roosevelt Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  | &nbsp;&nbsp;&nbsp;&nbsp; Roosevelt Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 5.000%, 07/01/26  | 850 | &nbsp;&nbsp; 870234 |
|  | 5.000%, 07/01/27  | 800 | &nbsp;&nbsp; 839029 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Scotia-Glenville Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 07/31/26  | 1000 | &nbsp;&nbsp; $1013015 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Orangetown Central <br> School District (GO) (ST <br> AID WITHHLDG) Series <br> B |  |  |
| 4.000%, 08/05/26  | 1000 | &nbsp;&nbsp; 1013286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southampton Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/25/26  | 1250 | &nbsp;&nbsp; 1263978 |
| &nbsp;&nbsp;&nbsp;&nbsp; State of New York (GO) <br> Series A |  |  |
| 5.000%, 03/15/27  | 2000 | &nbsp;&nbsp; 2086997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Suffolk County Water <br> Authority (RB)  |  |  |
| 4.000%, 06/01/31  | 2210 | &nbsp;&nbsp; 2211918 |
| Town of Amherst (GO)  |  |  |
| 4.000%, 10/30/25  | 2500 | &nbsp;&nbsp; 2507636 |
| Town of Batavia (GO)  |  |  |
| 4.000%, 03/03/26  | 1000 | &nbsp;&nbsp; 1007386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of East Hampton <br> (GO) Series A |  |  |
| 4.000%, 08/15/25  | 885 | &nbsp;&nbsp; 885448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Hempstead (GO) <br> (AG)  |  |  |
| 4.000%, 04/01/28  | 2000 | &nbsp;&nbsp; 2000500 |
| Town of Islip (GO)  |  |  |
| 4.000%, 10/15/29  | 725 | &nbsp;&nbsp; 727358 |
| Town of Monroe (GO)  |  |  |
| 4.000%, 08/01/25  | 1020 | &nbsp;&nbsp; 1020000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of North Hempstead <br> (GO) Series A |  |  |
| 4.000%, 03/20/26  | 5630 | &nbsp;&nbsp; 5677555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of North Hempstead <br> (GO) Series B |  |  |
| 4.000%, 09/19/25  | 615 | &nbsp;&nbsp; 616149 |
| Town of Oyster Bay (GO)  |  |  |
| 4.000%, 08/21/25  | 1560 | &nbsp;&nbsp; 1561119 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Salina (GO) Series <br> A |  |  |
| 4.000%, 06/05/26  | 2000 | &nbsp;&nbsp; 2021636 |
| Town of Southampton (GO)  |  |  |
| 3.750%, 03/06/26  | 740 | &nbsp;&nbsp; 744646 |
| &nbsp;&nbsp;&nbsp;&nbsp; Town of Webster (GO) <br> Series A |  |  |
| 4.000%, 08/26/25  | 1050 | &nbsp;&nbsp; 1050882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series <br> 2008-B-3 |  |  |
| 5.000%, 11/15/37  | 1835 | &nbsp;&nbsp; 1841988 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
| 5.000%, 11/15/25  | 1425 | &nbsp;&nbsp; 1435470 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series B |  |  |
| 5.000%, 11/15/28  | 2730 | &nbsp;&nbsp; $2938431 |
| 5.000%, 11/15/29  | 1190 | &nbsp;&nbsp; 1240959 |
| 5.000%, 11/15/30  | 300 | &nbsp;&nbsp; 312136 |
| 5.000%, 11/15/38  | 175 | &nbsp;&nbsp; 178234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triborough Bridge & Tunnel <br> Authority (RB) Series <br> C-1 |  |  |
| 5.000%, 11/15/25  | 1465 | &nbsp;&nbsp; 1475764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tupper Lake Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/26/26  | 1000 | &nbsp;&nbsp; 1010700 |
| Village of Pelham (GO)  |  |  |
| 4.000%, 02/13/26  | 2000 | &nbsp;&nbsp; 2010961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wappingers Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.500%, 08/07/26  | 1000 | &nbsp;&nbsp; 1008218 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MUNICIPAL <br> BONDS <br>(Cost $165,724,311) |  | &nbsp;&nbsp; 165840546 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.3%) | INVESTMENT COMPANIES — (0.3%) | INVESTMENT COMPANIES — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock Liquidity <br> Funds MuniCash <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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>(Cost $484,031)<br>| 483983 | &nbsp;&nbsp; $484031 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (Cost $166,208,342)^^ |  | &nbsp;&nbsp; $166324577 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $165840546 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $165840546 |
| Investment Companies | &nbsp;&nbsp;&nbsp; $484031 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 484031 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $484031 | &nbsp;&nbsp;&nbsp; $165840546 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $166324577 |

---

------

**Dimensional Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**July 31, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) |
| DOMESTIC EQUITIES — (14.3%) | DOMESTIC EQUITIES — (14.3%) | DOMESTIC EQUITIES — (14.3%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 110636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4655565 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 100999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4655015 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9310580 |
| INTERNATIONAL EQUITIES — (5.6%) | INTERNATIONAL EQUITIES — (5.6%) | INTERNATIONAL EQUITIES — (5.6%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 52906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1646982 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 42391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1127592 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 45217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824753 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3599327 |
| FIXED INCOME (DOMESTIC) — (79.8%) | FIXED INCOME (DOMESTIC) — (79.8%) | FIXED INCOME (DOMESTIC) — (79.8%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 2792551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31081089 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp; 2027135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20757868 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51838957 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $57,840,433) | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $57,840,433) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $64748864 |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp; ɎState Street Institutional U.S. Government Money Market Fund, 4.250% <br>(Cost $217,843) | &nbsp;&nbsp;&nbsp;&nbsp; 217843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217843 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $58,058,276)^^ | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS — (100.0%) <br>(Cost $58,058,276)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $64966707 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp; $64748864 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $64748864 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp; 217843 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 217843 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp; $64966707 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; $64966707 |

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**ORGANIZATION**

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At July 31, 2025, the Fund consisted of one hundred and three operational portfolios, (the "Portfolios") all of which are included in this document. The Fund's advisor is Dimensional Fund Advisors LP (the "Advisor"). Some of the portfolios of the Fund are feeder funds in a master-feeder structure. The master funds are part of other entities that are also managed by the Advisor. The Schedules of Investments for the master funds have been included in this document.

**SECURITY VALUATION**

The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

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

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

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

The Funds of Funds (International Small Company Portfolio, Global Small Company Portfolio, World ex U.S. Value Portfolio, Selectively Hedged Global Equity Portfolio, Dimensional Retirement Income Fund, Dimensional 2045 Target Date Retirement Income Fund, Dimensional 2050 Target Date Retirement Income Fund, Dimensional 2055 Target Date Retirement Income Fund, Dimensional 2060 Target Date Retirement Income Fund, Dimensional 2065 Target Date Retirement Income Fund, Dimensional 2070 Target Date Retirement Income Fund, Dimensional 2015 Target Date Retirement Income Fund, Dimensional 2020 Target Date Retirement Income Fund, Dimensional 2025 Target Date Retirement Income Fund, Dimensional 2030 Target Date Retirement Income Fund, Dimensional 2035 Target Date Retirement Income Fund, Dimensional 2040 Target Date Retirement Income Fund, World Core Equity Portfolio, Global Social Core Equity Portfolio, DFA VA Global Moderate Allocation Portfolio and VA Equity Allocation Portfolio) invest in the funds indicated on the Schedule of Investments ("Underlying Funds"). The DFA Global Real Estate Securities Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in securities of companies in the real estate industry. Each of the DFA Diversified Fixed Income Portfolio and DFA Global Core Plus Fixed Income Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in fixed income securities. Each Feeder Fund (U.S. Large Cap Value Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio) invests primarily in a corresponding master fund(s) ("Master Fund"). Shares held by the Portfolios in other investment companies (such as the Master Funds and the Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Portfolios' investments in the series of The DFA Investment Trust Company or in Dimensional Emerging Markets Value Fund reflect their proportionate interest in the net assets of such corresponding Master Fund. These valuations are classified as Level 1 in the hierarchy.

Securities held by the Domestic Equity Portfolios (U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio, U.S. Large Cap Equity Portfolio, U.S. Social Core Equity 2 Portfolio, U.S. Sustainability Core 1 Portfolio, U.S. Sustainability Targeted Value Portfolio, VA U.S. Targeted Value Portfolio, VA U.S. Large Value Portfolio, U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, and U.S. High Relative Profitability Portfolio) and the International Equity Portfolios (Large Cap International Portfolio, International Core Equity 2 Portfolio, DFA International Real Estate Securities Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, World ex U.S. Targeted Value Portfolio, World ex U.S. Core Equity Portfolio, Emerging Markets Core Equity 2 Portfolio, International Sustainability Core 1 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, VA International Value Portfolio, VA International Small Portfolio, International Large Cap Growth Portfolio, International Small Cap Growth Portfolio, International High Relative Profitability Portfolio, Emerging Markets Sustainability Core 1 Portfolio, Emerging Markets Targeted Value Portfolio and Dimensional World

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ex U.S. Sustainability Targeted Value Portfolio), including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and the International Equity Portfolios value the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Advisor) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Debt securities held by Enhanced U.S. Large Company Portfolio, DFA Commodity Strategy Portfolio, DFA One-Year Fixed Income Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Short-Term Government Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA World ex U.S. Government Fixed Income, DFA Intermediate Government Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Intermediate-Term Extended Quality Portfolio, DFA Targeted Credit Portfolio, DFA Investment Grade Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Term Municipal Bond Portfolio, DFA Intermediate-Term Municipal Bond Portfolio, DFA Selective State Municipal Bond Portfolio, DFA California Short-Term Municipal Bond Portfolio, DFA California Intermediate-Term Municipal Bond Portfolio, DFA NY Municipal Bond Fund, DFA Short-Duration Real Return Portfolio, DFA Municipal Real Return Portfolio, DFA Municipal Bond Portfolio, DFA LTIP Portfolio, VA Short-Term Fixed Portfolio, VA Global Bond Portfolio, VIT Inflation-Protected Securities Portfolio, DFA Social Fixed Income Portfolio, DFA Diversified Fixed Income Portfolio, DFA MN Municipal Bond Portfolio, DFA California Municipal Real Return Portfolio, DFA Global Sustainability Fixed Income Portfolio, DFA Global Core Plus Fixed Income Portfolio, DFA Oregon Municipal Bond Portfolio, DFA Global Core Plus Real Return Portfolio and DFA Short-Term Selective State Municipal Bond Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically

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handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures adopted by the Board. These securities are generally categorized as Level 2 in the hierarchy.

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

**FINANCIAL INSTRUMENTS**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in a corresponding Master/Underlying Fund), in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. TREASURY INFLATION-PROTECTED SECURITIES (TIPS): VIT Inflation-Protected Securities Portfolio, DFA Inflation-Protected Securities Portfolio, and DFA Short-Duration Real Return Portfolio may purchase TIPS, which are securities issued by the U.S. Treasury. Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the Portfolio may be irregular. In addition, the current market value of inflation-protected securities is not guaranteed and will fluctuate.

2. FOREIGN MARKET RISKS: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

***Derivative Financial Instruments***

Summarized below are the specific types of derivative instruments used by the Portfolios.

3. FORWARD CURRENCY CONTRACTS: The Portfolios listed below may acquire and sell forward currency contracts to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk) or to transfer balances from one currency to another currency. The Selectively Hedged Global Equity Portfolio and Enhanced U.S Large Company Portfolio may hedge some or all of the currency exposure of its foreign securities by entering into forward currency contracts. The decision to hedge the Selectively Hedged Global Equity Portfolio's and Enhanced U.S. Large Company Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

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

4. FUTURES CONTRACTS: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Enhanced U.S. Large Company Portfolio may also use futures contracts and options thereon to hedge against securities prices or as part of its overall investment strategy. The Selectively Hedged Global Equity Portfolio may also use futures contracts to hedge some or all of the currency exposure of its foreign securities. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded . Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

The DFA Commodity Strategy Portfolio may enter into commodity, foreign currency, interest rate and commodity or securities index futures contracts and purchase and write (sell) related options traded on exchanges designated by the Commodity Futures Trading Commission ("CFTC") or, consistent with CFTC regulations, on foreign exchanges. The DFA Commodity Strategy Portfolio invests in futures contracts on individual commodities or commodity indices and options on them through the Portfolio's investment in the Dimensional Cayman Commodity Fund I, LTD., the "Subsidiary."

A commodity futures contract provides for the future sale by one party and the future purchase by the other party of a specified amount of a commodity, such as an energy, agricultural or metal commodity, at a specified price, date, time and place. A foreign currency futures contract provides for the future sale by one party and the future purchase by the other party of a certain amount of a specified non-U.S. currency at a specified price, date, time and place. An interest rate futures contract provides for the future sale by one party and the purchase by the other party of a certain amount of a specific interest-rate-sensitive financial instrument (debt security) at a specified price, date, time and place. Securities and commodities indexes are typically capitalization-or production-weighted, respectively. A securities index or commodities index futures contract is an agreement to be settled by delivery of an amount of cash equal to a specified multiplier times the difference between the value of the index at the close of the last trading day on the contract and the price at which the agreement is made. The clearing house of the exchange on which a futures contract is entered into becomes the counterparty to each purchaser and seller of the futures contract.

Payments, known as "variation margin", to and from the broker will be made daily as the currency, financial instrument or index underlying the futures contract fluctuates, making the long and short positions in the futures contract more or less valuable, a process known as "marking-to-market". As a result of the small margin deposit that is required, a small change in the market price of a futures contract can produce major losses.

At any time prior to the expiration of a futures contract, a Portfolio may elect to close the position by taking an opposite position, which will operate to terminate the Portfolio's existing position in the contract. Positions in futures contracts and options on futures contracts (described below) may be closed out only on the exchange on which they were entered into (or through a linked exchange). However, there is no assurance that an active market will exist at any particular time. Once the daily fluctuation limit has been reached in a particular contract, most futures exchanges restrict trades at a price beyond that limit or trading may be suspended for specified periods during the day. Such restrictions may prevent prompt liquidation of futures positions at an advantageous price, potentially subjecting the Portfolio to substantial losses. In such event and in the event of adverse price movements, the Portfolio would be required to make daily cash payments of variation margin. Losses incurred in futures transactions and the costs of these transactions will affect the Portfolio's performance.

The price volatility of commodity futures contracts has been historically greater than that for traditional securities, such as stocks and bonds, and there are a variety of factors associated with commodity futures contracts which may subject the Portfolio's investments in the contracts to greater volatility than investments in traditional securities.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded

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futures, guarantees the futures against default. Risks may also arise upon entering into commodity-linked derivative instruments. The value of commodity-linked derivative instruments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates or factors affecting an industry or commodity.

5. OPTIONS ON FUTURES CONTRACTS: The DFA Commodity Strategy Portfolio may purchase and write put and call options on foreign currency, interest rate and stock and commodity index futures contracts and may enter into closing transactions with respect to such options to terminate existing positions. There is no guarantee that such closing transactions can be effected; the ability to establish and close out positions on such options will be subject to the existence of a liquid market.

An option on a currency, interest rate or commodity or securities index futures contract, as contrasted with the direct investment in such a contract, gives the purchaser the right, in return for the premium paid, to assume a position in a futures contract at a specified exercise price at any time prior to the expiration date of the option. The writer of the option is required upon exercise to assume an offsetting futures position (a short position if the option is a call and a long position if the option is a put). Upon exercise of an option, the delivery of the futures position by the writer of the option to the holder of the option will be accompanied by delivery of the accumulated balance in the writer's futures margin account, which represents the amount by which the market price of the futures contract exceeds, in the case of a call, or is less than, in the case of a put, the exercise price of the option on the futures contract. The potential loss related to the purchase of an option on a futures contract is limited to the premium paid for the option (plus transaction costs). The value of the option changes daily and that change is reflected in the net asset value of the Portfolio.

The DFA Commodity Strategy Portfolio may enter into options and futures transactions for several purposes, including generating current income to offset expenses or increase return and as hedges to reduce investment risk, generally by making an investment expected to move in the opposite direction of a portfolio position. A hedge is designed to offset a loss in a portfolio position with a gain in the hedged position; at the same time, however, a properly correlated hedge will result in a gain in the portfolio position being offset by a loss in the hedged position.

6. COMMODITY-LINKED DERIVATIVES: DFA Commodity Strategy Portfolio may gain exposure to commodity markets by investing up to 25% of the Portfolio's total assets in the Subsidiary. The Subsidiary may invest without limitation in swap agreements, commodity options, futures, options on futures and structured notes. The prices of commodity-linked derivative instruments may move in different directions than investments in traditional equity securities, fixed income securities and commodity spot prices. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. As of July 31, 2025, the DFA Commodity Strategy Portfolio held $233,287,074 in the Subsidiary, representing 22.33% of DFA Commodity Strategy Portfolio's total assets.

7. SWAP AGREEMENTS: The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.

The Portfolios may enter into a credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred. If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which typically is between six months and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject to mandatory central clearing and exchange-trading.

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Credit default swaps involve greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer, resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.

The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby creating "synthetic" inflation-indexed bonds.

Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

The DFA Municipal Real Return Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM's customers.

The Advisor and the Fund do not believe that a Portfolio's obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio's borrowing or senior securities restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio's obligations over its entitlements with respect to each swap contract will be accrued on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect to each swap contract will be accrued on a daily basis and assets

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having an aggregate market value at least equal to the accrued full notional value will be segregated and maintained to cover the transactions in accordance with SEC positions. To the extent that a Portfolio cannot dispose of a swap in the ordinary course of business within seven days at approximately the value at which the Portfolio has valued the swap, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets.

The Dodd-Frank Act and related regulatory developments have imposed comprehensive new regulatory requirements on swaps and swap market participants. The regulation of cleared and uncleared swaps, as well as other derivatives, is a rapidly changing area of law and is subject to modification by government and judicial action. In addition, the SEC, CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including, for example, the implementation or reduction of speculative position limits, the implementation of higher margin requirements, the establishment of daily price limits and the suspension of trading. It is not possible to predict fully the effects of current or future regulation. New requirements, even if not directly applicable to a Portfolio, may increase the cost of the Portfolio's investments and cost of doing business. It is possible that developments in the swaps market, including potential government regulation, could adversely affect a Portfolio's ability to terminate existing swap agreements or to realize amounts to be received under such agreements.

**FEDERAL TAX COST**

At July 31, 2025, the total cost of securities for federal income tax purposes was:

---

| | |
|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $229418 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 15880654 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 11135624 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 13503862 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 12013144 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 13526250 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 3287034 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 11991209 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 5032497 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 4410198 |
| Large Cap International Portfolio | &nbsp;&nbsp; 3994158 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp; 23608841 |
| International Small Company Portfolio | &nbsp;&nbsp; 10167097 |
| Global Small Company Portfolio | &nbsp;&nbsp; 81073 |
| Japanese Small Company Portfolio | &nbsp;&nbsp; 163571 |
| Asia Pacific Small Company Portfolio | &nbsp;&nbsp; 151468 |
| United Kingdom Small Company Portfolio | &nbsp;&nbsp; 19769 |
| Continental Small Company Portfolio | &nbsp;&nbsp; 5145 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp; 3413496 |
| DFA Global Real Estate Securities Portfolio | &nbsp;&nbsp; 6535454 |
| DFA International Small Cap Value Portfolio | &nbsp;&nbsp; 8904282 |
| International Vector Equity Portfolio | &nbsp;&nbsp; 2536833 |
| World ex U.S. Value Portfolio | &nbsp;&nbsp; 248913 |
| World ex U.S. Targeted Value Portfolio | &nbsp;&nbsp; 565690 |
| World ex U.S. Core Equity Portfolio | &nbsp;&nbsp; 2983137 |
| Selectively Hedged Global Equity Portfolio | &nbsp;&nbsp; 151383 |
| Emerging Markets Portfolio | &nbsp;&nbsp; 2688937 |
| Emerging Markets Small Cap Portfolio | &nbsp;&nbsp; 2389907 |
| Emerging Markets Value Portfolio | &nbsp;&nbsp; 9041985 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp; 19816098 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; 1117206 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $2806684 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; 4509616 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 4472059 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 993051 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 1880180 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 9111182 |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 1037607 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 6095966 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 5610078 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 1770162 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 845640 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 12859802 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 5442060 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1473328 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1342161 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 526021 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 200088 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 814857 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 431419 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 166209 |
| Dimensional Retirement Income Fund | &nbsp;&nbsp; 60682 |
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp; 153858 |
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp; 130746 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp; 95536 |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp; 79028 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; 33259 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp; 18 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp; 21026 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp; 62016 |
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp; 119986 |
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp; 162660 |
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp; 169806 |
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp; 154904 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 1982598 |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; 1724835 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 469560 |
| World Core Equity Portfolio | &nbsp;&nbsp; 598295 |
| DFA LTIP Portfolio | &nbsp;&nbsp; 579954 |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; 917797 |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; 4347146 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 429014 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2777115 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 1216000 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 54102 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 1180061 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; 633723 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 440743 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 484750 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; $328422 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 416669 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 327373 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 227070 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 170741 |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; 2083329 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 1294878 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 767256 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 223383 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 687766 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 1800056 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 3436384 |
| International High Relative Profitability Portfolio | &nbsp;&nbsp; 1242227 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; 173295 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 27973 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 352135 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 2754641 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 855587 |
| Emerging Markets Targeted Value Portfolio | &nbsp;&nbsp; 217696 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 702079 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 90851 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 269357 |
| Emerging Markets ex China Core Equity Portfolio | &nbsp;&nbsp; 923132 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 93795 |

---

**OTHER**

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business. Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**SUBSEQUENT EVENT EVALUATIONS**

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA Intermediate-Term Municipal Bond Portfolio

- **b. EDGAR series identifier (if any):** S000035595

- **c. LEI of Series:** 549300J2IPTHVBX4JE89

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1340256718.14

**Total Liabilities:** $6128680.98

**Net Assets:** $1334128037.16

**Delayed Delivery Securities:** $5881218.15

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -4025.04000000 | **1-Year:** -98709.90000000 | **5-Year:** -177369.31000000 | **10-Year:** -264072.94000000 | **30-Year:** -49498.81000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109006 | 0.32%                | 0.61%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10797.96               | $451369.90                                 |
| Month 2  | $319.68                  | $4783929.24                                |
| Month 3  | $0.00                    | $-1348558.46                               |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| City of Fort Smith AR Water & Sewer Revenue                                      | City of Fort Smith Water & Sewer Revenue                                                  | CUSIP: 348815PG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2145000 | PA      | $2259435.75   | 0.17%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority Central Regional Wastewater System Revenue               | Trinity River Authority Central Regional Wastewater System Revenue                        | CUSIP: 89658HUZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3315000 | PA      | $3474153.15   | 0.26%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                           | State of West Virginia                                                                    | CUSIP: 956553J44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2548198.25   | 0.19%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966SJV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1275804.00   | 0.10%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Henrico VA                                                             | County of Henrico                                                                         | CUSIP: 426056P50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2945000 | PA      | $3162496.50   | 0.24%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | Kentucky State Property & Building Commission                                             | CUSIP: 49151FLG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $920000.00    | 0.07%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990FNK6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   6455000 | PA      | $6465145.32   | 0.48%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glendale Union High School District No 205                                       | Glendale Union High School District No. 205                                               | CUSIP: 378334PK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $266889.53    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | Metropolitan Transportation Authority Dedicated Tax Fund                                  | CUSIP: 59260XBJ6<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211455.12    | 0.02%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Independent School District/TX                                       | San Antonio Independent School District                                                   | CUSIP: 796269L22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1106691.40   | 0.08%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Municipality of Anchorage AK                                                     | Municipality of Anchorage                                                                 | CUSIP: 0331616Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $313632.69    | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | Energy Northwest                                                                          | CUSIP: 29270C4L6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1293328.82   | 0.10%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                        | Private Colleges & Universities Authority                                                 | CUSIP: 74265L2G2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $285597.60    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority                                            | CUSIP: 64613CDJ4<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    800000 | PA      | $866358.64    | 0.06%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974D6T0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2600290.72   | 0.19%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | Orlando Utilities Commission                                                              | CUSIP: 686507LW2<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |    335000 | PA      | $348125.10    | 0.03%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                       | City of Austin Electric Utility Revenue                                                   | CUSIP: 052414WK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $827178.72    | 0.06%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Wentzville MO                                                            | City of Wentzville                                                                        | CUSIP: 950734CY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $616088.40    | 0.05%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | Permanent University Fund - University of Texas System                                    | CUSIP: 9151157R4<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5628401.35   | 0.42%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Hospital Development Authority                                  | Allegheny County Hospital Development Authority                                           | CUSIP: 01728A3W4<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1430163.70   | 0.11%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snohomish County School District No 201 Snohomish                                | Snohomish County School District No. 201 Snohomish                                        | CUSIP: 833221WF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4031640.80   | 0.30%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV Passenger Facility Charge Revenue                             | County of Clark Passenger Facility Charge Revenue                                         | CUSIP: 181006GS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2060000 | PA      | $2105634.77   | 0.16%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tulsa OK                                                                 | City of Tulsa                                                                             | CUSIP: 899645B95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4057830.40   | 0.30%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spartanburg Sanitary Sewer District                                              | Spartanburg Sanitary Sewer District                                                       | CUSIP: 847175NU6<br>LEI: 549300FVRXYUI1JB6W32 | Long             | DBT              | MUN               | US        |   2395000 | PA      | $2281816.13   | 0.17%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | Central Florida Expressway Authority                                                      | CUSIP: 153476GU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1786530.03   | 0.13%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 401 Highline                                      | King County School District No. 401 Highline                                              | CUSIP: 495033GM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $344652.35    | 0.03%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                                  | CUSIP: 91412G3R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1515710.54   | 0.11%             | 2035-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990AHX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2191257.77   | 0.16%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mobile County Board of School Commissioners                                      | Mobile County Board of School Commissioners                                               | CUSIP: 607298AL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1266781.13   | 0.09%             | 2033-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Akron Bath Copley Joint Township Hospital District                               | Akron Bath Copley Joint Township Hospital District                                        | CUSIP: 009730QG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $272848.70    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                            | State of Rhode Island                                                                     | CUSIP: 762223QX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1572515.85   | 0.12%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Texoma Utility Authority                                                 | Greater Texoma Utility Authority                                                          | CUSIP: 39239MDY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2590000 | PA      | $2627182.82   | 0.20%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City UT Public Utilities Revenue                               | City of Salt Lake City Public Utilities Revenue                                           | CUSIP: 795604CB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2378785.11   | 0.18%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Travis County Public Utility Agency                                         | West Travis County Public Utility Agency                                                  | CUSIP: 95632CFM6<br>LEI: 549300O1CP7CFGPMMX97 | Long             | DBT              | MUN               | US        |    765000 | PA      | $822218.56    | 0.06%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                        | Metropolitan Government of Nashville & Davidson County                                    | CUSIP: 592112TD8<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |   3820000 | PA      | $4006362.14   | 0.30%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon                                                                           | CUSIP: 68609BST5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1544216.37   | 0.12%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974EVY9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   3205000 | PA      | $3373740.69   | 0.25%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery OH                                                          | County of Montgomery                                                                      | CUSIP: 613520MU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1462542.89   | 0.11%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Milwaukee WI                                                             | City of Milwaukee                                                                         | CUSIP: 602366YJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4015000 | PA      | $4161649.48   | 0.31%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                            | City of Fall River                                                                        | CUSIP: 3062972K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $904693.77    | 0.07%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma County Independent School District No 12 Edmond                         | Oklahoma County Independent School District No. 12 Edmond                                 | CUSIP: 678739WE9<br>LEI: 549300D457E3EZ9CP720 | Long             | DBT              | MUN               | US        |    740000 | PA      | $756600.42    | 0.06%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mobile County Board of School Commissioners                                      | Mobile County Board of School Commissioners                                               | CUSIP: 607298AH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $884230.75    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority                                                     | CUSIP: 452252NL9<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    930000 | PA      | $876565.46    | 0.07%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                           | County of Baltimore                                                                       | CUSIP: 05914FM23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2341857.26   | 0.18%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deschutes County Administrative School District No 1 Bend-La Pine                | Deschutes County Administrative School District No. 1 Bend-La Pine                        | CUSIP: 250325VX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1090704.40   | 0.08%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland University                                                               | Oakland University                                                                        | CUSIP: 673588JM2<br>LEI: 549300O12XLW6O082V10 | Long             | DBT              | MUN               | US        |    695000 | PA      | $746510.55    | 0.06%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of San Patricio TX                                                        | County of San Patricio                                                                    | CUSIP: 799187LT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $161878.35    | 0.01%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                             | County of Fairfax                                                                         | CUSIP: 30382AGF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1055210.60   | 0.08%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                        | Private Colleges & Universities Authority                                                 | CUSIP: 74265L2F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $138040.98    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                 | State of Florida                                                                          | CUSIP: 34153QPJ9<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |   2075000 | PA      | $2171759.74   | 0.16%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Ouachita Parish School District                                             | East Ouachita Parish School District                                                      | CUSIP: 689861QL9<br>LEI: 549300BMHC0SO61IJP44 | Long             | DBT              | MUN               | US        |    400000 | PA      | $417137.72    | 0.03%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weatherford Independent School District                                          | Weatherford Independent School District                                                   | CUSIP: 947134A51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $507646.21    | 0.04%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                              | City of Columbus                                                                          | CUSIP: 199492VH9<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1323901.33   | 0.10%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | Massachusetts Development Finance Agency                                                  | CUSIP: 57584YTD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    170000 | PA      | $176799.35    | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Department of Transportation                                           | Wisconsin Department of Transportation                                                    | CUSIP: 9771234J4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3940000 | PA      | $4129402.89   | 0.31%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arapahoe County School District No 5 Cherry Creek                                | Arapahoe County School District No. 5 Cherry Creek                                        | CUSIP: 164555ED2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $1023655.26   | 0.08%             | 2044-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cypress-Fairbanks Independent School District                                    | Cypress-Fairbanks Independent School District                                             | CUSIP: 232769KJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990000 | PA      | $1071285.63   | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | State of Florida Department of Transportation Turnpike System Revenue                     | CUSIP: 343137CA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004579.10   | 0.08%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | Louisville & Jefferson County Metropolitan Sewer District                                 | CUSIP: 546589Z54<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   3935000 | PA      | $4024907.27   | 0.30%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gulf Coast Authority                                                             | Gulf Coast Authority                                                                      | CUSIP: 40219RBC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1447846.30   | 0.11%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascension Parish School Board                                                    | Ascension Parish School Board                                                             | CUSIP: 043519ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $410596.80    | 0.03%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                         | CUSIP: 452153JY6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1992194.18   | 0.15%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St Louis County Reorganized School District No R-6                               | St. Louis County Reorganized School District No. R-6                                      | CUSIP: 791434YL1<br>LEI: 5493001F82TRNN592T40 | Long             | DBT              | MUN               | US        |    850000 | PA      | $859784.52    | 0.06%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boulder Larimer & Weld Counties St Vrain Valley School District Re1J             | Boulder Larimer & Weld Counties St. Vrain Valley School District Re1J                     | CUSIP: 101565H85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $842894.43    | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | State of Minnesota                                                                        | CUSIP: 60412APC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2330000 | PA      | $2504958.07   | 0.19%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Guilford NC                                                            | County of Guilford                                                                        | CUSIP: 401784X57<br>LEI: 549300OUKUGQGH8RCL96 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6655787.60   | 0.50%             | 2043-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Richland County School District No 2/SC                                          | Richland County School District No. 2                                                     | CUSIP: 763682W31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4055000 | PA      | $4342561.14   | 0.33%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | State of Maryland                                                                         | CUSIP: 574193PN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5170000 | PA      | $5432361.47   | 0.41%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Falls Community School District                                            | Cedar Falls Community School District                                                     | CUSIP: 150213FN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1141529.97   | 0.09%             | 2030-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Denton TX                                                              | County of Denton                                                                          | CUSIP: 248776DR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $826501.63    | 0.06%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063DQV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2410614.55   | 0.18%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | Massachusetts Development Finance Agency                                                  | CUSIP: 57585BEU8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1283255.68   | 0.10%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA                                                          | City of Philadelphia                                                                      | CUSIP: 717813XH7<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1329198.00   | 0.10%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Pflugerville TX                                                          | City of Pflugerville                                                                      | CUSIP: 7170877P9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $451061.47    | 0.03%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Authority for Fulton County                                          | Development Authority for Fulton County                                                   | CUSIP: 3599007X9<br>LEI: 549300533NJL38F4K144 | Long             | DBT              | MUN               | US        |    740000 | PA      | $753956.99    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Pflugerville TX                                                          | City of Pflugerville                                                                      | CUSIP: 717088DE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $833503.36    | 0.06%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Temple Independent School District/TX                                            | Temple Independent School District                                                        | CUSIP: 880081SE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $555451.86    | 0.04%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority                                            | CUSIP: 64613CAT5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2684272.25   | 0.20%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966MQ44<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2564112.00   | 0.19%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nauset Regional School District/MA                                               | Nauset Regional School District                                                           | CUSIP: 639086HZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2565336.17   | 0.19%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966LQ95<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5008.07      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | Austin Independent School District                                                        | CUSIP: 052430SG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250000.00    | 0.02%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                         | Harris County Cultural Education Facilities Finance Corp.                                 | CUSIP: 414008BZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1061152.67   | 0.08%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966QVP2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1562617.80   | 0.12%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Charleston SC                                                          | County of Charleston                                                                      | CUSIP: 160069F39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8145000 | PA      | $8973820.54   | 0.67%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582RQX7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4010000 | PA      | $4244298.29   | 0.32%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Collin TX                                                              | County of Collin                                                                          | CUSIP: 194740TP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $811058.33    | 0.06%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063DLE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2184895.80   | 0.16%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Connecticut                                                        | University of Connecticut                                                                 | CUSIP: 914233P62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $984350.46    | 0.07%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | State of Georgia                                                                          | CUSIP: 3733843N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4210000 | PA      | $4312154.81   | 0.32%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                     | County of Prince George's                                                                 | CUSIP: 741701Z90<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2027033.80   | 0.15%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | Illinois Finance Authority                                                                | CUSIP: 45204FP82<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    850000 | PA      | $853654.58    | 0.06%             | 2033-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| White Bear Lake Independent School District No 624                               | White Bear Lake Independent School District No. 624                                       | CUSIP: 963439D35<br>LEI: 549300I7BXOUJLASQ618 | Long             | DBT              | MUN               | US        |    350000 | PA      | $352477.97    | 0.03%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duval County Public Schools                                                      | Duval County Public Schools                                                               | CUSIP: 267169HC7<br>LEI: 254900RS6MO5WEO2WC42 | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1615918.19   | 0.12%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Manassas VA                                                              | City of Manassas                                                                          | CUSIP: 561824H97<br>LEI: 549300UXZ7FA0DPLIC25 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $988130.20    | 0.07%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Laredo TX Waterworks & Sewer System Revenue                              | City of Laredo Waterworks & Sewer System Revenue                                          | CUSIP: 517039C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $308669.97    | 0.02%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Howard MD                                                              | County of Howard                                                                          | CUSIP: 44256PRQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1410236.46   | 0.11%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | Kentucky State Property & Building Commission                                             | CUSIP: 49151FR69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $699597.09    | 0.05%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gulf Coast Authority                                                             | Gulf Coast Authority                                                                      | CUSIP: 40219RBF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $998919.88    | 0.07%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                                | City of Austin                                                                            | CUSIP: 052397S56<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1377732.78   | 0.10%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority                                                      | CUSIP: 89602HFH5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    500000 | PA      | $550190.85    | 0.04%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | Massachusetts Development Finance Agency                                                  | CUSIP: 57585BEV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1154453.34   | 0.09%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Kentucky University                                                      | Eastern Kentucky University                                                               | CUSIP: 276552HL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $378501.41    | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin                                                                        | CUSIP: 97705MB95<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1697672.03   | 0.13%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Wake NC                                                                | County of Wake                                                                            | CUSIP: 930864AK9<br>LEI: 5493007XQJHO082P1H29 | Long             | DBT              | MUN               | US        |   2020000 | PA      | $2152560.88   | 0.16%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | Los Angeles Unified School District                                                       | CUSIP: 544647HA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $939316.95    | 0.07%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Virginia Hospital Finance Authority                                         | West Virginia Hospital Finance Authority                                                  | CUSIP: 956622V35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $418497.40    | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582RRJ7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3900000 | PA      | $3931288.53   | 0.29%             | 2043-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St Paul Independent School District No 625                                       | St. Paul Independent School District No. 625                                              | CUSIP: 79289ACK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1323161.66   | 0.10%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | City of San Antonio Electric & Gas Systems Revenue                                        | CUSIP: 79625GKY8<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    705000 | PA      | $717555.77    | 0.05%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Water & Sewer System Revenue                                | City of Charlotte Water & Sewer System Revenue                                            | CUSIP: 161045TJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2191856.60   | 0.16%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lynchburg Economic Development Authority                                         | Lynchburg Economic Development Authority                                                  | CUSIP: 55123TBA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $442397.97    | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Lauderdale FL Water & Sewer Revenue                                 | City of Fort Lauderdale Water & Sewer Revenue                                             | CUSIP: 347658YT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $257234.83    | 0.02%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Mexico Severance Tax Permanent Fund                                 | State of New Mexico Severance Tax Permanent Fund                                          | CUSIP: 6473102P5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2098725.20   | 0.16%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Union High School District No 210-Phoenix                        | Maricopa County Union High School District No. 210-Phoenix                                | CUSIP: 567505RU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3040000 | PA      | $3185576.78   | 0.24%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Franklin Township-Marion County Multiple School Building Corp                    | Franklin Township-Marion County Multiple School Building Corp.                            | CUSIP: 355137ED8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1674306.90   | 0.13%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                             | School District of Broward County                                                         | CUSIP: 115065ZP2<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1061976.88   | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St Louis County Reorganized School District No R-6                               | St. Louis County Reorganized School District No. R-6                                      | CUSIP: 791434YM9<br>LEI: 5493001F82TRNN592T40 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1164048.98   | 0.09%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | Florida Development Finance Corp.                                                         | CUSIP: 34061QAU1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1434869.54   | 0.11%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX Water & Sewer Revenue                                         | City of El Paso Water & Sewer Revenue                                                     | CUSIP: 283822VR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1640162.69   | 0.12%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Union High School District No 210-Phoenix                        | Maricopa County Union High School District No. 210-Phoenix                                | CUSIP: 567505PZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2513933.49   | 0.19%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin                                                                        | CUSIP: 97705ML60<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2138713.00   | 0.16%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Oyster Bay NY                                                            | Town of Oyster Bay                                                                        | CUSIP: 692160UG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $181919.00    | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Dodge WI                                                               | County of Dodge                                                                           | CUSIP: 256453JC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1358144.55   | 0.10%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Texas System/The                                                   | Board of Regents of the University of Texas System                                        | CUSIP: 91514AGQ2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1579900.01   | 0.12%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | Colorado Health Facilities Authority                                                      | CUSIP: 19648FKL7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     40000 | PA      | $41538.45     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds MuniCash                                               | BlackRock Liquidity Funds MuniCash                                                        | CUSIP: 09248U841<br>LEI: 549300RWBJ885673DL84 | Long             | EC               | RF                | US        |    626548 | NS      | $626610.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascension Parish School Board                                                    | Ascension Parish School Board                                                             | CUSIP: 043519B30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $268096.48    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clark County Public Utility District No 1 Generating System Revenue              | Clark County Public Utility District No. 1 Generating System Revenue                      | CUSIP: 181117GR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $964372.46    | 0.07%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Valley Water District                                                  | Las Vegas Valley Water District                                                           | CUSIP: 517845MD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1980000 | PA      | $2118471.70   | 0.16%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glasgow Independent School District Finance Corp                                 | Glasgow Independent School District Finance Corp.                                         | CUSIP: 376852FE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1076278.90   | 0.08%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                           | City of New Orleans                                                                       | CUSIP: 64763FYW3<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |   2370000 | PA      | $2525564.90   | 0.19%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority Central Regional Wastewater System Revenue               | Trinity River Authority Central Regional Wastewater System Revenue                        | CUSIP: 89658HYG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $272139.00    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                            | State of Rhode Island                                                                     | CUSIP: 762223PV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $927612.29    | 0.07%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Chesterfield VA                                                        | County of Chesterfield                                                                    | CUSIP: 166394DF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2966306.28   | 0.22%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582RTK2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2069157.28   | 0.16%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | State of Mississippi                                                                      | CUSIP: 605581JK4<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |   9410000 | PA      | $9919801.81   | 0.74%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974EXS0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1595500.49   | 0.12%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                              | City of Austin Water & Wastewater System Revenue                                          | CUSIP: 052477PL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $996600.88    | 0.07%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Utah                                                                    | State of Utah                                                                             | CUSIP: 917542VU3<br>LEI: 254900RWV9NSVUZONC07 | Long             | DBT              | MUN               | US        |   4450000 | PA      | $4553479.86   | 0.34%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Capital Grant Receipts Revenue                         | Chicago Transit Authority Capital Grant Receipts Revenue                                  | CUSIP: 167723HM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2634772.25   | 0.20%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Hingham MA                                                               | Town of Hingham                                                                           | CUSIP: 433344YB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $718697.61    | 0.05%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582R4Y9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5234920.50   | 0.39%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | Metropolitan Government of Nashville & Davidson County Water & Sewer Revenue              | CUSIP: 5920982A4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1910000 | PA      | $2001713.62   | 0.15%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | Illinois Finance Authority                                                                | CUSIP: 45204FJC0<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3785719.35   | 0.28%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 401 Highline                                      | King County School District No. 401 Highline                                              | CUSIP: 495033GE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6850000 | PA      | $6320660.77   | 0.47%             | 2043-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bristol Township School District                                                 | Bristol Township School District                                                          | CUSIP: 110290RQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $580634.49    | 0.04%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990F4L5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    625000 | PA      | $664694.31    | 0.05%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority                                            | CUSIP: 64613CGF9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    505000 | PA      | $510707.71    | 0.04%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Madison WI                                                               | City of Madison                                                                           | CUSIP: 55844RWR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $947302.93    | 0.07%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Clark Building Corp                                                      | Greater Clark Building Corp.                                                              | CUSIP: 39167GHK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $398730.64    | 0.03%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Grand Rapids MI                                                          | City of Grand Rapids                                                                      | CUSIP: 386226M92<br>LEI: 254900GF6XDJ7XO6OR24 | Long             | DBT              | MUN               | US        |    190000 | PA      | $199793.23    | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County College District                                                  | Tarrant County College District                                                           | CUSIP: 87638KCS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1218070.34   | 0.09%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                         | Public Finance Authority                                                                  | CUSIP: 74442PUY9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    655000 | PA      | $639549.79    | 0.05%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Municipal Power Agency                                                  | Piedmont Municipal Power Agency                                                           | CUSIP: 720175A24<br>LEI: 549300C7VOBGIG4OD375 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009538.50   | 0.08%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Knoxville TN Wastewater System Revenue                                   | City of Knoxville Wastewater System Revenue                                               | CUSIP: 499815B80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3260000 | PA      | $3544302.64   | 0.27%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Glendale AZ Water & Sewer Revenue                                        | City of Glendale Water & Sewer Revenue                                                    | CUSIP: 378352SR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $828803.68    | 0.06%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Travis TX                                                              | County of Travis                                                                          | CUSIP: 89453P7C7<br>LEI: 549300HEC6MNL5465K30 | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2096501.88   | 0.16%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lane County School District No 4J Eugene                                         | Lane County School District No. 4J Eugene                                                 | CUSIP: 515300TX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4855000 | PA      | $5304752.64   | 0.40%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST MNS 08/27 FIXED 5                                                   | State of Minnesota                                                                        | CUSIP: 60412APB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5055000 | PA      | $5316594.23   | 0.40%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakland University                                                               | Oakland University                                                                        | CUSIP: 673588JN0<br>LEI: 549300O12XLW6O082V10 | Long             | DBT              | MUN               | US        |    805000 | PA      | $876965.79    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | Pennsylvania Economic Development Financing Authority                                     | CUSIP: 70870JDR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $421357.80    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063D3L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1785000 | PA      | $1803203.25   | 0.14%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | American Municipal Power, Inc.                                                            | CUSIP: 02765UQX5<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    235000 | PA      | $248917.43    | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Frederick MD                                                           | County of Frederick                                                                       | CUSIP: 35569PJU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $758441.86    | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada                                                                  | State of Nevada                                                                           | CUSIP: 641462UB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2255000 | PA      | $2317781.00   | 0.17%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deschutes County Administrative School District No 1 Bend-La Pine                | Deschutes County Administrative School District No. 1 Bend-La Pine                        | CUSIP: 250325SZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4725000 | PA      | $4941511.79   | 0.37%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hamilton TN                                                            | County of Hamilton                                                                        | CUSIP: 4073246L1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3048279.30   | 0.23%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | State of Maryland                                                                         | CUSIP: 574193VP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3010000 | PA      | $3237912.08   | 0.24%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | Illinois Finance Authority                                                                | CUSIP: 45204EEW4<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   5260000 | PA      | $5410276.62   | 0.41%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Utilities District of Omaha Gas System Revenue                      | Metropolitan Utilities District of Omaha Gas System Revenue                               | CUSIP: 592625CL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4185199.20   | 0.31%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | Denton Independent School District                                                        | CUSIP: 249002NK8<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    735000 | PA      | $753787.92    | 0.06%             | 2044-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA                                                               | City of Seattle                                                                           | CUSIP: 8126265C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1020098.84   | 0.08%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Hutto TX                                                                 | City of Hutto                                                                             | CUSIP: 448474ZP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $457850.18    | 0.03%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pasco County School Board                                                        | Pasco County School Board                                                                 | CUSIP: 702528NB2<br>LEI: 549300NYEDMC7IDJPE68 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3165410.10   | 0.24%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                           | City of New Orleans                                                                       | CUSIP: 64763FYP8<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |   2020000 | PA      | $2127553.69   | 0.16%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Lehigh PA                                                              | County of Lehigh                                                                          | CUSIP: 52480GDM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $936634.91    | 0.07%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                 | Katy Independent School District                                                          | CUSIP: 486063R51<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |    450000 | PA      | $483048.18    | 0.04%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 401 Highline                                      | King County School District No. 401 Highline                                              | CUSIP: 495033GR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2275000 | PA      | $2372331.78   | 0.18%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Tech University System                                                     | Texas Tech University System                                                              | CUSIP: 882806KK7<br>LEI: 549300SPM8LGJKCQO195 | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1548121.44   | 0.12%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | Lower Colorado River Authority                                                            | CUSIP: 54811BYR6<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1632552.48   | 0.12%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | Kentucky State Property & Building Commission                                             | CUSIP: 49151FTH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3593097.55   | 0.27%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | City of Houston                                                                           | CUSIP: 442332EC2<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   5700000 | PA      | $5757671.46   | 0.43%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Water & Wastewater System Revenue                              | City of Austin Water & Wastewater System Revenue                                          | CUSIP: 052477PY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1776602.29   | 0.13%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spring Independent School District                                               | Spring Independent School District                                                        | CUSIP: 850001BP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    955000 | PA      | $1023274.38   | 0.08%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Pflugerville TX                                                          | City of Pflugerville                                                                      | CUSIP: 717088CM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $792747.89    | 0.06%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582TAL6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4120474.40   | 0.31%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Mecklenburg NC                                                         | County of Mecklenburg                                                                     | CUSIP: 584002ZU6<br>LEI: 5493006G3IC5PBHB7A65 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1117240.89   | 0.08%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grapevine-Colleyville Independent School District                                | Grapevine-Colleyville Independent School District                                         | CUSIP: 3886407G3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1071026.80   | 0.08%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waco TX                                                                  | City of Waco                                                                              | CUSIP: 929831C60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $845413.47    | 0.06%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                            | Fort Bend Independent School District                                                     | CUSIP: 346843XM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1231775.64   | 0.09%             | 2044-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upper Arlington City School District                                             | Upper Arlington City School District                                                      | CUSIP: 915506MA4<br>LEI: 549300SQZ13W1SD1QR36 | Long             | DBT              | MUN               | US        |   3215000 | PA      | $3398072.39   | 0.25%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Health Facilities Authority                                        | Orange County Health Facilities Authority                                                 | CUSIP: 68450LGW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $756104.89    | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso County Hospital District                                                 | El Paso County Hospital District                                                          | CUSIP: 283590HX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1431748.31   | 0.11%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paulding County Hospital Authority/GA                                            | Paulding County Hospital Authority                                                        | CUSIP: 703596DS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $268902.05    | 0.02%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Independent School District/TX                                       | San Antonio Independent School District                                                   | CUSIP: 796269C97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $800416.14    | 0.06%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio                                                                             | CUSIP: 677522CJ1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002034.70   | 0.08%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974EGN0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   2425000 | PA      | $2522802.43   | 0.19%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                                | County of King                                                                            | CUSIP: 49474FUM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3590000 | PA      | $3848206.44   | 0.29%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St Louis Park Independent School District No 283                                 | St. Louis Park Independent School District No. 283                                        | CUSIP: 791757HS9<br>LEI: 549300LTLJF3QX58Q574 | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1153386.88   | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | Charlotte-Mecklenburg Hospital Authority                                                  | CUSIP: 160853SV0<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2731418.29   | 0.20%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Haven CT                                                             | City of New Haven                                                                         | CUSIP: 645021BF2<br>LEI: 549300U4OHEAZ124LQ06 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1061957.00   | 0.08%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Turnpike Authority                                                | North Carolina Turnpike Authority                                                         | CUSIP: 65830RCG2<br>LEI: 549300FCT1PN0GJGQ240 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1592638.18   | 0.12%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | Pennsylvania Turnpike Commission                                                          | CUSIP: 709225GG5<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    540000 | PA      | $565088.24    | 0.04%             | 2042-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of College Station TX                                                       | City of College Station                                                                   | CUSIP: 194469LU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $372220.26    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Kansas City MO Water Revenue                                             | City of Kansas City Water Revenue                                                         | CUSIP: 485116ZP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    865000 | PA      | $915088.26    | 0.07%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroeville Finance Authority                                                    | Monroeville Finance Authority                                                             | CUSIP: 611530DB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $709374.52    | 0.05%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waco TX                                                                  | City of Waco                                                                              | CUSIP: 929831C78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $647085.76    | 0.05%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Williamson TN                                                          | County of Williamson                                                                      | CUSIP: 969872G95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2670000 | PA      | $2869273.85   | 0.22%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Greensboro NC                                                            | City of Greensboro                                                                        | CUSIP: 3954604S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4430000 | PA      | $4674582.96   | 0.35%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | Energy Northwest                                                                          | CUSIP: 29270C4J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3760000 | PA      | $3891323.26   | 0.29%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snyder County Higher Education Authority                                         | Snyder County Higher Education Authority                                                  | CUSIP: 833453EF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $340545.60    | 0.03%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tallahassee FL Energy System Revenue                                     | City of Tallahassee Energy System Revenue                                                 | CUSIP: 874476MC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1291910.64   | 0.10%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Topeka KS                                                                | City of Topeka                                                                            | CUSIP: 8905685W4<br>LEI: 549300NFEU1XBKVICM54 | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1445925.56   | 0.11%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corpus Christi Independent School District                                       | Corpus Christi Independent School District                                                | CUSIP: 220148BH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2147971.20   | 0.16%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                       | City of Austin Electric Utility Revenue                                                   | CUSIP: 052414WL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1132415.07   | 0.08%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Portland OR Airport Revenue                                              | Port of Portland Airport Revenue                                                          | CUSIP: 735240Z22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1174421.70   | 0.09%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                          | State of North Carolina                                                                   | CUSIP: 658268EE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53008.04     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hurst-Euless-Bedford Independent School District                                 | Hurst-Euless-Bedford Independent School District                                          | CUSIP: 447819KJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1546906.05   | 0.12%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                               | State of Tennessee                                                                        | CUSIP: 880541YN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7720000 | PA      | $8016558.40   | 0.60%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966SLZ7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2735000 | PA      | $2812303.68   | 0.21%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County Public Utility District No 1 Electric Revenue                       | Clark County Public Utility District No. 1 Electric Revenue                               | CUSIP: 181108C58<br>LEI: 549300YCT5BMOWZSMQ97 | Long             | DBT              | MUN               | US        |    500000 | PA      | $547938.90    | 0.04%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Willis Independent School District                                               | Willis Independent School District                                                        | CUSIP: 970667E23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $965624.10    | 0.07%             | 2031-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | Denton Independent School District                                                        | CUSIP: 249002NJ1<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1289464.50   | 0.10%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 401 Highline                                      | King County School District No. 401 Highline                                              | CUSIP: 495033HF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3094177.50   | 0.23%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Tennessee                                                               | State of Tennessee                                                                        | CUSIP: 880541XG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.07%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                          | County of Montgomery                                                                      | CUSIP: 6133407N2<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |   6570000 | PA      | $6932905.12   | 0.52%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Municipal Power Agency                                                  | Piedmont Municipal Power Agency                                                           | CUSIP: 720175ZK7<br>LEI: 549300C7VOBGIG4OD375 | Long             | DBT              | MUN               | US        |   2765000 | PA      | $2852298.24   | 0.21%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio                                                                             | CUSIP: 677522RN6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   4535000 | PA      | $4845780.38   | 0.36%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                           | Maine Health & Higher Educational Facilities Authority                                    | CUSIP: 56042RX56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $527298.95    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974FAV5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1072652.50   | 0.08%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                              | County of Harris                                                                          | CUSIP: 4140052P2<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1052211.80   | 0.08%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority                                                      | CUSIP: 89602RCJ2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1404227.83   | 0.11%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority Denton Creek Wastewater Treatment System Revenue         | Trinity River Authority Denton Creek Wastewater Treatment System Revenue                  | CUSIP: 896564YC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $538732.65    | 0.04%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lubbock TX Electric Light & Power System Revenue                         | City of Lubbock Electric Light & Power System Revenue                                     | CUSIP: 549203YQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $567352.09    | 0.04%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Sevierville TN                                                           | City of Sevierville                                                                       | CUSIP: 818274YR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3285000 | PA      | $3627608.42   | 0.27%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Mesa AZ Utility System Revenue                                           | City of Mesa Utility System Revenue                                                       | CUSIP: 590545WC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1261452.71   | 0.09%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Denton TX                                                              | County of Denton                                                                          | CUSIP: 248776DS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $487344.79    | 0.04%             | 2042-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of West Virginia                                                           | State of West Virginia                                                                    | CUSIP: 956553C90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1325743.24   | 0.10%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | New Jersey Economic Development Authority                                                 | CUSIP: 64577BK60<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1039946.40   | 0.08%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Newton MA                                                                | City of Newton                                                                            | CUSIP: 653064JZ9<br>LEI: 5493002K4RYNFEPKGB67 | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1176014.57   | 0.09%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saline Area Schools                                                              | Saline Area Schools                                                                       | CUSIP: 795200MM3<br>LEI: 549300COVKKGR0VUE860 | Long             | DBT              | MUN               | US        |    330000 | PA      | $341073.55    | 0.03%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | Orlando Utilities Commission                                                              | CUSIP: 686507JE5<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3062767.50   | 0.23%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | Tarrant County Cultural Education Facilities Finance Corp.                                | CUSIP: 87638THA4<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    220000 | PA      | $236169.34    | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | Indiana Finance Authority                                                                 | CUSIP: 45506EFC2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   5305000 | PA      | $5423967.81   | 0.41%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of El Paso TX Water & Sewer Revenue                                         | City of El Paso Water & Sewer Revenue                                                     | CUSIP: 283822ZU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1291684.61   | 0.10%             | 2045-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville/Jefferson County Metropolitan Government                              | Louisville/Jefferson County Metropolitan Government                                       | CUSIP: 54659LBJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1033623.60   | 0.08%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clark County School District                                                     | Clark County School District                                                              | CUSIP: 181059N28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1069123.90   | 0.08%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Central Independent School District                                         | East Central Independent School District                                                  | CUSIP: 271515B23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $886287.27    | 0.07%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                        | Metropolitan Government of Nashville & Davidson County                                    | CUSIP: 592112TP1<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1972716.20   | 0.15%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA                                                               | City of Norfolk                                                                           | CUSIP: 655867R76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $302451.24    | 0.02%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | Pennsylvania Turnpike Commission                                                          | CUSIP: 709224QB8<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   3510000 | PA      | $3560412.73   | 0.27%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Williamson TN                                                          | County of Williamson                                                                      | CUSIP: 969872Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1166854.15   | 0.09%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Colleges & Universities Authority                                        | Private Colleges & Universities Authority                                                 | CUSIP: 74265L2H0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $309544.49    | 0.02%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas                                                                            | CUSIP: 882724ZR1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1900895.85   | 0.14%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intermountain Power Agency                                                       | Intermountain Power Agency                                                                | CUSIP: 45884AF73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2039778.80   | 0.15%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                                   | CUSIP: 73358XLD2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    540000 | PA      | $585564.98    | 0.04%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Charlotte NC Water & Sewer System Revenue                                | City of Charlotte Water & Sewer System Revenue                                            | CUSIP: 161045TB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $208697.62    | 0.02%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Haven CT                                                             | City of New Haven                                                                         | CUSIP: 645021BG0<br>LEI: 549300U4OHEAZ124LQ06 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1079526.50   | 0.08%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lynchburg Economic Development Authority                                         | Lynchburg Economic Development Authority                                                  | CUSIP: 55123TBB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $564970.09    | 0.04%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | Energy Northwest                                                                          | CUSIP: 29270C3U7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2095000 | PA      | $2168467.88   | 0.16%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spartanburg County School District No 7                                          | Spartanburg County School District No. 7                                                  | CUSIP: 847082MJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1575192.06   | 0.12%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Lebanon PA                                                             | County of Lebanon                                                                         | CUSIP: 522426QJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154664.36    | 0.01%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weld County School District No RE-7 Platte Valley                                | Weld County School District No. RE-7 Platte Valley                                        | CUSIP: 949306GW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1735474.82   | 0.13%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | Lower Colorado River Authority                                                            | CUSIP: 54811BUS8<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1197451.78   | 0.09%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                              | City of Dallas Waterworks & Sewer System Revenue                                          | CUSIP: 23542JUT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004069.30   | 0.08%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Hampshire                                                           | State of New Hampshire                                                                    | CUSIP: 64468FAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1590845.93   | 0.12%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | South Carolina Public Service Authority                                                   | CUSIP: 837151PT0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   1170000 | PA      | $1169970.17   | 0.09%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | City of San Antonio Electric & Gas Systems Revenue                                        | CUSIP: 7962535U2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2302168.44   | 0.17%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Kansas City MO                                                           | City of Kansas City                                                                       | CUSIP: 485106YR3<br>LEI: 549300EGAE3I3XU7XE19 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1101347.88   | 0.08%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio                                                                             | CUSIP: 677522YN8<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   2310000 | PA      | $2326821.88   | 0.17%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin                                                                        | CUSIP: 97705MTE5<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1286116.62   | 0.10%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA Water Revenue                                                 | City of Norfolk Water Revenue                                                             | CUSIP: 656009PE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1935000 | PA      | $2038834.42   | 0.15%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cape Fear Public Utility Authority                                               | Cape Fear Public Utility Authority                                                        | CUSIP: 139391GC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $325003.20    | 0.02%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974EJF4<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040515.10   | 0.08%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ysleta Independent School District                                               | Ysleta Independent School District                                                        | CUSIP: 9881688J2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5865000 | PA      | $5870511.93   | 0.44%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WPPI Energy                                                                      | WPPI Energy                                                                               | CUSIP: 92937NBW3<br>LEI: 5493000UBF6PCV5RXZ13 | Long             | DBT              | MUN               | US        |   1380000 | PA      | $1406443.15   | 0.11%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974DZ35<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   3925000 | PA      | $4065032.23   | 0.30%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                     | City & County of Honolulu                                                                 | CUSIP: 438670Y47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $928522.22    | 0.07%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Anne Arundel MD                                                        | County of Anne Arundel                                                                    | CUSIP: 03588H2D7<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |   3620000 | PA      | $3980212.44   | 0.30%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966LU41<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3975000 | PA      | $3975000.00   | 0.30%             | 2044-06-01      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Willis Independent School District                                               | Willis Independent School District                                                        | CUSIP: 970667D99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    540000 | PA      | $589638.64    | 0.04%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Convention & Visitors Authority                                        | Las Vegas Convention & Visitors Authority                                                 | CUSIP: 51771FAW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2899718.29   | 0.22%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | State of Florida Department of Transportation Turnpike System Revenue                     | CUSIP: 343137VL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2283000 | PA      | $2071286.45   | 0.16%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA Water Revenue                                                 | City of Norfolk Water Revenue                                                             | CUSIP: 656009PF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2040000 | PA      | $2132423.22   | 0.16%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sangamon County School District No 186 Springfield                               | Sangamon County School District No. 186 Springfield                                       | CUSIP: 800766NF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1350935.67   | 0.10%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582RV45<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976205.80    | 0.07%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Bexar TX                                                               | County of Bexar                                                                           | CUSIP: 088518LK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $713664.35    | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lake County Community Consolidated School District No 34 Antioch                 | Lake County Community Consolidated School District No. 34 Antioch                         | CUSIP: 508516FP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1308105.46   | 0.10%             | 2044-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Racine Unified School District                                                   | Racine Unified School District                                                            | CUSIP: 750046SP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $960407.60    | 0.07%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                             | School District of Broward County                                                         | CUSIP: 115065B52<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |    685000 | PA      | $714222.03    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | Energy Northwest                                                                          | CUSIP: 29270C5L5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6735000 | PA      | $7119800.18   | 0.53%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waterbury CT                                                             | City of Waterbury                                                                         | CUSIP: 9412477B8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $683606.88    | 0.05%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | State of Connecticut                                                                      | CUSIP: 20772KPQ6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |   7015000 | PA      | $7264446.39   | 0.54%             | 2034-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                             | Colorado Health Facilities Authority                                                      | CUSIP: 19648FPH1<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1072059.90   | 0.08%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                            | Fort Bend Independent School District                                                     | CUSIP: 346843VH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $268496.40    | 0.02%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport                                                      | CUSIP: 167593WN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $173110.52    | 0.01%             | 2036-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas                                                                            | CUSIP: 882723ZF9<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1183991.59   | 0.09%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northside Independent School District                                            | Northside Independent School District                                                     | CUSIP: 66702RJR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1880000 | PA      | $1881695.57   | 0.14%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McKinney Independent School District                                             | McKinney Independent School District                                                      | CUSIP: 581664MC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $401651.34    | 0.03%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                 | State of Florida                                                                          | CUSIP: 34153QJS6<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |   6580000 | PA      | $6886833.30   | 0.52%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Falls Community School District                                            | Cedar Falls Community School District                                                     | CUSIP: 150213FM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1534609.88   | 0.12%             | 2029-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Bexar TX                                                               | County of Bexar                                                                           | CUSIP: 0882815M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1705000 | PA      | $1761643.51   | 0.13%             | 2043-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barbers Hill Independent School District                                         | Barbers Hill Independent School District                                                  | CUSIP: 067167D78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $662079.41    | 0.05%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Haverhill MA                                                             | City of Haverhill                                                                         | CUSIP: 419507LY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1610000 | PA      | $1471822.07   | 0.11%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peace River Manasota Regional Water Supply Authority                             | Peace River Manasota Regional Water Supply Authority                                      | CUSIP: 704612DR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2030000 | PA      | $2037974.65   | 0.15%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966SAS5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2445000 | PA      | $2527005.79   | 0.19%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Pulaski AR                                                             | County of Pulaski                                                                         | CUSIP: 745392KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $551928.68    | 0.04%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Kentucky University                                                      | Eastern Kentucky University                                                               | CUSIP: 276552HN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1700960.00   | 0.13%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | State of Maryland                                                                         | CUSIP: 574193QR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2204549.71   | 0.17%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rhode Island Turnpike & Bridge Authority                                         | Rhode Island Turnpike & Bridge Authority                                                  | CUSIP: 762322AS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $962704.73    | 0.07%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | Kentucky State Property & Building Commission                                             | CUSIP: 49151FT91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $617634.19    | 0.05%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington County Industrial Development Authority                                | Arlington County Industrial Development Authority                                         | CUSIP: 041438GN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101959.08    | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | Florida Development Finance Corp.                                                         | CUSIP: 34061QAW7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1332261.84   | 0.10%             | 2030-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority                                                                | CUSIP: 59447TMC4<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   2595000 | PA      | $2666841.54   | 0.20%             | 2027-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | Permanent University Fund - Texas A&M University System                                   | CUSIP: 8821177W8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4790000 | PA      | $5005237.21   | 0.38%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | Austin Independent School District                                                        | CUSIP: 052430WC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1667365.31   | 0.12%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon                                                                           | CUSIP: 68609UQL2<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    440000 | PA      | $466725.07    | 0.03%             | 2044-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| School District of Broward County/FL                                             | School District of Broward County                                                         | CUSIP: 115065D68<br>LEI: 5493006KVNQDJ1D0OD92 | Long             | DBT              | MUN               | US        |   6010000 | PA      | $6545429.70   | 0.49%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| El Paso County School District No 2 Harrison                                     | El Paso County School District No. 2 Harrison                                             | CUSIP: 283371PS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1264879.40   | 0.09%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lewisville TX                                                            | City of Lewisville                                                                        | CUSIP: 528815NJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1342848.25   | 0.10%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | Central Florida Expressway Authority                                                      | CUSIP: 153476BQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1114656.18   | 0.08%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974DWK0<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1417690.56   | 0.11%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Beaverton OR Water Revenue                                               | City of Beaverton Water Revenue                                                           | CUSIP: 07556MFN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $652985.16    | 0.05%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL Sales Tax Revenue                                              | County of Cook Sales Tax Revenue                                                          | CUSIP: 213248CM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2110000 | PA      | $1953424.29   | 0.15%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Bryan TX Electric System Revenue                                         | City of Bryan Electric System Revenue                                                     | CUSIP: 117569MD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1142174.90   | 0.09%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brushy Creek Regional Utility Authority Inc                                      | Brushy Creek Regional Utility Authority, Inc.                                             | CUSIP: 117467FR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002791.40   | 0.08%             | 2032-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Utilities District of Omaha Gas System Revenue                      | Metropolitan Utilities District of Omaha Gas System Revenue                               | CUSIP: 592625CM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3776014.01   | 0.28%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin                                                                        | CUSIP: 97705ME35<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   3155000 | PA      | $3384552.75   | 0.25%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063DAS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5610000 | PA      | $5935349.71   | 0.44%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063D3X4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1885000 | PA      | $2130688.64   | 0.16%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | Illinois Finance Authority                                                                | CUSIP: 45204FJJ5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   2220000 | PA      | $2363016.17   | 0.18%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority                                            | CUSIP: 64613CAP3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    735000 | PA      | $813140.64    | 0.06%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida                                                                 | State of Florida                                                                          | CUSIP: 3411506G0<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1950836.75   | 0.15%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Franklin County School District No 1 Pasco                                       | Franklin County School District No. 1 Pasco                                               | CUSIP: 353442E44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1445000 | PA      | $1572070.55   | 0.12%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harris TX                                                              | County of Harris                                                                          | CUSIP: 414005P69<br>LEI: 549300G9BRP25M0W1S40 | Long             | DBT              | MUN               | US        |   2005000 | PA      | $2197747.67   | 0.16%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                               | Texas Department of Transportation State Highway Fund                                     | CUSIP: 88283LJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4385000 | PA      | $4515134.08   | 0.34%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Tourist Development Tax Revenue                             | County of Broward Tourist Development Tax Revenue                                         | CUSIP: 115085AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4908827.50   | 0.37%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of McKinney TX                                                              | City of McKinney                                                                          | CUSIP: 58178CLG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2277428.89   | 0.17%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | Tarrant County Cultural Education Facilities Finance Corp.                                | CUSIP: 87638QTG4<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011730.80   | 0.08%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon                                                                           | CUSIP: 68609UKX2<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   1271000 | PA      | $1348159.36   | 0.10%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                     | State of Oregon Department of Transportation                                              | CUSIP: 68607DTB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3530000 | PA      | $3644901.85   | 0.27%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582RJV9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1101759.07   | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District Water System Revenue                        | North Texas Municipal Water District Water System Revenue                                 | CUSIP: 662903C43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2254397.88   | 0.17%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School Board of Miami-Dade County/The                                            | School Board of Miami-Dade County                                                         | CUSIP: 59333MT62<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166801.59    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Florida Department of Transportation Turnpike System Revenue            | State of Florida Department of Transportation Turnpike System Revenue                     | CUSIP: 343137CB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003144.90   | 0.08%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | Chicago Transit Authority Sales Tax Receipts Fund                                         | CUSIP: 16772PEK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4655000 | PA      | $4787350.96   | 0.36%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Antonio Public Facilities Corp                                               | San Antonio Public Facilities Corp.                                                       | CUSIP: 796334BH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6815000 | PA      | $7504635.07   | 0.56%             | 2031-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Health Facilities Authority                                                | Idaho Health Facilities Authority                                                         | CUSIP: 451295B57<br>LEI: 549300X43KY1C2WW0J97 | Long             | DBT              | MUN               | US        |    290000 | PA      | $305605.77    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power                                                   | CUSIP: 544532HT4<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1218490.20   | 0.09%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Hoboken NJ                                                               | City of Hoboken                                                                           | CUSIP: 434110VJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3035000 | PA      | $3056405.86   | 0.23%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board | CUSIP: 592041ZV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5465000 | PA      | $5951944.07   | 0.45%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                            | State of Rhode Island                                                                     | CUSIP: 762223PU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $252639.05    | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | State of Oregon                                                                           | CUSIP: 68609UCF0<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   1835000 | PA      | $1974524.41   | 0.15%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | Central Florida Expressway Authority                                                      | CUSIP: 153476GT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2075000 | PA      | $2134901.31   | 0.16%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Richland County School District No 2/SC                                          | Richland County School District No. 2                                                     | CUSIP: 763682S85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1185136.48   | 0.09%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Stadium & Exposition District                                          | Louisiana Stadium & Exposition District                                                   | CUSIP: 546410CQ2<br>LEI: 5493000QEHWDGVGH7J62 | Long             | DBT              | MUN               | US        |    400000 | PA      | $427604.28    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maine                                                                   | State of Maine                                                                            | CUSIP: 56052AZL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2093630.20   | 0.16%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | Conroe Independent School District                                                        | CUSIP: 2084185K5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4076600.80   | 0.31%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Metropolitan Area Transit Authority                                   | Washington Metropolitan Area Transit Authority                                            | CUSIP: 938782FG9<br>LEI: 549300ADKOK76HQMJS30 | Long             | DBT              | MUN               | US        |   8345000 | PA      | $8721718.34   | 0.65%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                     | County of Prince George's                                                                 | CUSIP: 741702DQ4<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |   4150000 | PA      | $4365628.19   | 0.33%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                         | Harris County Cultural Education Facilities Finance Corp.                                 | CUSIP: 414009NG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1583504.30   | 0.12%             | 2028-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | Metropolitan Government of Nashville & Davidson County Water & Sewer Revenue              | CUSIP: 5920983D7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1434752.62   | 0.11%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pasco County School Board                                                        | Pasco County School Board                                                                 | CUSIP: 702528NA4<br>LEI: 549300NYEDMC7IDJPE68 | Long             | DBT              | MUN               | US        |   1985000 | PA      | $2112712.32   | 0.16%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Garfield County Educational Facilities Authority                                 | Garfield County Educational Facilities Authority                                          | CUSIP: 365716AU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1426734.82   | 0.11%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX INDEP SCH DIST SANSCD 08/26 FIXED 5                               | San Antonio Independent School District                                                   | CUSIP: 796269WM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4340000 | PA      | $4448080.76   | 0.33%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                         | Harris County Cultural Education Facilities Finance Corp.                                 | CUSIP: 414009JY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1293221.65   | 0.10%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson County Unified School District No 233 Olathe                             | Johnson County Unified School District No. 233 Olathe                                     | CUSIP: 478718U64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000708.20   | 0.15%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974EJG2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   2325000 | PA      | $2406634.94   | 0.18%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | San Joaquin Hills Transportation Corridor Agency                                          | CUSIP: 798111GP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $815205.15    | 0.06%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alachua County School Board                                                      | Alachua County School Board                                                               | CUSIP: 01069SGP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5230000 | PA      | $5678887.76   | 0.43%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | Empire State Development Corp.                                                            | CUSIP: 650036BW5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5842382.70   | 0.44%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | Energy Northwest                                                                          | CUSIP: 29270CV93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1218290.71   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | Dallas Independent School District                                                        | CUSIP: 235308T37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $790218.28    | 0.06%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                           | County of Baltimore                                                                       | CUSIP: 05914FZ52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4145000 | PA      | $4312402.04   | 0.32%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | Illinois Finance Authority                                                                | CUSIP: 45204FJH9<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2569066.21   | 0.19%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | Empire State Development Corp.                                                            | CUSIP: 6500353V8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1705000 | PA      | $1757958.66   | 0.13%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                              | State of New Jersey                                                                       | CUSIP: 646039YN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $545933.75    | 0.04%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Raleigh NC Combined Enterprise System Revenue                            | City of Raleigh Combined Enterprise System Revenue                                        | CUSIP: 751100NF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $164504.93    | 0.01%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | South Carolina Public Service Authority                                                   | CUSIP: 837151S34<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   2610000 | PA      | $2871518.35   | 0.22%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA Sewer Revenue                                                  | County of King Sewer Revenue                                                              | CUSIP: 495290EY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1721910.13   | 0.13%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063C6R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $625124.94    | 0.05%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cook County School District No 78 Rosemont                                       | Cook County School District No. 78 Rosemont                                               | CUSIP: 214003CA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1062393.80   | 0.08%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                    | Central Texas Turnpike System                                                             | CUSIP: 88283KBH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2315000 | PA      | $2384411.34   | 0.18%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Memphis TN                                                               | City of Memphis                                                                           | CUSIP: 5861454L5<br>LEI: 254900N4APYJWTAF5J46 | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1826560.03   | 0.14%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Cedar Park TX                                                            | City of Cedar Park                                                                        | CUSIP: 1504615K3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $636965.24    | 0.05%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966QZ52<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1527203.56   | 0.11%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966MPD5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2015000 | PA      | $2066674.27   | 0.15%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport                                                   | CUSIP: 2350367G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    760000 | PA      | $817632.93    | 0.06%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Township of Montville NJ                                                         | Township of Montville                                                                     | CUSIP: 615298MH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $505135.95    | 0.04%             | 2025-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                              | Houston Independent School District                                                       | CUSIP: 442403LZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4054738.40   | 0.30%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Bristol CT                                                               | City of Bristol                                                                           | CUSIP: 1098534R9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $904355.38    | 0.07%             | 2029-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA Sewerage Service Revenue                                  | City of New Orleans Sewerage Service Revenue                                              | CUSIP: 647719PF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1099000.66   | 0.08%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Williamson TN                                                          | County of Williamson                                                                      | CUSIP: 969872Q60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1805225.35   | 0.14%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Okaloosa County School Board                                                     | Okaloosa County School Board                                                              | CUSIP: 678233CT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1187179.06   | 0.09%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Metropolitan School District/WI                                          | Madison Metropolitan School District                                                      | CUSIP: 558495QZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1200237.06   | 0.09%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Iowa City IA                                                             | City of Iowa City                                                                         | CUSIP: 462308P35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1066150.90   | 0.08%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                             | Pennsylvania Higher Educational Facilities Authority                                      | CUSIP: 70917SXR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2295000 | PA      | $2303733.85   | 0.17%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boulder Valley School District No Re-2 Boulder                                   | Boulder Valley School District No. Re-2 Boulder                                           | CUSIP: 101547UR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4290000 | PA      | $4294923.63   | 0.32%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook County Community Consolidated School District No 15 Palatine                | Cook County Community Consolidated School District No. 15 Palatine                        | CUSIP: 213291TK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1068977.30   | 0.08%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | Central Florida Expressway Authority                                                      | CUSIP: 153476BK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1510996.50   | 0.11%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maine Health & Higher Educational Facilities Authority                           | Maine Health & Higher Educational Facilities Authority                                    | CUSIP: 56042RX64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $513823.97    | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hawaii HI                                                              | County of Hawaii                                                                          | CUSIP: 419722V34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1526698.95   | 0.11%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Cleveland OH Airport System Revenue                                      | City of Cleveland Airport System Revenue                                                  | CUSIP: 186352TP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1340219.00   | 0.10%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | State of Georgia                                                                          | CUSIP: 373385CL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6090000 | PA      | $6389447.13   | 0.48%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                              | State of New Jersey                                                                       | CUSIP: 646039YQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2455000 | PA      | $2602379.54   | 0.20%             | 2031-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Irving TX                                                                | City of Irving                                                                            | CUSIP: 463778AY6<br>LEI: 5493002R7BX8XPQ92O37 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $2014978.88   | 0.15%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City & County of Honolulu HI                                                     | City & County of Honolulu                                                                 | CUSIP: 438670X22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $772932.01    | 0.06%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University City School District/MO                                               | University City School District                                                           | CUSIP: 914148KS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $349462.64    | 0.03%             | 2044-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Anne Arundel MD                                                        | County of Anne Arundel                                                                    | CUSIP: 03588JNS7<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |   2875000 | PA      | $3100671.11   | 0.23%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                                 | Florida Development Finance Corp.                                                         | CUSIP: 34061QAV9<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1163282.44   | 0.09%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Municipal Light & Power Revenue                               | City of Seattle Municipal Light & Power Revenue                                           | CUSIP: 812643C69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $1028884.87   | 0.08%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saginaw City School District                                                     | Saginaw City School District                                                              | CUSIP: 786743PP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1434617.33   | 0.11%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | County of Miami-Dade Aviation Revenue                                                     | CUSIP: 59333P5S3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2538755.31   | 0.19%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Worth TX                                                            | City of Fort Worth                                                                        | CUSIP: 349426HJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1592079.30   | 0.12%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Collin TX                                                              | County of Collin                                                                          | CUSIP: 194740SJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $480928.59    | 0.04%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | Lower Colorado River Authority                                                            | CUSIP: 54811BZC8<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    510000 | PA      | $550973.91    | 0.04%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washoe County School District/NV                                                 | Washoe County School District                                                             | CUSIP: 940859BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1309563.75   | 0.10%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Madison WI                                                               | City of Madison                                                                           | CUSIP: 55844RXM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $973044.86    | 0.07%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Arlington VA                                                           | County of Arlington                                                                       | CUSIP: 041431XH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7025000 | PA      | $7605330.33   | 0.57%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA                                                               | City of Norfolk                                                                           | CUSIP: 655867R84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $599918.99    | 0.04%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                           | City of New Orleans                                                                       | CUSIP: 64763FWJ4<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1044603.19   | 0.08%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System                                        | CUSIP: 91514ALH6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |  14355000 | PA      | $14760393.81  | 1.11%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio                                                                             | CUSIP: 677522ZL1<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3020365.50   | 0.23%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                         | CUSIP: 452153FK0<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1296155.90   | 0.10%             | 2043-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | New York State Thruway Authority                                                          | CUSIP: 650028YF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3258008.40   | 0.24%             | 2029-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Will County Community Unit School District No 201-U Crete-Monee                  | Will County Community Unit School District No. 201-U Crete-Monee                          | CUSIP: 969003TG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $647938.81    | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minnesota Higher Education Facilities Authority                                  | Minnesota Higher Education Facilities Authority                                           | CUSIP: 60416JFR6<br>LEI: 549300DI4V4CIPMX7K35 | Long             | DBT              | MUN               | US        |    635000 | PA      | $689283.36    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fort Lauderdale FL Water & Sewer Revenue                                 | City of Fort Lauderdale Water & Sewer Revenue                                             | CUSIP: 347658ZR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $300107.30    | 0.02%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Knox TN                                                                | County of Knox                                                                            | CUSIP: 499513GG8<br>LEI: 549300WT27UFXOLT2D56 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1910691.13   | 0.14%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas                                                                            | CUSIP: 8827236T1<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   2840000 | PA      | $2969601.98   | 0.22%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | Pennsylvania State University                                                             | CUSIP: 709235YA7<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1132654.82   | 0.08%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County Public Utility District No 1 Generating System Revenue              | Clark County Public Utility District No. 1 Generating System Revenue                      | CUSIP: 181117GQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $696314.46    | 0.05%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Douglas County School District No 17/NE                                          | Douglas County School District No. 17                                                     | CUSIP: 259327N34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2380000 | PA      | $2428022.93   | 0.18%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri                        | CUSIP: 60637AVM1<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1577176.38   | 0.12%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee State School Bond Authority                                            | Tennessee State School Bond Authority                                                     | CUSIP: 880558HU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3018781.50   | 0.23%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Tourist Development Tax Revenue                             | County of Broward Tourist Development Tax Revenue                                         | CUSIP: 115085AP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2225000 | PA      | $2234301.39   | 0.17%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority                                                                | CUSIP: 59447TQP1<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   2030000 | PA      | $2084889.58   | 0.16%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Frederick MD                                                           | County of Frederick                                                                       | CUSIP: 35569PJX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4204591.20   | 0.32%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Manassas VA                                                              | City of Manassas                                                                          | CUSIP: 561824J38<br>LEI: 549300UXZ7FA0DPLIC25 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1021062.11   | 0.08%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | Prosper Independent School District                                                       | CUSIP: 7436005X2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1416684.64   | 0.11%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | State of Minnesota                                                                        | CUSIP: 60412ADN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3175000 | PA      | $3176573.85   | 0.24%             | 2032-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shawnee County Unified School District No 437 Auburn - Washburn                  | Shawnee County Unified School District No. 437 Auburn-Washburn                            | CUSIP: 820642UT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3128116.80   | 0.23%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Portland OR Water System Revenue                                         | City of Portland Water System Revenue                                                     | CUSIP: 736754SL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1440000 | PA      | $1565581.54   | 0.12%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Midlothian Independent School District                                           | Midlothian Independent School District                                                    | CUSIP: 59785MAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $477804.20    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | City of New York                                                                          | CUSIP: 64966QL40<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2374622.05   | 0.18%             | 2043-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Haverhill MA                                                             | City of Haverhill                                                                         | CUSIP: 419507LW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1283411.60   | 0.10%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Rhode Island                                                            | State of Rhode Island                                                                     | CUSIP: 76222RVT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3290000 | PA      | $3440820.18   | 0.26%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Wisconsin Hospitals & Clinics                                      | University of Wisconsin Hospitals & Clinics                                               | CUSIP: 915260ED1<br>LEI: 549300O76DW14JGO7224 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1183304.23   | 0.09%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                        | Metropolitan Government of Nashville & Davidson County                                    | CUSIP: 592112XX9<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |   6260000 | PA      | $5695809.99   | 0.43%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Kansas City MO                                                           | City of Kansas City                                                                       | CUSIP: 484873SJ4<br>LEI: 549300EGAE3I3XU7XE19 | Long             | DBT              | MUN               | US        |    400000 | PA      | $433844.44    | 0.03%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mobile County Board of School Commissioners                                      | Mobile County Board of School Commissioners                                               | CUSIP: 607298AG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $634991.45    | 0.05%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063C5U0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $765000.00    | 0.06%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cushing Educational Facilities Authority                                         | Cushing Educational Facilities Authority                                                  | CUSIP: 231634AG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3628913.25   | 0.27%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority                                                                | CUSIP: 59447T2M4<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1112714.82   | 0.08%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Illinois                                                           | University of Illinois                                                                    | CUSIP: 9143535Q6<br>LEI: 549300VD8PPC4Q5HK850 | Long             | DBT              | MUN               | US        |    640000 | PA      | $700806.27    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063C5W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256489.33    | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albuquerque Municipal School District No 12                                      | Albuquerque Municipal School District No. 12                                              | CUSIP: 013595YL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $524130.70    | 0.04%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                                 | State of Georgia                                                                          | CUSIP: 373385LU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1215487.44   | 0.09%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority                                                      | CUSIP: 89602N5N0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    925000 | PA      | $933928.38    | 0.07%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 405 Bellevue                                      | King County School District No. 405 Bellevue                                              | CUSIP: 495098C78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2425000 | PA      | $2444996.79   | 0.18%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upper Trinity Regional Water District                                            | Upper Trinity Regional Water District                                                     | CUSIP: 916672R34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $537984.84    | 0.04%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                            | Louisiana Public Facilities Authority                                                     | CUSIP: 546399UK0<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    135000 | PA      | $146633.15    | 0.01%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Temple Independent School District/TX                                            | Temple Independent School District                                                        | CUSIP: 880081SF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1095868.50   | 0.08%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                               | Texas Department of Transportation State Highway Fund                                     | CUSIP: 88283LGY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305520.78    | 0.02%             | 2026-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                                | County of King                                                                            | CUSIP: 49474FNY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    975000 | PA      | $982974.43    | 0.07%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | Tarrant County Cultural Education Facilities Finance Corp.                                | CUSIP: 87638THB2<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    465000 | PA      | $504042.56    | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Grand Rapids MI                                                          | City of Grand Rapids                                                                      | CUSIP: 386226N26<br>LEI: 254900GF6XDJ7XO6OR24 | Long             | DBT              | MUN               | US        |    235000 | PA      | $244776.89    | 0.02%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingston City School District                                                    | Kingston City School District                                                             | CUSIP: 496602NV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1999497.60   | 0.15%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | Illinois Finance Authority                                                                | CUSIP: 45204FP25<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   2060000 | PA      | $2103552.52   | 0.16%             | 2033-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Denton TX                                                                | City of Denton                                                                            | CUSIP: 248867DQ3<br>LEI: 549300UWEY8IKYK09T27 | Long             | DBT              | MUN               | US        |   2150000 | PA      | $2318878.42   | 0.17%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974DWP9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6014158.20   | 0.45%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063C8P8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2051914.60   | 0.15%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hennepin MN                                                            | County of Hennepin                                                                        | CUSIP: 425507FC9<br>LEI: 254900YDNULMQREFAU43 | Long             | DBT              | MUN               | US        |   5800000 | PA      | $6139920.02   | 0.46%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Austin Independent School District                                               | Austin Independent School District                                                        | CUSIP: 052430WG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2413641.39   | 0.18%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington & Multnomah Counties School District No 48J Beaverton                 | Washington & Multnomah Counties School District No. 48J Beaverton                         | CUSIP: 938429T64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2615961.75   | 0.20%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| School Board of Miami-Dade County/The                                            | School Board of Miami-Dade County                                                         | CUSIP: 59333RLC6<br>LEI: 549300J3U4QVT6U3O129 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051760.80   | 0.08%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romeo Community School District                                                  | Romeo Community School District                                                           | CUSIP: 776134QM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $247244.47    | 0.02%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD MON 11/27 FIXED 5                                             | County of Montgomery                                                                      | CUSIP: 61334PAJ2<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |   2555000 | PA      | $2701329.70   | 0.20%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loudoun County Sanitation Authority                                              | Loudoun County Sanitation Authority                                                       | CUSIP: 545904NJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4480000 | PA      | $4751510.85   | 0.36%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063C8Q6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $816057.12    | 0.06%             | 2027-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Texas System/The                                                   | Board of Regents of the University of Texas System                                        | CUSIP: 91514AEA9<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   2080000 | PA      | $2133890.93   | 0.16%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Phoenix Civic Improvement Corp                                           | City of Phoenix Civic Improvement Corp.                                                   | CUSIP: 718846AV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1905000 | PA      | $1989641.06   | 0.15%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990AGQ2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1306107.92   | 0.10%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Carolina Municipal Power Agency No 1                                       | North Carolina Municipal Power Agency No. 1                                               | CUSIP: 6582035L4<br>LEI: 549300N3Q65G1ODRFX75 | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1480544.04   | 0.11%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Hotel Occupancy Tax Revenue                                    | City of Dallas Hotel Occupancy Tax Revenue                                                | CUSIP: 235286AF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $623607.16    | 0.05%             | 2027-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990FPU2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   9250000 | PA      | $9444234.28   | 0.71%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cape Fear Public Utility Authority                                               | Cape Fear Public Utility Authority                                                        | CUSIP: 139391GB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $316478.52    | 0.02%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990KEC3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3135000 | PA      | $3185547.49   | 0.24%             | 2026-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV Passenger Facility Charge Revenue                             | County of Clark Passenger Facility Charge Revenue                                         | CUSIP: 181006HM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $2032293.39   | 0.15%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Nevada                                                                  | State of Nevada                                                                           | CUSIP: 641462SM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7194885.60   | 0.54%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Columbus OH                                                              | City of Columbus                                                                          | CUSIP: 199492TL3<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |   8865000 | PA      | $9097973.09   | 0.68%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                         | Massachusetts Development Finance Agency                                                  | CUSIP: 57584YTG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2781477.98   | 0.21%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Arlington TX Water & Wastewater System Revenue                           | City of Arlington Water & Wastewater System Revenue                                       | CUSIP: 04184KYV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1203816.29   | 0.09%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582RSJ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2490000 | PA      | $2422098.45   | 0.18%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athens-Clarke County Unified Government                                          | Athens-Clarke County Unified Government                                                   | CUSIP: 047064BE9<br>LEI: 5493001N4P5TQ2L9ZO30 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2016269.20   | 0.15%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Seattle WA Drainage & Wastewater Revenue                                 | City of Seattle Drainage & Wastewater Revenue                                             | CUSIP: 812631NP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8420000 | PA      | $8816747.87   | 0.66%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Muncie Sanitary District                                                         | Muncie Sanitary District                                                                  | CUSIP: 625847FJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $520282.40    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                               | Montana Facility Finance Authority                                                        | CUSIP: 61204MDF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $399886.44    | 0.03%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Park District                                                            | Chicago Park District                                                                     | CUSIP: 1676152L6<br>LEI: 549300DNSTZGBZLIU409 | Long             | DBT              | MUN               | US        |     70000 | PA      | $74518.43     | 0.01%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marble Falls Independent School District                                         | Marble Falls Independent School District                                                  | CUSIP: 566030XU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2765000 | PA      | $2987303.51   | 0.22%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland County Educational Facilities Authority                                | Cleveland County Educational Facilities Authority                                         | CUSIP: 18604TFB9<br>LEI: 549300XEV4DVO42DUA84 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1661578.65   | 0.12%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | Lower Colorado River Authority                                                            | CUSIP: 54811GJ76<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509300.65    | 0.04%             | 2026-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                           | Utah Transit Authority                                                                    | CUSIP: 917567JB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $540829.70    | 0.04%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Capital Grant Receipts Revenue                         | Chicago Transit Authority Capital Grant Receipts Revenue                                  | CUSIP: 167723HD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $658693.06    | 0.05%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                              | State of New Jersey                                                                       | CUSIP: 646039YM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $1091367.26   | 0.08%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Celina TX                                                                | City of Celina                                                                            | CUSIP: 151141B49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $449189.96    | 0.03%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fayetteville NC Public Works Commission Revenue                          | City of Fayetteville Public Works Commission Revenue                                      | CUSIP: 312805NC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3260000 | PA      | $3492271.41   | 0.26%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cook IL Sales Tax Revenue                                              | County of Cook Sales Tax Revenue                                                          | CUSIP: 213248DM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $326009.64    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tallahassee FL Utility System Revenue                                    | City of Tallahassee Utility System Revenue                                                | CUSIP: 874461LV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $637367.26    | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mobile County Board of School Commissioners                                      | Mobile County Board of School Commissioners                                               | CUSIP: 607298AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $697714.31    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County TN                        | Metropolitan Government of Nashville & Davidson County                                    | CUSIP: 592112TE6<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |  10160000 | PA      | $10576936.94  | 0.79%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582R4X1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  12000000 | PA      | $12669555.60  | 0.95%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kentucky State Property & Building Commission                                    | Kentucky State Property & Building Commission                                             | CUSIP: 49151FTC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $676678.34    | 0.05%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fort Bend Independent School District                                            | Fort Bend Independent School District                                                     | CUSIP: 346843UM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1418081.06   | 0.11%             | 2036-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| St Paul Independent School District No 625                                       | St. Paul Independent School District No. 625                                              | CUSIP: 79289ACH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1005000 | PA      | $964995.67    | 0.07%             | 2040-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romeo Community School District                                                  | Romeo Community School District                                                           | CUSIP: 776134QL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $292201.64    | 0.02%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Henrico VA                                                             | County of Henrico                                                                         | CUSIP: 426056P43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1764245.11   | 0.13%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glendale Union High School District No 205                                       | Glendale Union High School District No. 205                                               | CUSIP: 378334PL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $554763.47    | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                         | CUSIP: 452153AM1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1923116.94   | 0.14%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wylie Independent School District/Collin County                                  | Wylie Independent School District/Collin County                                           | CUSIP: 98306EBH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1049914.10   | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | City of San Antonio Electric & Gas Systems Revenue                                        | CUSIP: 7962534Y5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   2435000 | PA      | $2421478.93   | 0.18%             | 2036-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Milwaukee WI Sewerage System Revenue                                     | City of Milwaukee Sewerage System Revenue                                                 | CUSIP: 60242MET6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1291899.42   | 0.10%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hutto Independent School District                                                | Hutto Independent School District                                                         | CUSIP: 4484925N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $616480.20    | 0.05%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Ouachita Parish School District                                             | East Ouachita Parish School District                                                      | CUSIP: 689861QK1<br>LEI: 549300BMHC0SO61IJP44 | Long             | DBT              | MUN               | US        |    355000 | PA      | $367334.87    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974EEQ5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1559727.75   | 0.12%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey                                                   | CUSIP: 73358WZE7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1483915.34   | 0.11%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974EE77<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6627022.80   | 0.50%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                               | State of Minnesota                                                                        | CUSIP: 60412AE66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2141176.71   | 0.16%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Newton MA                                                                | City of Newton                                                                            | CUSIP: 653064KA2<br>LEI: 5493002K4RYNFEPKGB67 | Long             | DBT              | MUN               | US        |   3760000 | PA      | $3490424.54   | 0.26%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hillsborough County School Board                                                 | Hillsborough County School Board                                                          | CUSIP: 43232VVC2<br>LEI: 549300E7JND1K3JLOI29 | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1958343.08   | 0.15%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | Lower Colorado River Authority                                                            | CUSIP: 54811BZD6<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    400000 | PA      | $437501.28    | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Dallas TX Waterworks & Sewer System Revenue                              | City of Dallas Waterworks & Sewer System Revenue                                          | CUSIP: 23542JVC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2060000 | PA      | $2098814.73   | 0.16%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clark County Public Utility District No 1 Electric Revenue                       | Clark County Public Utility District No. 1 Electric Revenue                               | CUSIP: 181108C41<br>LEI: 549300YCT5BMOWZSMQ97 | Long             | DBT              | MUN               | US        |    410000 | PA      | $442618.49    | 0.03%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBUS OH COL 07/26 FIXED 5                                                    | City of Columbus                                                                          | CUSIP: 199492PT0<br>LEI: 254900NS3ODS0FZ3AM48 | Long             | DBT              | MUN               | US        |   4260000 | PA      | $4359061.61   | 0.33%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of North Carolina                                                          | State of North Carolina                                                                   | CUSIP: 6582563N0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5190000 | PA      | $5562147.91   | 0.42%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upper Trinity Regional Water District                                            | Upper Trinity Regional Water District                                                     | CUSIP: 916672R26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $215463.07    | 0.02%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pittsburgh Water & Sewer Authority                                               | Pittsburgh Water & Sewer Authority                                                        | CUSIP: 725304TU3<br>LEI: 54930034DVH6W22T1E86 | Long             | DBT              | MUN               | US        |   3675000 | PA      | $3768302.00   | 0.28%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974ERR9<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3216410.10   | 0.24%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                       | Illinois Finance Authority                                                                | CUSIP: 45204FM51<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    455000 | PA      | $467724.26    | 0.04%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Braunfels TX                                                         | City of New Braunfels                                                                     | CUSIP: 642526C88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1084322.18   | 0.08%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Alexandria VA                                                            | City of Alexandria                                                                        | CUSIP: 0153023S9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3210000 | PA      | $3371728.79   | 0.25%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | New York City Industrial Development Agency                                               | CUSIP: 64971PJY2<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2800068.97   | 0.21%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Orleans LA                                                           | City of New Orleans                                                                       | CUSIP: 64763FYV5<br>LEI: 54930084B6KHR5PR2651 | Long             | DBT              | MUN               | US        |   1195000 | PA      | $1284107.09   | 0.10%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | City of San Antonio Electric & Gas Systems Revenue                                        | CUSIP: 79625GKM4<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    300000 | PA      | $304370.76    | 0.02%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990EZ34<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001745.60   | 0.08%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Municipal Power Agency                                                   | Indiana Municipal Power Agency                                                            | CUSIP: 454898TV9<br>LEI: AX0ZCCVOQ71Z4RXBL233 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1382260.70   | 0.10%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                       | City of Austin Electric Utility Revenue                                                   | CUSIP: 052414VQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $924854.94    | 0.07%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                     | County of Prince George's                                                                 | CUSIP: 7417013F1<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |  10950000 | PA      | $11001947.90  | 0.82%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Meriden CT                                                               | City of Meriden                                                                           | CUSIP: 5895356G3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $537496.23    | 0.04%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Austin TX                                                                | City of Austin                                                                            | CUSIP: 052397K21<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |    840000 | PA      | $894277.02    | 0.07%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990FV50<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1121254.89   | 0.08%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Portland OR Sewer System Revenue                                         | City of Portland Sewer System Revenue                                                     | CUSIP: 736742XW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1560000 | PA      | $1594098.01   | 0.12%             | 2026-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority                                                      | CUSIP: 89602RDV4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |    585000 | PA      | $586899.61    | 0.04%             | 2043-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Hoboken NJ                                                               | City of Hoboken                                                                           | CUSIP: 434110VK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4560000 | PA      | $4606856.28   | 0.35%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| St Paul Independent School District No 625                                       | St. Paul Independent School District No. 625                                              | CUSIP: 79289ACL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1480000 | PA      | $1353761.62   | 0.10%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Belton MO                                                                | City of Belton                                                                            | CUSIP: 080869JW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2150000 | PA      | $2234103.49   | 0.17%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Norfolk VA                                                               | City of Norfolk                                                                           | CUSIP: 655867XT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2440000 | PA      | $2623133.47   | 0.20%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                            | Northwest Independent School District                                                     | CUSIP: 667826ED9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1907298.18   | 0.14%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063CVC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3003637.80   | 0.23%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Anne Arundel MD                                                        | County of Anne Arundel                                                                    | CUSIP: 03588JAW2<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2370560.23   | 0.18%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of King WA                                                                | County of King                                                                            | CUSIP: 49474FUN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $2243743.66   | 0.17%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clear Lake City Water Authority                                                  | Clear Lake City Water Authority                                                           | CUSIP: 18458PCG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $381805.23    | 0.03%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bay County School Board                                                          | Bay County School Board                                                                   | CUSIP: 072231FW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $602022.36    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chichester School District                                                       | Chichester School District                                                                | CUSIP: 168276SW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $233022.44    | 0.02%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Baltimore MD                                                           | County of Baltimore                                                                       | CUSIP: 05914FS50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4261579.20   | 0.32%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Will County Community Unit School District No 201-U Crete-Monee                  | Will County Community Unit School District No. 201-U Crete-Monee                          | CUSIP: 969003TF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $428481.01    | 0.03%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | State of Connecticut                                                                      | CUSIP: 20772J3Y6<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    715000 | PA      | $735102.15    | 0.06%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Papillion-La Vista School District No 27                                         | Papillion-La Vista School District No. 27                                                 | CUSIP: 698873M37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4210000 | PA      | $4321001.28   | 0.32%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allegheny County Hospital Development Authority                                  | Allegheny County Hospital Development Authority                                           | CUSIP: 01728A3R5<br>LEI: 54930046B973R604OG22 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1560696.15   | 0.12%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | State of Maryland                                                                         | CUSIP: 574193XP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5376950.50   | 0.40%             | 2028-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | Illinois State Toll Highway Authority                                                     | CUSIP: 452252LH0<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006797.60   | 0.08%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs CO Utilities System Revenue                             | City of Colorado Springs Utilities System Revenue                                         | CUSIP: 1966325N9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $434632.68    | 0.03%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gwinnett County Water & Sewerage Authority                                       | Gwinnett County Water & Sewerage Authority                                                | CUSIP: 403760LQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.15%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventura County Community College District                                        | Ventura County Community College District                                                 | CUSIP: 923040GN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5000951.50   | 0.37%             | 2032-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                     | State of Oregon Department of Transportation                                              | CUSIP: 68607DWF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1590604.41   | 0.12%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 405 Bellevue                                      | King County School District No. 405 Bellevue                                              | CUSIP: 495098C86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1555000 | PA      | $1607028.28   | 0.12%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity River Authority Denton Creek Wastewater Treatment System Revenue         | Trinity River Authority Denton Creek Wastewater Treatment System Revenue                  | CUSIP: 896564YV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $634127.82    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Florida Expressway Authority                                             | Central Florida Expressway Authority                                                      | CUSIP: 153476HG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $964822.14    | 0.07%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Texas System/The                                                   | Board of Regents of the University of Texas System                                        | CUSIP: 91514AEL5<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   4860000 | PA      | $4985918.23   | 0.37%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Loudoun VA                                                             | County of Loudoun                                                                         | CUSIP: 54589TJY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504016.90    | 0.04%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arlington Independent School District/TX                                         | Arlington Independent School District                                                     | CUSIP: 0418268N1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $575501.91    | 0.04%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582R2V7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    280000 | PA      | $300495.86    | 0.02%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | Pennsylvania Economic Development Financing Authority                                     | CUSIP: 70870JHD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $427223.08    | 0.03%             | 2029-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Council                                                             | Metropolitan Council                                                                      | CUSIP: 591852A99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $711144.07    | 0.05%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Madison WI                                                               | City of Madison                                                                           | CUSIP: 55844RZN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7745000 | PA      | $8167557.91   | 0.61%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Charleston SC                                                          | County of Charleston                                                                      | CUSIP: 160069ZQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2855000 | PA      | $3018433.90   | 0.23%             | 2027-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | Lower Colorado River Authority                                                            | CUSIP: 54811GK58<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1623291.78   | 0.12%             | 2032-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Will County Community Unit School District No 201-U Crete-Monee                  | Will County Community Unit School District No. 201-U Crete-Monee                          | CUSIP: 969003RN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $554504.83    | 0.04%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                                      | New York City Industrial Development Agency                                               | CUSIP: 64971PKA2<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1386128.49   | 0.10%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | Orlando Utilities Commission                                                              | CUSIP: 686507KW3<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |    440000 | PA      | $485013.06    | 0.04%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Richmond VA                                                              | City of Richmond                                                                          | CUSIP: 76541VTA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3275000 | PA      | $3407265.79   | 0.26%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Arlington TX                                                             | City of Arlington                                                                         | CUSIP: 041796B51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $2173416.04   | 0.16%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990KED1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1099057.05   | 0.08%             | 2029-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL                                                          | County of Miami-Dade                                                                      | CUSIP: 59333FN22<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   3230000 | PA      | $3527349.28   | 0.26%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Racine Unified School District                                                   | Racine Unified School District                                                            | CUSIP: 750046SD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $228357.74    | 0.02%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063C6S4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1614810.20   | 0.12%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                     | State of Kansas Department of Transportation                                              | CUSIP: 485424RE7<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1598964.91   | 0.12%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Beach County Health Facilities Authority                                    | Palm Beach County Health Facilities Authority                                             | CUSIP: 69651AAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107090.07    | 0.01%             | 2026-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conroe Independent School District                                               | Conroe Independent School District                                                        | CUSIP: 208418ZB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2290561.30   | 0.17%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Richardson Independent School District                                           | Richardson Independent School District                                                    | CUSIP: 7632618S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024962.80   | 0.08%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Anne Arundel MD                                                        | County of Anne Arundel                                                                    | CUSIP: 03588JMV1<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1358902.82   | 0.10%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Clark NV Passenger Facility Charge Revenue                             | County of Clark Passenger Facility Charge Revenue                                         | CUSIP: 181006HW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $496624.71    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hillsborough FL Wastewater Impact Fee                                  | County of Hillsborough Wastewater Impact Fee                                              | CUSIP: 432349AF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1050336.47   | 0.08%             | 2027-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Williamson TN                                                          | County of Williamson                                                                      | CUSIP: 969872Q78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1853312.40   | 0.14%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Health and Education Facilities Authority Act                      | New Hampshire Health & Education Facilities Authority Act                                 | CUSIP: 64461XLZ6<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |    375000 | PA      | $386005.65    | 0.03%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                  | State of Hawaii                                                                           | CUSIP: 419792WD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10060000 | PA      | $10420332.10  | 0.78%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | County of Miami-Dade Aviation Revenue                                                     | CUSIP: 59333P7Q5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $263110.43    | 0.02%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990AFG5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2930000 | PA      | $2979932.18   | 0.22%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denton Independent School District                                               | Denton Independent School District                                                        | CUSIP: 249002MH6<br>LEI: 5493005I9W678SUI0Z07 | Long             | DBT              | MUN               | US        |    700000 | PA      | $734084.05    | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | Louisville & Jefferson County Metropolitan Sewer District                                 | CUSIP: 546589Z47<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   3610000 | PA      | $3714963.64   | 0.28%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lower Colorado River Authority                                                   | Lower Colorado River Authority                                                            | CUSIP: 54811GP79<br>LEI: 549300QJFPW2NNBYR215 | Long             | DBT              | MUN               | US        |    910000 | PA      | $926711.24    | 0.07%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts                                                             | CUSIP: 57582RLA2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2034190.60   | 0.15%             | 2026-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio                                                                             | CUSIP: 677522VA9<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    780000 | PA      | $820990.33    | 0.06%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | California State Public Works Board                                                       | CUSIP: 13068XJW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4218157.60   | 0.32%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Celina TX                                                                | City of Celina                                                                            | CUSIP: 151141B56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $518124.20    | 0.04%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Northwest                                                                 | Energy Northwest                                                                          | CUSIP: 29270C4K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3370000 | PA      | $3463663.08   | 0.26%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063DJ58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1299273.88   | 0.10%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063C4S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2355357.55   | 0.18%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                                   | Lamar Consolidated Independent School District                                            | CUSIP: 513174M74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $477804.20    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Maryland                                                                | State of Maryland                                                                         | CUSIP: 574193QQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6135000 | PA      | $6446332.23   | 0.48%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| King County School District No 210 Federal Way                                   | King County School District No. 210 Federal Way                                           | CUSIP: 494890E85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1829539.78   | 0.14%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                              | Houston Independent School District                                                       | CUSIP: 442403QX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1560739.35   | 0.12%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Albuquerque NM                                                           | City of Albuquerque                                                                       | CUSIP: 0135188J7<br>LEI: 549300MV7H0GASZUCG39 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022549.00   | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Bryan TX Electric System Revenue                                         | City of Bryan Electric System Revenue                                                     | CUSIP: 117569MC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $639469.67    | 0.05%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corp                         | Harris County Cultural Education Facilities Finance Corp.                                 | CUSIP: 414009QT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2120000 | PA      | $1723632.72   | 0.13%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Independent School District                                              | Prosper Independent School District                                                       | CUSIP: 7436005W4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1294432.73   | 0.10%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Hawaii HI                                                              | County of Hawaii                                                                          | CUSIP: 4197223Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $197020.79    | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Milwaukee WI                                                             | City of Milwaukee                                                                         | CUSIP: 602366YK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5385000 | PA      | $5689041.41   | 0.43%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orlando Utilities Commission                                                     | Orlando Utilities Commission                                                              | CUSIP: 686507NB6<br>LEI: 549300EJR7JVMRXL5D66 | Long             | DBT              | MUN               | US        |    905000 | PA      | $930559.92    | 0.07%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport                                                      | CUSIP: 167593P89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4831763.00   | 0.36%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio                                                                             | CUSIP: 677522VM3<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1964753.63   | 0.15%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority                                                        | CUSIP: 64990AEU5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4505285.25   | 0.34%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Fairfax VA                                                             | County of Fairfax                                                                         | CUSIP: 30382ANA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2113449.53   | 0.16%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galveston Independent School District                                            | Galveston Independent School District                                                     | CUSIP: 364496QU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $466564.91    | 0.03%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Richardson TX                                                            | City of Richardson                                                                        | CUSIP: 763227WA9<br>LEI: 549300YMK2Z7UGNHHQ13 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1782410.48   | 0.13%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | State of Washington                                                                       | CUSIP: 93974ED29<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1564915.60   | 0.12%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas                                                                            | CUSIP: 882724ZT7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1200398.52   | 0.09%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cook County Community Consolidated School District No 34 Glenview                | Cook County Community Consolidated School District No. 34 Glenview                        | CUSIP: 213453LM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1189123.17   | 0.09%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin                                                                        | CUSIP: 97705MSM8<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1555000 | PA      | $1697972.14   | 0.13%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Harford MD                                                             | County of Harford                                                                         | CUSIP: 412487PF1<br>LEI: 549300BAMXA3G0J23I39 | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1261488.28   | 0.09%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery MD                                                          | County of Montgomery                                                                      | CUSIP: 6133406R4<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |   9500000 | PA      | $9688312.80   | 0.73%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                                 | Katy Independent School District                                                          | CUSIP: 486063VM9<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |    500000 | PA      | $517986.85    | 0.04%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                  | State of Hawaii                                                                           | CUSIP: 419792MG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1646609.20   | 0.12%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saline Area Schools                                                              | Saline Area Schools                                                                       | CUSIP: 795200ML5<br>LEI: 549300COVKKGR0VUE860 | Long             | DBT              | MUN               | US        |    470000 | PA      | $488558.84    | 0.04%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Convention & Visitors Authority                                        | Las Vegas Convention & Visitors Authority                                                 | CUSIP: 51771FAV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $778677.13    | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | State of California                                                                       | CUSIP: 13063CE22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4495000 | PA      | $4495297.57   | 0.34%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | Board of Regents of the University of Texas System                                        | CUSIP: 91514ANK7<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1825255.95   | 0.14%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Houston Independent School District                                              | Houston Independent School District                                                       | CUSIP: 442403KU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1165737.29   | 0.09%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Madison WI                                                               | City of Madison                                                                           | CUSIP: 55844RVA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5091233.50   | 0.38%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Montgomery OH                                                          | County of Montgomery                                                                      | CUSIP: 613520NY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1348367.72   | 0.10%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Prince George's MD                                                     | County of Prince George's                                                                 | CUSIP: 741702CL6<br>LEI: 549300NSQ1W50I0VU811 | Long             | DBT              | MUN               | US        |   2965000 | PA      | $3077401.67   | 0.23%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Kentucky University                                                      | Eastern Kentucky University                                                               | CUSIP: 276552HM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1628619.96   | 0.12%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miami-Dade County Health Facilities Authority                                    | Miami-Dade County Health Facilities Authority                                             | CUSIP: 59334NEJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $509484.45    | 0.04%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Hoboken NJ                                                               | City of Hoboken                                                                           | CUSIP: 434110VH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2945000 | PA      | $2950874.98   | 0.22%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Denver Health & Hospital Authority                                               | Denver Health & Hospital Authority                                                        | CUSIP: 24918TAK3<br>LEI: 549300WFV5S7GIR4OS67 | Long             | DBT              | MUN               | US        |    325000 | PA      | $341928.15    | 0.03%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                    | State of Ohio                                                                             | CUSIP: 677522UW2<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   7200000 | PA      | $7563934.80   | 0.57%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Roanoke VA                                                               | City of Roanoke                                                                           | CUSIP: 770078GN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $957621.07    | 0.07%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas State Technical College                                                    | Texas State Technical College                                                             | CUSIP: 88276REZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $890364.45    | 0.07%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clifton Higher Education Finance Corp                                            | Clifton Higher Education Finance Corp.                                                    | CUSIP: 187145PT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $736289.33    | 0.06%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** DFA INVESTMENT DIMENSIONS GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President