DFA INVESTMENT DIMENSIONS
GROUP INC.
PORTFOLIO HOLDINGS REPORT
July 31, 2021
(UNAUDITED)
Table of Contents
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
The Tax-Managed U.S. Marketwide
Value Series
NOTES TO SCHEDULES OF
INVESTMENTS
Organization
Security Valuation
Financial Instruments
Federal Tax Cost
Recently Issued Accounting
Standards
Other
Subsequent Event Evaluations
DIMENSIONAL EMERGING MARKETS VALUE
FUND
SCHEDULE OF INVESTMENTS
NOTES TO SCHEDULE OF
INVESTMENTS
Organization
Security Valuation
Financial Instruments
Federal Tax Cost
Recently Issued Accounting
Standards
Other
Subsequent Event Evaluations
DFA INVESTMENT DIMENSIONS
GROUP INC.
DEFINITIONS OF ABBREVIATIONS
AND FOOTNOTES
Schedules of Investments
Investment Abbreviations | |
ADR | American Depositary Receipt |
P.L.C. | Public Limited Company |
SA | Special Assessment |
BAM | Build America Mutual |
ST | Special Tax |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
USTMMR | U.S. Treasury Money Market Rate |
CDOR | Canadian Dollar Offered Rate |
GO | General Obligation |
MN CRED PROG | Minnesota School District Credit Program |
RB | Revenue Bond |
SD CRED PROG | School District Credit Program |
AGM | Assured Guaranty Municipal Corporation |
AMBAC | American Municipal Bond Assurance Corporation |
RN | Revenue Note |
CP | Certificate Participation |
GDR | Global Depositary Receipt |
SCH BD GTY | School Bond Guaranty |
USD | United States Dollar |
AUD | Australian Dollars |
CAD | Canadian Dollars |
GBP | British Pounds |
NOK | Norwegian Krone |
NZD | New Zealand Dollars |
SGD | Singapore Dollars |
EUR | Euro |
JPY | Japanese Yen |
INR | Indian Rupee |
Investment Footnotes | |
† | See Security Valuation Note within the Notes to Schedules of Investments. |
* | Non-Income Producing Securities. |
# | Total or Partial Securities on Loan. |
@ | Security purchased with cash collateral received from Securities on Loan. |
§ | Affiliated Fund. |
^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
» | Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments. |
(r) | The adjustable rate shown is effective as of July 31, 2021. |
Ω | Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund’s Liquidity Guidelines. The liquidity determination is unaudited. |
^ | Denominated in USD, unless otherwise noted. |
± | Face Amount of security is not adjusted for inflation. |
CONTINUED
¤ | Pre-refunded bonds are collateralized by U.S. Government or other eligible securities that are held in escrow and used to pay principal and interest and retire the bonds at the earliest refunding date (payment date) and/or whose interest rates vary with changes in a designated base rate (such as the prime interest rate). |
VA U.S. Large Value
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | ||||
COMMON STOCKS — (99.8%) | |||||
COMMUNICATION SERVICES — (11.2%) | |||||
Activision Blizzard, Inc. | 7,114 | $594,873 | |||
AT&T, Inc. | 464,014 | 13,015,593 | |||
* | Charter Communications, Inc., Class A | 13,352 | 9,934,555 | ||
Comcast Corp., Class A | 299,220 | 17,603,112 | |||
* | Discovery, Inc., Class A | 20,493 | 594,502 | ||
* | Discovery, Inc., Class C | 35,555 | 963,896 | ||
* | DISH Network Corp., Class A | 27,506 | 1,152,226 | ||
Electronic Arts, Inc. | 700 | 100,772 | |||
Fox Corp., Class A | 36,671 | 1,307,688 | |||
Fox Corp., Class B | 30,375 | 1,009,665 | |||
Interpublic Group of Cos., Inc. (The) | 16,852 | 595,887 | |||
* | Liberty Broadband Corp., Class A | 600 | 103,002 | ||
* | Liberty Broadband Corp., Class C | 6,600 | 1,171,434 | ||
* | Liberty Media Corp.-Liberty Formula One, Class A | 535 | 22,181 | ||
* | Liberty Media Corp.-Liberty Formula One, Class C | 4,527 | 212,452 | ||
* | Liberty Media Corp.-Liberty SiriusXM, Class A | 4,466 | 208,517 | ||
* | Liberty Media Corp.-Liberty SiriusXM, Class C | 14,451 | 667,636 | ||
Lumen Technologies, Inc. | 130,666 | 1,629,405 | |||
* | Madison Square Garden Entertainment Corp. | 154 | 10,774 | ||
News Corp., Class A | 16,744 | 412,405 | |||
News Corp., Class B | 8,065 | 189,608 | |||
* | T-Mobile US, Inc. | 30,281 | 4,361,070 | ||
* | Twitter, Inc. | 1 | 70 | ||
Verizon Communications, Inc. | 65,129 | 3,632,896 | |||
ViacomCBS, Inc., Class A | 1,652 | 73,563 | |||
ViacomCBS, Inc., Class B | 67,046 | 2,744,193 | |||
* | Walt Disney Co. (The) | 49,095 | 8,641,702 | ||
TOTAL COMMUNICATION SERVICES | 70,953,677 | ||||
CONSUMER DISCRETIONARY — (6.9%) | |||||
Advance Auto Parts, Inc. | 7,659 | 1,624,168 | |||
* | Aptiv P.L.C. | 4,140 | 690,759 | ||
Aramark | 21,061 | 739,873 | |||
Autoliv, Inc. | 10,304 | 1,039,467 | |||
BorgWarner, Inc. | 27,403 | 1,342,199 | |||
* | Capri Holdings, Ltd. | 1,300 | 73,203 | ||
* | CarMax, Inc. | 9,448 | 1,265,560 | ||
#* | Carnival Corp. | 43,840 | 949,136 | ||
* | Dollar Tree, Inc. | 14,715 | 1,468,410 | ||
DR Horton, Inc. | 56,804 | 5,420,806 | |||
* | Expedia Group, Inc. | 1 | 161 | ||
* | Ford Motor Co. | 156,704 | 2,186,021 | ||
Gap, Inc. (The) | 14,576 | 425,182 | |||
Garmin, Ltd. | 11,471 | 1,803,241 | |||
* | General Motors Co. | 100,456 | 5,709,919 | ||
Gentex Corp. | 29,709 | 1,010,997 | |||
Harley-Davidson, Inc. | 1,373 | 54,398 | |||
Hasbro, Inc. | 3,203 | 318,506 | |||
* | Hyatt Hotels Corp., Class A | 2,188 | 174,756 | ||
Kohl's Corp. | 12,377 | 628,752 | |||
Lear Corp. | 6,694 | 1,171,316 | |||
Lennar Corp., Class A | 22,553 | 2,371,448 | |||
Lennar Corp., Class B | 1,507 | 130,129 |
VA U.S. Large Value Portfolio
CONTINUED
Shares | Value† | ||||
CONSUMER DISCRETIONARY — (Continued) | |||||
Lithia Motors, Inc., Class A | 2,389 | $901,179 | |||
* | LKQ Corp. | 36,546 | 1,854,709 | ||
MGM Resorts International | 32,476 | 1,218,824 | |||
* | Mohawk Industries, Inc. | 9,865 | 1,922,688 | ||
Newell Brands, Inc. | 8,465 | 209,509 | |||
#* | Norwegian Cruise Line Holdings, Ltd. | 12,160 | 292,205 | ||
PulteGroup, Inc. | 42,097 | 2,309,862 | |||
* | PVH Corp. | 6,178 | 646,342 | ||
Ralph Lauren Corp. | 2,390 | 271,313 | |||
* | Royal Caribbean Cruises, Ltd. | 10,937 | 840,727 | ||
Service Corp. International | 700 | 43,743 | |||
* | Skechers U.S.A., Inc., Class A | 2,403 | 128,993 | ||
* | Tapestry, Inc. | 9,902 | 418,855 | ||
Target Corp. | 1,223 | 319,264 | |||
Toll Brothers, Inc. | 3,807 | 225,641 | |||
#* | Veoneer, Inc. | 2,824 | 88,448 | ||
Whirlpool Corp. | 7,935 | 1,757,920 | |||
TOTAL CONSUMER DISCRETIONARY | 44,048,629 | ||||
CONSUMER STAPLES — (5.6%) | |||||
Archer-Daniels-Midland Co. | 24,001 | 1,433,340 | |||
Bunge, Ltd. | 15,242 | 1,183,236 | |||
Conagra Brands, Inc. | 34,544 | 1,156,879 | |||
Constellation Brands, Inc., Class A | 9,936 | 2,229,042 | |||
* | Coty, Inc., Class A | 7,970 | 69,578 | ||
* | Darling Ingredients, Inc. | 12,400 | 856,468 | ||
General Mills, Inc. | 26,656 | 1,568,972 | |||
Hormel Foods Corp. | 9,549 | 442,883 | |||
JM Smucker Co. (The) | 13,623 | 1,786,111 | |||
Keurig Dr Pepper, Inc. | 5,429 | 191,155 | |||
Kraft Heinz Co. (The) | 28,643 | 1,101,896 | |||
Kroger Co. (The) | 80,164 | 3,262,675 | |||
* | Molson Coors Beverage Co., Class B | 11,394 | 557,053 | ||
Mondelez International, Inc., Class A | 74,765 | 4,729,634 | |||
* | Pilgrim's Pride Corp. | 2,655 | 58,808 | ||
* | Post Holdings, Inc. | 7,880 | 806,439 | ||
Seaboard Corp. | 12 | 49,320 | |||
Spectrum Brands Holdings, Inc. | 174 | 15,199 | |||
Tyson Foods, Inc., Class A | 36,011 | 2,573,346 | |||
* | US Foods Holding Corp. | 17,034 | 584,948 | ||
Walgreens Boots Alliance, Inc. | 78,075 | 3,681,236 | |||
Walmart, Inc. | 52,356 | 7,463,348 | |||
TOTAL CONSUMER STAPLES | 35,801,566 | ||||
ENERGY — (7.2%) | |||||
APA Corp. | 4,268 | 80,025 | |||
Baker Hughes Co. | 21,033 | 446,741 | |||
Cabot Oil & Gas Corp. | 3,970 | 63,520 | |||
Chevron Corp. | 57,713 | 5,875,761 | |||
Cimarex Energy Co. | 923 | 60,180 | |||
ConocoPhillips | 109,454 | 6,135,991 | |||
Continental Resources, Inc. | 5,878 | 200,734 | |||
Devon Energy Corp. | 23,974 | 619,488 | |||
Diamondback Energy, Inc. | 3,941 | 303,969 | |||
EOG Resources, Inc. | 24,597 | 1,792,137 | |||
Exxon Mobil Corp. | 173,141 | 9,967,727 | |||
Halliburton Co. | 34,566 | 714,825 | |||
Helmerich & Payne, Inc. | 818 | 23,452 |
VA U.S. Large Value Portfolio
CONTINUED
Shares | Value† | ||||
ENERGY — (Continued) | |||||
Hess Corp. | 28,436 | $2,173,648 | |||
Kinder Morgan, Inc. | 95,103 | 1,652,890 | |||
Marathon Oil Corp. | 18,135 | 210,185 | |||
Marathon Petroleum Corp. | 32,236 | 1,780,072 | |||
Murphy Oil Corp. | 2,737 | 59,420 | |||
* | NOV, Inc. | 626 | 8,645 | ||
Occidental Petroleum Corp. | 94,332 | 2,462,065 | |||
ONEOK, Inc. | 12,455 | 647,286 | |||
Phillips 66 | 18,704 | 1,373,435 | |||
Pioneer Natural Resources Co. | 14,504 | 2,108,447 | |||
Schlumberger, N.V. | 90,012 | 2,595,046 | |||
Targa Resources Corp. | 9,717 | 409,183 | |||
Valero Energy Corp. | 33,270 | 2,228,092 | |||
Williams Cos., Inc. (The) | 53,329 | 1,335,891 | |||
TOTAL ENERGY | 45,328,855 | ||||
FINANCIALS — (21.6%) | |||||
Aflac, Inc. | 44,437 | 2,444,035 | |||
* | Alleghany Corp. | 521 | 345,475 | ||
Allstate Corp. (The) | 32,749 | 4,259,007 | |||
Ally Financial, Inc. | 51,633 | 2,651,871 | |||
American Financial Group, Inc. | 7,203 | 911,107 | |||
American International Group, Inc. | 29,430 | 1,393,511 | |||
* | Arch Capital Group, Ltd. | 16,276 | 634,764 | ||
Assurant, Inc. | 3,963 | 625,401 | |||
* | Athene Holding, Ltd., Class A | 10,879 | 703,001 | ||
Axis Capital Holdings, Ltd. | 973 | 49,497 | |||
Bank of America Corp. | 265,008 | 10,165,745 | |||
Bank of New York Mellon Corp. (The) | 61,832 | 3,173,837 | |||
* | Berkshire Hathaway, Inc., Class B | 41,611 | 11,579,925 | ||
Capital One Financial Corp. | 27,365 | 4,424,920 | |||
Charles Schwab Corp. (The) | 5,085 | 345,526 | |||
Chubb, Ltd. | 11,100 | 1,873,014 | |||
Cincinnati Financial Corp. | 4,307 | 507,709 | |||
Citigroup, Inc. | 108,416 | 7,331,090 | |||
Citizens Financial Group, Inc. | 23,897 | 1,007,498 | |||
CNA Financial Corp. | 3,404 | 149,810 | |||
Comerica, Inc. | 7,975 | 547,564 | |||
East West Bancorp, Inc. | 3,233 | 230,028 | |||
Equitable Holdings, Inc. | 10,621 | 327,870 | |||
Everest Re Group, Ltd. | 1,981 | 500,856 | |||
Fifth Third Bancorp | 73,951 | 2,683,682 | |||
First Horizon Corp. | 31,098 | 480,464 | |||
Franklin Resources, Inc. | 9,835 | 290,624 | |||
Globe Life, Inc. | 4,255 | 396,183 | |||
Goldman Sachs Group, Inc. (The) | 19,904 | 7,461,612 | |||
Hartford Financial Services Group, Inc. (The) | 50,871 | 3,236,413 | |||
Huntington Bancshares, Inc. | 142,365 | 2,004,499 | |||
Invesco, Ltd. | 12,464 | 303,872 | |||
Jefferies Financial Group, Inc. | 1,212 | 40,226 | |||
JPMorgan Chase & Co. | 131,520 | 19,962,106 | |||
KeyCorp | 69,635 | 1,369,024 | |||
Lincoln National Corp. | 10,260 | 632,221 | |||
Loews Corp. | 13,619 | 730,387 | |||
M&T Bank Corp. | 7,296 | 976,570 | |||
* | Markel Corp. | 361 | 435,427 | ||
MetLife, Inc. | 35,347 | 2,039,522 | |||
Morgan Stanley | 87,595 | 8,407,368 | |||
Northern Trust Corp. | 11,340 | 1,279,719 |
VA U.S. Large Value Portfolio
CONTINUED
Shares | Value† | ||||
FINANCIALS — (Continued) | |||||
PacWest Bancorp | 1,151 | $45,833 | |||
People's United Financial, Inc. | 8,409 | 132,021 | |||
PNC Financial Services Group, Inc. (The) | 16,108 | 2,938,260 | |||
Principal Financial Group, Inc. | 29,370 | 1,824,758 | |||
Prosperity Bancshares, Inc. | 567 | 38,664 | |||
Prudential Financial, Inc. | 14,337 | 1,437,714 | |||
Raymond James Financial, Inc. | 2,478 | 320,851 | |||
Regions Financial Corp. | 73,172 | 1,408,561 | |||
Reinsurance Group of America, Inc. | 3,446 | 379,680 | |||
RenaissanceRe Holdings, Ltd. | 2,150 | 328,284 | |||
Santander Consumer USA Holdings, Inc. | 13,088 | 537,001 | |||
Signature Bank | 289 | 65,594 | |||
State Street Corp. | 25,275 | 2,202,464 | |||
Synchrony Financial | 25,628 | 1,205,029 | |||
Synovus Financial Corp. | 4,904 | 200,574 | |||
Travelers Cos., Inc. (The) | 27,113 | 4,037,668 | |||
Truist Financial Corp. | 56,633 | 3,082,534 | |||
U.S. Bancorp. | 30,187 | 1,676,586 | |||
Unum Group | 3,525 | 96,585 | |||
# | Voya Financial, Inc. | 2,948 | 189,851 | ||
Wells Fargo & Co. | 110,795 | 5,089,922 | |||
Willis Towers Watson P.L.C. | 1 | 206 | |||
WR Berkley Corp. | 986 | 72,146 | |||
Zions Bancorp NA | 11,396 | 594,301 | |||
TOTAL FINANCIALS | 136,818,067 | ||||
HEALTH CARE — (15.9%) | |||||
Abbott Laboratories | 6,348 | 767,981 | |||
Anthem, Inc. | 20,572 | 7,899,854 | |||
AstraZeneca P.L.C., Sponsored ADR | 17,723 | 1,014,464 | |||
Baxter International, Inc. | 14,414 | 1,114,923 | |||
Becton Dickinson and Co. | 4,531 | 1,158,803 | |||
* | Biogen, Inc. | 5,885 | 1,922,806 | ||
* | Bio-Rad Laboratories, Inc., Class A | 918 | 678,870 | ||
* | Boston Scientific Corp. | 1,580 | 72,048 | ||
Bristol-Myers Squibb Co. | 91,429 | 6,205,286 | |||
* | Catalent, Inc. | 500 | 59,905 | ||
* | Centene Corp. | 31,729 | 2,176,927 | ||
* | Change Healthcare, Inc. | 3,848 | 83,540 | ||
* | Charles River Laboratories International, Inc. | 1 | 407 | ||
Cigna Corp. | 29,406 | 6,748,383 | |||
Cooper Cos., Inc. (The) | 200 | 84,354 | |||
CVS Health Corp. | 101,173 | 8,332,608 | |||
Danaher Corp. | 20,344 | 6,052,136 | |||
* | DaVita, Inc. | 9,053 | 1,088,623 | ||
DENTSPLY SIRONA, Inc. | 10,502 | 693,552 | |||
* | Elanco Animal Health, Inc. | 6,840 | 249,455 | ||
* | Envista Holdings Corp. | 1,720 | 74,098 | ||
Gilead Sciences, Inc. | 34,652 | 2,366,385 | |||
* | Henry Schein, Inc. | 11,024 | 883,574 | ||
Humana, Inc. | 9,731 | 4,144,044 | |||
* | IQVIA Holdings, Inc. | 3,360 | 832,272 | ||
* | Jazz Pharmaceuticals P.L.C. | 6,215 | 1,053,567 | ||
* | Laboratory Corp. of America Holdings | 14,026 | 4,153,800 | ||
McKesson Corp. | 6,148 | 1,253,147 | |||
Medtronic P.L.C. | 39,878 | 5,236,380 | |||
PerkinElmer, Inc. | 2,281 | 415,667 | |||
Perrigo Co. P.L.C. | 1 | 48 | |||
Pfizer, Inc. | 367,606 | 15,737,213 |
VA U.S. Large Value Portfolio
CONTINUED
Shares | Value† | ||||
HEALTH CARE — (Continued) | |||||
Quest Diagnostics, Inc. | 17,859 | $2,532,406 | |||
* | Regeneron Pharmaceuticals, Inc. | 1,025 | 588,975 | ||
STERIS P.L.C. | 6,722 | 1,465,060 | |||
* | Syneos Health, Inc. | 3,195 | 286,496 | ||
* | Teladoc Health, Inc. | 452 | 67,099 | ||
Thermo Fisher Scientific, Inc. | 15,941 | 8,608,299 | |||
* | United Therapeutics Corp. | 775 | 140,996 | ||
UnitedHealth Group, Inc. | 131 | 54,001 | |||
Universal Health Services, Inc., Class B | 11,058 | 1,773,814 | |||
Viatris, Inc. | 105,358 | 1,482,387 | |||
Zimmer Biomet Holdings, Inc. | 8,274 | 1,352,137 | |||
TOTAL HEALTH CARE | 100,906,790 | ||||
INDUSTRIALS — (13.2%) | |||||
* | AECOM | 13,929 | 876,970 | ||
AGCO Corp. | 9,374 | 1,238,399 | |||
* | Alaska Air Group, Inc. | 8,088 | 469,347 | ||
AMERCO | 2,175 | 1,278,813 | |||
AMETEK, Inc. | 3,123 | 434,253 | |||
Arcosa, Inc. | 1,576 | 86,302 | |||
* | Builders FirstSource, Inc. | 16,700 | 743,150 | ||
* | CACI International, Inc., Class A | 200 | 53,392 | ||
Carlisle Cos., Inc. | 7,596 | 1,536,215 | |||
Carrier Global Corp. | 48,087 | 2,656,807 | |||
Cummins, Inc. | 10,867 | 2,522,231 | |||
Deere & Co. | 199 | 71,956 | |||
* | Delta Air Lines, Inc. | 12,173 | 485,703 | ||
Dover Corp. | 8,834 | 1,476,338 | |||
Eaton Corp. P.L.C. | 25,593 | 4,044,974 | |||
Emerson Electric Co. | 5,210 | 525,637 | |||
FedEx Corp. | 18,335 | 5,132,883 | |||
Fortive Corp. | 7,159 | 520,173 | |||
Fortune Brands Home & Security, Inc. | 12,304 | 1,199,271 | |||
General Dynamics Corp. | 13,487 | 2,643,857 | |||
General Electric Co. | 166,539 | 2,156,680 | |||
* | Howmet Aerospace, Inc. | 44,451 | 1,458,882 | ||
Hubbell, Inc. | 2,329 | 466,871 | |||
Huntington Ingalls Industries, Inc. | 508 | 104,206 | |||
IHS Markit, Ltd. | 2,405 | 281,000 | |||
* | Ingersoll Rand, Inc. | 18,883 | 922,812 | ||
ITT, Inc. | 400 | 39,164 | |||
Jacobs Engineering Group, Inc. | 11,137 | 1,506,279 | |||
* | JetBlue Airways Corp. | 20,282 | 299,971 | ||
Johnson Controls International P.L.C. | 36,356 | 2,596,545 | |||
Kansas City Southern | 12,742 | 3,412,308 | |||
Knight-Swift Transportation Holdings, Inc. | 1 | 50 | |||
L3Harris Technologies, Inc. | 2,484 | 563,222 | |||
Leidos Holdings, Inc. | 16,426 | 1,748,055 | |||
* | MasTec, Inc. | 425 | 43,023 | ||
* | Middleby Corp. (The) | 1,625 | 311,171 | ||
Nielsen Holdings P.L.C. | 28,793 | 682,106 | |||
Norfolk Southern Corp. | 19,025 | 4,905,216 | |||
Northrop Grumman Corp. | 334 | 121,249 | |||
nVent Electric P.L.C. | 1 | 32 | |||
Oshkosh Corp. | 4,557 | 544,789 | |||
Otis Worldwide Corp. | 2,174 | 194,682 | |||
Owens Corning | 8,274 | 795,628 | |||
PACCAR, Inc. | 19,571 | 1,624,197 | |||
Parker-Hannifin Corp. | 2,775 | 865,883 |
VA U.S. Large Value Portfolio
CONTINUED
Shares | Value† | ||||
INDUSTRIALS — (Continued) | |||||
Pentair P.L.C. | 17,893 | $1,318,177 | |||
Quanta Services, Inc. | 17,126 | 1,556,753 | |||
Raytheon Technologies Corp. | 44,815 | 3,896,664 | |||
Republic Services, Inc. | 36,856 | 4,362,276 | |||
Roper Technologies, Inc. | 1,058 | 519,838 | |||
* | Sensata Technologies Holding P.L.C. | 18,330 | 1,074,505 | ||
Snap-on, Inc. | 6,398 | 1,394,636 | |||
* | Southwest Airlines Co. | 29,586 | 1,494,685 | ||
Stanley Black & Decker, Inc. | 16,936 | 3,337,239 | |||
#* | Sunrun, Inc. | 2,269 | 120,189 | ||
* | Teledyne Technologies, Inc. | 1 | 453 | ||
Textron, Inc. | 32,300 | 2,229,023 | |||
Trane Technologies P.L.C. | 16,473 | 3,354,067 | |||
* | United Airlines Holdings, Inc. | 23,481 | 1,097,032 | ||
* | United Rentals, Inc. | 5,602 | 1,846,139 | ||
Westinghouse Air Brake Technologies Corp. | 6,704 | 568,968 | |||
* | XPO Logistics, Inc. | 14,263 | 1,978,135 | ||
TOTAL INDUSTRIALS | 83,789,471 | ||||
INFORMATION TECHNOLOGY — (9.8%) | |||||
* | Akamai Technologies, Inc. | 7,158 | 858,387 | ||
Amdocs, Ltd. | 15,020 | 1,158,192 | |||
Analog Devices, Inc. | 14,527 | 2,432,110 | |||
* | Arrow Electronics, Inc. | 9,787 | 1,160,445 | ||
Avnet, Inc. | 1,297 | 53,592 | |||
Broadcom, Inc. | 152 | 73,781 | |||
* | Ciena Corp. | 1,583 | 92,036 | ||
Cognizant Technology Solutions Corp., Class A | 35,955 | 2,643,771 | |||
* | Concentrix Corp. | 2,352 | 385,093 | ||
Corning, Inc. | 87,648 | 3,668,945 | |||
Dolby Laboratories, Inc., Class A | 2,820 | 273,822 | |||
* | DXC Technology Co. | 10,899 | 435,742 | ||
Fidelity National Information Services, Inc. | 17,682 | 2,635,502 | |||
* | First Solar, Inc. | 1,244 | 107,034 | ||
* | Fiserv, Inc. | 13,337 | 1,535,222 | ||
* | Flex, Ltd. | 51,876 | 932,212 | ||
Global Payments, Inc. | 5,589 | 1,080,968 | |||
Hewlett Packard Enterprise Co. | 169,352 | 2,455,604 | |||
HP, Inc. | 106,724 | 3,081,122 | |||
#* | II-VI, Inc. | 781 | 54,522 | ||
Intel Corp. | 262,433 | 14,097,901 | |||
* | IPG Photonics Corp. | 430 | 93,809 | ||
Jabil, Inc. | 5,001 | 297,760 | |||
Juniper Networks, Inc. | 24,251 | 682,423 | |||
Lam Research Corp. | 581 | 370,335 | |||
Marvell Technology, Inc. | 24,933 | 1,508,696 | |||
Microchip Technology, Inc. | 52 | 7,442 | |||
* | Micron Technology, Inc. | 87,168 | 6,762,493 | ||
MKS Instruments, Inc. | 200 | 31,288 | |||
* | ON Semiconductor Corp. | 49,644 | 1,939,095 | ||
* | Qorvo, Inc. | 11,900 | 2,256,121 | ||
Skyworks Solutions, Inc. | 6,050 | 1,116,285 | |||
SS&C Technologies Holdings, Inc. | 23,811 | 1,866,544 | |||
SYNNEX Corp. | 2,852 | 340,928 | |||
TE Connectivity, Ltd. | 21,409 | 3,157,185 | |||
* | Trimble, Inc. | 1 | 86 | ||
Vontier Corp. | 2,863 | 92,618 | |||
* | Western Digital Corp. | 32,201 | 2,090,811 |
VA U.S. Large Value Portfolio
CONTINUED
Shares | Value† | ||||
INFORMATION TECHNOLOGY — (Continued) | |||||
Xerox Holdings Corp. | 3,127 | $75,455 | |||
TOTAL INFORMATION TECHNOLOGY | 61,905,377 | ||||
MATERIALS — (7.7%) | |||||
Air Products & Chemicals, Inc. | 6,186 | 1,800,312 | |||
Albemarle Corp. | 10,443 | 2,151,676 | |||
Amcor P.L.C. | 77,242 | 892,917 | |||
* | Arconic Corp. | 3,229 | 116,050 | ||
Ashland Global Holdings, Inc. | 1 | 85 | |||
Celanese Corp., Class A | 1,076 | 167,608 | |||
CF Industries Holdings, Inc. | 24,426 | 1,154,128 | |||
#* | Cleveland-Cliffs, Inc. | 15,656 | 391,400 | ||
Corteva, Inc. | 30,578 | 1,308,127 | |||
Dow, Inc. | 53,405 | 3,319,655 | |||
DuPont de Nemours, Inc. | 9,671 | 725,809 | |||
Eastman Chemical Co. | 19,127 | 2,155,995 | |||
Freeport-McMoRan, Inc. | 103,786 | 3,954,247 | |||
Huntsman Corp. | 3,937 | 103,976 | |||
International Flavors & Fragrances, Inc. | 10,181 | 1,533,666 | |||
International Paper Co. | 46,145 | 2,665,335 | |||
Linde P.L.C. | 15,986 | 4,913,937 | |||
LyondellBasell Industries NV, Class A | 21,101 | 2,095,962 | |||
Martin Marietta Materials, Inc. | 6,236 | 2,265,539 | |||
Mosaic Co. (The) | 23,716 | 740,651 | |||
Newmont Corp. | 41,925 | 2,633,728 | |||
Nucor Corp. | 41,885 | 4,356,878 | |||
Packaging Corp. of America | 10,295 | 1,456,742 | |||
Reliance Steel & Aluminum Co. | 8,693 | 1,366,105 | |||
Royal Gold, Inc. | 2,190 | 266,129 | |||
Sonoco Products Co. | 945 | 60,282 | |||
Steel Dynamics, Inc. | 28,855 | 1,859,705 | |||
Valvoline, Inc. | 16,013 | 491,279 | |||
Vulcan Materials Co. | 12,948 | 2,330,510 | |||
Westlake Chemical Corp. | 8,620 | 714,770 | |||
WestRock Co. | 22,561 | 1,110,227 | |||
TOTAL MATERIALS | 49,103,430 | ||||
REAL ESTATE — (0.5%) | |||||
* | CBRE Group, Inc., Class A | 19,328 | 1,864,379 | ||
* | Howard Hughes Corp. (The) | 807 | 74,817 | ||
* | Jones Lang LaSalle, Inc. | 4,563 | 1,015,587 | ||
TOTAL REAL ESTATE | 2,954,783 | ||||
UTILITIES — (0.2%) | |||||
NRG Energy, Inc. | 18,805 | 775,518 | |||
Vistra Corp. | 27,232 | 521,493 | |||
TOTAL UTILITIES | 1,297,011 | ||||
TOTAL COMMON STOCKS Cost ($407,494,706) | 632,907,656 |
TEMPORARY CASH INVESTMENTS — (0.1%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 605,296 | 605,296 |
VA U.S. Large Value Portfolio
CONTINUED
Shares | Value† | ||||
SECURITIES LENDING COLLATERAL — (0.1%) | |||||
@§ | The DFA Short Term Investment Fund | 56,289 | $651,259 | ||
TOTAL INVESTMENTS — (100.0%) | |||||
(Cost $408,751,237)^^ | $634,164,211 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Communication Services | $70,953,677 | — | — | $70,953,677 | |||
Consumer Discretionary | 44,048,629 | — | — | 44,048,629 | |||
Consumer Staples | 35,801,566 | — | — | 35,801,566 | |||
Energy | 45,328,855 | — | — | 45,328,855 | |||
Financials | 136,818,067 | — | — | 136,818,067 | |||
Health Care | 100,906,790 | — | — | 100,906,790 | |||
Industrials | 83,789,471 | — | — | 83,789,471 | |||
Information Technology | 61,905,377 | — | — | 61,905,377 | |||
Materials | 49,103,430 | — | — | 49,103,430 | |||
Real Estate | 2,954,783 | — | — | 2,954,783 | |||
Utilities | 1,297,011 | — | — | 1,297,011 | |||
Temporary Cash Investments | 605,296 | — | — | 605,296 | |||
Securities Lending Collateral | — | $651,259 | — | 651,259 | |||
TOTAL | $633,512,952 | $651,259 | — | $634,164,211 |
VA International Value
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value» | ||||
COMMON STOCKS — (94.8%) | |||||
AUSTRALIA — (6.1%) | |||||
AMP, Ltd. | 78,722 | $60,307 | |||
Aurizon Holdings, Ltd. | 151,783 | 430,746 | |||
Australia & New Zealand Banking Group, Ltd. | 222,491 | 4,529,600 | |||
Bank of Queensland, Ltd. | 17,026 | 112,853 | |||
Bendigo & Adelaide Bank, Ltd. | 13,468 | 102,239 | |||
BlueScope Steel, Ltd. | 88,525 | 1,569,842 | |||
Challenger, Ltd. | 11,231 | 47,007 | |||
Cleanaway Waste Management, Ltd. | 140,159 | 262,653 | |||
* | Crown Resorts, Ltd. | 21,639 | 137,286 | ||
Downer EDI, Ltd. | 27,678 | 107,681 | |||
Harvey Norman Holdings, Ltd. | 80,981 | 338,210 | |||
IGO, Ltd. | 21,431 | 146,222 | |||
Incitec Pivot, Ltd. | 181,641 | 358,061 | |||
Lendlease Corp., Ltd. | 50,973 | 457,523 | |||
Mineral Resources, Ltd. | 3,637 | 168,281 | |||
National Australia Bank, Ltd. | 197,432 | 3,764,977 | |||
Newcrest Mining, Ltd. | 35,255 | 681,393 | |||
Oil Search, Ltd. | 170,282 | 475,936 | |||
Orica, Ltd. | 6,526 | 59,522 | |||
Origin Energy, Ltd. | 92,720 | 280,129 | |||
OZ Minerals, Ltd. | 13,778 | 233,590 | |||
QBE Insurance Group, Ltd. | 29,628 | 237,436 | |||
Qube Holdings, Ltd. | 115,794 | 249,524 | |||
Santos, Ltd. | 210,616 | 993,872 | |||
Seven Group Holdings, Ltd. | 9,006 | 154,459 | |||
South32, Ltd. | 428,480 | 938,925 | |||
Suncorp Group, Ltd. | 112,630 | 956,555 | |||
Tabcorp Holdings, Ltd. | 116,070 | 423,668 | |||
TPG Telecom, Ltd. | 35,131 | 160,296 | |||
Treasury Wine Estates, Ltd. | 13,509 | 118,497 | |||
Westpac Banking Corp. | 271,300 | 4,873,211 | |||
# | Westpac Banking Corp., Sponsored ADR | 6,464 | 115,835 | ||
Woodside Petroleum, Ltd. | 65,005 | 1,044,238 | |||
Worley, Ltd. | 14,874 | 122,136 | |||
TOTAL AUSTRALIA | 24,712,710 | ||||
AUSTRIA — (0.1%) | |||||
Erste Group Bank AG | 6,028 | 233,588 | |||
BELGIUM — (0.7%) | |||||
Ageas SA | 12,339 | 651,559 | |||
KBC Group NV | 14,235 | 1,146,240 | |||
Solvay SA | 7,374 | 984,845 | |||
TOTAL BELGIUM | 2,782,644 | ||||
CANADA — (8.5%) | |||||
# | AltaGas, Ltd. | 15,480 | 327,691 | ||
# | Bank of Montreal | 19,434 | 1,924,240 | ||
Bank of Montreal | 24,920 | 2,484,524 | |||
# | Bank of Nova Scotia (The) | 33,326 | 2,080,070 | ||
Bank of Nova Scotia (The) | 35,270 | 2,202,259 | |||
Barrick Gold Corp. | 30,175 | 656,910 | |||
# | Canadian Imperial Bank of Commerce | 31,573 | 3,671,285 | ||
Canadian Imperial Bank of Commerce | 8,249 | 958,864 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
Canadian Natural Resources, Ltd. | 126,905 | $4,190,403 | |||
# | Cenovus Energy, Inc. | 15,785 | 131,710 | ||
Cenovus Energy, Inc. | 42,100 | 351,114 | |||
Fairfax Financial Holdings, Ltd. | 2,776 | 1,169,364 | |||
First Quantum Minerals, Ltd. | 47,634 | 1,020,182 | |||
Great-West Lifeco, Inc. | 14,353 | 431,878 | |||
iA Financial Corp., Inc. | 3,205 | 177,308 | |||
Imperial Oil, Ltd. | 6,100 | 167,119 | |||
Imperial Oil, Ltd. | 19,463 | 532,897 | |||
Kinross Gold Corp. | 92,288 | 604,355 | |||
Kinross Gold Corp. | 49,300 | 323,408 | |||
Lundin Mining Corp. | 66,620 | 607,141 | |||
Manulife Financial Corp. | 2,873 | 55,544 | |||
Manulife Financial Corp. | 93,656 | 1,810,370 | |||
Nutrien, Ltd. | 6,630 | 394,208 | |||
Nutrien, Ltd. | 34,145 | 2,028,249 | |||
Onex Corp. | 7,895 | 601,807 | |||
Pembina Pipeline Corp. | 18,855 | 623,158 | |||
Suncor Energy, Inc. | 19,594 | 385,723 | |||
Suncor Energy, Inc. | 77,989 | 1,530,924 | |||
Teck Resources, Ltd., Class B | 42,394 | 968,279 | |||
* | Tilray, Inc. | 10,712 | 156,502 | ||
Toronto-Dominion Bank (The) | 2,362 | 157,044 | |||
Tourmaline Oil Corp. | 29,800 | 813,552 | |||
West Fraser Timber Co., Ltd. | 8,451 | 606,188 | |||
TOTAL CANADA | 34,144,270 | ||||
DENMARK — (2.1%) | |||||
AP Moller - Maersk A.S., Class A | 168 | 449,132 | |||
AP Moller - Maersk A.S., Class B | 223 | 618,875 | |||
Carlsberg A.S., Class B | 7,882 | 1,456,479 | |||
Danske Bank A.S. | 21,852 | 382,978 | |||
DSV Panalpina A.S. | 9,837 | 2,397,915 | |||
H Lundbeck A.S. | 7,719 | 232,926 | |||
Rockwool International A.S., Class A | 166 | 76,661 | |||
# | Rockwool International A.S., Class B | 680 | 360,826 | ||
Tryg A.S. | 8,848 | 218,676 | |||
Vestas Wind Systems A.S. | 64,523 | 2,379,256 | |||
TOTAL DENMARK | 8,573,724 | ||||
FINLAND — (1.3%) | |||||
Fortum Oyj | 42,555 | 1,172,402 | |||
* | Nokia Oyj | 189,492 | 1,164,303 | ||
Nordea Bank Abp | 100,535 | 1,177,306 | |||
Nordea Bank Abp | 26,292 | 308,560 | |||
Stora Enso Oyj, Class R | 44,580 | 882,759 | |||
UPM-Kymmene Oyj | 15,255 | 623,401 | |||
TOTAL FINLAND | 5,328,731 | ||||
FRANCE — (9.1%) | |||||
#* | Accor SA | 1,116 | 39,495 | ||
Amundi SA | 1,413 | 130,495 | |||
Arkema SA | 7,145 | 909,447 | |||
Atos SE | 2,459 | 117,596 | |||
AXA SA | 58,603 | 1,517,643 | |||
BNP Paribas SA | 55,714 | 3,397,391 | |||
Bollore SA | 60,491 | 338,043 | |||
Bouygues SA | 26,110 | 1,006,317 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
FRANCE — (Continued) | |||||
Carrefour SA | 65,349 | $1,213,810 | |||
Cie de Saint-Gobain | 56,762 | 4,057,248 | |||
Cie Generale des Etablissements Michelin SCA | 19,793 | 3,233,034 | |||
CNP Assurances | 14,800 | 251,573 | |||
Credit Agricole SA | 32,751 | 456,664 | |||
Danone SA | 16,429 | 1,208,410 | |||
# | Dassault Aviation SA | 100 | 119,065 | ||
Eiffage SA | 7,415 | 755,920 | |||
# | Electricite de France SA | 53,134 | 645,022 | ||
Engie SA | 81,674 | 1,089,148 | |||
EssilorLuxottica SA | 3,520 | 664,516 | |||
Faurecia SE | 4,482 | 200,043 | |||
Faurecia SE | 1,840 | 83,837 | |||
# | Iliad SA | 1,592 | 343,084 | ||
Orange SA | 205,995 | 2,292,546 | |||
Orpea SA | 803 | 101,971 | |||
Publicis Groupe SA | 18,730 | 1,182,437 | |||
* | Renault SA | 14,008 | 532,033 | ||
Sanofi | 8,599 | 886,327 | |||
Societe Generale SA | 52,847 | 1,547,661 | |||
# | TotalEnergies SE, Sponsored ADR | 7,191 | 313,743 | ||
TotalEnergies SE | 178,430 | 7,780,745 | |||
Valeo | 4,327 | 125,119 | |||
# | Vivendi SE | 8,145 | 275,191 | ||
TOTAL FRANCE | 36,815,574 | ||||
GERMANY — (6.8%) | |||||
Allianz SE | 19,744 | 4,907,635 | |||
BASF SE | 7,128 | 560,107 | |||
Bayer AG | 31,707 | 1,889,071 | |||
Bayerische Motoren Werke AG | 29,120 | 2,895,438 | |||
* | Commerzbank AG | 33,694 | 216,987 | ||
* | Continental AG | 3,445 | 467,986 | ||
Covestro AG | 6,808 | 438,579 | |||
Daimler AG | 75,875 | 6,771,041 | |||
* | Deutsche Bank AG | 47,302 | 596,301 | ||
* | Deutsche Bank AG | 47,848 | 598,579 | ||
Evonik Industries AG | 13,116 | 456,045 | |||
Fresenius SE & Co., KGaA | 33,607 | 1,766,383 | |||
HeidelbergCement AG | 14,794 | 1,311,010 | |||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3,395 | 916,052 | |||
RWE AG | 47,778 | 1,698,779 | |||
* | Talanx AG | 4,970 | 211,169 | ||
Telefonica Deutschland Holding AG | 116,895 | 315,097 | |||
Uniper SE | 9,337 | 364,544 | |||
United Internet AG | 1,471 | 60,881 | |||
Volkswagen AG | 3,115 | 1,033,825 | |||
TOTAL GERMANY | 27,475,509 | ||||
HONG KONG — (2.2%) | |||||
BOC Aviation, Ltd. | 18,500 | 136,024 | |||
BOC Hong Kong Holdings, Ltd. | 172,500 | 553,946 | |||
#* | Cathay Pacific Airways, Ltd. | 103,090 | 82,719 | ||
CK Asset Holdings, Ltd. | 115,717 | 787,303 | |||
CK Hutchison Holdings, Ltd. | 208,012 | 1,519,798 | |||
CK Infrastructure Holdings, Ltd. | 24,500 | 147,904 | |||
Hang Lung Properties, Ltd. | 147,000 | 380,493 | |||
Henderson Land Development Co., Ltd. | 68,255 | 304,956 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
HONG KONG — (Continued) | |||||
HKT Trust & HKT, Ltd. | 283,000 | $384,676 | |||
MTR Corp., Ltd. | 91,660 | 543,420 | |||
New World Development Co., Ltd. | 137,460 | 651,665 | |||
Orient Overseas International, Ltd. | 9,500 | 173,676 | |||
Sino Land Co., Ltd. | 236,464 | 362,350 | |||
* | SJM Holdings, Ltd. | 135,000 | 121,759 | ||
Sun Hung Kai Properties, Ltd. | 95,362 | 1,364,188 | |||
Swire Pacific, Ltd., Class A | 39,000 | 242,261 | |||
Swire Pacific, Ltd., Class B | 92,500 | 94,486 | |||
WH Group, Ltd. | 1,004,500 | 832,296 | |||
TOTAL HONG KONG | 8,683,920 | ||||
IRELAND — (0.5%) | |||||
CRH P.L.C. | 3,847 | 192,270 | |||
CRH P.L.C., Sponsored ADR | 33,092 | 1,650,960 | |||
* | Flutter Entertainment P.L.C. | 1 | 142 | ||
TOTAL IRELAND | 1,843,372 | ||||
ISRAEL — (0.3%) | |||||
* | Bank Hapoalim BM | 53,569 | 426,298 | ||
Harel Insurance Investments & Financial Services, Ltd. | 8,060 | 76,471 | |||
* | Israel Discount Bank, Ltd., Class A | 109,249 | 511,777 | ||
Phoenix Holdings, Ltd. (The) | 14,562 | 139,160 | |||
* | Teva Pharmaceutical Industries, Ltd., Sponsored ADR | 24,153 | 233,076 | ||
TOTAL ISRAEL | 1,386,782 | ||||
ITALY — (1.5%) | |||||
Eni SpA | 131,318 | 1,552,916 | |||
Intesa Sanpaolo SpA | 816,987 | 2,256,964 | |||
* | Mediobanca Banca di Credito Finanziario SpA | 18,386 | 215,197 | ||
Telecom Italia SpA | 1,601,899 | 701,489 | |||
Telecom Italia SpA | 480,955 | 224,235 | |||
Telecom Italia SpA, Sponsored ADR | 18,000 | 78,480 | |||
UniCredit SpA | 88,315 | 1,056,366 | |||
UnipolSai Assicurazioni SpA | 15,811 | 43,896 | |||
TOTAL ITALY | 6,129,543 | ||||
JAPAN — (21.4%) | |||||
AEON Financial Service Co., Ltd. | 9,900 | 121,967 | |||
AGC, Inc. | 21,000 | 898,026 | |||
Air Water, Inc. | 14,300 | 213,773 | |||
Aisin Corp. | 16,400 | 663,936 | |||
Alfresa Holdings Corp. | 12,800 | 194,942 | |||
Alps Alpine Co., Ltd. | 17,000 | 176,951 | |||
Amada Co., Ltd. | 24,400 | 250,786 | |||
Aozora Bank, Ltd. | 6,400 | 144,051 | |||
Asahi Kasei Corp. | 75,200 | 820,050 | |||
Bank of Kyoto, Ltd. (The) | 2,500 | 107,661 | |||
Bridgestone Corp. | 19,400 | 854,664 | |||
Brother Industries, Ltd. | 16,000 | 325,615 | |||
Canon Marketing Japan, Inc. | 6,700 | 150,075 | |||
# | Canon, Inc. | 32,800 | 755,320 | ||
Chiba Bank, Ltd. (The) | 30,300 | 172,367 | |||
Coca-Cola Bottlers Japan Holdings, Inc. | 9,400 | 153,400 | |||
Concordia Financial Group, Ltd. | 57,500 | 205,838 | |||
Credit Saison Co., Ltd. | 9,900 | 118,089 | |||
Dai Nippon Printing Co., Ltd. | 14,500 | 341,697 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Daicel Corp. | 28,800 | $239,188 | |||
Dai-ichi Life Holdings, Inc. | 37,200 | 684,667 | |||
Daiwa House Industry Co., Ltd. | 27,100 | 830,892 | |||
Daiwa Securities Group, Inc. | 116,000 | 609,968 | |||
DeNA Co., Ltd. | 2,800 | 52,724 | |||
Denka Co., Ltd. | 5,400 | 186,883 | |||
Dentsu Group, Inc. | 2,300 | 79,934 | |||
DIC Corp. | 8,000 | 216,192 | |||
Dowa Holdings Co., Ltd. | 4,900 | 190,407 | |||
Ebara Corp. | 9,400 | 464,971 | |||
ENEOS Holdings, Inc. | 147,827 | 620,961 | |||
Fuji Media Holdings, Inc. | 1,800 | 19,528 | |||
FUJIFILM Holdings Corp. | 3,600 | 258,346 | |||
Fukuoka Financial Group, Inc. | 9,200 | 155,067 | |||
Fukuyama Transporting Co., Ltd. | 3,000 | 112,648 | |||
Hankyu Hanshin Holdings, Inc. | 17,500 | 517,488 | |||
Haseko Corp. | 17,600 | 238,168 | |||
Hino Motors, Ltd. | 25,600 | 224,427 | |||
Hitachi Construction Machinery Co., Ltd. | 6,200 | 175,184 | |||
Hitachi, Ltd. | 31,300 | 1,800,350 | |||
Honda Motor Co., Ltd. | 108,400 | 3,481,577 | |||
House Foods Group, Inc. | 700 | 21,790 | |||
Idemitsu Kosan Co., Ltd. | 18,100 | 426,071 | |||
* | IHI Corp. | 8,900 | 205,857 | ||
Iida Group Holdings Co., Ltd. | 14,400 | 347,482 | |||
Inpex Corp. | 102,100 | 724,150 | |||
Isetan Mitsukoshi Holdings, Ltd. | 13,100 | 88,706 | |||
Isuzu Motors, Ltd. | 53,500 | 713,673 | |||
# | ITOCHU Corp. | 24,400 | 722,221 | ||
Izumi Co., Ltd. | 1,100 | 37,652 | |||
J Front Retailing Co., Ltd. | 19,100 | 160,948 | |||
Japan Post Holdings Co., Ltd. | 29,400 | 249,560 | |||
Japan Post Insurance Co., Ltd. | 10,000 | 177,285 | |||
JFE Holdings, Inc. | 40,600 | 493,686 | |||
JGC Holdings Corp. | 6,800 | 61,218 | |||
JTEKT Corp. | 21,300 | 202,373 | |||
Kajima Corp. | 40,900 | 526,497 | |||
Kamigumi Co., Ltd. | 6,400 | 135,058 | |||
Kaneka Corp. | 7,200 | 285,100 | |||
* | Kawasaki Heavy Industries, Ltd. | 15,400 | 323,232 | ||
Kinden Corp. | 7,000 | 113,514 | |||
Komatsu, Ltd. | 18,900 | 473,616 | |||
Konica Minolta, Inc. | 10,700 | 55,024 | |||
K's Holdings Corp. | 13,800 | 163,043 | |||
Kuraray Co., Ltd. | 35,100 | 325,924 | |||
Kyocera Corp. | 6,800 | 420,185 | |||
Lixil Corp. | 23,100 | 630,401 | |||
Mabuchi Motor Co., Ltd. | 2,700 | 101,543 | |||
Marubeni Corp. | 95,900 | 816,244 | |||
* | Mazda Motor Corp. | 29,200 | 288,055 | ||
Mebuki Financial Group, Inc. | 28,540 | 61,082 | |||
Medipal Holdings Corp. | 8,800 | 165,732 | |||
Mitsubishi Chemical Holdings Corp. | 105,400 | 884,401 | |||
Mitsubishi Corp. | 54,500 | 1,528,658 | |||
Mitsubishi Electric Corp. | 51,700 | 701,426 | |||
Mitsubishi Estate Co., Ltd. | 11,400 | 178,831 | |||
Mitsubishi Gas Chemical Co., Inc. | 16,700 | 347,876 | |||
Mitsubishi HC Capital, Inc. | 76,800 | 418,892 | |||
Mitsubishi Heavy Industries, Ltd. | 24,200 | 699,216 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Mitsubishi Logistics Corp. | 2,599 | $77,212 | |||
Mitsubishi Materials Corp. | 11,500 | 239,933 | |||
* | Mitsubishi Motors Corp. | 44,600 | 125,314 | ||
Mitsubishi UFJ Financial Group, Inc. | 409,700 | 2,164,313 | |||
Mitsui & Co., Ltd. | 61,400 | 1,409,278 | |||
Mitsui Chemicals, Inc. | 19,900 | 634,589 | |||
Mitsui Fudosan Co., Ltd. | 47,300 | 1,106,217 | |||
Mitsui OSK Lines, Ltd. | 10,600 | 550,009 | |||
Mizuho Financial Group, Inc. | 73,620 | 1,052,001 | |||
Morinaga Milk Industry Co., Ltd. | 3,000 | 168,100 | |||
MS&AD Insurance Group Holdings, Inc. | 14,650 | 452,847 | |||
NEC Corp. | 11,100 | 562,959 | |||
NGK Insulators, Ltd. | 19,900 | 318,696 | |||
NGK Spark Plug Co., Ltd. | 14,700 | 216,489 | |||
NH Foods, Ltd. | 8,400 | 338,807 | |||
Nikon Corp. | 21,300 | 198,289 | |||
Nippo Corp. | 5,000 | 138,895 | |||
Nippon Express Co., Ltd. | 7,600 | 555,178 | |||
Nippon Shokubai Co., Ltd. | 2,300 | 110,632 | |||
Nippon Steel Corp. | 31,718 | 550,222 | |||
Nippon Yusen K.K. | 14,500 | 783,464 | |||
Nipro Corp. | 7,700 | 95,639 | |||
* | Nissan Motor Co., Ltd. | 143,300 | 831,690 | ||
Nisshin Seifun Group, Inc. | 1,200 | 19,347 | |||
Nitto Denko Corp. | 1,000 | 74,298 | |||
NOK Corp. | 9,000 | 119,049 | |||
Nomura Holdings, Inc. | 139,100 | 696,555 | |||
Nomura Real Estate Holdings, Inc. | 12,900 | 319,874 | |||
NSK, Ltd. | 35,700 | 294,627 | |||
Obayashi Corp. | 70,100 | 573,225 | |||
Oji Holdings Corp. | 93,000 | 536,190 | |||
ORIX Corp. | 72,600 | 1,270,166 | |||
Otsuka Holdings Co., Ltd. | 13,200 | 524,688 | |||
Panasonic Corp. | 67,200 | 811,444 | |||
Rengo Co., Ltd. | 20,300 | 172,823 | |||
Resona Holdings, Inc. | 101,400 | 380,724 | |||
Ricoh Co., Ltd. | 64,300 | 702,596 | |||
SBI Holdings, Inc. | 2,900 | 69,420 | |||
Sega Sammy Holdings, Inc. | 3,000 | 37,840 | |||
* | Seibu Holdings, Inc. | 11,000 | 124,119 | ||
Seiko Epson Corp. | 20,600 | 354,442 | |||
Seino Holdings Co., Ltd. | 7,900 | 100,548 | |||
Sekisui Chemical Co., Ltd. | 3,300 | 56,943 | |||
# | Sekisui House, Ltd. | 43,100 | 853,616 | ||
Seven & I Holdings Co., Ltd. | 31,500 | 1,405,543 | |||
Shimamura Co., Ltd. | 1,900 | 183,665 | |||
Shimizu Corp. | 58,900 | 433,772 | |||
Shinsei Bank, Ltd. | 5,500 | 72,745 | |||
Shizuoka Bank, Ltd. (The) | 13,000 | 93,882 | |||
Showa Denko K.K. | 10,600 | 304,154 | |||
SoftBank Group Corp. | 20,500 | 1,289,155 | |||
Sojitz Corp. | 89,970 | 275,244 | |||
Sompo Holdings, Inc. | 22,097 | 913,536 | |||
Subaru Corp. | 31,600 | 620,844 | |||
Sumitomo Chemical Co., Ltd. | 192,000 | 999,459 | |||
Sumitomo Corp. | 28,300 | 384,594 | |||
Sumitomo Dainippon Pharma Co., Ltd. | 5,800 | 100,429 | |||
Sumitomo Electric Industries, Ltd. | 71,600 | 1,017,201 | |||
Sumitomo Forestry Co., Ltd. | 11,400 | 215,678 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Sumitomo Heavy Industries, Ltd. | 12,100 | $335,143 | |||
Sumitomo Metal Mining Co., Ltd. | 6,800 | 275,586 | |||
Sumitomo Mitsui Financial Group, Inc. | 42,796 | 1,442,613 | |||
Sumitomo Mitsui Trust Holdings, Inc. | 17,003 | 558,138 | |||
Sumitomo Realty & Development Co., Ltd. | 13,400 | 436,749 | |||
Sumitomo Rubber Industries, Ltd. | 17,500 | 235,535 | |||
Suzuken Co., Ltd. | 5,100 | 147,175 | |||
Suzuki Motor Corp. | 7,000 | 284,798 | |||
T&D Holdings, Inc. | 46,300 | 592,397 | |||
Taiheiyo Cement Corp. | 12,600 | 293,563 | |||
Taisei Corp. | 14,700 | 495,410 | |||
Taisho Pharmaceutical Holdings Co., Ltd. | 1,300 | 72,804 | |||
Takeda Pharmaceutical Co., Ltd. | 97,467 | 3,244,337 | |||
TDK Corp. | 1,300 | 148,330 | |||
Teijin, Ltd. | 18,500 | 278,554 | |||
Toda Corp. | 12,000 | 85,532 | |||
Tokai Carbon Co., Ltd. | 13,400 | 177,005 | |||
Tokio Marine Holdings, Inc. | 15,600 | 743,513 | |||
Tokyo Tatemono Co., Ltd. | 17,400 | 261,781 | |||
Tokyu Fudosan Holdings Corp. | 70,500 | 397,997 | |||
Toppan, Inc. | 12,200 | 206,949 | |||
Toray Industries, Inc. | 106,900 | 703,849 | |||
Tosoh Corp. | 26,000 | 456,276 | |||
Toyo Seikan Group Holdings, Ltd. | 11,800 | 160,554 | |||
Toyo Tire Corp. | 7,100 | 134,062 | |||
Toyoda Gosei Co., Ltd. | 6,400 | 150,437 | |||
Toyota Boshoku Corp. | 5,200 | 104,903 | |||
Toyota Industries Corp. | 5,900 | 494,922 | |||
Toyota Motor Corp. | 112,970 | 10,141,935 | |||
Toyota Tsusho Corp. | 16,600 | 783,767 | |||
Tsumura & Co. | 2,200 | 69,397 | |||
Ube Industries, Ltd. | 10,600 | 212,896 | |||
Yamada Holdings Co., Ltd. | 40,900 | 193,230 | |||
Yamaha Motor Co., Ltd. | 25,400 | 636,033 | |||
Yamazaki Baking Co., Ltd. | 3,800 | 52,174 | |||
Yokohama Rubber Co., Ltd. (The) | 11,900 | 237,625 | |||
Zeon Corp. | 13,700 | 187,187 | |||
TOTAL JAPAN | 86,621,364 | ||||
NETHERLANDS — (5.4%) | |||||
* | ABN AMRO Bank NV | 22,292 | 259,849 | ||
# | Aegon NV | 78,091 | 332,480 | ||
Akzo Nobel NV | 7,957 | 982,906 | |||
ArcelorMittal SA | 15,639 | 546,187 | |||
# | ArcelorMittal SA | 25,508 | 898,890 | ||
ASM International NV | 610 | 216,495 | |||
Coca-Cola European Partners P.L.C. | 12,903 | 798,210 | |||
Heineken NV | 10,073 | 1,173,018 | |||
# | ING Groep NV, Sponsored ADR | 18,092 | 231,578 | ||
ING Groep NV | 118,234 | 1,517,024 | |||
* | Just Eat Takeaway.com NV | 2,870 | 254,858 | ||
Koninklijke Ahold Delhaize NV | 133,198 | 4,140,454 | |||
# | Koninklijke DSM NV | 14,977 | 3,019,083 | ||
Koninklijke Philips NV | 31,201 | 1,438,661 | |||
Koninklijke Philips NV | 1,000 | 46,066 | |||
# | NN Group NV | 17,166 | 853,431 | ||
Randstad NV | 11,237 | 815,251 | |||
Stellantis NV | 111,142 | 2,134,065 | |||
Stellantis NV | 103,336 | 1,981,624 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
NETHERLANDS — (Continued) | |||||
Stellantis NV | 585 | $11,214 | |||
TOTAL NETHERLANDS | 21,651,344 | ||||
NEW ZEALAND — (0.3%) | |||||
* | Auckland International Airport, Ltd. | 53,001 | 267,409 | ||
Chorus, Ltd. | 23,545 | 101,065 | |||
EBOS Group, Ltd. | 11,427 | 247,184 | |||
Fletcher Building, Ltd. | 58,153 | 309,647 | |||
Fonterra Co-operative Group, Ltd. | 4,389 | 11,435 | |||
Ryman Healthcare, Ltd. | 14,006 | 128,644 | |||
Summerset Group Holdings, Ltd. | 12,009 | 108,034 | |||
TOTAL NEW ZEALAND | 1,173,418 | ||||
NORWAY — (1.0%) | |||||
Austevoll Seafood ASA | 5,842 | 73,652 | |||
DNB Bank ASA | 64,001 | 1,310,512 | |||
Elkem ASA | 13,655 | 50,537 | |||
Equinor ASA | 34,186 | 665,916 | |||
Norsk Hydro ASA | 115,750 | 770,084 | |||
SpareBank 1 SR-Bank ASA | 10,821 | 141,655 | |||
Storebrand ASA | 27,367 | 234,974 | |||
Subsea 7 SA | 23,150 | 185,342 | |||
Yara International ASA | 7,693 | 405,471 | |||
TOTAL NORWAY | 3,838,143 | ||||
PORTUGAL — (0.1%) | |||||
Banco Espirito Santo SA | 40,541 | 0 | |||
EDP Renovaveis SA | 10,622 | 249,421 | |||
Galp Energia SGPS SA | 8,363 | 81,553 | |||
TOTAL PORTUGAL | 330,974 | ||||
SINGAPORE — (0.7%) | |||||
CapitaLand, Ltd. | 190,300 | 565,375 | |||
City Developments, Ltd. | 40,600 | 204,807 | |||
Frasers Property, Ltd. | 23,600 | 19,683 | |||
Hongkong Land Holdings, Ltd. | 54,500 | 247,265 | |||
Jardine Cycle & Carriage, Ltd. | 8,400 | 127,082 | |||
Keppel Corp., Ltd. | 182,400 | 737,404 | |||
# | Olam International, Ltd. | 61,985 | 60,265 | ||
* | Singapore Airlines, Ltd. | 167,500 | 627,960 | ||
Singapore Land Group, Ltd. | 13,400 | 26,644 | |||
UOL Group, Ltd. | 40,699 | 218,740 | |||
Yangzijiang Shipbuilding Holdings, Ltd. | 190,200 | 192,469 | |||
TOTAL SINGAPORE | 3,027,694 | ||||
SOUTH AFRICA — (0.0%) | |||||
* | Thungela Resources, Ltd. | 7,022 | 21,755 | ||
SPAIN — (2.1%) | |||||
Banco Bilbao Vizcaya Argentaria SA | 267,112 | 1,709,912 | |||
Banco Bilbao Vizcaya Argentaria SA, Sponsored ADR | 32,700 | 208,299 | |||
Banco Santander SA | 1,403,608 | 5,141,629 | |||
CaixaBank SA | 92,943 | 276,032 | |||
Iberdrola SA | 11,767 | 141,617 | |||
# | Repsol SA | 90,688 | 993,298 | ||
TOTAL SPAIN | 8,470,787 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
SWEDEN — (3.0%) | |||||
BillerudKorsnas AB | 15,047 | $325,501 | |||
Boliden AB | 30,789 | 1,199,908 | |||
Bure Equity AB | 4,619 | 249,202 | |||
Dometic Group AB | 16,857 | 286,120 | |||
Getinge AB, Class B | 15,745 | 684,231 | |||
Holmen AB, Class B | 6,910 | 363,757 | |||
Husqvarna AB, Class B | 10,631 | 148,766 | |||
ICA Gruppen AB | 4,635 | 229,132 | |||
Intrum AB | 1,839 | 56,982 | |||
* | Millicom International Cellular SA | 5,562 | 221,960 | ||
* | Pandox AB, Class B | 2,525 | 42,250 | ||
Peab AB, Class B | 13,729 | 160,101 | |||
Saab AB, Class B | 4,297 | 130,383 | |||
Securitas AB, Class B | 18,815 | 331,773 | |||
Skandinaviska Enskilda Banken AB, Class A | 64,380 | 870,736 | |||
Skanska AB, Class B | 13,047 | 368,312 | |||
SKF AB, Class B | 35,749 | 951,161 | |||
* | SSAB AB, Class A | 8,559 | 48,878 | ||
* | SSAB AB, Class B | 29,971 | 153,207 | ||
Svenska Cellulosa AB SCA, Class A | 318 | 5,991 | |||
# | Svenska Cellulosa AB SCA, Class B | 19,810 | 368,469 | ||
Svenska Handelsbanken AB, Class A | 44,022 | 496,097 | |||
Swedbank AB, Class A | 31,969 | 622,552 | |||
Tele2 AB, Class B | 25,308 | 371,749 | |||
Telia Co. AB | 175,120 | 768,130 | |||
Trelleborg AB, Class B | 20,413 | 504,602 | |||
Volvo AB, Class A | 14,008 | 340,596 | |||
Volvo AB, Class B | 70,960 | 1,673,362 | |||
TOTAL SWEDEN | 11,973,908 | ||||
SWITZERLAND — (8.4%) | |||||
ABB, Ltd. | 58,531 | 2,139,797 | |||
Adecco Group AG | 13,923 | 833,795 | |||
Alcon, Inc. | 15,224 | 1,108,278 | |||
Alcon, Inc. | 3,741 | 272,356 | |||
Baloise Holding AG | 3,212 | 506,438 | |||
Banque Cantonale Vaudoise | 282 | 25,175 | |||
Barry Callebaut AG | 25 | 63,376 | |||
Cie Financiere Richemont SA | 24,620 | 3,150,601 | |||
# | Clariant AG | 4,035 | 83,942 | ||
Credit Suisse Group AG | 50,891 | 510,910 | |||
Credit Suisse Group AG, Sponsored ADR | 77,716 | 781,046 | |||
Holcim, Ltd. | 40,627 | 2,381,601 | |||
Holcim, Ltd. | 8,340 | 487,857 | |||
Julius Baer Group, Ltd. | 18,443 | 1,217,274 | |||
Novartis AG, Sponsored ADR | 64,244 | 5,935,503 | |||
Novartis AG | 14,430 | 1,334,463 | |||
* | Siemens Energy AG | 2,532 | 68,883 | ||
SIG Combibloc Group AG | 11,126 | 328,281 | |||
Swatch Group AG (The) | 1,367 | 456,008 | |||
Swatch Group AG (The) | 2,714 | 176,257 | |||
Swiss Life Holding AG | 2,132 | 1,099,691 | |||
Swiss Prime Site AG | 2,133 | 227,128 | |||
Swiss Re AG | 13,170 | 1,193,999 | |||
Swisscom AG | 2,547 | 1,530,751 | |||
UBS Group AG | 149,412 | 2,461,678 | |||
* | UBS Group AG | 61,485 | 1,013,273 | ||
Vifor Pharma AG | 2,717 | 379,977 |
VA International Value Portfolio
CONTINUED
Shares | Value» | ||||
SWITZERLAND — (Continued) | |||||
Zurich Insurance Group AG | 10,576 | $4,263,976 | |||
TOTAL SWITZERLAND | 34,032,314 | ||||
UNITED KINGDOM — (13.2%) | |||||
Aberdeen P.L.C. | 84,813 | 334,581 | |||
Anglo American P.L.C. | 64,089 | 2,840,038 | |||
Aviva P.L.C. | 443,489 | 2,381,821 | |||
# | Barclays P.L.C., Sponsored ADR | 231,313 | 2,264,554 | ||
Barratt Developments P.L.C. | 24,875 | 243,095 | |||
BP P.L.C., Sponsored ADR | 122,987 | 2,973,823 | |||
BP P.L.C. | 652,394 | 2,618,726 | |||
British American Tobacco P.L.C., Sponsored ADR | 14,611 | 547,182 | |||
British American Tobacco P.L.C. | 93,313 | 3,470,534 | |||
* | BT Group P.L.C. | 861,090 | 2,074,138 | ||
* | Carnival P.L.C. | 7,140 | 141,328 | ||
DS Smith P.L.C. | 99,036 | 581,776 | |||
Glencore P.L.C. | 795,673 | 3,573,486 | |||
HSBC Holdings P.L.C., Sponsored ADR | 132,381 | 3,649,744 | |||
* | Informa P.L.C. | 8,957 | 61,546 | ||
J Sainsbury P.L.C. | 209,983 | 826,877 | |||
Kingfisher P.L.C. | 188,068 | 965,998 | |||
Lloyds Banking Group P.L.C. | 3,121,380 | 1,973,545 | |||
Lloyds Banking Group P.L.C., ADR | 608,371 | 1,514,844 | |||
M&G P.L.C. | 85,203 | 266,791 | |||
Melrose Industries P.L.C. | 168,262 | 373,924 | |||
Natwest Group P.L.C. | 23,998 | 67,356 | |||
Natwest Group P.L.C., Sponsored ADR | 91,424 | 511,060 | |||
Pearson P.L.C. | 12,532 | 151,016 | |||
Pearson P.L.C., Sponsored ADR | 23,439 | 285,018 | |||
Phoenix Group Holdings P.L.C. | 29,956 | 282,300 | |||
Royal Dutch Shell P.L.C., Sponsored ADR, Class B | 267,052 | 10,561,907 | |||
Royal Dutch Shell P.L.C., Class B | 36,847 | 728,066 | |||
Royal Mail P.L.C. | 57,737 | 404,527 | |||
Standard Chartered P.L.C. | 99,248 | 594,973 | |||
Tesco P.L.C. | 140,433 | 454,639 | |||
Vodafone Group P.L.C. | 1,724,403 | 2,772,756 | |||
# | Vodafone Group P.L.C., Sponsored ADR | 63,098 | 1,030,387 | ||
Wm Morrison Supermarkets P.L.C. | 223,236 | 829,674 | |||
WPP P.L.C. | 87,676 | 1,133,916 | |||
TOTAL UNITED KINGDOM | 53,485,946 | ||||
TOTAL COMMON STOCKS | 382,738,014 | ||||
PREFERRED STOCKS — (1.4%) | |||||
GERMANY — (1.4%) | |||||
Bayerische Motoren Werke AG | 5,480 | 470,370 | |||
Porsche Automobil Holding SE | 7,818 | 846,151 | |||
Volkswagen AG | 18,370 | 4,474,390 | |||
TOTAL GERMANY | 5,790,911 | ||||
RIGHTS/WARRANTS — (0.0%) | |||||
CANADA — (0.0%) | |||||
* | Cenovus Energy, Inc. Warrants 01/01/26 | 1,119 | 5,381 | ||
TOTAL INVESTMENT SECURITIES (Cost $350,532,567) | 388,534,306 |
VA International Value Portfolio
CONTINUED
Shares | Value† | ||||
SECURITIES LENDING COLLATERAL — (3.8%) | |||||
@§ | The DFA Short Term Investment Fund | 1,324,993 | $15,330,172 | ||
TOTAL INVESTMENTS — (100.0%) | |||||
(Cost $365,859,566)^^ | $403,864,478 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Australia | $115,835 | $24,596,875 | — | $24,712,710 | |||
Austria | — | 233,588 | — | 233,588 | |||
Belgium | — | 2,782,644 | — | 2,782,644 | |||
Canada | 34,144,270 | — | — | 34,144,270 | |||
Denmark | — | 8,573,724 | — | 8,573,724 | |||
Finland | — | 5,328,731 | — | 5,328,731 | |||
France | 313,743 | 36,501,831 | — | 36,815,574 | |||
Germany | 598,579 | 26,876,930 | — | 27,475,509 | |||
Hong Kong | — | 8,683,920 | — | 8,683,920 | |||
Ireland | 1,650,960 | 192,412 | — | 1,843,372 | |||
Israel | 233,076 | 1,153,706 | — | 1,386,782 | |||
Italy | 78,480 | 6,051,063 | — | 6,129,543 | |||
Japan | — | 86,621,364 | — | 86,621,364 | |||
Netherlands | 1,187,748 | 20,463,596 | — | 21,651,344 | |||
New Zealand | — | 1,173,418 | — | 1,173,418 | |||
Norway | — | 3,838,143 | — | 3,838,143 | |||
Portugal | — | 330,974 | — | 330,974 | |||
Singapore | — | 3,027,694 | — | 3,027,694 | |||
South Africa | 21,755 | — | — | 21,755 | |||
Spain | 208,299 | 8,262,488 | — | 8,470,787 | |||
Sweden | — | 11,973,908 | — | 11,973,908 | |||
Switzerland | 8,838,100 | 25,194,214 | — | 34,032,314 | |||
United Kingdom | 23,338,519 | 30,147,427 | — | 53,485,946 | |||
Preferred Stocks | |||||||
Germany | — | 5,790,911 | — | 5,790,911 | |||
Rights/Warrants | |||||||
Canada | — | 5,381 | — | 5,381 | |||
Securities Lending Collateral | — | 15,330,172 | — | 15,330,172 | |||
TOTAL | $70,729,364 | $333,135,114 | — | $403,864,478 |
VA International Small
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value» | ||||
COMMON STOCKS — (94.2%) | |||||
AUSTRALIA — (6.2%) | |||||
* | 3P Learning, Ltd. | 16,910 | $15,275 | ||
* | A2B Australia, Ltd. | 9,538 | 9,316 | ||
Accent Group, Ltd. | 35,134 | 70,540 | |||
Adairs, Ltd. | 14,896 | 45,558 | |||
Adbri, Ltd. | 41,040 | 106,893 | |||
* | Alcidion Group, Ltd. | 49,551 | 13,821 | ||
#* | Alkane Resources, Ltd. | 52,288 | 44,056 | ||
* | Alliance Aviation Services, Ltd. | 13,267 | 41,843 | ||
ALS, Ltd. | 5,092 | 47,821 | |||
Altium, Ltd. | 4,184 | 104,496 | |||
#* | AMA Group, Ltd. | 67,163 | 24,174 | ||
#* | American Pacific Borates, Ltd. | 13,172 | 13,081 | ||
AMP, Ltd. | 43,759 | 33,523 | |||
Ansell, Ltd. | 5,688 | 164,464 | |||
Appen, Ltd. | 8,346 | 69,934 | |||
ARB Corp., Ltd. | 9,375 | 322,488 | |||
#* | Ardent Leisure Group, Ltd. | 72,872 | 52,472 | ||
* | Artemis Resources, Ltd. | 221,357 | 9,405 | ||
AUB Group, Ltd. | 8,931 | 151,172 | |||
* | Audinate Group, Ltd. | 1,969 | 14,383 | ||
# | Aurelia Metals, Ltd. | 145,235 | 39,257 | ||
Austal, Ltd. | 44,617 | 70,857 | |||
* | Australian Agricultural Co., Ltd. | 47,194 | 48,332 | ||
Australian Finance Group, Ltd. | 24,189 | 46,082 | |||
Australian Pharmaceutical Industries, Ltd. | 52,628 | 54,478 | |||
* | Australian Strategic Materials, Ltd. | 11,646 | 74,385 | ||
Auswide Bank, Ltd. | 4,108 | 18,867 | |||
AVJennings, Ltd. | 30,044 | 13,731 | |||
Baby Bunting Group, Ltd. | 13,837 | 58,442 | |||
Bapcor, Ltd. | 40,726 | 244,908 | |||
Beach Energy, Ltd. | 149,274 | 131,305 | |||
Beacon Lighting Group, Ltd. | 7,593 | 9,471 | |||
Bega Cheese, Ltd. | 40,749 | 154,447 | |||
Bendigo & Adelaide Bank, Ltd. | 25,361 | 192,523 | |||
* | Bigtincan Holdings, Ltd. | 25,933 | 22,125 | ||
Blackmores, Ltd. | 1,759 | 94,025 | |||
* | Blue Sky Alternative Investment | 3,762 | 0 | ||
Bravura Solutions, Ltd. | 27,863 | 69,523 | |||
Breville Group, Ltd. | 11,239 | 267,183 | |||
Brickworks, Ltd. | 9,062 | 161,719 | |||
BWX, Ltd. | 14,493 | 53,129 | |||
* | Byron Energy, Ltd. | 58,539 | 4,298 | ||
* | Calix, Ltd. | 9,139 | 18,627 | ||
Capitol Health, Ltd. | 65,386 | 17,062 | |||
#* | Capricorn Metals, Ltd. | 13,669 | 21,779 | ||
Cardno, Ltd. | 35,915 | 24,813 | |||
#* | Carnarvon Petroleum, Ltd. | 130,441 | 25,371 | ||
Carsales.com, Ltd. | 25,924 | 418,024 | |||
Cedar Woods Properties, Ltd. | 9,142 | 44,566 | |||
Centuria Capital Group | 18,863 | 40,466 | |||
Challenger, Ltd. | 51,574 | 215,861 | |||
* | Champion Iron, Ltd. | 28,941 | 161,720 | ||
* | City Chic Collective, Ltd. | 16,743 | 65,610 | ||
Class, Ltd. | 7,230 | 9,037 | |||
Cleanaway Waste Management, Ltd. | 130,278 | 244,136 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
AUSTRALIA — (Continued) | |||||
* | ClearView Wealth, Ltd. | 24,888 | $8,386 | ||
Clinuvel Pharmaceuticals, Ltd. | 4,767 | 97,631 | |||
# | Clover Corp., Ltd. | 15,168 | 19,507 | ||
Codan, Ltd. | 14,939 | 185,285 | |||
* | Collection House, Ltd. | 19,602 | 2,595 | ||
Collins Foods, Ltd. | 15,075 | 122,391 | |||
#* | Cooper Energy, Ltd. | 248,890 | 42,027 | ||
* | Corporate Travel Management, Ltd. | 9,656 | 154,149 | ||
Costa Group Holdings, Ltd. | 51,456 | 121,451 | |||
Credit Corp. Group, Ltd. | 8,086 | 166,456 | |||
CSR, Ltd. | 62,643 | 256,969 | |||
* | Dacian Gold, Ltd. | 9,935 | 1,814 | ||
Data#3, Ltd. | 15,953 | 54,673 | |||
* | Decmil Group, Ltd. | 8,928 | 2,465 | ||
* | Deep Yellow, Ltd. | 18,426 | 9,776 | ||
Deterra Royalties, Ltd. | 33,405 | 114,760 | |||
# | Dicker Data, Ltd. | 5,356 | 45,697 | ||
* | Domain Holdings Australia, Ltd. | 28,461 | 102,051 | ||
Downer EDI, Ltd. | 46,890 | 182,424 | |||
Eagers Automotive, Ltd. | 16,796 | 196,149 | |||
* | Eclipx Group, Ltd. | 44,716 | 77,371 | ||
* | Ecograf, Ltd. | 45,072 | 23,653 | ||
Elanor Investor Group | 2,855 | 4,043 | |||
Elders, Ltd. | 19,673 | 163,707 | |||
* | Electro Optic Systems Holdings, Ltd. | 4,267 | 12,934 | ||
* | Elixir Energy, Ltd. | 28,233 | 4,761 | ||
#* | Emeco Holdings, Ltd. | 55,197 | 48,459 | ||
#* | EML Payments, Ltd. | 24,564 | 64,439 | ||
EQT Holdings, Ltd. | 2,069 | 41,274 | |||
* | Estia Health, Ltd. | 28,335 | 49,122 | ||
Euroz, Ltd. | 15,153 | 18,448 | |||
* | EVENT Hospitality and Entertainment, Ltd. | 9,512 | 87,337 | ||
* | FAR, Ltd. | 9,109 | 9,058 | ||
Fleetwood, Ltd. | 9,756 | 18,326 | |||
#* | Flight Centre Travel Group, Ltd. | 12,244 | 135,409 | ||
* | Freedom Foods Group, Ltd. | 11,266 | 2,830 | ||
* | Frontier Digital Ventures, Ltd. | 15,586 | 17,803 | ||
* | G8 Education, Ltd. | 111,168 | 79,250 | ||
#* | Galaxy Resources, Ltd. | 58,295 | 199,650 | ||
* | Gascoyne Resources, Ltd. | 1,477 | 347 | ||
* | Genworth Mortgage Insurance Australia, Ltd. | 33,243 | 49,729 | ||
Gold Road Resources, Ltd. | 79,307 | 76,548 | |||
GrainCorp, Ltd., Class A | 31,517 | 121,470 | |||
Grange Resources, Ltd. | 22,462 | 13,962 | |||
GUD Holdings, Ltd. | 12,796 | 110,814 | |||
GWA Group, Ltd. | 32,736 | 67,617 | |||
Hansen Technologies, Ltd. | 21,225 | 96,858 | |||
Healius, Ltd. | 67,921 | 243,672 | |||
#* | Helloworld Travel, Ltd. | 7,031 | 8,153 | ||
* | HT&E, Ltd. | 38,557 | 47,017 | ||
HUB24, Ltd. | 6,617 | 117,012 | |||
#* | Humm Group, Ltd. | 47,095 | 32,360 | ||
IGO, Ltd. | 25,601 | 174,674 | |||
Iluka Resources, Ltd. | 33,405 | 243,518 | |||
Imdex, Ltd. | 48,773 | 75,042 | |||
Infomedia, Ltd. | 33,864 | 34,692 | |||
Inghams Group, Ltd. | 38,828 | 108,413 | |||
Intega Group, Ltd. | 35,915 | 13,854 | |||
Integral Diagnostics, Ltd. | 18,392 | 71,446 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
AUSTRALIA — (Continued) | |||||
Integrated Research, Ltd. | 11,699 | $15,866 | |||
InvoCare, Ltd. | 15,945 | 125,501 | |||
* | ioneer, Ltd. | 41,514 | 12,496 | ||
IOOF Holdings, Ltd. | 74,668 | 229,662 | |||
IPH, Ltd. | 24,078 | 143,187 | |||
IRESS, Ltd. | 19,696 | 204,406 | |||
* | Japara Healthcare, Ltd. | 25,811 | 26,169 | ||
Johns Lyng Group, Ltd. | 10,517 | 43,913 | |||
Jumbo Interactive, Ltd. | 3,461 | 42,119 | |||
Jupiter Mines, Ltd. | 181,844 | 39,308 | |||
* | Karoon Energy, Ltd. | 79,446 | 72,956 | ||
# | Kogan.com, Ltd. | 4,303 | 32,950 | ||
Lifestyle Communities, Ltd. | 11,551 | 144,873 | |||
Link Administration Holdings, Ltd. | 47,974 | 171,156 | |||
Lovisa Holdings, Ltd. | 6,087 | 70,436 | |||
* | Lynas Rare Earths, Ltd. | 103,444 | 559,117 | ||
MA Financial Group, Ltd. | 2,314 | 9,469 | |||
MACA, Ltd. | 43,876 | 28,834 | |||
Macmahon Holdings, Ltd. | 161,782 | 26,113 | |||
* | Macquarie Telecom Group, Ltd. | 559 | 27,814 | ||
* | Mayne Pharma Group, Ltd. | 168,566 | 39,686 | ||
McMillan Shakespeare, Ltd. | 9,141 | 85,123 | |||
# | McPherson's, Ltd. | 7,753 | 6,040 | ||
Medusa Mining, Ltd. | 15,386 | 9,253 | |||
* | Megaport, Ltd. | 892 | 10,915 | ||
#* | Mesoblast, Ltd. | 33,158 | 46,141 | ||
#* | Metals X, Ltd. | 120,257 | 24,193 | ||
Metcash, Ltd. | 123,655 | 366,072 | |||
* | Mincor Resources NL | 33,812 | 30,460 | ||
MNF Group, Ltd. | 4,961 | 20,033 | |||
Monadelphous Group, Ltd. | 10,506 | 83,395 | |||
Monash IVF Group, Ltd. | 28,436 | 18,141 | |||
Money3 Corp., Ltd. | 25,140 | 56,214 | |||
Mount Gibson Iron, Ltd. | 69,791 | 44,169 | |||
* | Myer Holdings, Ltd. | 91,183 | 33,155 | ||
MyState, Ltd. | 13,495 | 49,053 | |||
* | Nanosonics, Ltd. | 24,543 | 96,068 | ||
Navigator Global Investments, Ltd. | 15,251 | 19,706 | |||
* | nearmap, Ltd. | 33,038 | 50,237 | ||
Netwealth Group, Ltd. | 8,813 | 101,864 | |||
New Energy Solar | 13,461 | 8,211 | |||
# | New Hope Corp., Ltd. | 51,455 | 75,348 | ||
nib holdings, Ltd. | 50,683 | 267,266 | |||
Nick Scali, Ltd. | 6,410 | 57,772 | |||
Nickel Mines, Ltd. | 87,103 | 70,281 | |||
Nine Entertainment Co. Holdings, Ltd. | 86,267 | 175,899 | |||
NRW Holdings, Ltd. | 54,619 | 68,695 | |||
* | Nufarm, Ltd. | 35,467 | 112,494 | ||
Objective Corp., Ltd. | 1,114 | 13,805 | |||
OFX Group, Ltd. | 28,697 | 30,774 | |||
* | OM Holdings, Ltd. | 27,595 | 16,323 | ||
Omni Bridgeway, Ltd. | 29,842 | 75,740 | |||
* | oOh!media, Ltd. | 67,577 | 81,479 | ||
* | Orocobre, Ltd. | 14,759 | 89,290 | ||
Orora, Ltd. | 107,433 | 284,736 | |||
Over the Wire Holdings, Ltd. | 3,593 | 12,069 | |||
OZ Minerals, Ltd. | 34,602 | 586,637 | |||
Pacific Current Group, Ltd. | 4,674 | 19,480 | |||
Pact Group Holdings, Ltd. | 26,672 | 72,511 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
AUSTRALIA — (Continued) | |||||
* | Panoramic Resources, Ltd. | 218,305 | $28,854 | ||
Peet, Ltd. | 49,105 | 42,114 | |||
Pendal Group, Ltd. | 34,189 | 202,959 | |||
People Infrastructure, Ltd. | 2,846 | 8,989 | |||
Perenti Global, Ltd. | 76,054 | 51,075 | |||
Perpetual, Ltd. | 7,678 | 212,202 | |||
* | Perseus Mining, Ltd. | 143,232 | 175,044 | ||
* | Pilbara Minerals, Ltd. | 38,102 | 52,962 | ||
Platinum Asset Management, Ltd. | 34,598 | 104,243 | |||
# | PPK Group, Ltd. | 3,365 | 32,457 | ||
#* | Praemium, Ltd. | 25,426 | 20,953 | ||
Premier Investments, Ltd. | 10,894 | 215,659 | |||
# | Pro Medicus, Ltd. | 5,070 | 216,728 | ||
Propel Funeral Partners, Ltd. | 9,914 | 26,182 | |||
PSC Insurance Group, Ltd. | 4,690 | 12,051 | |||
PWR Holdings, Ltd. | 6,539 | 35,126 | |||
Ramelius Resources, Ltd. | 72,242 | 89,552 | |||
* | Redbubble, Ltd. | 14,203 | 33,861 | ||
Redcape Hotel Group | 18,089 | 12,743 | |||
Regis Healthcare, Ltd. | 16,349 | 25,020 | |||
Regis Resources, Ltd. | 83,617 | 157,605 | |||
* | Reject Shop, Ltd. (The) | 1,897 | 7,364 | ||
Reliance Worldwide Corp., Ltd. | 68,551 | 280,008 | |||
#* | Resolute Mining, Ltd. | 145,629 | 57,403 | ||
* | Retail Food Group, Ltd. | 414,056 | 24,275 | ||
Rhipe, Ltd. | 13,642 | 25,330 | |||
* | Ridley Corp., Ltd. | 33,998 | 28,456 | ||
* | RPMGlobal Holdings, Ltd. | 21,479 | 31,708 | ||
#* | Rumble Resources, Ltd. | 37,032 | 13,315 | ||
* | Salmat, Ltd. | 3,642 | 0 | ||
Sandfire Resources, Ltd. | 19,901 | 100,730 | |||
SeaLink Travel Group, Ltd. | 1,924 | 13,144 | |||
Select Harvests, Ltd. | 18,561 | 108,435 | |||
Senex Energy, Ltd. | 23,965 | 55,994 | |||
Servcorp, Ltd. | 6,297 | 15,295 | |||
Service Stream, Ltd. | 62,359 | 41,514 | |||
* | Seven West Media, Ltd. | 118,278 | 40,750 | ||
SG Fleet Group, Ltd. | 10,925 | 23,847 | |||
Sigma Healthcare, Ltd. | 130,482 | 60,319 | |||
* | Silver Lake Resources, Ltd. | 85,761 | 95,851 | ||
Sims, Ltd. | 20,627 | 249,361 | |||
SmartGroup Corp., Ltd. | 14,209 | 75,307 | |||
* | Southern Cross Media Group, Ltd. | 29,648 | 42,518 | ||
Spark Infrastructure Group | 186,979 | 371,859 | |||
#* | Speedcast International, Ltd. | 29,981 | 0 | ||
St Barbara, Ltd. | 78,158 | 101,192 | |||
* | Star Entertainment Grp, Ltd. (The) | 83,877 | 211,407 | ||
Steadfast Group, Ltd. | 90,014 | 294,512 | |||
Sunland Group, Ltd. | 14,139 | 26,845 | |||
Super Retail Group, Ltd. | 19,342 | 188,672 | |||
#* | Superloop, Ltd. | 40,899 | 26,345 | ||
* | Syrah Resources, Ltd. | 48,368 | 49,912 | ||
# | Tassal Group, Ltd. | 25,579 | 60,906 | ||
Technology One, Ltd. | 27,404 | 190,476 | |||
#* | Temple & Webster Group, Ltd. | 4,801 | 42,158 | ||
* | Tiger Resources, Ltd. | 149,819 | 22 | ||
United Malt Grp, Ltd. | 36,081 | 119,369 | |||
* | Uniti Group, Ltd. | 16,800 | 43,107 | ||
#* | Venturex Resources, Ltd. | 16,430 | 9,479 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
AUSTRALIA — (Continued) | |||||
Virgin Australia Holdings, Ltd. | 110,192 | $0 | |||
Virtus Health, Ltd. | 12,419 | 63,637 | |||
Vita Group, Ltd. | 21,798 | 16,137 | |||
Viva Energy Group, Ltd. | 60,028 | 91,040 | |||
#* | Wagners Holding Co., Ltd. | 8,025 | 12,125 | ||
#* | Webjet, Ltd. | 38,425 | 141,093 | ||
* | West African Resources, Ltd. | 46,708 | 35,922 | ||
Western Areas, Ltd. | 39,847 | 76,577 | |||
* | Westgold Resources, Ltd. | 38,535 | 49,441 | ||
* | Whitehaven Coal, Ltd. | 105,831 | 172,485 | ||
#* | Zip Co., Ltd. | 6,968 | 34,013 | ||
TOTAL AUSTRALIA | 20,053,709 | ||||
AUSTRIA — (1.6%) | |||||
Addiko Bank AG | 588 | 9,931 | |||
Agrana Beteiligungs AG | 2,144 | 45,531 | |||
* | ams AG | 24,234 | 463,083 | ||
ANDRITZ AG | 7,439 | 409,555 | |||
AT&S Austria Technologie & Systemtechnik AG | 3,883 | 177,896 | |||
Atrium European Real Estate, Ltd. | 22,585 | 78,426 | |||
BAWAG Group AG | 5,342 | 303,476 | |||
#* | DO & CO AG | 808 | 66,000 | ||
EVN AG | 4,186 | 101,345 | |||
Fabasoft AG | 270 | 13,288 | |||
* | FACC AG | 2,374 | 24,483 | ||
* | Flughafen Wien AG | 307 | 10,193 | ||
#* | IMMOFINANZ AG | 10,232 | 242,610 | ||
#* | Kapsch TrafficCom AG | 757 | 13,440 | ||
* | Lenzing AG | 1,530 | 197,330 | ||
Mayr Melnhof Karton AG | 1,025 | 218,102 | |||
Oberbank AG | 414 | 43,807 | |||
# | Oesterreichische Post AG | 3,336 | 176,104 | ||
Palfinger AG | 1,977 | 85,523 | |||
POLYTEC Holding AG | 1,603 | 19,164 | |||
* | Porr AG | 1,717 | 33,517 | ||
Raiffeisen Bank International AG | 3,466 | 81,953 | |||
Rhi Magnesita NV | 1,651 | 88,695 | |||
Rhi Magnesita NV | 2,503 | 131,884 | |||
Rosenbauer International AG | 346 | 19,967 | |||
S IMMO AG | 5,724 | 136,436 | |||
# | S&T AG | 5,640 | 143,136 | ||
* | Schoeller-Bleckmann Oilfield Equipment AG | 1,398 | 50,987 | ||
Semperit AG Holding | 1,085 | 39,966 | |||
Strabag SE | 1,566 | 71,052 | |||
Telekom Austria AG, Class A | 18,718 | 159,520 | |||
UBM Development AG | 812 | 40,378 | |||
UNIQA Insurance Group AG | 16,188 | 138,755 | |||
Vienna Insurance Group AG Wiener Versicherung Gruppe | 4,531 | 124,868 | |||
voestalpine AG | 11,719 | 516,991 | |||
Wienerberger AG | 13,018 | 532,125 | |||
Zumtobel Group AG | 3,981 | 42,194 | |||
TOTAL AUSTRIA | 5,051,711 | ||||
BELGIUM — (1.4%) | |||||
#* | Acacia Pharma Group P.L.C. | 5,512 | 14,479 | ||
Ackermans & van Haaren NV | 2,696 | 464,583 | |||
* | AGFA-Gevaert NV | 20,629 | 101,749 | ||
Atenor | 533 | 38,185 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
BELGIUM — (Continued) | |||||
Banque Nationale de Belgique | 20 | $41,531 | |||
Barco NV | 8,728 | 218,041 | |||
Bekaert SA | 4,826 | 229,197 | |||
#* | Biocartis Group NV | 3,596 | 17,107 | ||
* | bpost SA | 9,364 | 105,155 | ||
#* | Celyad Oncology SA | 590 | 2,520 | ||
Cie d'Entreprises CFE | 891 | 91,004 | |||
Deceuninck NV | 10,393 | 42,542 | |||
D'ieteren Group | 2,791 | 447,337 | |||
Econocom Group SA | 14,168 | 61,613 | |||
# | Elia Group SA | 3,189 | 376,911 | ||
Etablissements Franz Colruyt NV | 1,274 | 72,437 | |||
Euronav NV | 19,147 | 166,385 | |||
* | Euronav NV | 4,581 | 39,626 | ||
EVS Broadcast Equipment SA | 1,783 | 37,028 | |||
# | Exmar NV | 4,511 | 19,800 | ||
Fagron | 5,041 | 104,562 | |||
Gimv NV | 3,318 | 211,715 | |||
* | Greenyard NV | 1,806 | 19,710 | ||
Immobel SA | 570 | 48,275 | |||
Ion Beam Applications | 2,603 | 49,371 | |||
Jensen-Group NV | 507 | 17,710 | |||
* | Kinepolis Group NV | 1,367 | 70,998 | ||
Lotus Bakeries NV | 33 | 192,599 | |||
Melexis NV | 1,773 | 197,618 | |||
#* | Mithra Pharmaceuticals SA | 419 | 10,121 | ||
#* | Ontex Group NV | 8,295 | 92,269 | ||
#* | Oxurion NV | 5,542 | 14,665 | ||
* | Picanol | 234 | 21,174 | ||
Proximus SADP | 13,771 | 282,998 | |||
Recticel SA | 4,845 | 79,839 | |||
Resilux | 88 | 18,418 | |||
Shurgard Self Storage SA | 1,532 | 82,122 | |||
Sipef NV | 638 | 35,529 | |||
Telenet Group Holding NV | 4,078 | 153,053 | |||
* | Tessenderlo Group SA | 1,966 | 83,164 | ||
Van de Velde NV | 716 | 21,153 | |||
VGP NV | 650 | 133,818 | |||
Viohalco SA | 9,200 | 49,426 | |||
TOTAL BELGIUM | 4,577,537 | ||||
CANADA — (9.7%) | |||||
* | 5N Plus, Inc. | 10,900 | 23,240 | ||
Absolute Software Corp. | 6,100 | 83,657 | |||
Acadian Timber Corp. | 500 | 7,038 | |||
#* | AcuityAds Holdings, Inc. | 3,643 | 29,726 | ||
* | Advantage Energy, Ltd. | 29,081 | 109,322 | ||
Aecon Group, Inc. | 8,691 | 141,762 | |||
* | Africa Oil Corp. | 54,929 | 54,154 | ||
# | AG Growth International, Inc. | 2,667 | 69,155 | ||
AGF Management, Ltd., Class B | 10,933 | 66,162 | |||
#* | Aimia, Inc. | 12,133 | 46,000 | ||
# | AirBoss of America Corp. | 2,200 | 65,457 | ||
# | Alamos Gold, Inc., Class A | 50,062 | 406,882 | ||
# | Alaris Equity Partners Income | 5,125 | 73,120 | ||
* | Alcanna, Inc. | 5,866 | 30,609 | ||
* | Aleafia Health, Inc. | 9,500 | 2,817 | ||
#* | Alexco Resource Corp. | 7,261 | 15,889 | ||
Algoma Central Corp. | 1,600 | 19,917 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
* | Almaden Minerals, Ltd., Class B | 14,000 | $6,284 | ||
# | AltaGas, Ltd. | 14,653 | 310,184 | ||
# | Altius Minerals Corp. | 5,800 | 79,497 | ||
Altus Group, Ltd. | 5,600 | 263,572 | |||
* | Amerigo Resources, Ltd. | 14,600 | 14,862 | ||
Andlauer Healthcare Group, Inc. | 792 | 27,913 | |||
Andrew Peller, Ltd., Class A | 4,300 | 30,709 | |||
ARC Resources, Ltd. | 72,399 | 547,809 | |||
* | Argonaut Gold, Inc. | 36,652 | 98,711 | ||
* | Aritzia, Inc. | 10,804 | 316,863 | ||
Atco, Ltd., Class I | 5,672 | 204,948 | |||
* | Athabasca Oil Corp. | 58,945 | 37,325 | ||
* | ATS Automation Tooling Systems, Inc. | 9,114 | 274,384 | ||
Aura Minerals, Inc. | 2,400 | 31,549 | |||
* | AutoCanada, Inc. | 2,934 | 119,373 | ||
Badger Infrastructure Solutions, Ltd. | 3,509 | 98,019 | |||
# | Birchcliff Energy, Ltd. | 39,513 | 149,171 | ||
# | Bird Construction, Inc. | 3,138 | 21,480 | ||
* | Black Diamond Group, Ltd. | 2,510 | 8,148 | ||
BMTC Group, Inc. | 850 | 10,812 | |||
#* | Bombardier, Inc., Class B | 99,235 | 118,516 | ||
Boralex, Inc., Class A | 10,176 | 320,304 | |||
Bridgemarq Real Estate Services | 700 | 9,398 | |||
Calian Group, Ltd. | 900 | 44,062 | |||
Canaccord Genuity Group, Inc. | 14,896 | 162,380 | |||
# | Canacol Energy, Ltd. | 18,050 | 46,152 | ||
#* | Canada Goose Holdings, Inc. | 3,000 | 127,348 | ||
* | Canada Goose Holdings, Inc. | 4,563 | 193,608 | ||
# | Canadian Western Bank | 12,118 | 330,341 | ||
* | Canfor Corp. | 10,200 | 196,953 | ||
* | Canfor Pulp Products, Inc. | 3,143 | 17,055 | ||
Capital Power Corp. | 14,849 | 503,457 | |||
* | Capstone Mining Corp. | 44,912 | 201,233 | ||
* | Cardinal Energy, Ltd. | 13,363 | 33,633 | ||
Cascades, Inc. | 12,329 | 158,016 | |||
* | Celestica, Inc. | 18,318 | 161,949 | ||
# | Centerra Gold, Inc. | 29,868 | 240,125 | ||
Cervus Equipment Corp. | 1,000 | 11,574 | |||
* | CES Energy Solutions Corp. | 31,177 | 40,483 | ||
* | Charlottes Web Holdings, Inc. | 9,735 | 31,290 | ||
China Gold International Resources Corp., Ltd. | 43,400 | 109,578 | |||
CI Financial Corp. | 24,797 | 452,174 | |||
Cogeco Communications, Inc. | 2,000 | 189,372 | |||
Cogeco, Inc. | 800 | 59,628 | |||
Colliers International Group, Inc. | 2,334 | 299,476 | |||
Colliers International Group, Inc. | 1,109 | 142,606 | |||
Computer Modelling Group, Ltd. | 12,144 | 42,245 | |||
#* | Copper Mountain Mining Corp. | 12,235 | 35,403 | ||
Corby Spirit and Wine, Ltd. | 900 | 13,403 | |||
# | Corus Entertainment, Inc., Class B | 24,296 | 112,756 | ||
# | Crescent Point Energy Corp. | 20,700 | 75,659 | ||
Crescent Point Energy Corp. | 50,843 | 186,594 | |||
* | Cronos Group, Inc. | 16,661 | 122,792 | ||
* | Denison Mines Corp. | 76,968 | 83,285 | ||
* | Descartes Systems Group, Inc. (The) | 1,723 | 125,193 | ||
Dexterra Group, Inc. | 10,783 | 57,478 | |||
#* | DIRTT Environmental Solutions | 7,700 | 35,303 | ||
Doman Building Materials Group, Ltd. | 4,700 | 25,994 | |||
* | Dorel Industries, Inc., Class B | 3,700 | 42,024 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
DREAM Unlimited Corp., Class A | 4,025 | $86,623 | |||
Dundee Precious Metals, Inc. | 18,655 | 112,893 | |||
# | ECN Capital Corp. | 39,452 | 331,718 | ||
E-L Financial Corp., Ltd. | 204 | 150,760 | |||
* | Eldorado Gold Corp. | 24,534 | 229,292 | ||
Element Fleet Management Corp. | 42,552 | 487,049 | |||
Endeavour Mining P.L.C. | 21,156 | 503,803 | |||
#* | Endeavour Silver Corp. | 16,100 | 84,913 | ||
Enerflex, Ltd. | 10,336 | 59,981 | |||
* | Energy Fuels, Inc. | 5,331 | 27,900 | ||
# | Enerplus Corp. | 27,265 | 169,805 | ||
Enerplus Corp. | 3,900 | 24,297 | |||
Enghouse Systems, Ltd. | 4,090 | 184,601 | |||
* | Ensign Energy Services, Inc. | 23,650 | 34,311 | ||
* | Equinox Gold Corp. | 4,452 | 30,975 | ||
Equitable Group, Inc. | 1,543 | 185,516 | |||
#* | ERO Copper Corp. | 8,889 | 178,906 | ||
Evertz Technologies, Ltd. | 3,302 | 37,742 | |||
Exchange Income Corp. | 943 | 31,133 | |||
Exco Technologies, Ltd. | 4,600 | 37,903 | |||
* | EXFO, Inc. | 3,030 | 17,301 | ||
# | Extendicare, Inc. | 11,410 | 75,725 | ||
Fiera Capital Corp., Class A | 8,500 | 75,489 | |||
Finning International, Inc. | 19,313 | 499,389 | |||
Firm Capital Mortgage Investment Corp. | 2,800 | 34,360 | |||
# | First Majestic Silver Corp. | 14,299 | 195,528 | ||
# | First Majestic Silver Corp. | 8,211 | 112,573 | ||
#* | First Mining Gold Corp. | 27,500 | 8,596 | ||
First National Financial Corp. | 2,280 | 84,266 | |||
#* | Fission Uranium Corp. | 56,500 | 24,455 | ||
#* | Fortuna Silver Mines, Inc. | 30,193 | 143,509 | ||
* | Fortuna Silver Mines, Inc. | 7,300 | 34,675 | ||
# | Freehold Royalties, Ltd. | 11,649 | 81,513 | ||
* | Frontera Energy Corp. | 4,620 | 28,329 | ||
#* | Galiano Gold, Inc. | 12,801 | 12,620 | ||
* | Gamehost, Inc. | 2,000 | 13,001 | ||
* | GDI Integrated Facility Services, Inc. | 1,200 | 55,402 | ||
# | Gibson Energy, Inc. | 17,831 | 326,721 | ||
goeasy, Ltd. | 1,136 | 155,704 | |||
* | GoGold Resources, Inc. | 21,500 | 51,182 | ||
* | Golden Star Resources, Ltd. | 9,815 | 25,804 | ||
#* | GoldMoney, Inc. | 6,800 | 15,479 | ||
#* | Gran Tierra Energy, Inc. | 52,923 | 31,815 | ||
* | Great Canadian Gaming Corp. | 7,200 | 255,659 | ||
Guardian Capital Group, Ltd., Class A | 2,850 | 75,385 | |||
Hardwoods Distribution, Inc. | 1,904 | 53,811 | |||
* | Headwater Exploration, Inc. | 14,100 | 44,529 | ||
* | Heroux-Devtek, Inc. | 4,097 | 57,107 | ||
High Liner Foods, Inc. | 2,300 | 24,187 | |||
* | Home Capital Group, Inc., Class B | 7,497 | 233,455 | ||
# | Hudbay Minerals, Inc. | 32,692 | 233,477 | ||
#* | i-80 Gold Corp. | 12,689 | 26,647 | ||
iA Financial Corp., Inc. | 3,554 | 196,615 | |||
#* | IAMGOLD Corp. | 56,196 | 153,598 | ||
* | IBI Group, Inc. | 2,900 | 24,151 | ||
* | Imperial Metals Corp. | 9,700 | 36,775 | ||
Information Services Corp. | 900 | 20,408 | |||
# | Innergex Renewable Energy, Inc. | 14,110 | 245,986 | ||
Inter Pipeline, Ltd. | 39,561 | 633,559 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
Interfor Corp. | 8,400 | $172,296 | |||
Intertape Polymer Group, Inc. | 7,044 | 156,791 | |||
#* | Invesque, Inc. | 4,300 | 11,094 | ||
* | Ivanhoe Mines, Ltd., Class A | 4,842 | 35,939 | ||
# | Jamieson Wellness, Inc. | 4,213 | 118,090 | ||
* | Karora Resources, Inc. | 15,448 | 47,300 | ||
K-Bro Linen, Inc. | 1,500 | 52,168 | |||
#* | Kelt Exploration, Ltd. | 15,188 | 41,269 | ||
# | Keyera Corp. | 15,103 | 404,328 | ||
* | Kinaxis, Inc. | 2,617 | 339,522 | ||
Kingsway Financial Services, Inc. | 600 | 3,184 | |||
* | Knight Therapeutics, Inc. | 14,616 | 59,982 | ||
# | KP Tissue, Inc. | 700 | 5,858 | ||
Labrador Iron Ore Royalty Corp. | 7,700 | 306,185 | |||
#* | Largo Resources, Ltd. | 1,753 | 28,667 | ||
Lassonde Industries, Inc., Class A | 400 | 55,329 | |||
# | Laurentian Bank of Canada | 6,500 | 220,904 | ||
Leon's Furniture, Ltd. | 4,500 | 83,645 | |||
# | LifeWorks, Inc. | 8,101 | 230,446 | ||
Linamar Corp. | 6,205 | 367,147 | |||
#* | Lucara Diamond Corp. | 52,607 | 30,360 | ||
* | Lundin Gold, Inc. | 4,591 | 41,619 | ||
Magellan Aerospace Corp. | 2,400 | 19,679 | |||
* | Mainstreet Equity Corp. | 600 | 53,137 | ||
* | Major Drilling Group International, Inc. | 10,973 | 75,639 | ||
Maple Leaf Foods, Inc. | 9,496 | 188,078 | |||
Martinrea International, Inc. | 11,210 | 113,753 | |||
* | Mav Beauty Brands, Inc. | 2,800 | 9,179 | ||
Maverix Metals, Inc. | 3,200 | 15,313 | |||
* | MDF Commerce, Inc. | 2,102 | 16,848 | ||
Medical Facilities Corp. | 5,100 | 33,725 | |||
* | MEG Energy Corp. | 34,293 | 218,798 | ||
Melcor Developments, Ltd. | 500 | 5,054 | |||
# | Methanex Corp. | 6,133 | 206,437 | ||
Morguard Corp. | 600 | 66,329 | |||
MTY Food Group, Inc. | 2,800 | 152,568 | |||
# | Mullen Group, Ltd. | 14,988 | 162,782 | ||
* | New Gold, Inc. | 90,970 | 148,749 | ||
# | NFI Group, Inc. | 6,253 | 135,776 | ||
North American Construction Group, Ltd. | 3,900 | 58,456 | |||
North West Co., Inc. (The) | 6,181 | 180,139 | |||
* | NuVista Energy, Ltd. | 29,960 | 84,049 | ||
* | OceanaGold Corp. | 86,128 | 167,755 | ||
* | Opsens, Inc. | 6,200 | 12,772 | ||
Osisko Gold Royalties, Ltd. | 12,604 | 171,840 | |||
* | Osisko Mining, Inc. | 12,400 | 31,606 | ||
Paramount Resources, Ltd., Class A | 8,344 | 108,017 | |||
* | Parex Resources, Inc. | 17,840 | 293,139 | ||
Park Lawn Corp. | 3,654 | 105,643 | |||
# | Parkland Corp. | 13,338 | 424,537 | ||
# | Pason Systems, Inc. | 11,152 | 70,974 | ||
# | Peyto Exploration & Development Corp. | 19,559 | 113,347 | ||
Pizza Pizza Royalty Corp. | 6,500 | 59,707 | |||
* | Points International, Ltd. | 761 | 12,669 | ||
* | Points International, Ltd. | 700 | 11,711 | ||
Polaris Infrastructure, Inc. | 2,100 | 31,544 | |||
Pollard Banknote, Ltd. | 1,300 | 52,413 | |||
* | PolyMet Mining Corp. | 1,089 | 3,344 | ||
# | PrairieSky Royalty, Ltd. | 22,200 | 248,762 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
* | Precision Drilling Corp. | 1,930 | $64,183 | ||
# | Premium Brands Holdings Corp., Class A | 4,330 | 442,787 | ||
#* | Pretium Resources, Inc. | 1,300 | 12,129 | ||
* | Pretium Resources, Inc. | 17,500 | 163,133 | ||
Quarterhill, Inc. | 10,900 | 20,794 | |||
#* | Real Matters, Inc. | 9,299 | 95,181 | ||
* | Recipe Unlimited Corp. | 2,200 | 39,235 | ||
#* | RF Capital Group, Inc. | 1,552 | 3,098 | ||
Richelieu Hardware, Ltd. | 6,969 | 243,044 | |||
# | Rogers Sugar, Inc. | 12,650 | 59,214 | ||
# | Russel Metals, Inc. | 8,500 | 239,820 | ||
#* | Sabina Gold & Silver Corp. | 36,019 | 54,854 | ||
* | Sandstorm Gold, Ltd. | 23,400 | 184,184 | ||
# | Savaria Corp. | 5,000 | 84,282 | ||
* | Seabridge Gold, Inc. | 2,000 | 36,214 | ||
Secure Energy Services, Inc. | 21,030 | 71,134 | |||
#* | ShawCor, Ltd. | 7,942 | 31,511 | ||
# | Sienna Senior Living, Inc. | 8,177 | 104,277 | ||
* | Sierra Metals, Inc. | 5,800 | 16,132 | ||
* | Sierra Wireless, Inc. | 5,200 | 100,407 | ||
Sleep Country Canada Holdings, Inc. | 4,501 | 106,103 | |||
# | SNC-Lavalin Group, Inc. | 14,686 | 390,811 | ||
* | Spin Master Corp. | 3,700 | 141,849 | ||
# | Sprott, Inc. | 2,598 | 95,760 | ||
# | SSR Mining, Inc. | 22,962 | 373,796 | ||
# | Stantec, Inc. | 10,112 | 470,748 | ||
Stelco Holdings, Inc. | 2,200 | 72,651 | |||
Stella-Jones, Inc. | 6,265 | 227,330 | |||
* | Storm Resources, Ltd. | 15,193 | 44,084 | ||
* | SunOpta, Inc. | 10,884 | 114,633 | ||
# | Superior Plus Corp. | 22,114 | 277,932 | ||
* | Surge Energy, Inc. | 40,298 | 17,442 | ||
* | Tamarack Valley Energy, Ltd. | 25,980 | 56,016 | ||
#* | Taseko Mines, Ltd. | 35,100 | 63,020 | ||
* | TeraGo, Inc. | 400 | 1,828 | ||
TerraVest Industries, Inc. | 800 | 12,818 | |||
TFI International, Inc. | 4,211 | 471,392 | |||
Tidewater Midstream and Infrastructure, Ltd. | 35,300 | 39,895 | |||
Timbercreek Financial Corp. | 9,052 | 70,379 | |||
* | Torex Gold Resources, Inc. | 13,010 | 146,305 | ||
* | Total Energy Services, Inc. | 6,761 | 21,784 | ||
TransAlta Corp. | 35,363 | 368,766 | |||
# | TransAlta Renewables, Inc. | 15,283 | 269,131 | ||
Transcontinental, Inc., Class A | 11,425 | 226,101 | |||
* | Treasury Metals, Inc. | 917 | 647 | ||
#* | Trevali Mining Corp. | 49,000 | 9,033 | ||
#* | Trican Well Service, Ltd. | 49,274 | 103,477 | ||
Tricon Residential, Inc. | 16,884 | 202,321 | |||
* | Trisura Group, Ltd. | 4,000 | 149,407 | ||
* | Turquoise Hill Resources, Ltd. | 4,464 | 74,549 | ||
* | Turquoise Hill Resources, Ltd. | 3,947 | 65,866 | ||
* | Uni-Select, Inc. | 6,255 | 77,461 | ||
* | Vermilion Energy, Inc. | 9,634 | 69,267 | ||
* | Vermilion Energy, Inc. | 9,431 | 67,809 | ||
* | Victoria Gold Corp. | 2,300 | 34,659 | ||
* | Viemed Healthcare, Inc. | 1,600 | 11,132 | ||
* | Viemed Healthcare, Inc. | 2,200 | 15,312 | ||
* | Village Farms International, Inc. | 1,948 | 18,798 | ||
Wajax Corp. | 3,913 | 69,817 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
Waterloo Brewing, Ltd. | 2,100 | $10,958 | |||
#* | Wesdome Gold Mines, Ltd. | 17,079 | 172,761 | ||
# | Western Forest Products, Inc. | 53,930 | 83,428 | ||
# | Westshore Terminals Investment Corp. | 5,642 | 97,410 | ||
# | Whitecap Resources, Inc. | 64,040 | 293,099 | ||
* | WildBrain, Ltd. | 12,570 | 26,297 | ||
Winpak, Ltd. | 3,800 | 124,179 | |||
# | Yamana Gold, Inc. | 75,682 | 339,101 | ||
# | Yellow Pages, Ltd. | 2,040 | 23,448 | ||
Zenith Capital Corp. | 1,300 | 352 | |||
TOTAL CANADA | 31,427,432 | ||||
CHINA — (0.0%) | |||||
* | FIH Mobile, Ltd. | 91,000 | 12,434 | ||
* | Hanfeng Evergreen, Inc. | 2,400 | 0 | ||
TK Group Holdings, Ltd. | 30,000 | 10,860 | |||
TOTAL CHINA | 23,294 | ||||
DENMARK — (2.1%) | |||||
* | ALK-Abello A.S. | 730 | 359,895 | ||
# | Alm Brand A.S. | 9,028 | 65,546 | ||
#* | Bang & Olufsen A.S. | 14,001 | 78,033 | ||
* | Bavarian Nordic A.S. | 6,901 | 280,081 | ||
* | Brodrene Hartmann A.S. | 204 | 16,460 | ||
cBrain A.S. | 849 | 44,904 | |||
Chemometec A.S. | 1,617 | 258,865 | |||
Columbus A.S. | 6,761 | 11,529 | |||
D/S Norden A.S. | 3,259 | 93,013 | |||
* | Dfds A.S. | 3,765 | 207,951 | ||
* | Drilling Co. of 1972 A.S. (The) | 1,537 | 59,288 | ||
FLSmidth & Co. A.S. | 4,390 | 162,711 | |||
Fluegger Group A.S. | 86 | 10,286 | |||
# | H Lundbeck A.S. | 4,106 | 123,902 | ||
* | H+H International A.S., Class B | 2,539 | 85,647 | ||
* | ISS A.S. | 12,009 | 283,396 | ||
Jeudan A.S. | 1,140 | 47,425 | |||
* | Jyske Bank A.S. | 6,167 | 299,246 | ||
Matas A.S. | 3,630 | 64,715 | |||
Netcompany Group A.S. | 3,857 | 476,490 | |||
* | Nilfisk Holding A.S. | 3,104 | 108,925 | ||
* | NKT A.S. | 4,415 | 209,801 | ||
NNIT A.S. | 1,779 | 38,335 | |||
* | NTG Nordic Transport Group A.S. | 1,220 | 94,784 | ||
Per Aarsleff Holding A.S. | 1,919 | 82,705 | |||
Ringkjoebing Landbobank A.S. | 3,099 | 351,892 | |||
Rockwool International A.S., Class A | 165 | 76,199 | |||
Rockwool International A.S., Class B | 257 | 136,371 | |||
Royal Unibrew A.S. | 5,678 | 769,449 | |||
# | RTX A.S. | 1,054 | 29,112 | ||
Scandinavian Tobacco Group A.S., Class A | 7,060 | 144,633 | |||
Schouw & Co., A.S. | 1,502 | 160,699 | |||
SimCorp A.S. | 4,523 | 628,453 | |||
Solar A.S., Class B | 610 | 59,323 | |||
Spar Nord Bank A.S. | 9,494 | 114,130 | |||
Sydbank A.S. | 7,279 | 222,844 | |||
TCM Group A.S. | 500 | 12,463 | |||
* | Tivoli A.S. | 244 | 33,854 | ||
Topdanmark A.S. | 4,795 | 244,177 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
DENMARK — (Continued) | |||||
# | TORM P.L.C., Class A | 4,930 | $42,292 | ||
UIE P.L.C. | 176 | 47,934 | |||
* | Zealand Pharma A.S. | 3,739 | 113,332 | ||
TOTAL DENMARK | 6,751,090 | ||||
FINLAND — (2.3%) | |||||
Aktia Bank Oyj | 6,459 | 90,550 | |||
Alandsbanken Abp, Class B | 379 | 12,677 | |||
Alma Media Oyj | 4,469 | 59,295 | |||
Aspo Oyj | 2,685 | 30,815 | |||
Atria Oyj, Class A | 2,491 | 36,295 | |||
* | BasWare Oyj | 944 | 43,467 | ||
Bittium Oyj | 4,078 | 30,431 | |||
Cargotec Oyj, Class B | 4,700 | 252,650 | |||
Caverion Oyj | 9,013 | 78,199 | |||
# | Citycon Oyj | 7,320 | 64,389 | ||
Digia Oyj | 2,833 | 26,917 | |||
Enento Group Oyj | 1,519 | 69,355 | |||
#* | Finnair Oyj | 76,560 | 61,376 | ||
Fiskars Oyj Abp | 3,261 | 79,916 | |||
F-Secure Oyj | 12,707 | 62,327 | |||
Harvia Oyj | 1,373 | 100,081 | |||
HKScan Oyj, Class A | 1,550 | 3,983 | |||
Huhtamaki Oyj | 10,488 | 558,594 | |||
Kamux Corp. | 2,922 | 60,295 | |||
Kemira Oyj | 11,957 | 201,505 | |||
Kojamo Oyj | 10,741 | 264,826 | |||
Konecranes Oyj, Class A | 7,254 | 312,238 | |||
Lassila & Tikanoja Oyj | 3,659 | 64,752 | |||
#* | Lehto Group Oyj | 1,174 | 2,374 | ||
Marimekko Oyj | 222 | 18,202 | |||
Metsa Board Oyj | 21,964 | 242,794 | |||
Musti Group Oyj | 2,666 | 110,043 | |||
Neles Oyj | 12,166 | 188,211 | |||
Nokian Renkaat Oyj | 14,395 | 607,116 | |||
Olvi Oyj, Class A | 1,985 | 124,581 | |||
Oriola Oyj, Class A | 5,827 | 13,891 | |||
Oriola Oyj, Class B | 16,336 | 37,675 | |||
Orion Oyj, Class A | 2,441 | 103,955 | |||
Orion Oyj, Class B | 10,750 | 457,579 | |||
* | Outokumpu Oyj | 40,666 | 290,134 | ||
Pihlajalinna Oyj | 1,333 | 18,655 | |||
Ponsse Oyj | 1,180 | 60,177 | |||
* | QT Group Oyj | 1,722 | 233,205 | ||
Raisio Oyj, Class V | 14,595 | 68,463 | |||
* | Rapala VMC Oyj | 1,900 | 22,874 | ||
Revenio Group Oyj | 2,410 | 195,569 | |||
Sanoma Oyj | 10,553 | 195,723 | |||
Taaleri Oyj | 1,518 | 19,189 | |||
Teleste Oyj | 1,530 | 11,336 | |||
Terveystalo Oyj | 5,382 | 73,162 | |||
TietoEVRY Oyj | 8,981 | 302,070 | |||
Tokmanni Group Corp. | 5,059 | 146,066 | |||
Uponor Oyj | 6,371 | 203,178 | |||
Vaisala Oyj, Class A | 1,838 | 85,423 | |||
Valmet Oyj | 15,204 | 634,507 | |||
Verkkokauppa.com Oyj | 1,520 | 15,399 | |||
Wartsila OYJ Abp | 18,090 | 272,517 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
FINLAND — (Continued) | |||||
# | YIT Oyj | 18,124 | $109,894 | ||
TOTAL FINLAND | 7,428,895 | ||||
FRANCE — (4.1%) | |||||
ABC arbitrage | 2,447 | 20,793 | |||
* | Akka Technologies | 1,514 | 84,571 | ||
AKWEL | 1,182 | 34,071 | |||
# | Albioma SA | 3,447 | 137,739 | ||
ALD SA | 5,766 | 84,414 | |||
Altamir | 1,905 | 52,857 | |||
Alten SA | 2,868 | 455,914 | |||
Assystem SA | 1,354 | 48,730 | |||
* | ATEME SA | 495 | 7,762 | ||
Aubay | 936 | 53,961 | |||
Axway Software SA | 836 | 28,165 | |||
Bastide le Confort Medical | 266 | 15,020 | |||
* | Beneteau SA | 3,904 | 63,807 | ||
* | Bigben Interactive | 2,306 | 42,202 | ||
Boiron SA | 776 | 40,277 | |||
Bonduelle SCA | 2,134 | 53,392 | |||
Burelle SA | 28 | 23,980 | |||
Caisse Regionale de Credit Agricole Mutuel du Languedoc SCCV | 23 | 1,596 | |||
* | Casino Guichard Perrachon SA | 4,112 | 116,244 | ||
CBo Territoria | 2,250 | 9,550 | |||
* | Cegedim SA | 865 | 29,247 | ||
* | CGG SA | 82,253 | 57,502 | ||
Chargeurs SA | 2,784 | 72,273 | |||
#* | Cie des Alpes | 3,270 | 47,710 | ||
Cie Plastic Omnium SA | 6,434 | 204,195 | |||
* | Coface SA | 11,782 | 147,897 | ||
#* | DBV Technologies SA | 1,409 | 15,326 | ||
Delta Plus Group | 115 | 12,067 | |||
* | Derichebourg SA | 16,273 | 171,891 | ||
* | Ekinops SAS | 2,101 | 19,032 | ||
Electricite de Strasbourg SA | 132 | 17,527 | |||
* | Elior Group SA | 14,729 | 100,967 | ||
* | Elis SA | 19,637 | 352,146 | ||
* | Eramet SA | 1,279 | 102,277 | ||
* | ESI Group | 177 | 12,180 | ||
* | Etablissements Maurel et Prom SA | 8,900 | 19,932 | ||
Eurazeo SE | 4,307 | 417,182 | |||
#* | Europcar Mobility Group | 40,234 | 23,823 | ||
Eutelsat Communications SA | 21,073 | 229,297 | |||
* | Exel Industries, Class A | 184 | 18,149 | ||
Faurecia SE | 12,576 | 561,298 | |||
Fnac Darty SA | 1,710 | 118,695 | |||
Fnac Darty SA | 648 | 44,793 | |||
* | Gaumont SA | 20 | 2,524 | ||
Gaztransport Et Technigaz SA | 2,039 | 163,503 | |||
* | GL Events | 1,343 | 21,369 | ||
Groupe Crit | 446 | 36,240 | |||
Guerbet | 934 | 34,831 | |||
* | Haulotte Group SA | 1,014 | 7,215 | ||
HEXAOM | 440 | 22,926 | |||
* | ID Logistics Group | 316 | 101,201 | ||
Iliad SA | 238 | 51,290 | |||
Imerys SA | 2,590 | 119,969 | |||
Infotel SA | 235 | 13,941 | |||
Ipsen SA | 192 | 20,517 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
FRANCE — (Continued) | |||||
IPSOS | 4,636 | $215,380 | |||
Jacquet Metals SACA | 2,005 | 47,921 | |||
* | JCDecaux SA | 7,005 | 191,090 | ||
Kaufman & Broad SA | 2,328 | 103,296 | |||
Korian SA | 8,517 | 323,325 | |||
* | Lagardere SA | 7,262 | 202,554 | ||
Laurent-Perrier | 396 | 47,901 | |||
Lectra | 3,443 | 140,285 | |||
Linedata Services | 535 | 25,829 | |||
LISI | 2,528 | 86,189 | |||
LNA Sante SA | 809 | 50,971 | |||
* | Lumibird | 1,029 | 20,878 | ||
Maisons du Monde SA | 4,270 | 97,703 | |||
Manitou BF SA | 1,600 | 52,613 | |||
Manutan International | 508 | 47,252 | |||
Mersen SA | 2,045 | 81,233 | |||
Metropole Television SA | 2,887 | 57,809 | |||
* | Neoen SA | 2,742 | 118,912 | ||
Nexans SA | 3,620 | 346,482 | |||
Nexity SA | 5,013 | 252,526 | |||
#* | Nicox | 2,438 | 9,339 | ||
NRJ Group | 2,200 | 16,024 | |||
* | Onxeo SA | 4,614 | 3,197 | ||
Orpea SA | 1,218 | 154,671 | |||
Pharmagest Interactive | 142 | 15,967 | |||
Quadient SA | 5,381 | 157,940 | |||
#* | Recylex SA | 1,750 | 719 | ||
Rexel SA | 37,300 | 787,474 | |||
Robertet SA | 62 | 73,591 | |||
Rothschild & Co. | 4,325 | 161,860 | |||
Rubis SCA | 9,908 | 397,461 | |||
Samse SA | 132 | 28,973 | |||
Savencia SA | 669 | 53,646 | |||
SCOR SE | 15,905 | 444,173 | |||
Seche Environnement SA | 536 | 31,092 | |||
SES SA, Class A | 33,307 | 256,776 | |||
* | SMCP SA | 3,334 | 20,931 | ||
Societe BIC SA | 2,638 | 178,845 | |||
* | Societe des Bains de Mer et du Cercle des Etrangers a Monaco | 427 | 37,350 | ||
Societe LDC SA | 88 | 10,750 | |||
Societe pour l'Informatique Industrielle | 1,084 | 44,737 | |||
* | SOITEC | 2,577 | 617,853 | ||
#* | Solocal Group | 12,070 | 22,780 | ||
Somfy SA | 929 | 177,875 | |||
Sopra Steria Group SACA | 1,921 | 381,854 | |||
SPIE SA | 13,433 | 318,181 | |||
Stef SA | 521 | 60,563 | |||
Sword Group | 566 | 30,453 | |||
Synergie SE | 1,041 | 45,687 | |||
* | Technicolor SA | 783 | 2,754 | ||
* | Technip Energies NV | 3,610 | 48,930 | ||
Television Francaise 1 | 7,423 | 70,876 | |||
Thermador Groupe | 782 | 87,199 | |||
Tikehau Capital SCA | 2,214 | 69,468 | |||
Total Gabon | 95 | 15,271 | |||
Trigano SA | 1,069 | 231,225 | |||
Union Financiere de France BQE SA | 487 | 10,254 | |||
Valeo | 2,300 | 66,506 | |||
* | Vallourec SA | 4,638 | 44,995 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
FRANCE — (Continued) | |||||
Verallia SA | 3,650 | $135,349 | |||
Vetoquinol SA | 354 | 51,392 | |||
Vicat SA | 2,705 | 136,360 | |||
VIEL & Cie SA | 4,347 | 31,255 | |||
Vilmorin & Cie SA | 883 | 59,270 | |||
Virbac SA | 475 | 191,845 | |||
* | Wavestone | 621 | 30,935 | ||
* | X-Fab Silicon Foundries SE | 6,145 | 58,247 | ||
TOTAL FRANCE | 13,159,019 | ||||
GERMANY — (6.2%) | |||||
1&1 AG | 4,302 | 127,641 | |||
3U Holding AG | 100 | 386 | |||
7C Solarparken AG | 3,443 | 15,514 | |||
Aareal Bank AG | 7,914 | 199,574 | |||
Adesso SE | 170 | 31,219 | |||
ADLER Group SA | 520 | 12,614 | |||
* | ADVA Optical Networking SE | 6,195 | 92,156 | ||
AIXTRON SE | 12,028 | 296,705 | |||
All for One Group SE | 283 | 22,497 | |||
Allgeier SE | 979 | 27,631 | |||
Amadeus Fire AG | 543 | 109,089 | |||
Atoss Software AG | 673 | 136,862 | |||
Aurubis AG | 4,116 | 416,831 | |||
Basler AG | 528 | 69,268 | |||
* | Bauer AG | 3,060 | 45,514 | ||
BayWa AG | 1,916 | 87,850 | |||
Bechtle AG | 570 | 117,695 | |||
Bertrandt AG | 1,118 | 66,126 | |||
bet-at-home.com AG | 393 | 13,913 | |||
* | Bijou Brigitte AG | 711 | 19,815 | ||
Bilfinger SE | 4,751 | 146,119 | |||
* | Borussia Dortmund GmbH & Co., KGaA | 9,378 | 68,112 | ||
CANCOM SE | 4,536 | 285,067 | |||
* | CECONOMY AG | 19,864 | 95,298 | ||
CENIT AG | 1,323 | 23,297 | |||
Cewe Stiftung & Co., KGaA | 738 | 110,628 | |||
CompuGroup Medical SE & Co., KgaA | 2,769 | 222,132 | |||
#* | Corestate Capital Holding SA | 1,975 | 29,526 | ||
CropEnergies AG | 3,994 | 47,031 | |||
* | CTS Eventim AG & Co., KGaA | 4,673 | 317,508 | ||
Dermapharm Holding SE | 1,637 | 130,949 | |||
Deutsche Beteiligungs AG | 2,206 | 97,517 | |||
Deutsche EuroShop AG | 5,432 | 128,920 | |||
#* | Deutsche Lufthansa AG | 12,616 | 142,490 | ||
Deutsche Pfandbriefbank AG | 19,634 | 216,280 | |||
* | Deutz AG | 14,703 | 124,883 | ||
DIC Asset AG | 6,522 | 117,829 | |||
DMG Mori AG | 418 | 20,697 | |||
Dr Hoenle AG | 579 | 33,263 | |||
Draegerwerk AG & Co., KGaA | 307 | 27,375 | |||
Duerr AG | 6,410 | 306,287 | |||
Eckert & Ziegler Strahlen- und Medizintechnik AG | 1,864 | 256,385 | |||
Elmos Semiconductor SE | 1,388 | 62,445 | |||
#* | ElringKlinger AG | 4,625 | 75,471 | ||
# | Encavis AG | 7,751 | 141,854 | ||
Energiekontor AG | 790 | 52,262 | |||
* | Evotec SE | 4,795 | 198,822 | ||
Fielmann AG | 2,791 | 209,592 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
GERMANY — (Continued) | |||||
First Sensor AG | 520 | $26,783 | |||
#* | flatexDEGIRO AG | 2,514 | 303,794 | ||
* | Fraport AG Frankfurt Airport Services Worldwide | 3,542 | 232,971 | ||
Freenet AG | 15,397 | 368,255 | |||
Fuchs Petrolub SE | 3,226 | 129,141 | |||
GEA Group AG | 16,713 | 741,060 | |||
Gerresheimer AG | 4,033 | 421,102 | |||
* | Gesco AG | 1,167 | 29,915 | ||
GFT Technologies SE | 1,914 | 64,014 | |||
Grand City Properties SA | 13,781 | 366,028 | |||
GRENKE AG | 513 | 22,322 | |||
* | H&R GmbH & Co., KGaA | 1,853 | 21,103 | ||
Hamburger Hafen und Logistik AG | 2,835 | 67,245 | |||
Hawesko Holding AG | 351 | 25,296 | |||
* | Heidelberger Druckmaschinen AG | 28,620 | 66,951 | ||
#* | Hella GmbH & Co., KGaA | 4,140 | 289,841 | ||
Hochtief AG | 912 | 72,365 | |||
#* | HolidayCheck Group AG | 4,954 | 14,806 | ||
Hornbach Baumarkt AG | 1,315 | 52,966 | |||
Hornbach Holding AG & Co., KGaA | 1,453 | 163,259 | |||
Hugo Boss AG | 7,546 | 452,071 | |||
* | Hypoport SE | 347 | 209,071 | ||
Indus Holding AG | 2,484 | 104,727 | |||
Instone Real Estate Group AG | 4,570 | 141,329 | |||
IVU Traffic Technologies AG | 1,595 | 39,908 | |||
Jenoptik AG | 6,077 | 208,554 | |||
JOST Werke AG | 1,440 | 87,935 | |||
* | K+S AG | 24,555 | 352,230 | ||
* | Kloeckner & Co. SE | 8,520 | 129,611 | ||
* | Koenig & Bauer AG | 1,558 | 53,337 | ||
Krones AG | 1,902 | 187,527 | |||
KSB SE & Co., KGaA | 31 | 15,292 | |||
KWS Saat SE & Co., KGaA | 1,165 | 97,935 | |||
Lanxess AG | 10,411 | 754,001 | |||
Leifheit AG | 1,317 | 67,210 | |||
#* | Leoni AG | 4,291 | 74,938 | ||
LPKF Laser & Electronics AG | 2,232 | 57,376 | |||
#* | Manz AG | 726 | 54,513 | ||
* | Medigene AG | 1,273 | 5,920 | ||
* | Medios AG | 277 | 11,185 | ||
METRO AG | 10,755 | 139,416 | |||
MLP SE | 8,314 | 68,056 | |||
* | Nagarro SE | 979 | 149,174 | ||
New Work SE | 300 | 90,156 | |||
Nexus AG | 1,924 | 152,997 | |||
#* | Nordex SE | 13,872 | 266,792 | ||
Norma Group SE | 3,927 | 207,946 | |||
OHB SE | 819 | 38,883 | |||
Patrizia AG | 5,848 | 149,042 | |||
Pfeiffer Vacuum Technology AG | 675 | 137,701 | |||
PNE AG | 10,341 | 86,404 | |||
ProSiebenSat.1 Media SE | 26,208 | 497,924 | |||
PSI Software AG | 1,437 | 70,536 | |||
* | PVA TePla AG | 2,550 | 103,134 | ||
* | q.beyond AG | 12,522 | 27,020 | ||
Rheinmetall AG | 5,517 | 529,410 | |||
RTL Group SA | 234 | 13,248 | |||
* | SAF-Holland SE | 7,645 | 106,434 | ||
* | Salzgitter AG | 6,237 | 242,833 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
GERMANY — (Continued) | |||||
* | Schaltbau Holding AG | 590 | $28,517 | ||
Scout24 AG | 1,661 | 142,238 | |||
Secunet Security Networks AG | 157 | 89,690 | |||
* | Serviceware SE | 548 | 10,404 | ||
* | SGL Carbon SE | 6,333 | 70,401 | ||
# | Siltronic AG | 2,238 | 364,972 | ||
* | Sixt SE | 1,565 | 217,731 | ||
SMA Solar Technology AG | 1,707 | 89,336 | |||
* | SNP Schneider-Neureither & Partner SE | 344 | 23,015 | ||
Software AG | 5,783 | 279,469 | |||
Stabilus SA | 2,763 | 219,348 | |||
STRATEC SE | 769 | 119,327 | |||
Stroeer SE & Co., KGaA | 3,291 | 260,303 | |||
Suedzucker AG | 8,378 | 126,110 | |||
* | SUESS MicroTec SE | 2,434 | 76,543 | ||
Surteco Group SE | 1,107 | 40,157 | |||
TAG Immobilien AG | 18,424 | 611,020 | |||
Takkt AG | 5,172 | 85,012 | |||
Technotrans SE | 1,129 | 38,483 | |||
* | thyssenkrupp AG | 43,096 | 429,359 | ||
Traffic Systems SE | 627 | 31,246 | |||
United Internet AG | 562 | 23,260 | |||
USU Software AG | 574 | 17,426 | |||
* | va-Q-tec AG | 307 | 10,937 | ||
# | Varta AG | 1,521 | 263,833 | ||
VERBIO Vereinigte BioEnergie AG | 4,297 | 232,769 | |||
Vossloh AG | 1,221 | 61,468 | |||
Wacker Chemie AG | 1,431 | 210,506 | |||
Wacker Neuson SE | 3,888 | 117,181 | |||
Washtec AG | 1,138 | 77,748 | |||
* | Westwing Group AG | 866 | 41,063 | ||
Wuestenrot & Wuerttembergische AG | 3,125 | 68,341 | |||
Zeal Network SE | 1,389 | 68,347 | |||
* | zooplus AG | 769 | 261,847 | ||
TOTAL GERMANY | 20,065,339 | ||||
HONG KONG — (2.2%) | |||||
* | Aceso Life Science Group, Ltd. | 202,400 | 5,683 | ||
Aeon Credit Service Asia Co., Ltd. | 12,000 | 7,613 | |||
# | Aidigong Maternal & Child Health, Ltd. | 248,000 | 41,197 | ||
Allied Group, Ltd. | 206,000 | 80,433 | |||
APAC Resources, Ltd. | 9,853 | 1,749 | |||
#* | Apollo Future Mobility Group, Ltd. | 136,000 | 6,476 | ||
Asia Financial Holdings, Ltd. | 54,874 | 23,790 | |||
* | Asia Standard International Group, Ltd. | 98,940 | 13,093 | ||
ASM Pacific Technology, Ltd. | 27,600 | 355,866 | |||
Associated International Hotels, Ltd. | 28,000 | 51,897 | |||
Bank of East Asia, Ltd. (The) | 21,400 | 35,259 | |||
BOC Aviation, Ltd. | 15,100 | 111,025 | |||
BOCOM International Holdings Co., Ltd. | 44,000 | 9,845 | |||
BOE Varitronix, Ltd. | 82,009 | 85,250 | |||
Brightoil Petroleum Holdings, Ltd. | 248,000 | 8,977 | |||
* | Burwill Holdings, Ltd. | 302,000 | 517 | ||
Cafe de Coral Holdings, Ltd. | 42,000 | 81,767 | |||
#* | Cathay Pacific Airways, Ltd. | 104,000 | 83,449 | ||
* | Century City International Holdings, Ltd. | 183,340 | 10,372 | ||
Chen Hsong Holdings | 30,000 | 10,614 | |||
Chevalier International Holdings, Ltd. | 4,000 | 4,995 | |||
* | China Baoli Technologies Holdings, Ltd. | 145,000 | 598 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
HONG KONG — (Continued) | |||||
* | China Energy Development Holdings, Ltd. | 652,000 | $8,050 | ||
China Motor Bus Co., Ltd. | 2,400 | 33,084 | |||
#* | China Star Entertainment, Ltd. | 180,000 | 25,770 | ||
* | China Strategic Holdings, Ltd. | 1,321,250 | 11,890 | ||
China Tonghai International Financial, Ltd. | 130,000 | 4,250 | |||
Chinese Estates Holdings, Ltd. | 61,500 | 24,119 | |||
Chong Hing Bank, Ltd. | 21,000 | 55,309 | |||
Chow Sang Sang Holdings International, Ltd. | 49,000 | 81,992 | |||
Chuang's Consortium International, Ltd. | 100,000 | 12,126 | |||
CITIC Telecom International Holdings, Ltd. | 154,000 | 49,962 | |||
# | CMBC Capital Holdings, Ltd. | 570,000 | 7,689 | ||
C-Mer Eye Care Holding, Ltd. | 52,000 | 50,779 | |||
Convenience Retail Asia, Ltd. | 50,000 | 5,212 | |||
Crystal International Group, Ltd. | 20,500 | 8,239 | |||
CSI Properties, Ltd. | 859,543 | 27,112 | |||
Dah Sing Banking Group, Ltd. | 52,928 | 54,486 | |||
Dah Sing Financial Holdings, Ltd. | 17,806 | 56,129 | |||
Dickson Concepts International, Ltd. | 14,500 | 8,498 | |||
EC Healthcare | 13,000 | 20,175 | |||
EcoGreen International Group, Ltd. | 38,000 | 9,868 | |||
* | Emperor Capital Group, Ltd. | 270,000 | 3,985 | ||
Emperor Entertainment Hotel, Ltd. | 40,000 | 5,097 | |||
Emperor International Holdings, Ltd. | 140,333 | 20,113 | |||
* | ENM Holdings, Ltd. | 144,000 | 11,871 | ||
* | Esprit Holdings, Ltd. | 385,875 | 30,830 | ||
EuroEyes International Eye Clinic, Ltd. | 8,000 | 12,773 | |||
Fairwood Holdings, Ltd. | 10,500 | 23,596 | |||
Far East Consortium International, Ltd. | 175,392 | 69,476 | |||
First Pacific Co., Ltd. | 334,000 | 111,429 | |||
* | Frontage Holdings Corp. | 42,000 | 32,727 | ||
* | Genting Hong Kong, Ltd. | 186,000 | 12,635 | ||
Giordano International, Ltd. | 160,000 | 31,125 | |||
Glorious Sun Enterprises, Ltd. | 72,000 | 7,235 | |||
Goldin Financial Holdings, Ltd. | 88,000 | 0 | |||
* | Goodbaby International Holdings, Ltd. | 129,000 | 29,960 | ||
Great Eagle Holdings, Ltd. | 27,762 | 86,943 | |||
* | G-Resources Group, Ltd. | 42,950 | 15,781 | ||
Guotai Junan International Holdings, Ltd. | 322,400 | 48,652 | |||
# | Haitong International Securities Group, Ltd. | 292,191 | 75,303 | ||
Hang Lung Group, Ltd. | 72,000 | 176,313 | |||
Hanison Construction Holdings, Ltd. | 27,198 | 4,449 | |||
Harbour Centre Development, Ltd. | 13,500 | 14,326 | |||
HKBN, Ltd. | 76,000 | 88,496 | |||
HKR International, Ltd. | 100,386 | 40,511 | |||
Hong Kong Ferry Holdings Co., Ltd. | 23,000 | 16,902 | |||
* | Hong Kong Technology Venture Co., Ltd. | 56,000 | 78,578 | ||
* | Hongkong & Shanghai Hotels, Ltd. (The) | 69,883 | 61,495 | ||
Hongkong Chinese, Ltd. | 90,000 | 6,944 | |||
Hutchison Telecommunications Hong Kong Holdings, Ltd. | 162,000 | 31,514 | |||
Hysan Development Co., Ltd. | 64,000 | 251,890 | |||
International Housewares Retail Co., Ltd. | 41,000 | 15,259 | |||
* | IRC, Ltd. | 258,000 | 9,316 | ||
* | ITC Properties Group, Ltd. | 1,760 | 206 | ||
Jacobson Pharma Corp., Ltd. | 56,000 | 4,542 | |||
* | JBM Healthcare, Ltd. | 7,000 | 1,062 | ||
Johnson Electric Holdings, Ltd. | 39,875 | 93,454 | |||
K Wah International Holdings, Ltd. | 85,000 | 38,421 | |||
Kerry Logistics Network, Ltd. | 61,000 | 181,774 | |||
Kerry Properties, Ltd. | 54,500 | 160,950 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
HONG KONG — (Continued) | |||||
Kingston Financial Group, Ltd. | 36,000 | $2,283 | |||
Kowloon Development Co., Ltd. | 41,000 | 47,603 | |||
* | Lai Sun Development Co., Ltd. | 30,608 | 24,363 | ||
* | Lai Sun Garment International, Ltd. | 13,600 | 5,950 | ||
* | Landing International Development, Ltd. | 133,200 | 3,914 | ||
Landsea Green Properties Co., Ltd. | 180,000 | 10,533 | |||
* | Langham Hospitality Investments and Langham Hospitality Investments, Ltd. | 136,500 | 15,970 | ||
* | Lerthai Group, Ltd. | 24,000 | 2,061 | ||
* | Lifestyle International Holdings, Ltd. | 55,000 | 39,247 | ||
Lippo China Resources, Ltd. | 586,000 | 8,731 | |||
Liu Chong Hing Investment, Ltd. | 30,000 | 30,614 | |||
L'Occitane International SA | 32,250 | 112,116 | |||
Luk Fook Holdings International, Ltd. | 38,000 | 121,625 | |||
Lung Kee Bermuda Holdings | 26,000 | 12,133 | |||
* | Magnificent Hotel Investment, Ltd. | 336,000 | 5,101 | ||
* | Mason Group Holdings, Ltd. | 2,829,598 | 9,876 | ||
# | MECOM Power and Construction, Ltd. | 49,000 | 24,645 | ||
Melco International Development, Ltd. | 60,000 | 95,817 | |||
* | MH Development, Ltd. | 40,000 | 1,120 | ||
Miramar Hotel & Investment | 21,000 | 39,175 | |||
Modern Dental Group, Ltd. | 43,000 | 37,225 | |||
NagaCorp., Ltd. | 114,000 | 83,759 | |||
#* | NewOcean Energy Holdings, Ltd. | 110,000 | 5,513 | ||
# | Nissin Foods Co., Ltd. | 28,000 | 20,149 | ||
NWS Holdings, Ltd. | 133,000 | 134,036 | |||
Oriental Watch Holdings | 39,606 | 21,143 | |||
* | Oshidori International Holdings, Ltd. | 700,200 | 45,113 | ||
Pacific Andes International Holdings, Ltd. | 126,000 | 444 | |||
* | Pacific Basin Shipping, Ltd. | 531,000 | 236,682 | ||
Pacific Textiles Holdings, Ltd. | 114,000 | 61,768 | |||
* | Paliburg Holdings, Ltd. | 26,000 | 7,108 | ||
PCCW, Ltd. | 354,286 | 185,585 | |||
Perfect Medical Health Management, Ltd. | 60,000 | 62,217 | |||
Pico Far East Holdings, Ltd. | 96,000 | 16,057 | |||
Public Financial Holdings, Ltd. | 24,000 | 7,429 | |||
* | Razer, Inc. | 297,000 | 72,050 | ||
* | Regal Hotels International Holdings, Ltd. | 29,000 | 14,801 | ||
Regina Miracle International Holdings, Ltd. | 43,000 | 15,275 | |||
* | Renco Holdings Group, Ltd. | 82,000 | 1,704 | ||
SEA Holdings, Ltd. | 40,046 | 30,527 | |||
* | Shangri-La Asia, Ltd. | 100,000 | 88,844 | ||
Shenwan Hongyuan HK, Ltd. | 25,000 | 3,058 | |||
* | Shun Ho Property Investments, Ltd. | 5,544 | 867 | ||
* | Shun Tak Holdings, Ltd. | 190,000 | 55,044 | ||
Sing Tao News Corp., Ltd. | 14,000 | 1,606 | |||
SITC International Holdings Co., Ltd. | 48,000 | 198,018 | |||
* | SJM Holdings, Ltd. | 165,000 | 148,817 | ||
SmarTone Telecommunications Holdings, Ltd. | 43,000 | 24,100 | |||
Soundwill Holdings, Ltd. | 4,000 | 4,229 | |||
* | Stella International Holdings, Ltd. | 55,000 | 70,145 | ||
#* | Summit Ascent Holdings, Ltd. | 92,000 | 7,807 | ||
Sun Hung Kai & Co., Ltd. | 74,464 | 38,314 | |||
SUNeVision Holdings, Ltd. | 66,000 | 69,635 | |||
TAI Cheung Holdings, Ltd. | 37,000 | 25,385 | |||
* | Television Broadcasts, Ltd. | 43,600 | 36,759 | ||
Texhong Textile Group, Ltd. | 12,000 | 17,545 | |||
Texwinca Holdings, Ltd. | 112,000 | 25,252 | |||
* | Theme International Holdings, Ltd. | 200,000 | 37,131 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
HONG KONG — (Continued) | |||||
* | Town Health International Medical Group, Ltd. | 330,000 | $23,980 | ||
Tradelink Electronic Commerce, Ltd. | 58,000 | 8,584 | |||
Transport International Holdings, Ltd. | 28,465 | 53,095 | |||
United Laboratories International Holdings, Ltd. (The) | 107,000 | 75,149 | |||
Untrade Convoy | 516,000 | 2,078 | |||
Upbest Group, Ltd. | 148,000 | 15,443 | |||
Value Partners Group, Ltd. | 104,000 | 59,795 | |||
Valuetronics Holdings, Ltd. | 29,800 | 13,074 | |||
# | Vitasoy International Holdings, Ltd. | 68,000 | 191,043 | ||
* | Vobile Group, Ltd. | 72,000 | 65,118 | ||
VPower Group International Holdings, Ltd. | 25,000 | 5,149 | |||
VSTECS Holdings, Ltd. | 79,600 | 63,571 | |||
VTech Holdings, Ltd. | 14,400 | 142,802 | |||
Wai Kee Holdings, Ltd. | 52,000 | 27,308 | |||
Wang On Group, Ltd. | 260,000 | 2,139 | |||
* | Wealthking Investments, Ltd. | 116,000 | 11,067 | ||
Wing On Co. International, Ltd. | 14,000 | 31,444 | |||
Wing Tai Properties, Ltd. | 56,000 | 31,786 | |||
* | Yue Yuen Industrial Holdings, Ltd. | 85,500 | 180,440 | ||
#* | Yunfeng Financial Group, Ltd. | 54,000 | 16,224 | ||
# | Zensun Enterprises, Ltd. | 480,000 | 40,168 | ||
* | Zhaobangji Properties Holdings, Ltd. | 192,000 | 15,570 | ||
TOTAL HONG KONG | 7,090,182 | ||||
IRELAND — (0.5%) | |||||
* | AIB Group P.L.C. | 22,493 | 55,244 | ||
* | Bank of Ireland Group P.L.C. | 95,724 | 507,835 | ||
* | C&C Group P.L.C. | 47,169 | 155,012 | ||
* | Cairn Homes P.L.C. | 55,311 | 73,566 | ||
* | Dalata Hotel Group P.L.C. | 12,031 | 55,013 | ||
* | Datalex P.L.C. | 1,004 | 847 | ||
* | FBD Holdings P.L.C. | 1,308 | 12,458 | ||
* | FBD Holdings P.L.C. | 2,754 | 25,469 | ||
Glanbia P.L.C. | 20,395 | 350,124 | |||
* | Glenveagh Properties P.L.C. | 44,093 | 52,290 | ||
* | Greencore Group P.L.C. | 70,625 | 127,982 | ||
* | Irish Continental Group P.L.C. | 12,783 | 67,169 | ||
* | Irish Continental Group P.L.C. | 3,760 | 19,723 | ||
Kenmare Resources P.L.C. | 255 | 1,529 | |||
* | Permanent TSB Group Holdings P.L.C. | 10,745 | 18,599 | ||
TOTAL IRELAND | 1,522,860 | ||||
ISRAEL — (1.4%) | |||||
# | Adgar Investment and Development, Ltd. | 4,144 | 7,750 | ||
Afcon Holdings, Ltd. | 210 | 13,250 | |||
* | AFI Properties, Ltd. | 2,347 | 112,097 | ||
Africa Israel Residences, Ltd. | 409 | 21,486 | |||
* | Airport City, Ltd. | 3,636 | 61,965 | ||
* | Allot, Ltd. | 3,228 | 58,979 | ||
* | Alrov Properties and Lodgings, Ltd. | 854 | 38,789 | ||
# | Arad, Ltd. | 731 | 9,751 | ||
Ashtrom Group, Ltd. | 5,658 | 121,693 | |||
Atreyu Capital Markets, Ltd. | 628 | 9,886 | |||
AudioCodes, Ltd. | 524 | 16,932 | |||
AudioCodes, Ltd. | 2,876 | 94,218 | |||
# | Aura Investments, Ltd. | 10,942 | 10,982 | ||
* | Azorim-Investment Development & Construction Co., Ltd. | 21,056 | 79,573 | ||
* | Bet Shemesh Engines Holdings 1997, Ltd. | 859 | 17,360 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
ISRAEL — (Continued) | |||||
* | Big Shopping Centers, Ltd. | 457 | $63,902 | ||
Blue Square Real Estate, Ltd. | 808 | 61,875 | |||
* | Brack Capital Properties NV | 328 | 35,057 | ||
* | Brainsway, Ltd. | 1,000 | 8,950 | ||
* | Camtek, Ltd. | 1,905 | 68,478 | ||
Carasso Motors, Ltd. | 2,736 | 14,034 | |||
* | Cellcom Israel, Ltd. | 7,200 | 27,089 | ||
* | Cellcom Israel, Ltd. | 4,034 | 15,531 | ||
* | Clal Insurance Enterprises Holdings, Ltd. | 5,191 | 103,346 | ||
Danel Adir Yeoshua, Ltd. | 595 | 126,916 | |||
Delek Automotive Systems, Ltd. | 4,148 | 52,336 | |||
* | Delek Group, Ltd. | 649 | 38,769 | ||
Delta-Galil Industries, Ltd. | 1,324 | 56,198 | |||
Dor Alon Energy in Israel 1988, Ltd. | 633 | 17,349 | |||
Duniec Brothers, Ltd. | 382 | 17,898 | |||
Electra Consumer Products 1970, Ltd. | 1,818 | 95,201 | |||
Electra Real Estate, Ltd. | 1,694 | 22,496 | |||
Electra, Ltd. | 177 | 99,471 | |||
#* | Enlight Renewable Energy, Ltd. | 73,642 | 164,621 | ||
* | Equital, Ltd. | 2,435 | 64,710 | ||
* | Evogene Ltd. | 5,200 | 14,872 | ||
* | Fattal Holdings 1998, Ltd. | 427 | 37,329 | ||
FMS Enterprises Migun, Ltd. | 605 | 17,080 | |||
Formula Systems 1985, Ltd. | 1,241 | 109,434 | |||
Fox Wizel, Ltd. | 1,280 | 150,908 | |||
# | Gav-Yam Lands Corp., Ltd. | 12,319 | 116,718 | ||
Gilat Satellite Networks, Ltd. | 4,321 | 44,583 | |||
Hadera Paper, Ltd. | 335 | 25,981 | |||
Hamat Group, Ltd. | 1,543 | 9,324 | |||
Harel Insurance Investments & Financial Services, Ltd. | 14,091 | 133,691 | |||
Hilan, Ltd. | 1,842 | 94,979 | |||
IDI Insurance Co., Ltd. | 657 | 22,349 | |||
IES Holdings, Ltd. | 230 | 16,862 | |||
Inrom Construction Industries, Ltd. | 10,041 | 51,132 | |||
* | Isracard, Ltd. | 10,328 | 39,509 | ||
# | Israel Canada T.R, Ltd. | 14,745 | 62,800 | ||
Israel Land Development - Urban Renewal, Ltd. | 1,020 | 12,884 | |||
Isras Investment Co., Ltd. | 192 | 42,315 | |||
* | Issta Lines, Ltd. | 538 | 10,995 | ||
#* | ITAMAR MEDICAL LTD SPON ADR ADR | 700 | 13,804 | ||
* | Kamada, Ltd. | 3,545 | 19,454 | ||
Kenon Holdings, Ltd. | 2,532 | 85,547 | |||
Kerur Holdings, Ltd. | 747 | 21,369 | |||
Klil Industries, Ltd. | 43 | 4,240 | |||
Levinstein Properties, Ltd. | 555 | 13,142 | |||
M Yochananof & Sons, Ltd. | 346 | 22,409 | |||
Magic Software Enterprises, Ltd. | 3,180 | 55,523 | |||
# | Magic Software Enterprises, Ltd. | 2,800 | 49,002 | ||
Malam - Team, Ltd. | 1,290 | 42,979 | |||
Matrix IT, Ltd. | 3,427 | 94,298 | |||
Maytronics, Ltd. | 5,889 | 128,096 | |||
Mediterranean Towers, Ltd. | 10,111 | 30,825 | |||
Mega Or Holdings, Ltd. | 2,038 | 65,956 | |||
* | Mehadrin, Ltd. | 58 | 2,457 | ||
Meitav Dash Investments, Ltd. | 2,665 | 13,881 | |||
Menora Mivtachim Holdings, Ltd. | 3,551 | 70,132 | |||
* | Migdal Insurance & Financial Holdings, Ltd. | 44,849 | 57,466 | ||
Mivne Real Estate KD, Ltd. | 14,494 | 43,309 | |||
Mivtach Shamir Holdings, Ltd. | 615 | 20,515 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
ISRAEL — (Continued) | |||||
* | Naphtha Israel Petroleum Corp., Ltd. | 4,099 | $18,869 | ||
Nawi Brothers, Ltd. | 3,445 | 26,143 | |||
Neto ME Holdings, Ltd. | 211 | 9,116 | |||
* | Nova, Ltd. | 452 | 43,316 | ||
Novolog, Ltd. | 11,080 | 10,226 | |||
* | Oil Refineries, Ltd. | 171,653 | 40,558 | ||
One Software Technologies, Ltd. | 5,350 | 81,693 | |||
* | OPC Energy, Ltd. | 1,067 | 10,104 | ||
* | Partner Communications Co., Ltd. | 18,545 | 79,695 | ||
Paz Oil Co., Ltd. | 1,048 | 126,538 | |||
* | Perion Network, Ltd. | 2,088 | 39,086 | ||
Phoenix Holdings, Ltd. (The) | 2,863 | 27,360 | |||
Plasson Industries, Ltd. | 283 | 15,395 | |||
* | Pluristem Therapeutics, Inc. | 747 | 2,513 | ||
Prashkovsky Investments and Construction, Ltd. | 540 | 15,596 | |||
Priortech, Ltd. | 1,206 | 30,968 | |||
Rami Levy Chain Stores Hashikma Marketing 2006, Ltd. | 1,016 | 65,967 | |||
# | Raval Ics, Ltd. | 2,775 | 7,287 | ||
Sano-Brunos Enterprises, Ltd. | 188 | 18,012 | |||
Scope Metals Group, Ltd. | 872 | 26,436 | |||
* | Shikun & Binui, Ltd. | 332 | 1,884 | ||
Shufersal, Ltd. | 3,837 | 30,881 | |||
* | Summit Real Estate Holdings, Ltd. | 4,648 | 70,474 | ||
Tadiran Group, Ltd. | 257 | 30,163 | |||
Tel Aviv Stock Exchange, Ltd. | 3,364 | 20,796 | |||
# | Victory Supermarket Chain, Ltd. | 648 | 13,985 | ||
Vitania, Ltd. | 1,736 | 11,971 | |||
YH Dimri Construction & Development, Ltd. | 721 | 46,432 | |||
TOTAL ISRAEL | 4,618,551 | ||||
ITALY — (3.2%) | |||||
A2A SpA | 182,222 | 386,611 | |||
ACEA SpA | 7,126 | 166,075 | |||
Anima Holding SpA | 36,934 | 181,939 | |||
* | Aquafil SpA | 1,320 | 11,695 | ||
* | Arnoldo Mondadori Editore SpA | 28,311 | 65,887 | ||
Ascopiave SpA | 9,023 | 37,518 | |||
* | Autogrill SpA | 17,646 | 123,806 | ||
Avio SpA | 1,784 | 25,087 | |||
Azimut Holding SpA | 11,244 | 289,242 | |||
#* | Banca Carige SpA | 14 | 20 | ||
* | Banca Generali SpA | 5,355 | 222,149 | ||
Banca IFIS SpA | 3,794 | 62,561 | |||
Banca Mediolanum SpA | 18,507 | 182,143 | |||
Banca Popolare di Sondrio SCPA | 55,544 | 244,668 | |||
# | Banca Profilo SpA | 12,870 | 3,325 | ||
* | Banca Sistema SpA | 3,568 | 9,011 | ||
# | Banco BPM SpA | 187,440 | 562,325 | ||
Banco di Desio e della Brianza SpA | 5,000 | 18,500 | |||
Be Shaping The Future SpA | 9,147 | 20,900 | |||
BFF Bank SpA | 20,543 | 214,449 | |||
* | Biesse SpA | 588 | 22,364 | ||
BPER Banca | 123,187 | 240,154 | |||
Brembo SpA | 5,274 | 73,705 | |||
* | Brunello Cucinelli SpA | 3,394 | 210,250 | ||
Buzzi Unicem SpA | 12,066 | 318,933 | |||
Cairo Communication SpA | 12,430 | 22,653 | |||
Carel Industries SpA | 3,180 | 75,660 | |||
Cementir Holding NV | 6,965 | 78,465 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
ITALY — (Continued) | |||||
* | Cerved Group SpA | 15,080 | $177,003 | ||
* | CIR SpA-Compagnie Industriali | 126,704 | 76,968 | ||
Credito Emiliano SpA | 11,347 | 72,723 | |||
Danieli & C Officine Meccaniche SpA | 2,341 | 42,962 | |||
# | Danieli & C Officine Meccaniche SpA | 2,502 | 74,155 | ||
De' Longhi SpA | 7,541 | 333,463 | |||
DeA Capital SpA | 11,197 | 17,067 | |||
doValue SpA | 3,711 | 42,542 | |||
Emak SpA | 6,798 | 14,099 | |||
* | Enav SpA | 11,682 | 54,007 | ||
ERG SpA | 6,710 | 209,558 | |||
Esprinet SpA | 5,827 | 107,474 | |||
#* | Eurotech SpA | 5,018 | 27,642 | ||
Fila SpA | 939 | 11,752 | |||
* | Fincantieri SpA | 58,307 | 49,913 | ||
* | FNM SpA | 21,790 | 15,640 | ||
#* | Geox SpA | 8,460 | 11,656 | ||
Gruppo MutuiOnline SpA | 3,477 | 205,101 | |||
Hera SpA | 95,599 | 406,245 | |||
* | Illimity Bank SpA | 5,631 | 79,124 | ||
* | IMMSI SpA | 26,564 | 16,068 | ||
* | Intek Group SpA | 17,854 | 7,269 | ||
Interpump Group SpA | 3,730 | 233,160 | |||
Iren SpA | 76,573 | 233,043 | |||
Italgas SpA | 55,839 | 377,957 | |||
Italmobiliare SpA | 1,450 | 55,337 | |||
* | IVS Group SA | 1,842 | 13,216 | ||
#* | Juventus Football Club SpA | 58,440 | 50,840 | ||
La Doria SpA | 1,865 | 40,013 | |||
* | Leonardo SpA | 34,659 | 272,374 | ||
Maire Tecnimont SpA | 20,289 | 75,038 | |||
#* | Mariella Burani Fashion Group S.p.A. | 422 | 0 | ||
Mediaset SpA | 41,897 | 128,215 | |||
Openjobmetis SpA agenzia per il lavoro | 845 | 10,364 | |||
Orsero SpA | 1,122 | 12,719 | |||
* | OVS SpA | 36,563 | 75,154 | ||
Pharmanutra SpA | 104 | 6,517 | |||
Piaggio & C SpA | 22,030 | 84,620 | |||
Pirelli & C SpA | 42,465 | 256,438 | |||
* | Prima Industrie SpA | 444 | 11,720 | ||
Prysmian SpA | 1,059 | 37,969 | |||
RAI Way SpA | 10,541 | 62,289 | |||
Reno de Medici SpA | 26,327 | 44,796 | |||
Reply SpA | 2,503 | 447,449 | |||
Rizzoli Corriere Della Sera Mediagroup SpA | 22,611 | 17,890 | |||
Sabaf SpA | 1,277 | 38,606 | |||
* | Safilo Group SpA | 2,996 | 5,228 | ||
#* | Saipem SpA | 76,461 | 175,420 | ||
Salcef SpA | 609 | 10,727 | |||
* | Salvatore Ferragamo SpA | 3,710 | 73,998 | ||
* | Saras SpA | 73,078 | 53,702 | ||
* | Sesa SpA | 768 | 136,737 | ||
* | Societa Cattolica Di Assicurazione SpA | 23,798 | 195,271 | ||
* | Sogefi SpA | 8,720 | 14,137 | ||
SOL SpA | 3,646 | 80,027 | |||
Tamburi Investment Partners SpA | 15,032 | 147,030 | |||
Technogym SpA | 14,200 | 183,095 | |||
Tinexta S.p.A. | 2,718 | 118,566 | |||
* | Tod's SpA | 1,112 | 69,821 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
ITALY — (Continued) | |||||
TXT e-solutions SpA | 923 | $8,753 | |||
Unieuro SpA | 2,055 | 57,596 | |||
Unipol Gruppo SpA | 55,252 | 293,633 | |||
UnipolSai Assicurazioni SpA | 18,397 | 51,076 | |||
Webuild SpA | 21,276 | 57,945 | |||
Wiit SpA | 454 | 10,544 | |||
Zignago Vetro SpA | 3,545 | 71,875 | |||
TOTAL ITALY | 10,323,431 | ||||
JAPAN — (21.5%) | |||||
77 Bank, Ltd. (The) | 7,300 | 77,441 | |||
A&D Co., Ltd. | 3,000 | 27,115 | |||
Abist Co., Ltd. | 500 | 13,366 | |||
* | Access Co., Ltd. | 3,300 | 26,835 | ||
Achilles Corp. | 1,800 | 22,440 | |||
Adastria Co., Ltd. | 3,140 | 54,162 | |||
ADEKA Corp. | 10,400 | 209,974 | |||
Ad-sol Nissin Corp. | 1,200 | 22,826 | |||
Adtec Plasma Technology Co., Ltd. | 800 | 12,949 | |||
Advan Group Co., Ltd. | 3,100 | 25,391 | |||
# | Advance Create Co., Ltd. | 1,400 | 12,827 | ||
* | Adventure, Inc. | 300 | 17,948 | ||
Aeon Delight Co., Ltd. | 2,200 | 72,385 | |||
Aeon Fantasy Co., Ltd. | 800 | 14,093 | |||
AEON Financial Service Co., Ltd. | 3,200 | 39,424 | |||
# | Aeon Hokkaido Corp. | 2,900 | 27,372 | ||
Aeon Kyushu Co., Ltd. | 800 | 14,511 | |||
Aeria, Inc. | 2,100 | 8,657 | |||
AFC-HD AMS Life Science Co., Ltd. | 1,400 | 16,225 | |||
# | Agro-Kanesho Co., Ltd. | 900 | 11,422 | ||
Ahresty Corp. | 2,700 | 11,934 | |||
Ai Holdings Corp. | 3,800 | 70,944 | |||
Aica Kogyo Co., Ltd. | 2,300 | 81,268 | |||
Aichi Bank, Ltd. (The) | 1,200 | 35,179 | |||
Aichi Corp. | 5,600 | 40,325 | |||
Aichi Steel Corp. | 1,500 | 39,785 | |||
Aichi Tokei Denki Co., Ltd. | 300 | 12,326 | |||
Aida Engineering, Ltd. | 6,800 | 62,882 | |||
Aiful Corp. | 38,800 | 121,951 | |||
Ain Holdings, Inc. | 2,600 | 159,159 | |||
Aiphone Co., Ltd. | 1,800 | 32,475 | |||
Airport Facilities Co., Ltd. | 3,500 | 18,426 | |||
Airtech Japan, Ltd. | 1,000 | 11,911 | |||
Aisan Industry Co., Ltd. | 6,170 | 53,896 | |||
AIT Corp. | 1,200 | 12,223 | |||
Aizawa Securities Co., Ltd. | 5,200 | 49,523 | |||
Ajis Co., Ltd. | 800 | 25,616 | |||
Akatsuki Corp. | 3,500 | 12,157 | |||
Akatsuki, Inc. | 1,100 | 32,880 | |||
* | Akebono Brake Industry Co., Ltd. | 14,000 | 21,795 | ||
Akita Bank, Ltd. (The) | 2,400 | 30,548 | |||
Albis Co., Ltd. | 800 | 17,000 | |||
Alconix Corp. | 2,600 | 34,556 | |||
Alinco, Inc. | 2,200 | 20,071 | |||
* | Allied Architects, Inc. | 2,200 | 17,286 | ||
* | Allied Telesis Holdings K.K. | 18,800 | 19,272 | ||
Alpen Co., Ltd. | 2,000 | 56,221 | |||
Alpha Corp. | 500 | 5,293 | |||
Alpha Systems, Inc. | 400 | 14,654 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Alps Alpine Co., Ltd. | 13,500 | $140,520 | |||
Alps Logistics Co., Ltd. | 2,000 | 17,823 | |||
Altech Corp. | 2,310 | 42,867 | |||
Amano Corp. | 5,700 | 140,544 | |||
Amiyaki Tei Co., Ltd. | 300 | 7,921 | |||
Amuse, Inc. | 1,600 | 32,684 | |||
Amvis Holdings, Inc. | 500 | 27,595 | |||
Anest Iwata Corp. | 4,200 | 40,505 | |||
Anicom Holdings, Inc. | 8,800 | 69,447 | |||
Anritsu Corp. | 11,000 | 192,254 | |||
AOI Electronics Co., Ltd. | 500 | 10,519 | |||
AOKI Holdings, Inc. | 5,300 | 31,713 | |||
Aomori Bank, Ltd. (The) | 2,600 | 47,091 | |||
* | Aoyama Trading Co., Ltd. | 5,900 | 37,715 | ||
Aoyama Zaisan Networks Co., Ltd. | 1,600 | 22,947 | |||
Aozora Bank, Ltd. | 3,200 | 72,025 | |||
Apaman Co., Ltd. | 1,800 | 9,457 | |||
Arakawa Chemical Industries, Ltd. | 2,600 | 28,252 | |||
Arata Corp. | 1,800 | 70,250 | |||
Arcland Service Holdings Co., Ltd. | 2,000 | 41,309 | |||
Arcs Co., Ltd. | 4,700 | 95,725 | |||
# | Ardepro Co., Ltd. | 16,700 | 11,307 | ||
# | Arealink Co., Ltd. | 1,000 | 14,469 | ||
Argo Graphics, Inc. | 2,400 | 75,431 | |||
Arisawa Manufacturing Co., Ltd. | 5,100 | 41,624 | |||
ARTERIA Networks Corp. | 2,800 | 46,763 | |||
Artiza Networks, Inc. | 900 | 10,991 | |||
Artnature, Inc. | 1,000 | 6,198 | |||
ArtSpark Holdings, Inc. | 5,600 | 49,830 | |||
* | Aruhi Corp. | 4,300 | 54,400 | ||
As One Corp. | 800 | 108,691 | |||
Asahi Co., Ltd. | 1,600 | 19,345 | |||
Asahi Diamond Industrial Co., Ltd. | 9,000 | 44,272 | |||
Asahi Holdings, Inc. | 7,400 | 146,340 | |||
Asahi Kogyosha Co., Ltd. | 600 | 17,773 | |||
Asahi Net, Inc. | 1,700 | 10,595 | |||
Asahi Printing Co., Ltd. | 1,100 | 9,078 | |||
Asahi Yukizai Corp. | 2,300 | 28,174 | |||
Asante, Inc. | 1,200 | 18,969 | |||
Asanuma Corp. | 800 | 34,424 | |||
Ascentech KK | 700 | 7,312 | |||
Asia Pile Holdings Corp. | 4,100 | 18,001 | |||
ASKA Pharmaceutical Holdings Co., Ltd. | 3,300 | 29,582 | |||
ASKUL Corp. | 3,800 | 57,361 | |||
Asti Corp. | 400 | 10,001 | |||
Ateam, Inc. | 1,400 | 18,757 | |||
Atom Corp. | 5,000 | 35,439 | |||
* | Atrae, Inc. | 1,800 | 35,248 | ||
* | Atsugi Co., Ltd. | 4,000 | 23,245 | ||
Aucnet, Inc. | 900 | 13,084 | |||
Autobacs Seven Co., Ltd. | 8,900 | 130,923 | |||
# | Aval Data Corp. | 1,100 | 37,474 | ||
Avant Corp. | 2,800 | 41,975 | |||
Avantia Co., Ltd. | 1,300 | 10,900 | |||
Avex, Inc. | 2,100 | 29,865 | |||
Awa Bank, Ltd. (The) | 5,300 | 95,929 | |||
Axial Retailing, Inc. | 1,800 | 62,455 | |||
Bando Chemical Industries, Ltd. | 5,100 | 42,574 | |||
Bank of Iwate, Ltd. (The) | 2,000 | 30,488 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Bank of Nagoya, Ltd. (The) | 1,900 | $42,872 | |||
Bank of Okinawa, Ltd. (The) | 2,860 | 64,508 | |||
Bank of Saga, Ltd. (The) | 2,500 | 31,297 | |||
Bank of the Ryukyus, Ltd. | 3,600 | 23,771 | |||
# | Bank of Toyama, Ltd. (The) | 600 | 11,246 | ||
Baroque Japan, Ltd. | 1,700 | 13,678 | |||
Base Co., Ltd. | 300 | 13,345 | |||
Beauty Garage, Inc. | 400 | 15,218 | |||
Beenos, Inc. | 1,000 | 29,883 | |||
Belc Co., Ltd. | 1,400 | 68,650 | |||
Bell System24 Holdings, Inc. | 2,400 | 36,856 | |||
Belluna Co., Ltd. | 6,900 | 58,605 | |||
Benesse Holdings, Inc. | 5,200 | 119,657 | |||
BeNext-Yumeshin Group Co. | 6,560 | 81,648 | |||
* | Bengo4.com, Inc. | 900 | 67,952 | ||
Bic Camera, Inc. | 8,600 | 88,885 | |||
BML, Inc. | 2,400 | 82,890 | |||
Bookoff Group Holdings, Ltd. | 1,000 | 8,874 | |||
Bourbon Corp. | 1,100 | 25,742 | |||
BP Castrol K.K. | 1,300 | 16,038 | |||
# | Br Holdings Corp. | 4,900 | 20,860 | ||
* | BrainPad, Inc. | 500 | 20,333 | ||
Broadleaf Co., Ltd. | 12,200 | 56,234 | |||
Broccoli Co., Ltd. | 1,000 | 13,631 | |||
Bull-Dog Sauce Co., Ltd. | 400 | 7,797 | |||
Bunka Shutter Co., Ltd. | 6,984 | 75,155 | |||
Business Brain Showa-Ota, Inc. | 1,000 | 17,217 | |||
C Uyemura & Co., Ltd. | 1,600 | 67,079 | |||
CAC Holdings Corp. | 1,700 | 21,957 | |||
Can Do Co., Ltd. | 1,000 | 17,306 | |||
Canon Electronics, Inc. | 2,600 | 38,019 | |||
Careerlink Co., Ltd. | 600 | 10,529 | |||
Carenet, Inc. | 500 | 32,418 | |||
Carlit Holdings Co., Ltd. | 2,600 | 17,604 | |||
Carta Holdings, Inc. | 1,100 | 18,305 | |||
Cawachi, Ltd. | 2,700 | 54,588 | |||
* | CellSource Co., Ltd. | 200 | 26,207 | ||
Central Automotive Products, Ltd. | 1,600 | 48,826 | |||
Central Glass Co., Ltd. | 3,400 | 68,737 | |||
Central Security Patrols Co., Ltd. | 1,400 | 38,203 | |||
Central Sports Co., Ltd. | 900 | 19,575 | |||
Charm Care Corp. KK | 1,800 | 18,154 | |||
* | Chatwork Co., Ltd. | 1,500 | 13,847 | ||
Chiba Kogyo Bank, Ltd. (The) | 7,400 | 17,244 | |||
Chilled & Frozen Logistics Holdings Co., Ltd. | 1,800 | 27,154 | |||
Chino Corp. | 900 | 12,497 | |||
Chiyoda Co., Ltd. | 4,400 | 34,968 | |||
#* | Chiyoda Corp. | 12,400 | 44,202 | ||
Chiyoda Integre Co., Ltd. | 1,900 | 30,961 | |||
Chodai Co., Ltd. | 900 | 15,780 | |||
Chofu Seisakusho Co., Ltd. | 2,300 | 41,843 | |||
Chori Co., Ltd. | 1,400 | 24,080 | |||
Chubu Shiryo Co., Ltd. | 3,200 | 33,431 | |||
Chudenko Corp. | 3,900 | 81,862 | |||
* | Chuetsu Pulp & Paper Co., Ltd. | 1,400 | 16,292 | ||
Chugai Ro Co., Ltd. | 700 | 12,589 | |||
Chugoku Bank, Ltd. (The) | 17,400 | 138,366 | |||
Chugoku Marine Paints, Ltd. | 6,600 | 54,646 | |||
Chukyo Bank, Ltd. (The) | 1,800 | 22,997 |
VA International Small Portfolio
CONTINUED
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JAPAN — (Continued) | |||||
Chuo Spring Co., Ltd. | 2,000 | $21,869 | |||
Chuo Warehouse Co., Ltd. | 1,000 | 9,060 | |||
CI Takiron Corp. | 6,400 | 35,036 | |||
Citizen Watch Co., Ltd. | 38,800 | 151,779 | |||
CKD Corp. | 5,600 | 111,998 | |||
Cleanup Corp. | 3,800 | 18,796 | |||
CMIC Holdings Co., Ltd. | 1,500 | 19,546 | |||
* | CMK Corp. | 6,400 | 24,630 | ||
# | cocokara fine, Inc. | 2,179 | 162,677 | ||
COLOPL, Inc. | 4,900 | 35,680 | |||
Colowide Co., Ltd. | 600 | 10,845 | |||
# | Computer Engineering & Consulting, Ltd. | 3,600 | 52,542 | ||
Computer Institute of Japan, Ltd. | 1,900 | 14,710 | |||
Comture Corp. | 2,300 | 49,504 | |||
CONEXIO Corp. | 2,400 | 35,044 | |||
* | COOKPAD, Inc. | 6,200 | 13,624 | ||
Core Corp. | 800 | 11,044 | |||
Corona Corp., Class A | 2,600 | 21,588 | |||
Cosel Co., Ltd. | 2,500 | 23,269 | |||
Cosmo Energy Holdings Co., Ltd. | 6,500 | 151,172 | |||
Cota Co., Ltd. | 1,610 | 21,307 | |||
CRE, Inc. | 800 | 11,048 | |||
* | Create Restaurants Holdings, Inc. | 6,600 | 55,882 | ||
Create SD Holdings Co., Ltd. | 2,700 | 90,626 | |||
Credit Saison Co., Ltd. | 10,900 | 130,017 | |||
Creek & River Co., Ltd. | 1,700 | 27,745 | |||
Cresco, Ltd. | 1,800 | 32,220 | |||
* | CROOZ, Inc. | 600 | 10,012 | ||
CTI Engineering Co., Ltd. | 1,400 | 29,870 | |||
CTS Co., Ltd. | 3,200 | 23,756 | |||
# | Cyberlinks Co., Ltd. | 1,300 | 17,825 | ||
Cybernet Systems Co., Ltd. | 1,700 | 10,513 | |||
Cybozu, Inc. | 2,000 | 43,760 | |||
Dai Nippon Toryo Co., Ltd. | 3,400 | 26,215 | |||
Daibiru Corp. | 5,700 | 72,821 | |||
Daicel Corp. | 25,500 | 211,781 | |||
Dai-Dan Co., Ltd. | 1,500 | 36,111 | |||
Daido Kogyo Co., Ltd. | 900 | 9,016 | |||
Daido Metal Co., Ltd. | 5,500 | 30,370 | |||
Daido Steel Co., Ltd. | 3,300 | 155,784 | |||
Daihatsu Diesel Manufacturing Co., Ltd. | 2,400 | 10,633 | |||
Daihen Corp. | 2,200 | 98,665 | |||
Daiho Corp. | 2,400 | 93,138 | |||
Dai-Ichi Cutter Kogyo K.K. | 900 | 11,338 | |||
Daiichi Jitsugyo Co., Ltd. | 1,000 | 42,522 | |||
Daiichi Kensetsu Corp. | 1,100 | 21,052 | |||
Daiichi Kigenso Kagaku-Kogyo Co., Ltd. | 2,500 | 42,307 | |||
Daiichikosho Co., Ltd. | 2,500 | 87,564 | |||
Daiken Corp. | 1,400 | 28,351 | |||
Daiken Medical Co., Ltd. | 2,800 | 13,666 | |||
Daiki Aluminium Industry Co., Ltd. | 5,000 | 55,381 | |||
Daikoku Denki Co., Ltd. | 900 | 7,416 | |||
Daikokutenbussan Co., Ltd. | 800 | 46,153 | |||
Daikyonishikawa Corp. | 4,200 | 27,080 | |||
Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 1,600 | 33,752 | |||
Daiseki Co., Ltd. | 3,730 | 172,644 | |||
Daishi Hokuetsu Financial Group, Inc. | 4,500 | 99,471 | |||
Daishinku Corp. | 800 | 26,011 | |||
Daito Bank, Ltd. (The) | 1,000 | 5,596 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Daito Pharmaceutical Co., Ltd. | 1,450 | $44,009 | |||
Daitron Co., Ltd. | 1,600 | 28,406 | |||
Daiwa Industries, Ltd. | 4,300 | 44,868 | |||
Daiwabo Holdings Co., Ltd. | 10,500 | 211,955 | |||
DCM Holdings Co., Ltd. | 14,700 | 144,879 | |||
Dear Life Co., Ltd. | 5,600 | 24,076 | |||
DeNA Co., Ltd. | 8,200 | 154,405 | |||
# | Densan System Holdings Co., Ltd. | 600 | 15,820 | ||
Denyo Co., Ltd. | 2,000 | 36,463 | |||
Dexerials Corp. | 5,900 | 136,031 | |||
Diamond Electric Holdings Co., Ltd. | 600 | 16,685 | |||
DIC Corp. | 7,700 | 208,085 | |||
Digital Arts, Inc. | 1,300 | 89,279 | |||
Digital Garage, Inc. | 3,800 | 157,737 | |||
Digital Hearts Holdings Co., Ltd. | 1,200 | 16,600 | |||
Digital Holdings, Inc. | 1,200 | 23,326 | |||
Digital Information Technologies Corp. | 800 | 13,856 | |||
Dip Corp. | 2,900 | 84,814 | |||
DKK Co., Ltd. | 1,600 | 33,076 | |||
DKS Co., Ltd. | 1,200 | 36,933 | |||
DMG Mori Co., Ltd. | 11,100 | 173,440 | |||
Doshisha Co., Ltd. | 2,900 | 45,658 | |||
Double Standard, Inc. | 300 | 13,866 | |||
Doutor Nichires Holdings Co., Ltd. | 4,112 | 62,671 | |||
Dowa Holdings Co., Ltd. | 5,200 | 202,065 | |||
DTS Corp. | 3,800 | 91,722 | |||
Duskin Co., Ltd. | 4,100 | 94,684 | |||
DyDo Group Holdings, Inc. | 1,400 | 67,962 | |||
Eagle Industry Co., Ltd. | 4,100 | 48,476 | |||
Earth Corp. | 1,400 | 82,910 | |||
Ebara Foods Industry, Inc. | 800 | 19,379 | |||
Ebara Jitsugyo Co., Ltd. | 1,800 | 46,909 | |||
Ebase Co., Ltd. | 3,100 | 22,954 | |||
Eco's Co., Ltd. | 800 | 13,639 | |||
EDION Corp. | 9,300 | 96,149 | |||
Edulab, Inc. | 300 | 12,507 | |||
# | EF-ON, Inc. | 2,280 | 25,891 | ||
eGuarantee, Inc. | 2,900 | 62,102 | |||
E-Guardian, Inc. | 1,100 | 27,881 | |||
Ehime Bank, Ltd. (The) | 4,800 | 32,941 | |||
Eidai Co., Ltd. | 3,000 | 8,204 | |||
Eiken Chemical Co., Ltd. | 3,200 | 66,711 | |||
Eizo Corp. | 2,000 | 84,346 | |||
EJ Holdings, Inc. | 1,200 | 14,336 | |||
Elan Corp. | 3,700 | 40,242 | |||
Elecom Co., Ltd. | 4,700 | 82,749 | |||
Electric Power Development Co., Ltd. | 1,400 | 20,496 | |||
Elematec Corp. | 2,800 | 29,193 | |||
Endo Lighting Corp. | 1,700 | 11,355 | |||
Enigmo, Inc. | 2,600 | 34,007 | |||
en-japan, Inc. | 3,500 | 122,222 | |||
Enplas Corp. | 1,000 | 30,333 | |||
eRex Co., Ltd. | 2,800 | 78,999 | |||
Escrow Agent Japan, Inc. | 3,500 | 6,980 | |||
Eslead Corp. | 1,000 | 14,730 | |||
ESPEC Corp. | 2,400 | 50,410 | |||
Exedy Corp. | 4,200 | 63,603 | |||
FALCO HOLDINGS Co., Ltd. | 1,400 | 22,010 | |||
FAN Communications, Inc. | 6,200 | 22,693 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
FCC Co., Ltd. | 4,400 | $63,079 | |||
* | FDK Corp. | 1,100 | 12,600 | ||
Feed One Co., Ltd. | 3,920 | 26,431 | |||
Ferrotec Holdings Corp. | 5,400 | 143,408 | |||
* | FFRI Security, Inc. | 400 | 6,325 | ||
# | Fibergate, Inc. | 1,100 | 13,520 | ||
FIDEA Holdings Co., Ltd. | 30,500 | 33,725 | |||
Fields Corp. | 3,000 | 14,608 | |||
FINDEX, Inc. | 1,700 | 16,818 | |||
First Bank of Toyama, Ltd. (The) | 4,700 | 11,629 | |||
First Juken Co., Ltd. | 900 | 9,504 | |||
Fixstars Corp. | 3,000 | 21,556 | |||
FJ Next Co., Ltd. | 1,300 | 12,210 | |||
# | Focus Systems Corp. | 1,700 | 15,420 | ||
Forum Engineering, Inc. | 1,200 | 9,933 | |||
Foster Electric Co., Ltd. | 3,400 | 28,132 | |||
France Bed Holdings Co., Ltd. | 3,800 | 31,723 | |||
# | Freebit Co., Ltd. | 2,000 | 14,227 | ||
Freund Corp. | 1,700 | 13,071 | |||
F-Tech, Inc. | 1,600 | 10,941 | |||
FTGroup Co., Ltd. | 1,100 | 13,160 | |||
Fudo Tetra Corp. | 1,930 | 32,673 | |||
Fuji Co., Ltd. | 2,600 | 46,244 | |||
Fuji Corp. | 7,000 | 164,728 | |||
Fuji Corp. | 1,600 | 17,816 | |||
Fuji Corp., Ltd. | 5,200 | 30,470 | |||
Fuji Kosan Co., Ltd. | 1,000 | 9,523 | |||
Fuji Kyuko Co., Ltd. | 800 | 37,006 | |||
Fuji Oil Co., Ltd. | 8,300 | 18,525 | |||
Fuji Oil Holdings, Inc. | 5,500 | 124,501 | |||
Fuji Pharma Co., Ltd. | 2,000 | 20,577 | |||
Fuji Seal International, Inc. | 5,000 | 101,566 | |||
Fuji Soft, Inc. | 2,800 | 141,479 | |||
Fujibo Holdings, Inc. | 1,500 | 54,645 | |||
Fujicco Co., Ltd. | 2,800 | 49,106 | |||
Fujikura Composites, Inc. | 1,100 | 4,994 | |||
Fujikura Kasei Co., Ltd. | 4,200 | 19,095 | |||
* | Fujikura, Ltd. | 29,700 | 152,024 | ||
Fujimi, Inc. | 1,500 | 70,731 | |||
Fujimori Kogyo Co., Ltd. | 2,500 | 94,453 | |||
* | Fujita Kanko, Inc. | 600 | 12,564 | ||
Fujitec Co., Ltd. | 4,700 | 104,419 | |||
Fujiya Co., Ltd. | 1,700 | 35,117 | |||
FuKoKu Co., Ltd. | 1,200 | 11,166 | |||
Fukuda Corp. | 1,000 | 45,257 | |||
Fukuda Denshi Co., Ltd. | 900 | 82,084 | |||
Fukui Bank, Ltd. (The) | 2,700 | 35,464 | |||
Fukui Computer Holdings, Inc. | 900 | 33,183 | |||
Fukushima Galilei Co., Ltd. | 1,600 | 65,998 | |||
Fukuyama Transporting Co., Ltd. | 2,800 | 105,138 | |||
FULLCAST Holdings Co., Ltd. | 2,000 | 41,211 | |||
Funai Soken Holdings, Inc. | 3,860 | 88,711 | |||
# | Furukawa Battery Co., Ltd. (The) | 2,400 | 35,949 | ||
Furukawa Co., Ltd. | 4,100 | 48,024 | |||
Furukawa Electric Co., Ltd. | 7,600 | 195,701 | |||
Furuno Electric Co., Ltd. | 3,500 | 34,539 | |||
Furusato Industries, Ltd. | 1,600 | 28,976 | |||
Furuya Metal Co., Ltd. | 400 | 24,337 | |||
Furyu Corp. | 1,400 | 18,088 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Fuso Chemical Co., Ltd. | 1,700 | $61,282 | |||
Fuso Pharmaceutical Industries, Ltd. | 1,100 | 23,462 | |||
Futaba Corp. | 5,300 | 38,691 | |||
Futaba Industrial Co., Ltd. | 8,700 | 45,211 | |||
Future Corp. | 2,900 | 48,678 | |||
Fuyo General Lease Co., Ltd. | 2,100 | 137,216 | |||
G-7 Holdings, Inc. | 1,000 | 33,352 | |||
Gakken Holdings Co., Ltd. | 3,300 | 38,774 | |||
# | Gakkyusha Co., Ltd. | 1,000 | 12,294 | ||
Gakujo Co., Ltd. | 500 | 5,254 | |||
GCA Corp. | 2,900 | 27,591 | |||
Gecoss Corp. | 2,000 | 16,099 | |||
Genki Sushi Co., Ltd. | 800 | 18,397 | |||
Genky DrugStores Co., Ltd. | 1,000 | 36,939 | |||
Geo Holdings Corp. | 3,800 | 42,457 | |||
Gift, Inc. | 600 | 13,291 | |||
* | giftee, Inc. | 1,100 | 34,028 | ||
# | Gig Works, Inc. | 1,300 | 8,399 | ||
Giken, Ltd. | 300 | 12,308 | |||
GL Sciences, Inc. | 600 | 14,482 | |||
GLOBERIDE, Inc. | 1,400 | 67,843 | |||
Glory, Ltd. | 5,000 | 107,436 | |||
GMO Financial Holdings, Inc. | 4,400 | 33,362 | |||
GMO GlobalSign Holdings K.K. | 400 | 15,449 | |||
#* | GNI Group, Ltd. | 4,100 | 59,515 | ||
Godo Steel, Ltd. | 1,600 | 22,436 | |||
Goldcrest Co., Ltd. | 2,590 | 38,342 | |||
Golf Digest Online, Inc. | 1,000 | 15,081 | |||
Good Com Asset Co., Ltd. | 900 | 12,225 | |||
Grace Technology, Inc. | 3,000 | 37,781 | |||
Gree, Inc. | 13,200 | 72,776 | |||
gremz, Inc. | 600 | 12,062 | |||
GS Yuasa Corp. | 6,900 | 177,267 | |||
G-Tekt Corp. | 3,300 | 46,837 | |||
# | Gumi, Inc. | 2,200 | 16,151 | ||
Gun-Ei Chemical Industry Co., Ltd. | 700 | 15,728 | |||
GungHo Online Entertainment, Inc. | 4,800 | 88,932 | |||
Gunma Bank, Ltd. (The) | 45,000 | 143,793 | |||
Gunze, Ltd. | 2,200 | 95,260 | |||
H.U. Group Holdings, Inc. | 5,800 | 150,570 | |||
H2O Retailing Corp. | 11,700 | 88,592 | |||
HABA Laboratories, Inc. | 400 | 13,937 | |||
Hachijuni Bank, Ltd. (The) | 41,400 | 133,939 | |||
Hagihara Industries, Inc. | 1,400 | 18,237 | |||
Hagiwara Electric Holdings Co., Ltd. | 1,000 | 20,876 | |||
Hakudo Co., Ltd. | 800 | 16,191 | |||
Hakuto Co., Ltd. | 2,500 | 34,759 | |||
Halows Co., Ltd. | 1,600 | 41,405 | |||
Hamakyorex Co., Ltd. | 2,200 | 63,605 | |||
Handsman Co., Ltd. | 800 | 11,314 | |||
Hanwa Co., Ltd. | 4,500 | 133,155 | |||
Happinet Corp. | 2,800 | 37,130 | |||
Harima Chemicals Group, Inc. | 2,500 | 20,665 | |||
Hashimoto Sogyo Holdings Co., Ltd. | 700 | 17,604 | |||
Hazama Ando Corp. | 19,410 | 147,664 | |||
Heiwa Corp. | 5,700 | 99,710 | |||
Heiwa Real Estate Co., Ltd. | 3,600 | 129,916 | |||
Heiwado Co., Ltd. | 3,600 | 68,581 | |||
* | Hennge KK | 500 | 14,844 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Hibiya Engineering, Ltd. | 2,400 | $41,069 | |||
HI-LEX Corp. | 3,300 | 50,124 | |||
Hinokiya Group Co., Ltd. | 400 | 8,998 | |||
Hioki EE Corp. | 1,100 | 76,723 | |||
Hirakawa Hewtech Corp. | 1,200 | 13,024 | |||
Hirano Tecseed Co., Ltd. | 1,100 | 26,366 | |||
Hirata Corp. | 800 | 45,035 | |||
Hirogin Holdings, Inc. | 29,500 | 158,738 | |||
Hiroshima Gas Co., Ltd. | 6,100 | 20,622 | |||
Hisaka Works, Ltd. | 4,200 | 31,144 | |||
Hitachi Zosen Corp. | 16,500 | 119,213 | |||
Hito Communications Holdings, Inc. | 1,000 | 19,174 | |||
Hochiki Corp. | 1,700 | 17,506 | |||
Hodogaya Chemical Co., Ltd. | 800 | 29,986 | |||
Hogy Medical Co., Ltd. | 2,800 | 88,053 | |||
Hokkaido Coca-Cola Bottling Co., Ltd. | 600 | 22,160 | |||
Hokkaido Electric Power Co., Inc. | 20,800 | 93,389 | |||
Hokkaido Gas Co., Ltd. | 2,400 | 34,126 | |||
Hokkan Holdings, Ltd. | 1,200 | 15,434 | |||
Hokko Chemical Industry Co., Ltd. | 3,300 | 32,171 | |||
Hokkoku Bank, Ltd. (The) | 2,900 | 53,969 | |||
Hokuetsu Corp. | 14,900 | 83,035 | |||
Hokuetsu Industries Co., Ltd. | 2,800 | 28,030 | |||
Hokuhoku Financial Group, Inc. | 14,800 | 106,882 | |||
Hokuriku Electric Industry Co., Ltd. | 400 | 4,078 | |||
# | Hokuriku Electric Power Co. | 20,400 | 106,469 | ||
Hokuriku Electrical Construction Co., Ltd. | 1,500 | 17,681 | |||
Hokuto Corp. | 2,800 | 49,120 | |||
Honda Tsushin Kogyo Co., Ltd. | 1,400 | 6,274 | |||
H-One Co., Ltd. | 4,000 | 27,041 | |||
Honeys Holdings Co., Ltd. | 2,670 | 27,710 | |||
Hoosiers Holdings | 5,300 | 34,982 | |||
Hosiden Corp. | 7,500 | 68,805 | |||
Hosokawa Micron Corp. | 1,000 | 56,854 | |||
#* | Hotland Co., Ltd. | 1,300 | 15,292 | ||
* | Hotto Link, Inc. | 2,300 | 12,930 | ||
* | House Do Co., Ltd. | 600 | 5,437 | ||
Howa Machinery, Ltd. | 2,200 | 16,236 | |||
* | HPC Systems, Inc. | 300 | 8,684 | ||
Hyakugo Bank, Ltd. (The) | 26,900 | 75,108 | |||
Hyakujushi Bank, Ltd. (The) | 3,400 | 46,932 | |||
IBJ, Inc. | 1,100 | 10,858 | |||
Ichibanya Co., Ltd. | 1,700 | 75,483 | |||
Ichigo, Inc. | 27,200 | 81,665 | |||
Ichiken Co., Ltd. | 700 | 12,306 | |||
Ichikoh Industries, Ltd. | 4,000 | 26,851 | |||
Ichimasa Kamaboko Co., Ltd. | 1,100 | 9,271 | |||
Ichinen Holdings Co., Ltd. | 3,100 | 35,123 | |||
Ichiyoshi Securities Co., Ltd. | 7,100 | 39,077 | |||
Icom, Inc. | 1,500 | 32,769 | |||
# | ID Holdings Corp. | 1,950 | 16,620 | ||
IDEA Consultants, Inc. | 500 | 8,383 | |||
Idec Corp. | 4,000 | 79,952 | |||
IDOM, Inc. | 8,500 | 77,854 | |||
Ihara Science Corp. | 1,200 | 21,415 | |||
Iino Kaiun Kaisha, Ltd. | 10,400 | 43,123 | |||
IJTT Co., Ltd. | 2,100 | 13,472 | |||
I'll, Inc. | 900 | 11,789 | |||
* | Imagica Group, Inc. | 2,700 | 10,969 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Imasen Electric Industrial | 901 | $5,748 | |||
* | Impact HD, Inc. | 400 | 10,985 | ||
Imuraya Group Co., Ltd. | 1,100 | 23,016 | |||
Inaba Denki Sangyo Co., Ltd. | 5,200 | 126,897 | |||
# | Inaba Seisakusho Co., Ltd. | 1,700 | 22,429 | ||
Inabata & Co., Ltd. | 5,900 | 91,815 | |||
# | Inageya Co., Ltd. | 2,100 | 27,667 | ||
Ines Corp. | 3,000 | 37,232 | |||
I-Net Corp. | 1,600 | 20,719 | |||
Infocom Corp. | 2,600 | 61,794 | |||
Infomart Corp. | 21,100 | 174,099 | |||
Information Services International-Dentsu, Ltd. | 2,200 | 87,064 | |||
Innotech Corp. | 2,400 | 29,413 | |||
Insource Co., Ltd. | 2,500 | 45,325 | |||
Intage Holdings, Inc. | 3,800 | 53,244 | |||
Inter Action Corp. | 1,600 | 35,436 | |||
Internet Initiative Japan, Inc. | 5,100 | 161,939 | |||
Inui Global Logistics Co., Ltd. | 225 | 2,605 | |||
I-PEX, Inc. | 1,400 | 31,581 | |||
IPS, Inc. | 400 | 9,837 | |||
IR Japan Holdings, Ltd. | 1,000 | 123,746 | |||
Iriso Electronics Co., Ltd. | 2,400 | 114,667 | |||
# | I'rom Group Co., Ltd. | 900 | 15,655 | ||
ISB Corp. | 2,200 | 29,463 | |||
* | Iseki & Co., Ltd. | 2,500 | 34,017 | ||
Ishihara Chemical Co., Ltd. | 700 | 14,384 | |||
Ishihara Sangyo Kaisha, Ltd. | 4,400 | 45,017 | |||
Itfor, Inc. | 3,600 | 24,103 | |||
ITmedia, Inc. | 1,700 | 31,825 | |||
Itochu Enex Co., Ltd. | 6,800 | 62,365 | |||
Itochu-Shokuhin Co., Ltd. | 900 | 42,419 | |||
Itoham Yonekyu Holdings, Inc. | 13,400 | 89,132 | |||
Itoki Corp. | 4,500 | 14,966 | |||
* | Itokuro, Inc. | 600 | 5,659 | ||
IwaiCosmo Holdings, Inc. | 2,900 | 36,981 | |||
Iwaki Co., Ltd. | 1,300 | 10,810 | |||
Iwasaki Electric Co., Ltd. | 400 | 7,516 | |||
Iwatsu Electric Co., Ltd. | 300 | 2,597 | |||
Iwatsuka Confectionery Co., Ltd. | 500 | 18,145 | |||
Iyo Bank, Ltd. (The) | 24,000 | 118,423 | |||
Izumi Co., Ltd. | 2,700 | 92,419 | |||
J Front Retailing Co., Ltd. | 19,000 | 160,105 | |||
* | J Trust Co., Ltd. | 11,300 | 37,787 | ||
JAC Recruitment Co., Ltd. | 1,600 | 25,615 | |||
Jaccs Co., Ltd. | 2,800 | 65,117 | |||
Jafco Group Co., Ltd. | 3,500 | 199,937 | |||
* | Jalux, Inc. | 800 | 12,206 | ||
* | Jamco Corp. | 1,500 | 14,490 | ||
Janome Sewing Machine Co., Ltd. | 2,299 | 16,097 | |||
Japan Asia Group, Ltd. | 3,100 | 27,434 | |||
* | Japan Asset Marketing Co., Ltd. | 22,400 | 22,452 | ||
Japan Aviation Electronics Industry, Ltd. | 5,000 | 79,614 | |||
Japan Best Rescue System Co., Ltd. | 1,200 | 11,297 | |||
* | Japan Cash Machine Co., Ltd. | 3,300 | 16,880 | ||
* | Japan Display, Inc. | 40,800 | 13,055 | ||
Japan Elevator Service Holdings Co., Ltd. | 4,600 | 106,031 | |||
Japan Foundation Engineering Co., Ltd. | 2,900 | 16,097 | |||
Japan Investment Adviser Co., Ltd. | 1,100 | 14,858 | |||
Japan Lifeline Co., Ltd. | 7,100 | 89,376 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Japan Material Co., Ltd. | 6,400 | $76,504 | |||
Japan Medical Dynamic Marketing, Inc. | 1,870 | 41,376 | |||
Japan Petroleum Exploration Co., Ltd. | 4,700 | 78,099 | |||
Japan Property Management Center Co., Ltd. | 900 | 10,562 | |||
Japan Pulp & Paper Co., Ltd. | 1,600 | 53,743 | |||
Japan Pure Chemical Co., Ltd. | 1,000 | 26,888 | |||
Japan Securities Finance Co., Ltd. | 12,200 | 91,141 | |||
Japan Steel Works, Ltd. (The) | 7,100 | 174,659 | |||
Japan Transcity Corp. | 3,000 | 15,673 | |||
Japan Wool Textile Co., Ltd. (The) | 8,600 | 77,350 | |||
# | Jastec Co., Ltd. | 1,200 | 13,338 | ||
JBCC Holdings, Inc. | 2,000 | 26,606 | |||
JCU Corp. | 2,500 | 91,844 | |||
JDC Corp. | 1,300 | 6,862 | |||
Jeol, Ltd. | 3,900 | 253,614 | |||
JGC Holdings Corp. | 20,800 | 187,256 | |||
* | JIG-SAW, Inc. | 300 | 23,499 | ||
# | Jimoto Holdings, Inc. | 2,110 | 12,278 | ||
JINS Holdings, Inc. | 1,300 | 85,136 | |||
# | JK Holdings Co., Ltd. | 2,500 | 18,454 | ||
# | JM Holdings Co., Ltd. | 1,100 | 21,033 | ||
JMS Co., Ltd. | 2,200 | 16,410 | |||
* | Joban Kosan Co., Ltd. | 1,100 | 14,408 | ||
J-Oil Mills, Inc. | 2,600 | 43,924 | |||
Joshin Denki Co., Ltd. | 2,200 | 54,639 | |||
Joyful Honda Co., Ltd. | 4,700 | 59,328 | |||
JP-Holdings, Inc. | 6,800 | 16,938 | |||
JSB Co., Ltd. | 600 | 21,285 | |||
JSP Corp. | 1,900 | 27,989 | |||
* | JTOWER, Inc. | 800 | 53,169 | ||
Juki Corp. | 3,700 | 27,355 | |||
Juroku Bank, Ltd. (The) | 4,100 | 72,460 | |||
JVCKenwood Corp. | 23,070 | 49,724 | |||
K&O Energy Group, Inc. | 2,300 | 27,364 | |||
Kadokawa Corp. | 1,869 | 72,973 | |||
Kadoya Sesame Mills, Inc. | 400 | 14,595 | |||
Kaga Electronics Co., Ltd. | 2,700 | 70,455 | |||
Kagome Co., Ltd. | 3,500 | 89,881 | |||
Kaken Pharmaceutical Co., Ltd. | 3,300 | 146,068 | |||
Kakiyasu Honten Co., Ltd. | 1,100 | 25,351 | |||
Kameda Seika Co., Ltd. | 1,200 | 49,543 | |||
Kamei Corp. | 3,600 | 37,532 | |||
Kamigumi Co., Ltd. | 2,500 | 52,757 | |||
Kanaden Corp. | 1,900 | 18,140 | |||
Kanagawa Chuo Kotsu Co., Ltd. | 800 | 24,746 | |||
Kanamic Network Co., Ltd. | 1,800 | 9,980 | |||
Kanamoto Co., Ltd. | 4,200 | 98,180 | |||
Kandenko Co., Ltd. | 13,600 | 114,080 | |||
Kaneka Corp. | 3,100 | 122,751 | |||
Kaneko Seeds Co., Ltd. | 1,800 | 23,420 | |||
Kanematsu Corp. | 8,305 | 114,904 | |||
Kanematsu Electronics, Ltd. | 1,500 | 49,292 | |||
Kanemi Co., Ltd. | 500 | 13,726 | |||
Kansai Super Market, Ltd. | 3,000 | 32,320 | |||
Kanto Denka Kogyo Co., Ltd. | 6,400 | 61,536 | |||
* | Kasai Kogyo Co., Ltd. | 3,100 | 11,374 | ||
Katakura Industries Co., Ltd. | 2,700 | 37,805 | |||
Katitas Co., Ltd. | 5,000 | 149,131 | |||
Kato Sangyo Co., Ltd. | 2,900 | 88,222 |
VA International Small Portfolio
CONTINUED
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JAPAN — (Continued) | |||||
Kato Works Co., Ltd. | 1,600 | $14,213 | |||
Kawada Technologies, Inc. | 600 | 20,027 | |||
Kawai Musical Instruments Manufacturing Co., Ltd. | 1,300 | 52,297 | |||
* | Kawasaki Kisen Kaisha, Ltd. | 1,800 | 61,601 | ||
KeePer Technical Laboratory Co., Ltd. | 1,600 | 42,681 | |||
Keihanshin Building Co., Ltd. | 4,100 | 52,916 | |||
KEIWA, Inc. | 800 | 25,650 | |||
Keiyo Bank, Ltd. (The) | 14,800 | 56,531 | |||
Keiyo Co., Ltd. | 6,700 | 51,119 | |||
Kenko Mayonnaise Co., Ltd. | 2,000 | 26,219 | |||
KeyHolder, Inc. | 1,600 | 12,789 | |||
KFC Holdings Japan, Ltd. | 1,900 | 49,388 | |||
KH Neochem Co., Ltd. | 4,000 | 94,586 | |||
King Jim Co., Ltd. | 3,000 | 24,175 | |||
Kintetsu World Express, Inc. | 4,100 | 99,907 | |||
Kissei Pharmaceutical Co., Ltd. | 3,700 | 76,120 | |||
Ki-Star Real Estate Co., Ltd. | 1,100 | 49,846 | |||
Kitagawa Corp. | 1,600 | 24,302 | |||
Kita-Nippon Bank, Ltd. (The) | 1,000 | 14,292 | |||
Kitano Construction Corp. | 700 | 14,734 | |||
Kitanotatsujin Corp. | 7,800 | 38,467 | |||
Kito Corp. | 2,700 | 41,867 | |||
Kitz Corp. | 7,900 | 57,206 | |||
Kiyo Bank, Ltd. (The) | 7,900 | 105,406 | |||
* | KLab, Inc. | 4,100 | 24,322 | ||
Koa Corp. | 4,600 | 70,738 | |||
Koatsu Gas Kogyo Co., Ltd. | 3,600 | 21,932 | |||
* | Kobe Electric Railway Co., Ltd. | 899 | 28,933 | ||
Kobe Steel, Ltd. | 37,900 | 252,889 | |||
Kobelco Eco-Solutions Co., Ltd. | 400 | 10,153 | |||
Kohnan Shoji Co., Ltd. | 2,300 | 93,434 | |||
Kohsoku Corp. | 1,300 | 17,773 | |||
Koike Sanso Kogyo Co., Ltd. | 400 | 8,268 | |||
# | Kojima Co., Ltd. | 5,300 | 33,380 | ||
Kokusai Pulp & Paper Co., Ltd. | 3,900 | 9,158 | |||
Kokuyo Co., Ltd. | 8,900 | 144,411 | |||
Komatsu Matere Co., Ltd. | 4,000 | 33,791 | |||
Komatsu Wall Industry Co., Ltd. | 1,200 | 21,292 | |||
KOMEDA Holdings Co., Ltd. | 4,600 | 86,239 | |||
Komehyo Holdings Co., Ltd. | 800 | 9,314 | |||
Komeri Co., Ltd. | 3,900 | 94,586 | |||
Komori Corp. | 7,500 | 56,856 | |||
# | Konaka Co., Ltd. | 1,760 | 5,586 | ||
Kondotec, Inc. | 2,900 | 26,427 | |||
Konica Minolta, Inc. | 14,200 | 73,023 | |||
Konishi Co., Ltd. | 4,000 | 59,353 | |||
Konoike Transport Co., Ltd. | 2,900 | 33,528 | |||
Konoshima Chemical Co., Ltd. | 800 | 16,272 | |||
#* | Kosaido Co., Ltd. | 3,300 | 24,512 | ||
Kozo Keikaku Engineering, Inc. | 500 | 12,249 | |||
Krosaki Harima Corp. | 800 | 35,701 | |||
KRS Corp. | 1,000 | 15,587 | |||
K's Holdings Corp. | 13,100 | 154,772 | |||
KU Holdings Co., Ltd. | 2,400 | 21,954 | |||
Kumagai Gumi Co., Ltd. | 4,400 | 113,154 | |||
Kumiai Chemical Industry Co., Ltd. | 8,267 | 63,564 | |||
Kurabo Industries, Ltd. | 1,800 | 31,974 | |||
Kureha Corp. | 2,000 | 131,470 | |||
Kurimoto, Ltd. | 2,000 | 30,574 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Kuriyama Holdings Corp. | 1,000 | $7,373 | |||
Kusuri no Aoki Holdings Co., Ltd. | 1,500 | 100,457 | |||
KYB Corp. | 2,300 | 75,651 | |||
Kyoden Co., Ltd. | 1,800 | 5,843 | |||
Kyodo Printing Co., Ltd. | 900 | 21,645 | |||
Kyoei Steel, Ltd. | 2,900 | 37,579 | |||
Kyokuto Boeki Kaisha, Ltd. | 800 | 19,074 | |||
Kyokuto Kaihatsu Kogyo Co., Ltd. | 3,800 | 54,439 | |||
Kyokuto Securities Co., Ltd. | 2,600 | 18,870 | |||
Kyokuyo Co., Ltd. | 1,100 | 29,804 | |||
KYORIN Holdings, Inc. | 4,500 | 72,920 | |||
Kyosan Electric Manufacturing Co., Ltd. | 5,000 | 18,949 | |||
Kyowa Electronic Instruments Co., Ltd. | 5,600 | 19,201 | |||
Kyowa Leather Cloth Co., Ltd. | 900 | 5,712 | |||
Kyudenko Corp. | 3,200 | 114,039 | |||
Kyushu Financial Group, Inc. | 37,000 | 132,028 | |||
LAC Co., Ltd. | 2,400 | 22,976 | |||
Lacto Japan Co., Ltd. | 900 | 21,987 | |||
LEC, Inc. | 3,100 | 31,417 | |||
Legs Co., Ltd. | 500 | 9,775 | |||
Life Corp. | 1,700 | 59,387 | |||
LIFULL Co., Ltd. | 8,200 | 24,941 | |||
Like Co., Ltd. | 1,600 | 30,061 | |||
Linical Co., Ltd. | 1,600 | 13,199 | |||
Link And Motivation, Inc. | 3,900 | 31,369 | |||
Lintec Corp. | 5,200 | 113,361 | |||
LITALICO, Inc. | 700 | 33,640 | |||
Locondo, Inc. | 300 | 3,959 | |||
* | M&A Capital Partners Co., Ltd. | 1,500 | 72,628 | ||
Mabuchi Motor Co., Ltd. | 3,600 | 135,390 | |||
Macnica Fuji Electronics Holdings, Inc. | 6,399 | 164,464 | |||
Macromill, Inc. | 5,600 | 39,620 | |||
Maeda Corp. | 17,200 | 144,603 | |||
Maeda Kosen Co., Ltd. | 1,900 | 63,653 | |||
Maeda Road Construction Co., Ltd. | 2,300 | 43,920 | |||
Maezawa Kasei Industries Co., Ltd. | 2,100 | 23,642 | |||
Maezawa Kyuso Industries Co., Ltd. | 2,400 | 21,619 | |||
Makino Milling Machine Co., Ltd. | 2,800 | 105,641 | |||
* | Management Solutions Co., Ltd. | 1,100 | 25,799 | ||
Mandom Corp. | 2,800 | 47,473 | |||
Mani, Inc. | 7,600 | 162,219 | |||
MarkLines Co., Ltd. | 1,500 | 37,546 | |||
Mars Group Holdings Corp. | 1,800 | 26,815 | |||
# | Marubun Corp. | 1,900 | 11,920 | ||
Marudai Food Co., Ltd. | 2,600 | 41,082 | |||
Maruha Nichiro Corp. | 4,653 | 103,152 | |||
Maruichi Steel Tube, Ltd. | 4,900 | 118,208 | |||
Maruka Corp. | 800 | 18,643 | |||
# | Marumae Co., Ltd. | 1,200 | 23,340 | ||
Marusan Securities Co., Ltd. | 7,200 | 39,032 | |||
Maruwa Co., Ltd. | 1,000 | 97,949 | |||
# | Maruwa Unyu Kikan Co., Ltd. | 3,100 | 43,472 | ||
Maruzen CHI Holdings Co., Ltd. | 400 | 1,428 | |||
Maruzen Co., Ltd. | 1,400 | 30,423 | |||
Maruzen Showa Unyu Co., Ltd. | 1,600 | 50,569 | |||
Marvelous, Inc. | 3,300 | 22,203 | |||
Matching Service Japan Co., Ltd. | 600 | 6,093 | |||
Matsuda Sangyo Co., Ltd. | 2,125 | 42,115 | |||
Matsui Construction Co., Ltd. | 3,400 | 23,504 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Matsui Securities Co., Ltd. | 12,600 | $90,547 | |||
Matsuoka Corp. | 700 | 10,129 | |||
Matsuyafoods Holdings Co., Ltd. | 800 | 26,639 | |||
Max Co., Ltd. | 4,000 | 69,030 | |||
* | Maxell Holdings, Ltd. | 6,500 | 76,085 | ||
Maxvalu Nishinihon Co., Ltd. | 700 | 11,725 | |||
Maxvalu Tokai Co., Ltd. | 1,200 | 27,476 | |||
MCJ Co., Ltd. | 7,400 | 83,665 | |||
Mebuki Financial Group, Inc. | 32,500 | 69,557 | |||
MEC Co., Ltd. | 2,100 | 64,347 | |||
Media Do Co., Ltd. | 900 | 37,151 | |||
Medical Data Vision Co., Ltd. | 3,300 | 60,435 | |||
Medical System Network Co., Ltd. | 2,400 | 16,216 | |||
Medikit Co., Ltd. | 800 | 23,433 | |||
* | MedPeer, Inc. | 1,500 | 55,063 | ||
Megachips Corp. | 2,500 | 73,974 | |||
Megmilk Snow Brand Co., Ltd. | 5,100 | 95,852 | |||
Meidensha Corp. | 4,600 | 99,932 | |||
Meiji Electric Industries Co., Ltd. | 1,400 | 17,816 | |||
Meiko Electronics Co., Ltd. | 2,400 | 66,443 | |||
Meiko Network Japan Co., Ltd. | 2,600 | 14,208 | |||
Meisei Industrial Co., Ltd. | 5,000 | 33,975 | |||
Meitec Corp. | 2,300 | 129,911 | |||
Meito Sangyo Co., Ltd. | 1,200 | 17,682 | |||
Meiwa Corp. | 4,100 | 17,540 | |||
Melco Holdings, Inc. | 900 | 48,332 | |||
Members Co., Ltd. | 1,500 | 43,285 | |||
Menicon Co., Ltd. | 1,800 | 131,571 | |||
METAWATER Co., Ltd. | 2,600 | 47,561 | |||
Michinoku Bank, Ltd. (The) | 2,400 | 20,016 | |||
Micronics Japan Co., Ltd. | 3,600 | 45,926 | |||
# | Midac Co., Ltd. | 600 | 28,226 | ||
Mie Kotsu Group Holdings, Inc. | 5,900 | 25,834 | |||
Mikuni Corp. | 2,700 | 8,082 | |||
Milbon Co., Ltd. | 2,900 | 159,981 | |||
Mimaki Engineering Co., Ltd. | 1,900 | 14,099 | |||
Mimasu Semiconductor Industry Co., Ltd. | 1,719 | 38,632 | |||
Ministop Co., Ltd. | 1,800 | 23,453 | |||
# | Minkabu The Infonoid, Inc. | 1,200 | 42,635 | ||
Mirai Industry Co., Ltd. | 700 | 10,410 | |||
Miraial Co., Ltd. | 1,100 | 12,484 | |||
* | Mirainovate Co., Ltd. | 44,000 | 10,846 | ||
Mirait Holdings Corp. | 9,000 | 177,459 | |||
Miroku Jyoho Service Co., Ltd. | 1,600 | 22,986 | |||
Mitani Corp. | 1,200 | 90,109 | |||
Mitani Sangyo Co., Ltd. | 3,900 | 13,602 | |||
Mitani Sekisan Co., Ltd. | 1,200 | 48,776 | |||
# | Mito Securities Co., Ltd. | 10,500 | 28,093 | ||
* | Mitsuba Corp. | 5,000 | 36,150 | ||
Mitsubishi Kakoki Kaisha, Ltd. | 1,000 | 22,469 | |||
Mitsubishi Logisnext Co., Ltd. | 4,000 | 36,304 | |||
Mitsubishi Logistics Corp. | 1,400 | 41,592 | |||
* | Mitsubishi Paper Mills, Ltd. | 6,500 | 21,669 | ||
Mitsubishi Pencil Co., Ltd. | 4,000 | 51,659 | |||
Mitsubishi Research Institute, Inc. | 1,100 | 40,060 | |||
Mitsubishi Shokuhin Co., Ltd. | 1,900 | 49,168 | |||
* | Mitsubishi Steel Manufacturing Co., Ltd. | 2,300 | 22,637 | ||
Mitsuboshi Belting, Ltd. | 3,500 | 58,444 | |||
Mitsui DM Sugar Holdings Co., Ltd. | 3,100 | 52,759 |
VA International Small Portfolio
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JAPAN — (Continued) | |||||
* | Mitsui E&S Holdings Co., Ltd. | 10,000 | $46,777 | ||
Mitsui High-Tec, Inc. | 2,200 | 128,867 | |||
Mitsui Matsushima Holdings Co., Ltd. | 2,000 | 18,036 | |||
Mitsui Mining & Smelting Co., Ltd. | 6,900 | 196,475 | |||
Mitsui-Soko Holdings Co., Ltd. | 2,900 | 67,561 | |||
Mitsuuroko Group Holdings Co., Ltd. | 4,400 | 50,476 | |||
Mixi, Inc. | 4,400 | 110,830 | |||
Miyaji Engineering Group, Inc. | 900 | 20,742 | |||
Miyazaki Bank, Ltd. (The) | 2,000 | 36,252 | |||
Miyoshi Oil & Fat Co., Ltd. | 1,100 | 12,546 | |||
Mizuho Leasing Co., Ltd. | 2,900 | 96,248 | |||
Mizuno Corp. | 2,500 | 57,315 | |||
Mochida Pharmaceutical Co., Ltd. | 1,900 | 62,418 | |||
Modec, Inc. | 2,300 | 38,516 | |||
# | Molitec Steel Co., Ltd. | 3,900 | 16,460 | ||
Monex Group, Inc. | 16,600 | 104,628 | |||
Monogatari Corp. (The) | 1,200 | 74,564 | |||
MORESCO Corp. | 1,100 | 11,586 | |||
Morinaga & Co., Ltd. | 4,000 | 126,905 | |||
Morinaga Milk Industry Co., Ltd. | 2,200 | 123,273 | |||
Moriroku Holdings Co., Ltd. | 900 | 18,266 | |||
Morita Holdings Corp. | 3,900 | 55,023 | |||
Morito Co., Ltd. | 2,600 | 15,574 | |||
Morningstar Japan KK | 6,200 | 26,026 | |||
Morozoff, Ltd. | 300 | 14,728 | |||
Mortgage Service Japan, Ltd. | 1,200 | 11,122 | |||
Mory Industries, Inc. | 900 | 18,977 | |||
MrMax Holdings, Ltd. | 4,600 | 27,739 | |||
* | MTG Co., Ltd. | 800 | 13,106 | ||
MTI, Ltd. | 4,500 | 30,051 | |||
Mugen Estate Co., Ltd. | 1,600 | 7,172 | |||
m-up Holdings, Inc. | 700 | 21,073 | |||
Murakami Corp. | 1,000 | 28,929 | |||
Musashi Seimitsu Industry Co., Ltd. | 5,800 | 120,579 | |||
Musashino Bank, Ltd. (The) | 4,100 | 61,489 | |||
NAC Co., Ltd. | 1,100 | 9,195 | |||
Nachi-Fujikoshi Corp. | 1,700 | 69,235 | |||
Nafco Co., Ltd. | 2,100 | 35,917 | |||
Nagaileben Co., Ltd. | 1,800 | 42,459 | |||
Nagano Bank, Ltd. (The) | 1,300 | 13,183 | |||
Nagano Keiki Co., Ltd. | 2,100 | 19,954 | |||
Nagase & Co., Ltd. | 11,800 | 180,593 | |||
Nagatanien Holdings Co., Ltd. | 1,600 | 30,982 | |||
Nagawa Co., Ltd. | 800 | 64,140 | |||
Naigai Trans Line, Ltd. | 700 | 12,155 | |||
Nakabayashi Co., Ltd. | 3,300 | 17,828 | |||
Nakamuraya Co., Ltd. | 600 | 20,485 | |||
Nakanishi, Inc. | 4,600 | 95,507 | |||
Nakayama Steel Works, Ltd. | 3,500 | 12,714 | |||
* | Namura Shipbuilding Co., Ltd. | 7,996 | 15,098 | ||
Nankai Electric Railway Co., Ltd. | 7,600 | 161,386 | |||
Nanto Bank, Ltd. (The) | 4,000 | 68,678 | |||
Natori Co., Ltd. | 1,400 | 24,701 | |||
NEC Capital Solutions, Ltd. | 900 | 17,653 | |||
NEC Networks & System Integration Corp. | 4,700 | 83,348 | |||
Neturen Co., Ltd. | 3,800 | 20,119 | |||
New Art Holdings Co., Ltd. | 1,000 | 11,572 | |||
Nextage Co., Ltd. | 4,300 | 88,440 | |||
* | NexTone, Inc. | 500 | 17,870 |
VA International Small Portfolio
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JAPAN — (Continued) | |||||
NF Holdings Corp. | 600 | $9,536 | |||
NHK Spring Co., Ltd. | 23,600 | 182,340 | |||
Nice Corp. | 600 | 11,442 | |||
# | Nichia Steel Works, Ltd. | 4,000 | 10,868 | ||
Nichias Corp. | 6,100 | 155,072 | |||
Nichiban Co., Ltd. | 1,500 | 23,836 | |||
Nichicon Corp. | 5,900 | 62,842 | |||
Nichiden Corp. | 1,800 | 36,548 | |||
Nichiha Corp. | 2,700 | 70,929 | |||
Nichi-iko Pharmaceutical Co., Ltd. | 5,950 | 45,988 | |||
Nichireki Co., Ltd. | 2,400 | 29,596 | |||
Nichirin Co., Ltd. | 1,430 | 21,139 | |||
Nihon Chouzai Co., Ltd. | 1,400 | 21,898 | |||
Nihon Dengi Co., Ltd. | 600 | 21,304 | |||
Nihon Flush Co., Ltd. | 3,200 | 35,803 | |||
Nihon House Holdings Co., Ltd. | 5,600 | 19,547 | |||
Nihon Kagaku Sangyo Co., Ltd. | 1,900 | 23,046 | |||
Nihon Nohyaku Co., Ltd. | 6,100 | 28,468 | |||
Nihon Parkerizing Co., Ltd. | 9,800 | 100,960 | |||
Nihon Plast Co., Ltd. | 1,700 | 10,971 | |||
Nihon Tokushu Toryo Co., Ltd. | 1,400 | 14,159 | |||
Nihon Trim Co., Ltd. | 400 | 13,713 | |||
Nihon Yamamura Glass Co., Ltd. | 800 | 7,079 | |||
Nikkiso Co., Ltd. | 5,500 | 57,045 | |||
# | Nikko Co., Ltd. | 4,200 | 26,292 | ||
Nikkon Holdings Co., Ltd. | 6,800 | 149,764 | |||
Nippn Corp. | 5,200 | 74,759 | |||
Nippon Air Conditioning Services Co., Ltd. | 2,700 | 17,965 | |||
Nippon Beet Sugar Manufacturing Co., Ltd. | 1,800 | 27,025 | |||
Nippon Carbide Industries Co., Inc. | 1,100 | 12,924 | |||
Nippon Carbon Co., Ltd. | 1,100 | 41,253 | |||
Nippon Chemical Industrial Co., Ltd. | 1,300 | 35,916 | |||
* | Nippon Chemi-Con Corp. | 2,000 | 46,398 | ||
Nippon Coke & Engineering Co., Ltd. | 12,500 | 11,647 | |||
# | Nippon Commercial Development Co., Ltd. | 1,600 | 25,052 | ||
Nippon Concept Corp. | 700 | 15,237 | |||
Nippon Concrete Industries Co., Ltd. | 8,400 | 23,985 | |||
# | Nippon Denko Co., Ltd. | 15,100 | 41,764 | ||
Nippon Densetsu Kogyo Co., Ltd. | 4,700 | 82,253 | |||
Nippon Electric Glass Co., Ltd. | 8,500 | 193,008 | |||
Nippon Fine Chemical Co., Ltd. | 1,900 | 30,642 | |||
Nippon Gas Co., Ltd. | 10,900 | 172,166 | |||
Nippon Hume Corp. | 3,300 | 21,876 | |||
Nippon Kanzai Co., Ltd. | 1,200 | 28,437 | |||
Nippon Kayaku Co., Ltd. | 12,400 | 128,588 | |||
# | Nippon Kodoshi Corp. | 400 | 12,582 | ||
Nippon Koei Co., Ltd. | 1,700 | 46,512 | |||
Nippon Light Metal Holdings Co., Ltd. | 6,480 | 114,069 | |||
Nippon Paper Industries Co., Ltd. | 10,700 | 125,076 | |||
# | Nippon Parking Development Co., Ltd. | 23,500 | 33,320 | ||
Nippon Pillar Packing Co., Ltd. | 2,900 | 59,876 | |||
Nippon Piston Ring Co., Ltd. | 700 | 8,608 | |||
Nippon Rietec Co., Ltd. | 800 | 12,621 | |||
Nippon Road Co., Ltd. (The) | 700 | 51,939 | |||
Nippon Seiki Co., Ltd. | 5,800 | 67,271 | |||
Nippon Seisen Co., Ltd. | 500 | 24,122 | |||
Nippon Sharyo, Ltd. | 1,200 | 22,768 | |||
Nippon Shokubai Co., Ltd. | 700 | 33,670 | |||
Nippon Signal Co., Ltd. | 7,000 | 58,572 |
VA International Small Portfolio
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JAPAN — (Continued) | |||||
Nippon Soda Co., Ltd. | 2,800 | $89,875 | |||
Nippon Steel Trading Corp. | 2,048 | 87,906 | |||
Nippon Suisan Kaisha, Ltd. | 33,100 | 171,719 | |||
Nippon Systemware Co., Ltd. | 1,200 | 26,402 | |||
Nippon Thompson Co., Ltd. | 6,500 | 39,391 | |||
Nippon Yakin Kogyo Co., Ltd. | 1,660 | 35,983 | |||
Nipro Corp. | 14,200 | 176,374 | |||
Nishikawa Rubber Co., Ltd. | 1,900 | 26,686 | |||
# | Nishimatsu Construction Co., Ltd. | 6,200 | 201,606 | ||
# | Nishimatsuya Chain Co., Ltd. | 5,300 | 64,752 | ||
Nishimoto Co., Ltd. | 700 | 17,150 | |||
Nishi-Nippon Financial Holdings, Inc. | 15,100 | 84,896 | |||
Nishi-Nippon Railroad Co., Ltd. | 7,000 | 167,798 | |||
Nishio Rent All Co., Ltd. | 2,100 | 57,463 | |||
Nissan Shatai Co., Ltd. | 7,700 | 50,634 | |||
Nissei ASB Machine Co., Ltd. | 1,000 | 44,290 | |||
Nissei Corp. | 400 | 3,818 | |||
Nissei Plastic Industrial Co., Ltd. | 1,400 | 17,559 | |||
Nissha Co., Ltd. | 4,900 | 68,990 | |||
Nisshin Group Holdings Co., Ltd. | 5,400 | 23,332 | |||
Nisshin Oillio Group, Ltd. (The) | 3,100 | 85,366 | |||
Nisshinbo Holdings, Inc. | 17,036 | 143,333 | |||
Nissin Corp. | 2,200 | 29,726 | |||
Nissin Electric Co., Ltd. | 6,100 | 71,116 | |||
Nissin Sugar Co., Ltd. | 2,100 | 32,432 | |||
Nisso Corp. | 2,300 | 17,491 | |||
Nissui Pharmaceutical Co., Ltd. | 1,400 | 12,881 | |||
Nitta Corp. | 2,600 | 62,649 | |||
Nitta Gelatin, Inc. | 2,000 | 11,488 | |||
Nittetsu Mining Co., Ltd. | 800 | 43,971 | |||
Nitto Boseki Co., Ltd. | 1,800 | 55,071 | |||
Nitto Fuji Flour Milling Co., Ltd. | 200 | 12,065 | |||
Nitto Kogyo Corp. | 3,700 | 61,058 | |||
Nitto Kohki Co., Ltd. | 1,300 | 22,025 | |||
Nitto Seiko Co., Ltd. | 6,200 | 33,334 | |||
Nittoc Construction Co., Ltd. | 3,500 | 24,427 | |||
NJS Co., Ltd. | 700 | 12,262 | |||
Noda Corp. | 800 | 5,796 | |||
Noevir Holdings Co., Ltd. | 1,900 | 94,906 | |||
Nohmi Bosai, Ltd. | 2,800 | 53,621 | |||
Nojima Corp. | 3,100 | 80,576 | |||
NOK Corp. | 8,400 | 111,112 | |||
Nomura Co., Ltd. | 2,500 | 19,489 | |||
# | Nomura Micro Science Co., Ltd. | 700 | 27,852 | ||
Noritake Co., Ltd. | 1,400 | 54,042 | |||
Noritsu Koki Co., Ltd. | 2,700 | 56,247 | |||
Noritz Corp. | 3,900 | 66,362 | |||
North Pacific Bank, Ltd. | 32,300 | 69,092 | |||
# | NPC, Inc. | 1,500 | 12,283 | ||
NS Tool Co., Ltd. | 2,000 | 27,222 | |||
NS United Kaiun Kaisha, Ltd. | 1,500 | 37,786 | |||
NSD Co., Ltd. | 6,960 | 119,330 | |||
* | NTN Corp. | 51,500 | 132,155 | ||
* | OAK Capital Corp. | 5,200 | 5,308 | ||
Obara Group, Inc. | 1,600 | 57,262 | |||
Oenon Holdings, Inc. | 5,000 | 16,960 | |||
Ogaki Kyoritsu Bank, Ltd. (The) | 5,300 | 89,299 | |||
Ohara, Inc. | 700 | 8,655 | |||
Ohashi Technica, Inc. | 1,700 | 23,281 |
VA International Small Portfolio
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JAPAN — (Continued) | |||||
# | Ohba Co., Ltd. | 1,400 | $10,276 | ||
Ohmoto Gumi Co., Ltd. | 300 | 14,912 | |||
Ohsho Food Service Corp. | 1,200 | 64,303 | |||
Oiles Corp. | 2,973 | 43,955 | |||
* | Oisix ra daichi, Inc. | 2,500 | 88,896 | ||
Oita Bank, Ltd. (The) | 1,600 | 24,650 | |||
Okabe Co., Ltd. | 4,000 | 23,969 | |||
Okamoto Industries, Inc. | 1,200 | 45,319 | |||
Okamoto Machine Tool Works, Ltd. | 700 | 38,881 | |||
Okamura Corp. | 6,700 | 94,896 | |||
Okasan Securities Group, Inc. | 19,900 | 72,506 | |||
Oki Electric Industry Co., Ltd. | 9,800 | 91,564 | |||
Okinawa Cellular Telephone Co. | 1,500 | 71,354 | |||
Okinawa Electric Power Co., Inc. (The) | 5,625 | 71,885 | |||
OKUMA Corp. | 2,900 | 145,282 | |||
Okumura Corp. | 3,600 | 97,841 | |||
Okura Industrial Co., Ltd. | 1,400 | 29,910 | |||
Okuwa Co., Ltd. | 3,000 | 29,869 | |||
Onoken Co., Ltd. | 2,900 | 35,466 | |||
Onward Holdings Co., Ltd. | 18,500 | 50,798 | |||
Optex Group Co., Ltd. | 600 | 9,255 | |||
* | Optim Corp. | 1,200 | 22,007 | ||
Optorun Co., Ltd. | 2,100 | 42,318 | |||
# | Orchestra Holdings, Inc. | 700 | 17,621 | ||
Organo Corp. | 800 | 45,935 | |||
Orient Corp. | 53,000 | 66,524 | |||
* | Oriental Shiraishi Corp. | 18,400 | 46,107 | ||
Origin Co., Ltd. | 600 | 7,317 | |||
Oro Co., Ltd. | 700 | 24,561 | |||
Osaka Organic Chemical Industry, Ltd. | 1,800 | 61,717 | |||
Osaka Soda Co., Ltd. | 2,000 | 44,095 | |||
Osaka Steel Co., Ltd. | 1,500 | 16,249 | |||
* | OSAKA Titanium Technologies Co., Ltd. | 3,300 | 23,895 | ||
Osaki Electric Co., Ltd. | 6,000 | 34,471 | |||
OSG Corp. | 8,600 | 160,861 | |||
OUG Holdings, Inc. | 500 | 13,130 | |||
Outsourcing, Inc. | 12,300 | 235,432 | |||
Oyo Corp. | 2,700 | 31,832 | |||
Ozu Corp. | 600 | 10,354 | |||
Pacific Industrial Co., Ltd. | 6,100 | 74,248 | |||
Pacific Metals Co., Ltd. | 3,100 | 48,127 | |||
# | Pack Corp. (The) | 1,400 | 36,273 | ||
PAL GROUP Holdings Co., Ltd. | 500 | 7,989 | |||
Paramount Bed Holdings Co., Ltd. | 4,000 | 71,496 | |||
Pasona Group, Inc. | 2,300 | 46,652 | |||
PC Depot Corp. | 5,160 | 22,515 | |||
PCA Corp. | 300 | 13,156 | |||
Pegasus Sewing Machine Manufacturing Co., Ltd. | 2,600 | 11,072 | |||
Penta-Ocean Construction Co., Ltd. | 29,100 | 197,189 | |||
Pickles Corp. | 1,200 | 40,517 | |||
Pilot Corp. | 2,500 | 85,927 | |||
Piolax, Inc. | 3,900 | 54,226 | |||
Plenus Co., Ltd. | 2,200 | 42,368 | |||
Poletowin Pitcrew Holdings, Inc. | 3,400 | 32,228 | |||
#* | Precision System Science Co., Ltd. | 2,600 | 17,364 | ||
Premium Group Co., Ltd. | 1,600 | 49,023 | |||
* | Premium Water Holdings, Inc. | 400 | 12,151 | ||
Press Kogyo Co., Ltd. | 9,000 | 29,531 | |||
Pressance Corp. | 2,400 | 35,038 |
VA International Small Portfolio
CONTINUED
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JAPAN — (Continued) | |||||
Prestige International, Inc. | 9,600 | $61,464 | |||
Prima Meat Packers, Ltd. | 3,000 | 81,344 | |||
Pronexus, Inc. | 2,300 | 21,134 | |||
* | Prored Partners Co., Ltd. | 700 | 16,964 | ||
Pro-Ship, Inc. | 900 | 12,012 | |||
Proto Corp. | 3,000 | 38,046 | |||
PS Mitsubishi Construction Co., Ltd. | 3,600 | 20,209 | |||
Punch Industry Co., Ltd. | 2,600 | 13,824 | |||
* | QB Net Holdings Co., Ltd. | 1,400 | 20,698 | ||
Qol Holdings Co., Ltd. | 2,600 | 36,043 | |||
Quick Co., Ltd. | 1,500 | 16,424 | |||
Raccoon Holdings, Inc. | 1,700 | 36,526 | |||
Raito Kogyo Co., Ltd. | 4,700 | 84,158 | |||
Raiznext Corp. | 4,600 | 48,086 | |||
Rasa Corp. | 1,400 | 11,371 | |||
Rasa Industries, Ltd. | 800 | 13,237 | |||
Raysum Co., Ltd. | 1,900 | 14,298 | |||
Relia, Inc. | 4,800 | 58,816 | |||
Renaissance, Inc. | 1,600 | 16,412 | |||
Rengo Co., Ltd. | 10,600 | 90,243 | |||
Resorttrust, Inc. | 10,200 | 167,647 | |||
Restar Holdings Corp. | 2,800 | 49,729 | |||
Retail Partners Co., Ltd. | 2,000 | 21,993 | |||
Rheon Automatic Machinery Co., Ltd. | 2,000 | 26,362 | |||
Ricoh Leasing Co., Ltd. | 1,900 | 59,880 | |||
# | Ride On Express Holdings Co., Ltd. | 1,200 | 16,149 | ||
* | Right On Co., Ltd. | 1,500 | 10,441 | ||
Riken Corp. | 1,300 | 30,844 | |||
Riken Keiki Co., Ltd. | 2,000 | 47,137 | |||
Riken Technos Corp. | 5,600 | 30,811 | |||
Riken Vitamin Co., Ltd. | 2,200 | 32,004 | |||
Rion Co., Ltd. | 1,400 | 33,939 | |||
Riso Kagaku Corp. | 2,300 | 38,005 | |||
Riso Kyoiku Co., Ltd. | 15,100 | 49,894 | |||
Rock Field Co., Ltd. | 2,100 | 27,972 | |||
Rokko Butter Co., Ltd. | 1,700 | 23,626 | |||
Roland Corp. | 1,500 | 71,376 | |||
Roland DG Corp. | 1,800 | 45,467 | |||
Rorze Corp. | 1,400 | 108,036 | |||
# | Rozetta Corp. | 700 | 9,995 | ||
RS Technologies Co., Ltd. | 800 | 42,822 | |||
Ryobi, Ltd. | 3,200 | 42,108 | |||
Ryoden Corp. | 2,300 | 34,991 | |||
Ryosan Co., Ltd. | 2,400 | 50,699 | |||
Ryoyo Electro Corp. | 500 | 11,017 | |||
S Foods, Inc. | 2,000 | 62,467 | |||
S&B Foods, Inc. | 600 | 25,847 | |||
Sac's Bar Holdings, Inc. | 3,250 | 17,511 | |||
Sagami Rubber Industries Co., Ltd. | 1,000 | 9,570 | |||
Saibu Gas Holdings Co., Ltd. | 2,800 | 62,080 | |||
Saizeriya Co., Ltd. | 3,300 | 81,291 | |||
Sakai Chemical Industry Co., Ltd. | 1,400 | 24,224 | |||
Sakai Heavy Industries, Ltd. | 600 | 14,041 | |||
Sakai Moving Service Co., Ltd. | 1,100 | 53,068 | |||
Sakai Ovex Co., Ltd. | 800 | 27,796 | |||
Sakata INX Corp. | 5,200 | 50,963 | |||
Sakata Seed Corp. | 1,600 | 52,396 | |||
Sakura Internet, Inc. | 1,700 | 9,081 | |||
Sala Corp. | 7,300 | 39,479 |
VA International Small Portfolio
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JAPAN — (Continued) | |||||
SAMTY Co., Ltd. | 3,600 | $72,635 | |||
San Holdings, Inc. | 800 | 9,264 | |||
San ju San Financial Group, Inc. | 2,700 | 35,122 | |||
San-A Co., Ltd. | 2,000 | 74,596 | |||
San-Ai Oil Co., Ltd. | 7,700 | 96,008 | |||
Sanei Architecture Planning Co., Ltd. | 1,300 | 23,440 | |||
Sangetsu Corp. | 5,600 | 81,377 | |||
San-In Godo Bank, Ltd. (The) | 18,100 | 90,127 | |||
* | Sanix, Inc. | 2,800 | 9,450 | ||
* | Sanken Electric Co., Ltd. | 1,400 | 66,437 | ||
Sanki Engineering Co., Ltd. | 5,000 | 68,367 | |||
Sankyo Co., Ltd. | 4,100 | 102,320 | |||
Sankyo Frontier Co., Ltd. | 600 | 23,609 | |||
Sankyo Seiko Co., Ltd. | 4,000 | 19,944 | |||
Sankyo Tateyama, Inc. | 2,800 | 20,147 | |||
Sanoh Industrial Co., Ltd. | 3,000 | 33,984 | |||
* | Sansan, Inc. | 1,000 | 81,771 | ||
Sansei Technologies, Inc. | 1,200 | 9,008 | |||
Sansha Electric Manufacturing Co., Ltd. | 800 | 7,775 | |||
Sanshin Electronics Co., Ltd. | 2,000 | 38,754 | |||
Santec Corp. | 800 | 10,808 | |||
Sanyo Chemical Industries, Ltd. | 1,600 | 86,507 | |||
Sanyo Denki Co., Ltd. | 1,000 | 64,631 | |||
Sanyo Electric Railway Co., Ltd. | 2,000 | 35,371 | |||
* | Sanyo Shokai, Ltd. | 2,500 | 19,693 | ||
* | Sanyo Special Steel Co., Ltd. | 3,000 | 50,268 | ||
Sanyo Trading Co., Ltd. | 2,600 | 28,651 | |||
Sapporo Holdings, Ltd. | 7,300 | 155,233 | |||
Sato Holdings Corp. | 2,700 | 68,971 | |||
Sato Shoji Corp. | 2,600 | 28,776 | |||
# | Satori Electric Co., Ltd. | 2,600 | 20,490 | ||
Sawada Holdings Co., Ltd. | 3,300 | 30,630 | |||
Sawai Group Holdings Co., Ltd. | 4,200 | 179,891 | |||
Saxa Holdings, Inc. | 400 | 4,857 | |||
SB Technology Corp. | 700 | 19,202 | |||
* | SBI Insurance Group Co., Ltd. | 1,200 | 15,203 | ||
SBS Holdings, Inc. | 2,300 | 70,796 | |||
Scala, Inc. | 1,600 | 10,727 | |||
# | Scroll Corp. | 2,300 | 18,134 | ||
# | SEC Carbon, Ltd. | 200 | 11,374 | ||
Seed Co., Ltd. | 1,500 | 9,801 | |||
Seika Corp. | 1,600 | 24,040 | |||
Seikagaku Corp. | 5,200 | 50,967 | |||
Seikitokyu Kogyo Co., Ltd. | 4,300 | 34,413 | |||
Seiko Holdings Corp. | 3,300 | 68,925 | |||
Seiko PMC Corp. | 800 | 6,785 | |||
Seino Holdings Co., Ltd. | 2,500 | 31,819 | |||
Seiren Co., Ltd. | 5,800 | 117,959 | |||
Sekisui Jushi Corp. | 3,700 | 73,668 | |||
Sekisui Kasei Co., Ltd. | 3,500 | 19,336 | |||
Senko Group Holdings Co., Ltd. | 12,400 | 125,489 | |||
Senshu Electric Co., Ltd. | 1,200 | 41,699 | |||
Senshu Ikeda Holdings, Inc. | 29,200 | 42,077 | |||
Senshukai Co., Ltd. | 3,000 | 10,132 | |||
Septeni Holdings Co., Ltd. | 12,300 | 46,372 | |||
SERAKU Co., Ltd. | 1,100 | 18,795 | |||
Seven Bank, Ltd. | 66,400 | 144,848 | |||
Shibaura Electronics Co., Ltd. | 1,200 | 54,285 | |||
Shibaura Machine Co., Ltd. | 2,300 | 54,659 |
VA International Small Portfolio
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JAPAN — (Continued) | |||||
Shibaura Mechatronics Corp. | 400 | $27,223 | |||
Shibusawa Warehouse Co., Ltd. (The) | 1,200 | 23,012 | |||
Shibuya Corp. | 2,000 | 55,985 | |||
Shiga Bank, Ltd. (The) | 4,799 | 81,498 | |||
Shikibo, Ltd. | 900 | 7,671 | |||
Shikoku Bank, Ltd. (The) | 5,400 | 34,464 | |||
Shikoku Chemicals Corp. | 4,600 | 54,485 | |||
Shikoku Electric Power Co., Inc. | 16,000 | 105,279 | |||
Shima Seiki Manufacturing, Ltd. | 3,200 | 53,271 | |||
Shimizu Bank, Ltd. (The) | 2,400 | 33,713 | |||
Shimojima Co., Ltd. | 1,200 | 11,757 | |||
Shin Nippon Air Technologies Co., Ltd. | 1,200 | 24,617 | |||
Shin Nippon Biomedical Laboratories, Ltd. | 3,200 | 30,313 | |||
Shinagawa Refractories Co., Ltd. | 1,200 | 44,984 | |||
* | Shindengen Electric Manufacturing Co., Ltd. | 1,400 | 56,924 | ||
Shin-Etsu Polymer Co., Ltd. | 5,000 | 46,661 | |||
# | Shin-Keisei Electric Railway Co., Ltd. | 900 | 17,584 | ||
Shinko Shoji Co., Ltd. | 5,200 | 37,595 | |||
Shinmaywa Industries, Ltd. | 5,600 | 49,028 | |||
Shinnihon Corp. | 3,400 | 26,692 | |||
Shinnihonseiyaku Co., Ltd. | 500 | 9,259 | |||
Shinoken Group Co., Ltd. | 3,900 | 45,538 | |||
Shinsho Corp. | 1,000 | 27,073 | |||
Shinwa Co., Ltd. | 1,500 | 30,925 | |||
Shinwa Co., Ltd. | 1,700 | 10,801 | |||
Ship Healthcare Holdings, Inc. | 6,000 | 151,307 | |||
Shizuki Electric Co., Inc. | 1,600 | 10,631 | |||
Shizuoka Gas Co., Ltd. | 7,800 | 81,542 | |||
SHO-BOND Holdings Co., Ltd. | 2,900 | 122,500 | |||
Shoei Co., Ltd. | 2,600 | 108,927 | |||
Shoei Foods Corp. | 1,400 | 50,050 | |||
Shofu, Inc. | 1,000 | 18,699 | |||
Showa Sangyo Co., Ltd. | 2,000 | 54,647 | |||
Sigma Koki Co., Ltd. | 700 | 12,563 | |||
SIGMAXYZ, Inc. | 1,700 | 36,994 | |||
Siix Corp. | 3,600 | 46,456 | |||
* | Silver Life Co., Ltd. | 700 | 12,034 | ||
Sinanen Holdings Co., Ltd. | 1,300 | 36,101 | |||
Sinfonia Technology Co., Ltd. | 3,599 | 41,651 | |||
Sinko Industries, Ltd. | 2,400 | 46,164 | |||
Sintokogio, Ltd. | 5,338 | 39,603 | |||
SK-Electronics Co., Ltd. | 1,300 | 11,912 | |||
SKY Perfect JSAT Holdings, Inc. | 17,800 | 67,342 | |||
* | Smaregi, Inc. | 300 | 19,757 | ||
SMK Corp. | 500 | 11,234 | |||
SMS Co., Ltd. | 7,000 | 196,073 | |||
Snow Peak, Inc. | 1,600 | 59,516 | |||
SNT Corp. | 3,900 | 8,839 | |||
Soda Nikka Co., Ltd. | 3,100 | 14,929 | |||
Sodick Co., Ltd. | 5,800 | 54,135 | |||
Soft99 Corp. | 2,300 | 27,397 | |||
Softcreate Holdings Corp. | 900 | 23,595 | |||
Software Service, Inc. | 400 | 35,940 | |||
# | Soiken Holdings, Inc. | 2,200 | 8,472 | ||
Soken Chemical & Engineering Co., Ltd. | 800 | 14,361 | |||
Solasto Corp. | 5,000 | 61,096 | |||
Soliton Systems K.K. | 1,500 | 21,664 | |||
Sotetsu Holdings, Inc. | 7,800 | 154,297 | |||
Sotoh Co., Ltd. | 600 | 4,422 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Sourcenext Corp. | 11,000 | $30,623 | |||
Space Co., Ltd. | 880 | 7,231 | |||
Space Value Holdings Co., Ltd. | 4,700 | 33,600 | |||
Sparx Group Co., Ltd. | 11,800 | 26,705 | |||
SPK Corp. | 1,000 | 12,508 | |||
S-Pool, Inc. | 6,800 | 58,616 | |||
SRA Holdings | 1,000 | 24,262 | |||
* | SRE Holdings Corp. | 500 | 29,917 | ||
ST Corp. | 2,100 | 33,243 | |||
St Marc Holdings Co., Ltd. | 1,700 | 24,741 | |||
Star Mica Holdings Co., Ltd. | 1,800 | 20,973 | |||
Star Micronics Co., Ltd. | 4,000 | 60,184 | |||
Starts Corp., Inc. | 3,200 | 83,756 | |||
Starzen Co., Ltd. | 2,000 | 39,681 | |||
St-Care Holding Corp. | 2,600 | 22,437 | |||
Stella Chemifa Corp. | 1,500 | 38,870 | |||
Step Co., Ltd. | 1,500 | 24,600 | |||
Strike Co., Ltd. | 900 | 30,135 | |||
Studio Alice Co., Ltd. | 1,100 | 23,897 | |||
# | Subaru Enterprise Co., Ltd. | 200 | 14,519 | ||
Sugimoto & Co., Ltd. | 1,500 | 33,829 | |||
Sumida Corp. | 2,400 | 28,263 | |||
Suminoe Textile Co., Ltd. | 900 | 16,770 | |||
Sumitomo Bakelite Co., Ltd. | 4,400 | 191,528 | |||
Sumitomo Densetsu Co., Ltd. | 2,200 | 43,320 | |||
Sumitomo Mitsui Construction Co., Ltd. | 18,992 | 83,877 | |||
Sumitomo Osaka Cement Co., Ltd. | 3,800 | 108,666 | |||
* | Sumitomo Precision Products Co., Ltd. | 600 | 14,629 | ||
Sumitomo Riko Co., Ltd. | 5,000 | 36,869 | |||
Sumitomo Seika Chemicals Co., Ltd. | 900 | 30,456 | |||
Sumitomo Warehouse Co., Ltd. (The) | 7,300 | 106,520 | |||
Sun Frontier Fudousan Co., Ltd. | 3,700 | 34,913 | |||
Suncall Corp. | 1,500 | 6,214 | |||
Sun-Wa Technos Corp. | 1,500 | 18,472 | |||
* | SuRaLa Net Co., Ltd. | 500 | 9,098 | ||
# | Suruga Bank, Ltd. | 17,700 | 53,552 | ||
Suzuden Corp. | 900 | 12,397 | |||
Suzuki Co., Ltd. | 1,400 | 11,692 | |||
SWCC Showa Holdings Co., Ltd. | 2,800 | 45,803 | |||
System Information Co., Ltd. | 1,800 | 15,130 | |||
System Research Co., Ltd. | 600 | 11,814 | |||
Systena Corp. | 6,900 | 127,891 | |||
Syuppin Co., Ltd. | 1,800 | 18,472 | |||
T Hasegawa Co., Ltd. | 3,600 | 83,863 | |||
* | T RAD Co., Ltd. | 1,100 | 28,191 | ||
T&K Toka Co., Ltd. | 2,300 | 17,145 | |||
Tachibana Eletech Co., Ltd. | 2,500 | 32,721 | |||
Tachikawa Corp. | 2,700 | 32,449 | |||
Tachi-S Co., Ltd. | 4,300 | 57,330 | |||
Tadano, Ltd. | 10,300 | 105,992 | |||
Taihei Dengyo Kaisha, Ltd. | 2,000 | 48,413 | |||
Taiho Kogyo Co., Ltd. | 1,900 | 16,156 | |||
Taikisha, Ltd. | 2,500 | 78,965 | |||
Taiko Bank, Ltd. (The) | 1,100 | 12,707 | |||
# | Taiko Pharmaceutical Co., Ltd. | 2,300 | 20,595 | ||
Taisei Lamick Co., Ltd. | 800 | 20,250 | |||
Taisho Pharmaceutical Holdings Co., Ltd. | 550 | 30,802 | |||
Taiyo Holdings Co., Ltd. | 1,800 | 83,173 | |||
Takamatsu Construction Group Co., Ltd. | 2,100 | 38,729 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Takamiya Co., Ltd. | 1,700 | $7,714 | |||
Takaoka Toko Co., Ltd. | 1,200 | 14,788 | |||
Takara Holdings, Inc. | 12,100 | 140,798 | |||
Takara Leben Co., Ltd. | 14,600 | 45,675 | |||
Takara Standard Co., Ltd. | 4,200 | 61,170 | |||
Takasago International Corp. | 2,100 | 52,199 | |||
Takasago Thermal Engineering Co., Ltd. | 4,700 | 86,329 | |||
Takashimaya Co., Ltd. | 18,000 | 186,782 | |||
# | Takasho Co., Ltd. | 1,700 | 13,682 | ||
* | Take And Give Needs Co., Ltd. | 1,000 | 8,388 | ||
TAKEBISHI Corp. | 1,400 | 19,702 | |||
Takeei Corp. | 1,900 | 33,853 | |||
Takeuchi Manufacturing Co., Ltd. | 4,400 | 109,700 | |||
Takihyo Co., Ltd. | 200 | 3,404 | |||
Takisawa Machine Tool Co., Ltd. | 1,100 | 11,407 | |||
Takuma Co., Ltd. | 6,500 | 104,373 | |||
Tama Home Co., Ltd. | 1,900 | 44,246 | |||
Tamron Co., Ltd. | 2,000 | 48,041 | |||
# | Tamura Corp. | 11,000 | 86,734 | ||
Tanseisha Co., Ltd. | 3,800 | 29,374 | |||
Taoka Chemical Co., Ltd. | 200 | 22,782 | |||
Tatsuta Electric Wire and Cable Co., Ltd. | 5,200 | 25,564 | |||
Tayca Corp. | 1,900 | 21,024 | |||
Tazmo Co., Ltd. | 700 | 11,692 | |||
Tbk Co., Ltd. | 2,800 | 10,510 | |||
TDC Soft, Inc. | 1,600 | 16,040 | |||
TechMatrix Corp. | 5,200 | 81,971 | |||
Techno Horizon Co., Ltd. | 1,400 | 23,266 | |||
Techno Medica Co., Ltd. | 700 | 10,204 | |||
Techno Ryowa, Ltd. | 1,500 | 12,407 | |||
Techno Smart Corp. | 700 | 8,330 | |||
Tecnos Japan, Inc. | 2,900 | 15,947 | |||
Teikoku Electric Manufacturing Co., Ltd. | 3,100 | 34,264 | |||
Teikoku Sen-I Co., Ltd. | 2,900 | 51,958 | |||
Teikoku Tsushin Kogyo Co., Ltd. | 800 | 8,491 | |||
Tekken Corp. | 1,800 | 30,573 | |||
Temairazu, Inc. | 400 | 20,655 | |||
Tenma Corp. | 2,000 | 46,930 | |||
Terilogy Co., Ltd. | 1,600 | 7,451 | |||
T-Gaia Corp. | 2,100 | 37,870 | |||
TKC Corp. | 3,200 | 94,995 | |||
Toa Corp. | 2,600 | 19,528 | |||
# | Toa Corp. | 2,400 | 54,129 | ||
Toa Oil Co., Ltd. | 1,200 | 30,387 | |||
TOA ROAD Corp. | 300 | 12,775 | |||
Toagosei Co., Ltd. | 11,500 | 120,132 | |||
Tobishima Corp. | 3,420 | 34,078 | |||
TOC Co., Ltd. | 6,100 | 35,806 | |||
Tocalo Co., Ltd. | 6,900 | 86,700 | |||
Tochigi Bank, Ltd. (The) | 19,000 | 29,117 | |||
Toda Corp. | 17,800 | 126,872 | |||
* | Toda Kogyo Corp. | 700 | 16,566 | ||
Toenec Corp. | 1,400 | 47,727 | |||
Toho Bank, Ltd. (The) | 31,300 | 59,177 | |||
* | Toho Co., Ltd. | 900 | 12,471 | ||
Toho Holdings Co., Ltd. | 6,800 | 114,212 | |||
Toho Titanium Co., Ltd. | 3,900 | 42,499 | |||
Toho Zinc Co., Ltd. | 1,700 | 29,293 | |||
Tohoku Bank, Ltd. (The) | 800 | 7,283 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Tohokushinsha Film Corp. | 1,800 | $10,798 | |||
Tokai Corp. | 2,500 | 55,142 | |||
TOKAI Holdings Corp. | 9,000 | 73,753 | |||
Tokai Rika Co., Ltd. | 6,900 | 107,532 | |||
Tokai Tokyo Financial Holdings, Inc. | 25,100 | 88,866 | |||
Token Corp. | 880 | 79,442 | |||
Tokushu Tokai Paper Co., Ltd. | 919 | 37,111 | |||
Tokuyama Corp. | 7,500 | 158,825 | |||
* | Tokyo Base Co., Ltd. | 2,400 | 16,124 | ||
Tokyo Electron Device, Ltd. | 1,200 | 55,911 | |||
Tokyo Energy & Systems, Inc. | 4,100 | 37,700 | |||
Tokyo Keiki, Inc. | 1,800 | 16,846 | |||
Tokyo Kiraboshi Financial Group, Inc. | 3,924 | 54,818 | |||
# | Tokyo Rakutenchi Co., Ltd. | 500 | 18,102 | ||
* | Tokyo Rope Manufacturing Co., Ltd. | 600 | 5,994 | ||
Tokyo Sangyo Co., Ltd. | 2,700 | 17,305 | |||
Tokyo Seimitsu Co., Ltd. | 4,000 | 171,255 | |||
Tokyo Steel Manufacturing Co., Ltd. | 10,100 | 101,455 | |||
Tokyo Tekko Co., Ltd. | 1,500 | 21,230 | |||
* | Tokyo Theatres Co., Inc. | 600 | 6,782 | ||
Tokyotokeiba Co., Ltd. | 1,800 | 71,685 | |||
Tokyu Construction Co., Ltd. | 12,700 | 89,464 | |||
Tokyu Recreation Co., Ltd. | 600 | 26,084 | |||
Toli Corp. | 6,000 | 12,958 | |||
Tomato Bank, Ltd. | 900 | 8,529 | |||
Tomen Devices Corp. | 400 | 18,497 | |||
Tomoe Corp. | 3,500 | 12,212 | |||
Tomoe Engineering Co., Ltd. | 1,000 | 20,329 | |||
Tomoku Co., Ltd. | 1,500 | 26,116 | |||
TOMONY Holdings, Inc. | 16,800 | 45,763 | |||
Tomy Co., Ltd. | 9,217 | 80,965 | |||
Tonami Holdings Co., Ltd. | 800 | 35,853 | |||
Topcon Corp. | 11,300 | 159,354 | |||
Toppan Forms Co., Ltd. | 6,100 | 58,757 | |||
Topre Corp. | 4,300 | 62,161 | |||
Topy Industries, Ltd. | 1,800 | 21,035 | |||
Torex Semiconductor, Ltd. | 1,100 | 28,691 | |||
Toridoll Holdings Corp. | 4,500 | 83,061 | |||
Torigoe Co., Ltd. (The) | 2,500 | 18,161 | |||
Torii Pharmaceutical Co., Ltd. | 1,600 | 37,114 | |||
Torishima Pump Manufacturing Co., Ltd. | 2,000 | 15,869 | |||
Tosei Corp. | 4,200 | 43,611 | |||
Toshiba TEC Corp. | 2,800 | 112,807 | |||
Tosho Co., Ltd. | 200 | 3,055 | |||
Totech Corp. | 1,200 | 28,676 | |||
Totetsu Kogyo Co., Ltd. | 3,100 | 65,880 | |||
Tottori Bank, Ltd. (The) | 600 | 6,115 | |||
Toukei Computer Co., Ltd. | 500 | 21,703 | |||
Tow Co., Ltd. | 3,000 | 8,627 | |||
Towa Bank, Ltd. (The) | 7,700 | 34,639 | |||
Towa Corp. | 2,500 | 54,864 | |||
Towa Pharmaceutical Co., Ltd. | 3,000 | 76,627 | |||
Toyo Construction Co., Ltd. | 10,400 | 55,691 | |||
Toyo Corp. | 3,000 | 31,420 | |||
# | Toyo Denki Seizo K.K. | 1,000 | 10,514 | ||
* | Toyo Engineering Corp. | 3,400 | 25,915 | ||
# | Toyo Gosei Co., Ltd. | 600 | 66,169 | ||
Toyo Ink SC Holdings Co., Ltd. | 4,600 | 84,239 | |||
Toyo Kanetsu K.K. | 1,200 | 26,075 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Toyo Machinery & Metal Co., Ltd. | 2,600 | $12,191 | |||
Toyo Securities Co., Ltd. | 12,000 | 16,609 | |||
Toyo Seikan Group Holdings, Ltd. | 2,500 | 34,016 | |||
Toyo Tanso Co., Ltd. | 1,900 | 49,902 | |||
Toyobo Co., Ltd. | 9,900 | 125,631 | |||
TPR Co., Ltd. | 3,300 | 46,229 | |||
Trancom Co., Ltd. | 800 | 62,426 | |||
Trans Genic, Inc. | 2,100 | 10,176 | |||
Transaction Co., Ltd. | 2,400 | 27,841 | |||
Transcosmos, Inc. | 2,300 | 65,261 | |||
Tri Chemical Laboratories, Inc. | 2,400 | 66,529 | |||
Trusco Nakayama Corp. | 4,600 | 121,596 | |||
TS Tech Co., Ltd. | 8,700 | 129,433 | |||
* | TSI Holdings Co., Ltd. | 8,125 | 25,123 | ||
Tsubaki Nakashima Co., Ltd. | 4,600 | 69,343 | |||
Tsubakimoto Chain Co. | 3,500 | 106,586 | |||
Tsubakimoto Kogyo Co., Ltd. | 400 | 12,929 | |||
Tsugami Corp. | 5,000 | 70,842 | |||
* | Tsukada Global Holdings, Inc. | 1,900 | 5,263 | ||
Tsukishima Kikai Co., Ltd. | 4,000 | 42,434 | |||
# | Tsukuba Bank, Ltd. | 5,500 | 8,483 | ||
Tsumura & Co. | 4,300 | 135,639 | |||
Tsurumi Manufacturing Co., Ltd. | 2,000 | 32,550 | |||
Tsutsumi Jewelry Co., Ltd. | 800 | 17,471 | |||
TV Asahi Holdings Corp. | 3,400 | 52,847 | |||
Tv Tokyo Holdings Corp. | 1,500 | 28,209 | |||
* | UACJ Corp. | 3,503 | 92,471 | ||
Ube Industries, Ltd. | 10,000 | 200,845 | |||
Ubicom Holdings, Inc. | 800 | 25,099 | |||
Uchida Yoko Co., Ltd. | 800 | 36,858 | |||
ULS Group, Inc. | 300 | 13,624 | |||
Ulvac, Inc. | 3,800 | 185,041 | |||
# | Uniden Holdings Corp. | 1,000 | 24,880 | ||
Union Tool Co. | 900 | 33,229 | |||
Unipres Corp. | 5,500 | 49,675 | |||
* | United Arrows, Ltd. | 300 | 5,215 | ||
United Super Markets Holdings, Inc. | 6,300 | 61,630 | |||
UNITED, Inc. | 1,200 | 18,522 | |||
* | Unitika, Ltd. | 10,400 | 31,874 | ||
* | Universal Entertainment Corp. | 3,100 | 66,931 | ||
User Local, Inc. | 600 | 9,823 | |||
Ushio, Inc. | 11,800 | 211,445 | |||
UT Group Co., Ltd. | 2,300 | 72,185 | |||
Utoc Corp. | 500 | 2,354 | |||
* | Uzabase, Inc. | 1,900 | 39,883 | ||
V Technology Co., Ltd. | 400 | 17,535 | |||
Valor Holdings Co., Ltd. | 4,800 | 101,936 | |||
Valqua, Ltd. | 2,400 | 46,877 | |||
ValueCommerce Co., Ltd. | 1,500 | 52,054 | |||
V-Cube, Inc. | 1,000 | 21,414 | |||
Vector, Inc. | 3,300 | 31,193 | |||
Vertex Corp. | 600 | 16,699 | |||
Vital KSK Holdings, Inc. | 5,900 | 39,885 | |||
VT Holdings Co., Ltd. | 11,300 | 50,455 | |||
Wacoal Holdings Corp. | 5,300 | 120,714 | |||
Wacom Co., Ltd. | 14,700 | 85,177 | |||
Wakachiku Construction Co., Ltd. | 1,700 | 26,870 | |||
Wakita & Co., Ltd. | 5,900 | 55,206 | |||
Warabeya Nichiyo Holdings Co., Ltd. | 2,500 | 53,152 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Watahan & Co., Ltd. | 2,000 | $22,754 | |||
WDB Holdings Co., Ltd. | 1,100 | 30,426 | |||
Weathernews, Inc. | 700 | 34,649 | |||
Welbe, Inc. | 1,700 | 20,227 | |||
Wellnet Corp. | 2,300 | 10,497 | |||
West Holdings Corp. | 2,808 | 126,244 | |||
Will Group, Inc. | 1,500 | 13,184 | |||
WIN-Partners Co., Ltd. | 3,100 | 28,186 | |||
Wood One Co., Ltd. | 600 | 6,564 | |||
* | World Co., Ltd. | 2,800 | 34,269 | ||
World Holdings Co., Ltd. | 1,000 | 29,072 | |||
Wowow, Inc. | 800 | 17,380 | |||
Xebio Holdings Co., Ltd. | 4,700 | 43,093 | |||
Yahagi Construction Co., Ltd. | 4,200 | 27,030 | |||
Yaizu Suisankagaku Industry Co., Ltd. | 1,100 | 9,593 | |||
YAKUODO Holdings Co., Ltd. | 1,200 | 25,288 | |||
YAMABIKO Corp. | 3,960 | 45,336 | |||
YAMADA Consulting Group Co., Ltd. | 1,900 | 20,347 | |||
Yamae Hisano Co., Ltd. | 1,100 | 11,090 | |||
Yamagata Bank, Ltd. (The) | 3,600 | 27,861 | |||
Yamaguchi Financial Group, Inc. | 24,000 | 137,973 | |||
Yamaichi Electronics Co., Ltd. | 3,100 | 46,101 | |||
YA-MAN, Ltd. | 4,500 | 50,746 | |||
Yamanashi Chuo Bank, Ltd. (The) | 4,600 | 34,341 | |||
Yamatane Corp. | 1,000 | 14,277 | |||
Yamato Corp. | 1,400 | 10,041 | |||
Yamato Kogyo Co., Ltd. | 4,800 | 163,224 | |||
Yamazen Corp. | 6,600 | 62,285 | |||
Yaoko Co., Ltd. | 1,800 | 108,621 | |||
Yashima Denki Co., Ltd. | 2,600 | 22,897 | |||
Yasuda Logistics Corp. | 2,000 | 17,378 | |||
Yasunaga Corp. | 900 | 9,209 | |||
Yellow Hat, Ltd. | 3,600 | 69,388 | |||
Yodogawa Steel Works, Ltd. | 2,400 | 51,782 | |||
Yokogawa Bridge Holdings Corp. | 3,300 | 66,443 | |||
Yokohama Reito Co., Ltd. | 6,700 | 54,374 | |||
Yokowo Co., Ltd. | 1,700 | 41,431 | |||
Yomeishu Seizo Co., Ltd. | 1,000 | 16,545 | |||
Yondenko Corp. | 420 | 11,343 | |||
Yondoshi Holdings, Inc. | 2,300 | 38,019 | |||
Yonex Co., Ltd. | 2,000 | 12,445 | |||
Yorozu Corp. | 2,000 | 22,317 | |||
* | Yoshimura Food Holdings KK | 1,300 | 9,185 | ||
Yotai Refractories Co., Ltd. | 3,000 | 34,212 | |||
Yuasa Trading Co., Ltd. | 2,000 | 57,155 | |||
Yurtec Corp. | 6,100 | 40,001 | |||
Yushin Precision Equipment Co., Ltd. | 1,200 | 9,449 | |||
Yushiro Chemical Industry Co., Ltd. | 1,000 | 10,792 | |||
Zenitaka Corp. (The) | 400 | 14,685 | |||
Zenrin Co., Ltd. | 3,800 | 37,597 | |||
ZERIA Pharmaceutical Co., Ltd. | 2,500 | 47,369 | |||
Zuiko Corp. | 2,800 | 25,117 | |||
TOTAL JAPAN | 69,511,817 | ||||
LUXEMBOURG — (0.0%) | |||||
B&S Group Sarl | 1,917 | 19,057 | |||
NETHERLANDS — (2.5%) | |||||
Aalberts NV | 11,930 | 727,289 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
NETHERLANDS — (Continued) | |||||
* | Accell Group NV | 2,581 | $127,817 | ||
Aegon NV | 9,228 | 38,850 | |||
AMG Advanced Metallurgical Group NV | 3,379 | 105,688 | |||
Amsterdam Commodities NV | 1,639 | 46,790 | |||
APERAM SA | 5,627 | 352,650 | |||
Arcadis NV | 8,994 | 398,304 | |||
ASR Nederland NV | 15,804 | 649,491 | |||
#* | Basic-Fit NV | 4,376 | 202,265 | ||
BE Semiconductor Industries NV | 8,077 | 708,826 | |||
* | Beter Bed Holding NV | 1,921 | 14,271 | ||
Boskalis Westminster | 9,824 | 309,152 | |||
Brunel International NV | 2,547 | 33,729 | |||
Corbion NV | 6,962 | 381,131 | |||
Euronext NV | 4,324 | 481,028 | |||
Flow Traders | 3,614 | 146,977 | |||
ForFarmers NV | 4,983 | 28,291 | |||
* | Fugro NV | 8,795 | 83,141 | ||
* | GrandVision NV | 2,203 | 74,142 | ||
Heijmans NV | 3,069 | 45,676 | |||
* | Hunter Douglas NV | 685 | 73,947 | ||
IMCD NV | 4,286 | 742,601 | |||
* | Intertrust NV | 8,872 | 146,479 | ||
Kendrion NV | 2,218 | 58,927 | |||
* | Koninklijke BAM Groep NV | 34,191 | 96,663 | ||
Koninklijke Vopak NV | 1,776 | 75,200 | |||
#* | Lucas Bols NV | 553 | 6,809 | ||
Nedap NV | 608 | 45,505 | |||
* | OCI NV | 4,871 | 118,165 | ||
Ordina NV | 11,134 | 47,558 | |||
# | PostNL NV | 57,258 | 309,857 | ||
SBM Offshore NV | 17,963 | 260,757 | |||
SIF Holding NV | 540 | 9,038 | |||
Signify NV | 13,843 | 775,468 | |||
* | Sligro Food Group NV | 3,086 | 89,570 | ||
# | SNS NV | 15,156 | 0 | ||
TKH Group NV | 4,527 | 240,673 | |||
* | TomTom NV | 7,909 | 66,427 | ||
Van Lanschot Kempen NV | 2,492 | 63,999 | |||
* | Vivoryon Therapeutics NV | 526 | 11,871 | ||
TOTAL NETHERLANDS | 8,195,022 | ||||
NEW ZEALAND — (0.5%) | |||||
* | Air New Zealand, Ltd. | 27,512 | 28,762 | ||
Arvida Group, Ltd. | 39,703 | 56,949 | |||
# | Briscoe Group, Ltd. | 4,326 | 17,169 | ||
Chorus, Ltd. | 38,812 | 166,598 | |||
Delegat Group, Ltd. | 3,242 | 30,773 | |||
Freightways, Ltd. | 12,407 | 110,642 | |||
Genesis Energy, Ltd. | 18,178 | 43,479 | |||
#* | Gentrack Group, Ltd. | 4,745 | 7,005 | ||
Hallenstein Glasson Holdings, Ltd. | 5,327 | 26,846 | |||
Heartland Group Holdings, Ltd. | 50,410 | 72,016 | |||
# | Investore Property, Ltd. | 30,334 | 42,940 | ||
Kathmandu Holdings, Ltd. | 57,266 | 54,621 | |||
#* | New Zealand Refining Co., Ltd. (The) | 22,065 | 12,744 | ||
#* | NZME, Ltd. | 14,069 | 9,523 | ||
NZX, Ltd. | 20,028 | 26,792 | |||
Oceania Healthcare, Ltd. | 35,857 | 37,220 | |||
* | Pacific Edge, Ltd. | 14,766 | 12,760 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
NEW ZEALAND — (Continued) | |||||
PGG Wrightson, Ltd. | 1,057 | $2,533 | |||
* | Pushpay Holdings, Ltd. | 50,577 | 59,969 | ||
* | Restaurant Brands New Zealand, Ltd. | 2,935 | 32,745 | ||
#* | Sanford, Ltd. | 8,585 | 29,841 | ||
Scales Corp., Ltd. | 8,503 | 27,028 | |||
* | Serko, Ltd. | 2,845 | 14,148 | ||
Skellerup Holdings, Ltd. | 17,609 | 62,569 | |||
* | SKY Network Television, Ltd. | 144,562 | 16,611 | ||
* | SKYCITY Entertainment Group, Ltd. | 48,823 | 109,557 | ||
Steel & Tube Holdings, Ltd. | 31,557 | 25,319 | |||
Summerset Group Holdings, Ltd. | 17,882 | 160,867 | |||
* | Synlait Milk, Ltd. | 6,969 | 18,127 | ||
* | Tourism Holdings, Ltd. | 12,709 | 20,845 | ||
TOWER, Ltd. | 39,659 | 19,457 | |||
# | Trustpower, Ltd. | 4,827 | 26,430 | ||
# | Turners Automotive Group, Ltd. | 4,364 | 13,078 | ||
* | Vista Group International, Ltd. | 17,608 | 28,594 | ||
Warehouse Group, Ltd. (The) | 5,475 | 13,125 | |||
Z Energy, Ltd. | 36,738 | 75,484 | |||
TOTAL NEW ZEALAND | 1,513,166 | ||||
NORWAY — (0.8%) | |||||
ABG Sundal Collier Holding ASA | 48,103 | 53,511 | |||
AF Gruppen ASA | 1,159 | 24,499 | |||
#* | Akastor ASA | 20,811 | 13,669 | ||
* | Aker Solutions ASA | 33,242 | 63,229 | ||
American Shipping Co. ASA | 5,693 | 19,850 | |||
* | ArcticZymes Technologies ASA | 3,138 | 37,798 | ||
* | Asetek A.S. | 982 | 12,041 | ||
Atea ASA | 7,139 | 136,019 | |||
#* | Atlantic Sapphire ASA | 4,261 | 37,318 | ||
Avance Gas Holding, Ltd. | 4,699 | 19,931 | |||
#* | Axactor SE | 25,001 | 26,244 | ||
* | B2Holding ASA | 15,191 | 15,506 | ||
Bank Norwegian ASA | 14,091 | 165,069 | |||
Bonheur ASA | 2,524 | 80,510 | |||
Borregaard ASA | 10,252 | 266,695 | |||
Bouvet ASA | 3,750 | 24,592 | |||
* | BW Energy, Ltd. | 8,706 | 26,293 | ||
BW LPG, Ltd. | 11,386 | 65,762 | |||
BW Offshore, Ltd. | 10,768 | 36,527 | |||
* | Crayon Group Holding ASA | 3,991 | 69,120 | ||
* | DNO ASA | 50,656 | 47,960 | ||
Europris ASA | 19,704 | 132,583 | |||
# | Fjordkraft Holding ASA | 4,098 | 23,320 | ||
FLEX LNG, Ltd. | 3,636 | 49,111 | |||
Frontline, Ltd. | 11,339 | 91,009 | |||
Golden Ocean Group, Ltd. | 5,167 | 50,912 | |||
#* | Grieg Seafood ASA | 5,477 | 52,784 | ||
* | Hexagon Composites ASA | 13,175 | 48,829 | ||
Kid ASA | 2,140 | 27,996 | |||
Kitron ASA | 12,773 | 28,064 | |||
* | Kongsberg Automotive ASA | 96,264 | 30,289 | ||
Medistim ASA | 865 | 30,885 | |||
Multiconsult ASA | 1,047 | 21,215 | |||
#* | Nordic Nanovector ASA | 5,457 | 13,270 | ||
Norway Royal Salmon ASA | 1,467 | 34,882 | |||
* | Norwegian Energy Co. ASA | 967 | 15,799 | ||
Ocean Yield ASA | 5,542 | 18,517 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
NORWAY — (Continued) | |||||
* | Odfjell Drilling, Ltd. | 9,723 | $22,253 | ||
* | Odfjell SE, Class A | 1,000 | 3,578 | ||
* | Olav Thon Eiendomsselskap ASA | 1,935 | 41,974 | ||
* | Otello Corp. ASA | 9,051 | 34,258 | ||
Pareto Bank ASA | 2,935 | 18,239 | |||
* | PGS ASA | 50,758 | 24,862 | ||
Protector Forsikring ASA | 8,297 | 85,196 | |||
* | REC Silicon ASA | 26,008 | 51,056 | ||
* | SATS ASA | 6,868 | 16,308 | ||
Sbanken ASA | 9,850 | 119,950 | |||
Selvaag Bolig ASA | 5,226 | 34,599 | |||
SpareBank 1 Sorost-Norge | 1,765 | 9,632 | |||
Sparebanken More | 244 | 10,577 | |||
Stolt-Nielsen, Ltd. | 2,682 | 36,568 | |||
TGS ASA | 8,659 | 99,068 | |||
Treasure ASA | 1,741 | 3,260 | |||
* | Ultimovacs ASA | 2,180 | 19,143 | ||
Veidekke ASA | 11,063 | 142,492 | |||
#* | Vow ASA | 3,860 | 16,099 | ||
* | Vow Green Metals A.S. | 3,860 | 2,971 | ||
* | Wallenius Wilhelmsen ASA | 7,933 | 25,039 | ||
Wilh Wilhelmsen Holding ASA, Class A | 1,434 | 28,877 | |||
* | XXL ASA | 10,608 | 23,204 | ||
TOTAL NORWAY | 2,780,811 | ||||
PORTUGAL — (0.2%) | |||||
Altri SGPS SA | 7,954 | 48,046 | |||
* | Banco Comercial Portugues SA, Class R | 915,426 | 130,299 | ||
Corticeira Amorim SGPS SA | 5,127 | 63,876 | |||
CTT-Correios de Portugal SA | 16,912 | 87,989 | |||
* | Greenvolt-Energias Renovaveis SA | 145 | 816 | ||
* | Mota-Engil SGPS SA | 12,914 | 19,144 | ||
Navigator Co. SA (The) | 29,096 | 104,788 | |||
NOS SGPS SA | 28,772 | 106,676 | |||
REN - Redes Energeticas Nacionais SGPS SA | 53,025 | 147,960 | |||
Sonae SGPS SA | 103,034 | 101,715 | |||
TOTAL PORTUGAL | 811,309 | ||||
SINGAPORE — (1.1%) | |||||
Accordia Golf Trust | 65,600 | 1,031 | |||
AEM Holdings, Ltd. | 23,200 | 66,930 | |||
Ascendas India Trust | 113,900 | 121,914 | |||
* | Best World International, Ltd. | 33,400 | 6,232 | ||
Boustead Projects, Ltd. | 6,600 | 6,365 | |||
Boustead Singapore, Ltd. | 40,300 | 35,381 | |||
Bukit Sembawang Estates, Ltd. | 15,900 | 64,432 | |||
China Aviation Oil Singapore Corp., Ltd. | 27,800 | 20,718 | |||
China Sunsine Chemical Holdings, Ltd. | 43,800 | 16,451 | |||
Chip Eng Seng Corp., Ltd. | 45,000 | 14,786 | |||
Chuan Hup Holdings, Ltd. | 87,000 | 13,841 | |||
ComfortDelGro Corp., Ltd. | 216,900 | 251,628 | |||
* | COSCO Shipping International Singapore Co., Ltd. | 175,500 | 38,198 | ||
* | Creative Technology, Ltd. | 2,650 | 4,845 | ||
CSE Global, Ltd. | 40,000 | 15,193 | |||
Del Monte Pacific, Ltd. | 39,100 | 11,813 | |||
Delfi, Ltd. | 20,200 | 12,607 | |||
* | Ezion Holdings, Ltd. | 243,320 | 1,455 | ||
#* | Ezra Holdings, Ltd. | 229,921 | 350 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
SINGAPORE — (Continued) | |||||
Far East Orchard, Ltd. | 11,239 | $9,360 | |||
First Resources, Ltd. | 56,900 | 57,043 | |||
Food Empire Holdings, Ltd. | 26,500 | 16,409 | |||
* | Fragrance Group, Ltd. | 82,000 | 8,310 | ||
Fraser and Neave, Ltd. | 24,800 | 26,316 | |||
Frencken Group, Ltd. | 41,100 | 57,680 | |||
GK Goh Holdings, Ltd. | 17,813 | 12,796 | |||
Golden Agri-Resources, Ltd. | 834,300 | 141,282 | |||
GuocoLand, Ltd. | 41,300 | 48,749 | |||
Hafnia, Ltd. | 5,750 | 11,093 | |||
* | Halcyon Agri Corp., Ltd. | 25,666 | 4,817 | ||
Haw Par Corp., Ltd. | 12,200 | 120,511 | |||
Ho Bee Land, Ltd. | 29,800 | 61,360 | |||
Hong Fok Corp., Ltd. | 54,120 | 32,159 | |||
Hong Leong Asia, Ltd. | 16,000 | 10,505 | |||
Hong Leong Finance, Ltd. | 41,500 | 74,456 | |||
Hotel Grand Central, Ltd. | 44,475 | 34,429 | |||
Hour Glass, Ltd. (The) | 27,500 | 31,200 | |||
Hutchison Port Holdings Trust | 591,600 | 138,829 | |||
Hwa Hong Corp., Ltd. | 59,000 | 12,663 | |||
* | Hyflux, Ltd. | 27,500 | 1,685 | ||
iFAST Corp., Ltd. | 11,400 | 67,364 | |||
IGG, Inc. | 95,000 | 107,994 | |||
* | Indofood Agri Resources, Ltd. | 28,000 | 6,597 | ||
Japfa, Ltd. | 32,120 | 18,139 | |||
k1 Ventures, Ltd. | 24,000 | 0 | |||
Keppel Infrastructure Trust | 389,481 | 158,271 | |||
* | Mandarin Oriental International, Ltd. | 29,400 | 58,457 | ||
Metro Holdings, Ltd. | 51,300 | 30,036 | |||
Micro-Mechanics Holdings, Ltd. | 5,200 | 12,160 | |||
* | Midas Holdings, Ltd. | 114,000 | 3,029 | ||
* | mm2 Asia, Ltd. | 96,000 | 4,832 | ||
NetLink NBN Trust | 163,400 | 117,545 | |||
* | Oceanus Group, Ltd. | 837,300 | 21,551 | ||
OUE, Ltd. | 48,400 | 44,640 | |||
Oxley Holdings, Ltd. | 84,483 | 14,347 | |||
#* | Place Holdings, Ltd. (The) | 95,400 | 8,120 | ||
QAF, Ltd. | 16,600 | 12,075 | |||
* | Raffles Education Corp., Ltd. | 63,960 | 4,724 | ||
Raffles Medical Group, Ltd. | 106,287 | 113,014 | |||
Riverstone Holdings, Ltd. | 40,800 | 36,500 | |||
SBS Transit, Ltd. | 8,500 | 18,810 | |||
Sembcorp Industries, Ltd. | 105,200 | 162,276 | |||
* | Sembcorp Marine, Ltd. | 822,622 | 69,717 | ||
Sheng Siong Group, Ltd. | 66,800 | 77,428 | |||
* | SIA Engineering Co., Ltd. | 34,000 | 52,913 | ||
SIIC Environment Holdings, Ltd. | 58,600 | 8,325 | |||
Sinarmas Land, Ltd. | 108,000 | 22,642 | |||
Singapore Land Group, Ltd. | 16,800 | 33,405 | |||
Singapore Post, Ltd. | 185,900 | 87,844 | |||
Singapore Press Holdings, Ltd. | 169,700 | 235,456 | |||
Stamford Land Corp., Ltd. | 21,000 | 8,138 | |||
StarHub, Ltd. | 68,000 | 60,749 | |||
Straits Trading Co., Ltd. | 7,100 | 14,826 | |||
* | Swiber Holdings, Ltd. | 17,249 | 260 | ||
Tuan Sing Holdings, Ltd. | 47,850 | 18,562 | |||
UMS Holdings, Ltd. | 50,850 | 60,451 | |||
UOB-Kay Hian Holdings, Ltd. | 38,784 | 44,960 | |||
Vicom, Ltd. | 8,800 | 13,248 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
SINGAPORE — (Continued) | |||||
Wing Tai Holdings, Ltd. | 58,870 | $79,507 | |||
XP Power, Ltd. | 2,076 | 148,308 | |||
Yeo Hiap Seng, Ltd. | 2,538 | 1,685 | |||
TOTAL SINGAPORE | 3,674,727 | ||||
SPAIN — (2.1%) | |||||
Acciona SA | 1,951 | 299,114 | |||
Acerinox SA | 18,888 | 252,491 | |||
Aedas Homes SA | 879 | 26,634 | |||
Alantra Partners SA | 1,872 | 35,208 | |||
Almirall SA | 6,316 | 100,213 | |||
* | Amper SA | 155,515 | 31,759 | ||
Applus Services SA | 14,239 | 137,079 | |||
* | Atresmedia Corp. de Medios de Comunicacion SA | 10,142 | 41,929 | ||
# | Audax Renovables SA | 12,157 | 27,630 | ||
Azkoyen SA | 2,184 | 15,498 | |||
* | Banco de Sabadell SA | 441,712 | 307,100 | ||
Bankinter SA | 71,436 | 390,260 | |||
Befesa SA | 3,655 | 286,976 | |||
Cia de Distribucion Integral Logista Holdings SA | 5,799 | 125,003 | |||
CIE Automotive SA | 7,242 | 215,900 | |||
* | Construcciones y Auxiliar de Ferrocarriles SA | 2,580 | 109,448 | ||
Ebro Foods SA | 8,414 | 170,738 | |||
* | eDreams ODIGEO SA | 10,043 | 83,137 | ||
Elecnor SA | 4,118 | 50,332 | |||
Enagas SA | 20,888 | 479,745 | |||
* | Ence Energia y Celulosa SA | 19,579 | 60,519 | ||
* | Ercros SA | 14,096 | 58,581 | ||
Euskaltel SA | 10,986 | 143,116 | |||
Faes Farma SA | 34,765 | 135,692 | |||
Fluidra SA | 4,554 | 184,613 | |||
Fomento de Construcciones y Contratas SA | 7,618 | 87,244 | |||
* | Gestamp Automocion SA | 10,077 | 49,278 | ||
Global Dominion Access SA | 11,493 | 61,385 | |||
Grupo Catalana Occidente SA | 6,317 | 236,492 | |||
Grupo Empresarial San Jose SA | 2,273 | 13,119 | |||
* | Grupo Ezentis SA | 30,572 | 11,763 | ||
Iberpapel Gestion SA | 963 | 21,326 | |||
* | Indra Sistemas SA | 14,501 | 151,803 | ||
# | Laboratorio Reig Jofre SA | 1,684 | 10,393 | ||
Laboratorios Farmaceuticos Rovi SA | 1,642 | 115,908 | |||
Liberbank SA | 249,756 | 83,932 | |||
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 71,436 | 144,019 | |||
Mapfre SA | 55,699 | 114,747 | |||
* | Mediaset Espana Comunicacion SA | 15,385 | 91,709 | ||
* | Melia Hotels International SA | 16,151 | 111,440 | ||
Metrovacesa SA | 2,145 | 17,855 | |||
Miquel y Costas & Miquel SA | 2,523 | 49,036 | |||
Neinor Homes SA | 4,984 | 72,538 | |||
* | Obrascon Huarte Lain SA | 24,285 | 17,594 | ||
* | Oryzon Genomics SA | 3,260 | 13,387 | ||
Pharma Mar SA | 1,673 | 143,052 | |||
Prim SA | 846 | 13,448 | |||
* | Promotora de Informaciones SA, Class A | 21,413 | 22,378 | ||
Prosegur Cash SA | 11,060 | 10,832 | |||
Prosegur Cia de Seguridad SA | 24,644 | 84,192 | |||
* | Realia Business SA | 40,885 | 36,037 | ||
Sacyr SA | 54,859 | 133,386 | |||
* | Solaria Energia y Medio Ambiente SA | 7,492 | 144,733 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
SPAIN — (Continued) | |||||
* | Solarpack Corp. Tecnologica SA | 824 | $25,572 | ||
* | Talgo SA | 9,996 | 51,153 | ||
* | Tecnicas Reunidas SA | 3,329 | 28,146 | ||
* | Tubacex SA | 17,770 | 31,612 | ||
Unicaja Banco SA | 86,478 | 79,519 | |||
Vidrala SA | 2,046 | 245,922 | |||
Viscofan SA | 4,300 | 298,603 | |||
* | Vocento SA | 10,365 | 14,025 | ||
Zardoya Otis SA | 16,103 | 109,127 | |||
TOTAL SPAIN | 6,715,420 | ||||
SWEDEN — (3.9%) | |||||
AcadeMedia AB | 9,075 | 87,864 | |||
Adapteo Oyj | 5,028 | 96,549 | |||
AddLife AB, Class B | 5,846 | 195,017 | |||
AddNode Group AB, Class B | 4,034 | 174,888 | |||
AddTech AB, Class B | 3,394 | 70,621 | |||
Alimak Group AB | 4,650 | 80,947 | |||
Ambea AB | 3,502 | 25,728 | |||
* | Annehem Fastigheter AB, Class B | 2,916 | 12,044 | ||
* | AQ Group AB | 280 | 10,306 | ||
* | Arise AB | 2,845 | 13,858 | ||
Arjo AB, Class B | 25,873 | 326,822 | |||
Atrium Ljungberg AB, Class B | 4,164 | 101,935 | |||
* | Attendo AB | 14,141 | 69,209 | ||
Beijer Alma AB | 4,864 | 118,632 | |||
* | Beijer Electronics Group AB | 3,083 | 18,091 | ||
Bergman & Beving AB | 4,110 | 80,398 | |||
Betsson AB, Class B | 13,252 | 106,653 | |||
* | Better Collective A.S. | 2,299 | 53,829 | ||
* | BHG Group AB | 7,219 | 111,348 | ||
Bilia AB, Class A | 9,387 | 201,416 | |||
BioGaia AB, Class B | 2,077 | 124,197 | |||
Biotage AB | 6,310 | 180,528 | |||
Bonava AB, Class B | 9,951 | 106,432 | |||
* | Boozt AB | 2,679 | 57,729 | ||
Boule Diagnostics AB | 1,861 | 12,956 | |||
Bravida Holding AB | 19,839 | 306,959 | |||
BTS Group AB, Class B | 414 | 16,108 | |||
Bufab AB | 4,911 | 190,056 | |||
Bulten AB | 1,365 | 14,566 | |||
Bure Equity AB | 7,431 | 400,914 | |||
Byggmax Group AB | 8,034 | 67,946 | |||
* | Calliditas Therapeutics AB, ADR | 237 | 6,885 | ||
Catella AB | 3,768 | 13,003 | |||
Catena AB | 2,748 | 164,782 | |||
* | Catena Media P.L.C. | 4,528 | 31,699 | ||
Cellavision AB | 1,051 | 55,364 | |||
* | Clas Ohlson AB, Class B | 4,505 | 46,210 | ||
Cloetta AB, Class B | 30,791 | 99,930 | |||
* | Collector AB | 3,491 | 14,554 | ||
Coor Service Management Holding AB | 8,658 | 79,711 | |||
Corem Property Group AB, Class B | 66,343 | 168,510 | |||
Dios Fastigheter AB | 10,259 | 116,439 | |||
* | Doro AB | 2,123 | 14,627 | ||
* | Duni AB | 5,155 | 67,820 | ||
# | Dustin Group AB | 7,661 | 88,913 | ||
Eastnine AB | 3,095 | 53,440 | |||
Elanders AB, Class B | 1,738 | 34,282 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
SWEDEN — (Continued) | |||||
* | Electrolux Professional AB, Class B | 20,693 | $153,818 | ||
#* | Eltel AB | 2,122 | 5,670 | ||
* | Enea AB | 2,398 | 66,150 | ||
# | Eolus Vind AB, Class B | 1,951 | 44,275 | ||
eWork Group AB | 1,140 | 13,585 | |||
Fagerhult AB | 9,072 | 83,511 | |||
Fastighets AB Trianon | 29 | 759 | |||
FastPartner AB, Class A | 4,631 | 62,783 | |||
* | Fingerprint Cards AB, Class B | 22,812 | 81,309 | ||
# | G5 Entertainment AB | 858 | 44,843 | ||
GARO AB | 1,105 | 16,065 | |||
Granges AB | 14,721 | 194,568 | |||
* | Haldex AB | 4,760 | 29,269 | ||
Heba Fastighets AB, Class B | 4,330 | 70,316 | |||
Hexatronic Group AB | 2,561 | 52,085 | |||
HMS Networks AB | 3,009 | 141,263 | |||
#* | Hoist Finance AB | 7,538 | 29,180 | ||
Hufvudstaden AB, Class A | 3,011 | 55,036 | |||
* | Humana AB | 3,640 | 27,900 | ||
* | IAR Systems Group AB | 394 | 6,377 | ||
Instalco AB | 5,244 | 282,397 | |||
#* | International Petroleum Corp. | 9,695 | 47,016 | ||
INVISIO AB | 2,896 | 59,950 | |||
Inwido AB | 9,822 | 182,020 | |||
* | ITAB Shop Concept AB | 1,515 | 3,142 | ||
JM AB | 7,100 | 250,542 | |||
* | John Mattson Fastighetsforetagen AB | 924 | 18,565 | ||
Karnov Group AB | 1,559 | 9,328 | |||
Kindred Group P.L.C. | 19,839 | 324,735 | |||
KNOW IT AB | 2,857 | 100,197 | |||
Kungsleden AB | 23,225 | 313,563 | |||
Lagercrantz Group AB, Class B | 24,990 | 341,699 | |||
LeoVegas AB | 5,032 | 21,648 | |||
Lime Technologies AB | 773 | 35,831 | |||
Lindab International AB | 12,870 | 375,614 | |||
Loomis AB, Class B | 5,957 | 199,738 | |||
Medicover AB, Class B | 2,140 | 62,156 | |||
* | Mekonomen AB | 5,111 | 81,748 | ||
Midsona AB, Class B | 2,500 | 20,844 | |||
MIPS AB | 2,902 | 306,454 | |||
* | Modern Times Group MTG AB, Class B | 8,522 | 121,067 | ||
Momentum Group AB, Class B | 3,336 | 74,287 | |||
Munters Group AB | 2,864 | 26,251 | |||
Mycronic AB | 7,425 | 218,063 | |||
NCAB Group AB | 415 | 26,860 | |||
NCC AB, Class B | 6,927 | 123,089 | |||
* | Nederman Holding AB | 2,831 | 69,641 | ||
* | Nelly Group AB | 912 | 3,612 | ||
* | Net Insight AB, Class B | 41,507 | 17,150 | ||
* | New Wave Group AB, Class B | 6,935 | 111,119 | ||
Nobia AB | 14,929 | 122,369 | |||
Nobina AB | 12,314 | 113,545 | |||
Nolato AB, Class B | 24,891 | 276,295 | |||
Nordic Waterproofing Holding AB | 2,253 | 54,277 | |||
NP3 Fastigheter AB | 4,739 | 119,235 | |||
Nyfosa AB | 21,554 | 333,520 | |||
OEM International AB, Class B | 4,440 | 71,438 | |||
#* | Orexo AB | 1,571 | 7,147 | ||
* | Pandox AB, Class B | 6,681 | 111,791 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
SWEDEN — (Continued) | |||||
Peab AB, Class B | 8,441 | $98,435 | |||
Platzer Fastigheter Holding AB, Class B | 6,591 | 123,134 | |||
# | Pricer AB, Class B | 16,074 | 58,408 | ||
Proact IT Group AB | 2,325 | 21,771 | |||
* | Qliro AB | 912 | 3,796 | ||
Ratos AB, Class B | 27,304 | 193,541 | |||
* | RaySearch Laboratories AB | 2,968 | 29,201 | ||
Resurs Holding AB | 11,633 | 56,109 | |||
* | Rottneros AB | 8,130 | 9,564 | ||
#* | SAS AB | 364,092 | 88,699 | ||
Scandi Standard AB | 5,934 | 39,434 | |||
#* | Scandic Hotels Group AB | 8,957 | 36,487 | ||
Sectra AB, Class B | 2,813 | 224,157 | |||
Semcon AB | 1,445 | 21,748 | |||
* | SkiStar AB | 4,670 | 87,261 | ||
* | Stendorren Fastigheter AB | 383 | 11,358 | ||
* | Systemair AB | 2,722 | 107,322 | ||
Tethys Oil AB | 2,447 | 16,283 | |||
Troax Group AB | 5,225 | 189,151 | |||
VBG Group AB, Class B | 1,749 | 37,185 | |||
Vitec Software Group AB, Class B | 1,477 | 73,331 | |||
Volati AB | 662 | 11,731 | |||
Wihlborgs Fastigheter AB | 14,693 | 342,327 | |||
TOTAL SWEDEN | 12,587,853 | ||||
SWITZERLAND — (6.5%) | |||||
Allreal Holding AG | 1,811 | 374,521 | |||
ALSO Holding AG | 829 | 255,065 | |||
* | APG SGA SA | 152 | 37,331 | ||
# | Arbonia AG | 6,387 | 121,263 | ||
* | Aryzta AG | 115,933 | 154,325 | ||
* | Ascom Holding AG | 3,375 | 57,881 | ||
* | Autoneum Holding AG | 308 | 59,141 | ||
Bachem Holding AG, Class B | 489 | 323,768 | |||
Baloise Holding AG | 793 | 125,033 | |||
Banque Cantonale de Geneve | 373 | 68,759 | |||
Banque Cantonale Vaudoise | 1,576 | 140,693 | |||
Belimo Holding AG | 1,100 | 568,119 | |||
Bell Food Group AG | 268 | 82,447 | |||
Bellevue Group AG | 1,225 | 57,612 | |||
Berner Kantonalbank AG | 606 | 138,805 | |||
BKW AG | 2,717 | 299,300 | |||
* | Bobst Group SA | 1,229 | 105,546 | ||
Bossard Holding AG, Class A | 800 | 259,139 | |||
Bucher Industries AG | 839 | 466,919 | |||
Burckhardt Compression Holding AG | 305 | 119,666 | |||
Burkhalter Holding AG | 430 | 30,332 | |||
Bystronic AG | 187 | 257,308 | |||
Calida Holding AG | 895 | 42,471 | |||
Carlo Gavazzi Holding AG | 62 | 17,829 | |||
Cembra Money Bank AG | 3,606 | 374,609 | |||
Cicor Technologies, Ltd. | 259 | 18,240 | |||
Cie Financiere Tradition SA | 288 | 36,556 | |||
Clariant AG | 22,472 | 467,496 | |||
Coltene Holding AG | 598 | 79,853 | |||
Comet Holding AG | 809 | 264,902 | |||
* | COSMO Pharmaceuticals NV | 394 | 36,970 | ||
Daetwyler Holding AG | 104 | 37,755 | |||
DKSH Holding AG | 4,514 | 381,598 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
SWITZERLAND — (Continued) | |||||
dormakaba Holding AG | 369 | $255,264 | |||
* | Dottikon Es Holding AG | 120 | 38,415 | ||
* | Dufry AG | 6,371 | 337,075 | ||
* | EDAG Engineering Group AG | 1,225 | 16,273 | ||
EFG International AG | 12,650 | 102,768 | |||
Emmi AG | 260 | 286,290 | |||
Energiedienst Holding AG | 1,617 | 68,642 | |||
#* | Evolva Holding SA | 115,096 | 23,113 | ||
* | Feintool International Holding AG | 183 | 13,047 | ||
Fenix Outdoor International AG | 523 | 77,466 | |||
* | Flughafen Zurich AG | 2,360 | 379,222 | ||
Forbo Holding AG | 133 | 284,666 | |||
Fundamenta Real Estate AG | 1,928 | 42,024 | |||
Galenica AG | 5,289 | 401,504 | |||
#* | GAM Holding AG | 23,150 | 50,082 | ||
Georg Fischer AG | 501 | 810,848 | |||
Gurit Holding AG | 55 | 124,453 | |||
Helvetia Holding AG | 4,587 | 498,901 | |||
Hiag Immobilien Holding AG | 899 | 101,740 | |||
#* | HOCHDORF Holding AG | 130 | 7,738 | ||
Huber & Suhner AG | 1,989 | 169,160 | |||
Hypothekarbank Lenzburg AG | 9 | 42,691 | |||
* | Implenia AG | 2,143 | 56,893 | ||
* | Ina Invest Holding AG | 498 | 10,169 | ||
Inficon Holding AG | 217 | 261,431 | |||
Interroll Holding AG | 78 | 356,548 | |||
Intershop Holding AG | 164 | 113,114 | |||
Investis Holding SA | 526 | 59,731 | |||
IVF Hartmann Holding AG | 61 | 10,843 | |||
* | IWG P.L.C. | 82,435 | 359,151 | ||
* | Jungfraubahn Holding AG | 563 | 89,997 | ||
Kardex Holding AG | 792 | 213,015 | |||
* | Komax Holding AG | 474 | 139,266 | ||
# | Kudelski SA | 6,965 | 31,504 | ||
Landis+Gyr Group AG | 1,766 | 139,775 | |||
* | Lastminute.com NV | 995 | 42,225 | ||
LEM Holding SA | 50 | 124,983 | |||
Liechtensteinische Landesbank AG | 1,746 | 103,048 | |||
Luzerner Kantonalbank AG | 403 | 186,530 | |||
* | Medacta Group SA | 559 | 79,375 | ||
* | Medartis Holding AG | 413 | 49,421 | ||
* | Meier Tobler Group AG | 348 | 7,259 | ||
Metall Zug AG | 26 | 63,153 | |||
Mobilezone Holding AG | 5,469 | 65,799 | |||
Mobimo Holding AG | 858 | 294,350 | |||
Novavest Real Estate AG | 559 | 28,575 | |||
OC Oerlikon Corp. AG | 25,771 | 291,715 | |||
* | Orascom Development Holding AG | 1,611 | 20,980 | ||
Orior AG | 755 | 71,251 | |||
Peach Property Group AG | 313 | 19,483 | |||
Phoenix Mecano AG | 95 | 48,681 | |||
Plazza AG, Class A | 145 | 53,294 | |||
PSP Swiss Property AG | 5,751 | 778,271 | |||
* | Rieter Holding AG | 458 | 107,699 | ||
Romande Energie Holding SA | 63 | 92,759 | |||
Schaffner Holding AG | 70 | 22,313 | |||
Schweiter Technologies AG | 165 | 258,295 | |||
* | Sensirion Holding AG | 733 | 71,434 | ||
SFS Group AG | 1,990 | 296,697 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
SWITZERLAND — (Continued) | |||||
Siegfried Holding AG | 496 | $501,893 | |||
SIG Combibloc Group AG | 9,929 | 292,963 | |||
Softwareone Holding AG | 7,577 | 194,468 | |||
St Galler Kantonalbank AG | 390 | 181,368 | |||
Sulzer AG | 2,297 | 337,058 | |||
Swiss Prime Site AG | 5,618 | 598,221 | |||
* | Swiss Steel Holding AG | 75,342 | 37,360 | ||
Swissquote Group Holding SA | 1,186 | 188,323 | |||
Tecan Group AG | 974 | 561,676 | |||
Thurgauer Kantonalbank | 118 | 13,677 | |||
* | TX Group AG | 438 | 43,756 | ||
* | u-blox Holding AG | 913 | 72,034 | ||
Valiant Holding AG | 1,754 | 182,419 | |||
* | Valora Holding AG | 552 | 124,966 | ||
Varia US Properties AG | 834 | 35,513 | |||
VAT Group AG | 3,280 | 1,287,580 | |||
Vaudoise Assurances Holding SA | 181 | 91,857 | |||
Vetropack Holding AG | 1,500 | 99,136 | |||
* | Von Roll Holding AG | 1,435 | 1,425 | ||
Vontobel Holding AG | 3,439 | 303,226 | |||
VP Bank AG, Class A | 427 | 50,801 | |||
VZ Holding AG | 1,520 | 136,975 | |||
* | V-ZUG Holding AG | 260 | 39,687 | ||
Walliser Kantonalbank | 485 | 55,444 | |||
Warteck Invest AG | 28 | 76,023 | |||
Ypsomed Holding AG | 341 | 54,209 | |||
Zehnder Group AG | 1,375 | 146,058 | |||
Zug Estates Holding AG, Class B | 41 | 88,029 | |||
Zuger Kantonalbank AG | 19 | 146,501 | |||
TOTAL SWITZERLAND | 20,954,307 | ||||
UNITED ARAB EMIRATES — (0.0%) | |||||
* | Lamprell P.L.C. | 23,029 | 13,263 | ||
UNITED KINGDOM — (14.0%) | |||||
* | 4imprint Group P.L.C. | 2,763 | 107,618 | ||
888 Holdings P.L.C. | 43,852 | 226,458 | |||
* | A.G. Barr P.L.C. | 11,359 | 90,741 | ||
Advanced Medical Solutions Group P.L.C. | 13,624 | 53,123 | |||
Afren P.L.C. | 57,931 | 0 | |||
Aggreko P.L.C. | 29,652 | 358,002 | |||
Airtel Africa P.L.C. | 74,668 | 92,289 | |||
AJ Bell P.L.C. | 18,145 | 105,939 | |||
Alfa Financial Software Holdings P.L.C | 7,161 | 14,340 | |||
Alliance Pharma P.L.C. | 38,308 | 55,381 | |||
Anglo Pacific Group P.L.C. | 21,654 | 40,839 | |||
Anglo-Eastern Plantations P.L.C. | 1,293 | 11,069 | |||
* | AO World P.L.C. | 21,772 | 68,138 | ||
Appreciate Group P.L.C | 13,054 | 4,630 | |||
Aptitude Software Group P.L.C. | 490 | 4,100 | |||
* | Arrow Global Group P.L.C. | 8,788 | 37,250 | ||
* | Ascential P.L.C. | 27,857 | 167,509 | ||
Ashmore Group P.L.C. | 37,560 | 198,353 | |||
* | Aston Martin Lagonda Global Holdings P.L.C. | 1,227 | 33,260 | ||
Avon Protection P.L.C. | 4,187 | 157,975 | |||
* | Babcock International Group P.L.C. | 63,196 | 224,607 | ||
Bakkavor Group P.L.C. | 12,388 | 21,731 | |||
Balfour Beatty P.L.C. | 80,248 | 337,946 | |||
* | Bank of Georgia Group P.L.C. | 4,639 | 96,711 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
* | Beazley P.L.C. | 67,496 | $367,422 | ||
Begbies Traynor Group P.L.C. | 7,753 | 14,964 | |||
Bellway P.L.C. | 12,375 | 565,009 | |||
* | Biffa P.L.C. | 24,784 | 123,109 | ||
Bloomsbury Publishing P.L.C. | 9,948 | 49,892 | |||
Bodycote P.L.C. | 23,492 | 294,607 | |||
* | Boohoo Group P.L.C. | 9,921 | 35,943 | ||
* | Breedon Group P.L.C. | 17,090 | 25,605 | ||
Brewin Dolphin Holdings P.L.C. | 35,325 | 176,072 | |||
Britvic P.L.C. | 30,772 | 416,211 | |||
Burford Capital, Ltd. | 9,603 | 105,010 | |||
* | Bytes Technology Group P.L.C. | 19,298 | 129,338 | ||
Cairn Energy P.L.C. | 64,356 | 114,109 | |||
* | Capita P.L.C. | 137,424 | 67,324 | ||
* | Card Factory P.L.C. | 36,595 | 30,332 | ||
CareTech Holdings P.L.C. | 7,585 | 66,959 | |||
Carr's Group P.L.C. | 4,336 | 9,507 | |||
Castings P.L.C. | 4,744 | 25,969 | |||
Centamin P.L.C. | 141,047 | 209,932 | |||
Central Asia Metals P.L.C. | 14,356 | 48,867 | |||
* | Centrica P.L.C. | 512,566 | 323,444 | ||
Chemring Group P.L.C. | 36,102 | 154,139 | |||
Chesnara P.L.C. | 18,041 | 68,444 | |||
#* | Cineworld Group P.L.C. | 74,014 | 65,287 | ||
* | Circassia Group P.L.C. | 12,752 | 6,003 | ||
Clarkson P.L.C. | 3,542 | 158,777 | |||
Clinigen Group P.L.C. | 11,173 | 93,137 | |||
Clipper Logistics P.L.C. | 6,617 | 77,604 | |||
Close Brothers Group P.L.C. | 18,935 | 405,871 | |||
CLS Holdings P.L.C. | 19,418 | 68,568 | |||
CMC Markets P.L.C. | 13,141 | 81,912 | |||
Coats Group P.L.C. | 132,062 | 128,642 | |||
Computacenter P.L.C. | 9,400 | 355,338 | |||
Concentric AB | 4,906 | 112,894 | |||
ContourGlobal P.L.C. | 6,337 | 17,277 | |||
* | Costain Group P.L.C. | 10,708 | 8,308 | ||
* | Countryside Properties P.L.C. | 55,249 | 403,755 | ||
Cranswick P.L.C. | 6,351 | 356,847 | |||
* | Crest Nicholson Holdings P.L.C. | 31,067 | 178,931 | ||
* | CVS Group P.L.C. | 7,120 | 237,762 | ||
Daily Mail & General Trust P.L.C., Class A | 18,431 | 280,297 | |||
* | De La Rue P.L.C. | 19,364 | 48,395 | ||
Debenhams P.L.C. | 107,504 | 0 | |||
Devro P.L.C. | 18,673 | 57,546 | |||
* | DFS Furniture P.L.C. | 19,994 | 73,717 | ||
* | Dialight P.L.C. | 1,573 | 6,873 | ||
* | Dialog Semiconductor P.L.C. | 9,400 | 722,968 | ||
* | Dignity P.L.C. | 5,679 | 62,783 | ||
Diploma P.L.C. | 14,431 | 592,816 | |||
DiscoverIE Group P.L.C. | 8,605 | 124,157 | |||
Diversified Energy Co., P.L.C. | 18,994 | 27,803 | |||
* | Dixons Carphone P.L.C. | 128,311 | 230,155 | ||
Domino's Pizza Group P.L.C. | 53,047 | 309,087 | |||
dotdigital group P.L.C. | 28,305 | 97,542 | |||
Drax Group P.L.C. | 61,101 | 341,621 | |||
Dunelm Group P.L.C. | 12,393 | 228,345 | |||
* | easyJet P.L.C. | 3,044 | 35,718 | ||
EKF Diagnostics Holdings P.L.C. | 40,219 | 41,928 | |||
Electrocomponents P.L.C. | 33,029 | 466,625 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
* | Elementis P.L.C. | 75,875 | $150,211 | ||
EMIS Group P.L.C. | 5,893 | 105,664 | |||
* | EnQuest P.L.C. | 147,138 | 49,575 | ||
* | Equiniti Group P.L.C. | 47,466 | 118,068 | ||
* | Ergomed P.L.C. | 1,067 | 18,234 | ||
* | Esken, Ltd. | 42,560 | 10,578 | ||
ESKEN, Ltd. | 5,320 | 288 | |||
Essentra P.L.C. | 35,380 | 139,396 | |||
Euromoney Institutional Investor P.L.C. | 11,592 | 163,824 | |||
* | FD Technologies P.L.C. | 772 | 25,117 | ||
FDM Group Holdings P.L.C. | 9,533 | 156,917 | |||
Ferrexpo P.L.C. | 46,878 | 313,338 | |||
Fevertree Drinks P.L.C. | 11,727 | 389,989 | |||
* | Firstgroup P.L.C. | 183,986 | 211,076 | ||
Forterra P.L.C. | 19,451 | 81,585 | |||
* | Foxtons Group P.L.C. | 34,139 | 25,916 | ||
* | Frasers Group P.L.C. | 26,418 | 221,349 | ||
* | Frontier Developments P.L.C. | 1,567 | 57,725 | ||
* | Fuller Smith & Turner P.L.C., Class A | 4,390 | 51,386 | ||
* | Funding Circle Holdings P.L.C. | 13,279 | 25,652 | ||
Future P.L.C. | 7,862 | 376,653 | |||
Galliford Try Holdings P.L.C. | 19,567 | 43,250 | |||
Games Workshop Group P.L.C. | 4,106 | 648,706 | |||
Gamesys Group P.L.C. | 7,493 | 191,859 | |||
Gamma Communications P.L.C. | 5,084 | 146,352 | |||
GB Group P.L.C. | 3,515 | 42,506 | |||
Gem Diamonds, Ltd. | 14,716 | 12,679 | |||
Genel Energy P.L.C. | 14,140 | 28,252 | |||
Genuit Group P.L.C. | 24,923 | 221,253 | |||
Genus P.L.C. | 2,102 | 161,067 | |||
* | Georgia Capital P.L.C. | 3,318 | 29,019 | ||
* | Go-Ahead Group P.L.C. (The) | 8,934 | 127,783 | ||
Gooch & Housego P.L.C. | 1,092 | 20,630 | |||
Grafton Group P.L.C. | 27,984 | 499,251 | |||
Grainger P.L.C. | 84,328 | 354,656 | |||
* | Greggs P.L.C. | 12,425 | 476,098 | ||
Gulf Keystone Petroleum, Ltd. | 29,820 | 68,121 | |||
* | Gym Group P.L.C. (The) | 16,204 | 61,982 | ||
H&T Group P.L.C. | 2,944 | 10,728 | |||
* | Halfords Group P.L.C. | 23,225 | 114,788 | ||
* | Harbour Energy P.L.C. | 4,381 | 19,899 | ||
Harworth Group P.L.C. | 5,108 | 11,132 | |||
* | Hays P.L.C. | 191,986 | 394,661 | ||
Headlam Group P.L.C. | 13,204 | 97,027 | |||
Helical P.L.C. | 15,637 | 98,740 | |||
* | Helios Towers P.L.C. | 47,591 | 108,336 | ||
Henry Boot P.L.C. | 13,323 | 50,598 | |||
Hill & Smith Holdings P.L.C. | 9,624 | 217,268 | |||
Hilton Food Group P.L.C. | 7,490 | 118,661 | |||
* | Hiscox, Ltd. | 25,046 | 304,143 | ||
Hochschild Mining P.L.C. | 37,929 | 81,259 | |||
* | Hollywood Bowl Group P.L.C. | 14,164 | 46,304 | ||
* | Hostelworld Group P.L.C. | 3,800 | 5,185 | ||
Hunting P.L.C. | 21,793 | 63,549 | |||
* | Hyve Group P.L.C. | 30,769 | 56,259 | ||
Ibstock P.L.C. | 53,200 | 158,075 | |||
IDOX P.L.C. | 25,839 | 25,073 | |||
IG Group Holdings P.L.C. | 45,561 | 564,439 | |||
IMI P.L.C. | 31,889 | 780,161 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
Impax Asset Management Group P.L.C. | 6,941 | $116,490 | |||
Inchcape P.L.C. | 49,706 | 587,114 | |||
* | Indivior P.L.C. | 73,610 | 168,770 | ||
IntegraFin Holdings P.L.C. | 16,604 | 122,444 | |||
* | International Personal Finance P.L.C. | 23,747 | 49,294 | ||
Interserve P.L.C. | 22,564 | 0 | |||
Investec P.L.C. | 63,265 | 240,351 | |||
iomart Group P.L.C. | 10,345 | 37,411 | |||
IP Group P.L.C. | 105,804 | 169,293 | |||
* | IQE P.L.C. | 9,953 | 6,579 | ||
* | J D Wetherspoon P.L.C. | 10,655 | 167,979 | ||
James Fisher & Sons P.L.C. | 6,723 | 86,319 | |||
James Halstead P.L.C. | 7,833 | 58,303 | |||
* | JET2 P.L.C. | 10,440 | 179,754 | ||
John Laing Group P.L.C. | 50,848 | 283,170 | |||
* | John Menzies P.L.C. | 11,780 | 52,159 | ||
* | John Wood Group P.L.C. | 72,360 | 219,192 | ||
* | Johnson Service Group P.L.C. | 27,956 | 60,504 | ||
JTC P.L.C. | 8,689 | 77,312 | |||
Jupiter Fund Management P.L.C. | 55,656 | 209,169 | |||
* | Just Group P.L.C. | 109,347 | 151,556 | ||
Kainos Group P.L.C. | 7,333 | 176,027 | |||
Keller Group P.L.C. | 9,571 | 117,159 | |||
* | Keywords Studios P.L.C. | 1,881 | 76,536 | ||
* | Kier Group P.L.C. | 58,589 | 102,686 | ||
* | Kin & Carta P.L.C. | 23,381 | 78,023 | ||
Lancashire Holdings, Ltd. | 27,531 | 243,644 | |||
Learning Technologies Group P.L.C. | 40,139 | 119,696 | |||
Liontrust Asset Management P.L.C. | 5,395 | 156,920 | |||
* | Lookers P.L.C. | 40,298 | 37,574 | ||
* | LSL Property Services P.L.C. | 11,392 | 66,667 | ||
Luceco P.L.C. | 4,980 | 26,898 | |||
* | M&C Saatchi P.L.C. | 3,423 | 6,283 | ||
Macfarlane Group P.L.C. | 6,000 | 9,332 | |||
Man Group P.L.C. | 179,299 | 492,357 | |||
* | Marks & Spencer Group P.L.C. | 153,696 | 289,337 | ||
Marshalls P.L.C. | 26,672 | 270,557 | |||
* | Marston's P.L.C. | 82,294 | 95,853 | ||
McBride P.L.C. | 30,429 | 35,598 | |||
* | Mears Group P.L.C. | 19,018 | 50,220 | ||
* | Mediclinic International P.L.C. | 46,009 | 178,098 | ||
* | Meggitt P.L.C. | 52,696 | 343,434 | ||
* | Metro Bank P.L.C. | 1,363 | 1,820 | ||
Micro Focus International P.L.C. | 21,250 | 118,399 | |||
Midwich Group P.L.C. | 2,895 | 23,687 | |||
* | Mitchells & Butlers P.L.C. | 42,567 | 164,983 | ||
* | Mitie Group P.L.C. | 185,228 | 163,164 | ||
MJ Gleeson P.L.C. | 5,541 | 63,599 | |||
Moneysupermarket.com Group P.L.C. | 53,903 | 190,241 | |||
Morgan Advanced Materials P.L.C. | 36,877 | 197,180 | |||
Morgan Sindall Group P.L.C. | 4,246 | 138,159 | |||
Morses Club P.L.C. | 4,600 | 5,247 | |||
Mortgage Advice Bureau Holdings, Ltd. | 2,589 | 47,880 | |||
* | Motorpoint group P.L.C. | 7,418 | 36,293 | ||
MP Evans Group P.L.C. | 1,742 | 17,215 | |||
* | N Brown Group P.L.C. | 29,795 | 20,743 | ||
* | Naked Wines P.L.C. | 2,705 | 33,002 | ||
* | National Express Group P.L.C. | 70,707 | 267,206 | ||
NCC Group P.L.C. | 31,420 | 137,380 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
* | Network International Holdings P.L.C. | 7,887 | $37,347 | ||
Next Fifteen Communications Group P.L.C. | 7,435 | 92,938 | |||
Nichols P.L.C. | 707 | 14,332 | |||
Ninety One P.L.C. | 40,746 | 128,734 | |||
Norcros P.L.C. | 7,961 | 32,749 | |||
Numis Corp. P.L.C. | 6,616 | 32,897 | |||
* | On the Beach Group P.L.C. | 11,039 | 49,892 | ||
OSB Group P.L.C. | 28,527 | 191,813 | |||
Oxford Instruments P.L.C. | 5,860 | 196,497 | |||
* | Pagegroup P.L.C. | 38,665 | 330,310 | ||
Pan African Resources P.L.C. | 263,769 | 63,609 | |||
Paragon Banking Group P.L.C. | 34,167 | 262,301 | |||
PayPoint P.L.C. | 7,784 | 63,809 | |||
* | Pendragon P.L.C. | 178,766 | 44,744 | ||
Pennon Group P.L.C. | 12,655 | 224,557 | |||
* | Petrofac, Ltd. | 28,206 | 40,471 | ||
#* | Petropavlovsk P.L.C. | 404,614 | 120,525 | ||
Pets at Home Group P.L.C. | 69,968 | 454,570 | |||
* | Pharos Energy P.L.C. | 20,801 | 6,863 | ||
* | Photo-Me International P.L.C. | 40,883 | 42,584 | ||
* | Playtech P.L.C. | 34,619 | 177,974 | ||
Plus500, Ltd. | 9,377 | 182,489 | |||
Polar Capital Holdings P.L.C. | 8,674 | 106,050 | |||
Porvair P.L.C. | 3,538 | 30,479 | |||
* | PPHE Hotel Group, Ltd. | 814 | 17,495 | ||
Premier Foods P.L.C. | 78,429 | 121,334 | |||
* | Provident Financial P.L.C. | 19,353 | 76,182 | ||
* | PureTech Health P.L.C. | 20,868 | 93,306 | ||
* | Purplebricks Group P.L.C. | 17,328 | 17,463 | ||
PZ Cussons P.L.C. | 27,657 | 96,510 | |||
QinetiQ Group P.L.C. | 71,703 | 327,819 | |||
Quilter P.L.C. | 194,148 | 432,783 | |||
* | Rank Group P.L.C. | 24,101 | 55,092 | ||
Rathbone Brothers P.L.C. | 6,710 | 174,821 | |||
* | Raven Property Group, Ltd. | 24,807 | 9,735 | ||
Reach P.L.C. | 50,217 | 268,436 | |||
Record P.L.C. | 11,865 | 14,534 | |||
Redcentric P.L.C. | 6,137 | 11,616 | |||
Redde Northgate P.L.C. | 21,305 | 125,247 | |||
Redrow P.L.C. | 33,289 | 297,421 | |||
Renew Holdings P.L.C. | 4,833 | 50,133 | |||
* | Renewi P.L.C. | 9,334 | 66,917 | ||
Renishaw P.L.C. | 2,616 | 186,085 | |||
* | Restaurant Group P.L.C. (The) | 68,039 | 108,532 | ||
Ricardo P.L.C. | 5,446 | 28,667 | |||
RM P.L.C. | 8,839 | 30,688 | |||
Robert Walters P.L.C. | 5,699 | 52,955 | |||
Rotork P.L.C. | 112,248 | 562,893 | |||
Royal Mail P.L.C. | 113,292 | 793,766 | |||
* | RPS Group P.L.C. | 39,439 | 59,751 | ||
RWS Holdings P.L.C. | 22,707 | 178,711 | |||
S&U P.L.C. | 354 | 13,277 | |||
Sabre Insurance Group P.L.C. | 20,051 | 64,618 | |||
* | Saga P.L.C. | 8,736 | 42,987 | ||
Sanne Group P.L.C. | 9,972 | 116,870 | |||
Savills P.L.C. | 16,882 | 269,627 | |||
ScS Group P.L.C. | 313 | 1,269 | |||
* | Senior P.L.C. | 81,040 | 182,342 | ||
Serco Group P.L.C. | 23,905 | 46,996 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
Serica Energy P.L.C. | 5,744 | $12,480 | |||
Severfield P.L.C. | 28,520 | 31,351 | |||
* | SIG P.L.C. | 138,693 | 87,817 | ||
Sirius Real Estate, Ltd. | 66,306 | 109,578 | |||
Smart Metering Systems P.L.C. | 5,541 | 69,511 | |||
Smiths News P.L.C. | 19,640 | 11,715 | |||
Softcat P.L.C. | 14,958 | 401,974 | |||
* | SolGold P.L.C. | 16,846 | 6,428 | ||
Spectris P.L.C. | 13,924 | 691,137 | |||
* | Speedy Hire P.L.C. | 40,705 | 39,596 | ||
* | Spire Healthcare Group P.L.C. | 44,227 | 136,359 | ||
Spirent Communications P.L.C. | 77,650 | 274,138 | |||
* | Sportech P.L.C. | 13,686 | 5,502 | ||
* | SSP Group P.L.C. | 79,011 | 286,524 | ||
St. Modwen Properties P.L.C. | 30,939 | 240,132 | |||
* | Stagecoach Group P.L.C. | 35,849 | 37,222 | ||
SThree P.L.C. | 13,227 | 92,044 | |||
Stock Spirits Group P.L.C. | 24,762 | 88,375 | |||
Strix Group P.L.C. | 17,224 | 81,945 | |||
* | Studio Retail Group P.L.C. | 5,420 | 21,540 | ||
STV Group P.L.C. | 2,980 | 15,132 | |||
* | Superdry P.L.C. | 8,233 | 42,878 | ||
Synthomer P.L.C. | 42,209 | 310,459 | |||
Tate & Lyle P.L.C. | 50,269 | 515,701 | |||
* | Ted Baker P.L.C. | 12,733 | 23,196 | ||
Telecom Plus P.L.C. | 7,802 | 111,114 | |||
* | Telit Communications P.L.C. | 10,362 | 32,723 | ||
Thomas Cook Group P.L.C. | 133,576 | 0 | |||
TI Fluid Systems P.L.C., Class B | 7,253 | 31,238 | |||
* | Topps Tiles P.L.C. | 21,096 | 20,042 | ||
TP ICAP Group P.L.C. | 95,925 | 260,803 | |||
* | Travis Perkins P.L.C. | 25,711 | 608,108 | ||
Treatt P.L.C. | 4,060 | 59,180 | |||
Trellus Health, Ltd. | 1,748 | 0 | |||
* | Trifast P.L.C. | 13,605 | 26,915 | ||
TT Electronics P.L.C. | 20,485 | 76,020 | |||
* | Tullow Oil P.L.C. | 184,058 | 114,718 | ||
Tyman P.L.C. | 12,921 | 75,996 | |||
* | U & I Group P.L.C. | 21,649 | 27,512 | ||
UDG Healthcare P.L.C. | 13,251 | 198,453 | |||
Ultra Electronics Holdings P.L.C. | 9,461 | 416,602 | |||
Vectura Group P.L.C. | 75,025 | 158,191 | |||
* | Vertu Motors P.L.C. | 37,928 | 24,642 | ||
Vesuvius P.L.C. | 27,996 | 207,671 | |||
Victrex P.L.C. | 10,684 | 394,001 | |||
* | Virgin Money UK P.L.C. | 101,790 | 282,626 | ||
Vistry Group P.L.C. | 24,984 | 414,067 | |||
Vitec Group P.L.C. (The) | 4,188 | 77,970 | |||
Vivo Energy P.L.C. | 33,222 | 48,460 | |||
Volex P.L.C. | 13,025 | 63,544 | |||
Volution Group P.L.C. | 17,166 | 112,781 | |||
Vp P.L.C. | 3,850 | 50,830 | |||
* | Watches of Switzerland Group P.L.C. | 13,120 | 183,499 | ||
Watkin Jones P.L.C. | 21,910 | 70,813 | |||
* | WH Smith P.L.C. | 8,253 | 186,137 | ||
* | Wickes Group P.L.C. | 30,483 | 106,470 | ||
Wilmington P.L.C. | 6,879 | 20,922 | |||
Wincanton P.L.C. | 14,194 | 81,627 | |||
* | Xaar P.L.C. | 10,372 | 31,142 |
VA International Small Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
* | Young & Co's Brewery P.L.C. | 1 | $12 | ||
* | Young & Co's Brewery P.L.C., Class A | 1,884 | 42,397 | ||
Zotefoams P.L.C. | 3,070 | 18,992 | |||
TOTAL UNITED KINGDOM | 45,424,420 | ||||
UNITED STATES — (0.2%) | |||||
* | Arko Corp. | 4,209 | 34,871 | ||
Ovintiv, Inc. | 5,213 | 134,002 | |||
Primo Water Corp. | 18,495 | 305,236 | |||
* | Samsonite International SA | 43,800 | 81,525 | ||
TOTAL UNITED STATES | 555,634 | ||||
TOTAL COMMON STOCKS | 304,849,856 | ||||
PREFERRED STOCKS — (0.4%) | |||||
GERMANY — (0.4%) | |||||
Biotest AG | 2,447 | 103,893 | |||
Draegerwerk AG & Co., KGaA | 1,189 | 109,283 | |||
Fuchs Petrolub SE | 6,813 | 339,482 | |||
Jungheinrich AG | 6,075 | 334,197 | |||
Sixt SE | 1,905 | 157,856 | |||
STO SE & Co., KGaA | 368 | 93,399 | |||
Villeroy & Boch AG | 1,074 | 26,244 | |||
TOTAL GERMANY | 1,164,354 | ||||
RIGHTS/WARRANTS — (0.0%) | |||||
AUSTRALIA — (0.0%) | |||||
* | Service Stream, Ltd. Rights 08/09/21 | 13,848 | 0 | ||
AUSTRIA — (0.0%) | |||||
* | CA Immobilien Anlagen AG Rights 04/20/22 | 7,475 | 0 | ||
CANADA — (0.0%) | |||||
* | Cenovus Energy, Inc. Warrants 01/01/26 | 390 | 1,875 | ||
* | Pan American Silver Corp. Rights 02/22/29 | 19,894 | 16,512 | ||
* | Treasury Metals, Inc. Warrants 08/07/23 | 458 | 147 | ||
TOTAL CANADA | 18,534 | ||||
ITALY — (0.0%) | |||||
* | Intek Group SpA Rights 06/28/24 | 7,142 | 482 | ||
JAPAN — (0.0%) | |||||
* | Fuji Kosan Co., Ltd. Anrechte Rights 09/30/22 | 1,000 | 0 | ||
SINGAPORE — (0.0%) | |||||
* | Ezion Holdings, Ltd. Warrants 04/16/23 | 61,932 | 0 | ||
TOTAL RIGHTS/WARRANTS | 19,016 | ||||
TOTAL INVESTMENT SECURITIES (Cost $251,804,656) | 306,033,226 |
VA International Small Portfolio
CONTINUED
Shares | Value† | ||||
SECURITIES LENDING COLLATERAL — (5.4%) | |||||
@§ | The DFA Short Term Investment Fund | 1,503,834 | $17,399,363 | ||
TOTAL INVESTMENTS — (100.0%) | |||||
(Cost $269,202,820)^^ | $323,432,589 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Australia | $9,058 | $20,044,651 | — | $20,053,709 | |||
Austria | — | 5,051,711 | — | 5,051,711 | |||
Belgium | 39,626 | 4,537,911 | — | 4,577,537 | |||
Canada | 31,427,080 | 352 | — | 31,427,432 | |||
China | — | 23,294 | — | 23,294 | |||
Denmark | — | 6,751,090 | — | 6,751,090 | |||
Finland | — | 7,428,895 | — | 7,428,895 | |||
France | — | 13,159,019 | — | 13,159,019 | |||
Germany | — | 20,065,339 | — | 20,065,339 | |||
Hong Kong | 20,175 | 7,070,007 | — | 7,090,182 | |||
Ireland | — | 1,522,860 | — | 1,522,860 | |||
Israel | 202,898 | 4,415,653 | — | 4,618,551 | |||
Italy | 20 | 10,323,411 | — | 10,323,431 | |||
Japan | — | 69,511,817 | — | 69,511,817 | |||
Luxembourg | — | 19,057 | — | 19,057 | |||
Netherlands | 121,991 | 8,073,031 | — | 8,195,022 | |||
New Zealand | — | 1,513,166 | — | 1,513,166 | |||
Norway | 2,971 | 2,777,840 | — | 2,780,811 | |||
Portugal | 816 | 810,493 | — | 811,309 | |||
Singapore | — | 3,674,727 | — | 3,674,727 | |||
Spain | — | 6,715,420 | — | 6,715,420 | |||
Sweden | 53,901 | 12,533,952 | — | 12,587,853 | |||
Switzerland | — | 20,954,307 | — | 20,954,307 | |||
United Arab Emirates | — | 13,263 | — | 13,263 | |||
United Kingdom | 288 | 45,424,132 | — | 45,424,420 | |||
United States | 439,238 | 116,396 | — | 555,634 | |||
Preferred Stocks | |||||||
Germany | — | 1,164,354 | — | 1,164,354 | |||
Rights/Warrants | |||||||
Canada | — | 18,534 | — | 18,534 | |||
Italy | — | 482 | — | 482 | |||
Securities Lending Collateral | — | 17,399,363 | — | 17,399,363 | |||
TOTAL | $32,318,062 | $291,114,527 | — | $323,432,589 |
VA Short-Term Fixed Portfolio
CONTINUED
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Bonds | — | $84,299,956 | — | $84,299,956 | |||
Certificates of Deposit | — | 14,502,415 | — | 14,502,415 | |||
U.S. Treasury Obligations | — | 15,504,538 | — | 15,504,538 | |||
Commercial Paper | — | 176,625,512 | — | 176,625,512 | |||
Temporary Cash Investments | $598,786 | — | — | 598,786 | |||
Securities Lending Collateral | — | 1,354,270 | — | 1,354,270 | |||
TOTAL | $598,786 | $292,286,691 | — | $292,885,477 |
VA Global Bond Portfolio
CONTINUED
As of July 31, 2021, VA
Global Bond Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 7,382,583 | AUD | 9,810,650 | Citibank, N.A. | 08/03/21 | $183,036 | ||||
USD | 32,398,498 | AUD | 41,860,434 | State Street Bank and Trust | 08/03/21 | 1,679,212 | ||||
USD | 1,617,110 | NZD | 2,285,851 | Citibank, N.A. | 08/05/21 | 24,564 | ||||
USD | 882,125 | NZD | 1,251,807 | State Street Bank and Trust | 08/05/21 | 9,995 | ||||
USD | 11,422,591 | NOK | 98,739,831 | JP Morgan | 08/09/21 | 246,062 | ||||
EUR | 2,229,579 | USD | 2,891,551 | Citibank, N.A. | 08/17/21 | 15,044 | ||||
USD | 37,875,126 | AUD | 51,236,359 | Citibank, N.A. | 09/15/21 | 267,703 | ||||
Total Appreciation | $2,425,616 | |||||||||
AUD | 51,671,084 | USD | 38,187,483 | Citibank, N.A. | 08/03/21 | $(268,649) | ||||
USD | 3,927,823 | EUR | 2,975,842 | Citibank, N.A. | 08/17/21 | (16,110) | ||||
USD | 783,665 | SGD | 1,066,555 | Citibank, N.A. | 08/20/21 | (3,471) | ||||
USD | 20,799,001 | CAD | 26,158,423 | Citibank, N.A. | 08/30/21 | (167,406) |
VA Global Bond Portfolio
CONTINUED
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
CAD | 1,312,169 | USD | 1,054,678 | Citibank, N.A. | 08/30/21 | $(2,953) | ||||
Total (Depreciation) | $(458,589) | |||||||||
Total Appreciation (Depreciation) | $1,967,027 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Bonds | |||||||
Australia | — | $31,178,976 | — | $31,178,976 | |||
Austria | — | 2,775,024 | — | 2,775,024 | |||
Belgium | — | 507,586 | — | 507,586 | |||
Canada | — | 49,572,336 | — | 49,572,336 | |||
Denmark | — | 2,738,848 | — | 2,738,848 | |||
Finland | — | 2,083,974 | — | 2,083,974 | |||
France | — | 12,366,611 | — | 12,366,611 | |||
Germany | — | 18,361,143 | — | 18,361,143 | |||
Netherlands | — | 8,304,199 | — | 8,304,199 | |||
New Zealand | — | 2,467,607 | — | 2,467,607 | |||
Norway | — | 7,220,761 | — | 7,220,761 | |||
Singapore | — | 1,670,526 | — | 1,670,526 | |||
Supranational Organization Obligations | — | 60,743,011 | — | 60,743,011 | |||
Sweden | — | 199,428 | — | 199,428 | |||
Switzerland | — | 1,313,222 | — | 1,313,222 | |||
United Kingdom | — | 1,036,518 | — | 1,036,518 | |||
United States | — | 17,046,318 | — | 17,046,318 | |||
U.S. Treasury Obligations | — | 173,426,622 | — | 173,426,622 | |||
Securities Lending Collateral | — | 12,891,014 | — | 12,891,014 | |||
Forward Currency Contracts** | — | 1,967,027 | — | 1,967,027 | |||
TOTAL | — | $407,870,751 | — | $407,870,751 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
VIT Inflation-Protected
Securities Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Face Amount± | Value† | ||||
(000) | |||||
U.S. TREASURY OBLIGATIONS — (99.8%) | |||||
Treasury Inflation Protected Security | |||||
0.625%, 01/15/26 | 3,709 | $4,176,462 | |||
0.125%, 07/15/26 | 5,951 | 6,626,350 | |||
0.375%, 01/15/27 | 13,537 | 15,282,739 | |||
2.375%, 01/15/27 | 10,710 | 13,346,743 | |||
0.375%, 07/15/27 | 9,022 | 10,284,224 | |||
0.500%, 01/15/28 | 17,070 | 19,592,294 | |||
1.750%, 01/15/28 | 12,435 | 15,355,228 | |||
3.625%, 04/15/28 | 11,468 | 15,769,223 | |||
0.750%, 07/15/28 | 8,416 | 9,901,644 | |||
0.875%, 01/15/29 | 5,329 | 6,330,933 | |||
2.500%, 01/15/29 | 11,219 | 14,795,847 | |||
3.875%, 04/15/29 | 12,753 | 18,345,789 | |||
0.250%, 07/15/29 | 1,683 | 1,925,380 | |||
0.125%, 01/15/30 | 18,253 | 20,622,577 | |||
0.125%, 07/15/30 | 420 | 476,944 | |||
3.375%, 04/15/32 | 12,463 | 18,883,884 | |||
2.125%, 02/15/40 | 9,276 | 14,215,550 | |||
2.125%, 02/15/41 | 3,625 | 5,620,792 | |||
TOTAL U.S. TREASURY OBLIGATIONS Cost ($191,912,910) | 211,552,603 |
Shares | ||||
TEMPORARY CASH INVESTMENTS — (0.2%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 524,287 | 524,287 | ||
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $192,437,197)^^ | $212,076,890 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
U.S. Treasury Obligations | — | $211,552,603 | — | $211,552,603 | |||
Temporary Cash Investments | $524,287 | — | — | 524,287 | |||
TOTAL | $524,287 | $211,552,603 | — | $212,076,890 |
VA Global Moderate Allocation
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | |||
AFFILIATED INVESTMENT COMPANIES — (100.0%) | ||||
Investment in U.S. Core Equity 2 Portfolio of DFA Investment Dimensions Group Inc. | 1,777,737 | $56,798,696 | ||
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 1,426,699 | 23,212,394 | ||
Investment in VA Global Bond Portfolio of DFA Investment Dimensions Group Inc. | 2,159,917 | 23,175,913 | ||
Investment in DFA Selectively Hedged Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. | 2,352,878 | 23,175,845 | ||
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. | 580,270 | 20,263,027 | ||
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 417,018 | 10,717,363 | ||
Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. | 931,687 | 9,270,282 | ||
Investment in VA Short-Term Fixed Portfolio of DFA Investment Dimensions Group Inc. | 908,851 | 9,270,282 | ||
Investment in VA U.S. Large Value Portfolio of DFA Investment Dimensions Group Inc. | 128,277 | 4,072,788 | ||
Investment in VA International Value Portfolio of DFA Investment Dimensions Group Inc. | 189,578 | 2,576,371 | ||
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc. | 47,866 | 2,273,618 | ||
Investment in DFA International Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc. | 168,962 | 861,709 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $132,512,823) | $185,668,288 |
TEMPORARY CASH INVESTMENTS — (0.0%) | |||
State Street Institutional U.S. Government Money Market Fund, 0.025% (Cost $25,794) | 25,794 | 25,794 | |
TOTAL INVESTMENTS — (100.0%) (Cost $132,538,617)^^ | $185,694,082 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Affiliated Investment Companies | $185,668,288 | — | — | $185,668,288 | |||
Temporary Cash Investments | 25,794 | — | — | 25,794 | |||
TOTAL | $185,694,082 | — | — | $185,694,082 |
U.S. Large Cap Growth
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | ||||
COMMON STOCKS — (99.1%) | |||||
COMMUNICATION SERVICES — (0.9%) | |||||
* | Altice USA, Inc., Class A | 39,600 | $1,216,908 | ||
Cable One, Inc. | 1,261 | 2,380,756 | |||
* | Facebook, Inc., Class A | 22,669 | 8,076,965 | ||
Interpublic Group of Cos., Inc. (The) | 1 | 35 | |||
* | Live Nation Entertainment, Inc. | 453 | 35,737 | ||
* | Netflix, Inc. | 21,102 | 10,921,762 | ||
Verizon Communications, Inc. | 32,446 | 1,809,838 | |||
TOTAL COMMUNICATION SERVICES | 24,442,001 | ||||
CONSUMER DISCRETIONARY — (19.6%) | |||||
* | Amazon.com, Inc. | 42,840 | 142,553,956 | ||
* | Aptiv P.L.C. | 15,624 | 2,606,864 | ||
Best Buy Co., Inc. | 104,098 | 11,695,410 | |||
* | Booking Holdings, Inc. | 5,376 | 11,710,326 | ||
* | Bright Horizons Family Solutions, Inc. | 187 | 27,956 | ||
* | Burlington Stores, Inc. | 28,440 | 9,521,712 | ||
Darden Restaurants, Inc. | 32,128 | 4,686,833 | |||
Dollar General Corp. | 28,329 | 6,590,459 | |||
eBay, Inc. | 276,696 | 18,873,434 | |||
* | Hilton Worldwide Holdings, Inc. | 46,233 | 6,077,328 | ||
Home Depot, Inc. (The) | 322,959 | 105,991,914 | |||
* | Las Vegas Sands Corp. | 5,815 | 246,265 | ||
Leggett & Platt, Inc. | 643 | 30,883 | |||
Lowe's Cos., Inc. | 212,743 | 40,993,449 | |||
* | Lululemon Athletica, Inc. | 16,356 | 6,545,180 | ||
* | Marriott International, Inc., Class A | 76,267 | 11,133,457 | ||
McDonald's Corp. | 15,927 | 3,865,642 | |||
NIKE, Inc., Class B | 210,730 | 35,299,382 | |||
* | NVR, Inc. | 930 | 4,857,018 | ||
* | O'Reilly Automotive, Inc. | 27,325 | 16,499,928 | ||
Pool Corp. | 16,700 | 7,979,594 | |||
Ross Stores, Inc. | 67,051 | 8,226,487 | |||
Service Corp. International | 49,212 | 3,075,258 | |||
Starbucks Corp. | 343,683 | 41,733,427 | |||
Target Corp. | 117,211 | 30,597,932 | |||
TJX Cos., Inc. (The) | 170,558 | 11,736,096 | |||
Tractor Supply Co. | 61,121 | 11,058,622 | |||
Travel & Leisure Co. | 2,115 | 109,557 | |||
* | Ulta Beauty, Inc. | 12,151 | 4,080,306 | ||
VF Corp. | 25,060 | 2,009,812 | |||
Yum! Brands, Inc. | 12,200 | 1,602,958 | |||
TOTAL CONSUMER DISCRETIONARY | 562,017,445 | ||||
CONSUMER STAPLES — (10.0%) | |||||
Altria Group, Inc. | 791,782 | 38,037,207 | |||
Brown-Forman Corp., Class A | 15,971 | 1,068,300 | |||
Brown-Forman Corp., Class B | 95,023 | 6,739,031 | |||
# | Campbell Soup Co. | 80,656 | 3,526,280 | ||
Church & Dwight Co., Inc. | 75,835 | 6,565,794 | |||
Clorox Co. (The) | 71,957 | 13,016,302 | |||
Coca-Cola Co. (The) | 979,791 | 55,877,481 | |||
Costco Wholesale Corp. | 91,101 | 39,147,922 |
U.S. Large Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
CONSUMER STAPLES — (Continued) | |||||
Estee Lauder Cos., Inc. (The), Class A | 29,099 | $9,714,119 | |||
* | Herbalife Nutrition, Ltd. | 68,088 | 3,468,403 | ||
Hershey Co. (The) | 57,200 | 10,231,936 | |||
Kellogg Co. | 89,810 | 5,690,362 | |||
Kimberly-Clark Corp. | 67,976 | 9,225,703 | |||
Lamb Weston Holdings, Inc. | 67,768 | 4,524,869 | |||
* | Monster Beverage Corp. | 44,632 | 4,209,690 | ||
PepsiCo, Inc. | 364,909 | 57,272,468 | |||
Procter & Gamble Co. (The) | 73,327 | 10,429,299 | |||
Sysco Corp. | 124,520 | 9,239,384 | |||
TOTAL CONSUMER STAPLES | 287,984,550 | ||||
ENERGY — (0.2%) | |||||
* | Cheniere Energy, Inc. | 60,161 | 5,109,474 | ||
FINANCIALS — (3.6%) | |||||
American Express Co. | 1,089 | 185,707 | |||
Aon P.L.C., Class A | 60,490 | 15,729,215 | |||
#* | Credit Acceptance Corp. | 1,916 | 928,819 | ||
Erie Indemnity Co., Class A | 6,653 | 1,230,073 | |||
FactSet Research Systems, Inc. | 14,855 | 5,307,394 | |||
LPL Financial Holdings, Inc. | 18,799 | 2,651,411 | |||
MarketAxess Holdings, Inc. | 7,981 | 3,792,332 | |||
Marsh & McLennan Cos., Inc. | 28,098 | 4,136,588 | |||
Moody's Corp. | 40,194 | 15,112,944 | |||
MSCI, Inc., Class A | 40,997 | 24,432,572 | |||
S&P Global, Inc. | 69,555 | 29,819,620 | |||
TOTAL FINANCIALS | 103,326,675 | ||||
HEALTH CARE — (12.3%) | |||||
AbbVie, Inc. | 666,151 | 77,473,361 | |||
* | Align Technology, Inc. | 2,902 | 2,019,212 | ||
Amgen, Inc. | 232,191 | 56,083,414 | |||
* | Avantor, Inc. | 84,596 | 3,179,118 | ||
Cardinal Health, Inc. | 160,621 | 9,537,675 | |||
* | DaVita, Inc. | 24,000 | 2,886,000 | ||
* | Edwards Lifesciences Corp. | 3 | 337 | ||
Eli Lilly and Co. | 241,675 | 58,847,862 | |||
Encompass Health Corp. | 24,102 | 2,006,491 | |||
HCA Healthcare, Inc. | 32,550 | 8,078,910 | |||
* | Hologic, Inc. | 34,266 | 2,571,321 | ||
* | IDEXX Laboratories, Inc. | 51,281 | 34,795,697 | ||
* | IQVIA Holdings, Inc. | 3,700 | 916,490 | ||
Johnson & Johnson | 57,994 | 9,986,567 | |||
Merck & Co., Inc. | 419,958 | 32,282,171 | |||
* | Mettler-Toledo International, Inc. | 14,091 | 20,766,048 | ||
* | Molina Healthcare, Inc. | 12,106 | 3,305,059 | ||
* | Organon & Co. | 41,995 | 1,218,275 | ||
ResMed, Inc. | 10,087 | 2,741,647 | |||
* | Waters Corp. | 13,724 | 5,349,752 | ||
West Pharmaceutical Services, Inc. | 367 | 151,105 | |||
Zoetis, Inc. | 98,882 | 20,043,381 | |||
TOTAL HEALTH CARE | 354,239,893 | ||||
INDUSTRIALS — (13.9%) | |||||
3M Co. | 177,074 | 35,050,028 | |||
Allegion P.L.C. | 37,179 | 5,078,651 | |||
* | Boeing Co. (The) | 82,836 | 18,760,697 |
U.S. Large Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
INDUSTRIALS — (Continued) | |||||
Booz Allen Hamilton Holding Corp., Class A | 52,858 | $4,535,745 | |||
BWX Technologies, Inc. | 7,871 | 452,032 | |||
Caterpillar, Inc. | 51,641 | 10,676,777 | |||
CH Robinson Worldwide, Inc. | 69,067 | 6,158,704 | |||
Cintas Corp. | 23,873 | 9,410,259 | |||
* | Copart, Inc. | 69,303 | 10,187,541 | ||
Deere & Co. | 23,905 | 8,643,809 | |||
Donaldson Co., Inc. | 36,656 | 2,426,261 | |||
Emerson Electric Co. | 15,647 | 1,578,626 | |||
Equifax, Inc. | 3,364 | 876,658 | |||
Expeditors International of Washington, Inc. | 49,897 | 6,399,290 | |||
Fastenal Co. | 238,536 | 13,064,617 | |||
* | Generac Holdings, Inc. | 1,093 | 458,361 | ||
General Dynamics Corp. | 282 | 55,280 | |||
Graco, Inc. | 26,482 | 2,067,715 | |||
HEICO Corp. | 583 | 78,851 | |||
HEICO Corp., Class A | 338 | 40,996 | |||
Honeywell International, Inc. | 110,833 | 25,911,647 | |||
Huntington Ingalls Industries, Inc. | 10,191 | 2,090,480 | |||
* | IAA, Inc. | 35,354 | 2,138,210 | ||
Illinois Tool Works, Inc. | 86,871 | 19,691,050 | |||
JB Hunt Transport Services, Inc. | 56,826 | 9,572,340 | |||
Lennox International, Inc. | 15,817 | 5,210,594 | |||
Lockheed Martin Corp. | 78,508 | 29,179,068 | |||
Masco Corp. | 101,751 | 6,075,552 | |||
Nordson Corp. | 16,965 | 3,836,295 | |||
Northrop Grumman Corp. | 6,726 | 2,441,673 | |||
Old Dominion Freight Line, Inc. | 16,977 | 4,569,360 | |||
Raytheon Technologies Corp. | 6,652 | 578,391 | |||
Robert Half International, Inc. | 34,393 | 3,377,737 | |||
Rockwell Automation, Inc. | 47,384 | 14,566,789 | |||
Rollins, Inc. | 87,155 | 3,340,651 | |||
Toro Co. (The) | 31,222 | 3,551,190 | |||
TransUnion | 14,030 | 1,684,442 | |||
Union Pacific Corp. | 221,561 | 48,468,684 | |||
United Parcel Service, Inc., Class B | 207,151 | 39,640,415 | |||
Verisk Analytics, Inc., Class A | 32,309 | 6,136,771 | |||
Waste Management, Inc. | 122,177 | 18,113,962 | |||
WW Grainger, Inc. | 29,186 | 12,975,512 | |||
TOTAL INDUSTRIALS | 399,151,711 | ||||
INFORMATION TECHNOLOGY — (37.1%) | |||||
Accenture P.L.C., Class A | 157,184 | 49,934,213 | |||
* | Adobe, Inc. | 28,617 | 17,789,186 | ||
* | Advanced Micro Devices, Inc. | 67,265 | 7,142,870 | ||
Amphenol Corp., Class A | 99,555 | 7,216,742 | |||
Apple, Inc. | 1,043,253 | 152,168,883 | |||
Applied Materials, Inc. | 220,549 | 30,861,422 | |||
* | Autodesk, Inc. | 14,602 | 4,689,140 | ||
Automatic Data Processing, Inc. | 103,500 | 21,696,705 | |||
Broadcom, Inc. | 80,930 | 39,283,422 | |||
Broadridge Financial Solutions, Inc. | 47,631 | 8,263,502 | |||
* | Cadence Design Systems, Inc. | 41,799 | 6,171,622 | ||
CDK Global, Inc. | 823 | 39,496 | |||
CDW Corp. | 96,150 | 17,629,102 | |||
Citrix Systems, Inc. | 64,678 | 6,516,309 | |||
* | Fair Isaac Corp. | 9,468 | 4,960,380 | ||
* | Fiserv, Inc. | 1 | 115 | ||
* | FleetCor Technologies, Inc. | 9,920 | 2,561,542 |
U.S. Large Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
INFORMATION TECHNOLOGY — (Continued) | |||||
* | Fortinet, Inc. | 20,493 | $5,579,014 | ||
Global Payments, Inc. | 3,615 | 699,177 | |||
Intuit, Inc. | 30,620 | 16,227,681 | |||
Jack Henry & Associates, Inc. | 4,020 | 699,842 | |||
KLA Corp. | 77,251 | 26,895,708 | |||
Lam Research Corp. | 35,132 | 22,393,488 | |||
Mastercard, Inc., Class A | 294,191 | 113,540,075 | |||
Maxim Integrated Products, Inc. | 92,494 | 9,241,076 | |||
Microchip Technology, Inc. | 47,890 | 6,854,017 | |||
Microsoft Corp. | 551,007 | 156,987,404 | |||
NetApp, Inc. | 116,979 | 9,310,359 | |||
NVIDIA Corp. | 34,449 | 6,717,211 | |||
Oracle Corp. | 745,382 | 64,952,587 | |||
Paychex, Inc. | 157,473 | 17,923,577 | |||
* | Paycom Software, Inc. | 12,464 | 4,985,600 | ||
QUALCOMM, Inc. | 341,207 | 51,112,809 | |||
Seagate Technology Holdings P.L.C | 121,222 | 10,655,414 | |||
Teradyne, Inc. | 7,999 | 1,015,873 | |||
Texas Instruments, Inc. | 231,344 | 44,098,793 | |||
# | Ubiquiti, Inc. | 12,800 | 4,007,680 | ||
# | Visa, Inc., Class A | 390,424 | 96,196,569 | ||
Western Union Co. (The) | 213,701 | 4,960,000 | |||
Xilinx, Inc. | 1,962 | 293,986 | |||
* | Zebra Technologies Corp., Class A | 22,471 | 12,414,778 | ||
TOTAL INFORMATION TECHNOLOGY | 1,064,687,369 | ||||
MATERIALS — (1.5%) | |||||
Avery Dennison Corp. | 56,729 | 11,951,666 | |||
Ball Corp. | 78,809 | 6,374,072 | |||
* | Berry Global Group, Inc. | 1,406 | 90,392 | ||
Celanese Corp., Class A | 4,941 | 769,660 | |||
Crown Holdings, Inc. | 49,974 | 4,985,406 | |||
Ecolab, Inc. | 2,746 | 606,399 | |||
NewMarket Corp. | 484 | 152,900 | |||
Packaging Corp. of America | 573 | 81,079 | |||
PPG Industries, Inc. | 14,830 | 2,425,002 | |||
Sealed Air Corp. | 18,321 | 1,039,717 | |||
Sherwin-Williams Co. (The) | 45,747 | 13,313,749 | |||
Southern Copper Corp. | 15,894 | 1,043,282 | |||
TOTAL MATERIALS | 42,833,324 | ||||
TOTAL COMMON STOCKS Cost ($1,319,977,291) | 2,843,792,442 |
TEMPORARY CASH INVESTMENTS — (0.9%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 25,301,235 | 25,301,235 | ||
SECURITIES LENDING COLLATERAL — (0.0%) | ||||
@§ | The DFA Short Term Investment Fund | 91,197 | 1,055,152 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $1,346,333,676)^^ | $2,870,148,829 |
U.S. Large Cap Growth Portfolio
CONTINUED
As of July 31, 2021, U.S. Large Cap
Growth Portfolio had entered into the following outstanding futures contracts:
Description | Number of Contracts | Expiration Date | Notional Value | Market Value | Unrealized Appreciation (Depreciation) | |||||
Long Position Contracts: | ||||||||||
S&P 500® Emini Index | 90 | 09/17/21 | $19,662,063 | $19,752,750 | $90,687 | |||||
Total Futures Contracts | $19,662,063 | $19,752,750 | $90,687 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Communication Services | $24,442,001 | — | — | $24,442,001 | |||
Consumer Discretionary | 562,017,445 | — | — | 562,017,445 | |||
Consumer Staples | 287,984,550 | — | — | 287,984,550 | |||
Energy | 5,109,474 | — | — | 5,109,474 | |||
Financials | 103,326,675 | — | — | 103,326,675 | |||
Health Care | 354,239,893 | — | — | 354,239,893 | |||
Industrials | 399,151,711 | — | — | 399,151,711 | |||
Information Technology | 1,064,687,369 | — | — | 1,064,687,369 | |||
Materials | 42,833,324 | — | — | 42,833,324 | |||
Temporary Cash Investments | 25,301,235 | — | — | 25,301,235 | |||
Securities Lending Collateral | — | $1,055,152 | — | 1,055,152 | |||
Futures Contracts** | 90,687 | — | — | 90,687 | |||
TOTAL | $2,869,184,364 | $1,055,152 | — | $2,870,239,516 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
U.S. Small Cap Growth
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Face Amount | Value† | ||||
(000) | |||||
BONDS — (0.0%) | |||||
GAMCO Investors, Inc. | |||||
4.000%, 06/15/23 | 2 | $2,400 |
Shares | ||||
COMMON STOCKS — (95.7%) | ||||
COMMUNICATION SERVICES — (2.0%) | ||||
* | AMC Networks, Inc., Class A | 23,172 | 1,159,527 | |
* | Cargurus, Inc. | 99,592 | 2,848,331 | |
Cogent Communications Holdings, Inc. | 4,822 | 374,235 | ||
#* | IDT Corp., Class B | 26,129 | 1,301,224 | |
* | iHeartMedia, Inc., Class A | 4,627 | 119,608 | |
* | IMAX Corp. | 3,806 | 61,429 | |
* | Iridium Communications, Inc. | 83,805 | 3,539,085 | |
* | Liberty Media Corp.-Liberty Braves, Class C | 7,646 | 202,237 | |
# | Loral Space & Communications, Inc. | 2,600 | 92,014 | |
* | QuinStreet, Inc. | 42,083 | 771,802 | |
#* | Sciplay Corp., Class A | 23,391 | 376,361 | |
Shenandoah Telecommunications Co. | 52,935 | 2,794,439 | ||
* | TechTarget, Inc. | 23,173 | 1,693,483 | |
* | Townsquare Media, Inc., Class A | 9,806 | 120,516 | |
* | Travelzoo | 18,151 | 249,213 | |
# | World Wrestling Entertainment, Inc., Class A | 43,296 | 2,137,957 | |
* | Yelp, Inc. | 40,965 | 1,532,091 | |
* | Zedge, Inc., Class B | 9,800 | 150,528 | |
TOTAL COMMUNICATION SERVICES | 19,524,080 | |||
CONSUMER DISCRETIONARY — (18.5%) | ||||
#* | 1-800-Flowers.com, Inc., Class A | 35,935 | 1,096,017 | |
#* | 2U, Inc. | 5,316 | 230,714 | |
Acushnet Holdings Corp. | 65,473 | 3,354,182 | ||
* | American Axle & Manufacturing Holdings, Inc. | 109,400 | 1,060,086 | |
# | American Eagle Outfitters, Inc. | 38,685 | 1,333,472 | |
* | Arko Corp. | 9,007 | 74,758 | |
* | Asbury Automotive Group, Inc. | 20,182 | 4,146,594 | |
* | BJ's Restaurants, Inc. | 2,582 | 104,778 | |
#* | Bloomin' Brands, Inc. | 102,986 | 2,588,038 | |
* | Boot Barn Holdings, Inc. | 23,023 | 1,989,648 | |
Brunswick Corp. | 3,774 | 394,006 | ||
Buckle, Inc. (The) | 29,485 | 1,240,729 | ||
* | Build-A-Bear Workshop, Inc. | 966 | 14,683 | |
* | Callaway Golf Co. | 5,101 | 161,600 | |
# | Camping World Holdings, Inc., Class A | 33,349 | 1,312,617 | |
Carter's, Inc. | 40,436 | 3,952,215 | ||
* | Cavco Industries, Inc. | 9,150 | 2,150,250 | |
* | Children's Place, Inc. (The) | 8,753 | 738,140 | |
Choice Hotels International, Inc. | 8,420 | 1,009,558 | ||
Columbia Sportswear Co. | 10,109 | 1,007,059 | ||
# | Cracker Barrel Old Country Store, Inc. | 19,396 | 2,641,347 | |
* | Crocs, Inc. | 61,950 | 8,413,429 | |
* | Denny's Corp. | 885 | 12,452 | |
# | Dick's Sporting Goods, Inc. | 2,100 | 218,694 | |
* | Dine Brands Global, Inc. | 5,462 | 423,141 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
CONSUMER DISCRETIONARY — (Continued) | |||||
* | Dorman Products, Inc. | 27,206 | $2,751,887 | ||
* | Everi Holdings, Inc. | 27,277 | 618,915 | ||
* | Fox Factory Holding Corp. | 34,239 | 5,530,968 | ||
* | frontdoor, Inc. | 10,518 | 514,751 | ||
* | Gentherm, Inc. | 31,750 | 2,633,027 | ||
* | Grand Canyon Education, Inc. | 19,650 | 1,815,070 | ||
Guess?, Inc. | 9,123 | 203,625 | |||
H&R Block, Inc. | 147,581 | 3,623,114 | |||
# | Hamilton Beach Brands Holding Co., Class A | 9,957 | 186,096 | ||
# | Hanesbrands, Inc. | 299,999 | 5,477,982 | ||
Harley-Davidson, Inc. | 61,028 | 2,417,929 | |||
#* | Helen of Troy, Ltd. | 20,065 | 4,482,320 | ||
# | Hibbett, Inc. | 10,752 | 953,272 | ||
* | Hilton Grand Vacations, Inc. | 2,112 | 85,895 | ||
Installed Building Products, Inc. | 34,225 | 4,107,000 | |||
* | iRobot Corp. | 19,964 | 1,746,850 | ||
Jack in the Box, Inc. | 4,336 | 472,017 | |||
Johnson Outdoors, Inc., Class A | 6,950 | 822,671 | |||
#* | Just Eat Takeaway.com NV, Sponsored ADR | 14,731 | 259,413 | ||
# | Kontoor Brands, Inc. | 45,615 | 2,526,159 | ||
* | Lands' End, Inc. | 1,930 | 73,977 | ||
LCI Industries | 22,518 | 3,283,575 | |||
Leggett & Platt, Inc. | 73,693 | 3,539,475 | |||
#* | LGI Homes, Inc. | 20,904 | 3,572,494 | ||
#* | Lindblad Expeditions Holdings, Inc. | 13,158 | 180,133 | ||
* | Liquidity Services, Inc. | 15,500 | 307,520 | ||
* | Lovesac Co. (The) | 4,186 | 254,090 | ||
* | Lumber Liquidators Holdings, Inc. | 2,445 | 46,651 | ||
* | Malibu Boats, Inc., Class A | 23,497 | 1,965,759 | ||
Marine Products Corp. | 24,429 | 399,658 | |||
* | MasterCraft Boat Holdings, Inc. | 11,708 | 312,135 | ||
#* | Mattel, Inc. | 273,861 | 5,948,261 | ||
Murphy USA, Inc. | 31,431 | 4,636,387 | |||
Nathan's Famous, Inc. | 430 | 27,628 | |||
#* | National Vision Holdings, Inc. | 56,964 | 3,074,917 | ||
* | Noodles & Co. | 42,270 | 504,704 | ||
* | Nordstrom, Inc. | 38,536 | 1,275,542 | ||
#* | Ollie's Bargain Outlet Holdings, Inc. | 49,330 | 4,592,623 | ||
Oxford Industries, Inc. | 900 | 78,237 | |||
Papa John's International, Inc. | 6,657 | 759,697 | |||
Patrick Industries, Inc. | 23,673 | 1,956,100 | |||
# | PetMed Express, Inc. | 8,975 | 281,725 | ||
#* | Purple Innovation, Inc. | 17,227 | 453,759 | ||
* | Quotient Technology, Inc. | 58,688 | 637,352 | ||
RCI Hospitality Holdings, Inc. | 1,500 | 94,140 | |||
* | Red Rock Resorts, Inc., Class A | 58,438 | 2,302,457 | ||
Rent-A-Center, Inc. | 56,111 | 3,210,671 | |||
* | Revolve Group, Inc. | 27,979 | 1,947,618 | ||
* | Ruth's Hospitality Group, Inc. | 22,555 | 450,423 | ||
* | Sally Beauty Holdings, Inc. | 95,898 | 1,814,390 | ||
* | SeaWorld Entertainment, Inc. | 98,170 | 4,654,240 | ||
* | Shake Shack, Inc., Class A | 8,296 | 834,080 | ||
Shutterstock, Inc. | 36,425 | 3,951,748 | |||
Signet Jewelers, Ltd. | 3,845 | 247,387 | |||
* | Skyline Champion Corp. | 46,431 | 2,618,708 | ||
* | Sleep Number Corp. | 9,587 | 951,126 | ||
Smith & Wesson Brands, Inc. | 42,548 | 997,751 | |||
* | Sonos, Inc. | 61,686 | 2,059,079 | ||
* | Sportsman's Warehouse Holdings, Inc. | 18,874 | 333,504 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
CONSUMER DISCRETIONARY — (Continued) | |||||
* | Stamps.com, Inc. | 9,605 | $3,138,530 | ||
Steven Madden, Ltd. | 68,655 | 3,009,149 | |||
* | Stoneridge, Inc. | 27,260 | 789,177 | ||
Tempur Sealy International, Inc. | 163,817 | 7,088,362 | |||
* | Tenneco, Inc., Class A | 13,600 | 236,776 | ||
Texas Roadhouse, Inc. | 42,483 | 3,915,658 | |||
* | TopBuild Corp. | 25,492 | 5,166,973 | ||
* | Vista Outdoor, Inc. | 50,609 | 2,044,098 | ||
* | Visteon Corp. | 28,214 | 3,217,807 | ||
Wendy's Co. (The) | 196,248 | 4,554,916 | |||
Winmark Corp. | 1,241 | 261,628 | |||
Wolverine World Wide, Inc. | 27,234 | 913,428 | |||
* | XPEL, Inc. | 374 | 34,632 | ||
#* | YETI Holdings, Inc. | 28,852 | 2,779,313 | ||
TOTAL CONSUMER DISCRETIONARY | 182,677,336 | ||||
CONSUMER STAPLES — (5.3%) | |||||
#* | Bioceres Crop Solutions Corp. | 1,438 | 20,103 | ||
#* | BJ's Wholesale Club Holdings, Inc. | 111,004 | 5,621,243 | ||
Calavo Growers, Inc. | 16,140 | 909,328 | |||
Coca-Cola Consolidated, Inc. | 7,412 | 2,958,500 | |||
* | elf Beauty, Inc. | 63,594 | 1,755,830 | ||
# | Energizer Holdings, Inc. | 57,072 | 2,445,535 | ||
Flowers Foods, Inc. | 146,281 | 3,446,380 | |||
#* | Grocery Outlet Holding Corp. | 9,863 | 326,663 | ||
Inter Parfums, Inc. | 33,118 | 2,545,781 | |||
J&J Snack Foods Corp. | 20,671 | 3,397,899 | |||
John B. Sanfilippo & Son, Inc. | 10,893 | 1,006,077 | |||
Lancaster Colony Corp. | 25,923 | 5,129,384 | |||
* | Lifevantage Corp. | 14,139 | 114,809 | ||
Medifast, Inc. | 13,890 | 3,965,734 | |||
# | MGP Ingredients, Inc. | 5,876 | 350,503 | ||
# | National Beverage Corp. | 60,943 | 2,765,593 | ||
Nu Skin Enterprises, Inc., Class A | 47,382 | 2,543,940 | |||
PriceSmart, Inc. | 31,689 | 2,843,771 | |||
* | Sprouts Farmers Market, Inc. | 117,824 | 2,896,114 | ||
# | Tootsie Roll Industries, Inc. | 24,060 | 827,423 | ||
Turning Point Brands, Inc. | 17,739 | 940,522 | |||
United-Guardian, Inc. | 2,424 | 37,160 | |||
* | USANA Health Sciences, Inc. | 24,179 | 2,303,533 | ||
# | Vector Group, Ltd. | 16,626 | 222,123 | ||
# | WD-40 Co. | 12,889 | 3,131,898 | ||
TOTAL CONSUMER STAPLES | 52,505,846 | ||||
ENERGY — (0.9%) | |||||
Cactus, Inc., Class A | 30,001 | 1,081,236 | |||
* | ChampionX Corp. | 6,604 | 153,477 | ||
#* | Clean Energy Fuels Corp. | 11,739 | 88,160 | ||
Core Laboratories NV | 24,250 | 808,980 | |||
* | Denbury, Inc. | 551 | 36,206 | ||
* | DMC Global, Inc. | 16,300 | 713,451 | ||
#* | Goodrich Petroleum Corp. | 900 | 14,418 | ||
* | Kosmos Energy, Ltd. | 356,201 | 822,824 | ||
#* | Magnolia Oil & Gas Corp., Class A | 119,561 | 1,673,854 | ||
#* | Southwestern Energy Co. | 638,498 | 3,007,326 | ||
* | TETRA Technologies, Inc. | 16,585 | 51,248 | ||
TOTAL ENERGY | 8,451,180 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
FINANCIALS — (6.3%) | |||||
A-Mark Precious Metals, Inc. | 9,069 | $461,975 | |||
AMERISAFE, Inc. | 3,470 | 198,484 | |||
Artisan Partners Asset Management, Inc., Class A | 59,245 | 2,849,092 | |||
* | Atlanticus Holdings Corp. | 2,900 | 126,092 | ||
# | B. Riley Financial, Inc. | 7,287 | 492,310 | ||
BGC Partners, Inc., Class A | 343,652 | 1,838,538 | |||
BrightSphere Investment Group, Inc. | 99,097 | 2,476,434 | |||
Cohen & Steers, Inc. | 46,963 | 3,907,791 | |||
Crawford & Co., Class B | 6,102 | 63,156 | |||
# | Curo Group Holdings Corp. | 47,813 | 754,011 | ||
Diamond Hill Investment Group, Inc. | 1,983 | 341,572 | |||
* | Donnelley Financial Solutions, Inc. | 31,815 | 1,024,761 | ||
Evercore, Inc., Class A | 38,815 | 5,131,343 | |||
First Financial Bankshares, Inc. | 87,114 | 4,254,648 | |||
# | GAMCO Investors, Inc., Class A | 3,440 | 92,674 | ||
Greenhill & Co., Inc. | 19,741 | 316,251 | |||
Hamilton Lane, Inc., Class A | 27,376 | 2,545,968 | |||
# | HCI Group, Inc. | 4,149 | 416,891 | ||
Houlihan Lokey, Inc. | 36,651 | 3,265,604 | |||
Kinsale Capital Group, Inc. | 15,683 | 2,801,689 | |||
Lazard, Ltd., Class A | 98,759 | 4,661,425 | |||
* | LendingTree, Inc. | 2,915 | 569,066 | ||
Live Oak Bancshares, Inc. | 28,674 | 1,725,888 | |||
* | Maiden Holdings, Ltd. | 6,632 | 22,416 | ||
Moelis & Co., Class A | 58,618 | 3,473,116 | |||
* | Palomar Holdings, Inc. | 16,341 | 1,330,648 | ||
PJT Partners, Inc., Class A | 23,836 | 1,863,260 | |||
Primerica, Inc. | 26,854 | 3,926,592 | |||
PROG Holdings, Inc. | 18,462 | 808,082 | |||
Pzena Investment Management, Inc., Class A | 21,669 | 248,110 | |||
RLI Corp. | 37,498 | 4,064,033 | |||
#* | Selectquote, Inc. | 6,915 | 123,087 | ||
ServisFirst Bancshares, Inc. | 41,110 | 2,922,099 | |||
Silvercrest Asset Management Group, Inc., Class A | 5,400 | 86,184 | |||
Stock Yards Bancorp, Inc. | 5,904 | 281,266 | |||
TFS Financial Corp. | 21,756 | 423,807 | |||
Virtu Financial, Inc., Class A | 85,624 | 2,203,962 | |||
#* | World Acceptance Corp. | 700 | 132,699 | ||
TOTAL FINANCIALS | 62,225,024 | ||||
HEALTH CARE — (10.8%) | |||||
#* | Accuray, Inc. | 125,244 | 513,500 | ||
* | Addus HomeCare Corp. | 5,034 | 436,901 | ||
* | Alkermes P.L.C. | 24,649 | 637,670 | ||
* | AMN Healthcare Services, Inc. | 47,108 | 4,737,180 | ||
* | Amneal Pharmaceuticals, Inc. | 106,970 | 527,362 | ||
#* | Antares Pharma, Inc. | 49,877 | 219,459 | ||
#* | Apollo Medical Holdings, Inc. | 13,595 | 1,201,390 | ||
* | AtriCure, Inc. | 17,862 | 1,508,625 | ||
Atrion Corp. | 1,722 | 1,083,035 | |||
#* | Avid Bioservices, Inc. | 36,482 | 935,763 | ||
* | BioDelivery Sciences International, Inc. | 25,819 | 97,079 | ||
#* | BioLife Solutions, Inc. | 1,931 | 90,564 | ||
* | Blueprint Medicines Corp. | 3,522 | 309,478 | ||
* | Cardiovascular Systems, Inc. | 20,413 | 822,440 | ||
* | Catalyst Pharmaceuticals, Inc. | 11,325 | 66,138 | ||
* | Collegium Pharmaceutical, Inc. | 31,506 | 784,184 | ||
# | CONMED Corp. | 26,539 | 3,660,790 | ||
# | Contra Pfenex, Inc. | 5,408 | 4,056 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
HEALTH CARE — (Continued) | |||||
* | Corcept Therapeutics, Inc. | 129,195 | $2,683,380 | ||
* | CorVel Corp. | 20,184 | 2,842,311 | ||
* | Cross Country Healthcare, Inc. | 1,200 | 19,704 | ||
* | CryoLife, Inc. | 36,164 | 976,428 | ||
* | Eagle Pharmaceuticals, Inc. | 679 | 31,573 | ||
Ensign Group, Inc. (The) | 44,747 | 3,806,627 | |||
* | Glaukos Corp. | 1,457 | 74,307 | ||
* | Globus Medical, Inc., Class A | 7,793 | 648,144 | ||
* | Haemonetics Corp. | 30,008 | 1,824,186 | ||
#* | Halozyme Therapeutics, Inc. | 48,581 | 2,007,853 | ||
* | Hanger, Inc. | 36,809 | 903,293 | ||
* | Heska Corp. | 4,162 | 1,001,793 | ||
* | ICU Medical, Inc. | 8,358 | 1,699,098 | ||
* | InfuSystem Holdings, Inc. | 16,333 | 298,077 | ||
* | Inogen, Inc. | 8,502 | 678,205 | ||
* | Inovalon Holdings, Inc., Class A | 28,859 | 1,093,179 | ||
* | Integra LifeSciences Holdings Corp. | 41,383 | 2,995,715 | ||
* | iRadimed Corp. | 1,300 | 43,758 | ||
#* | Ironwood Pharmaceuticals, Inc. | 159,300 | 2,113,911 | ||
#* | Joint Corp. (The) | 16,468 | 1,300,807 | ||
#* | Krystal Biotech, Inc. | 8,750 | 511,350 | ||
# | LeMaitre Vascular, Inc. | 21,356 | 1,163,048 | ||
* | LHC Group, Inc. | 15,151 | 3,260,192 | ||
* | MEDNAX, Inc. | 4,496 | 130,924 | ||
* | Medpace Holdings, Inc. | 35,599 | 6,263,288 | ||
* | Meridian Bioscience, Inc. | 5,950 | 121,975 | ||
* | Merit Medical Systems, Inc. | 50,841 | 3,563,446 | ||
# | Mesa Laboratories, Inc. | 1,792 | 527,762 | ||
* | ModivCare, Inc. | 13,661 | 2,322,370 | ||
* | Morphic Holding, Inc. | 567 | 32,671 | ||
National Research Corp. | 22,293 | 1,176,625 | |||
* | Neogen Corp. | 39,284 | 1,711,211 | ||
* | NuVasive, Inc. | 49,675 | 3,176,716 | ||
* | Omnicell, Inc. | 23,296 | 3,412,864 | ||
* | Option Care Health, Inc. | 36,531 | 756,922 | ||
* | OrthoPediatrics Corp. | 4,420 | 277,753 | ||
Owens & Minor, Inc. | 76,867 | 3,555,099 | |||
#* | Pacira BioSciences, Inc. | 15,183 | 895,038 | ||
Patterson Cos., Inc. | 95,709 | 2,979,421 | |||
* | Pennant Group, Inc. (The) | 24,209 | 828,432 | ||
#* | Personalis, Inc. | 7,761 | 162,903 | ||
#* | PetIQ, Inc. | 20,447 | 723,006 | ||
Phibro Animal Health Corp., Class A | 16,332 | 386,578 | |||
#* | Quidel Corp. | 1,278 | 180,799 | ||
* | R1 RCM, Inc. | 112,805 | 2,415,155 | ||
* | RadNet, Inc. | 59,070 | 2,170,232 | ||
Select Medical Holdings Corp. | 123,351 | 4,866,197 | |||
#* | Sharps Compliance Corp. | 15,600 | 155,688 | ||
#* | SIGA Technologies, Inc. | 36,566 | 232,925 | ||
STERIS P.L.C. | 749 | 163,245 | |||
#* | Surgery Partners, Inc. | 65,717 | 3,585,519 | ||
* | Surmodics, Inc. | 14,300 | 788,073 | ||
* | Tenet Healthcare Corp. | 64,607 | 4,641,367 | ||
* | Tivity Health, Inc. | 48,626 | 1,219,540 | ||
# | US Physical Therapy, Inc. | 13,774 | 1,627,536 | ||
Utah Medical Products, Inc. | 3,464 | 309,682 | |||
* | Vocera Communications, Inc. | 2,384 | 100,033 | ||
#* | Xencor, Inc. | 43,349 | 1,334,282 | ||
TOTAL HEALTH CARE | 106,407,830 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
INDUSTRIALS — (23.4%) | |||||
# | AAON, Inc. | 51,840 | $3,221,856 | ||
Advanced Drainage Systems, Inc. | 29,500 | 3,601,655 | |||
Aerojet Rocketdyne Holdings, Inc. | 76,717 | 3,619,508 | |||
* | AeroVironment, Inc. | 21,865 | 2,210,551 | ||
Alamo Group, Inc. | 10,014 | 1,469,755 | |||
Albany International Corp., Class A | 30,448 | 2,629,185 | |||
* | Allegiant Travel Co. | 9,075 | 1,725,339 | ||
Allied Motion Technologies, Inc. | 14,443 | 475,319 | |||
Allison Transmission Holdings, Inc. | 84,586 | 3,375,827 | |||
* | Ameresco, Inc., Class A | 15,510 | 1,062,900 | ||
Applied Industrial Technologies, Inc. | 29,231 | 2,622,021 | |||
Armstrong World Industries, Inc. | 45,300 | 4,900,554 | |||
* | ASGN, Inc. | 31,405 | 3,175,988 | ||
* | Atkore, Inc. | 57,427 | 4,313,342 | ||
* | Avis Budget Group, Inc. | 47,666 | 3,945,315 | ||
Barrett Business Services, Inc. | 5,791 | 423,959 | |||
* | BlueLinx Holdings, Inc. | 2,189 | 94,039 | ||
Brady Corp., Class A | 35,040 | 1,915,987 | |||
Brink's Co. (The) | 48,938 | 3,766,268 | |||
BWX Technologies, Inc. | 51,155 | 2,937,832 | |||
* | Casella Waste Systems, Inc., Class A | 49,128 | 3,379,024 | ||
* | Cimpress P.L.C. | 16,798 | 1,717,595 | ||
* | CIRCOR International, Inc. | 2,100 | 64,764 | ||
* | Clean Harbors, Inc. | 47,902 | 4,550,690 | ||
Comfort Systems USA, Inc. | 35,901 | 2,683,600 | |||
#* | Construction Partners, Inc., Class A | 36,054 | 1,210,693 | ||
* | Cornerstone Building Brands, Inc. | 32,513 | 546,869 | ||
Covanta Holding Corp. | 133,109 | 2,675,491 | |||
Crane Co. | 21,544 | 2,094,723 | |||
CSW Industrials, Inc. | 13,944 | 1,649,436 | |||
Curtiss-Wright Corp. | 12,056 | 1,426,225 | |||
* | Daseke, Inc. | 46,319 | 320,064 | ||
Deluxe Corp. | 32,324 | 1,419,024 | |||
Douglas Dynamics, Inc. | 18,922 | 754,988 | |||
EMCOR Group, Inc. | 1,185 | 144,345 | |||
#* | Energy Recovery, Inc. | 35,040 | 741,096 | ||
Enerpac Tool Group Corp. | 44,502 | 1,142,366 | |||
* | Evoqua Water Technologies Corp. | 116,876 | 3,858,077 | ||
Exponent, Inc. | 49,829 | 5,336,188 | |||
Federal Signal Corp. | 61,934 | 2,453,206 | |||
Flowserve Corp. | 19,487 | 820,208 | |||
* | Forrester Research, Inc. | 19,419 | 909,780 | ||
Forward Air Corp. | 25,727 | 2,275,296 | |||
* | Franklin Covey Co. | 13,754 | 503,259 | ||
Franklin Electric Co., Inc. | 36,379 | 2,974,347 | |||
* | FTI Consulting, Inc. | 22,599 | 3,292,674 | ||
* | Gibraltar Industries, Inc. | 24,502 | 1,829,809 | ||
Global Industrial Co. | 39,361 | 1,555,547 | |||
Gorman-Rupp Co. (The) | 24,596 | 877,831 | |||
H&E Equipment Services, Inc. | 36,573 | 1,244,579 | |||
# | Healthcare Services Group, Inc. | 55,780 | 1,455,858 | ||
Helios Technologies, Inc. | 26,254 | 2,122,636 | |||
* | Herc Holdings, Inc. | 26,530 | 3,290,781 | ||
Herman Miller, Inc. | 33,532 | 1,446,906 | |||
HNI Corp. | 31,422 | 1,172,041 | |||
* | IES Holdings, Inc. | 16,476 | 896,459 | ||
Insperity, Inc. | 31,496 | 3,119,679 | |||
ITT, Inc. | 22,591 | 2,211,885 | |||
John Bean Technologies Corp. | 28,533 | 4,182,367 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
INDUSTRIALS — (Continued) | |||||
Kadant, Inc. | 10,042 | $1,808,865 | |||
Kforce, Inc. | 29,276 | 1,827,701 | |||
* | Kratos Defense & Security Solutions, Inc. | 94,421 | 2,568,251 | ||
Landstar System, Inc. | 33,066 | 5,191,362 | |||
* | Lawson Products, Inc. | 7,797 | 409,265 | ||
Lincoln Electric Holdings, Inc. | 8,375 | 1,167,726 | |||
Lindsay Corp. | 10,174 | 1,634,860 | |||
* | Masonite International Corp. | 23,518 | 2,661,297 | ||
* | Mastech Digital, Inc. | 600 | 10,518 | ||
Matson, Inc. | 21,885 | 1,468,921 | |||
McGrath RentCorp | 21,606 | 1,694,343 | |||
* | Meritor, Inc. | 85,334 | 2,076,176 | ||
# | MSA Safety, Inc. | 30,855 | 5,075,030 | ||
MSC Industrial Direct Co., Inc., Class A | 36,064 | 3,215,827 | |||
Mueller Industries, Inc. | 51,576 | 2,238,398 | |||
Mueller Water Products, Inc., Class A | 162,317 | 2,405,538 | |||
* | MYR Group, Inc. | 8,646 | 826,817 | ||
# | Omega Flex, Inc. | 9,245 | 1,449,801 | ||
# | Pitney Bowes, Inc. | 175,700 | 1,405,600 | ||
* | Proto Labs, Inc. | 5,178 | 404,868 | ||
Raven Industries, Inc. | 34,737 | 2,023,430 | |||
* | RBC Bearings, Inc. | 17,893 | 4,204,855 | ||
Rexnord Corp. | 96,553 | 5,438,830 | |||
* | Saia, Inc. | 25,005 | 5,651,130 | ||
# | Science Applications International Corp. | 32,801 | 2,863,527 | ||
Shyft Group, Inc. (The) | 35,536 | 1,401,540 | |||
Simpson Manufacturing Co., Inc. | 38,477 | 4,327,893 | |||
#* | SiteOne Landscape Supply, Inc. | 28,478 | 4,977,385 | ||
* | SPX Corp. | 48,787 | 3,252,141 | ||
# | Tecnoglass, Inc. | 27,385 | 528,257 | ||
* | Teledyne Technologies, Inc. | 364 | 164,808 | ||
Tennant Co. | 19,046 | 1,506,920 | |||
Terex Corp. | 7,040 | 337,357 | |||
Tetra Tech, Inc. | 52,146 | 6,962,534 | |||
* | TPI Composites, Inc. | 33,792 | 1,322,619 | ||
* | Transcat, Inc. | 7,644 | 488,069 | ||
* | TriNet Group, Inc. | 58,213 | 4,830,515 | ||
UFP Industries, Inc. | 11,154 | 828,296 | |||
#* | US Ecology, Inc. | 20,018 | 700,630 | ||
Valmont Industries, Inc. | 15,121 | 3,582,921 | |||
* | Vicor Corp. | 18,479 | 2,136,357 | ||
Watts Water Technologies, Inc., Class A | 19,595 | 2,954,142 | |||
* | Welbilt, Inc. | 131,700 | 3,093,633 | ||
Woodward, Inc. | 14,396 | 1,749,978 | |||
TOTAL INDUSTRIALS | 230,706,537 | ||||
INFORMATION TECHNOLOGY — (20.8%) | |||||
* | A10 Networks, Inc. | 77,498 | 989,649 | ||
* | ACI Worldwide, Inc. | 98,320 | 3,372,376 | ||
#* | ACM Research, Inc., Class A | 5,868 | 544,902 | ||
Advanced Energy Industries, Inc. | 36,197 | 3,755,439 | |||
* | Airgain, Inc. | 932 | 17,009 | ||
* | Alarm.com Holdings, Inc. | 28,098 | 2,338,316 | ||
# | Alliance Data Systems Corp. | 5,450 | 508,213 | ||
* | Ambarella, Inc. | 13,069 | 1,287,166 | ||
American Software, Inc., Class A | 28,472 | 626,384 | |||
#* | Appfolio, Inc., Class A | 7,497 | 1,061,575 | ||
#* | Avaya Holdings Corp. | 79,051 | 1,914,615 | ||
* | Aviat Networks, Inc. | 1,922 | 71,652 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
INFORMATION TECHNOLOGY — (Continued) | |||||
Badger Meter, Inc. | 35,327 | $3,569,087 | |||
#* | Blackbaud, Inc. | 47,974 | 3,421,985 | ||
* | Bottomline Technologies De, Inc. | 12,332 | 497,720 | ||
* | Box, Inc., Class A | 122,067 | 2,919,843 | ||
#* | Bridgeline Digital, Inc. | 3,500 | 22,400 | ||
Brooks Automation, Inc. | 49,248 | 4,383,565 | |||
* | CalAmp Corp. | 8,798 | 106,720 | ||
* | Calix, Inc. | 40,616 | 1,900,017 | ||
* | Cambium Networks Corp. | 10,267 | 452,261 | ||
* | Casa Systems, Inc. | 68,479 | 514,277 | ||
CDK Global, Inc. | 39,476 | 1,894,453 | |||
#* | Cerence, Inc. | 15,384 | 1,653,934 | ||
* | CEVA, Inc. | 20,089 | 997,218 | ||
* | ChannelAdvisor Corp. | 11,150 | 259,684 | ||
* | Cirrus Logic, Inc. | 43,913 | 3,626,775 | ||
#* | Clearfield, Inc. | 11,771 | 512,274 | ||
CMC Materials, Inc. | 16,691 | 2,414,186 | |||
* | Cognyte Software, Ltd. | 37,147 | 964,708 | ||
* | Coherent, Inc. | 17,077 | 4,199,917 | ||
* | CommScope Holding Co., Inc. | 200,081 | 4,233,714 | ||
* | CommVault Systems, Inc. | 32,651 | 2,468,089 | ||
* | Cornerstone OnDemand, Inc. | 10,177 | 487,885 | ||
CSG Systems International, Inc. | 35,046 | 1,589,687 | |||
* | CyberOptics Corp. | 6,098 | 285,691 | ||
#* | Digital Turbine, Inc. | 81,301 | 5,117,898 | ||
* | Diodes, Inc. | 40,828 | 3,347,896 | ||
* | DZS, Inc. | 2,011 | 39,717 | ||
* | eGain Corp. | 36,067 | 420,902 | ||
* | EMCORE Corp. | 6,932 | 60,586 | ||
* | Envestnet, Inc. | 21,008 | 1,580,432 | ||
EVERTEC, Inc. | 75,014 | 3,278,112 | |||
* | ExlService Holdings, Inc. | 32,295 | 3,656,440 | ||
* | Extreme Networks, Inc. | 49,645 | 546,591 | ||
* | Fabrinet | 38,187 | 3,609,435 | ||
* | FARO Technologies, Inc. | 16,907 | 1,232,351 | ||
* | FormFactor, Inc. | 76,625 | 2,855,048 | ||
#* | Genasys, Inc. | 4,539 | 25,418 | ||
Hackett Group, Inc. (The) | 32,838 | 588,457 | |||
#* | Harmonic, Inc. | 98,571 | 872,353 | ||
* | I3 Verticals, Inc., Class A | 7,799 | 248,944 | ||
* | Ichor Holdings, Ltd. | 26,320 | 1,357,322 | ||
#* | Identiv, Inc. | 953 | 15,515 | ||
* | IEC Electronics Corp. | 6,333 | 69,663 | ||
* | Immersion Corp. | 2,929 | 22,143 | ||
* | Innodata, Inc. | 22,190 | 151,780 | ||
InterDigital, Inc. | 301 | 19,833 | |||
* | International Money Express, Inc. | 3,996 | 64,695 | ||
#* | Iteris, Inc. | 6,312 | 39,324 | ||
* | Itron, Inc. | 32,668 | 3,221,718 | ||
#* | J2 Global, Inc. | 42,059 | 5,941,675 | ||
Jabil, Inc. | 53,893 | 3,208,789 | |||
Kulicke & Soffa Industries, Inc. | 38,117 | 2,072,040 | |||
* | Lattice Semiconductor Corp. | 126,572 | 7,182,961 | ||
Littelfuse, Inc. | 11,347 | 3,018,189 | |||
#* | Lumentum Holdings, Inc. | 10,918 | 917,003 | ||
#* | Luna Innovations, Inc. | 29,586 | 364,795 | ||
* | MACOM Technology Solutions Holdings, Inc. | 50,545 | 3,119,637 | ||
Maximus, Inc. | 39,391 | 3,505,799 | |||
* | MaxLinear, Inc. | 49,236 | 2,374,652 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
INFORMATION TECHNOLOGY — (Continued) | |||||
#* | MicroStrategy, Inc., Class A | 4,583 | $2,869,004 | ||
* | Mimecast, Ltd. | 51,066 | 2,836,716 | ||
#* | Mitek Systems, Inc. | 39,214 | 867,022 | ||
#* | Napco Security Technologies, Inc. | 22,208 | 785,053 | ||
National Instruments Corp. | 50,890 | 2,244,758 | |||
#* | NCR Corp. | 123,381 | 5,478,116 | ||
#* | nLight, Inc. | 17,564 | 609,295 | ||
* | Novanta, Inc. | 34,180 | 4,799,214 | ||
NVE Corp. | 3,945 | 296,151 | |||
* | OneSpan, Inc. | 38,104 | 940,026 | ||
* | OSI Systems, Inc. | 18,589 | 1,859,829 | ||
#* | PDF Solutions, Inc. | 22,313 | 417,476 | ||
* | Perficient, Inc. | 32,190 | 3,035,195 | ||
* | PFSweb, Inc. | 29,900 | 351,624 | ||
Power Integrations, Inc. | 50,898 | 4,936,597 | |||
# | Progress Software Corp. | 48,759 | 2,222,923 | ||
QAD, Inc., Class A | 13,113 | 1,137,553 | |||
* | Qualys, Inc. | 38,512 | 3,911,279 | ||
* | Rogers Corp. | 6,609 | 1,259,675 | ||
#* | Sabre Corp. | 9,919 | 116,945 | ||
#* | Sailpoint Technologies Holdings, Inc. | 17,574 | 878,524 | ||
Sapiens International Corp. NV | 30,960 | 780,502 | |||
* | Semtech Corp. | 16,286 | 1,008,266 | ||
#* | ShotSpotter, Inc. | 8,640 | 394,848 | ||
* | Silicon Laboratories, Inc. | 18,511 | 2,757,954 | ||
* | SMART Global Holdings, Inc. | 22,580 | 1,057,647 | ||
* | SPS Commerce, Inc. | 13,135 | 1,431,058 | ||
# | Switch, Inc., Class A | 109,577 | 2,263,861 | ||
#* | Synaptics, Inc. | 32,101 | 4,876,784 | ||
* | Teradata Corp. | 103,961 | 5,162,703 | ||
TTEC Holdings, Inc. | 45,852 | 4,791,534 | |||
#* | Tucows, Inc., Class A | 852 | 66,252 | ||
#* | Turtle Beach Corp. | 10,413 | 321,762 | ||
* | Ultra Clean Holdings, Inc. | 43,121 | 2,328,965 | ||
* | Upland Software, Inc. | 9,229 | 332,244 | ||
#* | Verint Systems, Inc. | 16,868 | 719,758 | ||
#* | Verra Mobility Corp. | 161,926 | 2,479,087 | ||
* | Viavi Solutions, Inc. | 211,010 | 3,521,757 | ||
* | Vonage Holdings Corp. | 207,881 | 2,964,383 | ||
Vontier Corp. | 53,032 | 1,715,585 | |||
* | Zix Corp. | 58,035 | 430,039 | ||
TOTAL INFORMATION TECHNOLOGY | 205,269,463 | ||||
MATERIALS — (6.5%) | |||||
* | Allegheny Technologies, Inc. | 39,858 | 818,285 | ||
* | Axalta Coating Systems, Ltd. | 119,987 | 3,611,609 | ||
Balchem Corp. | 22,533 | 3,039,476 | |||
Cabot Corp. | 59,523 | 3,277,336 | |||
Chase Corp. | 9,670 | 1,126,845 | |||
Chemours Co. (The) | 142,303 | 4,731,575 | |||
* | Coeur Mining, Inc. | 28,797 | 217,129 | ||
Compass Minerals International, Inc. | 34,498 | 2,365,183 | |||
Eagle Materials, Inc. | 34,032 | 4,809,402 | |||
* | Ferro Corp. | 88,004 | 1,830,483 | ||
* | Forterra, Inc. | 34,117 | 804,820 | ||
* | GCP Applied Technologies, Inc. | 46,717 | 1,086,170 | ||
Graphic Packaging Holding Co. | 244,488 | 4,686,835 | |||
* | Ingevity Corp. | 42,527 | 3,612,244 | ||
#* | Livent Corp. | 140,543 | 2,741,994 |
U.S. Small Cap Growth Portfolio
CONTINUED
Shares | Value† | ||||
MATERIALS — (Continued) | |||||
Louisiana-Pacific Corp. | 89,528 | $4,963,432 | |||
Myers Industries, Inc. | 38,193 | 808,928 | |||
NewMarket Corp. | 1,480 | 467,547 | |||
* | O-I Glass, Inc. | 169,851 | 2,512,096 | ||
Olin Corp. | 5,482 | 257,819 | |||
* | Orion Engineered Carbons SA | 14,252 | 257,676 | ||
# | Quaker Chemical Corp. | 663 | 166,904 | ||
* | Ryerson Holding Corp. | 37,471 | 589,419 | ||
Sensient Technologies Corp. | 31,054 | 2,707,288 | |||
Silgan Holdings, Inc. | 90,012 | 3,647,286 | |||
#* | SMITH-MIDLAND CORP | 500 | 8,850 | ||
Sonoco Products Co. | 14,942 | 953,150 | |||
Stepan Co. | 19,835 | 2,339,538 | |||
Tredegar Corp. | 24,300 | 317,601 | |||
Trinseo SA | 24,116 | 1,310,946 | |||
Tronox Holdings P.L.C., Class A | 10,451 | 192,612 | |||
WR Grace & Co. | 54,345 | 3,782,412 | |||
TOTAL MATERIALS | 64,042,890 | ||||
REAL ESTATE — (0.8%) | |||||
#* | Cushman & Wakefield P.L.C. | 115,583 | 2,157,935 | ||
#* | eXp World Holdings, Inc. | 6,248 | 224,428 | ||
Newmark Group, Inc., Class A | 148,155 | 1,908,236 | |||
* | Rafael Holdings, Inc., Class B | 7,000 | 354,270 | ||
RMR Group, Inc. (The), Class A | 17,001 | 667,119 | |||
St Joe Co. (The) | 46,696 | 2,113,928 | |||
TOTAL REAL ESTATE | 7,425,916 | ||||
UTILITIES — (0.4%) | |||||
Brookfield Renewable Corp., Class A | 29,653 | 1,258,473 | |||
#* | Sunnova Energy International, Inc. | 61,640 | 2,348,484 | ||
TOTAL UTILITIES | 3,606,957 | ||||
TOTAL COMMON STOCKS | 942,843,059 | ||||
PREFERRED STOCKS — (0.0%) | |||||
COMMUNICATION SERVICES — (0.0%) | |||||
Liberty Broadband Corp., 7.000% | 2,460 | 69,471 | |||
TOTAL INVESTMENT SECURITIES (Cost $582,047,971) | 942,914,930 |
TEMPORARY CASH INVESTMENTS — (0.3%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 3,490,411 | 3,490,411 | ||
SECURITIES LENDING COLLATERAL — (4.0%) | ||||
@§ | The DFA Short Term Investment Fund | 3,376,206 | 39,062,699 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $624,597,409)^^ | $985,468,040 |
U.S. Small Cap Growth Portfolio
CONTINUED
As of July 31, 2021, U.S. Small Cap
Growth Portfolio had entered into the following outstanding futures contracts:
Description | Number of Contracts | Expiration Date | Notional Value | Market Value | Unrealized Appreciation (Depreciation) | |||||
Long Position Contracts: | ||||||||||
S&P 500® Emini Index | 5 | 09/17/21 | $1,103,975 | $1,097,375 | $(6,600) | |||||
Total Futures Contracts | $1,103,975 | $1,097,375 | $(6,600) |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Bonds | — | $2,400 | — | $2,400 | |||
Common Stocks | |||||||
Communication Services | $19,524,080 | — | — | 19,524,080 | |||
Consumer Discretionary | 182,677,336 | — | — | 182,677,336 | |||
Consumer Staples | 52,505,846 | — | — | 52,505,846 | |||
Energy | 8,451,180 | — | — | 8,451,180 | |||
Financials | 62,225,024 | — | — | 62,225,024 | |||
Health Care | 106,403,774 | 4,056 | — | 106,407,830 | |||
Industrials | 230,706,537 | — | — | 230,706,537 | |||
Information Technology | 205,269,463 | — | — | 205,269,463 | |||
Materials | 64,042,890 | — | — | 64,042,890 | |||
Real Estate | 7,425,916 | — | — | 7,425,916 | |||
Utilities | 3,606,957 | — | — | 3,606,957 | |||
Preferred Stocks | |||||||
Communication Services | 69,471 | — | — | 69,471 | |||
Temporary Cash Investments | 3,490,411 | — | — | 3,490,411 | |||
Securities Lending Collateral | — | 39,062,699 | — | 39,062,699 | |||
Futures Contracts** | (6,600) | — | — | (6,600) | |||
TOTAL | $946,392,285 | $39,069,155 | — | $985,461,440 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
International Large Cap Growth
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value» | ||||
COMMON STOCKS — (95.9%) | |||||
AUSTRALIA — (6.2%) | |||||
ALS, Ltd. | 27,825 | $261,316 | |||
Aristocrat Leisure, Ltd. | 10,847 | 332,408 | |||
BHP Group, Ltd. | 165,660 | 6,506,927 | |||
# | BHP Group, Ltd., Sponsored ADR | 15,734 | 1,236,063 | ||
Brambles, Ltd. | 253,234 | 2,168,106 | |||
Carsales.com, Ltd. | 44,676 | 720,400 | |||
CIMIC Group, Ltd. | 5,429 | 82,322 | |||
Coles Group, Ltd. | 148,043 | 1,905,245 | |||
Computershare, Ltd. | 95,471 | 1,097,696 | |||
CSL, Ltd. | 33,058 | 7,037,737 | |||
Domino's Pizza Enterprises, Ltd. | 11,260 | 968,813 | |||
Eagers Automotive, Ltd. | 12,856 | 150,133 | |||
* | Endeavour Group, Ltd. | 92,303 | 449,093 | ||
Evolution Mining, Ltd. | 35,973 | 109,404 | |||
Fortescue Metals Group, Ltd. | 150,284 | 2,746,080 | |||
IDP Education, Ltd. | 4,273 | 88,542 | |||
Iluka Resources, Ltd. | 2,749 | 20,040 | |||
James Hardie Industries P.L.C. | 57,493 | 1,939,730 | |||
JB Hi-Fi, Ltd. | 26,500 | 935,811 | |||
Magellan Financial Group, Ltd. | 23,475 | 846,957 | |||
Medibank Pvt, Ltd. | 262,281 | 639,673 | |||
Metcash, Ltd. | 73,817 | 218,530 | |||
Mineral Resources, Ltd. | 32,306 | 1,494,772 | |||
Northern Star Resources, Ltd. | 80,600 | 600,564 | |||
Premier Investments, Ltd. | 2,875 | 56,914 | |||
Pro Medicus, Ltd. | 5,978 | 255,543 | |||
Ramsay Health Care, Ltd. | 32,804 | 1,551,426 | |||
REA Group, Ltd. | 2,745 | 326,995 | |||
Rio Tinto, Ltd. | 22,058 | 2,161,904 | |||
SEEK, Ltd. | 4,117 | 89,059 | |||
Telstra Corp., Ltd. | 430,771 | 1,199,880 | |||
Wesfarmers, Ltd. | 45,309 | 2,042,831 | |||
Woolworths Group, Ltd. | 92,303 | 2,640,440 | |||
TOTAL AUSTRALIA | 42,881,354 | ||||
AUSTRIA — (0.1%) | |||||
OMV AG | 12,000 | 647,925 | |||
# | Verbund AG | 2,189 | 201,913 | ||
TOTAL AUSTRIA | 849,838 | ||||
BELGIUM — (0.8%) | |||||
Anheuser-Busch InBev SA | 27,797 | 1,754,327 | |||
# | Anheuser-Busch InBev SA, Sponsored ADR | 1,795 | 113,049 | ||
Etablissements Franz Colruyt NV | 6,221 | 353,711 | |||
UCB SA | 9,588 | 1,037,012 | |||
# | Umicore SA | 35,303 | 2,191,142 | ||
TOTAL BELGIUM | 5,449,241 | ||||
CANADA — (8.8%) | |||||
Agnico Eagle Mines, Ltd. | 32,349 | 2,092,333 | |||
Alimentation Couche-Tard, Inc., Class B | 78,133 | 3,149,494 | |||
* | Bausch Health Cos., Inc. | 50,450 | 1,475,663 | ||
* | Bausch Health Cos., Inc. | 4,800 | 140,430 | ||
BCE, Inc. | 9,101 | 454,248 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
BCE, Inc. | 5,184 | $258,734 | |||
# | Brookfield Asset Management, Inc., Class A | 23,265 | 1,256,077 | ||
* | CAE, Inc. | 22,140 | 675,934 | ||
Canadian National Railway Co. | 41,022 | 4,456,220 | |||
Canadian Pacific Railway, Ltd. | 3,500 | 259,891 | |||
Canadian Pacific Railway, Ltd. | 40,540 | 3,012,933 | |||
# | Canadian Tire Corp., Ltd., Class A | 4,430 | 681,544 | ||
CCL Industries, Inc., Class B | 18,613 | 1,067,458 | |||
* | CGI, Inc. | 13,317 | 1,210,915 | ||
* | CGI, Inc. | 13,812 | 1,256,432 | ||
Constellation Software, Inc. | 3,145 | 5,037,722 | |||
* | Descartes Systems Group, Inc. (The) | 2,513 | 182,595 | ||
Dollarama, Inc. | 29,134 | 1,371,932 | |||
Empire Co., Ltd., Class A | 31,487 | 1,034,003 | |||
FirstService Corp. | 5,714 | 1,064,299 | |||
Franco-Nevada Corp. | 1,800 | 287,905 | |||
Franco-Nevada Corp. | 2,332 | 372,910 | |||
# | George Weston, Ltd. | 11,782 | 1,221,830 | ||
Gildan Activewear, Inc. | 4,800 | 165,552 | |||
Intact Financial Corp. | 10,378 | 1,414,123 | |||
# | Keyera Corp. | 12,300 | 329,288 | ||
Kirkland Lake Gold, Ltd. | 12,800 | 547,355 | |||
Kirkland Lake Gold, Ltd. | 18,574 | 793,853 | |||
Loblaw Cos., Ltd. | 25,231 | 1,706,874 | |||
Magna International, Inc. | 3,500 | 293,443 | |||
Magna International, Inc. | 26,700 | 2,238,261 | |||
Metro, Inc. | 22,140 | 1,148,164 | |||
National Bank of Canada | 12,940 | 990,414 | |||
Northland Power, Inc. | 21,830 | 766,045 | |||
# | Open Text Corp. | 5,725 | 297,355 | ||
Open Text Corp. | 34,773 | 1,805,066 | |||
Pan American Silver Corp. | 8,900 | 249,893 | |||
# | Parkland Corp. | 3,085 | 98,193 | ||
# | Quebecor, Inc., Class B | 26,710 | 698,793 | ||
Restaurant Brands International, Inc. | 15,176 | 1,035,413 | |||
Restaurant Brands International, Inc. | 3,973 | 270,919 | |||
Ritchie Bros Auctioneers, Inc. | 7,564 | 451,560 | |||
Ritchie Bros Auctioneers, Inc. | 547 | 32,672 | |||
Rogers Communications, Inc., Class B | 31,057 | 1,585,211 | |||
Rogers Communications, Inc., Class B | 20,528 | 1,047,544 | |||
Royal Bank of Canada | 2,830 | 286,221 | |||
Royal Bank of Canada | 3,945 | 398,997 | |||
# | Saputo, Inc. | 22,674 | 654,267 | ||
Shaw Communications, Inc., Class B | 52,573 | 1,534,080 | |||
Stantec, Inc. | 7,900 | 367,772 | |||
TC Energy Corp. | 5,300 | 258,373 | |||
TC Energy Corp. | 38,077 | 1,855,492 | |||
# | TFI International, Inc. | 300 | 33,583 | ||
TFI International, Inc. | 411 | 46,040 | |||
Thomson Reuters Corp. | 10,296 | 1,091,273 | |||
* | Topicus.com, Inc. | 891 | 67,142 | ||
Toromont Industries, Ltd. | 12,204 | 1,031,314 | |||
Waste Connections, Inc. | 7,907 | 1,001,801 | |||
Waste Connections, Inc. | 1,440 | 182,424 | |||
Wheaton Precious Metals Corp. | 7,300 | 336,895 | |||
WSP Global, Inc. | 15,338 | 1,820,619 | |||
TOTAL CANADA | 60,953,786 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
DENMARK — (2.2%) | |||||
Coloplast A.S., Class B | 9,369 | $1,713,249 | |||
Novo Nordisk A.S., Class B | 146,610 | 13,571,874 | |||
TOTAL DENMARK | 15,285,123 | ||||
FINLAND — (1.2%) | |||||
Elisa Oyj | 23,831 | 1,531,647 | |||
Kesko Oyj, Class A | 19,425 | 754,419 | |||
Kesko Oyj, Class B | 41,843 | 1,793,473 | |||
Kone Oyj, Class B | 26,054 | 2,157,964 | |||
Metso Outotec Oyj | 44,583 | 506,201 | |||
Neste Oyj | 29,406 | 1,807,609 | |||
Orion Oyj, Class A | 642 | 27,341 | |||
Orion Oyj, Class B | 248 | 10,556 | |||
TOTAL FINLAND | 8,589,210 | ||||
FRANCE — (10.4%) | |||||
Air Liquide SA | 31,945 | 5,555,505 | |||
* | Airbus SE | 60,661 | 8,320,787 | ||
BioMerieux | 751 | 89,547 | |||
Bureau Veritas SA | 59,188 | 1,954,609 | |||
Capgemini SE | 12,866 | 2,781,020 | |||
Danone SA | 28,672 | 2,108,926 | |||
Dassault Systemes SE | 3,805 | 209,892 | |||
Eurofins Scientific SE | 26,915 | 3,219,365 | |||
Hermes International | 2,935 | 4,486,957 | |||
Ipsen SA | 7,521 | 803,697 | |||
Kering SA | 6,880 | 6,172,314 | |||
Legrand SA | 35,691 | 4,022,228 | |||
L'Oreal SA | 1,962 | 897,602 | |||
LVMH Moet Hennessy Louis Vuitton SE | 22,088 | 17,685,133 | |||
Safran SA | 1,103 | 144,354 | |||
Sartorius Stedim Biotech | 3,652 | 2,084,721 | |||
SEB SA | 4,309 | 715,975 | |||
* | Sodexo SA | 3,514 | 299,412 | ||
STMicroelectronics NV | 82,378 | 3,390,163 | |||
# | STMicroelectronics NV | 5,506 | 227,233 | ||
Teleperformance | 9,381 | 3,956,874 | |||
Thales SA | 18,476 | 1,939,144 | |||
* | Ubisoft Entertainment SA | 17,810 | 1,129,043 | ||
Vinci SA | 1,427 | 151,083 | |||
TOTAL FRANCE | 72,345,584 | ||||
GERMANY — (7.6%) | |||||
Adidas AG | 13,494 | 4,897,693 | |||
Bechtle AG | 3,357 | 693,162 | |||
Brenntag SE | 26,013 | 2,598,160 | |||
Carl Zeiss Meditec AG | 2,309 | 514,243 | |||
Deutsche Boerse AG | 21,981 | 3,667,836 | |||
Deutsche Post AG | 103,523 | 7,015,874 | |||
Deutsche Telekom AG | 365,565 | 7,586,990 | |||
E.ON SE | 375,949 | 4,621,731 | |||
Fielmann AG | 4,464 | 335,228 | |||
# | Hapag-Lloyd AG | 4,736 | 1,023,156 | ||
#* | HelloFresh SE | 17,021 | 1,595,538 | ||
Hochtief AG | 1,794 | 142,349 | |||
Infineon Technologies AG | 85,442 | 3,265,092 | |||
KION Group AG | 12,151 | 1,290,363 | |||
Knorr-Bremse AG | 9,003 | 1,019,497 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
GERMANY — (Continued) | |||||
Merck KGaA | 6,392 | $1,308,468 | |||
MTU Aero Engines AG | 1,220 | 305,168 | |||
Nemetschek SE | 9,226 | 814,174 | |||
Puma SE | 7,842 | 961,973 | |||
Puma SE | 450 | 55,201 | |||
Rational AG | 599 | 652,265 | |||
SAP SE, Sponsored ADR | 5,177 | 744,038 | |||
SAP SE | 31,288 | 4,490,179 | |||
Siemens Healthineers AG | 10,945 | 722,603 | |||
Symrise AG, Class A | 13,281 | 1,958,269 | |||
Wacker Chemie AG | 1,034 | 152,106 | |||
* | Zalando SE | 6,417 | 713,008 | ||
TOTAL GERMANY | 53,144,364 | ||||
HONG KONG — (2.3%) | |||||
AIA Group, Ltd. | 341,800 | 4,089,897 | |||
Chow Tai Fook Jewellery Group, Ltd. | 167,800 | 351,792 | |||
Hong Kong Exchanges & Clearing, Ltd. | 89,890 | 5,744,842 | |||
JS Global Lifestyle Co., Ltd. | 15,000 | 37,822 | |||
Man Wah Holdings, Ltd. | 120,400 | 241,582 | |||
NagaCorp., Ltd. | 128,000 | 94,045 | |||
PCCW, Ltd. | 84,249 | 44,132 | |||
Prada SpA | 68,400 | 535,964 | |||
* | Sands China, Ltd. | 10,400 | 35,423 | ||
SITC International Holdings Co., Ltd. | 108,000 | 445,540 | |||
Techtronic Industries Co., Ltd. | 215,500 | 3,842,857 | |||
Vitasoy International Holdings, Ltd. | 40,000 | 112,378 | |||
* | Wynn Macau, Ltd. | 213,600 | 273,751 | ||
Xinyi Glass Holdings, Ltd. | 96,000 | 358,787 | |||
TOTAL HONG KONG | 16,208,812 | ||||
IRELAND — (0.6%) | |||||
Kerry Group P.L.C., Class A | 5,616 | 832,137 | |||
Kingspan Group P.L.C. | 11,512 | 1,251,859 | |||
Smurfit Kappa Group P.L.C. | 34,029 | 1,919,711 | |||
TOTAL IRELAND | 4,003,707 | ||||
ISRAEL — (0.3%) | |||||
* | Bezeq The Israeli Telecommunication Corp., Ltd. | 98,235 | 104,924 | ||
Elbit Systems, Ltd. | 318 | 41,876 | |||
# | Elbit Systems, Ltd. | 1,614 | 214,065 | ||
Maytronics, Ltd. | 4,062 | 88,356 | |||
* | Mizrahi Tefahot Bank, Ltd. | 4,216 | 127,768 | ||
#* | Nice, Ltd., Sponsored ADR | 1,919 | 534,729 | ||
* | Nova, Ltd. | 1,973 | 189,075 | ||
Shapir Engineering and Industry, Ltd. | 9,190 | 68,065 | |||
* | Shikun & Binui, Ltd. | 23,045 | 130,560 | ||
Shufersal, Ltd. | 16,148 | 129,965 | |||
Strauss Group, Ltd. | 4,186 | 116,036 | |||
* | Tower Semiconductor, Ltd. | 4,828 | 134,460 | ||
* | Tower Semiconductor, Ltd. | 9,492 | 256,163 | ||
TOTAL ISRAEL | 2,136,042 | ||||
ITALY — (1.6%) | |||||
# | Amplifon SpA | 15,064 | 743,928 | ||
CNH Industrial NV | 61,000 | 1,018,551 | |||
# | DiaSorin SpA | 1,542 | 312,956 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
ITALY — (Continued) | |||||
Enel SpA | 312,320 | $2,878,193 | |||
# | Ferrari NV | 5,787 | 1,261,251 | ||
Ferrari NV | 7,617 | 1,662,715 | |||
* | FinecoBank Banca Fineco SpA | 26,046 | 466,391 | ||
Moncler SpA | 29,895 | 2,053,269 | |||
Recordati Industria Chimica e Farmaceutica SpA | 11,853 | 733,127 | |||
TOTAL ITALY | 11,130,381 | ||||
JAPAN — (20.0%) | |||||
Advantest Corp. | 30,600 | 2,701,397 | |||
Aeon Co., Ltd. | 55,400 | 1,516,011 | |||
Ajinomoto Co., Inc. | 54,300 | 1,383,396 | |||
Anritsu Corp. | 13,500 | 235,948 | |||
Asahi Group Holdings, Ltd. | 4,800 | 215,974 | |||
Asahi Intecc Co., Ltd. | 21,900 | 593,426 | |||
Astellas Pharma, Inc. | 118,600 | 1,888,986 | |||
Bandai Namco Holdings, Inc. | 14,200 | 918,799 | |||
BayCurrent Consulting, Inc. | 900 | 358,407 | |||
Benefit One, Inc. | 11,300 | 372,096 | |||
Calbee, Inc. | 8,400 | 192,985 | |||
Capcom Co., Ltd. | 17,800 | 489,426 | |||
* | Change, Inc. | 800 | 18,558 | ||
Chugai Pharmaceutical Co., Ltd. | 40,100 | 1,477,705 | |||
Cosmos Pharmaceutical Corp. | 2,400 | 407,406 | |||
Create SD Holdings Co., Ltd. | 2,400 | 80,557 | |||
CyberAgent, Inc. | 77,600 | 1,396,679 | |||
Daifuku Co., Ltd. | 7,751 | 694,561 | |||
Daikin Industries, Ltd. | 21,100 | 4,406,369 | |||
Daito Trust Construction Co., Ltd. | 16,300 | 1,915,085 | |||
Disco Corp. | 1,000 | 285,557 | |||
DMG Mori Co., Ltd. | 800 | 12,500 | |||
Eisai Co., Ltd. | 10,300 | 847,204 | |||
Fancl Corp. | 8,200 | 260,653 | |||
Fast Retailing Co., Ltd. | 5,000 | 3,391,015 | |||
Food & Life Cos., Ltd. | 18,400 | 749,702 | |||
FP Corp. | 7,800 | 300,274 | |||
Fuji Kyuko Co., Ltd. | 1,799 | 83,217 | |||
Fujitsu General, Ltd. | 6,000 | 154,779 | |||
Fujitsu, Ltd. | 20,500 | 3,487,673 | |||
GMO internet, Inc. | 13,800 | 363,881 | |||
GMO Payment Gateway, Inc. | 7,700 | 989,815 | |||
Goldwin, Inc. | 3,500 | 218,809 | |||
Hakuhodo DY Holdings, Inc. | 28,200 | 428,937 | |||
Hamamatsu Photonics KK | 5,000 | 278,003 | |||
Hikari Tsushin, Inc. | 2,929 | 507,100 | |||
Hitachi, Ltd. | 11,800 | 678,726 | |||
Hoya Corp. | 21,900 | 3,091,612 | |||
Infomart Corp. | 29,000 | 239,282 | |||
Information Services International-Dentsu, Ltd. | 1,800 | 71,234 | |||
Internet Initiative Japan, Inc. | 8,900 | 282,599 | |||
IR Japan Holdings, Ltd. | 300 | 37,124 | |||
Ito En, Ltd. | 10,200 | 601,840 | |||
Itochu Techno-Solutions Corp. | 7,400 | 226,999 | |||
Japan Exchange Group, Inc. | 56,900 | 1,294,191 | |||
Japan Tobacco, Inc. | 64,600 | 1,262,303 | |||
Jeol, Ltd. | 2,400 | 156,070 | |||
Justsystems Corp. | 4,500 | 261,438 | |||
Kakaku.com, Inc. | 23,100 | 630,380 | |||
Kao Corp. | 44,000 | 2,649,298 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Katitas Co., Ltd. | 900 | $26,844 | |||
KDDI Corp. | 199,200 | 6,092,254 | |||
Kikkoman Corp. | 10,600 | 649,111 | |||
Kirin Holdings Co., Ltd. | 46,500 | 850,522 | |||
Kobayashi Pharmaceutical Co., Ltd. | 300 | 23,929 | |||
Kobe Bussan Co., Ltd. | 21,000 | 707,078 | |||
Koito Manufacturing Co., Ltd. | 1,100 | 67,321 | |||
Konami Holdings Corp. | 9,800 | 542,778 | |||
Kose Corp. | 100 | 15,801 | |||
Kurita Water Industries, Ltd. | 4,500 | 218,558 | |||
Kusuri no Aoki Holdings Co., Ltd. | 3,000 | 200,914 | |||
Lasertec Corp. | 14,300 | 2,684,561 | |||
Lawson, Inc. | 12,800 | 643,329 | |||
Lion Corp. | 17,200 | 297,718 | |||
M3, Inc. | 23,100 | 1,510,894 | |||
Matsumotokiyoshi Holdings Co., Ltd. | 1,000 | 44,432 | |||
McDonald's Holdings Co. Japan, Ltd. | 6,500 | 292,928 | |||
MEIJI Holdings Co., Ltd. | 17,900 | 1,108,023 | |||
Menicon Co., Ltd. | 1,100 | 80,404 | |||
Minebea Mitsumi, Inc. | 66,900 | 1,806,360 | |||
MISUMI Group, Inc. | 18,300 | 637,849 | |||
MonotaRO Co., Ltd. | 46,200 | 1,062,726 | |||
Murata Manufacturing Co., Ltd. | 33,400 | 2,771,723 | |||
Nabtesco Corp. | 200 | 7,575 | |||
NET One Systems Co., Ltd. | 10,800 | 370,380 | |||
Nichirei Corp. | 18,700 | 511,622 | |||
Nidec Corp. | 5,300 | 594,891 | |||
Nifco, Inc. | 6,500 | 216,040 | |||
Nihon M&A Center, Inc. | 53,000 | 1,475,998 | |||
Nihon Unisys, Ltd. | 16,800 | 506,586 | |||
Nintendo Co., Ltd. | 6,800 | 3,495,900 | |||
Nippon Sanso Holdings Corp. | 32,400 | 717,208 | |||
Nissan Chemical Corp. | 18,200 | 892,049 | |||
Nitori Holdings Co., Ltd. | 3,000 | 570,228 | |||
Nomura Research Institute, Ltd. | 22,130 | 712,140 | |||
NS Solutions Corp. | 3,500 | 111,421 | |||
NTT Data Corp. | 67,000 | 1,037,799 | |||
Obic Co., Ltd. | 1,300 | 228,479 | |||
Olympus Corp. | 102,000 | 2,099,093 | |||
Ono Pharmaceutical Co., Ltd. | 3,100 | 70,767 | |||
Open House Co., Ltd. | 14,200 | 717,948 | |||
Oracle Corp. | 4,400 | 328,680 | |||
Otsuka Corp. | 12,800 | 665,096 | |||
Pan Pacific International Holdings Corp. | 40,800 | 851,661 | |||
* | Park24 Co., Ltd. | 23,500 | 443,106 | ||
* | PeptiDream, Inc. | 2,700 | 111,434 | ||
Persol Holdings Co., Ltd. | 41,500 | 837,278 | |||
Pigeon Corp. | 21,100 | 607,537 | |||
Pola Orbis Holdings, Inc. | 2,900 | 69,323 | |||
Rakus Co., Ltd. | 4,700 | 132,302 | |||
Recruit Holdings Co., Ltd. | 84,200 | 4,364,138 | |||
Relo Group, Inc. | 18,500 | 408,274 | |||
* | Renesas Electronics Corp. | 130,700 | 1,418,570 | ||
* | RENOVA, Inc. | 5,000 | 225,679 | ||
Rohto Pharmaceutical Co., Ltd. | 7,500 | 197,723 | |||
Ryohin Keikaku Co., Ltd. | 43,700 | 886,506 | |||
Santen Pharmaceutical Co., Ltd. | 200 | 2,710 | |||
SCSK Corp. | 9,000 | 542,429 | |||
Seria Co., Ltd. | 3,900 | 140,287 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
SG Holdings Co., Ltd. | 19,000 | $510,892 | |||
Sharp Corp. | 56,233 | 863,709 | |||
* | SHIFT, Inc. | 500 | 91,728 | ||
Shimadzu Corp. | 22,800 | 919,535 | |||
Shimano, Inc. | 2,000 | 511,958 | |||
Shin-Etsu Chemical Co., Ltd. | 18,400 | 3,001,576 | |||
Shinko Electric Industries Co., Ltd. | 600 | 20,394 | |||
Shionogi & Co., Ltd. | 4,100 | 215,925 | |||
Ship Healthcare Holdings, Inc. | 13,200 | 332,875 | |||
Shiseido Co., Ltd. | 22,100 | 1,477,068 | |||
* | Skylark Holdings Co., Ltd. | 50,300 | 677,491 | ||
SMS Co., Ltd. | 13,000 | 364,135 | |||
Softbank Corp. | 164,100 | 2,143,344 | |||
Sohgo Security Services Co., Ltd. | 7,500 | 350,705 | |||
Sony Group Corp. | 110,200 | 11,512,205 | |||
Square Enix Holdings Co., Ltd. | 8,000 | 415,094 | |||
Sugi Holdings Co., Ltd. | 3,600 | 265,668 | |||
SUMCO Corp. | 53,900 | 1,246,616 | |||
Sundrug Co., Ltd. | 12,300 | 399,284 | |||
Suntory Beverage & Food, Ltd. | 1,300 | 45,581 | |||
Sysmex Corp. | 13,500 | 1,606,372 | |||
Systena Corp. | 4,600 | 85,261 | |||
Taiyo Yuden Co., Ltd. | 31,700 | 1,626,871 | |||
TechnoPro Holdings, Inc. | 20,100 | 502,723 | |||
Terumo Corp. | 20,900 | 811,144 | |||
TIS, Inc. | 23,700 | 614,689 | |||
Toei Animation Co., Ltd. | 1,000 | 136,826 | |||
Tokyo Electron, Ltd. | 13,700 | 5,650,228 | |||
Toshiba TEC Corp. | 7,100 | 286,047 | |||
TOTO, Ltd. | 11,899 | 616,965 | |||
Trend Micro, Inc. | 22,600 | 1,176,626 | |||
Tsuruha Holdings, Inc. | 5,500 | 649,357 | |||
Unicharm Corp. | 11,500 | 461,579 | |||
USS Co., Ltd. | 32,200 | 560,535 | |||
Welcia Holdings Co., Ltd. | 18,000 | 612,714 | |||
Workman Co., Ltd. | 2,000 | 137,987 | |||
Yamato Holdings Co., Ltd. | 13,500 | 389,072 | |||
# | Yaoko Co., Ltd. | 3,100 | 187,070 | ||
Yaskawa Electric Corp. | 16,600 | 821,977 | |||
Z Holdings Corp. | 137,300 | 687,211 | |||
Zenkoku Hosho Co., Ltd. | 9,400 | 426,486 | |||
Zensho Holdings Co., Ltd. | 16,600 | 421,147 | |||
ZOZO, Inc. | 24,900 | 848,062 | |||
TOTAL JAPAN | 138,693,632 | ||||
NETHERLANDS — (3.8%) | |||||
ASML Holding NV | 3,091 | 2,362,710 | |||
ASML Holding NV | 19,906 | 15,262,726 | |||
Euronext NV | 3,950 | 439,422 | |||
* | GrandVision NV | 6,267 | 210,916 | ||
Koninklijke KPN NV | 310,588 | 1,019,155 | |||
Stellantis NV | 9,300 | 178,281 | |||
Wolters Kluwer NV | 59,069 | 6,734,064 | |||
TOTAL NETHERLANDS | 26,207,274 | ||||
NEW ZEALAND — (0.2%) | |||||
Fisher & Paykel Healthcare Corp., Ltd. | 16,276 | 358,265 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
NEW ZEALAND — (Continued) | |||||
Spark New Zealand, Ltd. | 249,144 | $822,367 | |||
TOTAL NEW ZEALAND | 1,180,632 | ||||
NORWAY — (0.8%) | |||||
AF Gruppen ASA | 3,894 | 82,312 | |||
Aker BP ASA | 20,482 | 551,760 | |||
Atea ASA | 13,621 | 259,520 | |||
Bakkafrost P/F | 2,735 | 232,427 | |||
Borregaard ASA | 9,955 | 258,969 | |||
Gjensidige Forsikring ASA | 7,234 | 165,536 | |||
Kongsberg Gruppen ASA | 5,608 | 160,618 | |||
Leroy Seafood Group ASA | 11,780 | 107,323 | |||
Mowi ASA | 31,193 | 794,791 | |||
* | Nordic Semiconductor ASA | 9,037 | 295,915 | ||
Orkla ASA | 9,937 | 90,252 | |||
Salmar ASA | 7,843 | 520,240 | |||
Scatec ASA | 7,486 | 160,840 | |||
Schibsted ASA, Class A | 1,591 | 84,328 | |||
Schibsted ASA, Class B | 2,600 | 120,262 | |||
Telenor ASA | 59,542 | 1,033,777 | |||
Tomra Systems ASA | 13,193 | 762,386 | |||
Veidekke ASA | 6,402 | 82,458 | |||
TOTAL NORWAY | 5,763,714 | ||||
PORTUGAL — (0.1%) | |||||
EDP Renovaveis SA | 9,451 | 221,924 | |||
Jeronimo Martins SGPS SA | 14,536 | 296,288 | |||
TOTAL PORTUGAL | 518,212 | ||||
SINGAPORE — (0.6%) | |||||
Dairy Farm International Holdings, Ltd. | 48,900 | 183,762 | |||
DBS Group Holdings, Ltd. | 60,212 | 1,347,324 | |||
Singapore Exchange, Ltd. | 121,500 | 1,063,123 | |||
Singapore Technologies Engineering, Ltd. | 196,300 | 579,709 | |||
Singapore Telecommunications, Ltd. | 393,800 | 660,043 | |||
Singapore Telecommunications, Ltd. | 10,900 | 18,271 | |||
United Overseas Bank, Ltd. | 3,723 | 71,979 | |||
Venture Corp., Ltd. | 34,900 | 489,537 | |||
Wilmar International, Ltd. | 13,300 | 42,594 | |||
TOTAL SINGAPORE | 4,456,342 | ||||
SPAIN — (1.7%) | |||||
# | ACS Actividades de Construccion y Servicios SA | 36,056 | 948,393 | ||
* | Aena SME SA | 6,495 | 1,034,308 | ||
* | Amadeus IT Group SA | 4,434 | 290,785 | ||
Cellnex Telecom SA | 15,908 | 1,037,466 | |||
Endesa SA | 36,666 | 890,639 | |||
Ferrovial SA | 19,926 | 591,298 | |||
# | Grifols SA | 30,104 | 765,599 | ||
Iberdrola SA | 118,170 | 1,422,186 | |||
Industria de Diseno Textil SA | 61,458 | 2,084,432 | |||
# | Telefonica SA | 653,731 | 2,990,718 | ||
TOTAL SPAIN | 12,055,824 | ||||
SWEDEN — (3.4%) | |||||
AAK AB | 9,348 | 222,851 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
SWEDEN — (Continued) | |||||
AddLife AB, Class B | 618 | $20,616 | |||
AddTech AB, Class B | 33,781 | 702,898 | |||
Alfa Laval AB | 10,049 | 419,655 | |||
Assa Abloy AB, Class B | 46,634 | 1,495,845 | |||
Atlas Copco AB, Class A | 63,342 | 4,289,837 | |||
Atlas Copco AB, Class B | 37,577 | 2,136,566 | |||
Avanza Bank Holding AB | 18,298 | 592,650 | |||
Axfood AB | 16,520 | 447,142 | |||
Beijer Ref AB, Class B | 25,206 | 532,259 | |||
Bravida Holding AB | 13,297 | 205,738 | |||
Electrolux AB, Class B | 30,287 | 795,438 | |||
Elekta AB, Class B | 45,561 | 664,986 | |||
Epiroc AB, Class A | 38,561 | 898,264 | |||
Epiroc AB, Class B | 24,352 | 489,267 | |||
Essity AB, Class A | 15 | 489 | |||
Essity AB, Class B | 29,951 | 979,928 | |||
# | Evolution Gaming Group AB | 16,947 | 2,948,782 | ||
#* | H & M Hennes & Mauritz AB, Class B | 62,759 | 1,312,085 | ||
Indutrade AB | 25,983 | 847,523 | |||
Lifco AB, Class B | 20,920 | 613,582 | |||
Medicover AB, Class B | 1,621 | 47,082 | |||
Nibe Industrier AB, Class B | 14,060 | 168,017 | |||
* | Nordic Entertainment Group AB, Class B | 5,203 | 277,845 | ||
* | Sinch AB | 6,660 | 134,304 | ||
Sweco AB, Class B | 19,191 | 306,882 | |||
Telefonaktiebolaget LM Ericsson, Class A | 1,519 | 17,685 | |||
Telefonaktiebolaget LM Ericsson, Class B | 145,950 | 1,683,413 | |||
Thule Group AB | 7,930 | 400,377 | |||
TOTAL SWEDEN | 23,652,006 | ||||
SWITZERLAND — (9.2%) | |||||
EMS-Chemie Holding AG | 281 | 311,505 | |||
Geberit AG | 5,082 | 4,172,717 | |||
Kuehne + Nagel International AG | 13,649 | 4,604,258 | |||
# | Logitech International SA | 11,886 | 1,296,168 | ||
Nestle SA | 80,928 | 10,247,885 | |||
Partners Group Holding AG | 2,289 | 3,910,445 | |||
Roche Holding AG | 2,118 | 909,100 | |||
Roche Holding AG | 54,937 | 21,222,826 | |||
SGS SA | 1,431 | 4,631,681 | |||
Sika AG | 30,158 | 10,623,771 | |||
# | Temenos AG | 14,830 | 2,355,722 | ||
TOTAL SWITZERLAND | 64,286,078 | ||||
UNITED KINGDOM — (14.0%) | |||||
Admiral Group P.L.C. | 34,875 | 1,647,444 | |||
Ashtead Group P.L.C. | 101,910 | 7,625,868 | |||
AstraZeneca P.L.C., Sponsored ADR | 107,948 | 6,178,944 | |||
AstraZeneca P.L.C. | 15,702 | 1,804,315 | |||
* | Auto Trader Group P.L.C. | 132,386 | 1,199,438 | ||
B&M European Value Retail SA | 83,353 | 640,388 | |||
BAE Systems P.L.C. | 348,498 | 2,794,097 | |||
# | BHP Group P.L.C., ADR | 12,367 | 807,441 | ||
BHP Group P.L.C. | 71,676 | 2,320,606 | |||
Bunzl P.L.C. | 19,594 | 725,903 | |||
Burberry Group P.L.C. | 61,566 | 1,765,929 | |||
CNH Industrial NV | 34,835 | 582,185 | |||
* | Compass Group P.L.C. | 17,938 | 379,021 |
International Large Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
Croda International P.L.C. | 2,490 | $291,512 | |||
Diageo P.L.C., Sponsored ADR | 25,948 | 5,143,153 | |||
Diageo P.L.C. | 14,605 | 724,207 | |||
Evraz P.L.C. | 83,618 | 714,422 | |||
Experian P.L.C. | 123,602 | 5,441,677 | |||
Ferguson P.L.C. | 24,257 | 3,400,508 | |||
Games Workshop Group P.L.C. | 3,879 | 612,843 | |||
# | GlaxoSmithKline P.L.C., Sponsored ADR | 190,460 | 7,645,064 | ||
Hargreaves Lansdown P.L.C. | 46,044 | 1,044,313 | |||
Hikma Pharmaceuticals P.L.C. | 5,157 | 189,630 | |||
HomeServe P.L.C. | 29,783 | 386,424 | |||
Howden Joinery Group P.L.C. | 88,429 | 1,101,964 | |||
Imperial Brands P.L.C. | 190,420 | 4,076,949 | |||
* | InterContinental Hotels Group P.L.C., ADR | 6,985 | 461,452 | ||
Intertek Group P.L.C. | 27,700 | 1,984,593 | |||
* | ITV P.L.C. | 223,671 | 347,797 | ||
JD Sports Fashion P.L.C. | 72,764 | 906,653 | |||
* | Next P.L.C. | 24,843 | 2,721,390 | ||
* | NMC Health P.L.C. | 4,287 | 1,158 | ||
Reckitt Benckiser Group P.L.C. | 17,412 | 1,332,012 | |||
RELX P.L.C., Sponsored ADR | 13,140 | 389,338 | |||
RELX P.L.C. | 57,560 | 1,691,935 | |||
RELX P.L.C. | 71,813 | 2,132,929 | |||
Rentokil Initial P.L.C. | 174,114 | 1,371,580 | |||
Rightmove P.L.C. | 159,472 | 1,555,563 | |||
Rio Tinto P.L.C. | 5,405 | 459,103 | |||
# | Rio Tinto P.L.C., Sponsored ADR | 43,071 | 3,717,458 | ||
Spirax-Sarco Engineering P.L.C. | 7,219 | 1,504,069 | |||
SSE P.L.C. | 182,296 | 3,654,941 | |||
Unilever P.L.C., Sponsored ADR | 192,059 | 11,049,154 | |||
Unilever P.L.C. | 712 | 40,977 | |||
Unilever P.L.C. | 42,536 | 2,451,365 | |||
TOTAL UNITED KINGDOM | 97,017,712 | ||||
TOTAL COMMON STOCKS | 666,808,868 | ||||
PREFERRED STOCKS — (0.4%) | |||||
GERMANY — (0.4%) | |||||
Fuchs Petrolub SE | 1,006 | 50,128 | |||
Henkel AG & Co., KGaA | 256 | 25,954 | |||
Sartorius AG | 4,153 | 2,512,202 | |||
TOTAL GERMANY | 2,588,284 | ||||
TOTAL INVESTMENT SECURITIES (Cost $437,418,397) | 669,397,152 |
Value† | ||||
SECURITIES LENDING COLLATERAL — (3.7%) | ||||
@§ | The DFA Short Term Investment Fund | 2,199,213 | 25,444,894 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $462,859,896)^^ | $694,842,046 |
International Large Cap Growth Portfolio
CONTINUED
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Australia | $1,685,156 | $41,196,198 | — | $42,881,354 | |||
Austria | — | 849,838 | — | 849,838 | |||
Belgium | 113,049 | 5,336,192 | — | 5,449,241 | |||
Canada | 60,953,786 | — | — | 60,953,786 | |||
Denmark | — | 15,285,123 | — | 15,285,123 | |||
Finland | — | 8,589,210 | — | 8,589,210 | |||
France | 227,233 | 72,118,351 | — | 72,345,584 | |||
Germany | 744,038 | 52,400,326 | — | 53,144,364 | |||
Hong Kong | — | 16,208,812 | — | 16,208,812 | |||
Ireland | — | 4,003,707 | — | 4,003,707 | |||
Israel | 883,254 | 1,252,788 | — | 2,136,042 | |||
Italy | 1,662,715 | 9,467,666 | — | 11,130,381 | |||
Japan | — | 138,693,632 | — | 138,693,632 | |||
Netherlands | 15,441,007 | 10,766,267 | — | 26,207,274 | |||
New Zealand | — | 1,180,632 | — | 1,180,632 | |||
Norway | — | 5,763,714 | — | 5,763,714 | |||
Portugal | — | 518,212 | — | 518,212 | |||
Singapore | — | 4,456,342 | — | 4,456,342 | |||
Spain | — | 12,055,824 | — | 12,055,824 | |||
Sweden | — | 23,652,006 | — | 23,652,006 | |||
Switzerland | 1,296,168 | 62,989,910 | — | 64,286,078 | |||
United Kingdom | 35,392,004 | 61,625,708 | — | 97,017,712 | |||
Preferred Stocks | |||||||
Germany | — | 2,588,284 | — | 2,588,284 | |||
Securities Lending Collateral | — | 25,444,894 | — | 25,444,894 | |||
TOTAL | $118,398,410 | $576,443,636 | — | $694,842,046 |
International Small Cap Growth
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value» | ||||
COMMON STOCKS — (95.4%) | |||||
AUSTRALIA — (6.5%) | |||||
* | 3P Learning, Ltd. | 20,996 | $18,965 | ||
Accent Group, Ltd. | 55,816 | 112,065 | |||
Adairs, Ltd. | 38,242 | 116,960 | |||
* | Alkane Resources, Ltd. | 28,942 | 24,385 | ||
ALS, Ltd. | 45,102 | 423,572 | |||
Altium, Ltd. | 23,266 | 581,070 | |||
Appen, Ltd. | 20,830 | 174,542 | |||
ARB Corp., Ltd. | 17,901 | 615,771 | |||
AUB Group, Ltd. | 16,772 | 283,894 | |||
* | Audinate Group, Ltd. | 6,362 | 46,472 | ||
# | Australian Ethical Investment, Ltd. | 14,327 | 86,287 | ||
Australian Finance Group, Ltd. | 35,936 | 68,461 | |||
Baby Bunting Group, Ltd. | 24,959 | 105,417 | |||
* | Bannerman Energy, Ltd. | 93,651 | 10,945 | ||
Bapcor, Ltd. | 51,300 | 308,495 | |||
#* | Bellevue Gold, Ltd. | 92,522 | 67,074 | ||
Blackmores, Ltd. | 3,583 | 191,524 | |||
Breville Group, Ltd. | 22,600 | 537,267 | |||
BSA, Ltd. | 40,239 | 9,610 | |||
#* | Calix, Ltd. | 18,956 | 38,635 | ||
#* | Capricorn Metals, Ltd. | 13,506 | 21,520 | ||
Carsales.com, Ltd. | 56,457 | 910,369 | |||
Centuria Capital Group | 48,554 | 104,160 | |||
* | Champion Iron, Ltd. | 82,726 | 462,268 | ||
* | City Chic Collective, Ltd. | 31,772 | 124,503 | ||
Class, Ltd. | 11,009 | 13,760 | |||
Clinuvel Pharmaceuticals, Ltd. | 8,616 | 176,461 | |||
# | Clover Corp., Ltd. | 41,094 | 52,851 | ||
Codan, Ltd. | 29,274 | 363,079 | |||
Collins Foods, Ltd. | 26,555 | 215,594 | |||
* | Corporate Travel Management, Ltd. | 15,251 | 243,468 | ||
Credit Corp. Group, Ltd. | 14,234 | 293,017 | |||
Data#3, Ltd. | 32,737 | 112,195 | |||
#* | Deep Yellow, Ltd. | 52,292 | 27,743 | ||
Deterra Royalties, Ltd. | 93,166 | 320,064 | |||
# | Dicker Data, Ltd. | 9,707 | 82,820 | ||
* | Domain Holdings Australia, Ltd. | 47,787 | 171,347 | ||
Eagers Automotive, Ltd. | 29,034 | 339,061 | |||
* | EML Payments, Ltd. | 47,294 | 124,067 | ||
* | Energy Resources of Australia, Ltd. | 44,404 | 8,796 | ||
* | Freelancer, Ltd. | 12,946 | 9,027 | ||
* | Galaxy Resources, Ltd. | 76,944 | 263,520 | ||
* | Genetic Signatures, Ltd. | 10,079 | 9,231 | ||
GR Engineering Services, Ltd. | 8,809 | 9,292 | |||
GUD Holdings, Ltd. | 21,377 | 185,126 | |||
GWA Group, Ltd. | 52,146 | 107,710 | |||
Hansen Technologies, Ltd. | 41,024 | 187,209 | |||
HUB24, Ltd. | 13,305 | 235,280 | |||
Imdex, Ltd. | 71,768 | 110,421 | |||
Infomedia, Ltd. | 103,163 | 105,686 | |||
Inghams Group, Ltd. | 77,027 | 215,070 | |||
Integral Diagnostics, Ltd. | 30,331 | 117,825 | |||
Integrated Research, Ltd. | 30,886 | 41,887 | |||
InvoCare, Ltd. | 33,241 | 261,636 | |||
IPH, Ltd. | 47,938 | 285,077 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
AUSTRALIA — (Continued) | |||||
IRESS, Ltd. | 44,874 | $465,705 | |||
Johns Lyng Group, Ltd. | 22,819 | 95,278 | |||
Jumbo Interactive, Ltd. | 9,248 | 112,544 | |||
# | Kogan.com, Ltd. | 14,419 | 110,412 | ||
* | Legend Mining, Ltd. | 253,045 | 16,244 | ||
Lifestyle Communities, Ltd. | 18,947 | 237,634 | |||
Lovisa Holdings, Ltd. | 10,487 | 121,351 | |||
* | Lynas Rare Earths, Ltd. | 222,695 | 1,203,671 | ||
MA Financial Group, Ltd. | 9,129 | 37,357 | |||
* | Macquarie Telecom Group, Ltd. | 1,743 | 86,726 | ||
McMillan Shakespeare, Ltd. | 16,320 | 151,976 | |||
* | Medical Developments International, Ltd. | 7,764 | 21,488 | ||
Metcash, Ltd. | 78,291 | 231,775 | |||
MNF Group, Ltd. | 6,395 | 25,824 | |||
#* | Musgrave Minerals, Ltd. | 67,943 | 15,458 | ||
* | Nanosonics, Ltd. | 48,443 | 189,620 | ||
* | nearmap, Ltd. | 86,501 | 131,531 | ||
Netwealth Group, Ltd. | 23,135 | 267,403 | |||
nib holdings, Ltd. | 102,149 | 538,660 | |||
Nick Scali, Ltd. | 16,734 | 150,820 | |||
Objective Corp., Ltd. | 3,702 | 45,877 | |||
OFX Group, Ltd. | 60,218 | 64,576 | |||
Omni Bridgeway, Ltd. | 31,708 | 80,476 | |||
Orora, Ltd. | 132,734 | 351,792 | |||
Over the Wire Holdings, Ltd. | 4,954 | 16,641 | |||
Pact Group Holdings, Ltd. | 30,491 | 82,894 | |||
People Infrastructure, Ltd. | 9,336 | 29,488 | |||
* | Pilbara Minerals, Ltd. | 46,053 | 64,014 | ||
Pinnacle Investment Management Group, Ltd. | 2,744 | 26,552 | |||
Platinum Asset Management, Ltd. | 71,391 | 215,099 | |||
# | PPK Group, Ltd. | 2,600 | 25,078 | ||
#* | Praemium, Ltd. | 79,053 | 65,144 | ||
Premier Investments, Ltd. | 17,037 | 337,266 | |||
# | Pro Medicus, Ltd. | 10,867 | 464,534 | ||
PSC Insurance Group, Ltd. | 13,507 | 34,706 | |||
PWR Holdings, Ltd. | 13,055 | 70,128 | |||
* | ReadyTech Holdings, Ltd. | 8,869 | 15,210 | ||
* | Redbubble, Ltd. | 40,418 | 96,359 | ||
Redcape Hotel Group | 17,479 | 12,313 | |||
# | Resimac Group, Ltd. | 19,239 | 32,701 | ||
Rhipe, Ltd. | 19,109 | 35,481 | |||
* | RPMGlobal Holdings, Ltd. | 33,161 | 48,953 | ||
#* | Rumble Resources, Ltd. | 53,555 | 19,256 | ||
SeaLink Travel Group, Ltd. | 2,467 | 16,853 | |||
* | Seven West Media, Ltd. | 153,225 | 52,790 | ||
SmartGroup Corp., Ltd. | 25,725 | 136,340 | |||
Steadfast Group, Ltd. | 184,751 | 604,477 | |||
Technology One, Ltd. | 59,041 | 410,374 | |||
#* | Temple & Webster Group, Ltd. | 12,977 | 113,951 | ||
#* | West African Resources, Ltd. | 100,980 | 77,661 | ||
TOTAL AUSTRALIA | 17,991,012 | ||||
AUSTRIA — (1.5%) | |||||
ANDRITZ AG | 20,951 | 1,153,458 | |||
AT&S Austria Technologie & Systemtechnik AG | 6,862 | 314,376 | |||
Fabasoft AG | 987 | 48,577 | |||
Mayr Melnhof Karton AG | 478 | 101,710 | |||
# | Oesterreichische Post AG | 9,331 | 492,575 | ||
Palfinger AG | 3,871 | 167,455 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
AUSTRIA — (Continued) | |||||
Rosenbauer International AG | 568 | $32,779 | |||
# | S&T AG | 11,967 | 303,707 | ||
Semperit AG Holding | 1,961 | 72,234 | |||
Telekom Austria AG, Class A | 45,960 | 391,685 | |||
Wienerberger AG | 23,545 | 962,427 | |||
TOTAL AUSTRIA | 4,040,983 | ||||
BELGIUM — (1.2%) | |||||
Barco NV | 7,499 | 187,339 | |||
* | bpost SA | 19,051 | 213,938 | ||
D'ieteren Group | 251 | 40,230 | |||
Etablissements Franz Colruyt NV | 10,026 | 570,054 | |||
Fagron | 15,369 | 318,788 | |||
Ion Beam Applications | 3,769 | 71,487 | |||
* | Kinepolis Group NV | 2,884 | 149,786 | ||
Lotus Bakeries NV | 79 | 461,071 | |||
Melexis NV | 4,070 | 453,641 | |||
Proximus SADP | 29,477 | 605,760 | |||
Recticel SA | 10,529 | 173,503 | |||
Resilux | 219 | 45,835 | |||
Van de Velde NV | 1,365 | 40,327 | |||
VGP NV | 317 | 65,262 | |||
TOTAL BELGIUM | 3,397,021 | ||||
CANADA — (10.5%) | |||||
Absolute Software Corp. | 6,141 | 84,132 | |||
* | AcuityAds Holdings, Inc. | 6,998 | 57,101 | ||
AG Growth International, Inc. | 1,500 | 38,895 | |||
# | AirBoss of America Corp. | 2,900 | 86,284 | ||
# | Altius Minerals Corp. | 7,200 | 98,685 | ||
Altus Group, Ltd. | 10,149 | 477,677 | |||
Andrew Peller, Ltd., Class A | 8,000 | 57,134 | |||
* | Aritzia, Inc. | 21,226 | 622,523 | ||
* | ATS Automation Tooling Systems, Inc. | 18,157 | 546,631 | ||
Aura Minerals, Inc. | 4,700 | 61,783 | |||
B2Gold Corp. | 49,400 | 206,986 | |||
Badger Infrastructure Solutions, Ltd. | 9,038 | 252,464 | |||
Bird Construction, Inc. | 10,300 | 70,505 | |||
# | Boralex, Inc., Class A | 20,856 | 656,472 | ||
Calian Group, Ltd. | 2,303 | 112,750 | |||
Canacol Energy, Ltd. | 33,408 | 85,421 | |||
#* | Canada Goose Holdings, Inc. | 7,500 | 318,371 | ||
* | Canada Goose Holdings, Inc. | 5,600 | 237,608 | ||
CI Financial Corp. | 51,572 | 940,416 | |||
Cogeco Communications, Inc. | 3,414 | 323,257 | |||
Cogeco, Inc. | 1,300 | 96,896 | |||
Colliers International Group, Inc. | 8,919 | 1,144,400 | |||
Computer Modelling Group, Ltd. | 23,156 | 80,552 | |||
#* | Copper Mountain Mining Corp. | 15,400 | 44,561 | ||
Corby Spirit and Wine, Ltd. | 2,600 | 38,721 | |||
* | Descartes Systems Group, Inc. (The) | 8,666 | 629,672 | ||
Doman Building Materials Group, Ltd. | 1,600 | 8,849 | |||
ECN Capital Corp. | 27,800 | 233,746 | |||
Element Fleet Management Corp. | 10,500 | 120,183 | |||
Endeavour Mining P.L.C. | 34,196 | 814,334 | |||
Enghouse Systems, Ltd. | 10,214 | 461,005 | |||
#* | ERO Copper Corp. | 17,559 | 353,404 | ||
Evertz Technologies, Ltd. | 6,300 | 72,009 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
Exchange Income Corp. | 1,767 | $58,338 | |||
# | Extendicare, Inc. | 22,325 | 148,165 | ||
Fiera Capital Corp., Class A | 19,381 | 172,124 | |||
Finning International, Inc. | 29,763 | 769,601 | |||
# | First Majestic Silver Corp. | 27,600 | 377,409 | ||
# | First Majestic Silver Corp. | 15,025 | 205,993 | ||
First National Financial Corp. | 4,137 | 152,899 | |||
#* | Fortuna Silver Mines, Inc. | 20,690 | 98,343 | ||
* | GDI Integrated Facility Services, Inc. | 2,311 | 106,696 | ||
# | Gibson Energy, Inc. | 39,180 | 717,902 | ||
goeasy, Ltd. | 1,930 | 264,532 | |||
#* | GoGold Resources, Inc. | 19,328 | 46,012 | ||
* | Golden Star Resources, Ltd. | 18,296 | 48,101 | ||
* | Great Canadian Gaming Corp. | 13,827 | 490,971 | ||
* | Great Panther Mining, Ltd. | 63,306 | 39,071 | ||
Hardwoods Distribution, Inc. | 500 | 14,131 | |||
HLS Therapeutics, Inc. | 4,400 | 60,026 | |||
* | IBI Group, Inc. | 3,700 | 30,814 | ||
Information Services Corp. | 2,603 | 59,024 | |||
# | Innergex Renewable Energy, Inc. | 31,440 | 548,108 | ||
Intertape Polymer Group, Inc. | 15,246 | 339,357 | |||
Jamieson Wellness, Inc. | 11,906 | 333,723 | |||
* | Karora Resources, Inc. | 18,429 | 56,427 | ||
K-Bro Linen, Inc. | 3,004 | 104,475 | |||
# | Keyera Corp. | 1,300 | 34,803 | ||
#* | Kinaxis, Inc. | 6,150 | 797,883 | ||
# | Labrador Iron Ore Royalty Corp. | 16,700 | 664,065 | ||
#* | Largo Resources, Ltd. | 1,294 | 21,154 | ||
# | LifeWorks, Inc. | 16,900 | 480,748 | ||
* | Major Drilling Group International, Inc. | 3,300 | 22,748 | ||
Maverix Metals, Inc. | 2,700 | 12,920 | |||
Maverix Metals, Inc. | 4,400 | 21,164 | |||
Methanex Corp. | 10,600 | 356,796 | |||
MTY Food Group, Inc. | 1,900 | 103,528 | |||
# | North West Co., Inc. (The) | 13,476 | 392,744 | ||
# | Parkland Corp. | 30,653 | 975,658 | ||
# | Pason Systems, Inc. | 21,400 | 136,194 | ||
PFB Corp. | 586 | 10,662 | |||
# | Pollard Banknote, Ltd. | 4,800 | 193,524 | ||
# | Premium Brands Holdings Corp., Class A | 8,550 | 874,326 | ||
#* | Pretium Resources, Inc. | 39,533 | 368,523 | ||
* | Pulse Seismic, Inc. | 14,400 | 22,623 | ||
#* | Real Matters, Inc. | 18,438 | 188,725 | ||
* | Recipe Unlimited Corp. | 5,900 | 105,222 | ||
Richelieu Hardware, Ltd. | 13,797 | 481,170 | |||
# | Rogers Sugar, Inc. | 19,062 | 89,229 | ||
* | Sandstorm Gold, Ltd. | 24,800 | 195,204 | ||
* | Sandstorm Gold, Ltd. | 21,300 | 167,418 | ||
# | Savaria Corp. | 6,700 | 112,938 | ||
* | Seabridge Gold, Inc. | 2,400 | 43,464 | ||
# | Sienna Senior Living, Inc. | 12,904 | 164,558 | ||
* | Sierra Metals, Inc. | 12,186 | 33,755 | ||
Sleep Country Canada Holdings, Inc. | 14,049 | 331,181 | |||
* | Spin Master Corp. | 7,140 | 273,730 | ||
Sprott, Inc. | 600 | 22,113 | |||
Sprott, Inc. | 2,779 | 102,267 | |||
Stantec, Inc. | 24,160 | 1,124,730 | |||
Stelco Holdings, Inc. | 6,030 | 199,131 | |||
Stella-Jones, Inc. | 11,778 | 427,373 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
* | Steppe Gold, Ltd. | 6,400 | $9,285 | ||
* | SunOpta, Inc. | 12,100 | 127,050 | ||
* | SunOpta, Inc. | 2,100 | 22,118 | ||
# | Superior Plus Corp. | 41,856 | 526,052 | ||
* | Taseko Mines, Ltd. | 20,947 | 37,609 | ||
TECSYS, Inc. | 400 | 16,762 | |||
* | TeraGo, Inc. | 1,900 | 8,681 | ||
TerraVest Industries, Inc. | 2,300 | 36,852 | |||
TFI International, Inc. | 12,809 | 1,433,877 | |||
Toromont Industries, Ltd. | 5,820 | 491,826 | |||
TransAlta Corp. | 2,696 | 28,092 | |||
TransAlta Corp. | 30,400 | 317,012 | |||
* | Trisura Group, Ltd. | 6,056 | 226,202 | ||
* | Victoria Gold Corp. | 4,765 | 71,803 | ||
* | Viemed Healthcare, Inc. | 4,100 | 28,536 | ||
* | VIQ Solutions, Inc. | 1,500 | 9,486 | ||
* | Wall Financial Corp. | 2,300 | 33,995 | ||
Waterloo Brewing, Ltd. | 2,800 | 14,610 | |||
* | Wesdome Gold Mines, Ltd. | 36,700 | 371,236 | ||
Whitecap Resources, Inc. | 100,784 | 461,267 | |||
Winpak, Ltd. | 7,847 | 256,430 | |||
TOTAL CANADA | 28,756,721 | ||||
CHINA — (0.0%) | |||||
TK Group Holdings, Ltd. | 56,000 | 20,273 | |||
DENMARK — (2.0%) | |||||
* | Brodrene Hartmann A.S. | 391 | 31,548 | ||
cBrain A.S. | 1,508 | 79,759 | |||
Chemometec A.S. | 3,819 | 611,383 | |||
# | Gabriel Holding A.S. | 71 | 7,950 | ||
Netcompany Group A.S. | 6,076 | 750,622 | |||
* | Nilfisk Holding A.S. | 4,220 | 148,088 | ||
* | NTG Nordic Transport Group A.S. | 2,617 | 203,320 | ||
Royal Unibrew A.S. | 12,828 | 1,738,375 | |||
# | RTX A.S. | 1,615 | 44,608 | ||
SimCorp A.S. | 9,777 | 1,358,476 | |||
SP Group A.S. | 1,324 | 81,285 | |||
Topdanmark A.S. | 9,263 | 471,702 | |||
TOTAL DENMARK | 5,527,116 | ||||
FINLAND — (2.0%) | |||||
Alma Media Oyj | 2,996 | 39,751 | |||
Caverion Oyj | 23,382 | 202,867 | |||
Digia Oyj | 2,369 | 22,509 | |||
F-Secure Oyj | 18,027 | 88,422 | |||
Harvia Oyj | 2,737 | 199,507 | |||
Kamux Corp. | 5,240 | 108,127 | |||
Lassila & Tikanoja Oyj | 4,575 | 80,962 | |||
Marimekko Oyj | 373 | 30,583 | |||
Neles Oyj | 16,266 | 251,639 | |||
Olvi Oyj, Class A | 877 | 55,042 | |||
Orion Oyj, Class A | 6,336 | 269,831 | |||
Orion Oyj, Class B | 26,317 | 1,120,195 | |||
Ponsse Oyj | 2,284 | 116,478 | |||
* | QT Group Oyj | 3,234 | 437,971 | ||
Sanoma Oyj | 15,828 | 293,557 | |||
Talenom Oyj | 2,559 | 49,418 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
FINLAND — (Continued) | |||||
Tokmanni Group Corp. | 10,934 | $315,692 | |||
Uponor Oyj | 11,297 | 360,273 | |||
Vaisala Oyj, Class A | 5,135 | 238,654 | |||
# | Valmet Oyj | 30,958 | 1,291,967 | ||
Verkkokauppa.com Oyj | 4,773 | 48,354 | |||
TOTAL FINLAND | 5,621,799 | ||||
FRANCE — (3.9%) | |||||
ABC arbitrage | 6,244 | 53,058 | |||
# | Albioma SA | 5,819 | 232,522 | ||
Alten SA | 5,251 | 834,729 | |||
* | ATEME SA | 2,247 | 35,233 | ||
Aubay | 1,736 | 100,082 | |||
Bastide le Confort Medical | 726 | 40,994 | |||
* | Beneteau SA | 5,501 | 89,908 | ||
* | Bigben Interactive | 3,469 | 63,486 | ||
* | Cegedim SA | 1,355 | 45,814 | ||
Chargeurs SA | 2,410 | 62,563 | |||
#* | Claranova SADIR | 2,289 | 21,043 | ||
Delta Plus Group | 190 | 19,937 | |||
* | Derichebourg SA | 15,939 | 168,363 | ||
* | Eramet SA | 1,198 | 95,799 | ||
* | ESI Group | 840 | 57,805 | ||
Faurecia SE | 14,645 | 653,643 | |||
Gaztransport Et Technigaz SA | 4,748 | 380,732 | |||
* | ID Logistics Group | 627 | 200,800 | ||
Infotel SA | 775 | 45,975 | |||
Ipsen SA | 5,550 | 593,075 | |||
* | JCDecaux SA | 16,146 | 440,447 | ||
Kaufman & Broad SA | 3,850 | 170,829 | |||
* | Lagardere SA | 9,564 | 266,762 | ||
Lectra | 5,622 | 229,068 | |||
Linedata Services | 871 | 42,051 | |||
LNA Sante SA | 963 | 60,674 | |||
Maisons du Monde SA | 2,879 | 65,875 | |||
Manitou BF SA | 731 | 24,038 | |||
Metropole Television SA | 3,686 | 73,809 | |||
Nexans SA | 2,993 | 286,470 | |||
Pharmagest Interactive | 660 | 74,211 | |||
Robertet SA | 72 | 85,461 | |||
Seche Environnement SA | 494 | 28,656 | |||
Societe BIC SA | 1,413 | 95,795 | |||
Societe pour l'Informatique Industrielle | 2,187 | 90,258 | |||
* | SOITEC | 5,735 | 1,374,952 | ||
Somfy SA | 1,722 | 329,711 | |||
Sopra Steria Group SACA | 3,038 | 603,889 | |||
SPIE SA | 22,426 | 531,194 | |||
Sword Group | 521 | 28,031 | |||
Synergie SE | 615 | 26,991 | |||
Thermador Groupe | 691 | 77,052 | |||
Trigano SA | 1,989 | 430,222 | |||
Valeo | 25,805 | 746,173 | |||
Verallia SA | 6,415 | 237,880 | |||
Vetoquinol SA | 139 | 20,179 | |||
Virbac SA | 726 | 293,220 | |||
* | Wavestone | 1,731 | 86,229 | ||
TOTAL FRANCE | 10,615,688 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
GERMANY — (6.4%) | |||||
Adesso SE | 363 | $66,661 | |||
AIXTRON SE | 3,384 | 83,476 | |||
All for One Group SE | 457 | 36,329 | |||
Allgeier SE | 1,456 | 41,093 | |||
Amadeus Fire AG | 722 | 145,050 | |||
Atoss Software AG | 1,284 | 261,116 | |||
Basler AG | 1,125 | 147,588 | |||
Bechtle AG | 6,135 | 1,266,771 | |||
bet-at-home.com AG | 1,082 | 38,306 | |||
CANCOM SE | 5,045 | 317,055 | |||
CENIT AG | 2,561 | 45,098 | |||
Cewe Stiftung & Co., KGaA | 1,373 | 205,817 | |||
CompuGroup Medical SE & Co., KgaA | 5,846 | 468,973 | |||
* | CTS Eventim AG & Co., KGaA | 6,120 | 415,824 | ||
* | Delticom AG | 1,954 | 22,484 | ||
Dermapharm Holding SE | 3,233 | 258,618 | |||
Eckert & Ziegler Strahlen- und Medizintechnik AG | 3,871 | 532,439 | |||
# | Encavis AG | 14,714 | 269,286 | ||
Energiekontor AG | 1,600 | 105,847 | |||
* | Evotec SE | 28,193 | 1,169,008 | ||
Fielmann AG | 6,622 | 497,284 | |||
First Sensor AG | 624 | 32,140 | |||
#* | flatexDEGIRO AG | 3,297 | 398,412 | ||
Fuchs Petrolub SE | 7,669 | 307,000 | |||
GEA Group AG | 18,828 | 834,840 | |||
Gerresheimer AG | 7,285 | 760,656 | |||
GFT Technologies SE | 2,327 | 77,827 | |||
Hawesko Holding AG | 669 | 48,214 | |||
Hugo Boss AG | 9,837 | 589,322 | |||
* | Hypoport SE | 855 | 515,145 | ||
IVU Traffic Technologies AG | 2,797 | 69,983 | |||
# | KPS AG | 1,655 | 10,448 | ||
KWS Saat SE & Co., KGaA | 398 | 33,458 | |||
Leifheit AG | 1,368 | 69,812 | |||
LPKF Laser & Electronics AG | 3,833 | 98,531 | |||
* | Manz AG | 389 | 29,209 | ||
* | Nagarro SE | 1,456 | 221,857 | ||
Nemetschek SE | 5,427 | 478,921 | |||
New Work SE | 795 | 238,914 | |||
Nexus AG | 3,982 | 316,649 | |||
OHB SE | 1,179 | 55,974 | |||
Pfeiffer Vacuum Technology AG | 547 | 111,589 | |||
ProSiebenSat.1 Media SE | 39,832 | 756,766 | |||
PSI Software AG | 1,942 | 95,324 | |||
* | PVA TePla AG | 3,324 | 134,438 | ||
* | Schaltbau Holding AG | 676 | 32,674 | ||
Secunet Security Networks AG | 276 | 157,671 | |||
# | Siltronic AG | 4,725 | 770,552 | ||
* | Sixt SE | 3,091 | 430,037 | ||
SMA Solar Technology AG | 772 | 40,403 | |||
* | SNP Schneider-Neureither & Partner SE | 192 | 12,845 | ||
Stabilus SA | 6,287 | 499,110 | |||
STRATEC SE | 1,450 | 224,999 | |||
Stroeer SE & Co., KGaA | 6,860 | 542,594 | |||
* | SUESS MicroTec SE | 2,259 | 71,040 | ||
Traffic Systems SE | 907 | 45,200 | |||
USU Software AG | 398 | 12,083 | |||
* | va-Q-tec AG | 366 | 13,039 | ||
# | Varta AG | 3,773 | 654,466 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
GERMANY — (Continued) | |||||
VERBIO Vereinigte BioEnergie AG | 4,419 | $239,378 | |||
Wacker Chemie AG | 2,690 | 395,710 | |||
Washtec AG | 2,997 | 204,755 | |||
* | Westwing Group AG | 1,847 | 87,579 | ||
* | zooplus AG | 1,192 | 405,879 | ||
TOTAL GERMANY | 17,519,566 | ||||
HONG KONG — (2.2%) | |||||
# | Aidigong Maternal & Child Health, Ltd. | 396,000 | 65,783 | ||
ASM Pacific Technology, Ltd. | 53,800 | 693,681 | |||
#* | Ban Loong Holdings, Ltd. | 566,000 | 21,869 | ||
Best Mart 360 Holdings, Ltd. | 42,000 | 10,574 | |||
Brightoil Petroleum Holdings, Ltd. | 408,000 | 14,769 | |||
Cafe de Coral Holdings, Ltd. | 80,000 | 155,747 | |||
CGN Mining Co., Ltd. | 125,000 | 10,159 | |||
CMBC Capital Holdings, Ltd. | 3,020,000 | 40,737 | |||
C-Mer Eye Care Holding, Ltd. | 80,000 | 78,121 | |||
Convenience Retail Asia, Ltd. | 132,000 | 13,759 | |||
EC Healthcare | 36,000 | 55,868 | |||
EuroEyes International Eye Clinic, Ltd. | 8,000 | 12,773 | |||
Fairwood Holdings, Ltd. | 25,500 | 57,306 | |||
# | Fosun Tourism Group | 8,000 | 9,320 | ||
* | Frontage Holdings Corp. | 48,000 | 37,402 | ||
FSE Lifestyle Services, Ltd. | 14,000 | 10,970 | |||
Goldin Financial Holdings, Ltd. | 214,000 | 0 | |||
* | HK Asia Holdings, Ltd. | 14,000 | 7,726 | ||
HKBN, Ltd. | 137,000 | 159,525 | |||
* | Hong Kong ChaoShang Group, Ltd. | 208,000 | 26,780 | ||
* | Hong Kong Technology Venture Co., Ltd. | 97,000 | 136,109 | ||
* | Hypebeast, Ltd. | 147,500 | 20,552 | ||
International Housewares Retail Co., Ltd. | 77,000 | 28,657 | |||
Karrie International Holdings, Ltd. | 126,000 | 27,243 | |||
* | Lifestyle International Holdings, Ltd. | 109,500 | 78,138 | ||
L'Occitane International SA | 87,000 | 302,452 | |||
Man Wah Holdings, Ltd. | 25,600 | 51,366 | |||
# | MECOM Power and Construction, Ltd. | 143,999 | 72,426 | ||
* | MH Development, Ltd. | 80,000 | 2,239 | ||
Modern Dental Group, Ltd. | 47,000 | 40,687 | |||
NagaCorp., Ltd. | 264,000 | 193,967 | |||
# | Nissin Foods Co., Ltd. | 26,000 | 18,709 | ||
Pacific Textiles Holdings, Ltd. | 218,000 | 118,118 | |||
PCCW, Ltd. | 694,687 | 363,897 | |||
Pentamaster International, Ltd. | 114,000 | 15,397 | |||
Perfect Medical Health Management, Ltd. | 104,000 | 107,843 | |||
Plover Bay Technologies, Ltd. | 56,000 | 18,228 | |||
* | Razer, Inc. | 698,000 | 169,329 | ||
SITC International Holdings Co., Ltd. | 232,000 | 957,086 | |||
Solomon Systech International, Ltd. | 206,000 | 31,823 | |||
SUNeVision Holdings, Ltd. | 174,000 | 183,582 | |||
* | Theme International Holdings, Ltd. | 610,000 | 113,250 | ||
Tradelink Electronic Commerce, Ltd. | 178,000 | 26,344 | |||
Value Partners Group, Ltd. | 196,000 | 112,691 | |||
Valuetronics Holdings, Ltd. | 44,000 | 19,304 | |||
# | Vitasoy International Holdings, Ltd. | 186,000 | 522,559 | ||
* | Vobile Group, Ltd. | 220,000 | 198,973 | ||
# | VPower Group International Holdings, Ltd. | 83,000 | 17,096 | ||
VSTECS Holdings, Ltd. | 100,000 | 79,863 | |||
VTech Holdings, Ltd. | 41,900 | 415,514 | |||
YTO Express Holdings, Ltd. | 14,000 | 5,764 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
HONG KONG — (Continued) | |||||
# | Zensun Enterprises, Ltd. | 370,000 | $30,963 | ||
* | Zhaobangji Properties Holdings, Ltd. | 560,000 | 45,412 | ||
TOTAL HONG KONG | 6,008,450 | ||||
IRELAND — (0.5%) | |||||
* | Cairn Homes P.L.C. | 97,209 | 129,292 | ||
* | Datalex P.L.C. | 14,290 | 12,052 | ||
* | FBD Holdings P.L.C. | 6,766 | 62,571 | ||
Glanbia P.L.C. | 46,374 | 796,109 | |||
* | Greencore Group P.L.C. | 49,321 | 89,376 | ||
* | Irish Continental Group P.L.C. | 36,636 | 192,508 | ||
TOTAL IRELAND | 1,281,908 | ||||
ISRAEL — (1.3%) | |||||
Arad, Ltd. | 1,934 | 25,798 | |||
AudioCodes, Ltd. | 5,555 | 181,982 | |||
#* | Camtek, Ltd. | 4,244 | 152,557 | ||
Danel Adir Yeoshua, Ltd. | 1,247 | 265,991 | |||
Delek Automotive Systems, Ltd. | 1,191 | 15,027 | |||
Duniec Brothers, Ltd. | 907 | 42,497 | |||
Electra Consumer Products 1970, Ltd. | 1,574 | 82,424 | |||
Electra, Ltd. | 316 | 177,587 | |||
Energix-Renewable Energies, Ltd. | 8,826 | 34,781 | |||
#* | Enlight Renewable Energy, Ltd. | 114,785 | 256,593 | ||
FMS Enterprises Migun, Ltd. | 1,352 | 38,169 | |||
Formula Systems 1985, Ltd. | 1,834 | 161,726 | |||
Fox Wizel, Ltd. | 1,783 | 210,210 | |||
Freshmarket, Ltd. | 5,286 | 18,335 | |||
Hilan, Ltd. | 3,556 | 183,358 | |||
Inrom Construction Industries, Ltd. | 19,650 | 100,064 | |||
Israel Canada T.R, Ltd. | 2,988 | 12,726 | |||
Kerur Holdings, Ltd. | 870 | 24,888 | |||
Klil Industries, Ltd. | 130 | 12,820 | |||
M Yochananof & Sons, Ltd. | 376 | 24,352 | |||
Magic Software Enterprises, Ltd. | 3,601 | 62,873 | |||
Malam - Team, Ltd. | 2,020 | 67,300 | |||
Matrix IT, Ltd. | 8,960 | 246,546 | |||
Maytronics, Ltd. | 9,272 | 201,683 | |||
* | Nova, Ltd. | 4,779 | 457,978 | ||
Novolog, Ltd. | 40,640 | 37,506 | |||
One Software Technologies, Ltd. | 6,370 | 97,268 | |||
#* | OPC Energy, Ltd. | 11,403 | 107,983 | ||
* | Perion Network, Ltd. | 2,963 | 55,465 | ||
Rami Levy Chain Stores Hashikma Marketing 2006, Ltd. | 1,627 | 105,639 | |||
* | Shikun & Binui, Ltd. | 2,405 | 13,623 | ||
Tadiran Group, Ltd. | 509 | 59,738 | |||
# | Tel Aviv Stock Exchange, Ltd. | 9,009 | 55,693 | ||
Telsys | 334 | 11,902 | |||
# | Victory Supermarket Chain, Ltd. | 841 | 18,150 | ||
TOTAL ISRAEL | 3,621,232 | ||||
ITALY — (3.3%) | |||||
ACEA SpA | 12,129 | 282,672 | |||
Alerion Cleanpower SpA | 1,327 | 20,969 | |||
* | Aquafil SpA | 1,628 | 14,423 | ||
* | Arnoldo Mondadori Editore SpA | 31,303 | 72,850 | ||
* | Autogrill SpA | 34,602 | 242,771 | ||
Azimut Holding SpA | 25,417 | 653,831 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
ITALY — (Continued) | |||||
* | Banca Generali SpA | 13,373 | $554,772 | ||
Be Shaping The Future SpA | 22,330 | 51,023 | |||
BFF Bank SpA | 27,311 | 285,100 | |||
Brembo SpA | 18,084 | 252,726 | |||
* | Brunello Cucinelli SpA | 7,681 | 475,819 | ||
Carel Industries SpA | 5,620 | 133,714 | |||
* | Cerved Group SpA | 26,165 | 307,115 | ||
De' Longhi SpA | 11,398 | 504,019 | |||
Digital Bros SpA | 671 | 19,416 | |||
doValue SpA | 1,042 | 11,945 | |||
ERG SpA | 7,411 | 231,451 | |||
Gruppo MutuiOnline SpA | 6,746 | 397,932 | |||
Hera SpA | 79,777 | 339,008 | |||
Interpump Group SpA | 7,540 | 471,322 | |||
#* | Juventus Football Club SpA | 114,950 | 100,001 | ||
LU-VE SpA | 622 | 14,612 | |||
Maire Tecnimont SpA | 4,319 | 15,974 | |||
Piaggio & C SpA | 40,596 | 155,935 | |||
Piovan SpA | 1,843 | 16,880 | |||
Prysmian SpA | 28,688 | 1,028,561 | |||
RAI Way SpA | 21,871 | 129,241 | |||
Reno de Medici SpA | 33,349 | 56,744 | |||
Reply SpA | 4,704 | 840,910 | |||
Sabaf SpA | 798 | 24,125 | |||
Salcef SpA | 815 | 14,355 | |||
* | Salvatore Ferragamo SpA | 6,961 | 138,840 | ||
* | Sesa SpA | 1,469 | 261,545 | ||
SOL SpA | 6,788 | 148,992 | |||
Technogym SpA | 25,405 | 327,573 | |||
Tinexta S.p.A. | 4,924 | 214,798 | |||
Unieuro SpA | 3,540 | 99,217 | |||
Zignago Vetro SpA | 6,112 | 123,921 | |||
TOTAL ITALY | 9,035,102 | ||||
JAPAN — (21.5%) | |||||
A&D Co., Ltd. | 1,600 | 14,461 | |||
Abist Co., Ltd. | 400 | 10,693 | |||
Adastria Co., Ltd. | 6,700 | 115,568 | |||
Ad-sol Nissin Corp. | 1,300 | 24,728 | |||
Adtec Plasma Technology Co., Ltd. | 700 | 11,330 | |||
Advance Create Co., Ltd. | 3,800 | 34,817 | |||
Advantage Risk Management Co., Ltd. | 1,800 | 18,354 | |||
* | Adventure, Inc. | 400 | 23,930 | ||
Aeon Delight Co., Ltd. | 4,900 | 161,221 | |||
Aeon Fantasy Co., Ltd. | 1,500 | 26,425 | |||
Aeon Hokkaido Corp. | 5,600 | 52,857 | |||
Aeon Kyushu Co., Ltd. | 500 | 9,069 | |||
Aeria, Inc. | 2,700 | 11,131 | |||
Ai Holdings Corp. | 7,900 | 147,488 | |||
Aica Kogyo Co., Ltd. | 7,200 | 254,405 | |||
Ain Holdings, Inc. | 4,900 | 299,953 | |||
AIT Corp. | 1,200 | 12,223 | |||
Ajis Co., Ltd. | 1,000 | 32,020 | |||
Akatsuki, Inc. | 1,300 | 38,858 | |||
# | Alleanza Holdings Co., Ltd. | 3,200 | 38,699 | ||
* | Allied Architects, Inc. | 2,100 | 16,500 | ||
* | Allied Telesis Holdings K.K. | 9,400 | 9,636 | ||
* | AlphaPolis Co., Ltd. | 100 | 3,398 | ||
Altech Corp. | 3,870 | 71,817 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Amano Corp. | 12,900 | $318,073 | |||
Amvis Holdings, Inc. | 800 | 44,151 | |||
Anest Iwata Corp. | 7,700 | 74,260 | |||
Anicom Holdings, Inc. | 18,800 | 148,363 | |||
Anritsu Corp. | 23,300 | 407,229 | |||
Aoyama Zaisan Networks Co., Ltd. | 2,300 | 32,986 | |||
Apaman Co., Ltd. | 3,000 | 15,761 | |||
Arcland Service Holdings Co., Ltd. | 3,900 | 80,552 | |||
Argo Graphics, Inc. | 3,800 | 119,433 | |||
ARTERIA Networks Corp. | 4,900 | 81,835 | |||
Artiza Networks, Inc. | 1,900 | 23,203 | |||
ArtSpark Holdings, Inc. | 6,000 | 53,389 | |||
* | Aruhi Corp. | 7,500 | 94,884 | ||
As One Corp. | 3,200 | 434,765 | |||
Asahi Co., Ltd. | 3,700 | 44,734 | |||
Asahi Holdings, Inc. | 18,200 | 359,916 | |||
Asahi Net, Inc. | 5,200 | 32,409 | |||
# | Asante, Inc. | 1,100 | 17,389 | ||
Ascentech KK | 1,200 | 12,536 | |||
ASKUL Corp. | 8,200 | 123,779 | |||
Ateam, Inc. | 2,300 | 30,815 | |||
Atled Corp. | 600 | 11,740 | |||
Atom Corp. | 7,100 | 50,324 | |||
* | Atrae, Inc. | 4,100 | 80,286 | ||
Aucnet, Inc. | 2,800 | 40,707 | |||
# | Avant Corp. | 5,800 | 86,949 | ||
Axial Retailing, Inc. | 3,900 | 135,319 | |||
Baroque Japan, Ltd. | 1,700 | 13,678 | |||
Base Co., Ltd. | 500 | 22,242 | |||
Beauty Garage, Inc. | 400 | 15,218 | |||
Beenos, Inc. | 2,800 | 83,671 | |||
Belc Co., Ltd. | 2,400 | 117,685 | |||
Bell System24 Holdings, Inc. | 8,800 | 135,139 | |||
Benesse Holdings, Inc. | 10,900 | 250,819 | |||
BeNext-Yumeshin Group Co. | 12,718 | 158,293 | |||
* | Bengo4.com, Inc. | 1,500 | 113,253 | ||
# | Bic Camera, Inc. | 14,600 | 150,897 | ||
B-Lot Co., Ltd. | 2,200 | 11,536 | |||
BML, Inc. | 5,400 | 186,503 | |||
Bourbon Corp. | 2,000 | 46,804 | |||
BP Castrol K.K. | 2,300 | 28,374 | |||
# | Br Holdings Corp. | 10,800 | 45,978 | ||
* | BrainPad, Inc. | 1,000 | 40,666 | ||
Broadleaf Co., Ltd. | 24,000 | 110,625 | |||
#* | Broadmedia Corp. | 10,300 | 7,994 | ||
# | Business Brain Showa-Ota, Inc. | 2,200 | 37,877 | ||
Business Engineering Corp. | 300 | 8,941 | |||
C Uyemura & Co., Ltd. | 1,200 | 50,309 | |||
Can Do Co., Ltd. | 3,000 | 51,919 | |||
* | CareerIndex, Inc. | 2,900 | 25,450 | ||
# | Careerlink Co., Ltd. | 1,700 | 29,831 | ||
Carenet, Inc. | 1,300 | 84,286 | |||
Carta Holdings, Inc. | 1,500 | 24,961 | |||
# | Casa, Inc. | 2,300 | 19,707 | ||
* | CellSource Co., Ltd. | 500 | 65,517 | ||
Central Automotive Products, Ltd. | 2,800 | 85,446 | |||
Central Security Patrols Co., Ltd. | 1,800 | 49,118 | |||
Central Sports Co., Ltd. | 1,700 | 36,975 | |||
# | Ceres, Inc. | 1,300 | 37,308 |
International Small Cap Growth Portfolio
CONTINUED
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JAPAN — (Continued) | |||||
Charm Care Corp. KK | 2,200 | $22,189 | |||
#* | Chatwork Co., Ltd. | 3,600 | 33,232 | ||
CMIC Holdings Co., Ltd. | 3,100 | 40,395 | |||
# | cocokara fine, Inc. | 1,300 | 97,054 | ||
COLOPL, Inc. | 5,400 | 39,320 | |||
Colowide Co., Ltd. | 700 | 12,653 | |||
# | Computer Engineering & Consulting, Ltd. | 6,700 | 97,786 | ||
Comture Corp. | 6,000 | 129,141 | |||
CONEXIO Corp. | 3,900 | 56,946 | |||
# | Core Corp. | 2,000 | 27,610 | ||
Cota Co., Ltd. | 3,806 | 50,370 | |||
# | CRE, Inc. | 1,900 | 26,238 | ||
* | Create Restaurants Holdings, Inc. | 20,400 | 172,726 | ||
Create SD Holdings Co., Ltd. | 5,500 | 184,609 | |||
Creek & River Co., Ltd. | 2,400 | 39,169 | |||
Creo Co., Ltd. | 900 | 9,706 | |||
Cresco, Ltd. | 3,900 | 69,810 | |||
* | CRI Middleware Co., Ltd. | 700 | 10,088 | ||
* | CROOZ, Inc. | 1,200 | 20,025 | ||
CTS Co., Ltd. | 6,800 | 50,481 | |||
# | Cube System, Inc. | 1,300 | 11,854 | ||
Curves Holdings Co., Ltd. | 9,500 | 70,815 | |||
Cyber Com Co., Ltd. | 1,300 | 16,746 | |||
Cybernet Systems Co., Ltd. | 4,400 | 27,211 | |||
Cybozu, Inc. | 5,500 | 120,340 | |||
Daicel Corp. | 35,900 | 298,155 | |||
Daihen Corp. | 4,400 | 197,331 | |||
Dai-Ichi Cutter Kogyo K.K. | 2,000 | 25,197 | |||
Daiichikosho Co., Ltd. | 9,200 | 322,236 | |||
Daiken Medical Co., Ltd. | 3,200 | 15,619 | |||
Daiki Aluminium Industry Co., Ltd. | 4,900 | 54,273 | |||
Daiki Axis Co., Ltd. | 1,100 | 8,329 | |||
Daikokutenbussan Co., Ltd. | 1,200 | 69,230 | |||
* | Daiohs Corp. | 1,200 | 11,351 | ||
Daiseki Co., Ltd. | 9,300 | 430,453 | |||
Daiseki Eco. Solution Co., Ltd. | 2,300 | 26,989 | |||
Daito Pharmaceutical Co., Ltd. | 2,700 | 81,947 | |||
Daiwabo Holdings Co., Ltd. | 22,500 | 454,189 | |||
DATA HORIZON Co., Ltd. | 300 | 11,236 | |||
# | Dawn Corp. | 700 | 15,302 | ||
Dear Life Co., Ltd. | 5,900 | 25,366 | |||
# | Densan System Holdings Co., Ltd. | 1,900 | 50,096 | ||
Dexerials Corp. | 14,500 | 334,313 | |||
Diamond Electric Holdings Co., Ltd. | 1,100 | 30,589 | |||
Digital Arts, Inc. | 3,000 | 206,028 | |||
Digital Garage, Inc. | 8,200 | 340,380 | |||
Digital Hearts Holdings Co., Ltd. | 2,800 | 38,734 | |||
Digital Holdings, Inc. | 2,500 | 48,596 | |||
Digital Information Technologies Corp. | 2,800 | 48,498 | |||
Dip Corp. | 7,200 | 210,572 | |||
DKS Co., Ltd. | 1,800 | 55,400 | |||
DMG Mori Co., Ltd. | 29,100 | 454,695 | |||
Double Standard, Inc. | 600 | 27,731 | |||
* | Drecom Co., Ltd. | 2,600 | 12,813 | ||
DTS Corp. | 9,500 | 229,306 | |||
Dvx, Inc. | 1,700 | 15,334 | |||
Earth Corp. | 3,600 | 213,196 | |||
EAT& Holdings Co, Ltd. | 600 | 11,235 | |||
Ebara Jitsugyo Co., Ltd. | 2,800 | 72,970 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Ebase Co., Ltd. | 5,900 | $43,687 | |||
* | eBook Initiative Japan Co., Ltd. | 1,100 | 32,785 | ||
Eco's Co., Ltd. | 2,000 | 34,098 | |||
Edulab, Inc. | 400 | 16,676 | |||
# | EF-ON, Inc. | 2,719 | 30,877 | ||
eGuarantee, Inc. | 7,400 | 158,466 | |||
E-Guardian, Inc. | 2,300 | 58,296 | |||
Eiken Chemical Co., Ltd. | 6,900 | 143,845 | |||
Elan Corp. | 7,300 | 79,396 | |||
Elecom Co., Ltd. | 10,000 | 176,061 | |||
Enigmo, Inc. | 5,600 | 73,246 | |||
en-japan, Inc. | 8,000 | 279,365 | |||
Entrust, Inc. | 2,000 | 12,126 | |||
ES-Con Japan, Ltd. | 4,700 | 32,819 | |||
* | Escrow Agent Japan, Inc. | 3,500 | 6,980 | ||
F&M Co., Ltd. | 1,900 | 23,150 | |||
FAN Communications, Inc. | 12,800 | 46,850 | |||
#* | FDK Corp. | 3,600 | 41,236 | ||
Ferrotec Holdings Corp. | 6,100 | 161,998 | |||
* | FFRI Security, Inc. | 1,700 | 26,880 | ||
# | Fibergate, Inc. | 1,800 | 22,124 | ||
FINDEX, Inc. | 2,300 | 22,754 | |||
First-corp, Inc. | 1,200 | 8,381 | |||
Fixstars Corp. | 4,000 | 28,741 | |||
Focus Systems Corp. | 3,100 | 28,119 | |||
Forum Engineering, Inc. | 1,400 | 11,588 | |||
Forval Corp. | 1,800 | 15,782 | |||
France Bed Holdings Co., Ltd. | 4,900 | 40,906 | |||
# | Freebit Co., Ltd. | 2,100 | 14,938 | ||
* | Fronteo, Inc. | 3,400 | 33,658 | ||
Frontier Management, Inc. | 1,000 | 9,349 | |||
FTGroup Co., Ltd. | 2,600 | 31,106 | |||
Fuji Corp. | 13,300 | 312,983 | |||
# | Fuji Corp. | 2,600 | 28,951 | ||
Fuji Oil Holdings, Inc. | 8,500 | 192,410 | |||
Fuji Seal International, Inc. | 10,300 | 209,225 | |||
Fuji Soft, Inc. | 6,700 | 338,539 | |||
Fujibo Holdings, Inc. | 2,300 | 83,790 | |||
Fujimi, Inc. | 400 | 18,862 | |||
Fujimori Kogyo Co., Ltd. | 2,600 | 98,232 | |||
Fujitec Co., Ltd. | 3,500 | 77,759 | |||
Fukuda Denshi Co., Ltd. | 1,900 | 173,288 | |||
Fukui Computer Holdings, Inc. | 2,600 | 95,862 | |||
Fukushima Galilei Co., Ltd. | 2,500 | 103,121 | |||
FULLCAST Holdings Co., Ltd. | 5,400 | 111,269 | |||
Funai Soken Holdings, Inc. | 9,130 | 209,826 | |||
Furuya Metal Co., Ltd. | 500 | 30,421 | |||
Furyu Corp. | 3,000 | 38,759 | |||
Fuso Chemical Co., Ltd. | 4,500 | 162,216 | |||
Future Corp. | 5,500 | 92,321 | |||
G-7 Holdings, Inc. | 2,800 | 93,386 | |||
#* | GA Technologies Co., Ltd. | 1,500 | 26,236 | ||
Gakken Holdings Co., Ltd. | 4,900 | 57,573 | |||
Gakkyusha Co., Ltd. | 1,800 | 22,130 | |||
Gakujo Co., Ltd. | 1,800 | 18,915 | |||
GCA Corp. | 5,600 | 53,278 | |||
geechs, Inc. | 400 | 5,750 | |||
Genki Sushi Co., Ltd. | 1,700 | 39,094 | |||
Genky DrugStores Co., Ltd. | 1,700 | 62,797 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Gift, Inc. | 600 | $13,291 | |||
* | giftee, Inc. | 500 | 15,467 | ||
Gig Works, Inc. | 1,600 | 10,337 | |||
Giken, Ltd. | 4,400 | 180,523 | |||
GLOBERIDE, Inc. | 2,100 | 101,765 | |||
GMO Financial Holdings, Inc. | 10,300 | 78,097 | |||
GMO GlobalSign Holdings K.K. | 1,300 | 50,209 | |||
# | GMO Pepabo, Inc. | 500 | 19,883 | ||
#* | GNI Group, Ltd. | 9,000 | 130,643 | ||
Golf Digest Online, Inc. | 2,100 | 31,670 | |||
Good Com Asset Co., Ltd. | 3,000 | 40,750 | |||
Grace Technology, Inc. | 6,500 | 81,858 | |||
gremz, Inc. | 1,400 | 28,145 | |||
GS Yuasa Corp. | 7,800 | 200,389 | |||
# | Gumi, Inc. | 4,100 | 30,100 | ||
GungHo Online Entertainment, Inc. | 10,800 | 200,096 | |||
H.U. Group Holdings, Inc. | 12,600 | 327,100 | |||
Hakudo Co., Ltd. | 600 | 12,143 | |||
Halows Co., Ltd. | 2,400 | 62,107 | |||
Hamee Corp. | 1,100 | 15,659 | |||
Handsman Co., Ltd. | 1,800 | 25,457 | |||
Hazama Ando Corp. | 39,600 | 301,262 | |||
* | Hennge KK | 1,300 | 38,595 | ||
Himacs, Ltd. | 720 | 7,166 | |||
Hinokiya Group Co., Ltd. | 100 | 2,249 | |||
Hioki EE Corp. | 2,700 | 188,320 | |||
Hirose Tusyo, Inc. | 400 | 8,578 | |||
Hito Communications Holdings, Inc. | 1,300 | 24,927 | |||
Hochiki Corp. | 1,800 | 18,536 | |||
Hokuto Corp. | 5,600 | 98,241 | |||
Hosokawa Micron Corp. | 1,500 | 85,281 | |||
#* | Hotland Co., Ltd. | 2,400 | 28,232 | ||
* | Hotto Link, Inc. | 2,000 | 11,244 | ||
* | House Do Co., Ltd. | 1,000 | 9,062 | ||
* | HPC Systems, Inc. | 900 | 26,050 | ||
IBJ, Inc. | 5,800 | 57,252 | |||
Ichibanya Co., Ltd. | 3,564 | 158,247 | |||
Ichigo, Inc. | 62,600 | 187,949 | |||
Ichikoh Industries, Ltd. | 7,000 | 46,990 | |||
# | Ichimasa Kamaboko Co., Ltd. | 1,900 | 16,014 | ||
ID Holdings Corp. | 3,150 | 26,847 | |||
Idec Corp. | 7,000 | 139,916 | |||
IDOM, Inc. | 13,900 | 127,314 | |||
Ihara Science Corp. | 1,700 | 30,338 | |||
I'll, Inc. | 1,600 | 20,959 | |||
i-mobile Co., Ltd. | 1,100 | 13,872 | |||
* | Impact HD, Inc. | 500 | 13,732 | ||
Imuraya Group Co., Ltd. | 2,200 | 46,031 | |||
# | Inageya Co., Ltd. | 3,900 | 51,382 | ||
I-Net Corp. | 3,440 | 44,547 | |||
Infocom Corp. | 4,800 | 114,080 | |||
Infomart Corp. | 42,500 | 350,672 | |||
Information Services International-Dentsu, Ltd. | 5,800 | 229,533 | |||
Insource Co., Ltd. | 5,800 | 105,153 | |||
Intage Holdings, Inc. | 7,400 | 103,686 | |||
# | Intelligent Wave, Inc. | 3,700 | 19,804 | ||
Inter Action Corp. | 2,500 | 55,369 | |||
Internet Initiative Japan, Inc. | 13,000 | 412,785 | |||
IR Japan Holdings, Ltd. | 1,900 | 235,117 |
International Small Cap Growth Portfolio
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Shares | Value» | ||||
JAPAN — (Continued) | |||||
Iriso Electronics Co., Ltd. | 4,700 | $224,556 | |||
# | I'rom Group Co., Ltd. | 1,400 | 24,352 | ||
# | ISB Corp. | 2,200 | 29,463 | ||
Itfor, Inc. | 7,000 | 46,867 | |||
ITmedia, Inc. | 2,700 | 50,546 | |||
* | Itokuro, Inc. | 1,600 | 15,089 | ||
JAC Recruitment Co., Ltd. | 4,300 | 68,840 | |||
Japan Aviation Electronics Industry, Ltd. | 8,100 | 128,975 | |||
Japan Best Rescue System Co., Ltd. | 4,500 | 42,363 | |||
Japan Elevator Service Holdings Co., Ltd. | 11,600 | 267,382 | |||
* | Japan Hospice Holdings, Inc. | 600 | 9,912 | ||
Japan Lifeline Co., Ltd. | 14,500 | 182,529 | |||
Japan Material Co., Ltd. | 15,200 | 181,698 | |||
Japan Medical Dynamic Marketing, Inc. | 4,300 | 95,143 | |||
Japan Property Management Center Co., Ltd. | 2,400 | 28,164 | |||
Japan Steel Works, Ltd. (The) | 800 | 19,680 | |||
JBCC Holdings, Inc. | 3,900 | 51,881 | |||
JCU Corp. | 5,600 | 205,730 | |||
Jeol, Ltd. | 9,200 | 598,269 | |||
JFE Systems, Inc. | 800 | 12,665 | |||
* | JIG-SAW, Inc. | 600 | 46,999 | ||
JINS Holdings, Inc. | 3,200 | 209,565 | |||
# | J-Lease Co., Ltd. | 1,400 | 20,922 | ||
# | JM Holdings Co., Ltd. | 2,800 | 53,538 | ||
JP-Holdings, Inc. | 12,900 | 32,133 | |||
#* | JTOWER, Inc. | 2,000 | 132,922 | ||
Kadokawa Corp. | 1,200 | 46,858 | |||
Kadoya Sesame Mills, Inc. | 600 | 21,892 | |||
Kagome Co., Ltd. | 9,800 | 251,667 | |||
Kaken Pharmaceutical Co., Ltd. | 5,300 | 234,595 | |||
Kakiyasu Honten Co., Ltd. | 2,000 | 46,093 | |||
Kameda Seika Co., Ltd. | 3,000 | 123,857 | |||
Kanamic Network Co., Ltd. | 4,100 | 22,733 | |||
Kanematsu Electronics, Ltd. | 3,400 | 111,728 | |||
Kanto Denka Kogyo Co., Ltd. | 11,100 | 106,727 | |||
Katitas Co., Ltd. | 10,900 | 325,105 | |||
KeePer Technical Laboratory Co., Ltd. | 3,000 | 80,027 | |||
KEIWA, Inc. | 1,200 | 38,475 | |||
KFC Holdings Japan, Ltd. | 3,500 | 90,978 | |||
KH Neochem Co., Ltd. | 8,500 | 200,994 | |||
* | Kintetsu Department Store Co., Ltd. | 2,000 | 56,151 | ||
Kintetsu World Express, Inc. | 6,100 | 148,642 | |||
Ki-Star Real Estate Co., Ltd. | 1,600 | 72,503 | |||
Kitanotatsujin Corp. | 12,300 | 60,660 | |||
Kito Corp. | 4,300 | 66,677 | |||
* | KLab, Inc. | 7,200 | 42,712 | ||
Kobelco Eco-Solutions Co., Ltd. | 400 | 10,153 | |||
KOMEDA Holdings Co., Ltd. | 10,700 | 200,598 | |||
Konoshima Chemical Co., Ltd. | 800 | 16,272 | |||
Kozo Keikaku Engineering, Inc. | 1,500 | 36,746 | |||
Kura Sushi, Inc. | 1,000 | 37,232 | |||
Kusuri no Aoki Holdings Co., Ltd. | 3,600 | 241,096 | |||
Kyudenko Corp. | 8,900 | 317,172 | |||
LAC Co., Ltd. | 2,200 | 21,061 | |||
Lacto Japan Co., Ltd. | 1,400 | 34,202 | |||
* | LAND Co., Ltd. | 162,800 | 16,277 | ||
LEC, Inc. | 5,800 | 58,781 | |||
# | Legs Co., Ltd. | 1,000 | 19,550 | ||
Life Corp. | 3,400 | 118,774 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
LIFULL Co., Ltd. | 20,200 | $61,439 | |||
Like Co., Ltd. | 1,800 | 33,819 | |||
Linical Co., Ltd. | 2,500 | 20,624 | |||
Link And Motivation, Inc. | 7,700 | 61,934 | |||
LITALICO, Inc. | 2,100 | 100,921 | |||
Locondo, Inc. | 1,300 | 17,154 | |||
* | LTS, Inc. | 400 | 14,055 | ||
* | M&A Capital Partners Co., Ltd. | 3,800 | 183,990 | ||
Maeda Kosen Co., Ltd. | 4,700 | 157,457 | |||
* | Management Solutions Co., Ltd. | 2,300 | 53,943 | ||
Mani, Inc. | 15,700 | 335,111 | |||
MarkLines Co., Ltd. | 3,000 | 75,091 | |||
Marumae Co., Ltd. | 1,400 | 27,230 | |||
Maruwa Co., Ltd. | 2,200 | 215,488 | |||
Maruwa Unyu Kikan Co., Ltd. | 8,000 | 112,185 | |||
Marvelous, Inc. | 8,500 | 57,190 | |||
Matching Service Japan Co., Ltd. | 2,000 | 20,311 | |||
Matsui Securities Co., Ltd. | 28,400 | 204,089 | |||
MCJ Co., Ltd. | 17,000 | 192,203 | |||
MEC Co., Ltd. | 3,900 | 119,501 | |||
# | Media Do Co., Ltd. | 2,200 | 90,814 | ||
Medical Data Vision Co., Ltd. | 6,700 | 122,701 | |||
Medical System Network Co., Ltd. | 5,500 | 37,161 | |||
* | MedPeer, Inc. | 3,200 | 117,467 | ||
Megachips Corp. | 4,400 | 130,194 | |||
Meidensha Corp. | 2,100 | 45,621 | |||
Meiho Facility Works, Ltd. | 1,700 | 15,157 | |||
Meiko Electronics Co., Ltd. | 5,600 | 155,033 | |||
Meitec Corp. | 6,400 | 361,491 | |||
Melco Holdings, Inc. | 400 | 21,481 | |||
Members Co., Ltd. | 1,400 | 40,399 | |||
Menicon Co., Ltd. | 6,200 | 453,188 | |||
METAWATER Co., Ltd. | 5,600 | 102,438 | |||
Micronics Japan Co., Ltd. | 5,700 | 72,717 | |||
# | Midac Co., Ltd. | 1,400 | 65,862 | ||
Milbon Co., Ltd. | 6,560 | 361,887 | |||
Mimasu Semiconductor Industry Co., Ltd. | 4,200 | 94,389 | |||
Ministop Co., Ltd. | 3,700 | 48,209 | |||
Minkabu The Infonoid, Inc. | 800 | 28,423 | |||
Miroku Jyoho Service Co., Ltd. | 4,700 | 67,521 | |||
Mitani Corp. | 1,900 | 142,672 | |||
Mitani Sekisan Co., Ltd. | 2,300 | 93,486 | |||
Mitsubishi Logisnext Co., Ltd. | 7,100 | 64,440 | |||
Mitsubishi Research Institute, Inc. | 2,000 | 72,836 | |||
Mitsui High-Tec, Inc. | 5,400 | 316,310 | |||
Mizuho Medy Co., Ltd. | 1,000 | 22,914 | |||
* | Mobile Factory, Inc. | 1,000 | 9,789 | ||
Monex Group, Inc. | 35,200 | 221,862 | |||
Monogatari Corp. (The) | 2,600 | 161,555 | |||
Morinaga & Co., Ltd. | 7,500 | 237,947 | |||
Morinaga Milk Industry Co., Ltd. | 5,800 | 324,993 | |||
Morita Holdings Corp. | 7,700 | 108,635 | |||
Morningstar Japan KK | 6,400 | 26,865 | |||
Mortgage Service Japan, Ltd. | 2,200 | 20,391 | |||
* | MTG Co., Ltd. | 1,400 | 22,936 | ||
MTI, Ltd. | 5,300 | 35,393 | |||
m-up Holdings, Inc. | 1,600 | 48,167 | |||
Musashi Seimitsu Industry Co., Ltd. | 7,300 | 151,764 | |||
NAC Co., Ltd. | 2,300 | 19,226 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Nagaileben Co., Ltd. | 3,900 | $91,995 | |||
Nagatanien Holdings Co., Ltd. | 2,700 | 52,283 | |||
Nagawa Co., Ltd. | 1,900 | 152,333 | |||
Naigai Tec Corp. | 500 | 15,052 | |||
Naigai Trans Line, Ltd. | 1,400 | 24,310 | |||
Nakamoto Packs Co., Ltd. | 400 | 6,495 | |||
Nakanishi, Inc. | 15,500 | 321,816 | |||
Natori Co., Ltd. | 2,300 | 40,580 | |||
NEC Networks & System Integration Corp. | 3,500 | 62,067 | |||
# | NEOJAPAN, Inc. | 1,000 | 12,662 | ||
New Art Holdings Co., Ltd. | 3,290 | 38,072 | |||
Nextage Co., Ltd. | 7,400 | 152,200 | |||
* | NexTone, Inc. | 800 | 28,593 | ||
# | NFC Holdings, Inc. | 900 | 16,386 | ||
Nichias Corp. | 13,400 | 340,651 | |||
Nichiha Corp. | 5,800 | 152,366 | |||
Nihon Chouzai Co., Ltd. | 2,500 | 39,104 | |||
Nihon Dengi Co., Ltd. | 800 | 28,406 | |||
Nihon Flush Co., Ltd. | 4,800 | 53,704 | |||
Nihon Kohden Corp. | 8,800 | 268,833 | |||
Niitaka Co., Ltd. | 500 | 9,287 | |||
Nippon Air Conditioning Services Co., Ltd. | 5,100 | 33,933 | |||
Nippon Aqua Co., Ltd. | 3,900 | 19,178 | |||
Nippon Commercial Development Co., Ltd. | 2,000 | 31,315 | |||
Nippon Computer Dynamics Co., Ltd. | 1,900 | 11,593 | |||
Nippon Concept Corp. | 1,100 | 23,944 | |||
Nippon Gas Co., Ltd. | 27,000 | 426,466 | |||
Nippon Kanzai Co., Ltd. | 1,300 | 30,807 | |||
# | Nippon Parking Development Co., Ltd. | 52,400 | 74,296 | ||
Nippon Pillar Packing Co., Ltd. | 2,500 | 51,617 | |||
Nippon Systemware Co., Ltd. | 1,600 | 35,202 | |||
Nipro Corp. | 33,400 | 414,851 | |||
# | Nishimatsuya Chain Co., Ltd. | 7,200 | 87,965 | ||
Nissei ASB Machine Co., Ltd. | 2,000 | 88,581 | |||
Nisso Corp. | 3,600 | 27,377 | |||
Nittoc Construction Co., Ltd. | 4,800 | 33,500 | |||
Noevir Holdings Co., Ltd. | 3,800 | 189,812 | |||
Nohmi Bosai, Ltd. | 5,300 | 101,497 | |||
Nojima Corp. | 7,100 | 184,545 | |||
Nomura Co., Ltd. | 16,600 | 129,406 | |||
# | Nomura Micro Science Co., Ltd. | 1,100 | 43,767 | ||
# | NPC, Inc. | 2,100 | 17,196 | ||
NS Tool Co., Ltd. | 4,400 | 59,889 | |||
NSD Co., Ltd. | 18,100 | 310,326 | |||
Oat Agrio Co., Ltd. | 400 | 4,849 | |||
# | Obara Group, Inc. | 2,800 | 100,209 | ||
Oenon Holdings, Inc. | 11,500 | 39,007 | |||
# | Ohba Co., Ltd. | 2,300 | 16,882 | ||
Ohsho Food Service Corp. | 3,200 | 171,475 | |||
* | Oisix ra daichi, Inc. | 5,100 | 181,348 | ||
Okamoto Industries, Inc. | 2,500 | 94,414 | |||
Okamoto Machine Tool Works, Ltd. | 600 | 33,327 | |||
Okinawa Cellular Telephone Co. | 3,100 | 147,465 | |||
Optex Group Co., Ltd. | 7,020 | 108,282 | |||
* | Optim Corp. | 3,400 | 62,353 | ||
Optorun Co., Ltd. | 5,100 | 102,772 | |||
Oricon, Inc. | 1,100 | 9,072 | |||
Oriental Consultants Holdings Co., Ltd. | 700 | 17,019 | |||
Oro Co., Ltd. | 2,100 | 73,683 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Osaka Organic Chemical Industry, Ltd. | 3,900 | $133,721 | |||
OSG Corp. | 21,200 | 396,541 | |||
Outsourcing, Inc. | 28,200 | 539,771 | |||
PAPYLESS Co., Ltd. | 1,400 | 20,037 | |||
Paramount Bed Holdings Co., Ltd. | 10,000 | 178,741 | |||
# | Pasco Corp. | 1,100 | 14,823 | ||
Pasona Group, Inc. | 5,000 | 101,418 | |||
PCA Corp. | 700 | 30,697 | |||
PCI Holdings, Inc. | 1,800 | 18,103 | |||
Penta-Ocean Construction Co., Ltd. | 61,500 | 416,739 | |||
Pickles Corp. | 800 | 27,011 | |||
Pilot Corp. | 7,100 | 244,032 | |||
Plenus Co., Ltd. | 2,600 | 50,071 | |||
Poletowin Pitcrew Holdings, Inc. | 6,900 | 65,405 | |||
* | PR Times, Inc. | 700 | 20,267 | ||
#* | Precision System Science Co., Ltd. | 6,300 | 42,075 | ||
Premium Group Co., Ltd. | 2,700 | 82,726 | |||
* | Premium Water Holdings, Inc. | 800 | 24,301 | ||
Prestige International, Inc. | 24,000 | 153,659 | |||
Prima Meat Packers, Ltd. | 6,200 | 168,111 | |||
Pronexus, Inc. | 3,800 | 34,917 | |||
* | Prored Partners Co., Ltd. | 800 | 19,387 | ||
# | Pro-Ship, Inc. | 1,200 | 16,016 | ||
Proto Corp. | 5,900 | 74,823 | |||
* | QB Net Holdings Co., Ltd. | 3,100 | 45,830 | ||
Qol Holdings Co., Ltd. | 5,400 | 74,859 | |||
Quick Co., Ltd. | 2,900 | 31,754 | |||
Raccoon Holdings, Inc. | 3,500 | 75,201 | |||
Raito Kogyo Co., Ltd. | 10,100 | 180,849 | |||
# | RareJob, Inc. | 1,100 | 17,073 | ||
Relia, Inc. | 8,800 | 107,829 | |||
* | RenetJapanGroup, Inc. | 1,600 | 11,231 | ||
* | RENOVA, Inc. | 1,500 | 67,704 | ||
Resorttrust, Inc. | 19,900 | 327,077 | |||
Rheon Automatic Machinery Co., Ltd. | 3,000 | 39,542 | |||
Ride On Express Holdings Co., Ltd. | 1,500 | 20,187 | |||
Riken Keiki Co., Ltd. | 2,300 | 54,208 | |||
Rion Co., Ltd. | 1,300 | 31,515 | |||
Riso Kyoiku Co., Ltd. | 28,800 | 95,163 | |||
River Eletec Corp. | 1,700 | 24,675 | |||
Rokko Butter Co., Ltd. | 3,200 | 44,472 | |||
Roland Corp. | 1,900 | 90,409 | |||
Rorze Corp. | 2,600 | 200,638 | |||
# | Rozetta Corp. | 1,300 | 18,561 | ||
RS Technologies Co., Ltd. | 2,000 | 107,054 | |||
S Foods, Inc. | 3,000 | 93,701 | |||
S&B Foods, Inc. | 800 | 34,463 | |||
Sagami Rubber Industries Co., Ltd. | 2,000 | 19,139 | |||
Saison Information Systems Co., Ltd. | 1,200 | 22,861 | |||
Sakai Moving Service Co., Ltd. | 2,500 | 120,608 | |||
Sakura Internet, Inc. | 4,200 | 22,434 | |||
SAMTY Co., Ltd. | 3,600 | 72,635 | |||
#* | Sanix, Inc. | 9,100 | 30,711 | ||
* | Sanken Electric Co., Ltd. | 5,800 | 275,240 | ||
Sankyo Frontier Co., Ltd. | 1,100 | 43,283 | |||
Sanoh Industrial Co., Ltd. | 4,100 | 46,444 | |||
* | Sansan, Inc. | 1,900 | 155,365 | ||
Santec Corp. | 800 | 10,808 | |||
Sanyo Denki Co., Ltd. | 800 | 51,705 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Sanyo Trading Co., Ltd. | 2,400 | $26,447 | |||
Sato Foods Co., Ltd. | 600 | 28,010 | |||
Sato Holdings Corp. | 6,400 | 163,486 | |||
SB Technology Corp. | 2,500 | 68,579 | |||
SBS Holdings, Inc. | 4,700 | 144,671 | |||
Scala, Inc. | 3,700 | 24,806 | |||
# | Scroll Corp. | 2,100 | 16,557 | ||
Seed Co., Ltd. | 3,000 | 19,602 | |||
Segue Group Co., Ltd. | 1,500 | 14,387 | |||
Seiko Electric Co., Ltd. | 700 | 11,007 | |||
Seiren Co., Ltd. | 8,300 | 168,803 | |||
Senko Group Holdings Co., Ltd. | 21,600 | 218,594 | |||
Septeni Holdings Co., Ltd. | 15,700 | 59,190 | |||
# | SERAKU Co., Ltd. | 1,200 | 20,503 | ||
Shibaura Electronics Co., Ltd. | 1,500 | 67,856 | |||
Shibaura Mechatronics Corp. | 800 | 54,447 | |||
Shibuya Corp. | 3,400 | 95,174 | |||
* | Shidax Corp. | 6,500 | 18,052 | ||
* | SHIFT, Inc. | 500 | 91,728 | ||
Shin Nippon Biomedical Laboratories, Ltd. | 4,200 | 39,785 | |||
Shinnihonseiyaku Co., Ltd. | 2,200 | 40,740 | |||
Shinwa Co., Ltd. | 2,000 | 41,233 | |||
Ship Healthcare Holdings, Inc. | 11,500 | 290,005 | |||
SHL-Japan, Ltd. | 200 | 5,305 | |||
SHO-BOND Holdings Co., Ltd. | 7,900 | 333,708 | |||
Shoei Co., Ltd. | 6,000 | 251,370 | |||
Shoei Foods Corp. | 2,100 | 75,075 | |||
Showa Sangyo Co., Ltd. | 3,700 | 101,096 | |||
SIGMAXYZ, Inc. | 3,600 | 78,340 | |||
Siix Corp. | 5,200 | 67,103 | |||
* | Silver Life Co., Ltd. | 1,300 | 22,349 | ||
* | Smaregi, Inc. | 400 | 26,342 | ||
SMS Co., Ltd. | 15,100 | 422,957 | |||
Snow Peak, Inc. | 1,600 | 59,516 | |||
Softcreate Holdings Corp. | 2,100 | 55,054 | |||
Software Service, Inc. | 800 | 71,880 | |||
# | Soiken Holdings, Inc. | 3,900 | 15,019 | ||
Solasto Corp. | 10,900 | 133,190 | |||
SoldOut, Inc. | 800 | 13,706 | |||
Soliton Systems K.K. | 1,900 | 27,441 | |||
Solxyz Co., Ltd. | 1,400 | 12,209 | |||
Sourcenext Corp. | 18,400 | 51,224 | |||
Sparx Group Co., Ltd. | 25,500 | 57,709 | |||
S-Pool, Inc. | 15,400 | 132,749 | |||
Sprix, Ltd. | 1,600 | 15,983 | |||
SRA Holdings | 2,500 | 60,655 | |||
ST Corp. | 2,900 | 45,906 | |||
Star Mica Holdings Co., Ltd. | 3,100 | 36,121 | |||
Starts Corp., Inc. | 7,300 | 191,069 | |||
St-Care Holding Corp. | 1,700 | 14,670 | |||
Stella Chemifa Corp. | 2,500 | 64,784 | |||
Strike Co., Ltd. | 2,100 | 70,315 | |||
Studio Alice Co., Ltd. | 2,200 | 47,793 | |||
Sumitomo Bakelite Co., Ltd. | 5,100 | 221,998 | |||
Sumitomo Densetsu Co., Ltd. | 3,600 | 70,887 | |||
* | SuRaLa Net Co., Ltd. | 1,100 | 20,016 | ||
SWCC Showa Holdings Co., Ltd. | 700 | 11,451 | |||
System D, Inc. | 800 | 10,154 | |||
System Information Co., Ltd. | 3,000 | 25,217 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
System Research Co., Ltd. | 1,000 | $19,691 | |||
System Support, Inc. | 600 | 7,498 | |||
Systems Engineering Consultants Co., Ltd. | 600 | 14,186 | |||
Systena Corp. | 18,500 | 342,896 | |||
Syuppin Co., Ltd. | 4,200 | 43,102 | |||
# | Taiko Pharmaceutical Co., Ltd. | 4,200 | 37,608 | ||
Taiyo Holdings Co., Ltd. | 4,600 | 212,554 | |||
Takamiya Co., Ltd. | 5,700 | 25,865 | |||
Takara Holdings, Inc. | 16,400 | 190,834 | |||
Takemoto Yohki Co., Ltd. | 1,400 | 12,805 | |||
Takeuchi Manufacturing Co., Ltd. | 8,000 | 199,455 | |||
Takuma Co., Ltd. | 10,600 | 170,208 | |||
Tama Home Co., Ltd. | 3,500 | 81,505 | |||
# | Tamagawa Holdings Co., Ltd. | 1,700 | 18,538 | ||
Tamron Co., Ltd. | 4,100 | 98,485 | |||
Tanseisha Co., Ltd. | 9,100 | 70,343 | |||
# | Taoka Chemical Co., Ltd. | 400 | 45,563 | ||
Tazmo Co., Ltd. | 2,600 | 43,427 | |||
TDC Soft, Inc. | 4,100 | 41,104 | |||
* | TeamSpirit, Inc. | 1,100 | 9,192 | ||
TechMatrix Corp. | 9,200 | 145,025 | |||
Techno Horizon Co., Ltd. | 2,500 | 41,547 | |||
Tecnos Japan, Inc. | 1,600 | 8,798 | |||
Temairazu, Inc. | 500 | 25,819 | |||
Tenpos Holdings Co., Ltd. | 1,600 | 30,842 | |||
Terilogy Co., Ltd. | 2,200 | 10,245 | |||
T-Gaia Corp. | 4,800 | 86,560 | |||
TKC Corp. | 7,800 | 231,549 | |||
Tobila Systems, Inc. | 1,100 | 12,475 | |||
Tocalo Co., Ltd. | 14,100 | 177,169 | |||
Toho Titanium Co., Ltd. | 7,800 | 84,998 | |||
Tokai Corp. | 5,100 | 112,490 | |||
TOKAI Holdings Corp. | 21,500 | 176,188 | |||
Token Corp. | 1,600 | 144,441 | |||
* | Tokyo Base Co., Ltd. | 3,600 | 24,186 | ||
Tokyo Electron Device, Ltd. | 1,400 | 65,230 | |||
Tokyo Individualized Educational Institute, Inc. | 5,500 | 31,197 | |||
Tokyo Seimitsu Co., Ltd. | 7,700 | 329,666 | |||
Tokyotokeiba Co., Ltd. | 3,600 | 143,371 | |||
Tomy Co., Ltd. | 22,400 | 196,768 | |||
Topcon Corp. | 24,900 | 351,144 | |||
Toridoll Holdings Corp. | 10,800 | 199,347 | |||
Toshiba TEC Corp. | 5,500 | 221,586 | |||
Tosho Co., Ltd. | 4,200 | 64,151 | |||
Totech Corp. | 1,400 | 33,455 | |||
Toukei Computer Co., Ltd. | 300 | 13,022 | |||
Towa Corp. | 3,700 | 81,199 | |||
Towa Pharmaceutical Co., Ltd. | 6,100 | 155,808 | |||
# | Toyo Gosei Co., Ltd. | 1,400 | 154,393 | ||
Traders Holdings Co., Ltd. | 3,120 | 9,609 | |||
Trancom Co., Ltd. | 1,600 | 124,851 | |||
Trans Genic, Inc. | 4,600 | 22,290 | |||
# | Transaction Co., Ltd. | 2,700 | 31,321 | ||
Transcosmos, Inc. | 5,200 | 147,546 | |||
Tri Chemical Laboratories, Inc. | 5,600 | 155,235 | |||
Trusco Nakayama Corp. | 8,400 | 222,044 | |||
Tsubaki Nakashima Co., Ltd. | 7,400 | 111,552 | |||
Tsugami Corp. | 9,600 | 136,016 | |||
Tsuzuki Denki Co., Ltd. | 1,400 | 20,270 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
# | Ubicom Holdings, Inc. | 1,100 | $34,511 | ||
ULS Group, Inc. | 300 | 13,624 | |||
United Super Markets Holdings, Inc. | 1,100 | 10,761 | |||
* | Unitika, Ltd. | 14,200 | 43,520 | ||
Usen-Next Holdings Co., Ltd. | 1,900 | 41,905 | |||
# | User Local, Inc. | 1,400 | 22,920 | ||
UT Group Co., Ltd. | 7,000 | 219,695 | |||
#* | UUUM, CO., Ltd. | 2,600 | 32,215 | ||
* | Uzabase, Inc. | 3,000 | 62,974 | ||
V Technology Co., Ltd. | 2,400 | 105,211 | |||
Valqua, Ltd. | 4,400 | 85,940 | |||
Value HR Co., Ltd. | 1,000 | 15,000 | |||
ValueCommerce Co., Ltd. | 4,400 | 152,693 | |||
# | V-Cube, Inc. | 4,100 | 87,798 | ||
Vector, Inc. | 7,000 | 66,168 | |||
Vega Corp. Co., Ltd. | 1,300 | 13,029 | |||
Vertex Corp. | 1,400 | 38,964 | |||
VINX Corp. | 1,200 | 9,957 | |||
VT Holdings Co., Ltd. | 19,500 | 87,068 | |||
Wacom Co., Ltd. | 37,900 | 219,605 | |||
Waseda Academy Co., Ltd. | 2,200 | 18,409 | |||
Watahan & Co., Ltd. | 2,000 | 22,754 | |||
WDB Holdings Co., Ltd. | 2,100 | 58,085 | |||
Weathernews, Inc. | 1,500 | 74,248 | |||
Welbe, Inc. | 2,800 | 33,315 | |||
# | Wellnet Corp. | 5,700 | 26,015 | ||
West Holdings Corp. | 5,915 | 265,931 | |||
Will Group, Inc. | 2,700 | 23,731 | |||
* | WILLs, Inc. | 1,200 | 10,050 | ||
WIN-Partners Co., Ltd. | 3,900 | 35,460 | |||
World Holdings Co., Ltd. | 1,900 | 55,236 | |||
Wow World Inc. | 600 | 10,656 | |||
Wowow, Inc. | 1,400 | 30,415 | |||
* | Writeup Co., Ltd. | 800 | 20,166 | ||
YAKUODO Holdings Co., Ltd. | 2,900 | 61,114 | |||
YAMADA Consulting Group Co., Ltd. | 3,500 | 37,482 | |||
Yamaichi Electronics Co., Ltd. | 4,400 | 65,433 | |||
YA-MAN, Ltd. | 6,900 | 77,811 | |||
Yaoko Co., Ltd. | 3,300 | 199,139 | |||
Yasunaga Corp. | 1,900 | 19,440 | |||
YE DIGITAL Corp. | 2,000 | 10,104 | |||
Yokowo Co., Ltd. | 4,000 | 97,484 | |||
* | Yoshimura Food Holdings KK | 2,200 | 15,544 | ||
Zenrin Co., Ltd. | 8,650 | 85,582 | |||
ZERIA Pharmaceutical Co., Ltd. | 4,000 | 75,791 | |||
TOTAL JAPAN | 59,186,401 | ||||
LUXEMBOURG — (0.0%) | |||||
B&S Group Sarl | 3,106 | 30,877 | |||
NETHERLANDS — (2.8%) | |||||
* | Accell Group NV | 1,772 | 87,754 | ||
Amsterdam Commodities NV | 2,643 | 75,453 | |||
Arcadis NV | 13,365 | 591,876 | |||
#* | Basic-Fit NV | 9,076 | 419,505 | ||
BE Semiconductor Industries NV | 19,227 | 1,687,334 | |||
* | Beter Bed Holding NV | 3,523 | 26,172 | ||
Corbion NV | 9,695 | 530,748 | |||
Euronext NV | 17,264 | 1,920,554 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
NETHERLANDS — (Continued) | |||||
Flow Traders | 7,183 | $292,123 | |||
* | GrandVision NV | 11,922 | 401,235 | ||
Nedap NV | 1,373 | 102,759 | |||
* | OCI NV | 14,539 | 352,701 | ||
# | PostNL NV | 93,078 | 503,699 | ||
Signify NV | 4,362 | 244,354 | |||
TKH Group NV | 9,626 | 511,756 | |||
TOTAL NETHERLANDS | 7,748,023 | ||||
NEW ZEALAND — (0.6%) | |||||
* | AFT Pharmaceuticals, Ltd. | 3,631 | 11,513 | ||
Briscoe Group, Ltd. | 6,337 | 25,151 | |||
Chorus, Ltd. | 95,628 | 410,476 | |||
Delegat Group, Ltd. | 8,978 | 85,219 | |||
#* | Eroad, Ltd. | 4,979 | 22,933 | ||
Freightways, Ltd. | 36,994 | 329,903 | |||
Hallenstein Glasson Holdings, Ltd. | 11,317 | 57,034 | |||
Heartland Group Holdings, Ltd. | 31,053 | 44,362 | |||
NZX, Ltd. | 55,566 | 74,332 | |||
#* | Pushpay Holdings, Ltd. | 53,232 | 63,117 | ||
* | Restaurant Brands New Zealand, Ltd. | 5,960 | 66,495 | ||
Scales Corp., Ltd. | 11,057 | 35,146 | |||
Skellerup Holdings, Ltd. | 28,664 | 101,851 | |||
* | SKYCITY Entertainment Group, Ltd. | 8,207 | 18,416 | ||
Summerset Group Holdings, Ltd. | 22,113 | 198,930 | |||
Warehouse Group, Ltd. (The) | 4,488 | 10,759 | |||
TOTAL NEW ZEALAND | 1,555,637 | ||||
NORWAY — (1.1%) | |||||
ABG Sundal Collier Holding ASA | 85,362 | 94,958 | |||
AF Gruppen ASA | 814 | 17,206 | |||
AKVA Group ASA | 2,598 | 24,695 | |||
#* | ArcticZymes Technologies ASA | 11,505 | 138,579 | ||
* | Asetek A.S. | 3,236 | 39,679 | ||
Atea ASA | 17,035 | 324,567 | |||
Austevoll Seafood ASA | 4,129 | 52,055 | |||
Bank Norwegian ASA | 27,130 | 317,815 | |||
Bonheur ASA | 1,119 | 35,692 | |||
Borregaard ASA | 20,559 | 534,820 | |||
Bouvet ASA | 6,740 | 44,200 | |||
#* | BW Energy, Ltd. | 8,240 | 24,886 | ||
* | Crayon Group Holding ASA | 9,073 | 157,135 | ||
Europris ASA | 42,597 | 286,624 | |||
# | Fjordkraft Holding ASA | 16,191 | 92,134 | ||
#* | Grieg Seafood ASA | 2,721 | 26,223 | ||
Kid ASA | 2,613 | 34,184 | |||
Kitron ASA | 26,081 | 57,304 | |||
Medistim ASA | 1,774 | 63,342 | |||
Norway Royal Salmon ASA | 1,190 | 28,296 | |||
* | Norwegian Energy Co. ASA | 1,954 | 31,926 | ||
* | Panoro Energy ASA | 9,833 | 23,536 | ||
Protector Forsikring ASA | 7,192 | 73,850 | |||
* | SATS ASA | 5,210 | 12,371 | ||
Selvaag Bolig ASA | 10,860 | 71,899 | |||
Veidekke ASA | 26,327 | 339,092 | |||
#* | Vow ASA | 5,042 | 21,029 | ||
* | Vow Green Metals A.S. | 5,042 | 3,881 | ||
TOTAL NORWAY | 2,971,978 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
PORTUGAL — (0.2%) | |||||
Altri SGPS SA | 17,945 | $108,397 | |||
CTT-Correios de Portugal SA | 40,087 | 208,563 | |||
* | Greenvolt-Energias Renovaveis SA | 326 | 1,841 | ||
* | Ibersol SGPS SA | 1,448 | 10,129 | ||
* | Mota-Engil SGPS SA | 18,296 | 27,123 | ||
Navigator Co. SA (The) | 28,911 | 104,123 | |||
NOS SGPS SA | 29,459 | 109,221 | |||
TOTAL PORTUGAL | 569,397 | ||||
SINGAPORE — (1.0%) | |||||
AEM Holdings, Ltd. | 58,400 | 168,479 | |||
Avarga, Ltd. | 90,100 | 19,977 | |||
#* | Best World International, Ltd. | 67,600 | 12,613 | ||
Boustead Singapore, Ltd. | 48,000 | 42,142 | |||
China Sunsine Chemical Holdings, Ltd. | 19,600 | 7,362 | |||
CSE Global, Ltd. | 100,500 | 38,173 | |||
Del Monte Pacific, Ltd. | 125,600 | 37,947 | |||
Delfi, Ltd. | 78,100 | 48,743 | |||
First Resources, Ltd. | 117,000 | 117,293 | |||
Food Empire Holdings, Ltd. | 38,800 | 24,026 | |||
Frencken Group, Ltd. | 58,600 | 82,239 | |||
Fu Yu Corp., Ltd. | 53,300 | 11,597 | |||
HRnetgroup, Ltd. | 67,400 | 39,584 | |||
iFAST Corp., Ltd. | 38,300 | 226,318 | |||
IGG, Inc. | 211,000 | 239,860 | |||
InnoTek, Ltd. | 19,500 | 12,937 | |||
Micro-Mechanics Holdings, Ltd. | 9,400 | 21,982 | |||
NetLink NBN Trust | 242,100 | 174,159 | |||
#* | Oceanus Group, Ltd. | 2,079,000 | 53,511 | ||
Propnex, Ltd. | 19,700 | 27,906 | |||
Q&M Dental Group Singapore, Ltd. | 73,100 | 44,747 | |||
Raffles Medical Group, Ltd. | 107,600 | 114,411 | |||
Riverstone Holdings, Ltd. | 130,500 | 116,745 | |||
Sembcorp Industries, Ltd. | 55,400 | 85,457 | |||
Sheng Siong Group, Ltd. | 168,700 | 195,541 | |||
Singapore Post, Ltd. | 301,600 | 142,515 | |||
StarHub, Ltd. | 158,800 | 141,866 | |||
UMS Holdings, Ltd. | 109,900 | 130,650 | |||
Vicom, Ltd. | 19,600 | 29,506 | |||
XP Power, Ltd. | 3,955 | 282,542 | |||
TOTAL SINGAPORE | 2,690,828 | ||||
SPAIN — (1.9%) | |||||
Acciona SA | 4,156 | 637,170 | |||
Acerinox SA | 14,876 | 198,860 | |||
* | Amper SA | 271,757 | 55,499 | ||
Befesa SA | 6,574 | 516,164 | |||
Cia de Distribucion Integral Logista Holdings SA | 12,009 | 258,866 | |||
CIE Automotive SA | 11,206 | 334,075 | |||
* | Construcciones y Auxiliar de Ferrocarriles SA | 3,441 | 145,974 | ||
Faes Farma SA | 41,505 | 161,999 | |||
Fomento de Construcciones y Contratas SA | 16,039 | 183,672 | |||
* | Gestamp Automocion SA | 15,370 | 75,162 | ||
Global Dominion Access SA | 16,668 | 89,024 | |||
* | Indra Sistemas SA | 28,348 | 296,760 | ||
Laboratorios Farmaceuticos Rovi SA | 2,176 | 153,602 | |||
Miquel y Costas & Miquel SA | 1,437 | 27,929 | |||
Pharma Mar SA | 3,157 | 269,943 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
SPAIN — (Continued) | |||||
Prosegur Cash SA | 56,705 | $55,537 | |||
Prosegur Cia de Seguridad SA | 46,866 | 160,109 | |||
Sacyr SA | 81,858 | 199,034 | |||
* | Solarpack Corp. Tecnologica SA | 1,164 | 36,124 | ||
* | Talgo SA | 6,231 | 31,886 | ||
Vidrala SA | 4,116 | 494,836 | |||
Viscofan SA | 8,651 | 600,747 | |||
Zardoya Otis SA | 42,030 | 284,828 | |||
TOTAL SPAIN | 5,267,800 | ||||
SWEDEN — (3.9%) | |||||
AddLife AB, Class B | 17,408 | 580,715 | |||
AddNode Group AB, Class B | 4,292 | 186,073 | |||
AddTech AB, Class B | 29,146 | 606,456 | |||
Avanza Bank Holding AB | 4,091 | 132,503 | |||
Beijer Alma AB | 8,124 | 198,144 | |||
* | BHG Group AB | 5,157 | 79,543 | ||
Bilia AB, Class A | 464 | 9,956 | |||
BioGaia AB, Class B | 4,621 | 276,318 | |||
Biotage AB | 14,547 | 416,188 | |||
* | Boozt AB | 6,648 | 143,256 | ||
Bravida Holding AB | 8,915 | 137,937 | |||
Bufab AB | 3,194 | 123,608 | |||
Cellavision AB | 2,085 | 109,833 | |||
* | Electrolux Professional AB, Class B | 34,165 | 253,961 | ||
# | Eolus Vind AB, Class B | 836 | 18,972 | ||
eWork Group AB | 2,192 | 26,121 | |||
FormPipe Software AB | 3,198 | 13,153 | |||
# | G5 Entertainment AB | 1,071 | 55,975 | ||
GARO AB | 2,470 | 35,910 | |||
GHP Specialty Care AB | 10,982 | 37,824 | |||
Hexatronic Group AB | 2,756 | 56,051 | |||
HMS Networks AB | 4,698 | 220,557 | |||
Instalco AB | 7,149 | 384,983 | |||
INVISIO AB | 6,520 | 134,971 | |||
Kindred Group P.L.C. | 59,946 | 981,228 | |||
KNOW IT AB | 5,135 | 180,088 | |||
Lagercrantz Group AB, Class B | 46,209 | 631,835 | |||
LeoVegas AB | 19,957 | 85,857 | |||
Lime Technologies AB | 1,564 | 72,496 | |||
* | Medcap AB | 458 | 10,929 | ||
Medicover AB, Class B | 6,206 | 180,252 | |||
MIPS AB | 5,224 | 551,659 | |||
Momentum Group AB, Class B | 2,785 | 62,017 | |||
Munters Group AB | 9,820 | 90,009 | |||
Mycronic AB | 10,910 | 320,413 | |||
NCAB Group AB | 1,498 | 96,955 | |||
NCC AB, Class B | 20,593 | 365,927 | |||
Nobina AB | 19,907 | 183,559 | |||
Nolato AB, Class B | 50,880 | 564,777 | |||
* | Nordic Entertainment Group AB, Class B | 15,262 | 815,006 | ||
OEM International AB, Class B | 8,487 | 136,553 | |||
Proact IT Group AB | 6,525 | 61,100 | |||
* | RaySearch Laboratories AB | 5,136 | 50,530 | ||
Sectra AB, Class B | 6,058 | 482,738 | |||
* | Systemair AB | 3,326 | 131,137 | ||
Troax Group AB | 9,655 | 349,521 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
SWEDEN — (Continued) | |||||
Vitec Software Group AB, Class B | 3,900 | $193,629 | |||
TOTAL SWEDEN | 10,837,223 | ||||
SWITZERLAND — (7.5%) | |||||
ALSO Holding AG | 1,596 | 491,053 | |||
* | APG SGA SA | 311 | 76,381 | ||
* | Ascom Holding AG | 1,260 | 21,609 | ||
Bachem Holding AG, Class B | 1,343 | 889,204 | |||
Belimo Holding AG | 2,560 | 1,322,167 | |||
Bossard Holding AG, Class A | 1,650 | 534,474 | |||
Bucher Industries AG | 1,260 | 701,214 | |||
Burckhardt Compression Holding AG | 587 | 230,308 | |||
Burkhalter Holding AG | 1,005 | 70,891 | |||
Cembra Money Bank AG | 6,249 | 649,177 | |||
Coltene Holding AG | 1,168 | 155,967 | |||
Comet Holding AG | 1,259 | 412,252 | |||
dormakaba Holding AG | 852 | 589,391 | |||
Emmi AG | 368 | 405,211 | |||
Fenix Outdoor International AG | 936 | 138,638 | |||
Forbo Holding AG | 275 | 588,596 | |||
Galenica AG | 11,690 | 887,423 | |||
Georg Fischer AG | 663 | 1,073,038 | |||
Gurit Holding AG | 21 | 47,518 | |||
Inficon Holding AG | 477 | 574,666 | |||
Interroll Holding AG | 173 | 790,805 | |||
* | IWG P.L.C. | 173,243 | 754,782 | ||
Kardex Holding AG | 1,838 | 494,345 | |||
LEM Holding SA | 118 | 294,959 | |||
* | Medacta Group SA | 470 | 66,738 | ||
Mobilezone Holding AG | 8,340 | 100,341 | |||
Orior AG | 1,437 | 135,612 | |||
* | Sensirion Holding AG | 1,298 | 126,495 | ||
SFS Group AG | 3,056 | 455,632 | |||
Siegfried Holding AG | 1,058 | 1,070,571 | |||
SIG Combibloc Group AG | 59,494 | 1,755,417 | |||
Softwareone Holding AG | 14,083 | 361,448 | |||
# | Stadler Rail AG | 1,023 | 44,898 | ||
Sulzer AG | 915 | 134,266 | |||
Swissquote Group Holding SA | 2,259 | 358,703 | |||
Tecan Group AG | 1,119 | 645,293 | |||
VAT Group AG | 7,219 | 2,833,853 | |||
VZ Holding AG | 3,853 | 347,214 | |||
TOTAL SWITZERLAND | 20,630,550 | ||||
UNITED KINGDOM — (13.6%) | |||||
* | 4imprint Group P.L.C. | 6,662 | 259,482 | ||
888 Holdings P.L.C. | 78,488 | 405,322 | |||
* | A.G. Barr P.L.C. | 15,668 | 125,163 | ||
Air Partner P.L.C. | 7,145 | 8,449 | |||
AJ Bell P.L.C. | 53,475 | 312,213 | |||
Alfa Financial Software Holdings P.L.C | 12,424 | 24,879 | |||
* | AO World P.L.C. | 25,696 | 80,419 | ||
Appreciate Group P.L.C | 61,766 | 21,908 | |||
Aptitude Software Group P.L.C. | 6,626 | 55,447 | |||
# | Ashmore Group P.L.C. | 100,506 | 530,769 | ||
Avon Protection P.L.C. | 10,230 | 385,976 | |||
* | Boohoo Group P.L.C. | 141,579 | 512,927 | ||
Brewin Dolphin Holdings P.L.C. | 59,143 | 294,789 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
Britvic P.L.C. | 65,041 | $879,722 | |||
* | Bytes Technology Group P.L.C. | 40,084 | 268,648 | ||
* | Centrica P.L.C. | 802,183 | 506,200 | ||
Clipper Logistics P.L.C. | 14,003 | 164,226 | |||
CMC Markets P.L.C. | 21,662 | 135,026 | |||
Coats Group P.L.C. | 316,718 | 308,517 | |||
Computacenter P.L.C. | 17,264 | 652,613 | |||
Concentric AB | 8,036 | 184,919 | |||
ContourGlobal P.L.C. | 32,432 | 88,423 | |||
Cranswick P.L.C. | 11,092 | 623,233 | |||
* | CVS Group P.L.C. | 15,254 | 509,384 | ||
* | De La Rue P.L.C. | 21,184 | 52,944 | ||
Devro P.L.C. | 40,715 | 125,474 | |||
* | DFS Furniture P.L.C. | 19,328 | 71,262 | ||
* | Dignity P.L.C. | 4,159 | 45,986 | ||
Diploma P.L.C. | 28,361 | 1,165,051 | |||
DiscoverIE Group P.L.C. | 18,333 | 264,516 | |||
Domino's Pizza Group P.L.C. | 83,777 | 488,141 | |||
dotdigital group P.L.C. | 43,930 | 151,388 | |||
Dunelm Group P.L.C. | 25,907 | 477,345 | |||
DWF Group P.L.C. | 41,232 | 61,852 | |||
EKF Diagnostics Holdings P.L.C. | 10,727 | 11,183 | |||
Electrocomponents P.L.C. | 74,143 | 1,047,472 | |||
EMIS Group P.L.C. | 13,639 | 244,553 | |||
* | Ergomed P.L.C. | 2,466 | 42,142 | ||
* | FD Technologies P.L.C. | 3,928 | 127,796 | ||
FDM Group Holdings P.L.C. | 21,749 | 357,998 | |||
Fevertree Drinks P.L.C. | 28,394 | 944,261 | |||
Forterra P.L.C. | 51,919 | 217,768 | |||
* | Frontier Developments P.L.C. | 3,298 | 121,492 | ||
Future P.L.C. | 614 | 29,410 | |||
Games Workshop Group P.L.C. | 8,021 | 1,267,237 | |||
Gamesys Group P.L.C. | 10,053 | 257,407 | |||
Gamma Communications P.L.C. | 13,903 | 400,224 | |||
GB Group P.L.C. | 6,659 | 80,525 | |||
Genus P.L.C. | 4,980 | 381,595 | |||
Gooch & Housego P.L.C. | 1,717 | 32,437 | |||
* | Greggs P.L.C. | 26,972 | 1,033,507 | ||
* | Hays P.L.C. | 95,199 | 195,698 | ||
* | Helios Towers P.L.C. | 36,405 | 82,872 | ||
Hill & Smith Holdings P.L.C. | 19,166 | 432,684 | |||
Hilton Food Group P.L.C. | 15,628 | 247,589 | |||
* | Hollywood Bowl Group P.L.C. | 9,164 | 29,958 | ||
HomeServe P.L.C. | 27,427 | 355,855 | |||
IDOX P.L.C. | 68,027 | 66,011 | |||
IG Group Holdings P.L.C. | 72,607 | 899,502 | |||
IMI P.L.C. | 68,083 | 1,665,644 | |||
Impax Asset Management Group P.L.C. | 16,078 | 269,835 | |||
Inchcape P.L.C. | 63,715 | 752,585 | |||
* | Indivior P.L.C. | 132,169 | 303,032 | ||
IntegraFin Holdings P.L.C. | 48,164 | 355,180 | |||
Integrated Diagnostics Holdings P.L.C. | 16,300 | 19,071 | |||
iomart Group P.L.C. | 21,882 | 79,133 | |||
James Halstead P.L.C. | 26,140 | 194,567 | |||
* | Johnson Service Group P.L.C. | 14,895 | 32,237 | ||
JTC P.L.C. | 18,529 | 164,865 | |||
Kainos Group P.L.C. | 18,494 | 443,945 | |||
* | Keywords Studios P.L.C. | 9,222 | 375,235 | ||
Learning Technologies Group P.L.C. | 62,678 | 186,908 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
* | LSL Property Services P.L.C. | 10,293 | $60,235 | ||
Luceco P.L.C. | 21,291 | 114,996 | |||
Macfarlane Group P.L.C. | 22,063 | 34,317 | |||
Marshalls P.L.C. | 49,792 | 505,083 | |||
Midwich Group P.L.C. | 11,632 | 95,175 | |||
* | Mitie Group P.L.C. | 160,843 | 141,684 | ||
Moneysupermarket.com Group P.L.C. | 112,747 | 397,921 | |||
Morgan Advanced Materials P.L.C. | 61,456 | 328,602 | |||
Mortgage Advice Bureau Holdings, Ltd. | 6,461 | 119,488 | |||
* | Motorpoint group P.L.C. | 14,508 | 70,981 | ||
NCC Group P.L.C. | 46,954 | 205,300 | |||
Next Fifteen Communications Group P.L.C. | 17,456 | 218,202 | |||
Nichols P.L.C. | 1,552 | 31,461 | |||
Ninety One P.L.C. | 59,077 | 186,650 | |||
Oxford Instruments P.L.C. | 11,602 | 389,037 | |||
* | Pagegroup P.L.C. | 83,007 | 709,118 | ||
Pan African Resources P.L.C. | 126,993 | 30,625 | |||
PayPoint P.L.C. | 15,890 | 130,258 | |||
Plus500, Ltd. | 23,909 | 465,300 | |||
Polar Capital Holdings P.L.C. | 17,444 | 213,274 | |||
Record P.L.C. | 11,681 | 14,309 | |||
Renew Holdings P.L.C. | 15,815 | 164,049 | |||
* | Restaurant Group P.L.C. (The) | 9,222 | 14,710 | ||
Rhi Magnesita NV | 2,062 | 108,647 | |||
River & Mercantile Group P.L.C. | 6,028 | 17,403 | |||
RM P.L.C. | 19,106 | 66,336 | |||
Robert Walters P.L.C. | 14,183 | 131,788 | |||
Rotork P.L.C. | 217,282 | 1,089,609 | |||
RWS Holdings P.L.C. | 3,722 | 29,294 | |||
Sanne Group P.L.C. | 30,411 | 356,411 | |||
Savills P.L.C. | 28,453 | 454,430 | |||
ScS Group P.L.C. | 5,061 | 20,511 | |||
Serco Group P.L.C. | 206,112 | 405,203 | |||
Softcat P.L.C. | 30,455 | 818,433 | |||
Spirent Communications P.L.C. | 135,496 | 478,360 | |||
* | SSP Group P.L.C. | 6,458 | 23,418 | ||
SThree P.L.C. | 28,289 | 196,857 | |||
Strix Group P.L.C. | 11,490 | 54,665 | |||
* | Studio Retail Group P.L.C. | 9,958 | 39,578 | ||
* | Superdry P.L.C. | 12,874 | 67,048 | ||
Synthomer P.L.C. | 78,903 | 580,353 | |||
T Clarke P.L.C. | 14,286 | 27,227 | |||
Tate & Lyle P.L.C. | 77,491 | 794,967 | |||
Tatton Asset Management P.L.C. | 7,029 | 48,428 | |||
Telecom Plus P.L.C. | 15,857 | 225,831 | |||
* | Topps Tiles P.L.C. | 24,408 | 23,188 | ||
Treatt P.L.C. | 9,379 | 136,711 | |||
UDG Healthcare P.L.C. | 11,084 | 165,999 | |||
* | ULS Technology P.L.C. | 8,625 | 8,944 | ||
Ultra Electronics Holdings P.L.C. | 17,948 | 790,316 | |||
Victrex P.L.C. | 21,832 | 805,113 | |||
Volex P.L.C. | 2,888 | 14,090 | |||
Volution Group P.L.C. | 18,657 | 122,577 | |||
* | Watches of Switzerland Group P.L.C. | 14,635 | 204,688 | ||
Watkin Jones P.L.C. | 34,434 | 111,290 | |||
* | WH Smith P.L.C. | 16,743 | 377,619 | ||
Wilmington P.L.C. | 4,671 | 14,206 | |||
Wincanton P.L.C. | 7,911 | 45,495 | |||
TOTAL UNITED KINGDOM | 37,487,834 |
International Small Cap Growth Portfolio
CONTINUED
Shares | Value» | ||||
UNITED STATES — (0.0%) | |||||
* | Arko Corp. | 9,537 | $79,013 | ||
TOTAL COMMON STOCKS | 262,492,432 | ||||
PREFERRED STOCKS — (0.5%) | |||||
GERMANY — (0.5%) | |||||
Fuchs Petrolub SE | 17,156 | 854,858 | |||
Jungheinrich AG | 6,401 | 352,131 | |||
Sixt SE | 3,970 | 328,971 | |||
TOTAL GERMANY | 1,535,960 | ||||
TOTAL INVESTMENT SECURITIES (Cost $178,546,417) | 264,028,392 |
Value† | ||||
SECURITIES LENDING COLLATERAL — (4.1%) | ||||
@§ | The DFA Short Term Investment Fund | 967,944 | 11,199,112 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $189,744,422)^^ | $275,227,504 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Australia | — | $17,991,012 | — | $17,991,012 | |||
Austria | — | 4,040,983 | — | 4,040,983 | |||
Belgium | — | 3,397,021 | — | 3,397,021 | |||
Canada | $28,756,721 | — | — | 28,756,721 | |||
China | — | 20,273 | — | 20,273 | |||
Denmark | — | 5,527,116 | — | 5,527,116 | |||
Finland | — | 5,621,799 | — | 5,621,799 | |||
France | — | 10,615,688 | — | 10,615,688 | |||
Germany | — | 17,519,566 | — | 17,519,566 | |||
Hong Kong | 55,868 | 5,952,582 | — | 6,008,450 | |||
Ireland | — | 1,281,908 | — | 1,281,908 | |||
Israel | 244,855 | 3,376,377 | — | 3,621,232 | |||
Italy | — | 9,035,102 | — | 9,035,102 | |||
Japan | — | 59,186,401 | — | 59,186,401 | |||
Luxembourg | — | 30,877 | — | 30,877 | |||
Netherlands | — | 7,748,023 | — | 7,748,023 | |||
New Zealand | — | 1,555,637 | — | 1,555,637 | |||
Norway | 3,881 | 2,968,097 | — | 2,971,978 | |||
Portugal | 1,841 | 567,556 | — | 569,397 | |||
Singapore | — | 2,690,828 | — | 2,690,828 | |||
Spain | — | 5,267,800 | — | 5,267,800 | |||
Sweden | — | 10,837,223 | — | 10,837,223 | |||
Switzerland | — | 20,630,550 | — | 20,630,550 | |||
United Kingdom | — | 37,487,834 | — | 37,487,834 | |||
United States | — | 79,013 | — | 79,013 | |||
Preferred Stocks | |||||||
Germany | — | 1,535,960 | — | 1,535,960 | |||
Securities Lending Collateral | — | 11,199,112 | — | 11,199,112 | |||
TOTAL | $29,063,166 | $246,164,338 | — | $275,227,504 |
DFA Social Fixed Income Portfolio
CONTINUED
Summary of the
Portfolio's investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Agency Obligations | — | $86,395,871 | — | $86,395,871 | |||
Bonds | — | 267,369,678 | — | 267,369,678 | |||
U.S. Treasury Obligations | — | 180,345,247 | — | 180,345,247 | |||
Securities Lending Collateral | — | 5,924,571 | — | 5,924,571 | |||
TOTAL | — | $540,035,367 | — | $540,035,367 |
DFA Diversified Fixed Income
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Face Amount± | Value† | ||||
(000) | |||||
U.S. TREASURY OBLIGATIONS — (19.2%) | |||||
Treasury Inflation Protected Security | |||||
0.125%, 01/15/22 | 39,833 | $40,622,400 | |||
0.125%, 04/15/22 | 43,048 | 44,091,757 | |||
# | 0.125%, 07/15/22 | 36,572 | 37,792,604 | ||
# | 0.125%, 01/15/23 | 42,441 | 44,323,881 | ||
0.625%, 01/15/24 | 40,888 | 44,189,004 | |||
2.375%, 01/15/25 | 38,011 | 44,451,085 | |||
0.125%, 04/15/25 | 22,401 | 24,423,286 | |||
0.625%, 01/15/26 | 40,265 | 45,335,345 | |||
1.750%, 01/15/28 | 20,297 | 25,063,285 | |||
3.625%, 04/15/28 | 27,455 | 37,752,784 | |||
2.500%, 01/15/29 | 3,134 | 4,132,918 | |||
3.875%, 04/15/29 | 22,674 | 32,617,352 | |||
# | 0.125%, 07/15/30 | 5,038 | 5,723,326 | ||
# | 0.125%, 01/15/31 | 30,395 | 34,402,827 | ||
TOTAL U.S. TREASURY OBLIGATIONS | 464,921,854 |
Shares | ||||
AFFILIATED INVESTMENT COMPANIES — (76.7%) | ||||
Investment in DFA Intermediate Government Fixed Income Portfolio of DFA Investment Dimensions Group Inc. | 88,412,645 | 1,160,858,026 | ||
Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. | 69,801,294 | 694,522,880 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | 1,855,380,906 | |||
TOTAL INVESTMENT SECURITIES (Cost $2,279,045,043) | 2,320,302,760 |
TEMPORARY CASH INVESTMENTS — (0.4%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 10,343,769 | 10,343,769 | ||
SECURITIES LENDING COLLATERAL — (3.7%) | ||||
@§ | The DFA Short Term Investment Fund | 7,598,668 | 87,916,595 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $2,377,305,382)^^ | $2,418,563,124 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
U.S. Treasury Obligations | — | $464,921,854 | — | $464,921,854 | |||
Affiliated Investment Companies | $1,855,380,906 | — | — | 1,855,380,906 | |||
Temporary Cash Investments | 10,343,769 | — | — | 10,343,769 | |||
Securities Lending Collateral | — | 87,916,595 | — | 87,916,595 | |||
TOTAL | $1,865,724,675 | $552,838,449 | — | $2,418,563,124 |
U.S. High Relative
Profitability Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | ||||
COMMON STOCKS — (99.1%) | |||||
COMMUNICATION SERVICES — (3.8%) | |||||
* | Altice USA, Inc., Class A | 179,381 | $5,512,378 | ||
Cable One, Inc. | 1,354 | 2,556,339 | |||
* | Charter Communications, Inc., Class A | 59,976 | 44,625,143 | ||
Interpublic Group of Cos., Inc. (The) | 72,570 | 2,566,075 | |||
Lumen Technologies, Inc. | 337,046 | 4,202,964 | |||
* | Match Group, Inc. | 4,954 | 788,833 | ||
Omnicom Group, Inc. | 166,633 | 12,134,215 | |||
# | Sirius XM Holdings, Inc. | 45,907 | 297,018 | ||
Verizon Communications, Inc. | 2,503,435 | 139,641,604 | |||
TOTAL COMMUNICATION SERVICES | 212,324,569 | ||||
CONSUMER DISCRETIONARY — (14.6%) | |||||
* | Amazon.com, Inc. | 68,373 | 227,517,311 | ||
Best Buy Co., Inc. | 272,637 | 30,630,767 | |||
* | Burlington Stores, Inc. | 2,810 | 940,788 | ||
Dollar General Corp. | 90,012 | 20,940,392 | |||
* | Dollar Tree, Inc. | 28,995 | 2,893,411 | ||
eBay, Inc. | 702,771 | 47,936,010 | |||
* | Etsy, Inc. | 89,750 | 16,470,023 | ||
* | General Motors Co. | 167,006 | 9,492,621 | ||
H&R Block, Inc. | 8,484 | 208,282 | |||
Hanesbrands, Inc. | 101 | 1,844 | |||
* | Hilton Worldwide Holdings, Inc. | 24,240 | 3,186,348 | ||
Home Depot, Inc. (The) | 182,917 | 60,031,530 | |||
Lowe's Cos., Inc. | 318,826 | 61,434,582 | |||
* | Lululemon Athletica, Inc. | 64,819 | 25,938,619 | ||
* | Marriott International, Inc., Class A | 216,963 | 31,672,259 | ||
NIKE, Inc., Class B | 511,510 | 85,683,040 | |||
* | NVR, Inc. | 1,178 | 6,152,223 | ||
* | O'Reilly Automotive, Inc. | 42,428 | 25,619,724 | ||
Pool Corp. | 16,059 | 7,673,311 | |||
* | RH | 10,579 | 7,025,302 | ||
Service Corp. International | 76,856 | 4,802,731 | |||
Starbucks Corp. | 125,207 | 15,203,886 | |||
Target Corp. | 303,381 | 79,197,610 | |||
TJX Cos., Inc. (The) | 157,043 | 10,806,129 | |||
Tractor Supply Co. | 99,767 | 18,050,843 | |||
Travel & Leisure Co. | 7,845 | 406,371 | |||
* | Ulta Beauty, Inc. | 15,892 | 5,336,534 | ||
Whirlpool Corp. | 15,869 | 3,515,618 | |||
Williams-Sonoma, Inc. | 58,255 | 8,837,284 | |||
TOTAL CONSUMER DISCRETIONARY | 817,605,393 | ||||
CONSUMER STAPLES — (11.1%) | |||||
Altria Group, Inc. | 940,393 | 45,176,480 | |||
Brown-Forman Corp., Class A | 4,389 | 293,580 | |||
Brown-Forman Corp., Class B | 198,462 | 14,074,925 | |||
Campbell Soup Co. | 123,391 | 5,394,655 | |||
Church & Dwight Co., Inc. | 16,341 | 1,414,804 | |||
Clorox Co. (The) | 51,813 | 9,372,454 | |||
Coca-Cola Co. (The) | 2,178,510 | 124,240,425 | |||
Colgate-Palmolive Co. | 222,549 | 17,692,645 |
U.S. High Relative Profitability Portfolio
CONTINUED
Shares | Value† | ||||
CONSUMER STAPLES — (Continued) | |||||
Costco Wholesale Corp. | 235,203 | $101,071,433 | |||
Estee Lauder Cos., Inc. (The), Class A | 86,812 | 28,980,450 | |||
General Mills, Inc. | 35,863 | 2,110,896 | |||
* | Herbalife Nutrition, Ltd. | 8,932 | 454,996 | ||
Hershey Co. (The) | 110,733 | 19,807,919 | |||
Kellogg Co. | 247,566 | 15,685,782 | |||
Kimberly-Clark Corp. | 73,479 | 9,972,570 | |||
Kroger Co. (The) | 743,305 | 30,252,513 | |||
Lamb Weston Holdings, Inc. | 71,525 | 4,775,724 | |||
PepsiCo, Inc. | 721,706 | 113,271,757 | |||
Procter & Gamble Co. (The) | 267,796 | 38,088,625 | |||
Sysco Corp. | 440,209 | 32,663,508 | |||
Walmart, Inc. | 68,111 | 9,709,223 | |||
TOTAL CONSUMER STAPLES | 624,505,364 | ||||
ENERGY — (0.3%) | |||||
* | Cheniere Energy, Inc. | 38,026 | 3,229,548 | ||
Cimarex Energy Co. | 3,256 | 212,291 | |||
Occidental Petroleum Corp. | 504,850 | 13,176,585 | |||
TOTAL ENERGY | 16,618,424 | ||||
FINANCIALS — (3.0%) | |||||
Allstate Corp. (The) | 147,728 | 19,212,026 | |||
American Express Co. | 93,739 | 15,985,312 | |||
Aon P.L.C., Class A | 167,784 | 43,628,874 | |||
FactSet Research Systems, Inc. | 10,580 | 3,780,022 | |||
Lazard, Ltd., Class A | 325 | 15,340 | |||
LPL Financial Holdings, Inc. | 65,582 | 9,249,685 | |||
MarketAxess Holdings, Inc. | 3,198 | 1,519,594 | |||
Marsh & McLennan Cos., Inc. | 34,233 | 5,039,782 | |||
Moody's Corp. | 43,883 | 16,500,008 | |||
MSCI, Inc., Class A | 14,305 | 8,525,208 | |||
Progressive Corp. (The) | 80,457 | 7,656,288 | |||
S&P Global, Inc. | 77,507 | 33,228,801 | |||
Santander Consumer USA Holdings, Inc. | 21,091 | 865,364 | |||
T Rowe Price Group, Inc. | 7,094 | 1,448,311 | |||
TOTAL FINANCIALS | 166,654,615 | ||||
HEALTH CARE — (15.0%) | |||||
AbbVie, Inc. | 1,081,847 | 125,818,806 | |||
AmerisourceBergen Corp. | 73,030 | 8,922,075 | |||
Amgen, Inc. | 324,244 | 78,317,896 | |||
* | Avantor, Inc. | 91,686 | 3,445,560 | ||
* | Biogen, Inc. | 61,218 | 20,001,757 | ||
Cardinal Health, Inc. | 325,170 | 19,308,595 | |||
Chemed Corp. | 2,936 | 1,397,595 | |||
* | DaVita, Inc. | 138,418 | 16,644,764 | ||
Eli Lilly and Co. | 400,116 | 97,428,246 | |||
HCA Healthcare, Inc. | 84,774 | 21,040,907 | |||
* | Hologic, Inc. | 208,309 | 15,631,507 | ||
* | IDEXX Laboratories, Inc. | 58,292 | 39,552,871 | ||
Johnson & Johnson | 1,162,274 | 200,143,583 | |||
McKesson Corp. | 2,895 | 590,088 | |||
Merck & Co., Inc. | 1,532,728 | 117,820,801 | |||
* | Mettler-Toledo International, Inc. | 14,593 | 21,505,850 | ||
* | Molina Healthcare, Inc. | 32,953 | 8,996,498 | ||
* | Organon & Co. | 153,272 | 4,446,421 | ||
* | Waters Corp. | 14,938 | 5,822,982 |
U.S. High Relative Profitability Portfolio
CONTINUED
Shares | Value† | ||||
HEALTH CARE — (Continued) | |||||
Zoetis, Inc. | 181,044 | $36,697,619 | |||
TOTAL HEALTH CARE | 843,534,421 | ||||
INDUSTRIALS — (12.5%) | |||||
3M Co. | 332,301 | 65,775,660 | |||
Allegion P.L.C. | 36,527 | 4,989,588 | |||
Allison Transmission Holdings, Inc. | 1,793 | 71,559 | |||
* | Boeing Co. (The) | 40,406 | 9,151,151 | ||
Booz Allen Hamilton Holding Corp., Class A | 86,441 | 7,417,502 | |||
BWX Technologies, Inc. | 1,500 | 86,145 | |||
Carrier Global Corp. | 466,956 | 25,799,319 | |||
Caterpillar, Inc. | 295,017 | 60,994,765 | |||
# | CH Robinson Worldwide, Inc. | 40,262 | 3,590,162 | ||
Cintas Corp. | 12,304 | 4,849,991 | |||
* | Copart, Inc. | 54,363 | 7,991,361 | ||
CSX Corp. | 455,655 | 14,726,770 | |||
Deere & Co. | 169,441 | 61,268,171 | |||
Emerson Electric Co. | 17,117 | 1,726,934 | |||
Expeditors International of Washington, Inc. | 35,933 | 4,608,407 | |||
Fastenal Co. | 291,411 | 15,960,580 | |||
FedEx Corp. | 15,622 | 4,373,379 | |||
Graco, Inc. | 31,016 | 2,421,729 | |||
Honeywell International, Inc. | 89,117 | 20,834,663 | |||
* | IAA, Inc. | 27,656 | 1,672,635 | ||
Illinois Tool Works, Inc. | 135,400 | 30,691,118 | |||
JB Hunt Transport Services, Inc. | 72,973 | 12,292,302 | |||
Lennox International, Inc. | 2,197 | 723,758 | |||
Lockheed Martin Corp. | 99,755 | 37,075,941 | |||
Masco Corp. | 12,069 | 720,640 | |||
Northrop Grumman Corp. | 50,661 | 18,390,956 | |||
Otis Worldwide Corp. | 20,717 | 1,855,207 | |||
Robert Half International, Inc. | 26,339 | 2,586,753 | |||
Rockwell Automation, Inc. | 94,185 | 28,954,353 | |||
Rollins, Inc. | 64,509 | 2,472,630 | |||
Toro Co. (The) | 34,841 | 3,962,815 | |||
* | Trex Co., Inc. | 20,300 | 1,971,130 | ||
Union Pacific Corp. | 408,543 | 89,372,867 | |||
United Parcel Service, Inc., Class B | 305,366 | 58,434,838 | |||
* | United Rentals, Inc. | 80,731 | 26,604,901 | ||
Verisk Analytics, Inc., Class A | 100,720 | 19,130,757 | |||
Waste Management, Inc. | 188,954 | 28,014,320 | |||
WW Grainger, Inc. | 44,501 | 19,784,255 | |||
TOTAL INDUSTRIALS | 701,350,012 | ||||
INFORMATION TECHNOLOGY — (37.1%) | |||||
Accenture P.L.C., Class A | 344,307 | 109,379,448 | |||
Amphenol Corp., Class A | 81,514 | 5,908,950 | |||
Apple, Inc. | 1,899,282 | 277,029,273 | |||
Applied Materials, Inc. | 440,327 | 61,614,957 | |||
#* | Aspen Technology, Inc. | 20,260 | 2,963,228 | ||
* | Autodesk, Inc. | 94,223 | 30,257,832 | ||
Automatic Data Processing, Inc. | 232,781 | 48,797,881 | |||
Broadcom, Inc. | 216,638 | 105,156,085 | |||
Broadridge Financial Solutions, Inc. | 74,381 | 12,904,360 | |||
CDW Corp. | 99,547 | 18,251,943 | |||
Cisco Systems, Inc. | 1,033,920 | 57,248,150 | |||
Citrix Systems, Inc. | 39,521 | 3,981,741 | |||
* | Dell Technologies, Inc., Class C | 102,737 | 9,926,449 |
U.S. High Relative Profitability Portfolio
CONTINUED
Shares | Value† | ||||
INFORMATION TECHNOLOGY — (Continued) | |||||
* | Dropbox, Inc., Class A | 50,704 | $1,596,669 | ||
* | Fair Isaac Corp. | 9,573 | 5,015,390 | ||
* | FleetCor Technologies, Inc. | 50,965 | 13,160,182 | ||
* | Fortinet, Inc. | 79,146 | 21,546,707 | ||
* | Gartner, Inc. | 53,466 | 14,154,054 | ||
* | GoDaddy, Inc., Class A | 28,760 | 2,411,526 | ||
Intel Corp. | 2,233,656 | 119,992,000 | |||
International Business Machines Corp. | 516,074 | 72,745,791 | |||
Intuit, Inc. | 19,484 | 10,325,936 | |||
Jack Henry & Associates, Inc. | 10,151 | 1,767,188 | |||
KLA Corp. | 140,050 | 48,759,808 | |||
Lam Research Corp. | 72,492 | 46,207,126 | |||
Mastercard, Inc., Class A | 370,415 | 142,957,965 | |||
Maxim Integrated Products, Inc. | 66,596 | 6,653,606 | |||
Microsoft Corp. | 966,921 | 275,485,462 | |||
NetApp, Inc. | 99,721 | 7,936,794 | |||
NortonLifeLock, Inc. | 289,435 | 7,183,777 | |||
NVIDIA Corp. | 78,468 | 15,300,475 | |||
Oracle Corp. | 1,054,524 | 91,891,221 | |||
Paychex, Inc. | 364,844 | 41,526,544 | |||
QUALCOMM, Inc. | 511,799 | 76,667,490 | |||
Seagate Technology Holdings P.L.C | 177,693 | 15,619,215 | |||
Skyworks Solutions, Inc. | 7,510 | 1,385,670 | |||
Teradyne, Inc. | 116,513 | 14,797,151 | |||
Texas Instruments, Inc. | 456,136 | 86,948,644 | |||
# | Ubiquiti, Inc. | 4,939 | 1,546,401 | ||
# | Visa, Inc., Class A | 763,323 | 188,075,154 | ||
* | VMware, Inc., Class A | 889 | 136,675 | ||
Western Union Co. (The) | 53,109 | 1,232,660 | |||
* | Zebra Technologies Corp., Class A | 15,050 | 8,314,824 | ||
TOTAL INFORMATION TECHNOLOGY | 2,084,762,402 | ||||
MATERIALS — (1.6%) | |||||
Avery Dennison Corp. | 55,076 | 11,603,412 | |||
Ball Corp. | 8,469 | 684,973 | |||
* | Berry Global Group, Inc. | 30,253 | 1,944,965 | ||
Crown Holdings, Inc. | 89,288 | 8,907,371 | |||
LyondellBasell Industries NV, Class A | 236,550 | 23,496,511 | |||
PPG Industries, Inc. | 29,778 | 4,869,299 | |||
RPM International, Inc. | 23,545 | 2,038,761 | |||
Scotts Miracle-Gro Co. (The) | 38,977 | 6,897,370 | |||
Sealed Air Corp. | 11,977 | 679,695 | |||
Sherwin-Williams Co. (The) | 103,032 | 29,985,403 | |||
Southern Copper Corp. | 6,256 | 410,644 | |||
WR Grace & Co. | 1,618 | 112,576 | |||
TOTAL MATERIALS | 91,630,980 | ||||
UTILITIES — (0.1%) | |||||
NRG Energy, Inc. | 165,416 | 6,821,756 | |||
TOTAL COMMON STOCKS Cost ($4,043,919,733) | 5,565,807,936 |
TEMPORARY CASH INVESTMENTS — (0.9%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 48,294,063 | 48,294,063 |
U.S. High Relative Profitability Portfolio
CONTINUED
Shares | Value† | ||||
SECURITIES LENDING COLLATERAL — (0.0%) | |||||
@§ | The DFA Short Term Investment Fund | 38,500 | $445,444 | ||
TOTAL INVESTMENTS — (100.0%) | |||||
(Cost $4,092,659,238)^^ | $5,614,547,443 |
As of July 31, 2021, U.S. High
Relative Profitability Portfolio had entered into the following outstanding futures contracts:
Description | Number of Contracts | Expiration Date | Notional Value | Market Value | Unrealized Appreciation (Depreciation) | |||||
Long Position Contracts: | ||||||||||
S&P 500® Emini Index | 176 | 09/17/21 | $37,125,300 | $38,627,600 | $1,502,300 | |||||
Total Futures Contracts | $37,125,300 | $38,627,600 | $1,502,300 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Communication Services | $212,324,569 | — | — | $212,324,569 | |||
Consumer Discretionary | 817,605,393 | — | — | 817,605,393 | |||
Consumer Staples | 624,505,364 | — | — | 624,505,364 | |||
Energy | 16,618,424 | — | — | 16,618,424 | |||
Financials | 166,654,615 | — | — | 166,654,615 | |||
Health Care | 843,534,421 | — | — | 843,534,421 | |||
Industrials | 701,350,012 | — | — | 701,350,012 | |||
Information Technology | 2,084,762,402 | — | — | 2,084,762,402 | |||
Materials | 91,630,980 | — | — | 91,630,980 | |||
Utilities | 6,821,756 | — | — | 6,821,756 | |||
Temporary Cash Investments | 48,294,063 | — | — | 48,294,063 | |||
Securities Lending Collateral | — | $445,444 | — | 445,444 | |||
Futures Contracts** | 1,502,300 | — | — | 1,502,300 | |||
TOTAL | $5,615,604,299 | $445,444 | — | $5,616,049,743 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
International High Relative
Profitability Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value» | ||||
COMMON STOCKS — (95.1%) | |||||
AUSTRALIA — (6.6%) | |||||
Aristocrat Leisure, Ltd. | 166,013 | $5,087,500 | |||
Aurizon Holdings, Ltd. | 38,508 | 109,282 | |||
BHP Group, Ltd. | 252,734 | 9,927,090 | |||
# | BHP Group, Ltd., Sponsored ADR | 261,477 | 20,541,633 | ||
Brambles, Ltd. | 692,887 | 5,932,270 | |||
Carsales.com, Ltd. | 100,232 | 1,616,240 | |||
CIMIC Group, Ltd. | 14,881 | 225,646 | |||
Cochlear, Ltd. | 7,722 | 1,397,056 | |||
Coles Group, Ltd. | 502,718 | 6,469,749 | |||
Computershare, Ltd. | 112,520 | 1,293,720 | |||
CSL, Ltd. | 111,841 | 23,809,896 | |||
Domino's Pizza Enterprises, Ltd. | 22,247 | 1,914,136 | |||
Eagers Automotive, Ltd. | 41,052 | 479,408 | |||
* | Endeavour Group, Ltd. | 306,354 | 1,490,543 | ||
Evolution Mining, Ltd. | 105,724 | 321,536 | |||
Fortescue Metals Group, Ltd. | 461,596 | 8,434,560 | |||
IDP Education, Ltd. | 34,865 | 722,448 | |||
James Hardie Industries P.L.C. | 159,118 | 5,368,409 | |||
JB Hi-Fi, Ltd. | 55,236 | 1,950,584 | |||
Magellan Financial Group, Ltd. | 55,768 | 2,012,060 | |||
Medibank Pvt, Ltd. | 467,567 | 1,140,341 | |||
Mineral Resources, Ltd. | 84,704 | 3,919,184 | |||
Northern Star Resources, Ltd. | 135,254 | 1,007,800 | |||
Premier Investments, Ltd. | 3,267 | 64,674 | |||
Pro Medicus, Ltd. | 13,826 | 591,023 | |||
* | Qantas Airways, Ltd. | 45,502 | 153,388 | ||
Ramsay Health Care, Ltd. | 73,183 | 3,461,103 | |||
REA Group, Ltd. | 17,582 | 2,094,435 | |||
Rio Tinto, Ltd. | 93,573 | 9,171,086 | |||
Telstra Corp., Ltd. | 1,132,094 | 3,153,361 | |||
Wesfarmers, Ltd. | 252,587 | 11,388,300 | |||
Woolworths Group, Ltd. | 306,354 | 8,763,630 | |||
TOTAL AUSTRALIA | 144,012,091 | ||||
AUSTRIA — (0.1%) | |||||
OMV AG | 32,547 | 1,757,335 | |||
voestalpine AG | 20,728 | 914,429 | |||
TOTAL AUSTRIA | 2,671,764 | ||||
BELGIUM — (0.8%) | |||||
Anheuser-Busch InBev SA | 80,096 | 5,055,027 | |||
Etablissements Franz Colruyt NV | 13,999 | 795,949 | |||
Proximus SADP | 39,773 | 817,346 | |||
Solvay SA | 25,363 | 3,387,393 | |||
UCB SA | 30,232 | 3,269,811 | |||
Umicore SA | 51,735 | 3,211,023 | |||
TOTAL BELGIUM | 16,536,549 | ||||
CANADA — (9.0%) | |||||
Agnico Eagle Mines, Ltd. | 84,791 | 5,485,317 | |||
Alimentation Couche-Tard, Inc., Class B | 184,394 | 7,432,810 | |||
B2Gold Corp. | 157,030 | 658,277 | |||
Barrick Gold Corp. | 730 | 15,892 | |||
Barrick Gold Corp. | 253,926 | 5,527,969 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
CANADA — (Continued) | |||||
* | Bausch Health Cos., Inc. | 22,422 | $655,844 | ||
* | Bausch Health Cos., Inc. | 63,212 | 1,849,341 | ||
BCE, Inc. | 14,136 | 705,554 | |||
BCE, Inc. | 11,542 | 576,061 | |||
Canadian National Railway Co. | 103,129 | 11,205,649 | |||
Canadian National Railway Co. | 52,046 | 5,653,757 | |||
Canadian Natural Resources, Ltd. | 32,540 | 1,074,471 | |||
# | Canadian Pacific Railway, Ltd. | 40,000 | 2,970,183 | ||
Canadian Pacific Railway, Ltd. | 66,160 | 4,917,011 | |||
# | Canadian Tire Corp., Ltd., Class A | 9,737 | 1,498,012 | ||
CCL Industries, Inc., Class B | 56,629 | 3,247,679 | |||
* | CGI, Inc. | 29,828 | 2,712,260 | ||
* | CGI, Inc. | 52,394 | 4,766,107 | ||
Constellation Software, Inc. | 6,141 | 9,836,774 | |||
Dollarama, Inc. | 89,069 | 4,194,296 | |||
Element Fleet Management Corp. | 150,742 | 1,725,389 | |||
Empire Co., Ltd., Class A | 68,713 | 2,256,470 | |||
Fairfax Financial Holdings, Ltd. | 3,958 | 1,667,271 | |||
FirstService Corp. | 1,918 | 356,671 | |||
FirstService Corp. | 7,098 | 1,322,085 | |||
# | George Weston, Ltd. | 33,809 | 3,506,098 | ||
Kinross Gold Corp. | 163,900 | 1,073,311 | |||
Kinross Gold Corp. | 389,721 | 2,556,570 | |||
Kirkland Lake Gold, Ltd. | 87,062 | 3,722,954 | |||
Kirkland Lake Gold, Ltd. | 8,515 | 363,931 | |||
Loblaw Cos., Ltd. | 78,593 | 5,316,808 | |||
Lundin Mining Corp. | 40,872 | 372,487 | |||
Magna International, Inc. | 69,138 | 5,796,597 | |||
Magna International, Inc. | 50,730 | 4,252,696 | |||
Metro, Inc. | 87,772 | 4,551,818 | |||
National Bank of Canada | 138,986 | 10,637,843 | |||
# | Northland Power, Inc. | 60,971 | 2,139,556 | ||
# | Onex Corp. | 29,800 | 2,271,545 | ||
Open Text Corp. | 68,188 | 3,541,666 | |||
Open Text Corp. | 20,437 | 1,060,885 | |||
# | Parkland Corp. | 23,256 | 740,218 | ||
# | Quebecor, Inc., Class B | 49,134 | 1,285,455 | ||
Restaurant Brands International, Inc. | 32,650 | 2,227,611 | |||
Restaurant Brands International, Inc. | 9,859 | 672,285 | |||
Ritchie Bros Auctioneers, Inc. | 22,931 | 1,368,949 | |||
Ritchie Bros Auctioneers, Inc. | 5,201 | 310,656 | |||
Rogers Communications, Inc., Class B | 120,497 | 6,150,408 | |||
Rogers Communications, Inc., Class B | 26,095 | 1,331,628 | |||
Royal Bank of Canada | 176,218 | 17,822,369 | |||
Royal Bank of Canada | 51,464 | 5,205,069 | |||
# | Saputo, Inc. | 65,736 | 1,896,839 | ||
Shaw Communications, Inc., Class B | 158,804 | 4,638,360 | |||
Shaw Communications, Inc., Class B | 32,364 | 944,382 | |||
# | Stantec, Inc. | 28,600 | 1,331,427 | ||
TC Energy Corp. | 200,669 | 9,782,533 | |||
TC Energy Corp. | 2,475 | 120,607 | |||
# | TFI International, Inc. | 11,800 | 1,320,927 | ||
TFI International, Inc. | 200 | 22,404 | |||
* | Topicus.com, Inc. | 2,923 | 220,243 | ||
Toromont Industries, Ltd. | 26,193 | 2,213,472 | |||
West Fraser Timber Co., Ltd. | 15,252 | 1,094,022 | |||
WSP Global, Inc. | 27,767 | 3,295,940 | |||
TOTAL CANADA | 197,471,719 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
DENMARK — (2.5%) | |||||
Coloplast A.S., Class B | 44,066 | $8,058,065 | |||
Novo Nordisk A.S., Class B | 490,008 | 45,360,665 | |||
Pandora A.S. | 13,476 | 1,743,215 | |||
TOTAL DENMARK | 55,161,945 | ||||
FINLAND — (1.0%) | |||||
Elisa Oyj | 47,711 | 3,066,443 | |||
Kesko Oyj, Class A | 61,869 | 2,402,840 | |||
Kesko Oyj, Class B | 140,319 | 6,014,346 | |||
Kone Oyj, Class B | 66,640 | 5,519,564 | |||
Metso Outotec Oyj | 4,819 | 54,715 | |||
Neste Oyj | 82,213 | 5,053,696 | |||
Orion Oyj, Class A | 1,529 | 65,116 | |||
Orion Oyj, Class B | 3,814 | 162,345 | |||
TOTAL FINLAND | 22,339,065 | ||||
FRANCE — (9.3%) | |||||
Air Liquide SA | 66,793 | 11,615,867 | |||
* | Airbus SE | 114,996 | 15,773,844 | ||
Amundi SA | 1,471 | 135,852 | |||
Arkema SA | 12,125 | 1,543,323 | |||
BioMerieux | 285 | 33,982 | |||
Bouygues SA | 85,047 | 3,277,834 | |||
Bureau Veritas SA | 82,576 | 2,726,968 | |||
Capgemini SE | 69,585 | 15,040,984 | |||
Carrefour SA | 234,680 | 4,359,009 | |||
Cie Generale des Etablissements Michelin SCA | 20,728 | 3,385,759 | |||
Danone SA | 29,506 | 2,170,269 | |||
Eiffage SA | 34,919 | 3,559,805 | |||
Electricite de France SA | 90,440 | 1,097,900 | |||
Eurofins Scientific SE | 56,509 | 6,759,172 | |||
Faurecia SE | 17,269 | 770,759 | |||
Faurecia SE | 5,946 | 270,921 | |||
Hermes International | 4,970 | 7,598,016 | |||
# | Iliad SA | 4,741 | 1,021,709 | ||
Ipsen SA | 12,849 | 1,373,050 | |||
Kering SA | 17,329 | 15,546,517 | |||
Legrand SA | 102,082 | 11,504,219 | |||
LVMH Moet Hennessy Louis Vuitton SE | 59,150 | 47,359,453 | |||
# | Orange SA | 904,071 | 10,061,526 | ||
Publicis Groupe SA | 88,114 | 5,562,691 | |||
Safran SA | 1,899 | 248,530 | |||
Sartorius Stedim Biotech | 5,109 | 2,916,440 | |||
SEB SA | 7,109 | 1,181,218 | |||
* | Sodexo SA | 1,663 | 141,697 | ||
STMicroelectronics NV | 116,439 | 4,791,901 | |||
# | STMicroelectronics NV | 51,544 | 2,127,221 | ||
Teleperformance | 25,275 | 10,660,908 | |||
Thales SA | 44,519 | 4,672,480 | |||
* | Ubisoft Entertainment SA | 26,267 | 1,665,165 | ||
Valeo | 82,016 | 2,371,560 | |||
Vinci SA | 1,388 | 146,954 | |||
TOTAL FRANCE | 203,473,503 | ||||
GERMANY — (7.4%) | |||||
Adidas AG | 32,418 | 11,766,222 | |||
Bayer AG | 204,634 | 12,191,887 | |||
Bayerische Motoren Werke AG | 74,076 | 7,365,470 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
GERMANY — (Continued) | |||||
Bechtle AG | 9,822 | $2,028,073 | |||
Brenntag SE | 58,677 | 5,860,618 | |||
* | Continental AG | 38,029 | 5,166,053 | ||
Covestro AG | 60,158 | 3,875,450 | |||
Daimler AG | 196,327 | 17,520,108 | |||
Deutsche Boerse AG | 55,013 | 9,179,686 | |||
Deutsche Post AG | 218,448 | 14,804,475 | |||
Deutsche Telekom AG | 837,113 | 17,373,567 | |||
E.ON SE | 886,740 | 10,901,143 | |||
Fielmann AG | 6,893 | 517,636 | |||
Fresenius Medical Care AG & Co., KGaA | 82,718 | 6,519,931 | |||
# | Hapag-Lloyd AG | 10,586 | 2,286,979 | ||
#* | HelloFresh SE | 48,576 | 4,553,484 | ||
Hochtief AG | 1,392 | 110,451 | |||
KION Group AG | 30,434 | 3,231,907 | |||
Knorr-Bremse AG | 20,759 | 2,350,742 | |||
MTU Aero Engines AG | 569 | 142,328 | |||
Nemetschek SE | 17,051 | 1,504,713 | |||
Puma SE | 22,102 | 2,711,239 | |||
Rational AG | 1,286 | 1,400,354 | |||
RTL Group SA | 8,997 | 509,349 | |||
SAP SE | 1,063 | 152,552 | |||
Siemens Healthineers AG | 13,248 | 874,650 | |||
Symrise AG, Class A | 47,572 | 7,014,439 | |||
* | TeamViewer AG | 2,998 | 100,797 | ||
Telefonica Deutschland Holding AG | 387,440 | 1,044,366 | |||
Volkswagen AG | 8,212 | 2,725,449 | |||
Wacker Chemie AG | 1,118 | 164,462 | |||
* | Zalando SE | 51,356 | 5,706,284 | ||
TOTAL GERMANY | 161,654,864 | ||||
HONG KONG — (2.4%) | |||||
AIA Group, Ltd. | 634,400 | 7,591,078 | |||
BOC Aviation, Ltd. | 66,300 | 487,482 | |||
Chow Tai Fook Jewellery Group, Ltd. | 614,400 | 1,288,087 | |||
Hang Seng Bank, Ltd. | 46,700 | 894,373 | |||
HKT Trust & HKT, Ltd. | 1,842,000 | 2,503,791 | |||
Hong Kong Exchanges & Clearing, Ltd. | 293,437 | 18,753,466 | |||
JS Global Lifestyle Co., Ltd. | 54,500 | 137,421 | |||
Man Wah Holdings, Ltd. | 624,000 | 1,252,053 | |||
* | MGM China Holdings, Ltd. | 13,200 | 15,944 | ||
NagaCorp., Ltd. | 280,000 | 205,723 | |||
PCCW, Ltd. | 311,270 | 163,052 | |||
Prada SpA | 163,200 | 1,278,792 | |||
SITC International Holdings Co., Ltd. | 436,000 | 1,798,662 | |||
Techtronic Industries Co., Ltd. | 571,500 | 10,191,149 | |||
WH Group, Ltd. | 4,577,500 | 3,792,765 | |||
* | Wynn Macau, Ltd. | 350,800 | 449,588 | ||
Xinyi Glass Holdings, Ltd. | 718,000 | 2,683,425 | |||
TOTAL HONG KONG | 53,486,851 | ||||
IRELAND — (0.6%) | |||||
CRH P.L.C., Sponsored ADR | 84,212 | 4,201,337 | |||
Kerry Group P.L.C., Class A | 8,319 | 1,232,647 | |||
Kingspan Group P.L.C. | 38,555 | 4,192,618 | |||
Smurfit Kappa Group P.L.C. | 69,017 | 3,893,523 | |||
TOTAL IRELAND | 13,520,125 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
ISRAEL — (0.4%) | |||||
* | Bezeq The Israeli Telecommunication Corp., Ltd. | 83,741 | $89,443 | ||
Elbit Systems, Ltd. | 1,780 | 234,400 | |||
# | Elbit Systems, Ltd. | 5,528 | 733,179 | ||
Harel Insurance Investments & Financial Services, Ltd. | 39,337 | 373,218 | |||
ICL Group, Ltd. | 110,781 | 807,272 | |||
Maytronics, Ltd. | 8,939 | 194,439 | |||
* | Mizrahi Tefahot Bank, Ltd. | 38,294 | 1,160,523 | ||
* | Nice, Ltd. | 376 | 104,634 | ||
* | Nice, Ltd., Sponsored ADR | 7,616 | 2,122,198 | ||
* | Nova, Ltd. | 6,515 | 624,341 | ||
Phoenix Holdings, Ltd. (The) | 47,951 | 458,237 | |||
# | Shapir Engineering and Industry, Ltd. | 32,095 | 237,710 | ||
* | Shikun & Binui, Ltd. | 68,997 | 390,899 | ||
Shufersal, Ltd. | 40,979 | 329,813 | |||
Strauss Group, Ltd. | 8,253 | 228,773 | |||
* | Tower Semiconductor, Ltd. | 13,260 | 369,291 | ||
* | Tower Semiconductor, Ltd. | 14,140 | 381,600 | ||
TOTAL ISRAEL | 8,839,970 | ||||
ITALY — (1.3%) | |||||
Amplifon SpA | 29,448 | 1,454,274 | |||
CNH Industrial NV | 146,903 | 2,452,922 | |||
# | DiaSorin SpA | 5,809 | 1,178,963 | ||
Enel SpA | 1,249,672 | 11,516,386 | |||
Ferrari NV | 1,191 | 259,564 | |||
Ferrari NV | 18,243 | 3,982,265 | |||
* | FinecoBank Banca Fineco SpA | 117,529 | 2,104,524 | ||
Moncler SpA | 66,209 | 4,547,412 | |||
Recordati Industria Chimica e Farmaceutica SpA | 27,454 | 1,698,075 | |||
TOTAL ITALY | 29,194,385 | ||||
JAPAN — (20.4%) | |||||
Advantest Corp. | 81,700 | 7,212,554 | |||
Aeon Co., Ltd. | 173,600 | 4,750,533 | |||
Air Water, Inc. | 78,500 | 1,173,512 | |||
Aisin Corp. | 7,300 | 295,533 | |||
Ajinomoto Co., Inc. | 213,900 | 5,449,508 | |||
Anritsu Corp. | 59,900 | 1,046,909 | |||
Asahi Intecc Co., Ltd. | 7,700 | 208,648 | |||
Bandai Namco Holdings, Inc. | 40,200 | 2,601,106 | |||
BayCurrent Consulting, Inc. | 4,700 | 1,871,683 | |||
Benefit One, Inc. | 23,900 | 787,000 | |||
Bridgestone Corp. | 3,400 | 149,787 | |||
Brother Industries, Ltd. | 81,500 | 1,658,600 | |||
Calbee, Inc. | 11,300 | 259,610 | |||
Capcom Co., Ltd. | 60,000 | 1,649,750 | |||
* | Change, Inc. | 500 | 11,599 | ||
Chugai Pharmaceutical Co., Ltd. | 141,500 | 5,214,347 | |||
Cosmos Pharmaceutical Corp. | 7,600 | 1,290,119 | |||
Create SD Holdings Co., Ltd. | 9,400 | 315,514 | |||
CyberAgent, Inc. | 134,800 | 2,426,190 | |||
Daicel Corp. | 16,400 | 136,204 | |||
Daifuku Co., Ltd. | 400 | 35,844 | |||
Daikin Industries, Ltd. | 49,600 | 10,358,099 | |||
Daio Paper Corp. | 37,900 | 653,274 | |||
Daito Trust Construction Co., Ltd. | 29,900 | 3,512,948 | |||
Daiwa House Industry Co., Ltd. | 131,100 | 4,019,553 | |||
Denka Co., Ltd. | 12,300 | 425,679 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Disco Corp. | 7,600 | $2,170,231 | |||
DMG Mori Co., Ltd. | 7,300 | 114,064 | |||
Eisai Co., Ltd. | 15,800 | 1,299,594 | |||
Fancl Corp. | 22,800 | 724,742 | |||
Fast Retailing Co., Ltd. | 11,500 | 7,799,334 | |||
Food & Life Cos., Ltd. | 37,700 | 1,536,075 | |||
FP Corp. | 14,600 | 562,051 | |||
Fuji Kyuko Co., Ltd. | 3,700 | 171,152 | |||
Fuji Oil Holdings, Inc. | 9,000 | 203,728 | |||
Fujitsu, Ltd. | 53,600 | 9,118,989 | |||
GMO internet, Inc. | 19,900 | 524,728 | |||
GMO Payment Gateway, Inc. | 13,800 | 1,773,954 | |||
Goldwin, Inc. | 5,100 | 318,836 | |||
Hakuhodo DY Holdings, Inc. | 11,400 | 173,400 | |||
Haseko Corp. | 114,100 | 1,544,034 | |||
Hikari Tsushin, Inc. | 7,871 | 1,362,712 | |||
Hitachi Transport System, Ltd. | 18,100 | 725,449 | |||
Hitachi, Ltd. | 263,500 | 15,156,304 | |||
Hoya Corp. | 82,900 | 11,702,952 | |||
Hulic Co., Ltd. | 121,300 | 1,379,998 | |||
Ibiden Co., Ltd. | 6,500 | 344,339 | |||
* | IHI Corp. | 61,400 | 1,420,183 | ||
Internet Initiative Japan, Inc. | 22,000 | 698,559 | |||
IR Japan Holdings, Ltd. | 2,800 | 346,488 | |||
Ito En, Ltd. | 20,200 | 1,191,878 | |||
Itochu Techno-Solutions Corp. | 33,300 | 1,021,497 | |||
Iwatani Corp. | 20,500 | 1,177,704 | |||
* | Japan Airlines Co., Ltd. | 1,800 | 37,525 | ||
Japan Exchange Group, Inc. | 208,700 | 4,746,883 | |||
Japan Tobacco, Inc. | 304,200 | 5,944,157 | |||
Jeol, Ltd. | 8,000 | 520,234 | |||
Justsystems Corp. | 9,900 | 575,163 | |||
Kakaku.com, Inc. | 41,500 | 1,132,500 | |||
Kao Corp. | 111,000 | 6,683,457 | |||
Katitas Co., Ltd. | 16,500 | 492,131 | |||
KDDI Corp. | 456,200 | 13,952,239 | |||
Kirin Holdings Co., Ltd. | 4,400 | 80,480 | |||
Kobe Bussan Co., Ltd. | 35,000 | 1,178,463 | |||
Konami Holdings Corp. | 36,300 | 2,010,495 | |||
K's Holdings Corp. | 40,500 | 478,494 | |||
# | Kusuri no Aoki Holdings Co., Ltd. | 4,400 | 294,673 | ||
Lasertec Corp. | 26,800 | 5,031,206 | |||
Lawson, Inc. | 24,200 | 1,216,294 | |||
Lion Corp. | 10,400 | 180,015 | |||
Lixil Corp. | 116,700 | 3,184,751 | |||
M3, Inc. | 80,300 | 5,252,156 | |||
McDonald's Holdings Co. Japan, Ltd. | 25,100 | 1,131,153 | |||
MEIJI Holdings Co., Ltd. | 56,500 | 3,497,392 | |||
Menicon Co., Ltd. | 7,900 | 577,450 | |||
Minebea Mitsumi, Inc. | 176,800 | 4,773,760 | |||
Mitsubishi Chemical Holdings Corp. | 2,900 | 24,334 | |||
Mitsubishi HC Capital, Inc. | 247,950 | 1,352,400 | |||
Mitsui Chemicals, Inc. | 24,600 | 784,467 | |||
MonotaRO Co., Ltd. | 83,300 | 1,916,128 | |||
Morinaga Milk Industry Co., Ltd. | 16,600 | 930,153 | |||
Murata Manufacturing Co., Ltd. | 117,300 | 9,734,226 | |||
NEC Corp. | 113,800 | 5,771,597 | |||
NET One Systems Co., Ltd. | 32,230 | 1,105,310 | |||
Nichirei Corp. | 51,200 | 1,400,805 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
Nidec Corp. | 32,200 | $3,614,241 | |||
Nifco, Inc. | 38,200 | 1,269,648 | |||
Nihon M&A Center, Inc. | 107,200 | 2,985,414 | |||
Nihon Unisys, Ltd. | 26,600 | 802,094 | |||
Nintendo Co., Ltd. | 25,600 | 13,161,035 | |||
Nippon Express Co., Ltd. | 15,000 | 1,095,746 | |||
Nippon Sanso Holdings Corp. | 74,100 | 1,640,281 | |||
Nippon Yusen K.K. | 83,113 | 4,490,762 | |||
Nipro Corp. | 40,100 | 498,070 | |||
Nissan Chemical Corp. | 50,100 | 2,455,584 | |||
Nitori Holdings Co., Ltd. | 19,000 | 3,611,444 | |||
Nomura Research Institute, Ltd. | 69,500 | 2,236,499 | |||
NTT Data Corp. | 164,700 | 2,551,126 | |||
Olympus Corp. | 206,800 | 4,255,809 | |||
Open House Co., Ltd. | 26,100 | 1,319,609 | |||
Oracle Corp. | 13,400 | 1,000,980 | |||
Otsuka Corp. | 47,400 | 2,462,933 | |||
Pan Pacific International Holdings Corp. | 165,700 | 3,458,828 | |||
Panasonic Corp. | 588,700 | 7,108,589 | |||
* | Park24 Co., Ltd. | 34,900 | 658,060 | ||
Penta-Ocean Construction Co., Ltd. | 123,000 | 833,478 | |||
* | PeptiDream, Inc. | 30,400 | 1,254,660 | ||
Persol Holdings Co., Ltd. | 78,800 | 1,589,819 | |||
# | Pigeon Corp. | 45,000 | 1,295,695 | ||
Rakus Co., Ltd. | 27,000 | 760,033 | |||
Recruit Holdings Co., Ltd. | 234,200 | 12,138,731 | |||
Relo Group, Inc. | 34,200 | 754,755 | |||
* | Renesas Electronics Corp. | 309,300 | 3,357,030 | ||
Rengo Co., Ltd. | 59,300 | 504,848 | |||
* | RENOVA, Inc. | 12,400 | 559,684 | ||
Ryohin Keikaku Co., Ltd. | 99,200 | 2,012,389 | |||
Sankyu, Inc. | 22,500 | 1,011,316 | |||
Sanwa Holdings Corp. | 92,100 | 1,120,799 | |||
SCSK Corp. | 23,100 | 1,392,235 | |||
Seiko Epson Corp. | 55,600 | 956,649 | |||
Sekisui Chemical Co., Ltd. | 7,800 | 134,593 | |||
Seria Co., Ltd. | 14,500 | 521,578 | |||
Seven & I Holdings Co., Ltd. | 177,000 | 7,897,810 | |||
SG Holdings Co., Ltd. | 109,800 | 2,952,415 | |||
Sharp Corp. | 98,400 | 1,511,371 | |||
Shinko Electric Industries Co., Ltd. | 24,200 | 822,577 | |||
* | Skylark Holdings Co., Ltd. | 78,300 | 1,054,622 | ||
SMS Co., Ltd. | 24,200 | 677,851 | |||
Softbank Corp. | 627,600 | 8,197,211 | |||
SoftBank Group Corp. | 427,500 | 26,883,607 | |||
Sony Group Corp. | 328,700 | 34,338,130 | |||
Square Enix Holdings Co., Ltd. | 39,600 | 2,054,714 | |||
SUMCO Corp. | 128,300 | 2,967,363 | |||
Sumitomo Forestry Co., Ltd. | 300 | 5,676 | |||
Sundrug Co., Ltd. | 27,400 | 889,461 | |||
Sysmex Corp. | 29,000 | 3,450,726 | |||
Systena Corp. | 22,600 | 418,890 | |||
Taiheiyo Cement Corp. | 49,900 | 1,162,603 | |||
Taisei Corp. | 68,400 | 2,305,173 | |||
Taiyo Yuden Co., Ltd. | 54,000 | 2,771,325 | |||
TDK Corp. | 56,600 | 6,458,059 | |||
TechnoPro Holdings, Inc. | 44,400 | 1,110,494 | |||
Teijin, Ltd. | 69,500 | 1,046,460 | |||
Terumo Corp. | 13,000 | 504,540 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
JAPAN — (Continued) | |||||
TIS, Inc. | 83,600 | $2,168,271 | |||
Toei Animation Co., Ltd. | 900 | 123,143 | |||
Tokyo Century Corp. | 20,500 | 1,128,177 | |||
Tokyo Electron, Ltd. | 33,900 | 13,981,222 | |||
Toyo Tire Corp. | 53,000 | 1,000,746 | |||
Toyota Boshoku Corp. | 21,900 | 441,802 | |||
Trend Micro, Inc. | 55,400 | 2,884,296 | |||
Tsuruha Holdings, Inc. | 11,800 | 1,393,165 | |||
Unicharm Corp. | 65,500 | 2,628,995 | |||
USS Co., Ltd. | 76,400 | 1,329,966 | |||
Welcia Holdings Co., Ltd. | 36,300 | 1,235,641 | |||
# | Workman Co., Ltd. | 5,600 | 386,364 | ||
Yamato Holdings Co., Ltd. | 131,100 | 3,778,318 | |||
Yaoko Co., Ltd. | 6,000 | 362,070 | |||
Yokohama Rubber Co., Ltd. (The) | 3,300 | 65,896 | |||
Z Holdings Corp. | 576,000 | 2,882,983 | |||
Zenkoku Hosho Co., Ltd. | 22,900 | 1,038,994 | |||
Zensho Holdings Co., Ltd. | 35,400 | 898,109 | |||
ZOZO, Inc. | 34,900 | 1,188,649 | |||
TOTAL JAPAN | 447,340,498 | ||||
NETHERLANDS — (4.9%) | |||||
* | Adyen NV | 2,407 | 6,523,088 | ||
ASML Holding NV | 14,189 | 10,845,841 | |||
ASML Holding NV | 50,666 | 38,847,649 | |||
Euronext NV | 19,825 | 2,205,455 | |||
* | GrandVision NV | 6,983 | 235,013 | ||
Heineken NV | 1,254 | 146,031 | |||
Koninklijke Ahold Delhaize NV | 441,808 | 13,733,529 | |||
# | Koninklijke KPN NV | 1,728,646 | 5,672,329 | ||
Stellantis NV | 367,144 | 7,049,615 | |||
Stellantis NV | 349,193 | 6,696,304 | |||
Wolters Kluwer NV | 135,723 | 15,472,876 | |||
TOTAL NETHERLANDS | 107,427,730 | ||||
NEW ZEALAND — (0.2%) | |||||
* | a2 Milk Co., Ltd. (The) | 96,859 | 421,130 | ||
Chorus, Ltd. | 211,003 | 905,714 | |||
Fisher & Paykel Healthcare Corp., Ltd. | 69,813 | 1,536,715 | |||
Spark New Zealand, Ltd. | 718,523 | 2,371,678 | |||
TOTAL NEW ZEALAND | 5,235,237 | ||||
NORWAY — (0.7%) | |||||
AF Gruppen ASA | 8,076 | 170,711 | |||
Aker BP ASA | 47,410 | 1,277,168 | |||
Atea ASA | 27,445 | 522,907 | |||
Borregaard ASA | 28,869 | 750,996 | |||
Equinor ASA | 198,715 | 3,870,806 | |||
Gjensidige Forsikring ASA | 7,444 | 170,342 | |||
Leroy Seafood Group ASA | 3,170 | 28,881 | |||
Mowi ASA | 53,981 | 1,375,424 | |||
* | Nordic Semiconductor ASA | 29,874 | 978,219 | ||
Salmar ASA | 18,740 | 1,243,058 | |||
Telenor ASA | 135,087 | 2,345,400 | |||
Tomra Systems ASA | 28,438 | 1,643,352 | |||
Veidekke ASA | 19,983 | 257,382 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
NORWAY — (Continued) | |||||
Yara International ASA | 32,795 | $1,728,510 | |||
TOTAL NORWAY | 16,363,156 | ||||
PORTUGAL — (0.1%) | |||||
Jeronimo Martins SGPS SA | 62,931 | 1,282,728 | |||
SINGAPORE — (0.7%) | |||||
Dairy Farm International Holdings, Ltd. | 73,200 | 275,079 | |||
DBS Group Holdings, Ltd. | 240,758 | 5,387,284 | |||
Jardine Cycle & Carriage, Ltd. | 29,200 | 441,761 | |||
# | Olam International, Ltd. | 110,400 | 107,336 | ||
* | SATS, Ltd. | 106,900 | 316,123 | ||
Sembcorp Industries, Ltd. | 34,100 | 52,601 | |||
* | Singapore Airlines, Ltd. | 145,750 | 546,419 | ||
Singapore Exchange, Ltd. | 221,600 | 1,938,996 | |||
Singapore Technologies Engineering, Ltd. | 422,000 | 1,246,242 | |||
Singapore Telecommunications, Ltd. | 1,443,000 | 2,418,594 | |||
Singapore Telecommunications, Ltd. | 104,400 | 175,000 | |||
United Overseas Bank, Ltd. | 19,600 | 378,938 | |||
Venture Corp., Ltd. | 85,200 | 1,195,087 | |||
Wilmar International, Ltd. | 390,400 | 1,250,277 | |||
Yangzijiang Shipbuilding Holdings, Ltd. | 393,200 | 397,890 | |||
TOTAL SINGAPORE | 16,127,627 | ||||
SOUTH AFRICA — (0.0%) | |||||
* | Thungela Resources, Ltd. | 865 | 2,680 | ||
SPAIN — (1.8%) | |||||
Acciona SA | 5,668 | 868,979 | |||
# | ACS Actividades de Construccion y Servicios SA | 94,551 | 2,487,003 | ||
* | Aena SME SA | 1,694 | 269,764 | ||
* | Amadeus IT Group SA | 2,178 | 142,835 | ||
Cellnex Telecom SA | 28,687 | 1,870,869 | |||
Endesa SA | 100,465 | 2,440,356 | |||
Grifols SA | 66,166 | 1,682,721 | |||
Iberdrola SA | 947,426 | 11,402,353 | |||
Industria de Diseno Textil SA | 196,125 | 6,651,847 | |||
# | Naturgy Energy Group SA | 109,412 | 2,823,926 | ||
Telefonica SA | 1,812,623 | 8,292,470 | |||
TOTAL SPAIN | 38,933,123 | ||||
SWEDEN — (3.0%) | |||||
AddTech AB, Class B | 79,454 | 1,653,240 | |||
Atlas Copco AB, Class A | 135,496 | 9,176,468 | |||
Atlas Copco AB, Class B | 80,017 | 4,549,634 | |||
Avanza Bank Holding AB | 41,576 | 1,346,596 | |||
Axfood AB | 21,921 | 593,329 | |||
Beijer Ref AB, Class B | 14,877 | 314,148 | |||
Boliden AB | 14,041 | 547,205 | |||
Bure Equity AB | 21,638 | 1,167,405 | |||
Electrolux AB, Class B | 110,462 | 2,901,102 | |||
Elekta AB, Class B | 141,382 | 2,063,542 | |||
Epiroc AB, Class A | 133,951 | 3,120,338 | |||
Epiroc AB, Class B | 80,900 | 1,625,400 | |||
Essity AB, Class A | 4,443 | 144,872 | |||
Essity AB, Class B | 117,134 | 3,832,357 | |||
Evolution Gaming Group AB | 32,600 | 5,672,407 | |||
#* | H & M Hennes & Mauritz AB, Class B | 185,072 | 3,869,248 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
SWEDEN — (Continued) | |||||
Husqvarna AB, Class A | 1,245 | $17,472 | |||
Husqvarna AB, Class B | 45,735 | 639,999 | |||
Indutrade AB | 95,244 | 3,106,703 | |||
Lifco AB, Class B | 25,965 | 761,551 | |||
* | Millicom International Cellular SA | 31,094 | 1,240,851 | ||
* | Nordic Entertainment Group AB, Class B | 17,042 | 910,060 | ||
Peab AB, Class B | 79,186 | 923,430 | |||
Securitas AB, Class B | 6,046 | 106,612 | |||
Sweco AB, Class B | 79,887 | 1,277,466 | |||
* | Swedish Orphan Biovitrum AB | 11,061 | 216,168 | ||
Tele2 AB, Class B | 90,968 | 1,336,230 | |||
Telefonaktiebolaget LM Ericsson, Class A | 12,933 | 150,574 | |||
Telefonaktiebolaget LM Ericsson, Class B | 676,560 | 7,803,561 | |||
Telia Co. AB | 2,692 | 11,808 | |||
Volvo AB, Class B | 196,952 | 4,644,474 | |||
TOTAL SWEDEN | 65,724,250 | ||||
SWITZERLAND — (8.7%) | |||||
EMS-Chemie Holding AG | 2,152 | 2,385,620 | |||
Geberit AG | 14,079 | 11,559,953 | |||
Givaudan SA | 65 | 324,431 | |||
Kuehne + Nagel International AG | 24,938 | 8,412,411 | |||
# | Logitech International SA | 69,413 | 7,569,488 | ||
Nestle SA | 290,751 | 36,817,698 | |||
Partners Group Holding AG | 7,501 | 12,814,437 | |||
Roche Holding AG | 8,192 | 3,516,216 | |||
Roche Holding AG | 183,630 | 70,938,486 | |||
Schindler Holding AG | 5,491 | 1,711,004 | |||
SGS SA | 2,308 | 7,470,244 | |||
Sika AG | 36,778 | 12,955,801 | |||
Sonova Holding AG | 1,537 | 603,480 | |||
Straumann Holding AG | 649 | 1,203,258 | |||
Swisscom AG | 13,349 | 8,022,772 | |||
Temenos AG | 21,808 | 3,464,167 | |||
VAT Group AG | 1,531 | 601,001 | |||
TOTAL SWITZERLAND | 190,370,467 | ||||
UNITED KINGDOM — (13.2%) | |||||
Aberdeen P.L.C. | 29,615 | 116,829 | |||
Admiral Group P.L.C. | 80,190 | 3,788,058 | |||
Anglo American P.L.C. | 7,687 | 340,642 | |||
Ashtead Group P.L.C. | 224,551 | 16,802,968 | |||
AstraZeneca P.L.C., Sponsored ADR | 411,126 | 23,532,852 | |||
AstraZeneca P.L.C. | 67,346 | 7,738,720 | |||
* | Auto Trader Group P.L.C. | 277,795 | 2,516,867 | ||
B&M European Value Retail SA | 414,561 | 3,185,005 | |||
BAE Systems P.L.C. | 1,647,985 | 13,212,789 | |||
# | BHP Group P.L.C., ADR | 144,280 | 9,420,041 | ||
BHP Group P.L.C. | 242,244 | 7,842,973 | |||
BP P.L.C. | 165,519 | 664,397 | |||
* | BT Group P.L.C. | 4,496,264 | 10,830,310 | ||
Bunzl P.L.C. | 104,395 | 3,867,546 | |||
Burberry Group P.L.C. | 159,971 | 4,588,529 | |||
CNH Industrial NV | 277,392 | 4,635,952 | |||
Coca-Cola HBC AG | 14,125 | 533,401 | |||
Croda International P.L.C. | 2,659 | 311,260 | |||
Diageo P.L.C., Sponsored ADR | 106,135 | 21,037,018 | |||
Diageo P.L.C. | 80,730 | 4,003,099 |
International High Relative Profitability
Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (Continued) | |||||
Evraz P.L.C. | 174,839 | $1,493,802 | |||
Experian P.L.C. | 193,875 | 8,535,503 | |||
Ferguson P.L.C. | 94,077 | 13,188,600 | |||
Games Workshop Group P.L.C. | 11,230 | 1,774,226 | |||
Hargreaves Lansdown P.L.C. | 87,622 | 1,987,333 | |||
Hikma Pharmaceuticals P.L.C. | 6,883 | 253,098 | |||
HomeServe P.L.C. | 46,197 | 599,389 | |||
Howden Joinery Group P.L.C. | 269,012 | 3,352,312 | |||
IMI P.L.C. | 15,663 | 383,194 | |||
Imperial Brands P.L.C. | 488,637 | 10,461,865 | |||
Intertek Group P.L.C. | 58,789 | 4,211,993 | |||
* | ITV P.L.C. | 1,623,403 | 2,524,312 | ||
JD Sports Fashion P.L.C. | 215,311 | 2,682,816 | |||
Mondi P.L.C. | 5,285 | 146,520 | |||
* | Next P.L.C. | 40,119 | 4,394,778 | ||
Persimmon P.L.C. | 3,940 | 158,930 | |||
# | RELX P.L.C., Sponsored ADR | 260,282 | 7,712,156 | ||
RELX P.L.C. | 45,322 | 1,332,208 | |||
RELX P.L.C. | 28,850 | 856,878 | |||
Rentokil Initial P.L.C. | 686,805 | 5,410,295 | |||
Rightmove P.L.C. | 243,830 | 2,378,429 | |||
Rio Tinto P.L.C. | 26,572 | 2,257,036 | |||
# | Rio Tinto P.L.C., Sponsored ADR | 251,488 | 21,705,929 | ||
Softcat P.L.C. | 35,336 | 949,603 | |||
Spirax-Sarco Engineering P.L.C. | 19,315 | 4,024,255 | |||
SSE P.L.C. | 482,917 | 9,682,237 | |||
St James's Place P.L.C. | 115,883 | 2,553,132 | |||
Unilever P.L.C., Sponsored ADR | 508,666 | 29,263,555 | |||
Unilever P.L.C. | 48,760 | 2,806,215 | |||
Unilever P.L.C. | 62,170 | 3,582,879 | |||
TOTAL UNITED KINGDOM | 289,632,734 | ||||
TOTAL COMMON STOCKS | 2,086,803,061 | ||||
PREFERRED STOCKS — (0.9%) | |||||
GERMANY — (0.9%) | |||||
Bayerische Motoren Werke AG | 12,457 | 1,069,233 | |||
Sartorius AG | 11,521 | 6,969,199 | |||
Volkswagen AG | 47,694 | 11,616,850 | |||
TOTAL GERMANY | 19,655,282 | ||||
TOTAL INVESTMENT SECURITIES (Cost $1,590,910,615) | 2,106,458,343 |
Value† | ||||
SECURITIES LENDING COLLATERAL — (4.0%) | ||||
@§ | The DFA Short Term Investment Fund | 7,574,257 | 87,634,148 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $1,678,540,192)^^ | $2,194,092,491 |
International High Relative Profitability
Portfolio
CONTINUED
As of July 31, 2021,
International High Relative Profitability Portfolio had entered into the following outstanding futures contracts:
Description | Number of Contracts | Expiration Date | Notional Value | Market Value | Unrealized Appreciation (Depreciation) | |||||
Long Position Contracts: | ||||||||||
S&P 500® Emini Index | 15 | 09/17/21 | $3,239,471 | $3,292,125 | $52,654 | |||||
Total Futures Contracts | $3,239,471 | $3,292,125 | $52,654 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Australia | $22,032,176 | $121,979,915 | — | $144,012,091 | |||
Austria | — | 2,671,764 | — | 2,671,764 | |||
Belgium | — | 16,536,549 | — | 16,536,549 | |||
Canada | 197,471,719 | — | — | 197,471,719 | |||
Denmark | — | 55,161,945 | — | 55,161,945 | |||
Finland | — | 22,339,065 | — | 22,339,065 | |||
France | 2,127,221 | 201,346,282 | — | 203,473,503 | |||
Germany | — | 161,654,864 | — | 161,654,864 | |||
Hong Kong | — | 53,486,851 | — | 53,486,851 | |||
Ireland | 4,201,337 | 9,318,788 | — | 13,520,125 | |||
Israel | 3,224,668 | 5,615,302 | — | 8,839,970 | |||
Italy | 3,982,265 | 25,212,120 | — | 29,194,385 | |||
Japan | — | 447,340,498 | — | 447,340,498 | |||
Netherlands | 38,847,649 | 68,580,081 | — | 107,427,730 | |||
New Zealand | — | 5,235,237 | — | 5,235,237 | |||
Norway | — | 16,363,156 | — | 16,363,156 | |||
Portugal | — | 1,282,728 | — | 1,282,728 | |||
Singapore | — | 16,127,627 | — | 16,127,627 | |||
South Africa | 2,680 | — | — | 2,680 | |||
Spain | — | 38,933,123 | — | 38,933,123 | |||
Sweden | — | 65,724,250 | — | 65,724,250 | |||
Switzerland | 7,569,488 | 182,800,979 | — | 190,370,467 | |||
United Kingdom | 112,671,551 | 176,961,183 | — | 289,632,734 | |||
Preferred Stocks | |||||||
Germany | — | 19,655,282 | — | 19,655,282 | |||
Securities Lending Collateral | — | 87,634,148 | — | 87,634,148 | |||
Futures Contracts** | 52,654 | — | — | 52,654 | |||
TOTAL | $392,183,408 | $1,801,961,737 | — | $2,194,145,145 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
VA Equity Allocation
Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | |||
AFFILIATED INVESTMENT COMPANIES — (100.0%) | ||||
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. | 747,763 | $26,111,902 | ||
Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. | 630,960 | 20,809,079 | ||
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 832,981 | 13,552,602 | ||
Investment in VA U.S. Targeted Value Portfolio of DFA Investment Dimensions Group Inc. | 505,488 | 11,939,627 | ||
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 341,260 | 8,770,377 | ||
Investment in VA U.S. Large Value Portfolio of DFA Investment Dimensions Group Inc. | 206,472 | 6,555,493 | ||
Investment in VA International Small Portfolio of DFA Investment Dimensions Group Inc. | 277,236 | 4,177,942 | ||
Investment in VA International Value Portfolio of DFA Investment Dimensions Group Inc. | 229,923 | 3,124,650 | ||
Investment in DFA Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc. | 38,465 | 1,827,082 | ||
Investment in DFA International Real Estate Securities Portfolio of DFA Investment Dimensions Group Inc. | 135,011 | 688,555 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $66,944,721)^^ | $97,557,309 |
Summary of the Portfolio’s
investments as of July 31, 2021, based on their valuation inputs, is located in this report (See Security Valuation Note).
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Affiliated Investment Companies | $97,557,309 | — | — | $97,557,309 | |||
TOTAL | $97,557,309 | — | — | $97,557,309 |
DFA MN Municipal Bond Portfolio
CONTINUED
Face Amount | Value† | ||||
(000) | |||||
MINNESOTA — (Continued) | |||||
Wright County (GO) Series A | |||||
5.000%, 12/01/21 | 515 | $523,279 | |||
TOTAL MUNICIPAL BONDS Cost ($39,147,133) | 39,858,025 | ||||
TOTAL INVESTMENTS — (100.0%) | |||||
(Cost $39,147,133)^^ | $39,858,025 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Municipal Bonds | — | $39,858,025 | — | $39,858,025 | |||
TOTAL | — | $39,858,025 | — | $39,858,025 |
DFA California Municipal Real Return
Portfolio
CONTINUED
Face Amount | Value† | ||||
(000) | |||||
CALIFORNIA — (Continued) | |||||
West Valley-Mission Community College District (GO) Series B | |||||
5.000%, 08/01/27 | 220 | $279,939 | |||
TOTAL MUNICIPAL BONDS Cost ($182,072,927) | 187,377,331 | ||||
TOTAL INVESTMENTS — (100.0%) | |||||
(Cost $182,072,927)^^ | $187,377,331 |
As of July 31, 2021, DFA California
Municipal Real Return Portfolio had entered into the following outstanding Inflation Swaps:
Counterparty | Payments made by Fund | Payments received by Fund | Payment Frequency | Notional Amount | Expiration Date | Upfront Premiums Paid | Upfront Premiums Received | Market Value | Unrealized Appreciation (Depreciation) | |||||||||||
Bank of America Corp. | 3.030% | Fixed | CPI | Maturity | USD | 6,000,000 | 05/17/23 | — | — | $78,103 | $78,103 | |||||||||
Bank of America Corp. | 2.581% | Fixed | CPI | Maturity | USD | 4,000,000 | 06/18/28 | — | — | 60,217 | 60,217 | |||||||||
Bank of America Corp. | 2.577% | Fixed | CPI | Maturity | USD | 5,000,000 | 07/15/29 | — | — | 38,759 | 38,759 | |||||||||
Bank of America Corp. | 2.497% | Fixed | CPI | Maturity | USD | 10,000,000 | 06/28/29 | — | — | 182,266 | 182,266 | |||||||||
Bank of America Corp. | 2.367% | Fixed | CPI | Maturity | USD | 6,000,000 | 07/17/25 | — | — | 111,436 | 111,436 | |||||||||
Bank of America Corp. | 2.320% | Fixed | CPI | Maturity | USD | 4,000,000 | 02/19/23 | — | — | 121,834 | 121,834 | |||||||||
Bank of America Corp. | 2.317% | Fixed | CPI | Maturity | USD | 6,000,000 | 05/09/25 | — | — | 177,636 | 177,636 | |||||||||
Bank of America Corp. | 2.265% | Fixed | CPI | Maturity | USD | 7,000,000 | 02/23/24 | — | — | 168,888 | 168,888 | |||||||||
Bank of America Corp. | 2.065% | Fixed | CPI | Maturity | USD | 9,000,000 | 12/12/26 | — | — | 450,610 | 450,610 | |||||||||
Bank of America Corp. | 2.063% | Fixed | CPI | Maturity | USD | 4,000,000 | 11/08/23 | — | — | 159,671 | 159,671 | |||||||||
Bank of America Corp. | 2.058% | Fixed | CPI | Maturity | USD | 11,000,000 | 12/12/22 | — | — | 329,342 | 329,342 | |||||||||
Bank of America Corp. | 1.961% | Fixed | CPI | Maturity | USD | 4,000,000 | 12/17/24 | — | — | 215,202 | 215,202 | |||||||||
Bank of America Corp. | 1.885% | Fixed | CPI | Maturity | USD | 8,000,000 | 01/22/24 | — | — | 349,409 | 349,409 | |||||||||
Bank of America Corp. | 1.495% | Fixed | CPI | Maturity | USD | 5,000,000 | 01/28/22 | — | — | 174,373 | 174,373 | |||||||||
Bank of America Corp. | 1.210% | Fixed | CPI | Maturity | USD | 8,000,000 | 03/05/22 | — | — | 332,417 | 332,417 | |||||||||
Bank of America Corp. | 0.073% | Fixed | CPI | Maturity | USD | 8,000,000 | 04/27/22 | — | — | 539,025 | 539,025 | |||||||||
Citibank, N.A. | 3.015% | Fixed | CPI | Maturity | USD | 4,000,000 | 05/12/23 | — | — | 54,812 | 54,812 | |||||||||
Citibank, N.A. | 2.312% | Fixed | CPI | Maturity | USD | 7,000,000 | 07/24/23 | — | — | 115,135 | 115,135 | |||||||||
Citibank, N.A. | 2.285% | Fixed | CPI | Maturity | USD | 6,000,000 | 01/25/23 | — | — | 191,077 | 191,077 | |||||||||
Citibank, N.A. | 2.160% | Fixed | CPI | Maturity | USD | 7,000,000 | 01/09/23 | — | — | 175,128 | 175,128 | |||||||||
Citibank, N.A. | 2.143% | Fixed | CPI | Maturity | USD | 8,000,000 | 01/18/22 | — | — | 178,163 | 178,163 | |||||||||
Citibank, N.A. | 2.054% | Fixed | CPI | Maturity | USD | 10,000,000 | 11/06/22 | — | — | 329,775 | 329,775 | |||||||||
Citibank, N.A. | 1.986% | Fixed | CPI | Maturity | USD | 6,000,000 | 02/20/26 | — | — | 329,131 | 329,131 | |||||||||
Citibank, N.A. | 1.808% | Fixed | CPI | Maturity | USD | 4,000,000 | 07/01/25 | — | — | 238,719 | 238,719 | |||||||||
Citibank, N.A. | 1.676% | Fixed | CPI | Maturity | USD | 10,000,000 | 01/14/22 | — | — | 311,910 | 311,910 | |||||||||
Citibank, N.A. | 1.635% | Fixed | CPI | Maturity | USD | 4,000,000 | 07/27/24 | — | — | 307,494 | 307,494 |
DFA California Municipal Real Return
Portfolio
CONTINUED
Counterparty | Payments made by Fund | Payments received by Fund | Payment Frequency | Notional Amount | Expiration Date | Upfront Premiums Paid | Upfront Premiums Received | Market Value | Unrealized Appreciation (Depreciation) | |||||||||||
Citibank, N.A. | 1.475% | Fixed | CPI | Maturity | USD | 4,000,000 | 02/11/22 | — | — | $142,191 | $142,191 | |||||||||
Citibank, N.A. | 0.723% | Fixed | CPI | Maturity | USD | 7,000,000 | 05/28/23 | — | — | 549,490 | 549,490 | |||||||||
Citibank, N.A. | 0.050% | Fixed | CPI | Maturity | USD | 5,000,000 | 05/11/22 | — | — | 336,135 | 336,135 | |||||||||
Total Appreciation | $6,748,348 | $6,748,348 | ||||||||||||||||||
Total Appreciation (Depreciation) | $6,748,348 | $6,748,348 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Municipal Bonds | — | $187,377,331 | — | $187,377,331 | |||
Swap Agreements** | — | 6,748,348 | — | 6,748,348 | |||
TOTAL | — | $194,125,679 | — | $194,125,679 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA Global Core Plus Fixed Income Portfolio
CONTINUED
As of July 31, 2021, DFA Global
Core Plus Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 161,945 | NZD | 231,960 | Citibank, N.A. | 08/04/21 | $339 | ||||
USD | 207,385 | NZD | 295,558 | Goldman Sachs International | 08/04/21 | 1,470 | ||||
USD | 15,488,838 | NZD | 22,219,879 | State Street Bank and Trust | 08/04/21 | 8,280 | ||||
USD | 83,996,354 | AUD | 110,775,800 | Citibank, N.A. | 08/06/21 | 2,702,565 | ||||
USD | 1,630,395 | AUD | 2,179,920 | Goldman Sachs International | 08/06/21 | 30,642 | ||||
USD | 1,859,147 | SGD | 2,503,009 | Citibank, N.A. | 08/10/21 | 11,867 | ||||
USD | 26,284,424 | SGD | 96,283,325 | Societe Generale | 08/10/21 | 441,461 | ||||
USD | 123,510 | NOK | 1,060,801 | State Street Bank and Trust | 08/10/21 | 3,436 | ||||
USD | 14,094,159 | EUR | 11,878,208 | State Street Bank and Trust | 08/12/21 | 1,196 | ||||
EUR | 3,968,076 | USD | 4,688,750 | State Street Bank and Trust | 08/12/21 | 19,194 | ||||
USD | 110,156,309 | CAD | 136,162,848 | State Street Bank and Trust | 08/17/21 | 1,018,123 | ||||
USD | 81,084,727 | AUD | 109,924,749 | State Street Bank and Trust | 09/09/21 | 402,456 | ||||
USD | 16,047,758 | NZD | 22,935,559 | Citibank, N.A. | 09/16/21 | 71,410 | ||||
Total Appreciation | $4,712,439 | |||||||||
NZD | 22,747,397 | USD | 15,918,608 | Citibank, N.A. | 08/04/21 | $(70,529) | ||||
USD | 174,093 | NOK | 1,544,738 | Citibank, N.A. | 08/10/21 | (759) | ||||
NOK | 800,524 | USD | 90,660 | Goldman Sachs International | 08/10/21 | (47) | ||||
USD | 10,286,299 | EUR | 8,717,927 | Citibank, N.A. | 08/12/21 | (57,131) | ||||
USD | 127,806,736 | GBP | 92,461,681 | Royal Bank Of Canada | 08/12/21 | (717,548) | ||||
USD | 4,590,316 | EUR | 3,886,764 | State Street Bank and Trust | 08/12/21 | (21,155) | ||||
USD | 2,106,212 | CAD | 2,647,291 | Citibank, N.A. | 08/17/21 | (15,663) | ||||
USD | 81,021,981 | EUR | 68,352,912 | State Street Bank and Trust | 08/17/21 | (83,523) | ||||
USD | 76,684,651 | EUR | 64,811,529 | State Street Bank and Trust | 08/24/21 | (229,150) | ||||
USD | 114,181,874 | CAD | 142,840,000 | Citibank, N.A. | 08/25/21 | (307,313) | ||||
USD | 119,226,091 | GBP | 86,119,462 | State Street Bank and Trust | 08/27/21 | (486,640) | ||||
USD | 73,515,562 | EUR | 62,163,326 | State Street Bank and Trust | 09/02/21 | (268,362) | ||||
USD | 104,787,768 | JPY | 11,542,559,196 | Citibank, N.A. | 09/07/21 | (454,290) | ||||
USD | 72,686,444 | EUR | 61,574,803 | State Street Bank and Trust | 09/07/21 | (406,307) | ||||
USD | 110,097,513 | CAD | 138,368,396 | Citibank, N.A. | 09/09/21 | (807,279) | ||||
USD | 83,519,398 | EUR | 70,896,575 | Citibank, N.A. | 09/10/21 | (643,964) | ||||
USD | 120,274,380 | GBP | 87,321,315 | State Street Bank and Trust | 09/13/21 | (1,114,438) | ||||
Total (Depreciation) | $(5,684,098) | |||||||||
Total Appreciation (Depreciation) | $(971,659) |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Agency Obligations | — | $309,256,815 | — | $309,256,815 | |||
Bonds | |||||||
Australia | — | 208,347,947 | — | 208,347,947 | |||
Belgium | — | 10,720,912 | — | 10,720,912 | |||
Canada | — | 406,981,332 | — | 406,981,332 | |||
Denmark | — | 5,770,340 | — | 5,770,340 | |||
Finland | — | 17,992,724 | — | 17,992,724 | |||
France | — | 104,125,748 | — | 104,125,748 | |||
Germany | — | 62,980,752 | — | 62,980,752 | |||
Italy | — | 36,383,181 | — | 36,383,181 | |||
Japan | — | 56,524,309 | — | 56,524,309 |
DFA Global Core Plus Fixed Income Portfolio
CONTINUED
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Netherlands | — | $108,780,000 | — | $108,780,000 | |||
New Zealand | — | 15,728,163 | — | 15,728,163 | |||
Norway | — | 65,593,412 | — | 65,593,412 | |||
Singapore | — | 19,459,611 | — | 19,459,611 | |||
Spain | — | 17,005,046 | — | 17,005,046 | |||
Supranational Organization Obligations | — | 99,476,986 | — | 99,476,986 | |||
Sweden | — | 131,054 | — | 131,054 | |||
Switzerland | — | 12,543,453 | — | 12,543,453 | |||
United Kingdom | — | 159,459,663 | — | 159,459,663 | |||
United States | — | 1,529,590,886 | — | 1,529,590,886 | |||
Securities Lending Collateral | — | 32,455,897 | — | 32,455,897 | |||
Forward Currency Contracts** | — | (971,659) | — | (971,659) | |||
TOTAL | — | $3,278,336,572 | — | $3,278,336,572 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
Emerging Markets
Sustainability Core 1 Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Face Amount^ | Value† | ||||
(000) | |||||
BONDS — (0.0%) | |||||
INDIA — (0.0%) | |||||
Britannia Industries, Ltd. | |||||
5.500%, 06/03/24 | INR | 170 | $2,298 |
Shares | Value» | ||||
COMMON STOCKS — (97.8%) | |||||
BRAZIL — (3.9%) | |||||
Aliansce Sonae Shopping Centers SA | 18,500 | 100,381 | |||
* | Alliar Medicos A Frente SA | 25,751 | 50,135 | ||
Alper Consultoria e Corretora de Seguros SA | 1,100 | 11,147 | |||
Alupar Investimento SA | 29,800 | 140,467 | |||
Ambev SA, ADR | 322,455 | 1,022,182 | |||
* | Americanas SA | 53,347 | 502,920 | ||
* | Anima Holding SA | 17,500 | 38,641 | ||
Atacadao SA | 143,120 | 521,835 | |||
B3 SA - Brasil Bolsa Balcao | 421,204 | 1,233,305 | |||
Banco Bradesco SA, ADR | 218,731 | 1,021,474 | |||
Banco Bradesco SA | 184,840 | 732,865 | |||
Banco BTG Pactual SA | 75,332 | 423,216 | |||
Banco do Brasil SA | 93,200 | 566,009 | |||
Banco Santander Brasil SA | 45,800 | 356,498 | |||
BB Seguridade Participacoes SA | 94,554 | 387,965 | |||
* | BK Brasil Operacao e Assessoria a Restaurantes SA | 27,041 | 54,619 | ||
* | BR Malls Participacoes SA | 62,800 | 120,940 | ||
BR Properties SA | 27,600 | 45,786 | |||
BrasilAgro - Co. Brasileira de Propriedades Agricolas | 14,064 | 78,013 | |||
* | Braskem SA, Sponsored ADR | 4,311 | 95,618 | ||
* | C&A Modas Ltda | 17,429 | 39,655 | ||
Camil Alimentos SA | 28,442 | 48,602 | |||
CCR SA | 357,480 | 892,284 | |||
Centrais Eletricas Brasileiras SA | 14,400 | 111,285 | |||
Cia Brasileira de Distribuicao | 37,223 | 221,769 | |||
Cia de Locacao das Americas | 92,320 | 481,962 | |||
Cia de Saneamento Basico do Estado de Sao Paulo | 35,000 | 238,295 | |||
Cia de Saneamento Basico do Estado de Sao Paulo, ADR | 8,704 | 59,100 | |||
Cia de Saneamento de Minas Gerais-COPASA | 29,300 | 77,972 | |||
Cia de Saneamento do Parana | 29,100 | 108,729 | |||
Cia de Saneamento do Parana | 21,300 | 15,827 | |||
# | Cia Energetica de Minas Gerais, Sponsored ADR | 7,080 | 15,859 | ||
Cia Energetica de Minas Gerais | 54,131 | 152,782 | |||
Cia Hering | 17,600 | 125,708 | |||
Cia Paranaense de Energia | 24,645 | 27,161 | |||
Cia Paranaense de Energia | 9,600 | 56,403 | |||
Cia Siderurgica Nacional SA | 45,000 | 403,926 | |||
Cielo SA | 447,018 | 290,101 | |||
* | Cogna Educacao | 200,465 | 140,103 | ||
Construtora Tenda SA | 13,760 | 59,259 | |||
Cosan SA | 47,836 | 234,668 | |||
CPFL Energia SA | 61,141 | 297,238 | |||
CSU Cardsystem SA | 8,200 | 34,480 | |||
Cyrela Brazil Realty SA Empreendimentos e Participacoes | 112,513 | 450,419 | |||
Dimed SA Distribuidora da Medicamentos | 7,800 | 28,754 | |||
Direcional Engenharia SA | 37,400 | 91,269 | |||
Duratex SA | 114,267 | 483,330 | |||
* | EcoRodovias Infraestrutura e Logistica SA | 52,609 | 110,203 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
BRAZIL — (Continued) | |||||
EDP - Energias do Brasil SA | 25,900 | $85,185 | |||
* | Embraer SA | 170,994 | 610,335 | ||
* | Embraer SA, Sponsored ADR | 28,040 | 400,972 | ||
Energisa SA | 54,320 | 445,866 | |||
Equatorial Energia SA | 194,700 | 904,669 | |||
* | Eternit SA | 6,800 | 31,283 | ||
Even Construtora e Incorporadora SA | 31,680 | 54,805 | |||
Ez Tec Empreendimentos e Participacoes SA | 8,365 | 44,168 | |||
Fleury SA | 63,700 | 285,707 | |||
Fras-Le SA | 2,000 | 6,079 | |||
* | Gafisa SA | 139,442 | 100,668 | ||
Grendene SA | 39,821 | 84,333 | |||
Guararapes Confeccoes SA | 21,065 | 71,265 | |||
Hapvida Participacoes e Investimentos SA | 97,711 | 266,966 | |||
Helbor Empreendimentos SA | 23,500 | 35,014 | |||
Hypera SA | 84,800 | 580,448 | |||
Iguatemi Empresa de Shopping Centers SA | 6,374 | 49,969 | |||
Industrias Romi SA | 8,266 | 36,725 | |||
Instituto Hermes Pardini SA | 16,500 | 62,220 | |||
* | International Meal Co. Alimentacao SA, Class A | 60,698 | 45,218 | ||
* | Iochpe-Maxion SA | 17,400 | 48,376 | ||
IRB Brasil Resseguros SA | 189,433 | 206,591 | |||
Itau Unibanco Holding SA | 32,935 | 173,710 | |||
JHSF Participacoes SA | 30,096 | 43,108 | |||
JSL SA | 1,648 | 3,636 | |||
Kepler Weber SA | 5,300 | 55,562 | |||
* | Klabin SA | 296,109 | 1,390,645 | ||
Light SA | 66,777 | 185,910 | |||
Localiza Rent a Car SA | 133,945 | 1,598,364 | |||
LOG Commercial Properties e Participacoes SA | 6,900 | 38,036 | |||
Lojas Americanas SA | 30,749 | 38,966 | |||
Lojas Renner SA | 327,299 | 2,595,392 | |||
* | LPS Brasil Consultoria de Imoveis SA | 17,000 | 13,807 | ||
M Dias Branco SA | 18,932 | 113,267 | |||
Magazine Luiza SA | 194,922 | 770,968 | |||
Mahle-Metal Leve SA | 5,200 | 31,879 | |||
Marcopolo SA | 38,000 | 20,429 | |||
Mills Estruturas e Servicos de Engenharia SA | 53,000 | 81,308 | |||
Movida Participacoes SA | 18,811 | 80,940 | |||
MRV Engenharia e Participacoes SA | 100,447 | 276,563 | |||
Multiplan Empreendimentos Imobiliarios SA | 27,600 | 123,738 | |||
* | Natura & Co. Holding SA | 69,632 | 718,614 | ||
#* | Natura & Co. Holding SA, ADR | 15,400 | 316,316 | ||
Neoenergia SA | 32,900 | 109,788 | |||
Notre Dame Intermedica Participacoes SA | 48,772 | 749,150 | |||
Odontoprev SA | 88,452 | 220,780 | |||
* | Omega Geracao SA | 24,481 | 169,779 | ||
Ouro Fino Saude Animal Participacoes SA | 1,600 | 9,824 | |||
Porto Seguro SA | 40,409 | 400,812 | |||
Portobello SA | 10,300 | 28,003 | |||
Positivo Tecnologia SA | 48,052 | 116,711 | |||
* | Profarma Distribuidora de Produtos Farmaceuticos SA | 6,000 | 7,235 | ||
Qualicorp Consultoria e Corretora de Seguros SA | 90,831 | 449,076 | |||
Raia Drogasil SA | 227,000 | 1,100,078 | |||
* | Rumo SA | 142,720 | 566,139 | ||
Sao Carlos Empreendimentos e Participacoes SA | 1,400 | 11,223 | |||
Sendas Distribuidora SA | 40,930 | 681,191 | |||
Ser Educacional SA | 13,300 | 40,833 | |||
SIMPAR SA | 4,700 | 62,853 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
BRAZIL — (Continued) | |||||
Sul America SA | 105,566 | $606,651 | |||
* | Suzano SA | 89,394 | 928,053 | ||
* | Tecnisa SA | 7,520 | 10,179 | ||
Tegma Gestao Logistica SA | 9,500 | 39,363 | |||
Telefonica Brasil SA | 29,500 | 233,417 | |||
Telefonica Brasil SA, ADR | 21,716 | 173,294 | |||
TIM SA, ADR | 2,608 | 28,427 | |||
TIM SA | 260,262 | 565,673 | |||
TOTVS SA | 62,400 | 423,648 | |||
Transmissora Alianca de Energia Eletrica SA | 73,200 | 534,076 | |||
Trisul SA | 22,300 | 37,336 | |||
Ultrapar Participacoes SA | 145,108 | 492,586 | |||
# | Ultrapar Participacoes SA, Sponsored ADR | 61,736 | 211,137 | ||
Unipar Carbocloro SA | 7,600 | 141,545 | |||
* | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 13,600 | 23,109 | ||
* | Vulcabras Azaleia SA | 27,100 | 46,934 | ||
WEG SA | 103,200 | 707,584 | |||
Wiz Solucoes e Corretagem de Seguros SA | 26,400 | 78,618 | |||
YDUQS Participacoes SA | 18,900 | 102,552 | |||
TOTAL BRAZIL | 36,036,836 | ||||
CHILE — (0.4%) | |||||
Aguas Andinas SA, Class A | 533,628 | 108,500 | |||
# | Banco de Chile, ADR | 11,288 | 205,890 | ||
Banco de Credito e Inversiones SA | 3,697 | 152,482 | |||
Banco Santander Chile, ADR | 13,546 | 264,689 | |||
Besalco SA | 118,298 | 42,089 | |||
* | Camanchaca SA | 228,863 | 12,454 | ||
CAP SA | 12,222 | 211,783 | |||
Cencosud SA | 126,455 | 229,353 | |||
Cencosud Shopping SA | 39,037 | 60,128 | |||
Cia Cervecerias Unidas SA | 11,045 | 119,330 | |||
Embotelladora Andina SA, ADR, Class B | 4,723 | 67,161 | |||
Empresa Nacional de Telecomunicaciones SA | 27,407 | 131,855 | |||
Empresas CMPC SA | 106,285 | 229,689 | |||
* | Empresas Hites SA | 47,371 | 8,330 | ||
Empresas Lipigas SA | 1,142 | 5,064 | |||
Empresas Tricot SA | 2,361 | 1,451 | |||
Enel Americas SA | 1,992,944 | 276,980 | |||
Enel Americas SA | 50,162 | 6,971 | |||
# | Enel Chile SA, ADR | 9,400 | 24,440 | ||
Enel Chile SA | 1,213,583 | 62,991 | |||
Falabella SA | 27,165 | 105,598 | |||
Forus SA | 13,163 | 21,681 | |||
Grupo Security SA | 259,362 | 40,653 | |||
Hortifrut SA | 43,292 | 48,490 | |||
Instituto de Diagnostico SA | 1,346 | 2,705 | |||
Inversiones Aguas Metropolitanas SA | 132,025 | 70,807 | |||
Inversiones La Construccion SA | 7,731 | 31,579 | |||
* | Itau CorpBanca Chile SA | 23,712,285 | 60,243 | ||
* | Itau CorpBanca Chile SA, ADR | 2,300 | 8,717 | ||
* | Multiexport Foods SA | 65,867 | 24,301 | ||
* | Parque Arauco SA | 84,880 | 107,487 | ||
PAZ Corp. SA | 11,604 | 6,123 | |||
Plaza SA | 34,049 | 48,681 | |||
* | Ripley Corp. SA | 224,629 | 48,109 | ||
Salfacorp SA | 132,841 | 65,818 | |||
Sigdo Koppers SA | 72,463 | 62,448 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
CHILE — (Continued) | |||||
SMU SA | 442,189 | $45,333 | |||
Sociedad Matriz SAAM SA | 1,041,769 | 64,520 | |||
Sociedad Quimica y Minera de Chile SA, Sponsored ADR | 7,002 | 332,595 | |||
Socovesa SA | 15,493 | 3,046 | |||
SONDA SA | 176,889 | 93,236 | |||
Vina Concha y Toro SA | 163,246 | 283,734 | |||
TOTAL CHILE | 3,797,534 | ||||
CHINA — (33.4%) | |||||
* | 21Vianet Group, Inc., ADR | 30,934 | 536,086 | ||
#* | 360 DigiTech, Inc., ADR | 22,033 | 468,201 | ||
* | 360 Security Technology, Inc., Class A | 22,800 | 42,239 | ||
* | 361 Degrees International, Ltd. | 219,000 | 93,284 | ||
* | 36Kr Holdings, Inc. | 5,136 | 9,450 | ||
* | 3SBio, Inc. | 317,000 | 264,130 | ||
* | 51job, Inc., ADR | 8,734 | 629,023 | ||
5I5J Holding Group Co., Ltd., Class A | 38,240 | 21,302 | |||
#* | 9F INC | 10,020 | 18,036 | ||
AAG Energy Holdings, Ltd. | 147,000 | 20,812 | |||
Accelink Technologies Co., Ltd., Class A | 5,100 | 21,689 | |||
Addsino Co., Ltd., Class A | 17,700 | 54,016 | |||
AECC Aero-Engine Control Co., Ltd., Class A | 12,800 | 40,925 | |||
AECC Aviation Power Co., Ltd., Class A | 6,300 | 53,531 | |||
* | Aerospace Hi-Tech Holdings Grp, Ltd., Class A | 7,900 | 10,330 | ||
Agile Group Holdings, Ltd. | 376,000 | 411,364 | |||
Agricultural Bank of China, Ltd., Class H | 4,790,000 | 1,597,337 | |||
Aier Eye Hospital Group Co., Ltd., Class A | 27,331 | 249,562 | |||
* | AirNet Technology, Inc., ADR | 4,104 | 9,070 | ||
Aisino Corp., Class A | 19,300 | 35,988 | |||
Ajisen China Holdings, Ltd. | 95,000 | 17,470 | |||
Ak Medical Holdings, Ltd. | 130,000 | 160,906 | |||
AKM Industrial Co., Ltd. | 100,000 | 11,980 | |||
* | Alibaba Group Holding, Ltd., Sponsored ADR | 79,804 | 15,576,943 | ||
* | Alibaba Group Holding, Ltd. | 313,100 | 7,646,763 | ||
* | Alibaba Health Information Technology, Ltd. | 168,000 | 261,846 | ||
#* | Alibaba Pictures Group, Ltd. | 1,600,000 | 193,731 | ||
A-Living Smart City Services Co., Ltd. | 158,750 | 605,499 | |||
All Winner Technology Co., Ltd., Class A | 1,400 | 20,997 | |||
* | Alpha Group, Class A | 18,000 | 14,987 | ||
Amoy Diagnostics Co., Ltd., Class A | 1,200 | 15,314 | |||
Angel Yeast Co., Ltd., Class A | 7,100 | 51,499 | |||
Anhui Anke Biotechnology Group Co., Ltd., Class A | 22,200 | 50,107 | |||
Anhui Construction Engineering Group Co., Ltd., Class A | 22,400 | 13,228 | |||
Anhui Expressway Co., Ltd., Class H | 88,000 | 52,592 | |||
Anhui Gujing Distillery Co., Ltd., Class A | 2,100 | 60,654 | |||
Anhui Jiangnan Chemical Industry Co., Ltd., Class A | 18,340 | 14,507 | |||
Anhui Jinhe Industrial Co., Ltd., Class A | 7,900 | 36,168 | |||
Anhui Kouzi Distillery Co., Ltd., Class A | 10,100 | 86,089 | |||
* | Anhui Tatfook Technology Co., Ltd., Class A | 15,000 | 26,989 | ||
Anhui Truchum Advanced Materials & Technology Co., Ltd., Class A | 19,800 | 29,498 | |||
Anhui Xinhua Media Co., Ltd., Class A | 14,100 | 9,402 | |||
Anhui Yingjia Distillery Co., Ltd., Class A | 8,500 | 47,487 | |||
Anhui Zhongding Sealing Parts Co., Ltd., Class A | 10,100 | 22,969 | |||
Anji Microelectronics Technology Shanghai Co., Ltd., Class A | 400 | 20,318 | |||
ANTA Sports Products, Ltd. | 129,000 | 2,808,504 | |||
#* | Anton Oilfield Services Group | 1,062,000 | 60,757 | ||
Aoshikang Technology Co., Ltd., Class A | 1,200 | 19,497 | |||
Apeloa Pharmaceutical Co., Ltd., Class A | 19,000 | 81,365 | |||
APT Satellite Holdings, Ltd. | 62,000 | 18,444 |
Emerging Markets Sustainability Core 1
Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
* | Ascletis Pharma, Inc. | 63,000 | $23,792 | ||
AsiaInfo Technologies, Ltd. | 42,400 | 63,406 | |||
Asymchem Laboratories Tianjin Co., Ltd., Class A | 1,000 | 61,694 | |||
Ausnutria Dairy Corp., Ltd. | 181,000 | 171,493 | |||
Autobio Diagnostics Co., Ltd., Class A | 3,900 | 37,340 | |||
Avary Holding Shenzhen Co., Ltd., Class A | 9,000 | 51,470 | |||
AVIC Electromechanical Systems Co., Ltd., Class A | 7,500 | 11,515 | |||
AVIC Industry-Finance Holdings Co., Ltd., Class A | 55,300 | 33,172 | |||
AviChina Industry & Technology Co., Ltd., Class H | 640,000 | 479,792 | |||
AVICOPTER P.L.C., Class A | 5,500 | 43,494 | |||
Bafang Electric Suzhou Co., Ltd., Class A | 500 | 17,368 | |||
BAIC Motor Corp., Ltd., Class H | 429,500 | 153,331 | |||
* | Baidu, Inc., Sponsored ADR | 18,233 | 2,990,394 | ||
# | BAIOO Family Interactive, Ltd. | 372,000 | 60,695 | ||
Bank of Beijing Co., Ltd., Class A | 51,100 | 33,966 | |||
Bank of Changsha Co., Ltd., Class A | 19,400 | 23,577 | |||
Bank of Chengdu Co., Ltd., Class A | 26,200 | 43,912 | |||
Bank of China, Ltd., Class H | 11,604,000 | 4,032,277 | |||
Bank of Chongqing Co., Ltd., Class H | 124,000 | 73,535 | |||
Bank of Communications Co., Ltd., Class H | 1,530,000 | 885,028 | |||
Bank of Guiyang Co., Ltd., Class A | 15,536 | 16,008 | |||
Bank of Hangzhou Co., Ltd., Class A | 36,000 | 67,562 | |||
Bank of Jiangsu Co., Ltd., Class A | 42,380 | 41,110 | |||
Bank of Nanjing Co., Ltd., Class A | 55,422 | 74,996 | |||
Bank of Ningbo Co., Ltd., Class A | 18,100 | 90,951 | |||
Bank of Shanghai Co., Ltd., Class A | 70,000 | 77,581 | |||
* | Bank of Tianjin Co., Ltd., Class H | 23,000 | 10,138 | ||
* | Bank of Zhengzhou Co., Ltd., Class H | 39,600 | 9,179 | ||
Baoshan Iron & Steel Co., Ltd., Class A | 76,800 | 94,159 | |||
Baosheng Science and Technology Innovation Co., Ltd., Class A | 15,900 | 9,879 | |||
* | Baoye Group Co., Ltd., Class H | 66,000 | 33,208 | ||
#* | Baozun, Inc., Sponsored ADR | 13,006 | 321,508 | ||
Beibuwan Port Co., Ltd., Class A | 12,900 | 15,362 | |||
* | BeiGene, Ltd., ADR | 1,611 | 510,026 | ||
Beijing Aosaikang Pharmaceutical Co., Ltd., Class A | 16,700 | 31,471 | |||
Beijing Capital Development Co., Ltd., Class A | 56,800 | 41,926 | |||
Beijing Capital Eco-Environment Protection Group Co., Ltd., Class A | 58,370 | 28,691 | |||
* | Beijing Capital International Airport Co., Ltd., Class H | 446,000 | 256,327 | ||
* | Beijing Capital Land, Ltd., Class H | 482,999 | 151,856 | ||
Beijing Certificate Authority Co., Ltd., Class A | 2,100 | 14,564 | |||
#* | Beijing Chunlizhengda Medical Instruments Co., Ltd., Class H | 37,500 | 101,002 | ||
Beijing Dabeinong Technology Group Co., Ltd., Class A | 50,557 | 62,116 | |||
Beijing E-Hualu Information Technology Co., Ltd., Class A | 13,221 | 54,168 | |||
* | Beijing Energy International Holding Co., Ltd. | 1,418,000 | 46,496 | ||
Beijing Enterprises Holdings, Ltd. | 125,500 | 390,371 | |||
Beijing Enterprises Water Group, Ltd. | 1,484,000 | 544,741 | |||
* | Beijing Forever Technology Co., Ltd., Class A | 11,900 | 13,375 | ||
#* | Beijing Gas Blue Sky Holdings, Ltd. | 1,800,000 | 20,151 | ||
* | Beijing Jetsen Technology Co., Ltd., Class A | 71,900 | 46,745 | ||
Beijing Konruns Pharmaceutical Co., Ltd., Class A | 4,200 | 20,706 | |||
Beijing New Building Materials P.L.C., Class A | 21,700 | 109,409 | |||
# | Beijing North Star Co., Ltd., Class H | 198,000 | 33,384 | ||
* | Beijing Orient Landscape & Environment Co., Ltd., Class A | 46,300 | 19,738 | ||
* | Beijing Orient National Communication Science & Technology Co., Ltd., Class A | 19,400 | 32,213 | ||
Beijing Oriental Yuhong Waterproof Technology Co., Ltd., Class A | 11,450 | 90,488 | |||
Beijing Originwater Technology Co., Ltd., Class A | 35,200 | 37,725 | |||
* | Beijing Sanju Environmental Protection and New Material Co., Ltd., Class A | 29,200 | 26,167 | ||
Beijing Shiji Information Technology Co., Ltd., Class A | 13,440 | 42,100 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Beijing Sinnet Technology Co., Ltd., Class A | 31,200 | $78,230 | |||
Beijing SL Pharmaceutical Co., Ltd., Class A | 19,200 | 27,590 | |||
Beijing SPC Environment Protection Tech Co., Ltd., Class A | 35,700 | 26,635 | |||
Beijing SuperMap Software Co., Ltd., Class A | 7,000 | 29,518 | |||
Beijing Thunisoft Corp., Ltd., Class A | 20,300 | 55,185 | |||
Beijing Tiantan Biological Products Corp., Ltd., Class A | 10,300 | 59,037 | |||
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | 59,000 | 83,491 | |||
Beijing Tongrentang Co., Ltd., Class A | 4,800 | 25,476 | |||
* | Beijing Ultrapower Software Co., Ltd., Class A | 36,401 | 25,700 | ||
Beijing Urban Construction Design & Development Group Co., Ltd., Class H | 38,000 | 9,149 | |||
Beijing Wanji Technology Co., Ltd., Class A | 3,300 | 13,584 | |||
Beijing Yanjing Brewery Co., Ltd., Class A | 39,700 | 38,435 | |||
Beijing Zhong Ke San Huan High-Tech Co., Ltd., Class A | 22,800 | 42,664 | |||
Bestsun Energy Co., Ltd., Class A | 28,200 | 19,721 | |||
Bestway Global Holding, Inc. | 42,500 | 22,791 | |||
Betta Pharmaceuticals Co., Ltd., Class A | 1,600 | 20,494 | |||
Better Life Commercial Chain Share Co., Ltd., Class A | 5,600 | 5,800 | |||
BGI Genomics Co., Ltd., Class A | 3,200 | 55,785 | |||
Biem.L.Fdlkk Garment Co., Ltd., Class A | 9,276 | 34,057 | |||
Blue Sail Medical Co., Ltd., Class A | 14,000 | 44,771 | |||
Bluefocus Intelligent Communications Group Co., Ltd., Class A | 66,200 | 56,414 | |||
BOE Technology Group Co., Ltd., Class A | 331,400 | 295,370 | |||
* | Bohai Leasing Co., Ltd., Class A | 149,500 | 58,607 | ||
Bosideng International Holdings, Ltd. | 796,000 | 498,389 | |||
* | Boyaa Interactive International, Ltd. | 40,000 | 2,400 | ||
Bright Dairy & Food Co., Ltd., Class A | 17,700 | 35,660 | |||
Brilliance China Automotive Holdings, Ltd. | 716,000 | 504,443 | |||
B-Soft Co., Ltd., Class A | 12,870 | 15,569 | |||
BYD Co., Ltd., Class H | 62,000 | 1,916,323 | |||
BYD Electronic International Co., Ltd. | 189,500 | 962,690 | |||
By-health Co., Ltd., Class A | 11,400 | 48,511 | |||
C C Land Holdings, Ltd. | 321,000 | 77,254 | |||
* | C&D International Investment Group, Ltd. | 86,000 | 149,419 | ||
* | C&D Property Management Group Co., Ltd. | 86,000 | 50,993 | ||
#* | CA Cultural Technology Group, Ltd. | 112,000 | 42,167 | ||
Cabbeen Fashion, Ltd. | 59,000 | 29,708 | |||
Caitong Securities Co., Ltd., Class A | 41,500 | 62,645 | |||
Camel Group Co., Ltd., Class A | 16,600 | 36,038 | |||
Canny Elevator Co., Ltd., Class A | 12,500 | 15,526 | |||
#* | CanSino Biologics, Inc., Class H | 5,000 | 212,109 | ||
* | Capital Environment Holdings, Ltd. | 698,000 | 16,005 | ||
CECEP Solar Energy Co., Ltd., Class A | 46,200 | 50,271 | |||
* | CECEP Techand Ecology & Environment Co., Ltd., Class A | 32,100 | 13,890 | ||
CECEP Wind-Power Corp., Class A | 48,100 | 31,244 | |||
* | Central China Management Co., Ltd. | 227,000 | 56,376 | ||
# | Central China Real Estate, Ltd. | 227,000 | 50,614 | ||
CETC Digital Technology Co., Ltd., Class A | 4,100 | 15,218 | |||
CGN Nuclear Technology Development Co., Ltd., Class A | 22,300 | 32,346 | |||
CGN Power Co., Ltd., Class H | 1,551,000 | 335,259 | |||
Chacha Food Co., Ltd., Class A | 8,300 | 48,516 | |||
Changchun Faway Automobile Components Co., Ltd., Class A | 11,474 | 15,822 | |||
Changchun High & New Technology Industry Group, Inc., Class A | 2,700 | 128,184 | |||
Changjiang Securities Co., Ltd., Class A | 67,900 | 72,644 | |||
* | Changsha Broad Homes Industrial Group Co., Ltd., Class H | 6,000 | 10,794 | ||
Changying Xinzhi Technology Co., Ltd., Class A | 11,200 | 27,031 | |||
Chanjet Information Technology Co., Ltd., Class H | 17,400 | 37,674 | |||
Chaowei Power Holdings, Ltd. | 107,000 | 53,042 | |||
Chaozhou Three-Circle Group Co., Ltd., Class A | 10,900 | 78,644 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
* | Cheetah Mobile, Inc., ADR | 14,649 | $29,737 | ||
Chengdu Fusen Noble-House Industrial Co., Ltd., Class A | 9,200 | 17,045 | |||
Chengdu Hongqi Chain Co., Ltd., Class A | 25,300 | 17,813 | |||
Chengdu Jiafaantai Education Technology Co., Ltd., Class A | 9,200 | 16,668 | |||
Chengdu Kanghong Pharmaceutical Group Co., Ltd., Class A | 8,100 | 23,373 | |||
Chengdu Wintrue Holding Co., Ltd., Class A | 20,900 | 32,303 | |||
Chengdu Xingrong Environment Co., Ltd., Class A | 25,100 | 19,307 | |||
Chengtun Mining Group Co., Ltd., Class A | 49,000 | 71,535 | |||
* | Chifeng Jilong Gold Mining Co., Ltd., Class A | 36,100 | 88,280 | ||
China Aerospace International Holdings, Ltd. | 476,000 | 39,219 | |||
China Aircraft Leasing Group Holdings, Ltd. | 117,000 | 84,138 | |||
China Aoyuan Group, Ltd. | 280,000 | 179,067 | |||
China Baoan Group Co., Ltd., Class A | 9,100 | 30,039 | |||
China Bester Group Telecom Co., Ltd., Class A | 4,900 | 10,788 | |||
China BlueChemical, Ltd., Class H | 498,000 | 157,218 | |||
China Building Material Test & Certification Group Co., Ltd., Class A | 9,380 | 25,400 | |||
China CAMC Engineering Co., Ltd., Class A | 19,900 | 19,276 | |||
# | China CITIC Bank Corp., Ltd., Class H | 1,153,000 | 515,996 | ||
China Communications Services Corp., Ltd., Class H | 666,000 | 285,713 | |||
China Conch Venture Holdings, Ltd. | 374,000 | 1,363,551 | |||
China Construction Bank Corp., Class H | 12,534,000 | 8,730,475 | |||
China CSSC Holdings, Ltd., Class A | 6,600 | 15,161 | |||
China Datang Corp. Renewable Power Co., Ltd., Class H | 690,000 | 208,734 | |||
China Development Bank Financial Leasing Co., Ltd., Class H | 402,000 | 55,414 | |||
China Dongxiang Group Co., Ltd. | 754,000 | 102,111 | |||
China East Education Holdings, Ltd. | 50,000 | 58,472 | |||
China Education Group Holdings, Ltd. | 52,000 | 94,294 | |||
#* | China Electronics Huada Technology Co., Ltd. | 214,000 | 24,807 | ||
China Electronics Optics Valley Union Holding Co., Ltd. | 776,000 | 46,834 | |||
# | China Energy Engineering Corp., Ltd., Class H | 294,000 | 27,590 | ||
China Everbright Bank Co., Ltd., Class H | 652,000 | 222,264 | |||
# | China Everbright Greentech, Ltd. | 99,000 | 34,031 | ||
China Everbright, Ltd. | 262,000 | 287,968 | |||
# | China Evergrande Group | 799,000 | 540,586 | ||
China Express Airlines Co., Ltd., Class A | 7,100 | 11,297 | |||
China Film Co., Ltd., Class A | 20,400 | 36,332 | |||
China Foods, Ltd. | 204,000 | 66,040 | |||
* | China Fordoo Holdings, Ltd. | 281,000 | 20,951 | ||
* | China Fortune Land Development Co., Ltd., Class A | 58,320 | 39,188 | ||
China Galaxy Securities Co., Ltd., Class H | 453,500 | 236,950 | |||
China Gas Holdings, Ltd. | 908,800 | 2,798,002 | |||
* | China Grand Automotive Services Group Co., Ltd., Class A | 48,065 | 20,310 | ||
# | China Grand Pharmaceutical and Healthcare Holdings, Ltd., Class A | 226,000 | 179,777 | ||
China Great Wall Securities Co., Ltd., Class A | 15,000 | 21,487 | |||
China Greatwall Technology Group Co., Ltd., Class A | 23,000 | 56,885 | |||
# | China Harmony Auto Holding, Ltd. | 205,500 | 95,926 | ||
* | China High Speed Railway Technology Co., Ltd., Class A | 45,900 | 14,517 | ||
* | China High Speed Transmission Equipment Group Co., Ltd. | 81,000 | 50,335 | ||
China Huarong Asset Management Co., Ltd., Class H | 2,499,000 | 246,004 | |||
#* | China Index Holdings, Ltd., ADR | 1,309 | 2,212 | ||
China International Capital Corp., Ltd., Class H | 180,000 | 414,634 | |||
China International Marine Containers Group Co., Ltd., Class H | 122,760 | 246,571 | |||
# | China Isotope & Radiation Corp. | 6,200 | 22,214 | ||
China Jinmao Holdings Group, Ltd. | 1,354,000 | 378,128 | |||
China Jushi Co., Ltd., Class A | 51,206 | 118,934 | |||
# | China Kepei Education Group, Ltd. | 74,000 | 42,447 | ||
China Lesso Group Holdings, Ltd. | 278,000 | 580,493 | |||
China Life Insurance Co., Ltd., Class H | 759,000 | 1,265,059 | |||
China Lilang, Ltd. | 110,000 | 68,744 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
* | China Literature, Ltd. | 61,800 | $573,506 | ||
* | China Logistics Property Holdings Co., Ltd. | 77,000 | 32,744 | ||
* | China Machinery Engineering Corp., Class H | 264,000 | 125,696 | ||
* | China Medical & HealthCare Group, Ltd. | 950,000 | 13,698 | ||
China Medical System Holdings, Ltd. | 535,000 | 1,086,480 | |||
China Meheco Co., Ltd., Class A | 21,300 | 35,962 | |||
China Meidong Auto Holdings, Ltd. | 94,000 | 507,389 | |||
China Mengniu Dairy Co., Ltd. | 116,000 | 629,812 | |||
China Merchants Bank Co., Ltd., Class H | 423,500 | 3,221,798 | |||
China Merchants Energy Shipping Co., Ltd., Class A | 38,400 | 22,458 | |||
China Merchants Land, Ltd. | 386,000 | 50,202 | |||
China Merchants Port Holdings Co., Ltd. | 354,000 | 493,256 | |||
China Merchants Securities Co., Ltd., Class H | 49,140 | 66,967 | |||
China Merchants Shekou Industrial Zone Holdings Co., Ltd., Class A | 40,700 | 59,086 | |||
# | China Minsheng Banking Corp., Ltd., Class H | 864,000 | 351,483 | ||
China Molybdenum Co., Ltd., Class H | 1,203,000 | 880,525 | |||
China National Accord Medicines Corp., Ltd., Class A | 9,300 | 50,337 | |||
China National Medicines Corp., Ltd., Class A | 12,300 | 57,906 | |||
China National Nuclear Power Co., Ltd., Class A | 231,800 | 172,673 | |||
China National Software & Service Co., Ltd., Class A | 3,900 | 35,110 | |||
China New Higher Education Group, Ltd. | 50,000 | 26,080 | |||
China Northern Rare Earth Group High-Tech Co., Ltd., Class A | 15,600 | 116,099 | |||
China Oilfield Services, Ltd., Class H | 512,000 | 372,171 | |||
China Overseas Grand Oceans Group, Ltd. | 331,000 | 190,633 | |||
China Overseas Land & Investment, Ltd. | 846,500 | 1,774,216 | |||
China Pacific Insurance Group Co., Ltd., Class H | 592,800 | 1,669,338 | |||
China Publishing & Media Co., Ltd., Class A | 22,400 | 18,352 | |||
China Railway Group, Ltd., Class H | 800,000 | 370,920 | |||
China Railway Hi-tech Industry Co., Ltd., Class A | 27,400 | 32,413 | |||
China Railway Signal & Communication Corp., Ltd., Class H | 420,000 | 150,234 | |||
* | China Rare Earth Holdings, Ltd. | 436,000 | 52,270 | ||
China Renaissance Holdings, Ltd. | 32,600 | 73,867 | |||
China Resources Beer Holdings Co., Ltd. | 54,000 | 404,903 | |||
China Resources Double Crane Pharmaceutical Co., Ltd., Class A | 21,500 | 37,057 | |||
China Resources Gas Group, Ltd. | 274,000 | 1,689,144 | |||
China Resources Land, Ltd. | 664,000 | 2,218,993 | |||
China Resources Medical Holdings Co., Ltd. | 203,500 | 188,869 | |||
China Resources Pharmaceutical Group, Ltd. | 452,000 | 242,098 | |||
China Resources Sanjiu Medical & Pharmaceutical Co., Ltd., Class A | 8,000 | 29,573 | |||
China Sanjiang Fine Chemicals Co., Ltd. | 215,000 | 82,332 | |||
China SCE Group Holdings, Ltd. | 497,000 | 173,462 | |||
China Science Publishing & Media, Ltd., Class A | 7,400 | 9,046 | |||
* | China Shengmu Organic Milk, Ltd. | 820,000 | 66,550 | ||
China Shineway Pharmaceutical Group, Ltd. | 71,000 | 71,915 | |||
China Shuifa Singyes Energy Holdings, Ltd. | 73,000 | 16,197 | |||
* | China Silver Group, Ltd. | 336,000 | 27,158 | ||
China South City Holdings, Ltd. | 878,000 | 83,678 | |||
China South Publishing & Media Group Co., Ltd., Class A | 49,800 | 64,090 | |||
China State Construction Engineering Corp., Ltd., Class A | 260,200 | 179,967 | |||
China State Construction International Holdings, Ltd. | 104,000 | 64,787 | |||
* | China Sunshine Paper Holdings Co., Ltd. | 128,000 | 27,216 | ||
China Suntien Green Energy Corp., Ltd., Class H | 553,000 | 286,666 | |||
China Taiping Insurance Holdings Co., Ltd. | 578,600 | 812,791 | |||
# | China Tian Lun Gas Holdings, Ltd. | 55,500 | 56,904 | ||
China Tianbao Group Development Co., Ltd. | 26,000 | 10,372 | |||
* | China Tianying, Inc., Class A | 55,800 | 36,125 | ||
China Tourism Group Duty Free Corp., Ltd., Class A | 9,341 | 349,369 | |||
China Tower Corp., Ltd., Class H | 14,236,000 | 1,888,528 | |||
China Traditional Chinese Medicine Holdings Co., Ltd. | 432,000 | 269,967 |
Emerging Markets Sustainability Core 1
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CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
China TransInfo Technology Co., Ltd., Class A | 26,400 | $63,131 | |||
* | China Tungsten And Hightech Materials Co., Ltd., Class A | 18,100 | 40,272 | ||
China Union Holdings, Ltd., Class A | 17,000 | 10,443 | |||
China Vanke Co., Ltd., Class H | 679,600 | 1,770,395 | |||
China Vast Industrial Urban Development Co., Ltd. | 114,000 | 41,635 | |||
# | China Water Affairs Group, Ltd. | 166,000 | 125,107 | ||
China West Construction Group Co., Ltd., Class A | 13,700 | 16,658 | |||
* | China Wood Optimization Holding, Ltd. | 84,000 | 7,296 | ||
China Xinhua Education Group, Ltd. | 23,000 | 5,385 | |||
China Yangtze Power Co., Ltd., Class A | 139,097 | 409,665 | |||
China Yongda Automobiles Services Holdings, Ltd. | 225,500 | 421,060 | |||
#* | China ZhengTong Auto Services Holdings, Ltd. | 505,000 | 79,493 | ||
China Zhenhua Group Science & Technology Co., Ltd., Class A | 6,800 | 86,605 | |||
# | China Zheshang Bank Co., Ltd., Class H | 91,000 | 39,559 | ||
China Zhonghua Geotechnical Engineering Group Co., Ltd., Class A | 23,100 | 9,783 | |||
#* | China Zhongwang Holdings, Ltd. | 437,200 | 87,901 | ||
Chinasoft International, Ltd. | 958,000 | 1,717,712 | |||
Chinese Universe Publishing and Media Group Co., Ltd., Class A | 34,600 | 57,704 | |||
* | Chongqing Brewery Co., Ltd., Class A | 6,149 | 147,505 | ||
Chongqing Changan Automobile Co., Ltd., Class A | 28,000 | 79,998 | |||
Chongqing Department Store Co., Ltd., Class A | 5,700 | 23,238 | |||
Chongqing Dima Industry Co., Ltd., Class A | 50,600 | 18,820 | |||
Chongqing Fuling Electric Power Industrial Co., Ltd., Class A | 21,280 | 47,334 | |||
* | Chongqing Fuling Zhacai Group Co., Ltd., Class A | 14,300 | 67,325 | ||
Chongqing Machinery & Electric Co., Ltd., Class H | 150,000 | 9,571 | |||
Chongqing Rural Commercial Bank Co., Ltd., Class H | 609,000 | 227,300 | |||
Chongqing Zhifei Biological Products Co., Ltd., Class A | 11,300 | 277,488 | |||
Chongqing Zongshen Power Machinery Co., Ltd., Class A | 17,000 | 19,185 | |||
Chow Tai Seng Jewellery Co., Ltd., Class A | 18,450 | 52,493 | |||
CIFI Holdings Group Co., Ltd. | 1,092,961 | 659,147 | |||
CIMC Enric Holdings, Ltd. | 154,000 | 149,059 | |||
* | Cinda Real Estate Co., Ltd., Class A | 34,100 | 16,859 | ||
Cisen Pharmaceutical Co., Ltd., Class A | 10,900 | 21,685 | |||
* | CITIC Guoan Information Industry Co., Ltd., Class A | 127,200 | 42,024 | ||
CITIC Securities Co., Ltd., Class H | 157,000 | 349,635 | |||
* | Citychamp Watch & Jewellery Group, Ltd. | 328,000 | 61,653 | ||
CMST Development Co., Ltd., Class A | 33,200 | 26,975 | |||
CNHTC Jinan Truck Co., Ltd., Class A | 18,000 | 64,413 | |||
CNNC Hua Yuan Titanium Dioxide Co., Ltd., Class A | 29,300 | 78,219 | |||
COFCO Biotechnology Co., Ltd., Class A | 47,800 | 63,416 | |||
#* | Cogobuy Group | 107,000 | 32,276 | ||
Colour Life Services Group Co., Ltd. | 101,797 | 32,929 | |||
# | Comba Telecom Systems Holdings, Ltd. | 104,000 | 24,250 | ||
Concord New Energy Group, Ltd. | 2,410,000 | 176,949 | |||
Consun Pharmaceutical Group, Ltd. | 51,000 | 30,103 | |||
Contemporary Amperex Technology Co., Ltd., Class A | 7,800 | 669,396 | |||
* | Coolpad Group, Ltd. | 774,000 | 26,903 | ||
COSCO SHIPPING Energy Transportation Co., Ltd., Class H | 62,000 | 23,373 | |||
#* | COSCO SHIPPING Holdings Co., Ltd., Class H | 69,549 | 104,915 | ||
COSCO SHIPPING International Hong Kong Co., Ltd. | 214,000 | 70,001 | |||
COSCO SHIPPING Ports, Ltd. | 288,929 | 206,196 | |||
* | Cosmo Lady China Holdings Co., Ltd. | 199,000 | 25,416 | ||
Country Garden Holdings Co., Ltd. | 2,277,029 | 2,226,069 | |||
Country Garden Services Holdings Co., Ltd. | 325,977 | 2,646,897 | |||
CP Pokphand Co., Ltd. | 950,000 | 96,592 | |||
CPMC Holdings, Ltd. | 269,000 | 152,498 | |||
* | CQ Pharmaceutical Holding Co., Ltd., Class A | 27,000 | 20,810 | ||
#* | Crazy Sports Group, Ltd. | 1,274,000 | 85,098 | ||
CSC Financial Co., Ltd., Class H | 141,000 | 139,229 |
Emerging Markets Sustainability Core 1
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CHINA — (Continued) | |||||
CSG Holding Co., Ltd., Class A | 44,710 | $67,337 | |||
CSPC Pharmaceutical Group, Ltd. | 2,601,200 | 3,511,200 | |||
CSSC Science & Technology Co., Ltd., Class A | 7,600 | 12,826 | |||
CTS International Logistics Corp., Ltd., Class A | 17,700 | 35,482 | |||
D&O Home Collection Co., Ltd., Class A | 6,500 | 13,347 | |||
Daan Gene Co., Ltd., Class A | 22,080 | 74,857 | |||
DaFa Properties Group, Ltd. | 60,000 | 47,392 | |||
Dali Foods Group Co., Ltd. | 238,000 | 128,944 | |||
Dalian Huarui Heavy Industry Group Co., Ltd., Class A | 28,600 | 15,743 | |||
Daqin Railway Co., Ltd., Class A | 60,100 | 54,751 | |||
Dare Power Dekor Home Co., Ltd., Class A | 7,000 | 12,907 | |||
Dashang Co., Ltd., Class A | 7,400 | 21,529 | |||
DaShenLin Pharmaceutical Group Co., Ltd., Class A | 12,820 | 84,384 | |||
Dawnrays Pharmaceutical Holdings, Ltd. | 140,000 | 32,033 | |||
Dazzle Fashion Co., Ltd., Class A | 7,100 | 23,803 | |||
DBG Technology Co., Ltd., Class A | 7,300 | 14,137 | |||
Deppon Logistics Co., Ltd., Class A | 5,500 | 8,361 | |||
Dexin China Holdings Co., Ltd. | 144,000 | 53,744 | |||
DHC Software Co., Ltd., Class A | 56,800 | 62,671 | |||
Dian Diagnostics Group Co., Ltd., Class A | 17,100 | 93,795 | |||
Differ Group Holding Co., Ltd. | 670,000 | 211,953 | |||
Digital China Group Co., Ltd., Class A | 11,648 | 33,903 | |||
Digital China Holdings, Ltd. | 271,000 | 155,281 | |||
Digital China Information Service Co., Ltd., Class A | 17,500 | 35,252 | |||
* | Do-Fluoride New Materials Co., Ltd., Class A | 4,100 | 31,486 | ||
Dong-E-E-Jiao Co., Ltd., Class A | 7,500 | 35,474 | |||
# | Dongfang Electric Corp., Ltd., Class H | 102,000 | 86,334 | ||
Dongfang Electronics Co., Ltd., Class A | 28,400 | 20,336 | |||
Dongfeng Motor Group Co., Ltd., Class H | 358,000 | 317,578 | |||
Dongjiang Environmental Co., Ltd., Class H | 39,600 | 20,919 | |||
Dongxing Securities Co., Ltd., Class A | 32,735 | 52,294 | |||
* | DouYu International Holdings, Ltd., ADR | 35,519 | 143,142 | ||
* | Duiba Group, Ltd. | 50,000 | 11,588 | ||
Dynagreen Environmental Protection Group Co., Ltd., Class H | 88,000 | 38,870 | |||
East Group Co., Ltd., Class A | 17,200 | 27,902 | |||
East Money Information Co., Ltd., Class A | 19,080 | 92,020 | |||
* | Easy Visible Supply Chain Management Co., Ltd., Class A | 11,400 | 4,466 | ||
E-House China Enterprise Holdings, Ltd. | 45,000 | 19,198 | |||
Electric Connector Technology Co., Ltd., Class A | 6,000 | 32,959 | |||
Elion Energy Co., Ltd., Class A | 67,400 | 37,009 | |||
ENN Energy Holdings, Ltd. | 215,500 | 4,497,116 | |||
ENN Natural Gas Co., Ltd., Class A | 27,526 | 74,860 | |||
# | Essex Bio-technology, Ltd. | 88,000 | 75,636 | ||
* | Estun Automation Co., Ltd., Class A | 4,200 | 25,449 | ||
Eternal Asia Supply Chain Management, Ltd., Class A | 49,600 | 41,843 | |||
Ev Dynamics Holdings, Ltd. | 640,000 | 11,118 | |||
* | EVA Precision Industrial Holdings, Ltd. | 148,000 | 18,326 | ||
Eve Energy Co., Ltd., Class A | 1,800 | 31,556 | |||
Everbright Securities Co., Ltd., Class H | 64,400 | 49,692 | |||
* | EverChina International Holdings Co., Ltd. | 425,000 | 10,224 | ||
* | Fang Holdings, Ltd., ADR | 751 | 7,284 | ||
Fangda Carbon New Material Co., Ltd., Class A | 44,220 | 60,332 | |||
Fangda Special Steel Technology Co., Ltd., Class A | 58,110 | 68,975 | |||
# | Fanhua, Inc., Sponsored ADR | 11,791 | 160,240 | ||
# | Fantasia Holdings Group Co., Ltd. | 384,000 | 35,605 | ||
# | Far East Horizon, Ltd. | 530,000 | 564,085 | ||
FAW Jiefang Group Co., Ltd. | 30,600 | 52,344 | |||
Fiberhome Telecommunication Technologies Co., Ltd., Class A | 10,000 | 30,832 | |||
Fibocom Wireless, Inc., Class A | 4,500 | 39,669 |
Emerging Markets Sustainability Core 1
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Shares | Value» | ||||
CHINA — (Continued) | |||||
* | FIH Mobile, Ltd. | 712,000 | $97,285 | ||
Financial Street Holdings Co., Ltd., Class A | 51,600 | 45,339 | |||
FinVolution Group, ADR | 10,401 | 67,919 | |||
* | First Capital Securities Co., Ltd., Class A | 38,800 | 37,513 | ||
First Tractor Co., Ltd., Class H | 64,000 | 31,927 | |||
# | Flat Glass Group Co., Ltd., Class H | 104,000 | 465,084 | ||
Focus Media Information Technology Co., Ltd., Class A | 157,300 | 183,481 | |||
Focused Photonics Hangzhou, Inc., Class A | 9,510 | 16,435 | |||
Foshan Haitian Flavouring & Food Co., Ltd., Class A | 20,065 | 356,824 | |||
Foshan Nationstar Optoelectronics Co., Ltd., Class A | 11,400 | 19,540 | |||
* | Founder Holdings, Ltd. | 332,000 | 25,598 | ||
* | Founder Securities Co., Ltd., Class A | 49,800 | 67,911 | ||
FriendTimes, Inc. | 132,000 | 34,902 | |||
Fu Shou Yuan International Group, Ltd. | 255,000 | 243,349 | |||
Fuan Pharmaceutical Group Co., Ltd., Class A | 25,500 | 16,655 | |||
Fujian Longking Co., Ltd., Class A | 16,500 | 21,609 | |||
Fujian Longma Environmental Sanitation Equipment Co., Ltd., Class A | 8,100 | 17,543 | |||
Fujian Star-net Communication Co., Ltd., Class A | 7,000 | 30,177 | |||
* | Fullshare Holdings, Ltd. | 2,767,500 | 37,309 | ||
Fusen Pharmaceutical Co., Ltd. | 56,000 | 18,342 | |||
* | Futu Holdings, Ltd., ADR | 3,569 | 365,680 | ||
Fuyao Glass Industry Group Co., Ltd., Class H | 87,200 | 555,161 | |||
Ganfeng Lithium Co., Ltd., Class H | 9,800 | 210,930 | |||
Gansu Shangfeng Cement Co., Ltd., Class A | 25,200 | 60,841 | |||
G-bits Network Technology Xiamen Co., Ltd., Class A | 1,900 | 129,973 | |||
* | GCL New Energy Holdings, Ltd. | 1,150,000 | 55,006 | ||
#* | GCL-Poly Energy Holdings, Ltd. | 3,872,000 | 739,906 | ||
* | GDS Holdings, Ltd., ADR | 8,073 | 475,984 | ||
* | GDS Holdings, Ltd., Class A | 138,700 | 1,028,396 | ||
Geely Automobile Holdings, Ltd. | 1,017,000 | 3,411,412 | |||
GEM Co., Ltd., Class A | 26,100 | 48,461 | |||
Gemdale Corp., Class A | 39,100 | 50,786 | |||
Gemdale Properties & Investment Corp., Ltd. | 1,304,000 | 140,921 | |||
Genertec Universal Medical Group Co., Ltd. | 371,500 | 307,577 | |||
* | Genimous Technology Co., Ltd., Class A | 36,800 | 30,606 | ||
Getein Biotech, Inc., Class A | 6,580 | 19,413 | |||
GF Securities Co., Ltd., Class H | 285,800 | 406,081 | |||
Giant Network Group Co., Ltd., Class A | 17,700 | 29,872 | |||
Gigadevice Semiconductor Beijing, Inc., Class A | 1,960 | 70,031 | |||
* | Global Top E-Commerce Co., Ltd., Class A | 20,000 | 6,961 | ||
* | Glorious Property Holdings, Ltd. | 323,000 | 8,612 | ||
GoerTek, Inc., Class A | 15,200 | 90,039 | |||
Goldcard Smart Group Co., Ltd. | 5,100 | 9,445 | |||
Golden Eagle Retail Group, Ltd. | 46,000 | 40,515 | |||
GoldenHome Living Co., Ltd., Class A | 3,640 | 19,107 | |||
Goldlion Holdings, Ltd. | 56,000 | 12,671 | |||
Goldpac Group, Ltd. | 147,000 | 30,104 | |||
#* | GOME Retail Holdings, Ltd. | 804,000 | 87,851 | ||
* | Gosuncn Technology Group Co., Ltd., Class A | 25,200 | 18,941 | ||
* | Gotion High-tech Co., Ltd., Class A | 5,400 | 45,854 | ||
* | Grand Baoxin Auto Group, Ltd. | 327,500 | 48,877 | ||
Grandblue Environment Co., Ltd., Class A | 10,000 | 33,668 | |||
* | Grandjoy Holdings Group Co., Ltd., Class A | 70,700 | 35,424 | ||
Great Wall Motor Co., Ltd., Class H | 217,000 | 1,048,448 | |||
Greattown Holdings, Ltd., Class A | 55,700 | 29,455 | |||
Greatview Aseptic Packaging Co., Ltd. | 298,000 | 126,587 | |||
Gree Electric Appliances, Inc., Class A | 22,817 | 167,928 | |||
Greenland Holdings Corp., Ltd., Class A | 14,385 | 9,637 | |||
Greenland Hong Kong Holdings, Ltd. | 234,000 | 57,299 |
Emerging Markets Sustainability Core 1
Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
Greentown China Holdings, Ltd. | 317,000 | $350,127 | |||
# | Greentown Service Group Co., Ltd. | 410,000 | 446,335 | ||
GRG Banking Equipment Co., Ltd., Class A | 21,600 | 34,963 | |||
* | Guangdong Dongfang Precision Science & Technology Co., Ltd., Class A | 30,700 | 23,849 | ||
Guangdong Ellington Electronics Technology Co., Ltd., Class A | 15,200 | 17,790 | |||
Guangdong Haid Group Co., Ltd., Class A | 3,900 | 37,989 | |||
* | Guangdong HEC Technology Holding Co., Ltd., Class A | 49,200 | 40,277 | ||
Guangdong Hongda Blasting Co., Ltd., Class A | 6,500 | 31,552 | |||
* | Guangdong Huatie Tongda High-speed Railway Equipment Corp., Class A | 21,600 | 19,255 | ||
Guangdong Investment, Ltd. | 288,000 | 402,993 | |||
Guangdong Provincial Expressway Development Co., Ltd., Class A | 13,700 | 14,332 | |||
* | Guangdong Shenglu Telecommunication Tech Co., Ltd., Class A | 21,500 | 22,360 | ||
Guangdong Xinbao Electrical Appliances Holdings Co., Ltd., Class A | 11,700 | 37,876 | |||
Guangdong Zhongsheng Pharmaceutical Co., Ltd., Class A | 14,700 | 20,165 | |||
* | Guangshen Railway Co., Ltd., Class H | 192,000 | 33,156 | ||
Guangxi Liugong Machinery Co., Ltd., Class A | 36,800 | 41,708 | |||
Guangxi Liuzhou Pharmaceutical Co., Ltd., Class A | 9,500 | 29,437 | |||
Guangxi Wuzhou Zhongheng Group Co., Ltd., Class A | 46,200 | 23,279 | |||
Guangzhou Automobile Group Co., Ltd., Class H | 320,800 | 278,062 | |||
Guangzhou Baiyun International Airport Co., Ltd., Class A | 31,500 | 42,791 | |||
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., Class H | 74,000 | 200,077 | |||
Guangzhou Haige Communications Group, Inc. Co., Class A | 23,000 | 35,334 | |||
Guangzhou Kingmed Diagnostics Group Co., Ltd., Class A | 4,600 | 94,501 | |||
Guangzhou R&F Properties Co., Ltd., Class H | 458,800 | 402,603 | |||
Guangzhou Restaurant Group Co., Ltd., Class A | 4,900 | 16,418 | |||
Guangzhou Shiyuan Electronic Technology Co., Ltd., Class A | 4,600 | 79,153 | |||
Guangzhou Tinci Materials Technology Co., Ltd., Class A | 8,840 | 138,724 | |||
Guangzhou Wondfo Biotech Co., Ltd., Class A | 7,315 | 61,235 | |||
* | Guangzhou Yuexiu Financial Holdings Group Co., Ltd., Class A | 9,900 | 16,188 | ||
* | Guizhou Bailing Group Pharmaceutical Co., Ltd., Class A | 18,700 | 19,795 | ||
* | Guizhou Xinbang Pharmaceutical Co., Ltd., Class A | 30,100 | 41,226 | ||
Guomai Technologies, Inc., Class A | 11,900 | 10,703 | |||
Guorui Properties, Ltd. | 222,000 | 9,572 | |||
Guosen Securities Co., Ltd., Class A | 27,640 | 45,339 | |||
* | Guosheng Financial Holding, Inc., Class A | 29,300 | 42,316 | ||
Guotai Junan Securities Co., Ltd., Class H | 66,200 | 83,235 | |||
Guoyuan Securities Co., Ltd., Class A | 37,310 | 41,569 | |||
* | Haichang Ocean Park Holdings, Ltd. | 255,000 | 25,376 | ||
Haier Smart Home Co., Ltd., Class A | 36,800 | 142,478 | |||
Haier Smart Home Co., Ltd., Class H | 453,999 | 1,557,068 | |||
* | Hailiang Education Group, Inc., ADR | 1,121 | 39,459 | ||
* | Hainan Meilan International Airport Co., Ltd., Class H | 33,000 | 105,996 | ||
Hainan Ruize New Building Material Co., Ltd., Class A | 24,800 | 14,645 | |||
Haitian International Holdings, Ltd. | 149,000 | 545,003 | |||
Haitong Securities Co., Ltd., Class H | 723,600 | 596,350 | |||
Haitong UniTrust International Leasing Co., Ltd., Class H | 150,000 | 21,941 | |||
Hand Enterprise Solutions Co., Ltd., Class A | 8,800 | 9,229 | |||
* | Hang Zhou Great Star Industrial Co., Ltd., Class A | 12,100 | 54,706 | ||
Hangcha Group Co., Ltd., Class A | 18,400 | 45,069 | |||
Hangjin Technology Co., Ltd., Class A | 12,400 | 66,072 | |||
Hangxiao Steel Structure Co., Ltd., Class A | 31,000 | 18,837 | |||
Hangzhou Binjiang Real Estate Group Co., Ltd., Class A | 47,100 | 28,501 | |||
Hangzhou Century Co., Ltd., Class A | 16,300 | 18,237 | |||
Hangzhou Oxygen Plant Group Co., Ltd., Class A | 18,000 | 97,037 | |||
Hangzhou Robam Appliances Co., Ltd., Class A | 13,000 | 78,397 | |||
Hangzhou Tigermed Consulting Co., Ltd., Class A | 1,100 | 26,943 | |||
Hangzhou Tigermed Consulting Co., Ltd., Class H | 12,900 | 250,524 | |||
Han's Laser Technology Industry Group Co., Ltd., Class A | 12,900 | 73,784 | |||
* | Harbin Bank Co., Ltd., Class H | 201,000 | 24,031 |
Emerging Markets Sustainability Core 1
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Shares | Value» | ||||
CHINA — (Continued) | |||||
Harbin Boshi Automation Co., Ltd., Class A | 11,300 | $21,708 | |||
Harbin Electric Co., Ltd., Class H | 160,000 | 40,194 | |||
HBIS Resources Co., Ltd., Class A | 16,500 | 46,979 | |||
* | HC Group, Inc. | 73,000 | 7,551 | ||
Health and Happiness H&H International Holdings, Ltd. | 100,500 | 360,519 | |||
* | Hebei Changshan Biochemical Pharmaceutical Co., Ltd., Class A | 21,900 | 22,732 | ||
Hebei Chengde Lolo Co., Class A | 40,100 | 60,535 | |||
Hebei Hengshui Laobaigan Liquor Co., Ltd., Class A | 14,400 | 47,105 | |||
Hefei Meiya Optoelectronic Technology, Inc., Class A | 10,200 | 78,182 | |||
Heilongjiang Agriculture Co., Ltd., Class A | 19,100 | 44,049 | |||
Hello Group, Inc. | 58,346 | 722,907 | |||
Henan Lingrui Pharmaceutical Co., Class A | 8,000 | 12,448 | |||
Henan Pinggao Electric Co., Ltd., Class A | 29,800 | 30,118 | |||
Henan Yuguang Gold & Lead Co., Ltd., Class A | 27,100 | 24,588 | |||
Henan Zhongyuan Expressway Co., Ltd., Class A | 41,000 | 19,574 | |||
Henderson Investment, Ltd. | 369,000 | 19,481 | |||
* | Hengdeli Holdings, Ltd. | 372,000 | 14,842 | ||
Hengdian Group DMEGC Magnetics Co., Ltd., Class A | 23,359 | 55,193 | |||
Hengli Petrochemical Co., Ltd.,, Class A | 44,200 | 200,354 | |||
Hengtong Optic-electric Co., Ltd., Class A | 41,400 | 81,827 | |||
Hengyi Petrochemical Co., Ltd., Class A | 56,134 | 105,786 | |||
Hesteel Co., Ltd., Class A | 100,275 | 41,930 | |||
Hexing Electrical Co., Ltd., Class A | 10,500 | 20,272 | |||
* | Hi Sun Technology China, Ltd. | 693,000 | 116,057 | ||
Hisense Home Appliances Group Co., Ltd., Class H | 71,000 | 82,707 | |||
Hithink RoyalFlush Information Network Co., Ltd., Class A | 2,800 | 40,297 | |||
Hongda Xingye Co., Ltd., Class A | 35,600 | 25,882 | |||
Hongfa Technology Co., Ltd., Class A | 7,600 | 77,474 | |||
* | Honghua Group, Ltd. | 1,048,000 | 28,962 | ||
Honworld Group, Ltd. | 22,500 | 6,666 | |||
Hope Education Group Co., Ltd. | 356,000 | 66,959 | |||
Hopefluent Group Holdings, Ltd. | 30,000 | 11,186 | |||
Hopson Development Holdings, Ltd. | 186,000 | 616,419 | |||
Huaan Securities Co., Ltd., Class A | 67,080 | 52,814 | |||
Huadong Medicine Co., Ltd., Class A | 26,200 | 144,660 | |||
Huafa Industrial Co., Ltd. Zhuhai, Class A | 41,600 | 36,971 | |||
Huafon Chemical Co., Ltd., Class A | 51,500 | 98,387 | |||
* | Huafon Microfibre Shanghai Technology Co., Ltd. | 44,308 | 35,204 | ||
* | Huafu Fashion Co., Ltd., Class A | 29,500 | 22,898 | ||
Huagong Tech Co., Ltd., Class A | 13,600 | 59,161 | |||
Hualan Biological Engineering, Inc., Class A | 18,900 | 107,916 | |||
* | Huanxi Media Group, Ltd. | 200,000 | 46,406 | ||
Huapont Life Sciences Co., Ltd., Class A | 52,633 | 44,056 | |||
Huatai Securities Co., Ltd., Class H | 82,400 | 109,182 | |||
Huaxi Securities Co., Ltd., Class A | 35,340 | 48,275 | |||
Huaxia Bank Co., Ltd., Class A | 61,108 | 51,887 | |||
Huayu Automotive Systems Co., Ltd., Class A | 15,400 | 46,136 | |||
# | Huazhong In-Vehicle Holdings Co., Ltd. | 80,000 | 20,682 | ||
Hubei Biocause Pharmaceutical Co., Ltd., Class A | 76,600 | 39,543 | |||
Hubei Jumpcan Pharmaceutical Co., Ltd., Class A | 15,600 | 36,572 | |||
* | Hubei Kaile Science & Technology Co., Ltd., Class A | 20,500 | 14,566 | ||
Hubei Xingfa Chemicals Group Co., Ltd., Class A | 21,900 | 83,043 | |||
Huijing Holdings Co., Ltd. | 44,000 | 10,984 | |||
* | Huishang Bank Corp., Ltd., Class H | 60,000 | 19,773 | ||
Hunan Aihua Group Co., Ltd., Class A | 2,800 | 15,157 | |||
* | Hunan Gold Corp., Ltd., Class A | 17,500 | 23,581 | ||
Hunan Valin Steel Co., Ltd., Class A | 49,700 | 59,126 | |||
Hundsun Technologies, Inc., Class A | 8,834 | 76,397 | |||
#* | HUYA, Inc., ADR | 18,412 | 235,489 |
Emerging Markets Sustainability Core 1
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CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Hytera Communications Corp., Ltd., Class A | 32,700 | $22,565 | |||
* | iDreamSky Technology Holdings, Ltd. | 169,600 | 137,057 | ||
Iflytek Co., Ltd., Class A | 11,350 | 103,231 | |||
IKD Co., Ltd., Class A | 5,600 | 11,587 | |||
IMAX China Holding, Inc. | 28,200 | 38,990 | |||
# | Industrial & Commercial Bank of China, Ltd., Class H | 10,547,000 | 5,856,675 | ||
Industrial Bank Co., Ltd., Class A | 71,400 | 195,718 | |||
Industrial Securities Co., Ltd., Class A | 49,540 | 68,329 | |||
Infore Environment Technology Group Co., Ltd., Class A | 24,700 | 23,765 | |||
* | Inke, Ltd. | 160,000 | 35,097 | ||
* | Inner Mongolia BaoTou Steel Union Co., Ltd., Class A | 123,200 | 54,494 | ||
Inner Mongolia Yili Industrial Group Co., Ltd., Class A | 33,177 | 171,901 | |||
* | Inner Mongolia Yuan Xing Energy Co., Ltd., Class A | 68,100 | 75,952 | ||
* | Innovent Biologics, Inc. | 73,000 | 747,466 | ||
Inspur Electronic Information Industry Co., Ltd., Class A | 8,400 | 39,717 | |||
* | Inspur International, Ltd. | 202,000 | 67,685 | ||
* | Inspur Software Co., Ltd., Class A | 8,100 | 16,265 | ||
* | International Alliance Financial Leasing Co., Ltd. | 72,000 | 25,728 | ||
* | iQIYI, Inc., ADR | 143,181 | 1,597,900 | ||
IReader Technology Co., Ltd., Class A | 3,300 | 11,448 | |||
* | IRICO Group New Energy Co., Ltd., Class H | 3,700 | 15,753 | ||
Jafron Biomedical Co., Ltd., Class A | 8,500 | 88,498 | |||
Jason Furniture Hangzhou Co., Ltd., Class A | 2,300 | 23,104 | |||
* | JD.com, Inc., ADR | 32,484 | 2,302,466 | ||
* | JD.com, Inc., Class A | 25,500 | 889,026 | ||
Jiajiayue Group Co., Ltd., Class A | 9,900 | 22,531 | |||
Jiangling Motors Corp., Ltd., Class A | 11,000 | 31,624 | |||
Jiangnan Group, Ltd. | 1,124,000 | 55,704 | |||
* | Jiangsu Akcome Science & Technology Co., Ltd., Class A | 66,200 | 23,113 | ||
Jiangsu Changshu Rural Commercial Bank Co., Ltd., Class A | 21,200 | 19,344 | |||
Jiangsu Expressway Co., Ltd., Class H | 320,000 | 341,900 | |||
Jiangsu Guotai International Group Co., Ltd., Class A | 53,000 | 98,963 | |||
Jiangsu Hengli Hydraulic Co., Ltd., Class A | 8,575 | 130,368 | |||
Jiangsu Hengrui Medicine Co., Ltd., Class A | 32,568 | 275,191 | |||
Jiangsu Hengshun Vinegar Industry Co., Ltd., Class A | 16,640 | 41,617 | |||
* | Jiangsu Hoperun Software Co., Ltd., Class A | 1,700 | 10,142 | ||
* | Jiangsu Kanion Pharmaceutical Co., Ltd., Class A | 8,600 | 13,754 | ||
Jiangsu King's Luck Brewery JSC, Ltd., Class A | 9,200 | 58,736 | |||
* | Jiangsu Leike Defense Technology Co., Ltd., Class A | 16,300 | 16,070 | ||
Jiangsu Nhwa Pharmaceutical Co., Ltd., Class A | 16,100 | 33,035 | |||
Jiangsu Provincial Agricultural Reclamation and Development Corp. | 12,000 | 20,143 | |||
Jiangsu Shagang Co., Ltd., Class A | 11,400 | 12,564 | |||
Jiangsu Shuangxing Color Plastic New Materials Co., Ltd., Class A | 4,500 | 13,078 | |||
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., Class A | 5,600 | 141,797 | |||
Jiangsu Yangnong Chemical Co., Ltd., Class A | 6,800 | 132,629 | |||
Jiangsu Yoke Technology Co., Ltd., Class A | 4,100 | 67,761 | |||
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd., Class A | 19,792 | 104,624 | |||
Jiangsu Zhangjiagang Rural Commercial Bank Co., Ltd., Class A | 25,000 | 20,784 | |||
Jiangsu Zhongnan Construction Group Co., Ltd., Class A | 64,400 | 45,561 | |||
Jiangsu Zhongtian Technology Co., Ltd., Class A | 45,100 | 53,131 | |||
Jiangxi Copper Co., Ltd., Class H | 276,000 | 579,466 | |||
Jiangxi Wannianqing Cement Co., Ltd., Class A | 9,700 | 15,348 | |||
Jiangzhong Pharmaceutical Co., Ltd., Class A | 13,100 | 24,129 | |||
Jiaozuo Wanfang Aluminum Manufacturing Co., Ltd., Class A | 16,100 | 22,215 | |||
* | Jiayin Group, Inc., ADR | 1,974 | 7,857 | ||
Jiayou International Logistics Co., Ltd., Class A | 6,890 | 17,246 | |||
Jiayuan International Group, Ltd. | 105,391 | 41,002 | |||
Jilin Aodong Pharmaceutical Group Co., Ltd., Class A | 16,863 | 38,838 | |||
Jinduicheng Molybdenum Co., Ltd., Class A | 31,100 | 33,994 |
Emerging Markets Sustainability Core 1
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CHINA — (Continued) | |||||
Jingrui Holdings, Ltd. | 152,000 | $51,452 | |||
Jinke Properties Group Co., Ltd., Class A | 32,400 | 21,622 | |||
#* | JinkoSolar Holding Co., Ltd., ADR | 11,623 | 626,363 | ||
Jinyu Bio-Technology Co., Ltd., Class A | 15,300 | 42,102 | |||
Jinyuan EP Co., Ltd., Class A | 18,600 | 18,313 | |||
JiuGui Liquor Co., Ltd., Class A | 2,000 | 59,478 | |||
Jiuzhitang Co., Ltd., Class A | 17,600 | 24,810 | |||
JL Mag Rare-Earth Co., Ltd., Class A | 5,440 | 34,374 | |||
JNBY Design, Ltd. | 77,500 | 162,446 | |||
Jointown Pharmaceutical Group Co., Ltd., Class A | 37,900 | 82,771 | |||
Jonjee Hi-Tech Industrial And Commercial Holding Co., Ltd., Class A | 14,500 | 82,306 | |||
Joy City Property, Ltd. | 148,000 | 8,113 | |||
Joyoung Co., Ltd., Class A | 19,750 | 76,906 | |||
JOYY, Inc., ADR | 18,993 | 1,015,176 | |||
JSTI Group, Class A | 24,900 | 24,126 | |||
Ju Teng International Holdings, Ltd. | 216,000 | 44,869 | |||
Jutal Offshore Oil Services, Ltd. | 236,000 | 28,602 | |||
Kaisa Group Holdings, Ltd. | 1,059,428 | 287,777 | |||
Kaiser China Cultural Co., Ltd., Class A | 27,100 | 32,736 | |||
Kaishan Group Co., Ltd., Class A | 12,100 | 26,093 | |||
* | Kangda International Environmental Co., Ltd. | 68,000 | 5,780 | ||
#* | Kasen International Holdings, Ltd. | 131,000 | 14,157 | ||
KingClean Electric Co., Ltd., Class A | 3,080 | 14,231 | |||
* | Kingdee International Software Group Co., Ltd. | 192,000 | 599,651 | ||
Kingsoft Corp., Ltd. | 335,200 | 1,568,478 | |||
Konfoong Materials International Co., Ltd., Class A | 2,900 | 24,759 | |||
Konka Group Co., Ltd., Class A | 20,600 | 19,026 | |||
KPC Pharmaceuticals, Inc., Class A | 15,500 | 22,217 | |||
* | Kuang-Chi Technologies Co., Ltd., Class A | 8,100 | 26,448 | ||
Kunlun Tech Co., Ltd., Class A | 20,700 | 54,426 | |||
* | Kunshan Kersen Science & Technology Co., Ltd., Class A | 12,200 | 17,107 | ||
* | Kunwu Jiuding Investment Holdings Co., Ltd., Class A | 4,600 | 10,308 | ||
Kweichow Moutai Co., Ltd., Class A | 7,800 | 2,031,584 | |||
KWG Group Holdings, Ltd. | 537,000 | 589,351 | |||
KWG Living Group Holdings, Ltd. | 268,500 | 256,819 | |||
Lao Feng Xiang Co., Ltd., Class A | 4,800 | 35,448 | |||
Laobaixing Pharmacy Chain JSC, Class A | 8,300 | 56,328 | |||
* | Launch Tech Co., Ltd., Class H | 20,500 | 10,718 | ||
Lee & Man Chemical Co., Ltd. | 66,000 | 51,020 | |||
Lee & Man Paper Manufacturing, Ltd. | 168,000 | 125,447 | |||
# | Lee's Pharmaceutical Holdings, Ltd. | 56,000 | 28,715 | ||
Legend Holdings Corp., Class H | 198,200 | 282,295 | |||
Lenovo Group, Ltd. | 3,236,000 | 3,017,512 | |||
Lens Technology Co., Ltd., Class A | 35,000 | 138,027 | |||
Leo Group Co., Ltd., Class A | 195,937 | 70,862 | |||
Lepu Medical Technology Beijing Co., Ltd., Class A | 24,500 | 98,025 | |||
#* | LexinFintech Holdings, Ltd., ADR | 26,615 | 209,194 | ||
Leyard Optoelectronic Co., Ltd., Class A | 55,500 | 81,932 | |||
Li Ning Co., Ltd. | 742,000 | 7,836,494 | |||
LianChuang Electronic Technology Co., Ltd., Class A | 24,760 | 66,845 | |||
* | Lianhua Supermarket Holdings Co., Ltd., Class H | 123,000 | 15,338 | ||
Liaoning Cheng Da Co., Ltd., Class A | 19,200 | 58,182 | |||
Liaoning Port Co., Ltd., Class H | 236,000 | 21,883 | |||
Lier Chemical Co., Ltd., Class A | 12,000 | 57,897 | |||
* | Lifetech Scientific Corp. | 738,000 | 413,074 | ||
* | LingNan Eco&Culture-Tourism Co., Ltd., Class A | 31,200 | 13,488 | ||
Lingyi iTech Guangdong Co., Class A | 58,400 | 62,593 | |||
Lionco Pharmaceutical Group Co., Ltd., Class A | 16,200 | 24,067 | |||
LK Technology Holdings, Ltd. | 10,000 | 23,445 |
Emerging Markets Sustainability Core 1
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Logan Group Co., Ltd. | 556,000 | $592,467 | |||
Loncin Motor Co., Ltd., Class A | 22,800 | 11,749 | |||
Long Yuan Construction Group Co., Ltd., Class A | 42,900 | 27,809 | |||
Longfor Group Holdings, Ltd. | 213,000 | 990,067 | |||
Longhua Technology Group Luoyang Co., Ltd., Class A | 21,000 | 27,143 | |||
LONGi Green Energy Technology Co., Ltd., Class A | 33,880 | 452,874 | |||
Longshine Technology Group Co., Ltd., Class A | 15,600 | 43,959 | |||
Lonking Holdings, Ltd. | 620,000 | 193,237 | |||
#* | Luoyang Glass Co., Ltd., Class H | 12,000 | 19,660 | ||
Luxi Chemical Group Co., Ltd., Class A | 40,400 | 125,698 | |||
Luxshare Precision Industry Co., Ltd., Class A | 47,354 | 272,148 | |||
# | Luye Pharma Group, Ltd. | 274,000 | 147,364 | ||
Luzhou Laojiao Co., Ltd., Class A | 10,400 | 276,682 | |||
#* | LVGEM China Real Estate Investment Co., Ltd. | 212,000 | 49,889 | ||
Maccura Biotechnology Co., Ltd., Class A | 9,800 | 54,753 | |||
Mango Excellent Media Co., Ltd., Class A | 10,505 | 89,796 | |||
* | Maoyan Entertainment | 102,600 | 129,629 | ||
* | Markor International Home Furnishings Co., Ltd., Class A | 32,500 | 18,769 | ||
Mayinglong Pharmaceutical Group Co., Ltd., Class A | 7,100 | 27,798 | |||
* | Meinian Onehealth Healthcare Holdings Co., Ltd., Class A | 21,700 | 25,318 | ||
* | Meitu, Inc. | 847,500 | 171,128 | ||
* | Meituan, Class B | 105,700 | 2,924,868 | ||
Metallurgical Corp. of China, Ltd., Class H | 618,000 | 188,688 | |||
Microport Scientific Corp. | 47,000 | 355,509 | |||
Midea Group Co., Ltd., Class A | 64,900 | 640,189 | |||
# | Midea Real Estate Holding, Ltd. | 54,200 | 91,684 | ||
Milkyway Chemical Supply Chain Service Co., Ltd., Class A | 800 | 10,972 | |||
Ming Yang Smart Energy Group, Ltd., Class A | 24,000 | 80,395 | |||
Minmetals Land, Ltd. | 296,000 | 30,045 | |||
Minsheng Education Group Co., Ltd. | 124,000 | 18,334 | |||
* | Misho Ecology & Landscape Co., Ltd., Class A | 8,800 | 4,424 | ||
MLS Co., Ltd., Class A | 25,996 | 65,357 | |||
* | MMG, Ltd. | 976,000 | 497,703 | ||
* | MOBI Development Co., Ltd. | 145,000 | 7,475 | ||
Modern Land China Co., Ltd. | 252,000 | 20,702 | |||
#* | MOGU, Inc., ADR | 10,901 | 13,081 | ||
* | Montnets Cloud Technology Group Co., Ltd., Class A | 7,200 | 25,734 | ||
* | Myhome Real Estate Development Group Co., Ltd., Class A | 38,000 | 9,538 | ||
MYS Group Co., Ltd., Class A | 30,100 | 15,120 | |||
NanJi E-Commerce Co., Ltd., Class A | 47,354 | 75,291 | |||
Nanjing Hanrui Cobalt Co., Ltd., Class A | 5,000 | 68,694 | |||
Nanjing King-Friend Biochemical Pharmaceutical Co., Ltd., Class A | 17,290 | 79,178 | |||
* | Nanjing Sample Technology Co., Ltd., Class H | 64,000 | 41,105 | ||
Nanjing Securities Co., Ltd., Class A | 17,600 | 28,099 | |||
Nanjing Xinjiekou Department Store Co., Ltd., Class A | 9,200 | 12,838 | |||
NARI Technology Co., Ltd., Class A | 37,120 | 180,792 | |||
* | Nature Home Holding Co., Ltd. | 53,000 | 10,707 | ||
NAURA Technology Group Co., Ltd., Class A | 1,000 | 67,218 | |||
NavInfo Co., Ltd., Class A | 15,700 | 31,278 | |||
NetDragon Websoft Holdings, Ltd. | 60,000 | 140,115 | |||
NetEase, Inc., ADR | 35,089 | 3,586,447 | |||
New China Life Insurance Co., Ltd., Class H | 385,900 | 1,055,900 | |||
* | New Oriental Education & Technology Group, Inc., Sponsored ADR | 80,940 | 175,640 | ||
Newland Digital Technology Co., Ltd., Class A | 13,900 | 33,256 | |||
Nexteer Automotive Group, Ltd. | 123,000 | 153,726 | |||
Ninestar Corp., Class A | 20,300 | 113,097 | |||
Ningbo Huaxiang Electronic Co., Ltd., Class A | 8,076 | 24,223 | |||
Ningbo Joyson Electronic Corp., Class A | 12,900 | 50,713 | |||
Ningbo Orient Wires & Cables Co., Ltd., Class A | 6,800 | 26,038 |
Emerging Markets Sustainability Core 1
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CHINA — (Continued) | |||||
Ningbo Sanxing Medical Electric Co., Ltd., Class A | 18,100 | $40,190 | |||
Ningbo Tuopu Group Co., Ltd., Class A | 5,800 | 30,458 | |||
Ningbo Zhoushan Port Co., Ltd., Class A | 33,800 | 19,379 | |||
* | NIO, Inc., ADR | 23,139 | 1,033,851 | ||
#* | Niu Technologies, Sponsored ADR | 6,088 | 155,853 | ||
* | Noah Holdings, Ltd., Sponsored ADR | 1,135 | 43,811 | ||
Norinco International Cooperation, Ltd., Class A | 18,700 | 20,970 | |||
North Huajin Chemical Industries Co., Ltd., Class A | 46,290 | 45,521 | |||
Northeast Securities Co., Ltd., Class A | 28,700 | 34,674 | |||
NSFOCUS Technologies Group Co., Ltd., Class A | 10,900 | 38,074 | |||
#* | NVC International Holdings, Ltd. | 569,000 | 14,048 | ||
* | Oceanwide Holdings Co., Ltd., Class A | 44,300 | 13,676 | ||
* | Offcn Education Technology Co., Ltd., Class A | 5,600 | 11,332 | ||
Offshore Oil Engineering Co., Ltd., Class A | 89,959 | 57,385 | |||
Opple Lighting Co., Ltd., Class A | 8,200 | 31,487 | |||
ORG Technology Co., Ltd., Class A | 78,900 | 63,281 | |||
* | Orient Group, Inc., Class A | 53,900 | 24,173 | ||
Orient Securities Co., Ltd., Class H | 100,400 | 87,004 | |||
Oriental Pearl Group Co., Ltd., Class A | 21,500 | 26,051 | |||
* | Ourpalm Co., Ltd., Class A | 86,800 | 51,319 | ||
Ovctek China, Inc., Class A | 7,560 | 107,147 | |||
* | Overseas Chinese Town Asia Holdings, Ltd. | 64,000 | 12,021 | ||
Pacific Online, Ltd. | 58,000 | 12,824 | |||
* | Pacific Securities Co., Ltd. (The), Class A | 76,500 | 36,937 | ||
* | Pangang Group Vanadium Titanium & Resources Co., Ltd., Class A | 68,600 | 30,416 | ||
PCI Technology Group Co., Ltd., Class A | 52,500 | 61,096 | |||
People's Insurance Co. Group of China, Ltd. (The), Class H | 730,000 | 226,540 | |||
Perfect World Co., Ltd., Class A | 9,600 | 23,742 | |||
PharmaBlock Sciences Nanjing, Inc., Class A | 1,560 | 35,799 | |||
* | Phoenix Media Investment Holdings, Ltd. | 112,000 | 7,800 | ||
PICC Property & Casualty Co., Ltd., Class H | 2,717,000 | 2,194,835 | |||
* | Pinduoduo, Inc., ADR | 9,235 | 846,018 | ||
Ping An Bank Co., Ltd., Class A | 122,200 | 335,037 | |||
#* | Ping An Healthcare and Technology Co., Ltd. | 73,500 | 687,703 | ||
Ping An Insurance Group Co. of China, Ltd., Class H | 724,500 | 6,339,984 | |||
* | Polaris Bay Group Co., Ltd., Class A | 21,300 | 30,932 | ||
* | Poly Developments and Holdings Group Co., Ltd., Class A | 51,900 | 80,591 | ||
Poly Property Group Co., Ltd. | 491,000 | 119,566 | |||
Poly Property Services Co., Ltd., Class H | 15,600 | 88,171 | |||
Postal Savings Bank of China Co., Ltd., Class H | 1,037,000 | 669,834 | |||
* | Pou Sheng International Holdings, Ltd. | 487,000 | 97,118 | ||
Power Construction Corp. of China, Ltd., Class A | 34,500 | 26,063 | |||
Powerlong Real Estate Holdings, Ltd. | 381,000 | 257,774 | |||
Proya Cosmetics Co., Ltd., Class A | 3,272 | 81,819 | |||
Pujiang International Group, Ltd. | 28,000 | 12,752 | |||
PW Medtech Group, Ltd. | 171,000 | 28,167 | |||
Q Technology Group Co., Ltd. | 127,000 | 217,448 | |||
Qeeka Home Cayman, Inc. | 43,000 | 10,965 | |||
Qianhe Condiment and Food Co., Ltd., Class A | 10,920 | 40,622 | |||
Qingdao East Steel Tower Stock Co., Ltd., Class A | 21,100 | 27,728 | |||
Qingdao Eastsoft Communication Technology Co., Ltd., Class A | 10,300 | 28,733 | |||
Qingdao Gon Technology Co., Ltd., Class A | 8,200 | 29,480 | |||
Qingdao Hanhe Cable Co., Ltd., Class A | 69,900 | 39,475 | |||
Qingdao Port International Co., Ltd., Class H | 49,000 | 25,238 | |||
Qingdao TGOOD Electric Co., Ltd., Class A | 13,000 | 60,491 | |||
Qingling Motors Co., Ltd., Class H | 198,000 | 42,043 | |||
Qinhuangdao Port Co., Ltd., Class H | 205,000 | 32,168 | |||
* | Qudian, Inc., Sponsored ADR | 26,628 | 48,197 | ||
Rainbow Digital Commercial Co., Ltd., Class A | 13,600 | 12,398 |
Emerging Markets Sustainability Core 1
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CHINA — (Continued) | |||||
Raisecom Technology Co., Ltd., Class A | 8,200 | $9,104 | |||
Realcan Pharmaceutical Group Co., Ltd., Class A | 55,200 | 32,956 | |||
* | Realord Group Holdings, Ltd. | 98,000 | 138,733 | ||
* | Red Star Macalline Group Corp., Ltd., Class H | 14,400 | 8,469 | ||
Redco Properties Group, Ltd. | 274,000 | 78,314 | |||
Redsun Properties Group, Ltd. | 265,000 | 78,124 | |||
Renhe Pharmacy Co., Ltd., Class A | 22,100 | 33,793 | |||
* | RISE Education Cayman, Ltd., ADR | 2,654 | 3,211 | ||
RiseSun Real Estate Development Co., Ltd., Class A | 85,700 | 60,468 | |||
Road King Infrastructure, Ltd. | 72,000 | 83,913 | |||
Rongsheng Petro Chemical Co., Ltd., Class A | 64,400 | 186,171 | |||
# | Ronshine China Holdings, Ltd. | 233,000 | 121,003 | ||
Runjian Co., Ltd., Class A | 4,700 | 20,538 | |||
* | RYB Education, Inc., ADR | 2,700 | 9,018 | ||
SAIC Motor Corp, Ltd., Class A | 37,400 | 106,495 | |||
Sailun Group Co., Ltd., Class A | 33,820 | 47,968 | |||
Sanan Optoelectronics Co., Ltd., Class A | 12,800 | 84,653 | |||
* | SanFeng Intelligent Equipment Group Co., Ltd., Class A | 30,600 | 18,362 | ||
Sangfor Technologies, Inc., Class A | 1,200 | 45,128 | |||
Sanquan Food Co., Ltd., Class A | 10,400 | 24,580 | |||
Sany Heavy Equipment International Holdings Co., Ltd. | 292,000 | 320,523 | |||
Sany Heavy Industry Co., Ltd., Class A | 82,550 | 318,573 | |||
* | Saurer Intelligent Technology Co., Ltd., Class A | 14,600 | 5,610 | ||
Sealand Securities Co., Ltd., Class A | 99,400 | 60,299 | |||
Seazen Group, Ltd. | 342,000 | 254,576 | |||
Seazen Holdings Co., Ltd. , Class A | 34,226 | 168,223 | |||
* | Secoo Holding, Ltd., ADR | 5,685 | 10,802 | ||
S-Enjoy Service Group Co., Ltd. | 32,000 | 73,092 | |||
SF Holding Co., Ltd., Class A | 7,700 | 70,691 | |||
SG Micro Corp., Class A | 1,200 | 69,443 | |||
Shaan Xi Provincial Natural Gas Co., Ltd., Class A | 21,800 | 22,366 | |||
Shandong Buchang Pharmaceuticals Co., Ltd., Class A | 23,600 | 73,686 | |||
# | Shandong Chenming Paper Holdings, Ltd., Class H | 114,000 | 61,612 | ||
# | Shandong Gold Mining Co., Ltd., Class H | 164,500 | 290,706 | ||
Shandong Himile Mechanical Science & Technology Co., Ltd., Class A | 17,100 | 72,859 | |||
Shandong Hi-speed Co., Ltd., Class A | 19,400 | 18,524 | |||
Shandong Hualu Hengsheng Chemical Co., Ltd., Class A | 27,170 | 130,599 | |||
Shandong Humon Smelting Co., Ltd., Class A | 17,900 | 32,725 | |||
Shandong Linglong Tyre Co., Ltd., Class A | 8,500 | 49,352 | |||
* | Shandong Molong Petroleum Machinery Co., Ltd., Class H | 46,800 | 27,966 | ||
Shandong Nanshan Aluminum Co., Ltd., Class A | 61,600 | 48,937 | |||
Shandong New Beiyang Information Technology Co., Ltd., Class A | 14,800 | 19,643 | |||
Shandong Publishing & Media Co., Ltd., Class A | 13,900 | 11,309 | |||
Shandong Sinocera Functional Material Co., Ltd., Class A | 12,300 | 89,398 | |||
Shandong Sun Paper Industry JSC, Ltd., Class A | 24,500 | 44,011 | |||
Shandong Weigao Group Medical Polymer Co., Ltd., Class H | 352,000 | 631,565 | |||
Shandong Xinhua Pharmaceutical Co., Ltd., Class H | 32,000 | 15,739 | |||
* | Shanghai 2345 Network Holding Group Co., Ltd., Class A | 109,100 | 32,135 | ||
Shanghai Bairun Investment Holding Group Co., Ltd., Class A | 7,860 | 84,804 | |||
Shanghai Baosight Software Co., Ltd., Class A | 13,260 | 137,339 | |||
Shanghai Belling Co., Ltd., Class A | 9,900 | 53,888 | |||
Shanghai Dazhong Public Utilities Group Co., Ltd., Class H | 38,000 | 8,482 | |||
Shanghai Fengyuzhu Culture and Technology Co., Ltd., Class A | 9,570 | 23,108 | |||
* | Shanghai Fudan Microelectronics Group Co., Ltd., Class H | 62,000 | 249,805 | ||
Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co., Ltd., Class H | 82,000 | 46,296 | |||
Shanghai Ganglian E-Commerce Holdings Co., Ltd., Class A | 2,000 | 17,040 | |||
Shanghai Hanbell Precise Machinery Co., Ltd., Class A | 7,900 | 30,308 | |||
Shanghai Haohai Biological Technology Co., Ltd., Class H | 2,800 | 29,353 | |||
Shanghai Industrial Development Co., Ltd., Class A | 26,600 | 16,743 |
Emerging Markets Sustainability Core 1
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CHINA — (Continued) | |||||
Shanghai Industrial Holdings, Ltd. | 118,000 | $180,170 | |||
Shanghai Industrial Urban Development Group, Ltd. | 364,600 | 31,035 | |||
Shanghai International Airport Co., Ltd., Class A | 4,600 | 27,519 | |||
Shanghai International Port Group Co., Ltd., Class A | 37,700 | 28,821 | |||
Shanghai Jahwa United Co., Ltd., Class A | 9,800 | 73,864 | |||
Shanghai Jin Jiang Capital Co., Ltd., Class H | 188,000 | 38,916 | |||
* | Shanghai Junshi Biosciences Co., Ltd., Class H | 3,600 | 24,279 | ||
Shanghai Lingang Holdings Corp., Ltd., Class A | 4,680 | 10,936 | |||
Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd., Class A | 19,648 | 35,331 | |||
Shanghai M&G Stationery, Inc., Class A | 4,900 | 53,691 | |||
Shanghai Mechanical and Electrical Industry Co., Ltd., Class A | 21,300 | 47,798 | |||
Shanghai Pharmaceuticals Holding Co., Ltd., Class H | 241,800 | 516,050 | |||
Shanghai Pudong Construction Co., Ltd., Class A | 22,700 | 21,316 | |||
Shanghai Pudong Development Bank Co., Ltd., Class A | 79,600 | 111,469 | |||
Shanghai Putailai New Energy Technology Co., Ltd., Class A | 6,440 | 127,940 | |||
Shanghai RAAS Blood Products Co., Ltd., Class A | 42,700 | 48,612 | |||
Shanghai Shimao Co., Ltd., Class A | 53,201 | 27,415 | |||
Shanghai Shyndec Pharmaceutical Co., Ltd., Class A | 14,400 | 20,717 | |||
Shanghai Tongji Science & Technology Industrial Co., Ltd., Class A | 17,300 | 21,030 | |||
Shanghai Tunnel Engineering Co., Ltd., Class A | 46,400 | 35,097 | |||
Shanghai Waigaoqiao Free Trade Zone Group Co., Ltd., Class A | 18,600 | 39,192 | |||
Shanghai Wanye Enterprises Co., Ltd., Class A | 6,600 | 26,313 | |||
Shanghai Weaver Network Co., Ltd., Class A | 2,160 | 23,704 | |||
Shanghai Yuyuan Tourist Mart Group Co., Ltd., Class A | 25,300 | 38,278 | |||
Shanghai Zhangjiang High-Tech Park Development Co., Ltd., Class A | 7,000 | 18,516 | |||
Shanghai Zijiang Enterprise Group Co., Ltd., Class A | 33,900 | 38,420 | |||
Shanxi Coking Co., Ltd., Class A | 28,340 | 21,595 | |||
Shanxi Securities Co., Ltd., Class A | 47,230 | 46,103 | |||
Shanxi Taigang Stainless Steel Co., Ltd., Class A | 38,500 | 60,940 | |||
Shanxi Xinghuacun Fen Wine Factory Co., Ltd., Class A | 6,440 | 286,343 | |||
Shanying International Holding Co., Ltd., Class A | 48,000 | 23,955 | |||
Shede Spirits Co., Ltd., Class A | 5,100 | 142,869 | |||
# | Sheng Ye Capital, Ltd. | 40,000 | 48,235 | ||
* | Shengda Resources Co., Ltd., Class A | 21,100 | 43,758 | ||
* | Shengjing Bank Co., Ltd., Class H | 59,000 | 52,414 | ||
Shengyi Technology Co., Ltd., Class A | 25,500 | 108,821 | |||
Shennan Circuits Co., Ltd., Class A | 2,200 | 41,505 | |||
Shenwan Hongyuan Group Co., Ltd., Class H | 288,800 | 72,902 | |||
Shenzhen Agricultural Products Group Co., Ltd., Class A | 23,800 | 20,490 | |||
* | Shenzhen Airport Co., Ltd., Class A | 45,500 | 49,115 | ||
Shenzhen Aisidi Co., Ltd., Class A | 15,700 | 23,048 | |||
Shenzhen Anche Technologies Co., Ltd., Class A | 2,700 | 10,176 | |||
Shenzhen Bauing Construction Holding Group Co., Ltd., Class A | 28,900 | 13,393 | |||
Shenzhen Capchem Technology Co., Ltd., Class A | 4,100 | 72,601 | |||
Shenzhen Changhong Technology Co., Ltd., Class A | 3,800 | 13,301 | |||
Shenzhen Comix Group Co., Ltd., Class A | 12,300 | 15,305 | |||
Shenzhen Das Intellitech Co., Ltd., Class A | 35,800 | 20,664 | |||
Shenzhen Desay Battery Technology Co., Class A | 6,380 | 41,016 | |||
Shenzhen Ellassay Fashion Co., Ltd., Class A | 10,300 | 23,149 | |||
Shenzhen Everwin Precision Technology Co., Ltd., Class A | 16,680 | 45,988 | |||
Shenzhen Expressway Co., Ltd., Class H | 172,000 | 162,525 | |||
Shenzhen Fastprint Circuit Tech Co., Ltd., Class A | 26,000 | 59,160 | |||
Shenzhen FRD Science & Technology Co., Ltd. | 2,600 | 8,724 | |||
Shenzhen Gas Corp., Ltd., Class A | 37,900 | 42,427 | |||
Shenzhen Gongjin Electronics Co., Ltd., Class A | 11,100 | 16,792 | |||
Shenzhen Goodix Technology Co., Ltd., Class A | 3,300 | 61,109 | |||
* | Shenzhen Grandland Group Co., Ltd., Class A | 41,000 | 15,693 | ||
Shenzhen H&T Intelligent Control Co., Ltd., Class A | 15,200 | 62,079 | |||
Shenzhen Hepalink Pharmaceutical Group Co., Ltd., Class A | 11,600 | 27,162 |
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Shenzhen Inovance Technology Co., Ltd., Class A | 11,250 | $136,086 | |||
Shenzhen International Holdings, Ltd. | 347,454 | 457,989 | |||
Shenzhen Investment, Ltd. | 899,174 | 252,691 | |||
Shenzhen Jieshun Science And Technology Industry Co., Ltd., Class A | 9,900 | 15,899 | |||
Shenzhen Kaifa Technology Co., Ltd., Class A | 19,300 | 55,232 | |||
Shenzhen Kangtai Biological Products Co., Ltd., Class A | 3,200 | 63,116 | |||
Shenzhen Kinwong Electronic Co., Ltd., Class A | 12,200 | 55,970 | |||
Shenzhen Laibao Hi-tech Co., Ltd., Class A | 6,400 | 9,821 | |||
Shenzhen Megmeet Electrical Co., Ltd., Class A | 4,000 | 19,247 | |||
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., Class A | 7,100 | 430,754 | |||
* | Shenzhen MTC Co., Ltd., Class A | 40,800 | 39,535 | ||
* | Shenzhen Neptunus Bioengineering Co., Ltd., Class A | 66,300 | 32,683 | ||
Shenzhen Overseas Chinese Town Co., Ltd., Class A | 61,900 | 61,904 | |||
* | Shenzhen Salubris Pharmaceuticals Co., Ltd., Class A | 10,300 | 43,396 | ||
Shenzhen SC New Energy Technology Corp., Class A | 7,445 | 188,292 | |||
* | Shenzhen SDG Information Co., Ltd., Class A | 26,700 | 30,560 | ||
Shenzhen Sinovatio Technology Co., Ltd., Class A | 1,760 | 9,622 | |||
Shenzhen Sunline Tech Co., Ltd., Class A | 14,400 | 32,949 | |||
Shenzhen Sunlord Electronics Co., Ltd., Class A | 10,900 | 68,445 | |||
Shenzhen Suntak Circuit Technology Co., Ltd., Class A | 12,000 | 27,966 | |||
Shenzhen Sunway Communication Co., Ltd., Class A | 19,700 | 79,136 | |||
Shenzhen Tagen Group Co., Ltd., Class A | 33,700 | 25,807 | |||
Shenzhen Woer Heat-Shrinkable Material Co., Ltd., Class A | 28,300 | 31,839 | |||
Shenzhen World Union Group, Inc., Class A | 32,800 | 37,864 | |||
Shenzhen Yinghe Technology Co., Ltd., Class A | 4,700 | 19,646 | |||
Shenzhen Ysstech Info-tech Co., Ltd., Class A | 13,700 | 22,313 | |||
Shenzhen YUTO Packaging Technology Co., Ltd., Class A | 14,700 | 61,521 | |||
Shenzhen Zhenye Group Co., Ltd., Class A | 27,200 | 18,633 | |||
Shenzhen Zhongjin Lingnan Nonfemet Co., Ltd., Class A | 52,300 | 42,414 | |||
Shenzhou International Group Holdings, Ltd. | 100,800 | 2,237,082 | |||
* | Shijiazhuang Changshan BeiMing Technology Co., Ltd., Class A | 22,200 | 28,925 | ||
Shijiazhuang Yiling Pharmaceutical Co., Ltd., Class A | 28,557 | 83,255 | |||
Shimao Group Holdings, Ltd. | 346,500 | 683,954 | |||
Shinva Medical Instrument Co., Ltd., Class A | 9,200 | 28,874 | |||
* | Shouhang High-Tech Energy Co., Ltd., Class A | 53,900 | 17,624 | ||
* | Shui On Land, Ltd. | 933,500 | 149,117 | ||
* | Siasun Robot & Automation Co., Ltd., Class A | 22,900 | 39,561 | ||
Sichuan Chuantou Energy Co., Ltd., Class A | 24,300 | 41,219 | |||
* | Sichuan Development Lomon Co., Ltd., Class A | 14,600 | 24,830 | ||
Sichuan Expressway Co., Ltd., Class H | 152,000 | 33,870 | |||
* | Sichuan Hebang Biotechnology Co., Ltd., Class A | 94,100 | 34,997 | ||
Sichuan Jiuyuan Yinhai Software Co., Ltd., Class A | 6,400 | 17,160 | |||
Sichuan Kelun Pharmaceutical Co., Ltd., Class A | 19,800 | 56,330 | |||
Sichuan Languang Development Co., Ltd., Class A | 22,100 | 8,158 | |||
Sichuan Swellfun Co., Ltd., Class A | 8,100 | 128,265 | |||
Sichuan Tianyi Comheart Telecom Co., Ltd., Class A | 7,400 | 23,760 | |||
Sieyuan Electric Co., Ltd., Class A | 11,400 | 50,465 | |||
* | SIM Technology Group, Ltd. | 262,000 | 13,857 | ||
Sino Biopharmaceutical, Ltd. | 2,823,000 | 2,398,128 | |||
Sino Wealth Electronic, Ltd., Class A | 4,290 | 46,333 | |||
Sinocare, Inc., Class A | 3,700 | 17,286 | |||
Sinochem International Corp., Class A | 21,000 | 25,159 | |||
Sinofert Holdings, Ltd. | 336,000 | 58,378 | |||
Sinolink Securities Co., Ltd., Class A | 13,900 | 23,117 | |||
* | Sinolink Worldwide Holdings, Ltd. | 604,800 | 22,203 | ||
Sinoma International Engineering Co., Class A | 27,200 | 44,798 | |||
Sinoma Science & Technology Co., Ltd., Class A | 29,300 | 116,505 | |||
Sinomach Automobile Co., Ltd., Class A | 29,500 | 22,753 | |||
Sino-Ocean Group Holding, Ltd. | 836,000 | 174,522 |
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Sinopec Engineering Group Co., Ltd., Class H | 411,500 | $234,599 | |||
Sinopec Kantons Holdings, Ltd. | 130,000 | 46,356 | |||
* | Sinopec Oilfield Service Corp., Class H | 1,464,000 | 120,623 | ||
Sinopec Shanghai Petrochemical Co., Ltd., Class H | 418,000 | 87,085 | |||
Sinopharm Group Co., Ltd., Class H | 614,400 | 1,611,088 | |||
Sino-Platinum Metals Co., Ltd., Class A | 8,060 | 34,619 | |||
# | Sinosoft Technology Group, Ltd. | 151,000 | 22,986 | ||
Sinotrans, Ltd., Class H | 622,000 | 230,100 | |||
Sinotruk Hong Kong, Ltd. | 178,000 | 305,133 | |||
Skshu Paint Co., Ltd., Class A | 1,540 | 36,549 | |||
Skyfame Realty Holdings, Ltd. | 476,000 | 56,310 | |||
Skyworth Digital Co., Ltd., Class A | 13,300 | 16,996 | |||
* | Skyworth Group, Ltd. | 372,336 | 102,291 | ||
* | Sogou, Inc., ADR | 11,777 | 103,991 | ||
* | Sohu.com, Ltd., ADR | 606 | 12,041 | ||
* | Solargiga Energy Holdings, Ltd. | 489,000 | 28,375 | ||
Songcheng Performance Development Co., Ltd., Class A | 8,100 | 15,920 | |||
SooChow Securities Co., Ltd., Class A | 44,800 | 54,478 | |||
* | Sou Yu Te Group Co., Ltd., Class A | 113,700 | 28,342 | ||
* | Sparkle Roll Group, Ltd. | 416,000 | 10,493 | ||
* | SPT Energy Group, Inc. | 156,000 | 4,989 | ||
SSY Group, Ltd. | 354,000 | 227,284 | |||
Sun King Technology Group, Ltd. | 240,000 | 121,313 | |||
* | Sunac China Holdings, Ltd. | 960,000 | 2,490,962 | ||
* | Sunac Services Holdings, Ltd. | 23,874 | 64,762 | ||
Sun-Create Electronics Co., Ltd., Class A | 1,600 | 9,100 | |||
Sunflower Pharmaceutical Group Co., Ltd., Class A | 14,494 | 34,147 | |||
Sunfly Intelligent Technology Co., Ltd., Class A | 11,000 | 19,781 | |||
Sungrow Power Supply Co., Ltd., Class A | 9,100 | 237,584 | |||
* | Suning Universal Co., Ltd., Class A | 52,000 | 46,556 | ||
* | Suning.com Co., Ltd., Class A | 56,400 | 51,601 | ||
Sunny Optical Technology Group Co., Ltd. | 128,200 | 3,892,347 | |||
Sunresin New Materials Co., Ltd., Class A | 3,500 | 48,426 | |||
Sunward Intelligent Equipment Co., Ltd., Class A | 18,100 | 24,315 | |||
Sunwoda Electronic Co., Ltd., Class A | 13,100 | 68,729 | |||
Suofeiya Home Collection Co., Ltd., Class A | 12,600 | 37,290 | |||
Suzhou Anjie Technology Co., Ltd., Class A | 15,000 | 28,786 | |||
* | Suzhou Chunxing Precision Mechanical Co., Ltd., Class A | 24,500 | 16,946 | ||
Suzhou Dongshan Precision Manufacturing Co., Ltd., Class A | 26,400 | 86,546 | |||
Suzhou Gold Mantis Construction Decoration Co., Ltd., Class A | 42,200 | 44,723 | |||
Suzhou Maxwell Technologies Co., Ltd., Class A | 300 | 30,404 | |||
Suzhou Secote Precision Electronic Co., Ltd., Class A | 3,500 | 19,949 | |||
Suzhou TFC Optical Communication Co., Ltd., Class A | 4,464 | 23,566 | |||
# | Symphony Holdings, Ltd. | 330,000 | 37,848 | ||
Taiji Computer Corp., Ltd., Class A | 10,439 | 37,588 | |||
Tangrenshen Group Co., Ltd., Class A | 16,600 | 15,104 | |||
TangShan Port Group Co., Ltd., Class A | 109,000 | 41,064 | |||
Tangshan Sanyou Chemical Industries Co., Ltd., Class A | 37,750 | 72,153 | |||
Tasly Pharmaceutical Group Co., Ltd., Class A | 10,200 | 20,241 | |||
TCL Electronics Holdings, Ltd. | 221,000 | 112,630 | |||
Ten Pao Group Holdings, Ltd. | 140,000 | 41,254 | |||
Tencent Holdings, Ltd. | 561,100 | 33,838,901 | |||
* | Tencent Music Entertainment Group, ADR | 115,439 | 1,220,190 | ||
Tenfu Cayman Holdings Co., Ltd. | 29,000 | 19,770 | |||
Three Squirrels, Inc., Class A | 1,600 | 9,776 | |||
Thunder Software Technology Co., Ltd., Class A | 3,800 | 86,134 | |||
Tian An China Investment Co., Ltd. | 112,000 | 65,399 | |||
* | Tian Ge Interactive Holdings, Ltd. | 182,000 | 28,703 | ||
* | Tian Shan Development Holding, Ltd. | 76,000 | 18,585 |
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# | Tiangong International Co., Ltd. | 250,000 | $126,072 | ||
Tianjin 712 Communication & Broadcasting Co., Ltd., Class A | 9,000 | 56,245 | |||
Tianjin Capital Environmental Protection Group Co., Ltd., Class H | 38,000 | 15,631 | |||
Tianjin Chase Sun Pharmaceutical Co., Ltd., Class A | 67,200 | 45,364 | |||
Tianjin Guangyu Development Co., Ltd., Class A | 35,400 | 23,976 | |||
Tianjin Port Development Holdings, Ltd. | 182,000 | 13,582 | |||
Tianjin Teda Co., Ltd., Class A | 32,700 | 20,875 | |||
Tianjin ZhongXin Pharmaceutical Group Corp., Ltd., Class A | 8,300 | 33,115 | |||
# | Tianli Education International Holdings, Ltd. | 168,000 | 46,399 | ||
# | Tianneng Power International, Ltd. | 184,000 | 353,052 | ||
Tianshui Huatian Technology Co., Ltd., Class A | 42,600 | 94,003 | |||
* | Tianyun International Holdings, Ltd. | 50,000 | 9,979 | ||
Tibet Summit Resources Co., Ltd., Class A | 15,200 | 60,688 | |||
Tibet Tianlu Co., Ltd., Class A | 19,000 | 18,679 | |||
* | Tibet Water Resources, Ltd. | 29,000 | 2,841 | ||
Times China Holdings, Ltd. | 109,000 | 103,083 | |||
Tingyi Cayman Islands Holding Corp. | 308,000 | 555,299 | |||
Titan Wind Energy Suzhou Co., Ltd., Class A | 36,100 | 61,625 | |||
Toly Bread Co., Ltd., Class A | 10,220 | 43,893 | |||
Tomson Group, Ltd. | 42,000 | 10,089 | |||
Tong Ren Tang Technologies Co., Ltd., Class H | 94,000 | 69,308 | |||
* | Tongcheng-Elong Holdings, Ltd. | 116,800 | 262,856 | ||
#* | Tongda Group Holdings, Ltd. | 980,000 | 37,300 | ||
* | Tongdao Liepin Group | 24,800 | 45,842 | ||
* | Tongding Interconnection Information Co., Ltd., Class A | 33,700 | 21,521 | ||
TongFu Microelectronics Co., Ltd., Class A | 20,000 | 72,227 | |||
Tonghua Dongbao Pharmaceutical Co., Ltd., Class A | 34,200 | 58,613 | |||
Tongkun Group Co., Ltd., Class A | 47,000 | 189,071 | |||
Tongling Jingda Special Magnet Wire Co., Ltd., Class A | 43,100 | 62,580 | |||
Tongling Nonferrous Metals Group Co., Ltd., Class A | 153,700 | 87,584 | |||
Tongwei Co., Ltd., Class A | 10,400 | 69,831 | |||
Tongyu Heavy Industry Co., Ltd., Class A | 50,700 | 26,679 | |||
* | Topchoice Medical Corp., Class A | 2,300 | 112,789 | ||
Topsec Technologies Group, Inc., Class A | 16,700 | 47,292 | |||
Topsports International Holdings, Ltd. | 444,000 | 619,622 | |||
Towngas China Co., Ltd. | 346,643 | 227,753 | |||
Transfar Zhilian Co., Ltd., Class A | 73,300 | 80,659 | |||
TravelSky Technology, Ltd., Class H | 216,000 | 366,936 | |||
* | Trigiant Group, Ltd. | 272,000 | 22,753 | ||
* | Trip.com Group, Ltd., ADR | 88,312 | 2,289,930 | ||
Tsingtao Brewery Co., Ltd., Class H | 132,000 | 1,043,294 | |||
* | TuanChe, Ltd., ADR | 2,543 | 7,146 | ||
* | Tunghsu Optoelectronic Technology Co., Ltd., Class A | 42,000 | 13,420 | ||
* | Tuniu Corp., Sponsored ADR | 11,396 | 23,020 | ||
* | Tus Environmental Science And Technology Development Co., Ltd., Class A | 17,100 | 11,989 | ||
UE Furniture Co., Ltd., Class A | 9,400 | 14,205 | |||
Unigroup Guoxin Microelectronics Co., Ltd., Class A | 4,100 | 121,570 | |||
Unilumin Group Co., Ltd., Class A | 14,600 | 21,498 | |||
Uni-President China Holdings, Ltd. | 168,000 | 168,917 | |||
Unisplendour Corp., Ltd., Class A | 12,760 | 52,168 | |||
United Energy Group, Ltd. | 2,540,000 | 346,312 | |||
Universal Scientific Industrial Shanghai Co., Ltd., Class A | 22,300 | 47,485 | |||
Valiant Co., Ltd., Class A | 20,200 | 56,791 | |||
Vats Liquor Chain Store Management JSC, Ltd., Class A | 4,200 | 21,687 | |||
Vatti Corp., Ltd., Class A | 13,600 | 14,601 | |||
Victory Giant Technology Huizhou Co., Ltd., Class A | 15,300 | 59,338 | |||
* | Viomi Technology Co., Ltd., ADR | 1,535 | 8,565 | ||
* | Vipshop Holdings, Ltd., ADR | 188,160 | 3,129,101 |
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Virscend Education Co., Ltd. | 296,000 | $28,978 | |||
Walvax Biotechnology Co., Ltd., Class A | 7,300 | 97,413 | |||
* | Wanda Film Holding Co., Ltd., Class A | 6,400 | 12,852 | ||
Wangfujing Group Co., Ltd., Class A | 14,600 | 58,465 | |||
Wangneng Environment Co., Ltd., Class A | 8,600 | 21,562 | |||
Wangsu Science & Technology Co., Ltd., Class A | 71,000 | 68,285 | |||
Want Want China Holdings, Ltd. | 851,000 | 574,430 | |||
Wanxiang Qianchao Co., Ltd., Class A | 55,900 | 47,482 | |||
Wasion Holdings, Ltd. | 134,000 | 42,435 | |||
#* | Weibo Corp., Sponsored ADR | 28,791 | 1,623,812 | ||
Weichai Power Co., Ltd., Class H | 633,000 | 1,387,399 | |||
Weifu High-Technology Group Co., Ltd., Class A | 6,500 | 20,371 | |||
Weihai Guangwei Composites Co., Ltd., Class A | 14,500 | 153,629 | |||
Western Securities Co., Ltd., Class A | 45,100 | 51,489 | |||
Western Superconducting Technologies Co., Ltd., Class A | 2,261 | 27,166 | |||
Wharf Holdings, Ltd. (The) | 177,000 | 600,588 | |||
Will Semiconductor Co., Ltd., Class A | 6,139 | 288,319 | |||
Wingtech Technology Co., Ltd., Class A | 2,700 | 45,841 | |||
Winning Health Technology Group Co., Ltd., Class A | 23,300 | 52,048 | |||
Wisdom Education International Holdings Co., Ltd. | 132,000 | 28,590 | |||
Wolong Electric Group Co., Ltd., Class A | 24,000 | 47,833 | |||
Wuchan Zhongda Group Co., Ltd., Class A | 58,800 | 53,427 | |||
Wuhan Department Store Group Co., Ltd., Class A | 18,700 | 30,496 | |||
Wuhan Guide Infrared Co., Ltd., Class A | 13,300 | 56,556 | |||
Wuhan Jingce Electronic Group Co., Ltd., Class A | 2,300 | 25,910 | |||
* | Wuhan P&S Information Technology Co., Ltd., Class A | 21,500 | 23,184 | ||
Wuhan Raycus Fiber Laser Technologies Co., Ltd., Class A | 2,250 | 36,931 | |||
Wuhu Sanqi Interactive Entertainment Network Technology Group Co., Ltd., Class A | 47,400 | 142,405 | |||
Wuhu Token Science Co., Ltd., Class A | 37,700 | 52,473 | |||
Wuliangye Yibin Co., Ltd., Class A | 22,512 | 772,535 | |||
WUS Printed Circuit Kunshan Co., Ltd., Class A | 32,890 | 67,458 | |||
* | Wuxi Biologics Cayman, Inc. | 7,500 | 114,557 | ||
Wuxi Lead Intelligent Equipment Co., Ltd., Class A | 2,580 | 30,464 | |||
Wuxi Taiji Industry Co., Ltd., Class A | 38,600 | 55,887 | |||
XCMG Construction Machinery Co., Ltd., Class A | 80,900 | 73,082 | |||
* | XD, Inc. | 25,000 | 158,915 | ||
XGD, Inc., Class A | 12,100 | 18,968 | |||
Xiabuxiabu Catering Management China Holdings Co., Ltd. | 72,500 | 64,583 | |||
Xiamen C & D, Inc., Class A | 54,200 | 59,393 | |||
Xiamen Comfort Science & Technology Group Co., Ltd., Class A | 10,483 | 25,829 | |||
Xiamen Faratronic Co., Ltd., Class A | 4,400 | 122,247 | |||
Xiamen International Airport Co., Ltd., Class A | 8,200 | 19,484 | |||
Xiamen International Port Co., Ltd., Class H | 152,000 | 16,433 | |||
Xiamen Intretech, Inc., Class A | 9,990 | 59,099 | |||
Xiamen ITG Group Corp., Ltd., Class A | 36,900 | 40,622 | |||
Xiamen Kingdomway Group Co., Class A | 13,000 | 69,272 | |||
Xiamen Meiya Pico Information Co., Ltd., Class A | 17,800 | 51,930 | |||
Xiamen Tungsten Co., Ltd., Class A | 26,000 | 120,890 | |||
Xiamen Xiangyu Co., Ltd., Class A | 39,506 | 44,128 | |||
Xi'an Triangle Defense Co., Ltd., Class A | 2,400 | 15,429 | |||
Xilinmen Furniture Co., Ltd., Class A | 8,000 | 32,457 | |||
* | Xinchen China Power Holdings, Ltd. | 83,000 | 5,195 | ||
Xinfengming Group Co., Ltd., Class A | 3,400 | 10,123 | |||
Xingda International Holdings, Ltd. | 219,678 | 46,124 | |||
Xingfa Aluminium Holdings, Ltd. | 41,000 | 64,661 | |||
Xinhu Zhongbao Co., Ltd., Class A | 112,500 | 51,141 | |||
Xinhua Winshare Publishing and Media Co., Ltd., Class H | 104,000 | 67,317 | |||
# | Xinjiang Goldwind Science & Technology Co., Ltd., Class H | 204,756 | 384,745 |
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* | Xinjiang Machinery Research Institute Co., Ltd., Class A | 26,400 | $15,071 | ||
* | Xinjiang Xinxin Mining Industry Co., Ltd., Class H | 131,000 | 28,741 | ||
Xinjiang Zhongtai Chemical Co., Ltd., Class A | 39,100 | 69,752 | |||
# | Xinte Energy Co., Ltd., Class H | 16,400 | 37,559 | ||
Xinyangfeng Agricultural Technology Co., Ltd., Class A | 20,400 | 58,696 | |||
Xinyi Energy Holdings, Ltd. | 366,000 | 235,147 | |||
Xinyuan Real Estate Co., Ltd., ADR | 15,700 | 32,656 | |||
# | Xtep International Holdings, Ltd. | 155,943 | 216,866 | ||
Xuji Electric Co., Ltd., Class A | 26,200 | 57,917 | |||
* | Xunlei, Ltd., ADR | 19,606 | 71,366 | ||
Yadea Group Holdings, Ltd. | 302,000 | 519,719 | |||
Yango Group Co., Ltd., Class A | 57,700 | 39,093 | |||
Yangtze Optical Fibre and Cable Joint Stock, Ltd. Co., Class H | 6,500 | 9,289 | |||
Yangzhou Yangjie Electronic Technology Co., Ltd., Class A | 5,000 | 45,280 | |||
Yantai Changyu Pioneer Wine Co., Ltd., Class A | 6,800 | 32,605 | |||
Yantai Dongcheng Pharmaceutical Co., Ltd., Class A | 10,300 | 29,647 | |||
Yantai Eddie Precision Machinery Co., Ltd., Class A | 9,180 | 51,151 | |||
Yantai Jereh Oilfield Services Group Co., Ltd., Class A | 25,100 | 147,203 | |||
YanTai Shuangta Food Co., Ltd., Class A | 9,300 | 16,276 | |||
* | Yashili International Holdings, Ltd. | 88,000 | 7,059 | ||
Yealink Network Technology Corp., Ltd., Class A | 7,123 | 101,933 | |||
Yeebo International Holdings, Ltd. | 42,000 | 17,558 | |||
# | YiChang HEC ChangJiang Pharmaceutical Co., Ltd., Class H | 57,600 | 44,413 | ||
Yifan Pharmaceutical Co., Ltd., Class A | 16,600 | 35,105 | |||
Yifeng Pharmacy Chain Co., Ltd., Class A | 11,220 | 84,903 | |||
Yihai International Holding, Ltd. | 119,000 | 717,820 | |||
Yijiahe Technology Co., Ltd., Class A | 2,520 | 23,810 | |||
Yintai Gold Co., Ltd., Class A | 63,100 | 89,307 | |||
* | Yiren Digital, Ltd., Sponsored ADR | 20,600 | 83,636 | ||
* | Yixin Group, Ltd. | 172,000 | 42,993 | ||
Yixintang Pharmaceutical Group Co., Ltd., Class A | 9,700 | 43,811 | |||
Yonghui Superstores Co., Ltd., Class A | 41,600 | 26,044 | |||
Yonyou Network Technology Co., Ltd., Class A | 12,800 | 71,162 | |||
Youngor Group Co., Ltd., Class A | 66,900 | 66,025 | |||
Youzu Interactive Co., Ltd., Class A | 6,100 | 12,867 | |||
Yuexiu Property Co., Ltd. | 418,800 | 389,972 | |||
Yuexiu Transport Infrastructure, Ltd. | 220,000 | 116,061 | |||
Yunda Holding Co., Ltd., Class A | 37,580 | 76,054 | |||
* | Yunnan Aluminium Co., Ltd., Class A | 23,000 | 50,885 | ||
Yunnan Baiyao Group Co., Ltd., Class A | 5,200 | 79,880 | |||
Yunnan Copper Co., Ltd., Class A | 32,400 | 68,317 | |||
Yunnan Energy New Material Co., Ltd., Class A | 1,400 | 54,024 | |||
* | Yunnan Tin Co., Ltd., Class A | 22,800 | 62,031 | ||
Yunnan Water Investment Co., Ltd., Class H | 63,000 | 9,240 | |||
Yusys Technologies Co., Ltd., Class A | 7,040 | 17,479 | |||
Yutong Bus Co., Ltd., Class A | 28,600 | 50,370 | |||
Yuzhou Group Holdings Co., Ltd. | 840,551 | 173,234 | |||
* | Zai Lab, Ltd. | 5,850 | 821,375 | ||
ZBOM Home Collection Co., Ltd., Class A | 4,004 | 16,257 | |||
#* | Zepp Health Corp., ADR | 6,732 | 74,994 | ||
Zhangzhou Pientzehuang Pharmaceutical Co., Ltd., Class A | 3,829 | 217,841 | |||
Zhaojin Mining Industry Co., Ltd., Class H | 272,500 | 266,371 | |||
Zhefu Holding Group Co., Ltd., Class A | 87,300 | 75,936 | |||
* | Zhejiang Century Huatong Group Co., Ltd., Class A | 143,820 | 124,534 | ||
Zhejiang Chint Electrics Co., Ltd., Class A | 24,300 | 159,573 | |||
Zhejiang Communications Technology Co., Ltd. | 25,700 | 19,773 | |||
* | Zhejiang Conba Pharmaceutical Co., Ltd., Class A | 29,000 | 19,377 | ||
Zhejiang Crystal-Optech Co., Ltd., Class A | 13,900 | 29,464 | |||
Zhejiang Dahua Technology Co., Ltd., Class A | 31,302 | 102,725 |
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Zhejiang Dingli Machinery Co., Ltd., Class A | 6,500 | $56,625 | |||
Zhejiang Expressway Co., Ltd., Class H | 334,000 | 281,979 | |||
Zhejiang Hailiang Co., Ltd., Class A | 26,100 | 46,015 | |||
Zhejiang HangKe Technology, Inc. Co., Class A | 1,589 | 30,355 | |||
Zhejiang Hangmin Co., Ltd., Class A | 16,190 | 11,690 | |||
Zhejiang Hisoar Pharmaceutical Co., Ltd., Class A | 16,500 | 19,348 | |||
Zhejiang Huace Film & Television Co., Ltd., Class A | 38,900 | 34,277 | |||
Zhejiang Huahai Pharmaceutical Co., Ltd., Class A | 25,100 | 75,910 | |||
Zhejiang Huayou Cobalt Co., Ltd., Class A | 3,400 | 69,339 | |||
Zhejiang Jiahua Energy Chemical Industry Co., Ltd., Class A | 47,700 | 67,791 | |||
Zhejiang Jianfeng Group Co., Ltd., Class A | 8,900 | 14,402 | |||
Zhejiang Jiecang Linear Motion Technology Co., Ltd., Class A | 4,480 | 33,664 | |||
Zhejiang Jingsheng Mechanical & Electrical Co., Ltd., Class A | 6,300 | 62,403 | |||
* | Zhejiang Jingu Co., Ltd., Class A | 22,000 | 18,538 | ||
Zhejiang Jingxin Pharmaceutical Co., Ltd., Class A | 25,560 | 30,847 | |||
* | Zhejiang Jinke Culture Industry Co., Ltd., Class A | 87,900 | 42,823 | ||
Zhejiang Juhua Co., Ltd., Class A | 51,000 | 93,283 | |||
Zhejiang Longsheng Group Co., Ltd., Class A | 59,300 | 112,832 | |||
Zhejiang Medicine Co., Ltd., Class A | 8,216 | 20,328 | |||
Zhejiang Meida Industrial Co., Ltd., Class A | 10,600 | 24,612 | |||
Zhejiang Narada Power Source Co., Ltd., Class A | 22,300 | 49,854 | |||
Zhejiang NHU Co., Ltd., Class A | 21,040 | 84,551 | |||
Zhejiang Orient Financial Holdings Group Co., Ltd., Class A | 60,970 | 35,831 | |||
Zhejiang Runtu Co., Ltd., Class A | 23,800 | 32,722 | |||
Zhejiang Sanhua Intelligent Controls Co., Ltd., Class A | 16,300 | 54,130 | |||
Zhejiang Satellite Petrochemical Co., Ltd., Class A | 31,500 | 177,916 | |||
Zhejiang Semir Garment Co., Ltd., Class A | 26,300 | 39,681 | |||
Zhejiang Southeast Space Frame Co., Ltd., Class A | 17,900 | 22,561 | |||
Zhejiang Supor Co., Ltd., Class A | 2,100 | 16,861 | |||
Zhejiang Tianyu Pharmaceutical Co., Ltd., Class A | 2,880 | 12,257 | |||
Zhejiang Wanfeng Auto Wheel Co., Ltd., Class A | 25,500 | 20,755 | |||
Zhejiang Wanliyang Co., Ltd., Class A | 15,300 | 21,003 | |||
Zhejiang Weiming Environment Protection Co., Ltd., Class A | 3,600 | 15,508 | |||
Zhejiang Weixing New Building Materials Co., Ltd., Class A | 13,100 | 38,776 | |||
Zhejiang Wolwo Bio-Pharmaceutical Co., Ltd., Class A | 8,100 | 75,408 | |||
Zhejiang Xianju Pharmaceutical Co., Ltd., Class A | 15,411 | 26,385 | |||
Zhejiang Xinan Chemical Industrial Group Co., Ltd., Class A | 13,000 | 44,449 | |||
Zhejiang Yankon Group Co., Ltd., Class A | 35,700 | 20,097 | |||
Zhejiang Yasha Decoration Co., Ltd., Class A | 23,500 | 26,490 | |||
Zhejiang Yinlun Machinery Co., Ltd., Class A | 13,500 | 25,721 | |||
# | Zhengzhou Coal Mining Machinery Group Co., Ltd., Class H | 61,800 | 72,469 | ||
Zhenro Properties Group, Ltd. | 356,000 | 198,772 | |||
* | Zheshang Securities Co., Ltd., Class A | 20,000 | 34,432 | ||
Zhong An Group, Ltd. | 859,000 | 40,991 | |||
#* | ZhongAn Online P&C Insurance Co., Ltd., Class H | 227,400 | 1,234,666 | ||
* | Zhongfu Straits Pingtan Development Co., Ltd., Class A | 47,000 | 20,273 | ||
Zhongji Innolight Co., Ltd., Class A | 9,600 | 63,555 | |||
Zhongjin Gold Corp., Ltd., Class A | 29,400 | 37,416 | |||
Zhongshan Broad Ocean Motor Co., Ltd., Class A | 36,800 | 37,509 | |||
Zhongsheng Group Holdings, Ltd. | 169,000 | 1,557,544 | |||
* | Zhongtian Financial Group Co., Ltd., Class A | 100,000 | 33,681 | ||
Zhongyu Gas Holdings, Ltd. | 169,000 | 144,998 | |||
* | Zhongyuan Bank Co., Ltd., Class H | 126,000 | 17,941 | ||
* | Zhuzhou CRRC Times Electric Co., Ltd., Class H | 148,100 | 1,156,895 | ||
Zhuzhou Hongda Electronics Corp., Ltd., Class A | 6,000 | 71,441 | |||
Zhuzhou Kibing Group Co., Ltd., Class A | 34,400 | 111,065 | |||
Zibo Qixiang Tengda Chemical Co., Ltd., Class A | 54,000 | 99,917 | |||
* | ZJBC Information Technology Co., Ltd., Class A | 10,460 | 5,612 | ||
Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H | 418,800 | 360,698 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
ZTE Corp., Class H | 162,800 | $581,648 | |||
ZTO Express Cayman, Inc., ADR | 26,052 | 704,967 | |||
TOTAL CHINA | 309,434,682 | ||||
COLOMBIA — (0.1%) | |||||
Banco de Bogota SA | 1,524 | 26,837 | |||
Bancolombia SA, Sponsored ADR | 3,224 | 91,723 | |||
Bancolombia SA | 16,045 | 112,125 | |||
Celsia SA ESP | 70,388 | 73,365 | |||
Grupo Aval Acciones y Valores SA, ADR | 3,200 | 16,704 | |||
Grupo de Inversiones Suramericana SA | 26,751 | 119,338 | |||
Grupo Energia Bogota SA ESP | 143,003 | 93,258 | |||
Interconexion Electrica SA ESP | 43,920 | 247,121 | |||
Mineros SA | 23,169 | 22,075 | |||
TOTAL COLOMBIA | 802,546 | ||||
CZECH REPUBLIC — (0.0%) | |||||
* | Komercni banka A.S. | 8,507 | 315,786 | ||
O2 Czech Republic A.S. | 5,693 | 69,495 | |||
TOTAL CZECH REPUBLIC | 385,281 | ||||
EGYPT — (0.0%) | |||||
* | Commercial International Bank Egypt S.A.E., GDR | 54,917 | 199,351 | ||
GREECE — (0.3%) | |||||
* | Alpha Services and Holdings SA | 127,135 | 164,178 | ||
Athens Water Supply & Sewage Co. SA | 8,519 | 79,711 | |||
Autohellas Tourist and Trading SA | 5,765 | 49,966 | |||
Bank of Greece | 3,592 | 66,125 | |||
* | Ellaktor SA | 12,618 | 19,313 | ||
* | Eurobank Ergasias Services and Holdings SA, Class A | 261,276 | 246,259 | ||
* | Fourlis Holdings SA | 15,510 | 76,684 | ||
* | GEK Terna Holding Real Estate Construction SA | 9,800 | 110,652 | ||
Hellenic Petroleum SA | 10,947 | 74,907 | |||
Hellenic Telecommunications Organization SA | 6,073 | 110,822 | |||
Holding Co. ADMIE IPTO SA | 18,379 | 56,668 | |||
* | Intracom Holdings SA | 12,803 | 27,493 | ||
JUMBO SA | 8,975 | 142,585 | |||
* | LAMDA Development SA | 11,105 | 110,987 | ||
* | Motor Oil Hellas Corinth Refineries SA | 22,274 | 357,983 | ||
OPAP SA | 23,706 | 342,429 | |||
* | Piraeus Financial Holdings SA | 2,213 | 3,805 | ||
Piraeus Port Authority SA | 1,629 | 37,374 | |||
Quest Holdings SA | 2,849 | 50,957 | |||
Sarantis SA | 5,400 | 56,383 | |||
Terna Energy SA | 13,676 | 183,786 | |||
TOTAL GREECE | 2,369,067 | ||||
HONG KONG — (0.1%) | |||||
PAX Global Technology, Ltd. | 311,000 | 337,352 | |||
Texhong Textile Group, Ltd. | 59,000 | 86,264 | |||
* | Truly International Holdings, Ltd. | 414,000 | 150,882 | ||
Zhuguang Holdings Group Co., Ltd. | 486,000 | 97,520 | |||
TOTAL HONG KONG | 672,018 | ||||
HUNGARY — (0.2%) | |||||
4iG Nyrt | 5,746 | 12,551 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
HUNGARY — (Continued) | |||||
Magyar Telekom Telecommunications P.L.C. | 133,563 | $189,004 | |||
* | Opus Global Nyrt | 12,230 | 9,647 | ||
* | OTP Bank Nyrt | 16,978 | 915,554 | ||
Richter Gedeon Nyrt | 19,824 | 543,885 | |||
TOTAL HUNGARY | 1,670,641 | ||||
INDIA — (12.4%) | |||||
* | 3i Infotech, Ltd. | 275,704 | 34,784 | ||
Aarti Drugs, Ltd. | 11,200 | 100,545 | |||
ABB India, Ltd. | 5,794 | 132,103 | |||
ABB Power Products & System India, Ltd. | 362 | 9,435 | |||
Abbott India, Ltd. | 126 | 31,969 | |||
* | Adani Green Energy, Ltd. | 38,568 | 454,126 | ||
Adani Ports & Special Economic Zone, Ltd. | 52,616 | 478,475 | |||
* | ADF Foods, Ltd. | 2,521 | 30,703 | ||
* | Aditya Birla Capital, Ltd. | 119,888 | 187,308 | ||
Advanced Enzyme Technologies, Ltd. | 8,593 | 45,878 | |||
Aegis Logistics, Ltd. | 32,543 | 140,151 | |||
* | AGC Networks, Ltd. | 903 | 14,480 | ||
Agro Tech Foods, Ltd. | 490 | 6,541 | |||
* | Ahluwalia Contracts India, Ltd. | 3,043 | 16,004 | ||
* | AIA Engineering, Ltd. | 4,632 | 124,627 | ||
Ajanta Pharma, Ltd. | 6,870 | 212,658 | |||
Akzo Nobel India, Ltd. | 3,120 | 94,971 | |||
Alembic Pharmaceuticals, Ltd. | 14,406 | 152,524 | |||
Alembic, Ltd. | 14,547 | 23,689 | |||
Alkem Laboratories, Ltd. | 6,450 | 300,309 | |||
Alkyl Amines Chemicals | 1,387 | 81,730 | |||
Allcargo Logistics, Ltd. | 12,569 | 33,455 | |||
Amara Raja Batteries, Ltd. | 17,293 | 167,886 | |||
* | Amber Enterprises India, Ltd. | 1,804 | 72,450 | ||
Anant Raj, Ltd. | 23,144 | 19,993 | |||
* | Andhra Sugars, Ltd. (The) | 4,800 | 36,354 | ||
* | Apar Industries, Ltd. | 3,915 | 34,223 | ||
* | APL Apollo Tubes, Ltd. | 6,695 | 157,396 | ||
Apollo Hospitals Enterprise, Ltd. | 16,301 | 884,248 | |||
Aptech, Ltd. | 3,134 | 12,201 | |||
* | Arvind Fashions, Ltd. | 10,415 | 29,346 | ||
Ashiana Housing, Ltd. | 3,766 | 8,794 | |||
* | Ashok Leyland, Ltd. | 266,160 | 475,263 | ||
* | Ashoka Buildcon, Ltd. | 30,382 | 44,152 | ||
Asian Paints, Ltd. | 65,089 | 2,587,551 | |||
* | Aster DM Healthcare, Ltd. | 6,444 | 14,148 | ||
Astra Microwave Products, Ltd. | 13,392 | 30,925 | |||
Astral, Ltd. | 8,642 | 241,051 | |||
AstraZeneca Pharma India, Ltd. | 1,043 | 47,139 | |||
Atul, Ltd. | 3,401 | 412,819 | |||
* | AU Small Finance Bank, Ltd. | 11,017 | 179,764 | ||
Aurobindo Pharma, Ltd. | 69,056 | 853,050 | |||
Avanti Feeds, Ltd. | 11,359 | 97,570 | |||
* | Avenue Supermarts, Ltd. | 8,148 | 383,762 | ||
* | Axis Bank, Ltd. | 77,281 | 738,451 | ||
Bajaj Auto, Ltd. | 7,212 | 373,001 | |||
Bajaj Consumer Care, Ltd. | 30,884 | 119,044 | |||
* | Bajaj Electricals, Ltd. | 4,900 | 75,707 | ||
Bajaj Finance, Ltd. | 11,379 | 955,883 | |||
Bajaj Finserv, Ltd. | 3,370 | 646,851 | |||
* | Bajaj Hindusthan Sugar, Ltd. | 143,434 | 36,694 | ||
Bajaj Holdings & Investment, Ltd. | 4,733 | 255,707 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Balaji Amines, Ltd. | 3,039 | $133,732 | |||
Balkrishna Industries, Ltd. | 10,841 | 347,475 | |||
Balmer Lawrie & Co., Ltd. | 17,962 | 32,747 | |||
Balrampur Chini Mills, Ltd. | 16,681 | 86,262 | |||
* | Banco Products India, Ltd. | 4,410 | 10,179 | ||
* | Bank of Baroda | 154,732 | 167,627 | ||
* | Bank of India | 58,291 | 58,852 | ||
* | Bank of Maharashtra | 198,188 | 58,732 | ||
BASF India, Ltd. | 3,757 | 146,602 | |||
Bata India, Ltd. | 9,736 | 213,412 | |||
Bayer CropScience, Ltd. | 1,719 | 134,031 | |||
BEML, Ltd. | 6,603 | 116,050 | |||
Berger Paints India, Ltd. | 67,217 | 763,962 | |||
* | BF Utilities, Ltd. | 2,290 | 15,036 | ||
Bhansali Engineering Polymers, Ltd. | 14,076 | 35,601 | |||
* | Bharat Bijlee, Ltd. | 943 | 17,234 | ||
Bharat Electronics, Ltd. | 354,361 | 879,648 | |||
* | Bharat Heavy Electricals, Ltd. | 197,734 | 158,566 | ||
Bharat Petroleum Corp., Ltd. | 134,468 | 807,246 | |||
Bharat Rasayan, Ltd. | 57 | 10,196 | |||
Bharti Airtel, Ltd. | 118,067 | 898,011 | |||
Birlasoft, Ltd. | 54,014 | 292,462 | |||
Bliss Gvs Pharma, Ltd. | 4,620 | 6,690 | |||
Blue Dart Express, Ltd. | 920 | 67,704 | |||
Blue Star, Ltd. | 6,322 | 71,736 | |||
* | Bodal Chemicals, Ltd. | 17,752 | 28,448 | ||
Bombay Burmah Trading Co. | 876 | 14,656 | |||
Bosch, Ltd. | 933 | 187,607 | |||
* | Brigade Enterprises, Ltd. | 19,977 | 85,913 | ||
Britannia Industries, Ltd. | 6,088 | 280,650 | |||
Cadila Healthcare, Ltd. | 69,020 | 544,603 | |||
* | Camlin Fine Sciences, Ltd. | 3,625 | 9,191 | ||
Can Fin Homes, Ltd. | 13,775 | 100,191 | |||
* | Canara Bank | 47,506 | 97,652 | ||
* | Capacit'e Infraprojects, Ltd. | 4,149 | 12,833 | ||
Caplin Point Laboratories, Ltd. | 5,678 | 67,396 | |||
Carborundum Universal, Ltd. | 9,579 | 87,508 | |||
Castrol India, Ltd. | 133,835 | 249,156 | |||
CCL Products India, Ltd. | 17,674 | 104,563 | |||
* | Ceat, Ltd. | 2,974 | 54,095 | ||
Central Depository Services India, Ltd. | 11,342 | 203,567 | |||
* | Century Plyboards India, Ltd. | 14,781 | 84,055 | ||
Century Textiles & Industries, Ltd. | 9,797 | 105,802 | |||
Cera Sanitaryware, Ltd. | 1,024 | 61,450 | |||
Chambal Fertilizers & Chemicals, Ltd. | 36,487 | 150,178 | |||
* | Chennai Petroleum Corp., Ltd. | 9,060 | 13,931 | ||
Cholamandalam Financial Holdings, Ltd. | 19,981 | 179,995 | |||
Cholamandalam Investment and Finance Co., Ltd. | 92,543 | 591,712 | |||
Cigniti Technologies, Ltd. | 1,193 | 9,191 | |||
* | Cipla, Ltd. | 56,072 | 694,244 | ||
City Union Bank, Ltd. | 55,299 | 112,192 | |||
Clariant Chemicals India, Ltd. | 4,039 | 33,425 | |||
Cochin Shipyard, Ltd. | 9,822 | 49,767 | |||
Coforge, Ltd. | 8,401 | 574,784 | |||
Colgate-Palmolive India, Ltd. | 32,280 | 739,408 | |||
Container Corp. Of India, Ltd. | 25,859 | 224,321 | |||
Coromandel International, Ltd. | 25,960 | 319,747 | |||
Cosmo Films, Ltd. | 4,592 | 73,307 | |||
* | CreditAccess Grameen, Ltd. | 7,554 | 67,498 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
CRISIL, Ltd. | 2,050 | $76,897 | |||
* | CSB Bank, Ltd. | 5,428 | 25,557 | ||
Cummins India, Ltd. | 16,696 | 191,456 | |||
Cyient, Ltd. | 14,241 | 189,334 | |||
Dabur India, Ltd. | 57,436 | 464,921 | |||
* | Dalmia Bharat Sugar & Industries, Ltd. | 1,698 | 11,008 | ||
* | DCB Bank, Ltd. | 22,733 | 32,190 | ||
DCM Shriram, Ltd. | 8,501 | 106,589 | |||
* | DCW, Ltd. | 46,170 | 25,053 | ||
Deepak Fertilisers & Petrochemicals Corp., Ltd. | 13,223 | 76,309 | |||
Deepak Nitrite, Ltd. | 22,857 | 626,811 | |||
Delta Corp., Ltd. | 26,787 | 66,343 | |||
* | DEN Networks, Ltd. | 22,281 | 15,898 | ||
Dhampur Sugar Mills, Ltd. | 5,947 | 28,604 | |||
* | Dhani Services, Ltd. | 36,743 | 114,237 | ||
Dhanuka Agritech, Ltd. | 3,548 | 45,242 | |||
Dilip Buildcon, Ltd. | 8,553 | 64,914 | |||
* | Dish TV India, Ltd. | 268,428 | 51,101 | ||
* | Dishman Carbogen Amcis, Ltd. | 8,585 | 24,102 | ||
* | Divi's Laboratories, Ltd. | 14,213 | 935,249 | ||
* | Dixon Technologies India, Ltd. | 4,692 | 271,805 | ||
Dollar Industries, Ltd. | 2,411 | 11,401 | |||
Dr Lal PathLabs, Ltd. | 6,444 | 308,747 | |||
* | DRC Systems India, Ltd. | 78 | 307 | ||
* | Dredging Corp. of India, Ltd. | 2,277 | 11,836 | ||
Dwarikesh Sugar Industries, Ltd. | 16,162 | 16,734 | |||
* | Dynamatic Technologies, Ltd. | 486 | 11,050 | ||
eClerx Services, Ltd. | 6,418 | 194,252 | |||
Edelweiss Financial Services, Ltd. | 71,886 | 88,957 | |||
* | Eicher Motors, Ltd. | 18,595 | 633,621 | ||
* | EID Parry India, Ltd. | 27,751 | 162,668 | ||
Electrosteel Castings, Ltd. | 48,669 | 25,263 | |||
Elgi Equipments, Ltd. | 11,526 | 33,889 | |||
Emami, Ltd. | 47,909 | 361,082 | |||
* | Endurance Technologies, Ltd. | 4,855 | 112,906 | ||
Engineers India, Ltd. | 61,198 | 61,913 | |||
EPL, Ltd. | 33,737 | 112,319 | |||
Eris Lifesciences, Ltd. | 7,881 | 83,751 | |||
ESAB India, Ltd. | 828 | 21,071 | |||
Escorts, Ltd. | 12,978 | 207,546 | |||
* | Eveready Industries India, Ltd. | 8,775 | 43,707 | ||
* | Excel Industries, Ltd. | 1,401 | 21,977 | ||
Exide Industries, Ltd. | 96,789 | 232,419 | |||
* | FDC, Ltd. | 10,370 | 51,899 | ||
Federal Bank, Ltd. | 237,904 | 280,334 | |||
* | Filatex India, Ltd. | 12,871 | 17,221 | ||
Fine Organic Industries, Ltd. | 511 | 20,531 | |||
Finolex Cables, Ltd. | 17,633 | 123,804 | |||
* | Finolex Industries, Ltd. | 53,370 | 127,169 | ||
Firstsource Solutions, Ltd. | 105,179 | 274,304 | |||
Force Motors, Ltd. | 1,031 | 20,792 | |||
* | Fortis Healthcare, Ltd. | 28,910 | 97,309 | ||
Galaxy Surfactants, Ltd. | 4,440 | 186,249 | |||
* | Garware Technical Fibres, Ltd. | 1,986 | 92,143 | ||
Gateway Distriparks, Ltd. | 8,998 | 34,032 | |||
* | Gati, Ltd. | 15,561 | 34,350 | ||
GE Power India, Ltd. | 4,704 | 21,085 | |||
* | GE T&D India, Ltd. | 2,445 | 4,690 | ||
* | General Insurance Corp. of India | 21,901 | 53,200 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Genus Power Infrastructures, Ltd. | 21,338 | $20,508 | |||
Geojit Financial Services, Ltd. | 10,080 | 11,933 | |||
* | GFL, Ltd. | 8,709 | 8,853 | ||
Gillette India, Ltd. | 1,326 | 106,901 | |||
GlaxoSmithKline Pharmaceuticals, Ltd. | 2,028 | 43,923 | |||
Glenmark Pharmaceuticals, Ltd. | 19,922 | 163,246 | |||
GMM Pfaudler, Ltd. | 742 | 45,935 | |||
* | Godrej Consumer Products, Ltd. | 43,141 | 575,705 | ||
* | Godrej Industries, Ltd. | 11,258 | 83,311 | ||
* | Godrej Properties, Ltd. | 10,591 | 229,354 | ||
Goodyear India, Ltd. | 675 | 11,539 | |||
Granules India, Ltd. | 27,971 | 142,970 | |||
* | Graphite India, Ltd. | 13,269 | 126,621 | ||
Grasim Industries, Ltd. | 42,219 | 884,771 | |||
Great Eastern Shipping Co., Ltd. (The) | 6,864 | 31,313 | |||
* | Greaves Cotton, Ltd. | 10,547 | 22,871 | ||
* | Greenlam Industries, Ltd. | 178 | 3,256 | ||
Greenply Industries, Ltd. | 16,859 | 43,340 | |||
Grindwell Norton, Ltd. | 8,819 | 149,776 | |||
Gujarat Alkalies & Chemicals, Ltd. | 8,503 | 55,053 | |||
* | Gujarat Ambuja Exports, Ltd. | 13,020 | 33,762 | ||
* | Gujarat Fluorochemicals, Ltd. | 5,594 | 130,413 | ||
Gujarat Gas, Ltd. | 34,186 | 330,344 | |||
Gujarat Narmada Valley Fertilizers & Chemicals, Ltd. | 19,305 | 99,775 | |||
Gujarat Pipavav Port, Ltd. | 63,610 | 94,680 | |||
Gujarat State Fertilizers & Chemicals, Ltd. | 34,779 | 57,046 | |||
Gujarat State Petronet, Ltd. | 74,479 | 346,922 | |||
Gulf Oil Lubricants India, Ltd. | 3,463 | 30,299 | |||
* | Hathway Cable & Datacom, Ltd. | 25,207 | 8,866 | ||
Hatsun Agro Products, Ltd. | 7,173 | 89,408 | |||
Havells India, Ltd. | 25,512 | 402,645 | |||
HBL Power Systems, Ltd. | 21,877 | 15,289 | |||
HCL Technologies, Ltd. | 156,763 | 2,156,063 | |||
HDFC Asset Management Co., Ltd. | 11,321 | 435,209 | |||
HDFC Life Insurance Co., Ltd. | 25,197 | 225,293 | |||
* | HealthCare Global Enterprises, Ltd. | 3,221 | 10,991 | ||
HEG, Ltd. | 2,712 | 83,183 | |||
* | Hemisphere Properties India, Ltd. | 3,759 | 7,216 | ||
Heritage Foods, Ltd. | 2,344 | 15,444 | |||
Hero MotoCorp, Ltd. | 29,991 | 1,118,532 | |||
Hester Biosciences, Ltd. | 445 | 14,218 | |||
* | HFCL, Ltd. | 153,778 | 156,308 | ||
* | HG Infra Engineering, Ltd. | 3,130 | 22,228 | ||
Himadri Speciality Chemical, Ltd. | 44,524 | 31,157 | |||
Himatsingka Seide, Ltd. | 10,152 | 36,846 | |||
Hinduja Global Solutions, Ltd. | 2,888 | 115,306 | |||
Hindustan Aeronautics, Ltd. | 5,171 | 77,647 | |||
* | Hindustan Construction Co., Ltd. | 265,796 | 41,870 | ||
* | Hindustan Oil Exploration Co., Ltd. | 9,749 | 16,564 | ||
Hindustan Unilever, Ltd. | 69,539 | 2,190,544 | |||
Honda India Power Products, Ltd. | 808 | 13,163 | |||
Honeywell Automation India, Ltd. | 654 | 375,651 | |||
Housing Development Finance Corp., Ltd. | 58,454 | 1,925,387 | |||
HSIL, Ltd. | 11,277 | 37,938 | |||
Huhtamaki India, Ltd. | 5,375 | 21,842 | |||
I G Petrochemicals, Ltd. | 2,474 | 23,164 | |||
ICICI Bank, Ltd., Sponsored ADR | 141,170 | 2,624,350 | |||
ICICI Bank, Ltd. | 84,009 | 772,463 | |||
ICICI Lombard General Insurance Co., Ltd. | 47,378 | 941,543 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
ICICI Prudential Life Insurance Co., Ltd. | 30,984 | $263,415 | |||
ICICI Securities, Ltd. | 12,439 | 122,068 | |||
* | IDFC First Bank, Ltd. | 573,303 | 401,234 | ||
* | IDFC, Ltd. | 358,281 | 280,431 | ||
* | IFCI, Ltd. | 73,561 | 14,232 | ||
IIFL Finance, Ltd. | 26,619 | 108,125 | |||
IIFL Securities, Ltd. | 12,473 | 18,899 | |||
IIFL Wealth Management, Ltd. | 2,883 | 53,791 | |||
* | India Glycols, Ltd. | 3,751 | 34,494 | ||
Indiabulls Housing Finance, Ltd. | 63,401 | 235,262 | |||
* | Indiabulls Real Estate, Ltd. | 23,832 | 48,779 | ||
* | IndiaMart InterMesh, Ltd. | 2,330 | 224,049 | ||
Indian Energy Exchange, Ltd. | 18,169 | 105,394 | |||
Indian Railway Catering & Tourism Corp., Ltd. | 1,715 | 53,900 | |||
Indo Count Industries, Ltd. | 19,498 | 69,814 | |||
Indoco Remedies, Ltd. | 9,177 | 55,405 | |||
* | IndoStar Capital Finance, Ltd. | 2,324 | 10,582 | ||
Indraprastha Gas, Ltd. | 61,861 | 465,872 | |||
Indus Towers, Ltd. | 88,285 | 265,075 | |||
* | IndusInd Bank, Ltd. | 10,784 | 142,704 | ||
* | Infibeam Avenues, Ltd. | 64,558 | 38,382 | ||
Info Edge India, Ltd. | 6,860 | 480,706 | |||
Infosys, Ltd., Sponsored ADR | 263,821 | 5,835,721 | |||
Infosys, Ltd. | 219,177 | 4,780,428 | |||
* | Ingersoll-Rand India, Ltd. | 1,817 | 24,060 | ||
* | Inox Leisure, Ltd. | 12,248 | 53,784 | ||
* | Inox Wind Energy, Ltd. | 871 | 9,658 | ||
* | Inox Wind, Ltd. | 13,063 | 24,961 | ||
Insecticides India, Ltd. | 1,031 | 10,913 | |||
* | Intellect Design Arena, Ltd. | 6,762 | 68,268 | ||
Ipca Laboratories, Ltd. | 16,855 | 473,073 | |||
IRB Infrastructure Developers, Ltd. | 27,242 | 60,795 | |||
IRCON International, Ltd. | 50,746 | 30,084 | |||
ITD Cementation India, Ltd. | 9,348 | 10,806 | |||
* | ITI, Ltd. | 6,089 | 10,473 | ||
J Kumar Infraprojects, Ltd. | 8,288 | 24,583 | |||
* | Jagran Prakashan, Ltd. | 12,267 | 11,016 | ||
* | Jaiprakash Associates, Ltd. | 196,568 | 31,560 | ||
Jamna Auto Industries, Ltd. | 11,234 | 13,591 | |||
JB Chemicals & Pharmaceuticals, Ltd. | 8,273 | 202,548 | |||
Jindal Poly Films, Ltd. | 4,766 | 64,325 | |||
* | JK Paper, Ltd. | 16,886 | 59,561 | ||
JM Financial, Ltd. | 98,828 | 141,265 | |||
JMC Projects India, Ltd. | 6,414 | 10,874 | |||
* | Johnson Controls-Hitachi Air Conditioning India, Ltd. | 1,005 | 31,049 | ||
* | Jubilant Foodworks, Ltd. | 8,425 | 428,205 | ||
* | Just Dial, Ltd. | 12,380 | 161,322 | ||
Jyothy Labs, Ltd. | 14,344 | 32,854 | |||
Kajaria Ceramics, Ltd. | 12,997 | 173,889 | |||
Kalpataru Power Transmission, Ltd. | 16,068 | 102,557 | |||
Kansai Nerolac Paints, Ltd. | 30,213 | 254,851 | |||
Karur Vysya Bank, Ltd. (The) | 45,425 | 29,541 | |||
Kaveri Seed Co., Ltd. | 3,935 | 38,396 | |||
KCP, Ltd. (The) | 24,082 | 52,386 | |||
KEC International, Ltd. | 28,473 | 163,221 | |||
KEI Industries, Ltd. | 12,397 | 120,082 | |||
Kennametal India, Ltd. | 771 | 13,014 | |||
* | Kesoram Industries, Ltd. | 22,965 | 29,537 | ||
Kiri Industries, Ltd. | 6,179 | 48,350 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Kirloskar Brothers, Ltd. | 3,958 | $22,653 | |||
Kirloskar Ferrous Industries, Ltd. | 6,284 | 25,963 | |||
* | Kirloskar Industries, Ltd. | 805 | 18,404 | ||
Kirloskar Oil Engines, Ltd. | 13,471 | 45,322 | |||
* | KNR Constructions, Ltd. | 28,063 | 102,180 | ||
* | Kotak Mahindra Bank, Ltd. | 32,962 | 735,735 | ||
* | KPIT Technologies, Ltd. | 44,450 | 168,947 | ||
KPR Mill, Ltd. | 4,298 | 109,894 | |||
* | KRBL, Ltd. | 8,804 | 32,583 | ||
KSB, Ltd. | 2,171 | 33,968 | |||
* | LA Opala RG, Ltd. | 5,178 | 19,406 | ||
Lakshmi Machine Works, Ltd. | 497 | 58,294 | |||
Laurus Labs, Ltd. | 85,029 | 740,611 | |||
* | LG Balakrishnan & Bros, Ltd. | 2,269 | 15,813 | ||
LIC Housing Finance, Ltd. | 88,311 | 488,383 | |||
Linde India, Ltd. | 1,574 | 37,267 | |||
LT Foods, Ltd. | 20,125 | 20,597 | |||
Lumax Auto Technologies, Ltd. | 8,072 | 18,289 | |||
Lupin, Ltd. | 42,136 | 629,322 | |||
LUX Industries, Ltd. | 1,356 | 76,009 | |||
Mahanagar Gas, Ltd. | 10,794 | 168,985 | |||
Maharashtra Scooters, Ltd. | 592 | 33,434 | |||
Mahindra & Mahindra, Ltd. | 95,721 | 960,270 | |||
* | Mahindra CIE Automotive, Ltd. | 14,522 | 52,946 | ||
* | Mahindra Lifespace Developers, Ltd. | 3,666 | 37,480 | ||
Mahindra Logistics, Ltd. | 3,294 | 33,216 | |||
* | Maithan Alloys, Ltd. | 714 | 11,192 | ||
Man Infraconstruction, Ltd. | 10,347 | 9,079 | |||
Manappuram Finance, Ltd. | 76,095 | 212,584 | |||
* | Mangalore Refinery & Petrochemicals, Ltd. | 16,296 | 9,793 | ||
Marico, Ltd. | 172,010 | 1,266,180 | |||
Marksans Pharma, Ltd. | 60,249 | 66,366 | |||
Maruti Suzuki India, Ltd. | 7,173 | 675,526 | |||
* | MAS Financial Services, Ltd. | 2,038 | 22,518 | ||
Mastek, Ltd. | 1,601 | 56,011 | |||
* | Max Financial Services, Ltd. | 35,655 | 537,582 | ||
* | Max Healthcare Institute, Ltd. | 26,141 | 105,039 | ||
Mayur Uniquoters, Ltd. | 4,564 | 31,325 | |||
* | Meghmani Finechem, Ltd. | 2,456 | 33,449 | ||
Meghmani Organics, Ltd. | 26,124 | 15,085 | |||
Metropolis Healthcare, Ltd. | 6,475 | 248,130 | |||
Minda Corp., Ltd. | 6,111 | 11,405 | |||
Minda Industries, Ltd. | 7,008 | 71,164 | |||
Mindtree, Ltd. | 18,597 | 715,846 | |||
Mishra Dhatu Nigam, Ltd. | 3,855 | 9,841 | |||
* | Motherson Sumi Systems, Ltd. | 99,666 | 314,583 | ||
Motilal Oswal Financial Services, Ltd. | 6,952 | 88,234 | |||
Mphasis, Ltd. | 28,724 | 1,008,591 | |||
MRF, Ltd. | 159 | 171,414 | |||
Multi Commodity Exchange of India, Ltd. | 913 | 19,596 | |||
Muthoot Finance, Ltd. | 39,151 | 818,758 | |||
Natco Pharma, Ltd. | 6,252 | 85,526 | |||
* | National Fertilizers, Ltd. | 23,497 | 20,348 | ||
Navin Fluorine International, Ltd. | 3,715 | 183,041 | |||
* | Navneet Education, Ltd. | 15,738 | 21,172 | ||
NBCC India, Ltd. | 74,349 | 51,615 | |||
NCC, Ltd. | 107,839 | 127,414 | |||
* | NESCO, Ltd. | 2,189 | 17,958 | ||
Neuland Laboratories, Ltd. | 1,060 | 28,261 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Newgen Software Technologies, Ltd. | 3,206 | $26,098 | |||
NHPC, Ltd. | 39,118 | 13,840 | |||
NIIT, Ltd. | 25,831 | 112,329 | |||
Nilkamal, Ltd. | 2,078 | 72,664 | |||
NOCIL, Ltd. | 18,181 | 64,236 | |||
Novartis India, Ltd. | 1,266 | 16,350 | |||
* | NRB Bearings, Ltd. | 9,283 | 17,469 | ||
Nucleus Software Exports, Ltd. | 2,543 | 23,189 | |||
* | Oberoi Realty, Ltd. | 30,880 | 278,785 | ||
* | Olectra Greentech, Ltd. | 4,078 | 16,669 | ||
* | Omaxe, Ltd. | 8,455 | 9,838 | ||
OnMobile Global, Ltd. | 15,797 | 29,400 | |||
Oracle Financial Services Software, Ltd. | 7,013 | 406,794 | |||
Orient Electric, Ltd. | 20,792 | 91,268 | |||
Orient Paper & Industries, Ltd. | 25,213 | 10,659 | |||
Oriental Aromatics, Ltd. | 1,776 | 21,965 | |||
Oriental Carbon & Chemicals, Ltd. | 1,909 | 28,988 | |||
Page Industries, Ltd. | 1,176 | 498,049 | |||
Paisalo Digital, Ltd. | 2,352 | 20,807 | |||
* | PC Jeweller, Ltd. | 36,823 | 12,135 | ||
Persistent Systems, Ltd. | 17,931 | 758,738 | |||
Petronet LNG, Ltd. | 220,988 | 652,129 | |||
Pfizer, Ltd. | 807 | 63,810 | |||
Phillips Carbon Black, Ltd. | 19,262 | 70,548 | |||
* | Phoenix Mills, Ltd. (The) | 7,311 | 84,256 | ||
PI Industries, Ltd. | 11,536 | 458,472 | |||
Pidilite Industries, Ltd. | 18,949 | 582,714 | |||
Piramal Enterprises, Ltd. | 7,781 | 243,478 | |||
* | PNB Housing Finance, Ltd. | 15,035 | 136,776 | ||
* | PNC Infratech, Ltd. | 22,005 | 92,691 | ||
* | Poly Medicure, Ltd. | 3,019 | 39,919 | ||
Polyplex Corp., Ltd. | 7,732 | 157,312 | |||
Power Finance Corp., Ltd. | 291,626 | 510,260 | |||
Power Grid Corp. of India, Ltd. | 193,706 | 445,948 | |||
Power Grid Corporation of India, Ltd. | 64,569 | 148,374 | |||
Power Mech Projects, Ltd. | 944 | 10,382 | |||
* | Praj Industries, Ltd. | 12,614 | 62,672 | ||
Prataap Snacks, Ltd. | 989 | 9,705 | |||
* | Prestige Estates Projects, Ltd. | 33,380 | 153,118 | ||
* | Pricol, Ltd. | 12,224 | 15,815 | ||
* | Prism Johnson, Ltd. | 14,790 | 27,505 | ||
Privi Speciality Chemicals, Ltd. | 1,278 | 27,370 | |||
Procter & Gamble Health, Ltd. | 1,075 | 78,175 | |||
Procter & Gamble Hygiene & Health Care, Ltd. | 1,819 | 310,398 | |||
* | PSP Projects, Ltd. | 1,462 | 9,106 | ||
PTC India, Ltd. | 102,268 | 141,631 | |||
* | Punjab & Sind Bank | 86,762 | 23,348 | ||
* | PVR, Ltd. | 8,819 | 166,525 | ||
Quess Corp., Ltd. | 17,850 | 210,228 | |||
Quick Heal Technologies, Ltd. | 4,305 | 17,600 | |||
Radico Khaitan, Ltd. | 18,038 | 219,597 | |||
Rain Industries, Ltd. | 41,989 | 146,501 | |||
Rajesh Exports, Ltd. | 13,874 | 115,624 | |||
Rallis India, Ltd. | 17,572 | 76,490 | |||
* | Ramco Systems, Ltd. | 1,185 | 8,485 | ||
* | Ramkrishna Forgings, Ltd. | 1,589 | 17,638 | ||
Rane Holdings, Ltd. | 1,032 | 10,307 | |||
Rashtriya Chemicals & Fertilizers, Ltd. | 52,545 | 59,590 | |||
* | Ratnamani Metals & Tubes, Ltd. | 2,156 | 62,850 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
* | RattanIndia Power, Ltd. | 424,341 | $37,259 | ||
* | Raymond, Ltd. | 7,169 | 42,503 | ||
* | RBL Bank, Ltd. | 51,085 | 132,945 | ||
REC, Ltd. | 233,985 | 479,814 | |||
Redington India, Ltd. | 77,403 | 342,417 | |||
* | Relaxo Footwears, Ltd. | 10,138 | 156,544 | ||
Rhi Magnesita India, Ltd. | 2,346 | 11,058 | |||
* | RP-SG Business Process Services, Ltd. | 2,907 | 28,094 | ||
* | RSWM, Ltd. | 2,292 | 12,310 | ||
* | Sadbhav Engineering, Ltd. | 9,197 | 8,676 | ||
Sagar Cements, Ltd. | 729 | 12,854 | |||
Sanofi India, Ltd. | 1,278 | 143,235 | |||
Sasken Technologies, Ltd. | 786 | 13,802 | |||
* | Savita Oil Technologies, Ltd. | 1,776 | 35,575 | ||
SBI Life Insurance Co., Ltd. | 42,685 | 638,696 | |||
Schaeffler India, Ltd. | 1,159 | 108,157 | |||
* | Schneider Electric Infrastructure, Ltd. | 8,940 | 16,735 | ||
SH Kelkar & Co., Ltd. | 22,503 | 51,362 | |||
* | Shankara Building Products, Ltd. | 1,216 | 10,671 | ||
Sharda Cropchem, Ltd. | 6,206 | 29,052 | |||
* | Sheela Foam, Ltd. | 2,057 | 66,117 | ||
* | Shilpa Medicare, Ltd. | 7,105 | 60,376 | ||
* | Shoppers Stop, Ltd. | 8,764 | 31,488 | ||
* | Shree Renuka Sugars, Ltd. | 99,872 | 46,183 | ||
Shriram City Union Finance, Ltd. | 2,754 | 68,789 | |||
Shriram Transport Finance Co., Ltd. | 43,064 | 811,770 | |||
Siemens, Ltd. | 9,906 | 259,910 | |||
* | SIS, Ltd. | 6,753 | 43,761 | ||
SKF India, Ltd. | 3,480 | 134,152 | |||
* | Snowman Logistics, Ltd. | 32,403 | 22,127 | ||
Sobha, Ltd. | 8,551 | 68,392 | |||
Solar Industries India, Ltd. | 6,085 | 139,851 | |||
Solara Active Pharma Sciences, Ltd. | 2,392 | 52,829 | |||
Somany Ceramics, Ltd. | 1,375 | 12,961 | |||
Somany Home Innovation, Ltd. | 1,816 | 9,022 | |||
Sonata Software, Ltd. | 26,973 | 280,585 | |||
SRF, Ltd. | 8,107 | 944,814 | |||
* | Star Cement, Ltd. | 13,188 | 19,759 | ||
Sterlite Technologies, Ltd. | 43,355 | 170,205 | |||
Strides Pharma Science, Ltd. | 13,748 | 142,500 | |||
Subex, Ltd. | 108,975 | 91,058 | |||
Subros, Ltd. | 3,640 | 16,096 | |||
Sudarshan Chemical Industries | 7,212 | 72,799 | |||
Sun Pharmaceutical Industries, Ltd. | 84,090 | 875,131 | |||
Sun TV Network, Ltd. | 24,535 | 189,591 | |||
Sundaram Finance, Ltd. | 11,034 | 383,689 | |||
Sundaram-Clayton, Ltd. | 1,163 | 56,965 | |||
Sundram Fasteners, Ltd. | 13,586 | 139,373 | |||
Sunteck Realty, Ltd. | 6,996 | 35,755 | |||
Suprajit Engineering, Ltd. | 6,190 | 27,998 | |||
Supreme Industries, Ltd. | 15,459 | 436,501 | |||
Supreme Petrochem, Ltd. | 1,034 | 9,999 | |||
Suven Pharmaceuticals, Ltd. | 8,138 | 55,440 | |||
* | Suvidhaa Infoserve, Ltd. | 4,239 | 1,362 | ||
Swaraj Engines, Ltd. | 1,681 | 40,643 | |||
Symphony, Ltd. | 1,436 | 18,287 | |||
* | Syngene International, Ltd. | 38,009 | 325,788 | ||
* | TAKE Solutions, Ltd. | 12,235 | 10,442 | ||
Tamil Nadu Newsprint & Papers, Ltd. | 11,188 | 23,142 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Tamilnadu Petroproducts, Ltd. | 13,419 | $24,176 | |||
Tanla Platforms, Ltd. | 13,328 | 172,191 | |||
Tata Communications, Ltd. | 7,029 | 136,715 | |||
Tata Consultancy Services, Ltd. | 90,562 | 3,861,295 | |||
Tata Consumer Products, Ltd. | 118,833 | 1,206,958 | |||
Tata Elxsi, Ltd. | 10,858 | 618,278 | |||
Tata Metaliks, Ltd. | 1,238 | 22,054 | |||
* | Tata Motors, Ltd. | 438,199 | 1,737,990 | ||
TCI Express, Ltd. | 999 | 20,458 | |||
* | TCNS Clothing Co., Ltd. | 3,918 | 30,959 | ||
Tech Mahindra, Ltd. | 128,155 | 2,083,088 | |||
Techno Electric & Engineering Co., Ltd. | 18,592 | 75,026 | |||
* | Tejas Networks, Ltd. | 13,442 | 46,347 | ||
Texmaco Rail & Engineering, Ltd. | 44,201 | 21,276 | |||
Thermax, Ltd. | 5,047 | 96,526 | |||
Thirumalai Chemicals, Ltd. | 23,745 | 62,547 | |||
* | Thomas Cook India, Ltd. | 16,689 | 13,900 | ||
Thyrocare Technologies, Ltd. | 4,090 | 72,063 | |||
Tide Water Oil Co. India, Ltd. | 890 | 37,251 | |||
Tide Water Oil Co., India, Ltd. | 890 | 37,379 | |||
Time Technoplast, Ltd. | 45,472 | 50,296 | |||
Timken India, Ltd. | 4,451 | 93,944 | |||
Tinplate Co. of India, Ltd. (The) | 5,495 | 19,163 | |||
* | Titagarh Wagons, Ltd. | 21,133 | 22,673 | ||
Titan Co., Ltd. | 35,413 | 820,480 | |||
Torrent Pharmaceuticals, Ltd. | 9,832 | 406,615 | |||
* | Tourism Finance Corp. of India, Ltd. | 10,154 | 10,071 | ||
Transport Corp. of India, Ltd. | 5,905 | 33,552 | |||
Trent, Ltd. | 10,087 | 125,895 | |||
Trident, Ltd. | 222,937 | 62,011 | |||
* | Triveni Engineering & Industries, Ltd. | 10,696 | 27,024 | ||
* | Triveni Turbine, Ltd. | 15,426 | 25,560 | ||
TTK Prestige, Ltd. | 595 | 69,729 | |||
Tube Investments of India, Ltd. | 6,223 | 93,645 | |||
* | TV18 Broadcast, Ltd. | 178,685 | 93,911 | ||
TVS Motor Co., Ltd. | 51,259 | 401,507 | |||
* | TVS Srichakra, Ltd. | 787 | 22,920 | ||
Uflex, Ltd. | 10,234 | 75,103 | |||
Ujjivan Financial Services, Ltd. | 5,091 | 16,470 | |||
* | Unitech, Ltd. | 209,369 | 5,366 | ||
United Breweries, Ltd. | 5,896 | 113,191 | |||
* | United Spirits, Ltd. | 36,673 | 317,010 | ||
UPL, Ltd. | 195,104 | 2,116,243 | |||
* | VA Tech Wabag, Ltd. | 9,891 | 49,086 | ||
Vaibhav Global, Ltd. | 8,415 | 94,044 | |||
Vakrangee, Ltd. | 159,662 | 77,744 | |||
Valiant Organics, Ltd. | 535 | 9,986 | |||
* | Vardhman Textiles, Ltd. | 5,131 | 131,424 | ||
* | Varroc Engineering, Ltd. | 2,039 | 9,287 | ||
Varun Beverages, Ltd. | 42,908 | 437,239 | |||
Vesuvius India, Ltd. | 2,177 | 38,596 | |||
V-Guard Industries, Ltd. | 21,842 | 73,271 | |||
Vinati Organics, Ltd. | 5,299 | 141,149 | |||
Vindhya Telelinks, Ltd. | 1,488 | 26,808 | |||
* | VIP Industries, Ltd. | 7,986 | 43,729 | ||
* | V-Mart Retail, Ltd. | 1,857 | 96,191 | ||
* | Vodafone Idea, Ltd. | 1,100,831 | 122,864 | ||
* | Voltamp Transformers, Ltd. | 896 | 18,693 | ||
Voltas, Ltd. | 19,857 | 283,303 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Welspun Enterprises, Ltd. | 17,519 | $24,987 | |||
* | West Coast Paper Mills, Ltd. | 10,620 | 37,382 | ||
Wheels India, Ltd. | 1,591 | 17,997 | |||
Whirlpool of India, Ltd. | 6,335 | 187,195 | |||
Wipro, Ltd. | 137,230 | 1,082,678 | |||
* | Wockhardt, Ltd. | 9,984 | 71,152 | ||
* | Wonderla Holidays, Ltd. | 6,246 | 20,586 | ||
* | Yes Bank, Ltd. | 108,012 | 18,617 | ||
Zee Entertainment Enterprises, Ltd. | 204,321 | 558,482 | |||
Zensar Technologies, Ltd. | 18,152 | 101,594 | |||
Zydus Wellness, Ltd. | 1,965 | 57,465 | |||
TOTAL INDIA | 114,781,855 | ||||
INDONESIA — (0.9%) | |||||
Ace Hardware Indonesia Tbk PT | 1,228,400 | 112,214 | |||
Adhi Karya Persero Tbk PT | 501,300 | 23,754 | |||
* | Adi Sarana Armada Tbk PT | 313,800 | 52,102 | ||
* | Agung Semesta Sejahtera Tbk PT | 344,900 | 1,192 | ||
* | Alam Sutera Realty Tbk PT | 2,532,800 | 27,336 | ||
Arwana Citramulia Tbk PT | 661,900 | 34,554 | |||
Astra Otoparts Tbk PT | 111,600 | 8,183 | |||
Bank BTPN Syariah Tbk PT | 224,800 | 36,851 | |||
Bank Central Asia Tbk PT | 319,700 | 659,975 | |||
Bank Mandiri Persero Tbk PT | 1,187,500 | 467,906 | |||
Bank Negara Indonesia Persero Tbk PT | 670,700 | 221,505 | |||
* | Bank Pan Indonesia Tbk PT | 341,300 | 17,216 | ||
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 592,800 | 50,234 | |||
Bank Pembangunan Daerah Jawa Timur Tbk PT | 276,200 | 13,275 | |||
Bank Rakyat Indonesia Persero Tbk PT | 2,374,900 | 609,272 | |||
* | Bank Tabungan Negara Persero Tbk PT | 597,400 | 54,301 | ||
Barito Pacific Tbk PT | 2,120,100 | 142,258 | |||
* | Bekasi Fajar Industrial Estate Tbk PT | 2,296,800 | 19,367 | ||
* | Bintang Oto Global Tbk PT | 233,500 | 22,121 | ||
BISI International Tbk PT | 170,900 | 13,161 | |||
* | Blue Bird Tbk PT | 152,000 | 11,457 | ||
* | Bumi Serpong Damai Tbk PT | 1,158,500 | 74,857 | ||
* | Capital Financial Indonesia Tbk PT | 723,600 | 20,121 | ||
Ciputra Development Tbk PT | 2,351,400 | 140,671 | |||
Elnusa Tbk PT | 509,600 | 9,229 | |||
Erajaya Swasembada Tbk PT | 3,413,900 | 155,934 | |||
* | FKS Food Sejahtera Tbk PT | 722,500 | 10,295 | ||
* | Gajah Tunggal Tbk PT | 272,300 | 14,702 | ||
* | Hanson International Tbk PT | 8,134,100 | 5,273 | ||
Harum Energy Tbk PT | 69,100 | 27,486 | |||
* | Indofarma Persero Tbk PT | 49,800 | 9,127 | ||
Indofood CBP Sukses Makmur Tbk PT | 297,900 | 167,261 | |||
Indofood Sukses Makmur Tbk PT | 1,179,000 | 495,589 | |||
Indomobil Sukses Internasional Tbk PT | 220,000 | 13,016 | |||
* | Indosat Tbk PT | 174,100 | 71,055 | ||
Industri Jamu Dan Farmasi Sido Muncul Tbk PT | 1,108,000 | 61,688 | |||
* | Inti Agri Resources Tbk PT | 550,900 | 357 | ||
* | Intiland Development Tbk PT | 880,700 | 9,939 | ||
Jasa Marga Persero Tbk PT | 571,600 | 155,800 | |||
Jaya Real Property Tbk PT | 709,100 | 22,274 | |||
Kalbe Farma Tbk PT | 5,459,000 | 475,778 | |||
* | KMI Wire & Cable Tbk PT | 229,100 | 5,324 | ||
* | Kresna Graha Investama Tbk PT | 1,622,300 | 18,406 | ||
Link Net Tbk PT | 207,000 | 65,856 | |||
* | Lippo Karawaci Tbk PT | 7,539,000 | 77,744 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
INDONESIA — (Continued) | |||||
* | Map Aktif Adiperkasa PT | 74,500 | $8,426 | ||
Mayora Indah Tbk PT | 778,900 | 118,404 | |||
* | Media Nusantara Citra Tbk PT | 2,670,100 | 145,883 | ||
* | Mega Manunggal Property Tbk PT | 494,600 | 24,980 | ||
* | Merdeka Copper Gold Tbk PT | 1,206,400 | 246,865 | ||
Metrodata Electronics Tbk PT | 291,800 | 53,061 | |||
* | Mitra Adiperkasa Tbk PT | 2,202,600 | 94,464 | ||
Mitra Keluarga Karyasehat Tbk PT | 411,800 | 73,768 | |||
Mitra Pinasthika Mustika Tbk PT | 193,500 | 9,446 | |||
* | MNC Vision Networks Tbk PT | 1,643,800 | 28,417 | ||
Nippon Indosari Corpindo Tbk PT | 140,600 | 13,120 | |||
Pabrik Kertas Tjiwi Kimia Tbk PT | 264,300 | 124,685 | |||
* | Pacific Strategic Financial Tbk PT | 424,900 | 24,523 | ||
* | Pakuwon Jati Tbk PT | 1,464,400 | 40,532 | ||
* | Panin Financial Tbk PT | 2,781,700 | 34,859 | ||
* | Paninvest Tbk PT | 332,500 | 17,471 | ||
* | Pollux Properti Indonesia Tbk PT | 45,400 | 11,041 | ||
* | Pool Advista Indonesia Tbk PT | 64,100 | 42 | ||
* | PP Persero Tbk PT | 642,300 | 37,346 | ||
Puradelta Lestari Tbk PT | 2,682,000 | 35,286 | |||
Ramayana Lestari Sentosa Tbk PT | 780,900 | 34,041 | |||
* | Rimo International Lestari Tbk PT | 3,949,000 | 2,560 | ||
Sarana Menara Nusantara Tbk PT | 4,637,000 | 469,718 | |||
Sariguna Primatirta Tbk PT | 464,300 | 14,701 | |||
Selamat Sempurna Tbk PT | 271,800 | 25,465 | |||
Siloam International Hospitals Tbk PT | 55,500 | 31,946 | |||
* | Smartfren Telecom Tbk PT | 10,367,800 | 107,473 | ||
Sri Rejeki Isman Tbk PT | 1,498,800 | 15,130 | |||
Sumber Alfaria Trijaya Tbk PT | 1,480,600 | 138,160 | |||
* | Summarecon Agung Tbk PT | 2,097,845 | 108,884 | ||
* | Surya Citra Media Tbk PT | 1,950,200 | 310,247 | ||
* | Surya Esa Perkasa Tbk PT | 995,400 | 30,414 | ||
* | Surya Semesta Internusa Tbk PT | 1,357,500 | 46,766 | ||
Telkom Indonesia Persero Tbk PT | 826,500 | 185,267 | |||
Telkom Indonesia Persero Tbk PT, Sponsored ADR | 11,298 | 252,510 | |||
Tempo Scan Pacific Tbk PT | 140,500 | 14,187 | |||
Tower Bersama Infrastructure Tbk PT | 1,092,900 | 242,748 | |||
* | Trada Alam Minera Tbk PT | 1,606,700 | 1,041 | ||
Transcoal Pacific Tbk PT | 91,000 | 57,105 | |||
Ultrajaya Milk Industry & Trading Co. Tbk PT | 1,229,800 | 130,151 | |||
Unilever Indonesia Tbk PT | 884,600 | 258,379 | |||
* | Waskita Beton Precast Tbk PT | 2,650,700 | 24,012 | ||
* | Waskita Karya Persero Tbk PT | 1,152,400 | 69,749 | ||
Wijaya Karya Bangunan Gedung Tbk PT | 675,300 | 7,987 | |||
Wijaya Karya Beton Tbk PT | 1,541,400 | 24,315 | |||
Wijaya Karya Persero Tbk PT | 761,600 | 48,494 | |||
XL Axiata Tbk PT | 613,300 | 114,172 | |||
TOTAL INDONESIA | 8,614,257 | ||||
MALAYSIA — (1.2%) | |||||
Aeon Co. M Bhd | 138,700 | 42,729 | |||
AEON Credit Service M Bhd | 21,100 | 59,827 | |||
AFFIN Bank Bhd | 47,767 | 18,907 | |||
Ajinomoto Malaysia Bhd | 4,200 | 15,799 | |||
Alliance Bank Malaysia Bhd | 156,300 | 88,453 | |||
Allianz Malaysia Bhd | 10,400 | 31,426 | |||
AMMB Holdings Bhd | 192,600 | 130,065 | |||
Apex Healthcare Bhd | 13,800 | 9,551 | |||
Astro Malaysia Holdings Bhd | 227,500 | 56,602 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
MALAYSIA — (Continued) | |||||
ATA IMS Bhd | 57,800 | $33,876 | |||
#* | Berjaya Corp. Bhd | 448,760 | 29,241 | ||
* | Berjaya Land Bhd | 294,800 | 18,873 | ||
# | Berjaya Sports Toto Bhd | 149,379 | 69,038 | ||
* | Bermaz Auto Bhd | 150,400 | 53,801 | ||
# | BIMB Holdings Bhd | 95,400 | 84,721 | ||
#* | Boustead Holdings Bhd | 85,100 | 12,008 | ||
* | Bumi Armada Bhd | 207,000 | 20,807 | ||
# | Cahya Mata Sarawak Bhd | 104,300 | 27,687 | ||
Carlsberg Brewery Malaysia Bhd, Class B | 31,600 | 158,860 | |||
CB Industrial Product Holding Bhd | 35,400 | 10,481 | |||
CIMB Group Holdings Bhd | 188,535 | 198,679 | |||
# | Comfort Glove Bhd | 158,500 | 69,888 | ||
D&O Green Technologies Bhd | 157,400 | 197,807 | |||
Daibochi Bhd | 17,100 | 8,750 | |||
Datasonic Group Bhd | 343,300 | 37,440 | |||
* | Dayang Enterprise Holdings Bhd | 169,420 | 42,873 | ||
Dialog Group Bhd | 478,500 | 311,790 | |||
DRB-Hicom Bhd | 241,900 | 95,664 | |||
Dufu Technology Corp. Bhd | 55,900 | 59,624 | |||
# | Duopharma Biotech Bhd | 77,918 | 52,812 | ||
Dutch Lady Milk Industries Bhd | 2,500 | 19,611 | |||
Ekovest BHD | 334,600 | 32,118 | |||
Formosa Prosonic Industries Bhd | 29,200 | 18,240 | |||
Foundpac Group Bhd | 94,300 | 18,772 | |||
Fraser & Neave Holdings Bhd | 35,500 | 208,723 | |||
Frontken Corp. Bhd | 184,200 | 141,888 | |||
Gabungan AQRS Bhd | 59,500 | 7,334 | |||
Gadang Holdings Bhd | 60,900 | 5,412 | |||
* | Gamuda Bhd | 464,415 | 308,191 | ||
Gas Malaysia Bhd | 52,900 | 33,237 | |||
GD Express Carrier Bhd | 81,200 | 6,257 | |||
Genting Malaysia Bhd | 250,500 | 163,694 | |||
George Kent Malaysia Bhd | 106,500 | 17,666 | |||
# | Globetronics Technology Bhd | 139,600 | 70,142 | ||
* | Green Packet Bhd | 212,100 | 11,063 | ||
# | Guan Chong Bhd | 76,000 | 50,433 | ||
Hai-O Enterprise Bhd | 19,834 | 9,449 | |||
# | HAP Seng Consolidated Bhd | 20,800 | 37,962 | ||
# | Hartalega Holdings Bhd | 190,600 | 318,029 | ||
# | Heineken Malaysia Bhd | 32,700 | 173,760 | ||
# | Hengyuan Refining Co. Bhd | 31,700 | 32,404 | ||
HeveaBoard Bhd | 59,900 | 6,459 | |||
# | Hong Leong Bank Bhd | 11,000 | 46,930 | ||
Hong Leong Financial Group Bhd | 23,500 | 95,930 | |||
Hong Leong Industries Bhd | 20,200 | 43,489 | |||
Hup Seng Industries Bhd | 52,600 | 11,961 | |||
IHH Healthcare Bhd | 42,100 | 56,279 | |||
IJM Corp. Bhd | 530,700 | 232,714 | |||
IOI Properties Group Bhd | 77,000 | 20,636 | |||
#* | JAKS Resources Bhd | 487,500 | 56,622 | ||
# | JHM Consolidation Bhd | 67,500 | 36,486 | ||
Kelington Group Bhd | 66,400 | 19,499 | |||
Kenanga Investment Bank Bhd | 64,500 | 19,430 | |||
Kerjaya Prospek Group Bhd | 130,895 | 36,588 | |||
* | KNM Group Bhd | 1,071,400 | 44,361 | ||
# | Kossan Rubber Industries | 351,000 | 287,811 | ||
# | KPJ Healthcare Bhd | 187,000 | 47,861 | ||
* | LBS Bina Group Bhd | 93,730 | 9,893 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
MALAYSIA — (Continued) | |||||
Leong Hup International Bhd | 247,400 | $40,450 | |||
Lii Hen Industries Bhd | 23,500 | 16,527 | |||
# | Lingkaran Trans Kota Holdings Bhd | 35,300 | 30,616 | ||
Lotte Chemical Titan Holding Bhd | 127,315 | 79,041 | |||
LPI Capital Bhd | 49,200 | 161,441 | |||
Luxchem Corp. Bhd | 117,200 | 19,992 | |||
Magni-Tech Industries Bhd | 50,166 | 25,928 | |||
Magnum Bhd | 75,245 | 35,321 | |||
# | Mah Sing Group Bhd | 109,900 | 22,045 | ||
Malayan Banking Bhd | 100,989 | 191,745 | |||
* | Malaysia Airports Holdings Bhd | 102,500 | 140,443 | ||
# | Malaysia Building Society Bhd | 469,531 | 65,117 | ||
Malaysian Pacific Industries Bhd | 19,300 | 203,535 | |||
# | Malaysian Resources Corp. Bhd | 595,329 | 54,323 | ||
Matrix Concepts Holdings Bhd | 100,900 | 47,837 | |||
MBM Resources BHD | 18,900 | 14,068 | |||
# | Mega First Corp. Bhd | 132,600 | 111,445 | ||
# | MMC Corp. Bhd | 126,000 | 52,268 | ||
# | MNRB Holdings Bhd | 49,400 | 15,120 | ||
Muhibbah Engineering M Bhd | 92,800 | 20,011 | |||
My EG Services Bhd | 789,097 | 310,492 | |||
N2N Connect Bhd | 53,400 | 9,749 | |||
* | Notion VTEC Bhd | 56,400 | 7,897 | ||
OSK Holdings Bhd | 267,600 | 53,636 | |||
# | Padini Holdings Bhd | 84,100 | 56,005 | ||
Paramount Corp. Bhd | 90,300 | 16,806 | |||
# | Pentamaster Corp. Bhd | 150,150 | 188,512 | ||
Perak Transit Bhd | 39,466 | 5,752 | |||
PESTECH International Bhd | 102,900 | 21,582 | |||
# | Petron Malaysia Refining & Marketing Bhd | 24,600 | 24,169 | ||
Petronas Dagangan Bhd | 49,300 | 214,929 | |||
#* | Pos Malaysia Bhd | 59,400 | 10,913 | ||
# | Power Root Bhd | 23,600 | 7,322 | ||
PPB Group Bhd | 40,300 | 172,782 | |||
Press Metal Aluminium Holdings Bhd | 122,700 | 140,161 | |||
Public Bank Bhd | 1,038,700 | 979,908 | |||
# | Ranhill Utilities Bhd | 81,200 | 13,180 | ||
* | Revenue Group Bhd | 69,500 | 30,977 | ||
RHB Bank Bhd | 196,304 | 237,785 | |||
#* | Rubberex Corp. M Bhd | 41,000 | 8,211 | ||
Sam Engineering & Equipment M Bhd | 8,600 | 22,011 | |||
* | Sapura Energy Bhd | 2,096,200 | 61,980 | ||
Scientex Bhd | 202,200 | 200,368 | |||
# | Serba Dinamik Holdings Bhd | 555,150 | 51,900 | ||
Sime Darby Bhd | 376,300 | 191,722 | |||
Sime Darby Property Bhd | 384,900 | 55,233 | |||
Solarvest Holdings Bhd | 58,700 | 19,338 | |||
* | SP Setia Bhd Group | 347,664 | 84,772 | ||
Sunway Bhd | 328,700 | 132,549 | |||
Sunway Construction Group Bhd | 25,200 | 9,435 | |||
# | Supermax Corp. Bhd | 421,511 | 326,657 | ||
# | Syarikat Takaful Malaysia Keluarga Bhd | 103,200 | 105,373 | ||
Taliworks Corp. Bhd | 120,500 | 24,272 | |||
Telekom Malaysia Bhd | 160,800 | 226,347 | |||
TIME dotCom Bhd | 41,200 | 140,578 | |||
* | Tropicana Corp. Bhd | 71,896 | 15,484 | ||
* | Tune Protect Group Bhd | 79,400 | 7,625 | ||
# | Uchi Technologies Bhd | 66,700 | 49,029 | ||
* | UEM Edgenta Bhd | 53,500 | 20,158 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
MALAYSIA — (Continued) | |||||
#* | UEM Sunrise Bhd | 197,400 | $18,013 | ||
UMW Holdings Bhd | 67,500 | 46,228 | |||
UOA Development Bhd | 108,900 | 40,999 | |||
UWC BHD | 58,600 | 79,814 | |||
* | Velesto Energy Bhd | 705,900 | 23,360 | ||
* | Vinvest Capital Holdings Bhd | 117,200 | 11,940 | ||
ViTrox Corp. Bhd | 27,800 | 124,476 | |||
VS Industry Bhd | 468,000 | 152,988 | |||
#* | WCT Holdings Bhd | 326,014 | 40,174 | ||
Wellcall Holdings Bhd | 99,500 | 23,464 | |||
Westports Holdings Bhd | 115,100 | 110,756 | |||
Yinson Holdings Bhd | 136,000 | 154,097 | |||
YNH Property Bhd | 46,800 | 29,953 | |||
YTL Power International Bhd | 78,131 | 12,864 | |||
TOTAL MALAYSIA | 11,277,411 | ||||
MEXICO — (1.6%) | |||||
ALEATICA S.A.B. de C.V. | 8,989 | 9,257 | |||
Alpek S.A.B. de C.V. | 140,094 | 173,761 | |||
#* | Alsea S.A.B. de C.V. | 76,800 | 154,941 | ||
America Movil S.A.B. de C.V. | 1,164,330 | 973,870 | |||
America Movil S.A.B. de C.V., Sponsored ADR, Class L | 59,205 | 985,763 | |||
Arca Continental S.A.B. de C.V. | 49,666 | 303,117 | |||
Banco del Bajio SA | 123,465 | 220,431 | |||
Becle S.A.B. de C.V. | 47,500 | 118,307 | |||
Bolsa Mexicana de Valores S.A.B. de C.V. | 40,107 | 82,284 | |||
Coca-Cola Femsa S.A.B. de C.V., Sponsored ADR | 2,506 | 141,764 | |||
Coca-Cola Femsa S.A.B. de C.V. | 29,140 | 164,684 | |||
* | Consorcio ARA S.A.B. de C.V. | 434,433 | 103,009 | ||
#* | Credito Real S.A.B. de C.V. Sofom ER | 64,783 | 56,138 | ||
El Puerto de Liverpool S.A.B. de C.V., Class C1 | 30,351 | 143,779 | |||
# | Fomento Economico Mexicano S.A.B. de C.V. | 97,664 | 851,274 | ||
Fomento Economico Mexicano S.A.B. de C.V., Sponsored ADR | 1,140 | 99,602 | |||
#* | Genomma Lab Internacional S.A.B. de C.V., Class B | 405,391 | 392,637 | ||
# | Gruma S.A.B. de C.V., Class B | 44,591 | 480,760 | ||
* | Grupo Aeroportuario del Centro Norte S.A.B. de C.V., Class B | 33,805 | 205,959 | ||
Grupo Aeroportuario del Pacifico S.A.B. de C.V., Class B | 82,550 | 944,299 | |||
* | Grupo Aeroportuario del Sureste S.A.B. de C.V., ADR | 1,677 | 303,906 | ||
* | Grupo Aeroportuario del Sureste S.A.B. de C.V., Class B | 4,770 | 86,308 | ||
# | Grupo Bimbo S.A.B. de C.V., Class A | 223,488 | 513,300 | ||
Grupo Carso S.A.B. de C.V. | 18,402 | 59,663 | |||
Grupo Comercial Chedraui S.A. de C.V. | 116,989 | 186,183 | |||
Grupo Elektra S.A.B. de C.V. | 178 | 14,440 | |||
# | Grupo Financiero Banorte S.A.B. de C.V., Class O | 193,430 | 1,251,362 | ||
* | Grupo Financiero Inbursa S.A.B. de C.V., Class O | 365,985 | 352,449 | ||
* | Grupo GICSA SAB de C.V. | 33,334 | 5,509 | ||
Grupo Herdez S.A.B. de C.V. | 42,064 | 88,116 | |||
* | Grupo Hotelero Santa Fe S.A.B. de C.V. | 135,595 | 33,718 | ||
Grupo Industrial Saltillo S.A.B. de C.V. | 49,109 | 72,777 | |||
# | Grupo Lala S.A.B. de C.V. | 134,630 | 110,173 | ||
# | Grupo Rotoplas S.A.B. de C.V. | 61,243 | 99,404 | ||
Grupo Televisa S.A.B., Sponsored ADR | 2,371 | 32,127 | |||
Grupo Televisa S.A.B. | 309,547 | 838,625 | |||
* | Grupo Traxion S.A.B. de C.V. | 41,850 | 78,208 | ||
* | Industrias CH S.A.B. de C.V. | 11,751 | 105,065 | ||
* | Industrias Penoles S.A.B. de C.V. | 24,485 | 343,248 | ||
La Comer S.A.B. de C.V. | 97,165 | 194,757 | |||
Megacable Holdings S.A.B. de C.V. | 126,563 | 445,692 | |||
Orbia Advance Corp. S.A.B. de C.V. | 305,903 | 833,670 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
MEXICO — (Continued) | |||||
* | Organizacion Soriana S.A.B. de C.V., Class B | 37,341 | $35,660 | ||
Promotora y Operadora de Infraestructura S.A.B. de C.V. | 43,775 | 330,606 | |||
Promotora y Operadora de Infraestructura S.A.B. de C.V., Class L | 3,652 | 18,896 | |||
# | Qualitas Controladora S.A.B. de C.V. | 23,774 | 115,513 | ||
Regional S.A.B. de C.V. | 7,562 | 46,911 | |||
#* | Telesites S.A.B. de C.V. | 90,575 | 75,349 | ||
#* | Unifin Financiera S.A.B. de C.V. | 87,462 | 127,417 | ||
# | Wal-Mart de Mexico S.A.B. de C.V. | 458,800 | 1,511,490 | ||
TOTAL MEXICO | 14,916,178 | ||||
PERU — (0.0%) | |||||
* | Aenza SAA, Sponsored ADR | 4,168 | 7,252 | ||
* | Credicorp, Ltd. | 3,787 | 382,336 | ||
TOTAL PERU | 389,588 | ||||
PHILIPPINES — (0.4%) | |||||
* | 8990 Holdings, Inc. | 160,200 | 23,205 | ||
Alliance Global Group, Inc. | 771,700 | 156,966 | |||
Ayala Corp. | 2,870 | 41,925 | |||
Ayala Land, Inc. | 152,200 | 99,708 | |||
* | AyalaLand Logistics Holdings Corp. | 407,000 | 32,575 | ||
* | Bloomberry Resorts Corp. | 300,200 | 34,121 | ||
Cebu Landmasters, Inc. | 258,680 | 14,601 | |||
* | CEMEX Holdings Philippines, Inc. | 1,275,697 | 30,895 | ||
China Banking Corp. | 115,500 | 56,820 | |||
Cosco Capital, Inc. | 555,300 | 54,451 | |||
D&L Industries, Inc. | 827,600 | 132,561 | |||
DM Wenceslao and Associates, Inc. | 47,000 | 6,515 | |||
* | DoubleDragon Properties Corp. | 211,400 | 42,762 | ||
* | EEI Corp. | 14,700 | 2,235 | ||
Emperador, Inc. | 494,400 | 138,227 | |||
Filinvest Development Corp. | 39,100 | 6,048 | |||
Filinvest Land, Inc. | 2,267,000 | 50,394 | |||
Global Ferronickel Holdings, Inc. | 557,000 | 26,794 | |||
GT Capital Holdings, Inc. | 20,880 | 227,153 | |||
* | Integrated Micro-Electronics, Inc. | 206,100 | 36,718 | ||
International Container Terminal Services, Inc. | 190,190 | 591,633 | |||
JG Summit Holdings, Inc. | 101,853 | 114,137 | |||
Jollibee Foods Corp. | 43,620 | 165,794 | |||
LT Group, Inc. | 365,500 | 71,503 | |||
* | MacroAsia Corp. | 27,600 | 2,478 | ||
Manila Electric Co. | 10,430 | 55,367 | |||
* | Manila Water Co., Inc. | 131,100 | 42,506 | ||
* | Megawide Construction Corp. | 126,100 | 15,260 | ||
Megaworld Corp. | 2,412,900 | 134,014 | |||
Metropolitan Bank & Trust Co. | 324,129 | 278,818 | |||
Nickel Asia Corp. | 608,000 | 73,919 | |||
* | Petron Corp. | 844,100 | 51,477 | ||
Philex Mining Corp. | 221,400 | 27,196 | |||
* | Philippine National Bank | 63,540 | 25,563 | ||
Philippine Seven Corp. | 24,690 | 45,535 | |||
Philippine Stock Exchange, Inc. (The) | 130 | 584 | |||
* | Pilipinas Shell Petroleum Corp. | 107,400 | 39,324 | ||
PNB Holdings Corp. | 9,969 | 64 | |||
Premium Leisure Corp. | 695,000 | 5,577 | |||
Puregold Price Club, Inc. | 272,200 | 219,651 | |||
Rizal Commercial Banking Corp. | 34,700 | 13,859 | |||
Robinsons Land Corp. | 455,800 | 146,895 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
PHILIPPINES — (Continued) | |||||
Robinsons Retail Holdings, Inc. | 108,970 | $117,155 | |||
San Miguel Corp. | 48,280 | 100,471 | |||
Security Bank Corp. | 33,590 | 73,931 | |||
SM Investments Corp. | 9,360 | 170,649 | |||
Universal Robina Corp. | 53,830 | 136,507 | |||
Vista Land & Lifescapes, Inc. | 665,000 | 45,373 | |||
Vistamalls, Inc. | 23,100 | 1,778 | |||
Wilcon Depot, Inc. | 267,400 | 117,822 | |||
TOTAL PHILIPPINES | 4,099,514 | ||||
POLAND — (0.7%) | |||||
* | 11 bit studios SA | 239 | 29,768 | ||
AB SA | 2,365 | 35,813 | |||
* | Agora SA | 4,633 | 11,360 | ||
* | Alior Bank SA | 11,305 | 108,339 | ||
Alumetal SA | 2,255 | 35,007 | |||
Amica SA | 1,140 | 44,393 | |||
* | AmRest Holdings SE | 9,027 | 61,455 | ||
Apator SA | 4,975 | 31,351 | |||
ASBISc Enterprises P.L.C. | 9,052 | 53,521 | |||
Asseco Poland SA | 15,970 | 332,386 | |||
Asseco South Eastern Europe SA | 3,322 | 34,387 | |||
Auto Partner SA | 11,624 | 39,509 | |||
#* | Bank Ochrony Srodowiska SA | 5,571 | 11,278 | ||
* | Bank Polska Kasa Opieki SA | 7,363 | 179,829 | ||
* | Benefit Systems SA | 248 | 50,463 | ||
* | Bioton SA | 11,456 | 14,831 | ||
* | Boryszew SA | 21,148 | 18,560 | ||
Budimex SA | 3,500 | 265,302 | |||
* | CCC SA | 2,356 | 74,359 | ||
# | CD Projekt SA | 4,274 | 205,813 | ||
Celon Pharma SA | 1,863 | 18,530 | |||
Ciech SA | 7,885 | 97,929 | |||
ComArch SA | 1,063 | 75,316 | |||
Cyfrowy Polsat SA | 39,249 | 348,162 | |||
Develia SA | 68,631 | 60,389 | |||
* | Dino Polska SA | 5,859 | 469,061 | ||
Dom Development SA | 3,035 | 110,058 | |||
* | Erbud SA | 1,809 | 40,814 | ||
Fabryki Mebli Forte SA | 5,421 | 80,830 | |||
* | Famur SA | 57,607 | 32,942 | ||
* | Globe Trade Centre SA | 31,585 | 54,264 | ||
Grupa Kety SA | 2,905 | 523,742 | |||
Inter Cars SA | 1,879 | 199,941 | |||
Kernel Holding SA | 12,359 | 170,991 | |||
KGHM Polska Miedz SA | 11,191 | 565,043 | |||
KRUK SA | 1,515 | 119,114 | |||
LiveChat Software SA | 2,234 | 74,549 | |||
LPP SA | 144 | 517,950 | |||
* | Mabion SA | 916 | 14,953 | ||
* | mBank SA | 2,376 | 197,643 | ||
Mirbud SA | 10,035 | 12,064 | |||
Neuca SA | 284 | 64,863 | |||
NEWAG SA | 1,164 | 7,680 | |||
PlayWay SA | 84 | 9,561 | |||
#* | Polimex-Mostostal SA | 10,981 | 12,980 | ||
* | Powszechny Zaklad Ubezpieczen SA | 26,459 | 258,025 | ||
* | Santander Bank Polska SA | 2,110 | 140,446 | ||
Stalexport Autostrady SA | 24,162 | 23,323 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
POLAND — (Continued) | |||||
TEN Square Games SA | 764 | $108,491 | |||
Tim SA | 2,365 | 22,937 | |||
* | VRG SA | 39,196 | 36,162 | ||
Warsaw Stock Exchange | 3,626 | 40,923 | |||
Wawel SA | 65 | 10,088 | |||
Wirtualna Polska Holding SA | 967 | 30,749 | |||
TOTAL POLAND | 6,188,237 | ||||
QATAR — (0.6%) | |||||
Aamal Co. | 540,523 | 140,594 | |||
Al Khaleej Takaful Group QSC | 9,372 | 12,046 | |||
Al Khalij Commercial Bank PQSC | 114,376 | 68,124 | |||
Al Meera Consumer Goods Co. QSC | 35,144 | 193,771 | |||
Barwa Real Estate Co. | 170,831 | 143,415 | |||
Commercial Bank PSQC (The) | 182,978 | 276,791 | |||
Doha Bank QPSC | 74,458 | 60,379 | |||
Doha Insurance Co. QSC | 16,409 | 8,638 | |||
* | Gulf International Services QSC | 279,769 | 108,337 | ||
Gulf Warehousing Co. | 54,264 | 76,812 | |||
Industries Qatar QSC | 9,440 | 34,639 | |||
Mannai Corp. QSC | 30,057 | 30,684 | |||
Masraf Al Rayan QSC | 105,019 | 124,744 | |||
Mazaya Real Estate Development QPSC | 501,436 | 142,865 | |||
Medicare Group | 12,658 | 29,884 | |||
Mesaieed Petrochemical Holding Co. | 323,563 | 170,040 | |||
Ooredoo QPSC | 110,440 | 214,748 | |||
Qatar Fuel QSC | 71,805 | 353,894 | |||
Qatar Gas Transport Co., Ltd. | 143,568 | 119,517 | |||
Qatar Industrial Manufacturing Co. QSC | 27,514 | 21,457 | |||
* | Qatar Insurance Co. SAQ | 482,879 | 330,392 | ||
Qatar International Islamic Bank QSC | 132,365 | 334,793 | |||
Qatar Islamic Bank SAQ | 103,973 | 491,405 | |||
Qatar Islamic Insurance Group | 24,939 | 56,701 | |||
Qatar National Bank QPSC | 322,631 | 1,610,153 | |||
Qatar Navigation QSC | 38,670 | 79,013 | |||
United Development Co. QSC | 380,726 | 152,666 | |||
Vodafone Qatar QSC | 363,778 | 157,071 | |||
TOTAL QATAR | 5,543,573 | ||||
RUSSIA — (0.3%) | |||||
Etalon Group P.L.C., GDR | 30,193 | 49,577 | |||
Globaltrans Investment P.L.C., GDR | 19,351 | 152,099 | |||
* | Lenta P.L.C, GDR | 7,070 | 22,518 | ||
* | Mail.Ru Group, Ltd., GDR | 6,533 | 135,495 | ||
PhosAgro PJSC, GDR | 2,605 | 49,569 | |||
PhosAgro PJSC, GDR | 6,204 | 118,062 | |||
Polyus PJSC, GDR | 958 | 92,255 | |||
Polyus PJSC, GDR | 941 | 90,709 | |||
QIWI P.L.C., Sponsored ADR | 9,565 | 97,563 | |||
Ros Agro P.L.C., GDR | 8,192 | 119,439 | |||
Sberbank of Russia PJSC, Sponsored ADR | 47,251 | 786,327 | |||
Sberbank of Russia PJSC, Sponsored ADR | 44,470 | 739,536 | |||
VTB Bank PJSC, GDR | 102,771 | 134,219 | |||
X5 Retail Group NV, GDR | 14,465 | 468,377 | |||
TOTAL RUSSIA | 3,055,745 | ||||
SAUDI ARABIA — (2.6%) | |||||
Abdullah Al Othaim Markets Co. | 11,992 | 377,344 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SAUDI ARABIA — (Continued) | |||||
Advanced Petrochemical Co. | 26,423 | $522,706 | |||
* | Al Alamiya for Cooperative Insurance Co. | 1,530 | 13,355 | ||
Al Babtain Power & Telecommunication Co. | 4,478 | 48,180 | |||
* | Al Etihad Cooperative Insurance Co. | 2,567 | 16,635 | ||
Al Hammadi Co. for Development and Investment | 12,467 | 133,789 | |||
* | Al Hassan Ghazi Ibrahim Shaker Co. | 2,898 | 25,329 | ||
Al Moammar Information Systems Co. | 3,168 | 130,279 | |||
Al Rajhi Bank | 95,840 | 2,835,449 | |||
* | Al Rajhi Co. for Co-operative Insurance | 5,314 | 129,909 | ||
* | AlAbdullatif Industrial Investment Co. | 3,860 | 36,555 | ||
Alandalus Property Co. | 7,249 | 58,600 | |||
Aldrees Petroleum and Transport Services Co. | 14,422 | 262,271 | |||
Alinma Bank | 138,372 | 800,743 | |||
* | Allianz Saudi Fransi Cooperative Insurance Co. | 2,839 | 20,240 | ||
Arab National Bank | 34,791 | 208,533 | |||
Arabian Centres Co., Ltd. | 11,519 | 77,969 | |||
* | Arabian Shield Cooperative Insurance Co. | 3,144 | 20,056 | ||
Arriyadh Development Co. | 6,658 | 51,055 | |||
* | Aseer Trading Tourism & Manufacturing Co. | 8,236 | 57,342 | ||
Astra Industrial Group | 14,037 | 175,807 | |||
* | AXA Cooperative Insurance Co. | 3,559 | 40,677 | ||
* | Bank AlBilad | 68,465 | 669,786 | ||
* | Bank Al-Jazira | 99,089 | 511,191 | ||
Banque Saudi Fransi | 21,700 | 214,294 | |||
* | Basic Chemical Industries, Ltd. | 1,702 | 18,861 | ||
Bawan Co. | 7,386 | 78,455 | |||
Bupa Arabia for Cooperative Insurance Co. | 16,365 | 601,778 | |||
Co. for Cooperative Insurance (The) | 16,424 | 369,442 | |||
Dallah Healthcare Co. | 4,466 | 91,981 | |||
* | Dar Al Arkan Real Estate Development Co. | 170,303 | 478,099 | ||
Electrical Industries Co. | 2,748 | 25,461 | |||
* | Emaar Economic City | 96,925 | 350,816 | ||
Etihad Etisalat Co. | 77,219 | 663,220 | |||
Fitaihi Holding Group | 1,236 | 11,290 | |||
Halwani Brothers Co. | 2,941 | 81,747 | |||
Herfy Food Services Co. | 3,218 | 57,346 | |||
Jarir Marketing Co. | 14,321 | 768,178 | |||
* | Leejam Sports Co. JSC | 1,670 | 33,382 | ||
Maharah Human Resources Co., Ltd. | 7,074 | 144,489 | |||
* | Malath Cooperative Insurance Co. | 3,324 | 30,221 | ||
* | Mediterranean & Gulf Insurance & Reinsurance Co. (The) | 3,250 | 21,853 | ||
* | Methanol Chemicals Co. | 4,285 | 34,515 | ||
* | Middle East Healthcare Co. | 4,887 | 49,876 | ||
* | Middle East Paper Co. | 8,991 | 91,026 | ||
* | Mobile Telecommunications Co. Saudi Arabia | 90,128 | 340,908 | ||
Mouwasat Medical Services Co. | 10,470 | 503,645 | |||
* | Nama Chemicals Co. | 3,503 | 45,105 | ||
* | National Agriculture Development Co. (The) | 7,792 | 81,474 | ||
* | National Co., for Glass Manufacturing (The) | 10,047 | 114,006 | ||
National Co., for Learning & Education | 839 | 14,005 | |||
National Gas & Industrialization Co. | 4,353 | 51,977 | |||
National Medical Care Co. | 3,863 | 72,491 | |||
National Petrochemical Co. | 11,720 | 144,839 | |||
* | Rabigh Refining & Petrochemical Co. | 51,759 | 356,447 | ||
Riyad Bank | 72,744 | 509,111 | |||
SABIC Agri-Nutrients Co. | 21,510 | 735,208 | |||
* | Saudi Arabian Mining Co. | 11,939 | 221,830 | ||
Saudi Automotive Services Co. | 6,110 | 58,933 | |||
Saudi Basic Industries Corp. | 8,716 | 280,354 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SAUDI ARABIA — (Continued) | |||||
* | Saudi British Bank (The) | 20,910 | $171,682 | ||
* | Saudi Ceramic Co. | 10,634 | 174,635 | ||
Saudi Chemical Co., Holding. | 10,454 | 115,736 | |||
Saudi Co. For Hardware CJSC | 6,478 | 122,835 | |||
* | Saudi Ground Services Co. | 4,861 | 45,221 | ||
Saudi Industrial Investment Group | 40,889 | 402,904 | |||
Saudi Industrial Services Co. | 7,491 | 96,992 | |||
Saudi Investment Bank (The) | 21,202 | 97,566 | |||
* | Saudi Kayan Petrochemical Co. | 171,580 | 885,372 | ||
* | Saudi Marketing Co. | 7,310 | 74,164 | ||
Saudi National Bank(The) | 157,120 | 2,306,978 | |||
Saudi Pharmaceutical Industries & Medical Appliances Corp. | 3,900 | 62,588 | |||
* | Saudi Printing & Packaging Co. | 6,278 | 50,649 | ||
* | Saudi Public Transport Co. | 7,835 | 56,443 | ||
* | Saudi Re for Cooperative Reinsurance Co. | 7,471 | 36,461 | ||
* | Saudi Real Estate Co. | 7,183 | 50,448 | ||
* | Saudi Research & Media Group | 13,426 | 632,501 | ||
Saudi Telecom Co. | 35,381 | 1,263,031 | |||
Saudia Dairy & Foodstuff Co. | 5,152 | 235,714 | |||
Savola Group (The) | 69,807 | 799,388 | |||
* | Seera Group Holding | 58,482 | 332,957 | ||
United Electronics Co. | 6,908 | 246,989 | |||
United International Transportation Co. | 9,496 | 121,855 | |||
Yanbu National Petrochemical Co. | 18,079 | 329,303 | |||
TOTAL SAUDI ARABIA | 23,682,875 | ||||
SOUTH AFRICA — (2.6%) | |||||
Advtech, Ltd. | 24,297 | 23,883 | |||
AECI, Ltd. | 30,304 | 206,354 | |||
Afrimat, Ltd. | 14,071 | 56,705 | |||
Alexander Forbes Group Holdings, Ltd. | 175,103 | 42,102 | |||
Allied Electronics Corp., Ltd., Class A | 70,082 | 50,701 | |||
Alviva Holdings, Ltd. | 18,425 | 16,481 | |||
Anglo American Platinum, Ltd. | 4,021 | 526,328 | |||
AngloGold Ashanti, Ltd. | 23,308 | 466,714 | |||
AngloGold Ashanti, Ltd., Sponsored ADR | 18,474 | 370,404 | |||
* | Aspen Pharmacare Holdings, Ltd. | 49,034 | 604,085 | ||
* | Aveng, Ltd. | 5,274,175 | 17,999 | ||
Barloworld, Ltd. | 48,772 | 359,803 | |||
* | Bid Corp., Ltd. | 60,257 | 1,323,480 | ||
Bidvest Group, Ltd. (The) | 60,135 | 820,371 | |||
* | Blue Label Telecoms, Ltd. | 146,716 | 45,378 | ||
#* | Brait P.L.C. | 103,172 | 20,177 | ||
Cashbuild, Ltd. | 4,133 | 75,075 | |||
Clicks Group, Ltd. | 49,572 | 897,407 | |||
Coronation Fund Managers, Ltd. | 45,762 | 151,224 | |||
DataTec, Ltd. | 71,287 | 114,547 | |||
Dis-Chem Pharmacies, Ltd. | 91,901 | 196,002 | |||
* | Discovery, Ltd. | 47,071 | 377,369 | ||
* | Distell Group Holdings, Ltd. | 14,401 | 167,942 | ||
* | Famous Brands, Ltd. | 4,317 | 16,219 | ||
* | Foschini Group, Ltd. (The) | 31,674 | 334,343 | ||
Gold Fields, Ltd. | 6,214 | 61,368 | |||
Gold Fields, Ltd., Sponsored ADR | 169,573 | 1,665,207 | |||
* | Grindrod Shipping Holdings, Ltd. | 2,134 | 21,324 | ||
Hudaco Industries, Ltd. | 9,126 | 79,795 | |||
Impala Platinum Holdings, Ltd. | 81,771 | 1,474,040 | |||
Imperial Logistics, Ltd. | 24,870 | 103,740 | |||
Investec, Ltd. | 34,939 | 130,356 |
Emerging Markets Sustainability Core 1
Portfolio
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Shares | Value» | ||||
SOUTH AFRICA — (Continued) | |||||
Invicta Holdings, Ltd. | 5,349 | $9,660 | |||
Italtile, Ltd. | 106,697 | 116,558 | |||
* | KAP Industrial Holdings, Ltd. | 315,095 | 85,144 | ||
Kumba Iron Ore, Ltd. | 11,613 | 616,120 | |||
Lewis Group, Ltd. | 9,835 | 25,823 | |||
* | Liberty Holdings, Ltd. | 23,904 | 134,001 | ||
Libstar Holdings, Ltd. | 50,632 | 23,124 | |||
* | Life Healthcare Group Holdings, Ltd. | 215,244 | 346,735 | ||
* | Long4Life, Ltd. | 101,070 | 28,992 | ||
* | Massmart Holdings, Ltd. | 28,257 | 111,146 | ||
Metair Investments, Ltd. | 21,936 | 36,142 | |||
MiX Telematics, Ltd., Sponsored ADR | 3,696 | 49,379 | |||
Momentum Metropolitan Holdings | 142,464 | 186,981 | |||
Motus Holdings, Ltd. | 45,438 | 264,076 | |||
Mpact, Ltd. | 55,728 | 94,194 | |||
Mr. Price Group, Ltd. | 30,464 | 453,054 | |||
MultiChoice Group, Ltd. | 91,912 | 761,147 | |||
* | Murray & Roberts Holdings, Ltd. | 69,768 | 47,436 | ||
* | Nampak, Ltd. | 160,499 | 30,714 | ||
Naspers, Ltd., Class N | 10,357 | 1,998,696 | |||
NEPI Rockcastle P.L.C. | 49,553 | 335,673 | |||
Ninety One, Ltd. | 10,455 | 32,305 | |||
* | Northam Platinum, Ltd. | 25,718 | 404,986 | ||
Old Mutual, Ltd. | 589,935 | 520,334 | |||
* | Omnia Holdings, Ltd. | 47,200 | 179,606 | ||
* | Pepkor Holdings, Ltd. | 124,545 | 178,047 | ||
Pick n Pay Stores, Ltd. | 40,523 | 144,549 | |||
PSG Group, Ltd. | 43,717 | 226,648 | |||
PSG Konsult, Ltd. | 151,180 | 112,251 | |||
Raubex Group, Ltd. | 26,464 | 51,365 | |||
Reunert, Ltd. | 37,486 | 121,395 | |||
RFG Holdings, Ltd. | 21,034 | 17,496 | |||
Royal Bafokeng Platinum, Ltd. | 22,698 | 179,742 | |||
Sanlam, Ltd. | 386,540 | 1,527,782 | |||
* | Sappi, Ltd. | 66,553 | 186,949 | ||
Sibanye Stillwater, Ltd. | 220,496 | 960,964 | |||
Sibanye Stillwater, Ltd., ADR | 5,805 | 100,775 | |||
SPAR Group, Ltd. (The) | 64,653 | 811,356 | |||
Standard Bank Group, Ltd. | 52,418 | 441,784 | |||
Transaction Capital, Ltd. | 91,924 | 226,217 | |||
Truworths International, Ltd. | 15,131 | 63,898 | |||
* | Wilson Bayly Holmes-Ovcon, Ltd. | 15,695 | 118,225 | ||
* | Woolworths Holdings, Ltd. | 109,724 | 418,707 | ||
TOTAL SOUTH AFRICA | 23,597,099 | ||||
SOUTH KOREA — (16.4%) | |||||
* | 3S Korea Co., Ltd. | 7,967 | 22,749 | ||
ABco Electronics Co., Ltd. | 2,081 | 14,852 | |||
* | Able C&C Co., Ltd. | 1,620 | 12,641 | ||
* | Actoz Soft Co., Ltd. | 1,755 | 17,954 | ||
Actro Co., Ltd. | 1,337 | 10,159 | |||
Advanced Nano Products Co., Ltd. | 823 | 26,494 | |||
Advanced Process Systems Corp. | 4,597 | 119,897 | |||
Aekyung Petrochemical Co., Ltd. | 4,552 | 51,912 | |||
* | AeroSpace Technology of Korea, Inc. | 6,981 | 43,772 | ||
AfreecaTV Co., Ltd. | 2,396 | 276,320 | |||
Ahn-Gook Pharmaceutical Co., Ltd. | 1,820 | 20,604 | |||
Ahnlab, Inc. | 1,018 | 59,971 | |||
AJ Networks Co., Ltd. | 2,003 | 10,224 |
Emerging Markets Sustainability Core 1
Portfolio
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Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | Ajin Industrial Co., Ltd. | 8,452 | $25,921 | ||
AK Holdings, Inc. | 798 | 19,307 | |||
* | Alteogen, Inc. | 3,261 | 227,267 | ||
* | ALUKO Co., Ltd. | 10,456 | 43,380 | ||
* | Amicogen, Inc. | 1,290 | 44,393 | ||
* | Aminologics Co., Ltd. | 7,906 | 20,040 | ||
Amorepacific Corp. | 3,597 | 693,408 | |||
# | AMOREPACIFIC Group | 8,104 | 406,201 | ||
* | Amotech Co., Ltd. | 1,395 | 36,586 | ||
* | Anam Electronics Co., Ltd. | 13,023 | 35,759 | ||
* | Ananti, Inc. | 3,404 | 34,771 | ||
* | Apact Co., Ltd. | 1,984 | 12,606 | ||
* | Aprogen Healthcare & Games, Inc. | 14,804 | 11,273 | ||
* | Aprogen Medicines, Inc. | 19,814 | 35,528 | ||
* | Aprogen pharmaceuticals, Inc. | 53,817 | 56,257 | ||
* | Ascendio Co., Ltd. | 1,485 | 3,127 | ||
* | Asia Business Daily Co., Ltd. (The) | 5,396 | 22,311 | ||
Asia Paper Manufacturing Co., Ltd. | 1,042 | 48,928 | |||
Atec Co., Ltd. | 780 | 21,672 | |||
* | A-Tech Solution Co., Ltd. | 1,146 | 16,953 | ||
Atinum Investment Co., Ltd. | 5,620 | 21,006 | |||
Aurora World Corp. | 2,303 | 21,831 | |||
Austem Co., Ltd. | 6,608 | 20,048 | |||
Autech Corp. | 4,220 | 49,034 | |||
Avaco Co., Ltd. | 2,470 | 27,661 | |||
Avatec Co., Ltd. | 514 | 9,885 | |||
BGF Co., Ltd. | 7,644 | 41,160 | |||
BGF retail Co., Ltd. | 2,022 | 284,284 | |||
BH Co., Ltd. | 2,893 | 48,297 | |||
* | BHI Co., Ltd. | 4,278 | 20,084 | ||
* | Binex Co., Ltd. | 2,460 | 40,428 | ||
Binggrae Co., Ltd. | 1,377 | 72,835 | |||
* | Bluecom Co., Ltd. | 1,347 | 12,539 | ||
BNK Financial Group, Inc. | 32,857 | 221,170 | |||
Boditech Med, Inc. | 4,908 | 95,371 | |||
Bookook Securities Co., Ltd. | 462 | 9,837 | |||
Boryung Pharmaceutical Co., Ltd. | 6,319 | 98,811 | |||
Bukwang Pharmaceutical Co., Ltd. | 2,589 | 46,802 | |||
Busan City Gas Co., Ltd. | 1,015 | 53,984 | |||
BYC Co., Ltd. | 52 | 17,904 | |||
Byucksan Corp. | 8,835 | 32,696 | |||
* | Cafe24 Corp. | 1,154 | 31,877 | ||
* | CammSys Corp. | 17,801 | 32,862 | ||
Camus Engineering & Construction, Inc. | 8,563 | 18,055 | |||
Cape Industries, Ltd. | 3,040 | 12,660 | |||
* | Capro Corp. | 4,864 | 19,940 | ||
Caregen Co., Ltd. | 272 | 15,969 | |||
* | Celltrion Healthcare Co., Ltd. | 6,220 | 582,104 | ||
#* | Celltrion Pharm, Inc. | 1,714 | 207,495 | ||
* | Celltrion, Inc. | 8,970 | 1,980,181 | ||
* | CENTRAL MOTEK Co., Ltd. | 915 | 21,430 | ||
* | Chabiotech Co., Ltd. | 1,695 | 38,283 | ||
Changhae Ethanol Co., Ltd. | 2,011 | 24,144 | |||
* | Charm Engineering Co., Ltd. | 14,383 | 20,152 | ||
Cheil Worldwide, Inc. | 32,437 | 683,283 | |||
Chemtronics Co., Ltd. | 3,577 | 71,570 | |||
* | ChinHung International, Inc. | 10,878 | 22,977 | ||
Chinyang Holdings Corp. | 7,730 | 22,280 | |||
Chong Kun Dang Pharmaceutical Corp. | 2,208 | 249,959 |
Emerging Markets Sustainability Core 1
Portfolio
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Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | CHOROKBAEM Co Co., Ltd. | 13,903 | $19,620 | ||
* | Chorokbaem Media Co., Ltd. | 9,118 | 20,450 | ||
Chosun Refractories Co., Ltd. | 299 | 23,571 | |||
Chunbo Co., Ltd. | 386 | 75,901 | |||
Chungdahm Learning, Inc. | 625 | 18,528 | |||
CJ CheilJedang Corp. | 2,950 | 1,199,327 | |||
CJ Corp. | 4,599 | 392,101 | |||
CJ ENM Co., Ltd. | 2,904 | 412,436 | |||
* | CJ Logistics Corp. | 1,926 | 294,749 | ||
Classys, Inc. | 2,158 | 41,597 | |||
Clean & Science Co., Ltd. | 1,098 | 21,812 | |||
* | Cloud Air Co., Ltd. | 12,988 | 24,605 | ||
* | CMG Pharmaceutical Co., Ltd. | 8,816 | 37,016 | ||
* | CODI-M Co., Ltd. | 85,920 | 22,843 | ||
Com2uSCorp | 1,945 | 192,533 | |||
* | Comtec Systems Co., Ltd. | 14,961 | 17,257 | ||
Cosmax BTI, Inc. | 1,055 | 16,184 | |||
* | Cosmax, Inc. | 3,420 | 368,705 | ||
* | CosmoAM&T Co., Ltd. | 1,875 | 68,991 | ||
Coway Co., Ltd. | 24,762 | 1,844,318 | |||
Coweaver Co., Ltd. | 1,455 | 11,701 | |||
Cowell Fashion Co., Ltd. | 8,153 | 51,621 | |||
* | Creative & Innovative System | 2,031 | 20,746 | ||
Crown Confectionery Co., Ltd. | 1,016 | 11,044 | |||
CROWNHAITAI Holdings Co., Ltd. | 1,391 | 13,711 | |||
* | CrystalGenomics, Inc. | 5,676 | 37,933 | ||
CS Wind Corp. | 3,253 | 232,934 | |||
Cuckoo Holdings Co., Ltd. | 336 | 37,405 | |||
Cuckoo Homesys Co., Ltd. | 1,747 | 68,794 | |||
* | Curexo, Inc. | 2,147 | 17,636 | ||
Cymechs, Inc. | 1,162 | 20,393 | |||
Dae Han Flour Mills Co., Ltd. | 177 | 27,016 | |||
Dae Hwa Pharmaceutical Co., Ltd. | 1,232 | 12,553 | |||
Dae Hyun Co., Ltd. | 9,204 | 22,474 | |||
Dae Won Kang Up Co., Ltd. | 9,092 | 32,231 | |||
* | Dae Young Packaging Co., Ltd. | 9,311 | 24,960 | ||
Daea TI Co., Ltd. | 5,700 | 35,248 | |||
Daebongls Co., Ltd. | 2,018 | 19,159 | |||
* | Daechang Co., Ltd. | 9,952 | 22,318 | ||
Daedong Corp. | 2,998 | 32,502 | |||
Daeduck Co., Ltd. | 5,273 | 35,646 | |||
Daeduck Electronics Co., Ltd. | 3,691 | 50,147 | |||
Daegu Department Store | 870 | 8,673 | |||
* | Daehan New Pharm Co., Ltd. | 2,297 | 22,579 | ||
* | Dae-Il Corp. | 5,949 | 34,971 | ||
Daejung Chemicals & Metals Co., Ltd. | 974 | 21,512 | |||
Daekyo Co., Ltd. | 2,127 | 8,837 | |||
Daelim B&Co Co., Ltd. | 3,143 | 22,996 | |||
* | Daemyung Sonoseason Co., Ltd. | 25,454 | 33,451 | ||
Daesang Corp. | 5,918 | 139,759 | |||
Daesang Holdings Co., Ltd. | 1,529 | 14,838 | |||
* | Daesung Eltec Co., Ltd. | 18,359 | 19,833 | ||
Daesung Holdings Co., Ltd. | 1,272 | 42,270 | |||
* | Daewon Media Co., Ltd. | 665 | 19,802 | ||
Daewon Pharmaceutical Co., Ltd. | 3,980 | 54,748 | |||
Daewon San Up Co., Ltd. | 2,161 | 15,720 | |||
* | Daewoo Engineering & Construction Co., Ltd. | 94,865 | 614,769 | ||
* | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 2,886 | 81,745 | ||
Daewoong Co., Ltd. | 2,917 | 93,940 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Daewoong Pharmaceutical Co., Ltd. | 201 | $29,849 | |||
Daihan Pharmaceutical Co., Ltd. | 1,066 | 30,022 | |||
Daishin Information & Communication | 9,726 | 21,076 | |||
Daishin Securities Co., Ltd. | 8,360 | 130,340 | |||
* | Danal Co., Ltd. | 7,674 | 50,131 | ||
Danawa Co., Ltd. | 3,296 | 86,256 | |||
Daou Data Corp. | 4,343 | 53,552 | |||
Daou Technology, Inc. | 4,216 | 97,997 | |||
* | Dasan Networks, Inc. | 3,773 | 32,596 | ||
Dawonsys Co., Ltd. | 4,466 | 73,629 | |||
* | Dayou Automotive Seat Technology Co., Ltd. | 9,864 | 11,840 | ||
* | Dayou Plus Co., Ltd. | 14,841 | 19,028 | ||
DB Financial Investment Co., Ltd. | 6,205 | 36,735 | |||
DB Insurance Co., Ltd. | 18,271 | 907,793 | |||
* | DB, Inc. | 36,593 | 39,696 | ||
Dentium Co., Ltd. | 1,256 | 78,955 | |||
Deutsch Motors, Inc. | 5,379 | 41,291 | |||
Device ENG Co., Ltd. | 1,540 | 50,593 | |||
DGB Financial Group, Inc. | 25,043 | 205,381 | |||
DHP Korea Co., Ltd. | 3,594 | 24,891 | |||
DI Dong Il Corp. | 315 | 82,738 | |||
Digital Daesung Co., Ltd. | 4,512 | 34,568 | |||
* | Digital Imaging Technology Co., Ltd. | 1,887 | 18,952 | ||
Digital Power Communications Co., Ltd. | 2,567 | 29,395 | |||
* | DIO Corp. | 2,186 | 93,037 | ||
DL Construction Co., Ltd. | 1,992 | 58,077 | |||
* | DL E&C Co., Ltd. | 4,608 | 587,465 | ||
DL Holdings Co., Ltd. | 3,675 | 252,533 | |||
DMS Co., Ltd. | 7,907 | 57,635 | |||
DNF Co., Ltd. | 1,966 | 51,150 | |||
Dohwa Engineering Co., Ltd. | 2,708 | 21,329 | |||
Dong A Eltek Co., Ltd. | 1,716 | 18,671 | |||
Dong-A ST Co., Ltd. | 1,550 | 110,224 | |||
Dong-Ah Geological Engineering Co., Ltd. | 2,634 | 48,948 | |||
* | Dongbang Transport Logistics Co., Ltd. | 7,265 | 39,925 | ||
Dongbu Corp. | 4,141 | 51,212 | |||
# | Dongjin Semichem Co., Ltd. | 17,363 | 442,604 | ||
DongKook Pharmaceutical Co., Ltd. | 6,285 | 137,941 | |||
# | Dongkuk Steel Mill Co., Ltd. | 18,287 | 337,548 | ||
Dongkuk Structures & Construction Co., Ltd. | 6,207 | 33,021 | |||
Dongsuh Cos., Inc. | 3,683 | 97,198 | |||
Dongsung Chemical Co., Ltd. | 11,196 | 59,060 | |||
Dongsung Finetec Co., Ltd. | 7,835 | 83,485 | |||
* | Dongsung Pharmaceutical Co., Ltd. | 1,400 | 11,730 | ||
* | Dongwha Enterprise Co., Ltd. | 702 | 45,602 | ||
Dongwha Pharm Co., Ltd. | 3,999 | 51,080 | |||
Dongwon Development Co., Ltd. | 13,299 | 74,538 | |||
Dongwon F&B Co., Ltd. | 335 | 64,614 | |||
Dongwon Industries Co., Ltd. | 374 | 79,026 | |||
Dongwon Systems Corp. | 1,256 | 47,146 | |||
Dongyang E&P, Inc. | 1,464 | 23,243 | |||
* | Doosan Bobcat, Inc. | 12,810 | 514,562 | ||
Doosan Co., Ltd. | 1,298 | 109,371 | |||
#* | Doosan Fuel Cell Co., Ltd. | 4,475 | 191,264 | ||
* | Doosan Heavy Industries & Construction Co., Ltd. | 55,803 | 1,055,432 | ||
* | Doosan Infracore Co., Ltd. | 12,168 | 170,912 | ||
DoubleUGames Co., Ltd. | 1,843 | 97,606 | |||
Douzone Bizon Co., Ltd. | 6,337 | 461,431 | |||
* | Dream Security Co., Ltd. | 4,393 | 20,331 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Dreamtech Co., Ltd. | 4,863 | $53,770 | |||
Drgem Corp. | 1,242 | 14,117 | |||
DTR Automotive Corp. | 464 | 16,108 | |||
* | Duck Yang Industry Co., Ltd. | 3,457 | 10,544 | ||
* | Duksan Hi-Metal Co., Ltd. | 947 | 13,004 | ||
* | Duksan Neolux Co., Ltd. | 1,914 | 102,022 | ||
Duksan Techopia Co., Ltd. | 961 | 21,513 | |||
DY Corp. | 4,932 | 24,615 | |||
DY POWER Corp. | 1,368 | 20,023 | |||
DYPNF Co., Ltd. | 838 | 28,931 | |||
* | E Investment&Development Co., Ltd. | 44,413 | 20,470 | ||
* | E& Corp. Co., Ltd. | 2,563 | 23,630 | ||
E1 Corp. | 763 | 37,130 | |||
Eagon Industrial, Ltd. | 1,685 | 22,433 | |||
eBEST Investment & Securities Co., Ltd. | 3,331 | 25,605 | |||
Echo Marketing, Inc. | 5,576 | 122,464 | |||
* | EcoBio Holdings Co., Ltd. | 2,544 | 21,238 | ||
Ecopro BM Co., Ltd. | 760 | 191,586 | |||
Ecopro Co., Ltd. | 6,497 | 407,126 | |||
* | Ecopro HN Co., Ltd. | 5,317 | 494,178 | ||
e-Credible Co., Ltd. | 854 | 15,486 | |||
* | Ehwa Technologies Information Co., Ltd. | 25,302 | 50,346 | ||
Elentec Co., Ltd. | 3,458 | 21,984 | |||
e-LITECOM Co., Ltd. | 1,118 | 9,832 | |||
E-MART, Inc. | 4,435 | 650,511 | |||
* | EM-Tech Co., Ltd. | 1,746 | 32,210 | ||
ENF Technology Co., Ltd. | 4,649 | 138,572 | |||
Eo Technics Co., Ltd. | 1,073 | 108,192 | |||
Estechpharma Co., Ltd. | 1,744 | 18,306 | |||
Eugene Corp. | 15,858 | 74,009 | |||
Eugene Investment & Securities Co., Ltd. | 13,616 | 47,533 | |||
Eugene Technology Co., Ltd. | 2,234 | 88,681 | |||
Eusu Holdings Co., Ltd. | 1,499 | 8,397 | |||
EVERDIGM Corp. | 2,354 | 14,530 | |||
* | E-World | 5,767 | 17,185 | ||
* | Exem Co., Ltd. | 4,667 | 19,721 | ||
Exicon Co., Ltd. | 1,987 | 25,303 | |||
* | F&F Co., Ltd. | 950 | 495,397 | ||
F&F Holdings Co., Ltd. | 959 | 31,125 | |||
Farmsco | 1,528 | 9,578 | |||
FarmStory Co., Ltd. | 10,843 | 25,837 | |||
Fila Holdings Corp. | 14,456 | 657,048 | |||
Fine Semitech Corp. | 1,223 | 28,244 | |||
* | Fine Technix Co., Ltd. | 3,676 | 27,420 | ||
Fursys, Inc. | 567 | 17,704 | |||
* | FutureChem Co., Ltd. | 1,678 | 22,851 | ||
Gabia, Inc. | 3,274 | 45,702 | |||
* | Gamevil, Inc. | 880 | 27,067 | ||
Gaon Cable Co., Ltd. | 748 | 22,402 | |||
* | Gemvaxlink Co., Ltd. | 20,885 | 31,743 | ||
* | GeneOne Life Science, Inc. | 3,385 | 122,146 | ||
* | Genexine, Inc. | 652 | 47,502 | ||
* | GenoFocus, Inc. | 2,716 | 20,439 | ||
Geumhwa PSC Co., Ltd. | 908 | 26,151 | |||
Global Standard Technology Co., Ltd. | 1,924 | 50,539 | |||
* | GMB Korea Corp. | 1,496 | 8,865 | ||
GnCenergy Co., Ltd. | 4,292 | 20,551 | |||
* | GNCO Co., Ltd. | 29,250 | 25,695 | ||
GOLFZON Co., Ltd. | 722 | 94,483 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Golfzon Newdin Holdings Co., Ltd. | 4,684 | $37,459 | |||
Green Cross Cell Corp. | 926 | 31,936 | |||
Green Cross Corp. | 966 | 245,777 | |||
Green Cross Holdings Corp. | 3,970 | 108,972 | |||
Green Cross LabCell Corp. | 1,007 | 84,700 | |||
GS Engineering & Construction Corp. | 17,207 | 659,961 | |||
* | GS Global Corp. | 8,402 | 19,827 | ||
GS Holdings Corp. | 13,782 | 513,107 | |||
GS Retail Co., Ltd. | 11,526 | 353,980 | |||
* | G-treeBNT Co., Ltd. | 1,938 | 17,236 | ||
Gwangju Shinsegae Co., Ltd. | 147 | 23,723 | |||
Hae In Corp. | 3,033 | 17,725 | |||
HAESUNG DS Co., Ltd. | 2,906 | 110,975 | |||
Haitai Confectionery & Foods Co., Ltd. | 2,093 | 18,588 | |||
Halla Corp. | 5,627 | 27,413 | |||
Halla Holdings Corp. | 747 | 29,917 | |||
* | Han Chang Corp. | 13,995 | 21,709 | ||
Han Kuk Carbon Co., Ltd. | 8,437 | 85,297 | |||
Hana Financial Group, Inc. | 41,062 | 1,549,212 | |||
* | Hana Micron, Inc. | 7,260 | 99,293 | ||
Hana Pharm Co., Ltd. | 1,053 | 19,704 | |||
* | Hanall Biopharma Co., Ltd. | 1,372 | 26,530 | ||
HanChang Paper Co., Ltd. | 8,720 | 18,677 | |||
* | Hancom, Inc. | 2,264 | 46,387 | ||
Handok, Inc. | 2,093 | 48,556 | |||
Handsome Co., Ltd. | 3,509 | 119,662 | |||
* | Hanjin Heavy Industries & Construction Co., Ltd. | 5,345 | 37,198 | ||
Hanjin Transportation Co., Ltd. | 2,334 | 82,931 | |||
Hankook Shell Oil Co., Ltd. | 254 | 60,527 | |||
Hanmi Pharm Co., Ltd. | 416 | 115,833 | |||
Hanmi Science Co., Ltd. | 1,178 | 73,367 | |||
Hanmi Semiconductor Co., Ltd. | 4,533 | 144,723 | |||
HanmiGlobal Co., Ltd. | 2,145 | 20,920 | |||
Hanon Systems | 37,975 | 516,352 | |||
Hansae Co., Ltd. | 4,817 | 87,973 | |||
Hansae Yes24 Holdings Co., Ltd. | 1,422 | 13,668 | |||
Hanshin Construction | 2,346 | 46,948 | |||
Hansol Chemical Co., Ltd. | 3,701 | 861,763 | |||
Hansol Holdings Co., Ltd. | 10,383 | 39,654 | |||
* | Hansol HomeDeco Co., Ltd. | 19,281 | 38,940 | ||
Hansol Logistics Co., Ltd. | 7,255 | 25,835 | |||
Hansol Paper Co., Ltd. | 3,654 | 50,889 | |||
* | Hansol Technics Co., Ltd. | 9,847 | 71,060 | ||
Hanssem Co., Ltd. | 1,793 | 187,302 | |||
Hanwha Aerospace Co., Ltd. | 12,235 | 551,904 | |||
* | Hanwha General Insurance Co., Ltd. | 19,605 | 78,903 | ||
* | Hanwha Investment & Securities Co., Ltd. | 36,473 | 146,457 | ||
Hanwha Life Insurance Co., Ltd. | 80,264 | 237,090 | |||
* | Hanwha Solutions Corp. | 32,371 | 1,101,596 | ||
Hanyang Eng Co., Ltd. | 4,035 | 59,381 | |||
Hanyang Securities Co., Ltd. | 2,979 | 40,940 | |||
HB Technology Co., Ltd. | 20,026 | 54,236 | |||
HDC Holdings Co., Ltd. | 6,128 | 65,070 | |||
HDC Hyundai Development Co. Engineering & Construction, Class E | 18,020 | 487,139 | |||
HDC Hyundai Engineering Plastics Co., Ltd. | 2,052 | 10,528 | |||
* | Helixmith Co., Ltd. | 2,741 | 67,252 | ||
* | Heungkuk Fire & Marine Insurance Co., Ltd. | 8,923 | 32,149 | ||
High Tech Pharm Co., Ltd. | 903 | 14,104 | |||
HIMS Co., Ltd. | 1,879 | 18,092 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Hite Jinro Co., Ltd. | 10,114 | $303,168 | |||
Hitejinro Holdings Co., Ltd. | 2,275 | 30,123 | |||
* | HJ Magnolia Yongpyong Hotel & Resort Corp. | 9,275 | 48,009 | ||
* | HLB Life Science Co., Ltd. | 8,828 | 80,664 | ||
* | HLB POWER Co., Ltd. | 5,347 | 11,504 | ||
#* | HLB, Inc. | 6,769 | 212,516 | ||
* | HNT Electronics Co., Ltd. | 471 | 147 | ||
* | Home Center Holdings Co., Ltd. | 29,955 | 31,796 | ||
* | Homecast Co., Ltd. | 6,694 | 23,018 | ||
Hotel Shilla Co., Ltd. | 8,088 | 658,236 | |||
HS Industries Co., Ltd. | 11,008 | 70,246 | |||
Huchems Fine Chemical Corp. | 6,279 | 133,979 | |||
* | Hugel, Inc. | 858 | 178,794 | ||
* | Humasis Co., Ltd. | 2,901 | 45,917 | ||
* | Humax Co., Ltd. | 9,576 | 43,179 | ||
Humedix Co., Ltd. | 967 | 28,229 | |||
* | Huneed Technologies | 2,154 | 13,941 | ||
Huons Co., Ltd. | 1,923 | 101,420 | |||
Huons Global Co., Ltd. | 771 | 43,748 | |||
Huvis Corp. | 1,853 | 19,026 | |||
Huvitz Co., Ltd. | 2,931 | 24,156 | |||
Hwa Shin Co., Ltd. | 2,387 | 20,443 | |||
* | Hwail Pharm Co., Ltd. | 11,956 | 37,448 | ||
Hwaseung Corp Co., Ltd. | 10,930 | 30,444 | |||
Hwaseung Enterprise Co., Ltd. | 2,019 | 28,450 | |||
HwaSung Industrial Co., Ltd. | 2,547 | 28,595 | |||
Hy-Lok Corp. | 2,158 | 32,419 | |||
* | Hyosung Advanced Materials Corp. | 510 | 273,140 | ||
* | Hyosung Chemical Corp. | 791 | 270,644 | ||
Hyosung Corp. | 1,624 | 173,280 | |||
* | Hyosung Heavy Industries Corp. | 1,225 | 83,491 | ||
Hyosung TNC Corp. | 539 | 418,390 | |||
HyosungITX Co., Ltd. | 577 | 11,695 | |||
Hyundai Bioland Co., Ltd. | 797 | 14,686 | |||
* | Hyundai Construction Equipment Co., Ltd. | 4,448 | 219,196 | ||
Hyundai Corp Holdings, Inc. | 1,866 | 24,329 | |||
Hyundai Corp. | 2,484 | 42,350 | |||
Hyundai Department Store Co., Ltd. | 1,609 | 112,084 | |||
* | Hyundai Electric & Energy System Co., Ltd. | 5,630 | 115,423 | ||
Hyundai Elevator Co., Ltd. | 4,813 | 226,257 | |||
Hyundai Energy Solutions Co., Ltd. | 364 | 9,557 | |||
Hyundai Engineering & Construction Co., Ltd. | 13,965 | 665,126 | |||
Hyundai Ezwel Co., Ltd. | 2,664 | 28,315 | |||
Hyundai Futurenet Co., Ltd. | 13,368 | 53,536 | |||
Hyundai Greenfood Co., Ltd. | 11,807 | 103,350 | |||
Hyundai Heavy Industries Holdings Co., Ltd. | 9,540 | 568,977 | |||
Hyundai Home Shopping Network Corp. | 1,520 | 107,506 | |||
Hyundai Livart Furniture Co., Ltd. | 3,789 | 64,187 | |||
Hyundai Marine & Fire Insurance Co., Ltd. | 22,071 | 497,954 | |||
* | Hyundai Mipo Dockyard Co., Ltd. | 4,631 | 338,464 | ||
Hyundai Mobis Co., Ltd. | 6,184 | 1,436,759 | |||
Hyundai Motor Co. | 9,592 | 1,825,501 | |||
Hyundai Motor Securities Co., Ltd. | 3,975 | 44,150 | |||
Hyundai Pharmaceutical Co., Ltd. | 3,292 | 18,789 | |||
#* | Hyundai Rotem Co., Ltd. | 19,632 | 425,050 | ||
Hyundai Steel Co. | 7,655 | 360,087 | |||
Hyundai Wia Corp. | 3,646 | 311,209 | |||
ICD Co., Ltd. | 4,838 | 63,421 | |||
IDIS Holdings Co., Ltd. | 952 | 11,594 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | IHQ, Inc. | 21,803 | $34,816 | ||
* | Il Dong Pharmaceutical Co., Ltd. | 1,856 | 24,586 | ||
Iljin Electric Co., Ltd. | 5,905 | 33,236 | |||
Iljin Holdings Co., Ltd. | 3,921 | 20,335 | |||
Iljin Materials Co., Ltd. | 1,396 | 97,769 | |||
Iljin Power Co., Ltd. | 2,335 | 21,943 | |||
Ilshin Spinning Co., Ltd. | 381 | 33,103 | |||
ilShinbiobase Co., Ltd. | 4,015 | 21,452 | |||
Ilsung Pharmaceuticals Co., Ltd. | 190 | 13,580 | |||
Ilyang Pharmaceutical Co., Ltd. | 1,351 | 39,464 | |||
iMarketKorea, Inc. | 5,701 | 59,783 | |||
InBody Co., Ltd. | 1,133 | 28,709 | |||
* | Incross Co., Ltd. | 464 | 20,911 | ||
Industrial Bank of Korea | 32,029 | 286,572 | |||
INITECH Co., Ltd. | 3,162 | 20,122 | |||
* | INNO Instrument, Inc. | 5,170 | 9,883 | ||
Innocean Worldwide, Inc. | 2,817 | 150,408 | |||
InnoWireless, Inc. | 369 | 15,110 | |||
* | Innox Advanced Materials Co., Ltd. | 1,189 | 73,656 | ||
* | Inscobee, Inc. | 5,576 | 17,592 | ||
* | Insung Information Co., Ltd. | 8,315 | 21,124 | ||
Intekplus Co., Ltd. | 1,317 | 30,655 | |||
Intellian Technologies, Inc. | 347 | 17,842 | |||
Intelligent Digital Integrated Security Co., Ltd. | 826 | 18,292 | |||
* | Interflex Co., Ltd. | 2,044 | 25,349 | ||
Interojo Co., Ltd. | 1,204 | 31,377 | |||
Interpark Corp. | 5,603 | 41,160 | |||
INTOPS Co., Ltd. | 2,082 | 51,454 | |||
* | iNtRON Biotechnology, Inc. | 2,728 | 57,443 | ||
Inzi Controls Co., Ltd. | 2,405 | 32,612 | |||
INZI Display Co., Ltd. | 4,504 | 12,574 | |||
* | Iones Co., Ltd. | 3,098 | 25,694 | ||
IS Dongseo Co., Ltd. | 2,665 | 126,601 | |||
ISC Co., Ltd. | 1,555 | 35,234 | |||
i-SENS, Inc. | 790 | 22,298 | |||
ISU Chemical Co., Ltd. | 7,735 | 79,446 | |||
* | IsuPetasys Co., Ltd. | 5,021 | 16,291 | ||
It's Hanbul Co., Ltd. | 364 | 7,879 | |||
* | Jaeyoung Solutec Co., Ltd. | 16,568 | 16,423 | ||
* | Jahwa Electronics Co., Ltd. | 2,558 | 44,139 | ||
JASTECH, Ltd. | 1,874 | 12,887 | |||
* | Jayjun Cosmetic Co., Ltd. | 14,433 | 23,638 | ||
JB Financial Group Co., Ltd. | 26,941 | 181,065 | |||
JC Hyun System, Inc. | 3,328 | 23,265 | |||
Jinsung T.E.C. | 3,429 | 37,416 | |||
JLS Co., Ltd. | 1,866 | 11,603 | |||
* | JNK Heaters Co., Ltd. | 1,897 | 10,966 | ||
* | JNTC Co., Ltd. | 2,483 | 20,760 | ||
* | JoyCity Corp. | 1,842 | 18,759 | ||
* | Jusung Engineering Co., Ltd. | 2,900 | 36,001 | ||
JVM Co., Ltd. | 1,438 | 21,634 | |||
JW Holdings Corp. | 6,100 | 23,537 | |||
JW Life Science Corp. | 1,759 | 28,098 | |||
JW Pharmaceutical Corp. | 979 | 24,610 | |||
* | JW Shinyak Corp. | 3,245 | 14,001 | ||
JYP Entertainment Corp. | 3,780 | 131,779 | |||
Kakao Corp. | 5,169 | 661,709 | |||
Kangnam Jevisco Co., Ltd. | 731 | 20,126 | |||
* | Kangwon Land, Inc. | 12,679 | 285,122 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
KAON Media Co., Ltd. | 3,057 | $47,075 | |||
KB Financial Group, Inc. | 54,003 | 2,398,591 | |||
* | KB Financial Group, Inc., ADR | 434 | 19,222 | ||
* | KB Metal Co., Ltd. | 8,579 | 20,279 | ||
KC Co., Ltd. | 2,179 | 47,634 | |||
KC Tech Co., Ltd. | 1,797 | 44,704 | |||
KCC Corp. | 1,119 | 345,961 | |||
KCC Engineering & Construction Co., Ltd. | 1,061 | 9,416 | |||
KCC Glass Corp. | 1,315 | 85,068 | |||
KCI, Ltd. | 1,125 | 9,789 | |||
KCTC | 3,591 | 24,353 | |||
* | KEC Corp. | 10,697 | 21,710 | ||
KEPCO Engineering & Construction Co., Inc. | 685 | 31,748 | |||
# | KEPCO Plant Service & Engineering Co., Ltd. | 8,095 | 300,187 | ||
Keyang Electric Machinery Co., Ltd. | 5,137 | 22,472 | |||
* | KEYEAST Co., Ltd. | 2,966 | 37,362 | ||
KG Chemical Corp. | 3,274 | 109,598 | |||
Kginicis Co., Ltd. | 7,816 | 146,964 | |||
KGMobilians Co., Ltd. | 5,530 | 50,543 | |||
* | KH Electron Co., Ltd. | 13,460 | 12,362 | ||
* | KH FEELUX Co., Ltd. | 29,424 | 83,727 | ||
Kia Corp. | 31,969 | 2,334,715 | |||
* | KineMaster Corp. | 1,167 | 27,226 | ||
KINX, Inc. | 659 | 36,311 | |||
KISCO Holdings Co., Ltd. | 1,214 | 22,170 | |||
KISWIRE, Ltd. | 2,321 | 50,313 | |||
KIWOOM Securities Co., Ltd. | 5,062 | 520,023 | |||
KM Corp. | 1,860 | 16,283 | |||
* | KMH Hitech Co., Ltd. | 13,170 | 22,385 | ||
#* | KMW Co., Ltd. | 3,414 | 157,971 | ||
Kocom Co., Ltd. | 2,745 | 19,527 | |||
Koh Young Technology, Inc. | 6,350 | 135,069 | |||
Kolmar BNH Co., Ltd. | 2,713 | 112,756 | |||
Kolmar Korea Co., Ltd. | 2,823 | 134,669 | |||
Kolmar Korea Holdings Co., Ltd. | 2,189 | 55,260 | |||
Kolon Corp. | 491 | 13,074 | |||
Kolon Global Corp. | 1,683 | 35,523 | |||
Kolon Industries, Inc. | 6,689 | 471,121 | |||
* | Kolon Life Science, Inc. | 491 | 13,424 | ||
KoMiCo, Ltd. | 1,679 | 95,280 | |||
* | Komipharm International Co., Ltd. | 2,323 | 23,351 | ||
Kopla Co., Ltd. | 4,133 | 24,640 | |||
Korea Alcohol Industrial Co., Ltd. | 5,044 | 60,813 | |||
Korea Asset In Trust Co., Ltd. | 20,730 | 82,008 | |||
Korea Business News Co., Ltd. | 1,839 | 13,103 | |||
Korea Cast Iron Pipe Industries Co., Ltd. | 1,260 | 11,182 | |||
* | Korea Circuit Co., Ltd. | 2,289 | 30,278 | ||
Korea Electric Terminal Co., Ltd. | 1,432 | 117,962 | |||
Korea Electronic Power Industrial Development Co., Ltd. | 4,695 | 56,555 | |||
Korea Export Packaging Industrial Co., Ltd. | 802 | 19,490 | |||
Korea Flange Co., Ltd. | 5,239 | 14,934 | |||
Korea Fuel-Tech Corp. | 5,879 | 20,251 | |||
* | Korea Gas Corp. | 6,751 | 211,339 | ||
Korea Information Certificate Authority, Inc. | 3,472 | 23,455 | |||
Korea Investment Holdings Co., Ltd. | 12,675 | 1,059,071 | |||
* | Korea Line Corp. | 7,502 | 20,231 | ||
Korea Petrochemical Ind Co., Ltd. | 694 | 153,843 | |||
Korea Petroleum Industries Co. | 1,602 | 20,686 | |||
Korea Real Estate Investment & Trust Co., Ltd. | 35,312 | 67,621 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | Korea Shipbuilding & Offshore Engineering Co., Ltd. | 6,676 | $758,524 | ||
Korea United Pharm, Inc. | 1,508 | 69,848 | |||
Korea Zinc Co., Ltd. | 1,833 | 872,662 | |||
Korean Reinsurance Co. | 22,283 | 184,678 | |||
Kortek Corp. | 1,790 | 16,033 | |||
* | KOSES Co., Ltd. | 2,319 | 21,117 | ||
* | KPM Tech Co., Ltd. | 16,691 | 43,734 | ||
KPX Chemical Co., Ltd. | 576 | 32,072 | |||
* | KSIGN Co., Ltd. | 14,785 | 32,827 | ||
* | KT Alpha Co., Ltd. | 5,035 | 43,805 | ||
KT Skylife Co., Ltd. | 6,097 | 57,894 | |||
KT Submarine Co., Ltd. | 6,588 | 41,329 | |||
KTB Investment & Securities Co., Ltd. | 4,113 | 27,051 | |||
KTCS Corp. | 13,494 | 36,455 | |||
Kukbo Design Co., Ltd. | 981 | 19,161 | |||
Kukdo Chemical Co., Ltd. | 729 | 60,219 | |||
Kukdong Corp. | 9,539 | 29,334 | |||
Kukdong Oil & Chemicals Co., Ltd. | 4,500 | 18,123 | |||
* | Kum Yang Co., Ltd. | 3,102 | 13,716 | ||
# | Kumho Petrochemical Co., Ltd. | 4,660 | 825,499 | ||
* | Kumho Tire Co., Inc. | 6,014 | 34,998 | ||
KUMHOE&C Co., Ltd. | 8,092 | 88,078 | |||
Kumkang Kind Co., Ltd. | 5,636 | 40,932 | |||
Kwang Dong Pharmaceutical Co., Ltd. | 10,748 | 82,732 | |||
Kyeryong Construction Industrial Co., Ltd. | 1,770 | 50,425 | |||
Kyobo Securities Co., Ltd. | 2,422 | 18,007 | |||
Kyongbo Pharmaceutical Co., Ltd. | 1,775 | 20,652 | |||
Kyung Dong Navien Co., Ltd. | 2,192 | 140,414 | |||
Kyungbang Co., Ltd. | 3,048 | 36,062 | |||
* | Kyungchang Industrial Co., Ltd. | 3,490 | 8,530 | ||
Kyungdong Pharm Co., Ltd. | 5,683 | 51,466 | |||
Kyung-In Synthetic Corp. | 9,504 | 56,327 | |||
L&C Bio Co., Ltd. | 1,177 | 34,743 | |||
L&F Co., Ltd. | 1,477 | 138,187 | |||
LB Semicon, Inc. | 9,863 | 114,345 | |||
LEENO Industrial, Inc. | 1,988 | 309,433 | |||
LF Corp. | 5,047 | 80,972 | |||
LG Chem, Ltd. | 4,830 | 3,547,653 | |||
LG Electronics, Inc. | 27,089 | 3,710,626 | |||
LG HelloVision Co., Ltd. | 11,051 | 69,946 | |||
LG Household & Health Care, Ltd. | 1,844 | 2,336,403 | |||
LG Innotek Co., Ltd. | 4,705 | 930,005 | |||
* | Liveplex Co., Ltd. | 1,871 | 9,461 | ||
LMS Co., Ltd. | 1,448 | 13,935 | |||
Lotte Chemical Corp. | 3,741 | 844,139 | |||
Lotte Chilsung Beverage Co., Ltd. | 845 | 106,500 | |||
Lotte Confectionery Co., Ltd. | 360 | 44,432 | |||
Lotte Corp. | 5,225 | 171,544 | |||
* | Lotte Data Communication Co. | 1,008 | 36,098 | ||
LOTTE Fine Chemical Co., Ltd. | 4,465 | 281,747 | |||
LOTTE Himart Co., Ltd. | 2,510 | 77,873 | |||
* | Lotte Non-Life Insurance Co., Ltd. | 13,922 | 22,418 | ||
Lotte Shopping Co., Ltd. | 1,991 | 186,298 | |||
LS Corp. | 4,585 | 290,162 | |||
LS Electric Co., Ltd. | 4,112 | 232,462 | |||
* | Lumens Co., Ltd. | 6,480 | 7,557 | ||
* | Lutronic Corp. | 2,064 | 29,900 | ||
* | LVMC Holdings | 13,531 | 40,804 | ||
LX Hausys, Ltd. | 1,948 | 169,294 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
LX Semicon Co., Ltd. | 3,577 | $373,373 | |||
Macquarie Korea Infrastructure Fund | 70,620 | 755,170 | |||
Maeil Dairies Co., Ltd. | 760 | 50,660 | |||
Maeil Holdings Co., Ltd. | 1,193 | 10,893 | |||
MAKUS, Inc. | 1,880 | 10,448 | |||
* | Mando Corp. | 5,159 | 277,343 | ||
Mcnex Co., Ltd. | 3,980 | 164,146 | |||
ME2ON Co., Ltd. | 7,121 | 39,242 | |||
Mediana Co., Ltd. | 1,264 | 14,803 | |||
* | Medipost Co., Ltd. | 1,643 | 41,999 | ||
Medy-Tox, Inc. | 451 | 79,356 | |||
* | Meerecompany, Inc. | 202 | 5,638 | ||
MegaStudy Co., Ltd. | 2,286 | 27,577 | |||
MegaStudyEdu Co., Ltd. | 1,509 | 104,435 | |||
Meritz Financial Group, Inc. | 12,266 | 268,034 | |||
Meritz Fire & Marine Insurance Co., Ltd. | 22,510 | 499,703 | |||
Meritz Securities Co., Ltd. | 135,284 | 578,155 | |||
* | Mgame Corp. | 2,083 | 18,091 | ||
Mi Chang Oil Industrial Co., Ltd. | 177 | 12,809 | |||
* | MiCo, Ltd. | 6,995 | 84,509 | ||
Minwise Co., Ltd. | 2,056 | 36,890 | |||
Mirae Asset Life Insurance Co., Ltd. | 18,089 | 64,185 | |||
Mirae Asset Securities Co., Ltd. | 98,545 | 766,590 | |||
Mirae Asset Venture Investment Co., Ltd. | 2,852 | 21,540 | |||
* | MiraeING | 19,965 | 11,111 | ||
Miwon Chemicals Co., Ltd. | 147 | 10,413 | |||
Miwon Commercial Co., Ltd. | 534 | 97,545 | |||
Miwon Holdings Co., Ltd. | 286 | 32,173 | |||
Miwon Specialty Chemical Co., Ltd. | 566 | 87,449 | |||
MK Electron Co., Ltd. | 3,608 | 64,432 | |||
* | MNTech Co., Ltd. | 8,257 | 32,845 | ||
* | Mobase Co., Ltd. | 2,910 | 11,237 | ||
* | Mobase Electronics Co., Ltd. | 7,801 | 15,685 | ||
MOM'S TOUCH&Co. | 8,690 | 35,364 | |||
MonAmi Co., Ltd. | 3,983 | 19,820 | |||
Moonbae Steel Co., Ltd. | 4,967 | 22,356 | |||
Moorim P&P Co., Ltd. | 4,923 | 21,483 | |||
Motonic Corp. | 2,192 | 21,316 | |||
Mr Blue Corp. | 873 | 7,976 | |||
MS Autotech Co., Ltd. | 4,134 | 24,324 | |||
Muhak Co., Ltd. | 2,049 | 14,548 | |||
Multicampus Co., Ltd. | 382 | 13,409 | |||
Nam Hwa Construction Co., Ltd. | 3,709 | 41,336 | |||
Namhae Chemical Corp. | 6,272 | 68,825 | |||
* | NamKwang Engineering & Construction Co., Ltd. | 843 | 12,001 | ||
* | Namsun Aluminum Co., Ltd. | 6,192 | 22,655 | ||
Namsung Corp. | 6,032 | 17,813 | |||
* | Namuga Co., Ltd. | 1,476 | 13,036 | ||
Namyang Dairy Products Co., Ltd. | 94 | 49,393 | |||
* | NanoenTek, Inc. | 3,575 | 25,346 | ||
* | Nanos Co., Ltd. | 3,733 | 20,666 | ||
Nasmedia Co., Ltd. | 847 | 29,824 | |||
* | Nat Games Co., Ltd. | 1,701 | 18,772 | ||
NAVER Corp. | 1,832 | 690,483 | |||
NCSoft Corp. | 1,898 | 1,361,290 | |||
* | NDFOS Co., Ltd. | 2,511 | 22,595 | ||
NeoPharm Co., Ltd. | 568 | 15,634 | |||
* | Neowiz | 4,074 | 92,104 | ||
* | Neowiz Holdings Corp. | 920 | 23,134 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | NEPES Corp. | 1,769 | $58,603 | ||
Netmarble Corp. | 545 | 65,785 | |||
Nexen Corp. | 4,007 | 17,785 | |||
Nexen Tire Corp. | 4,735 | 38,188 | |||
NextEye Co., Ltd. | 13,528 | 20,026 | |||
NH Investment & Securities Co., Ltd. | 62,048 | 686,246 | |||
* | NHN Corp. | 3,556 | 238,766 | ||
* | NHN KCP Corp. | 4,575 | 209,829 | ||
Nice Information & Telecommunication, Inc. | 2,046 | 60,320 | |||
NICE Information Service Co., Ltd. | 9,469 | 197,632 | |||
NICE Total Cash Management Co., Ltd. | 8,837 | 56,675 | |||
* | NK Co., Ltd. | 11,295 | 12,098 | ||
* | NK Mulsan Co., Ltd. | 25,450 | 18,576 | ||
* | NKMax Co., Ltd. | 1,031 | 12,421 | ||
Nong Shim Holdings Co., Ltd. | 454 | 31,348 | |||
Nong Woo Bio Co., Ltd. | 1,061 | 12,968 | |||
NongShim Co., Ltd. | 758 | 216,757 | |||
NOROO Paint & Coatings Co., Ltd. | 2,414 | 25,315 | |||
NOVAREX Co., Ltd. | 663 | 27,988 | |||
NPC | 2,777 | 14,011 | |||
NS Shopping Co., Ltd. | 3,019 | 32,033 | |||
Oceanbridge Co., Ltd. | 1,631 | 22,579 | |||
* | OCI Co., Ltd. | 2,146 | 212,920 | ||
Okong Corp. | 5,256 | 23,191 | |||
* | Omnisystem Co., Ltd. | 6,034 | 14,495 | ||
Opto Device Technology Co., Ltd. | 2,831 | 19,013 | |||
Orion Corp. | 3,482 | 355,920 | |||
Orion Holdings Corp. | 5,970 | 87,236 | |||
Osstem Implant Co., Ltd. | 2,927 | 329,341 | |||
* | Osung Advanced Materials Co., Ltd. | 18,332 | 52,425 | ||
Ottogi Corp. | 332 | 155,511 | |||
Paik Kwang Industrial Co., Ltd. | 4,373 | 26,666 | |||
* | Pan-Pacific Co., Ltd. | 4,645 | 9,474 | ||
Park Systems Corp. | 894 | 99,367 | |||
# | Partron Co., Ltd. | 11,262 | 100,135 | ||
* | Pearl Abyss Corp. | 4,707 | 303,062 | ||
People & Technology, Inc. | 3,169 | 73,280 | |||
PharmaResearch Co., Ltd. | 898 | 69,458 | |||
* | Pharmicell Co., Ltd. | 5,575 | 81,437 | ||
PI Advanced Materials Co., Ltd. | 4,049 | 188,358 | |||
PJ Electronics Co., Ltd. | 1,360 | 14,845 | |||
PLAYWITH, Inc. | 1,175 | 11,675 | |||
Point Engineering Co., Ltd. | 6,429 | 20,715 | |||
Posco ICT Co., Ltd. | 3,511 | 24,241 | |||
Posco M-Tech Co., Ltd. | 5,805 | 44,169 | |||
* | Power Logics Co., Ltd. | 5,517 | 41,824 | ||
* | PowerNet Technologies Corp. | 2,037 | 10,080 | ||
Protec Co., Ltd. | 1,501 | 35,838 | |||
PSK, Inc. | 641 | 23,692 | |||
Pulmuone Co., Ltd. | 5,757 | 97,210 | |||
Pungkuk Alcohol Industry Co., Ltd. | 780 | 12,868 | |||
Pyeong Hwa Automotive Co., Ltd. | 2,660 | 25,276 | |||
* | Q Capital Partners Co., Ltd. | 23,911 | 13,023 | ||
Rayence Co., Ltd. | 1,568 | 18,900 | |||
* | Redrover Co., Ltd. | 4,129 | 1,232 | ||
Reyon Pharmaceutical Co., Ltd. | 587 | 26,129 | |||
RFHIC Corp. | 1,033 | 33,097 | |||
* | RFTech Co., Ltd. | 9,790 | 60,092 | ||
Rsupport Co., Ltd. | 3,117 | 26,345 |
Emerging Markets Sustainability Core 1
Portfolio
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SOUTH KOREA — (Continued) | |||||
S&S Tech Corp. | 1,157 | $32,004 | |||
* | S.Y. Co., Ltd. | 6,825 | 24,451 | ||
S-1 Corp. | 5,861 | 410,631 | |||
Sajo Industries Co., Ltd. | 228 | 13,740 | |||
Sajodaerim Corp. | 1,111 | 25,937 | |||
Sam Young Electronics Co., Ltd. | 3,240 | 37,207 | |||
Sam Yung Trading Co., Ltd. | 1,958 | 27,742 | |||
Sambo Corrugated Board Co., Ltd. | 2,251 | 31,502 | |||
* | Sambo Motors Co., Ltd. | 3,324 | 19,504 | ||
* | Sambu Engineering & Construction Co., Ltd. | 8,922 | 26,853 | ||
Samchuly Bicycle Co., Ltd. | 1,569 | 17,003 | |||
Samho Development Co., Ltd. | 5,403 | 28,718 | |||
SAMHWA Paints Industrial Co., Ltd. | 1,928 | 18,958 | |||
Samick Musical Instruments Co., Ltd. | 11,471 | 18,847 | |||
Samick THK Co., Ltd. | 1,425 | 16,611 | |||
* | Samil C&S Co., Ltd. | 1,410 | 16,041 | ||
Samji Electronics Co., Ltd. | 1,649 | 19,181 | |||
Samjin Pharmaceutical Co., Ltd. | 1,297 | 30,309 | |||
* | Samkee Corp. | 5,673 | 23,098 | ||
* | Sammok S-Form Co., Ltd. | 1,045 | 13,641 | ||
Samsung C&T Corp. | 12,599 | 1,552,014 | |||
Samsung Card Co., Ltd. | 5,765 | 175,566 | |||
Samsung Climate Control Co., Ltd. | 1,106 | 27,542 | |||
Samsung Electro-Mechanics Co., Ltd. | 7,977 | 1,332,363 | |||
Samsung Electronics Co., Ltd., GDR | 2,910 | 4,986,833 | |||
Samsung Electronics Co., Ltd. | 289,723 | 19,798,624 | |||
Samsung Electronics Co., Ltd., GDR | 3,225 | 5,535,712 | |||
* | Samsung Engineering Co., Ltd. | 66,875 | 1,359,494 | ||
Samsung Fire & Marine Insurance Co., Ltd. | 10,634 | 1,983,751 | |||
* | Samsung Heavy Industries Co., Ltd. | 87,923 | 499,906 | ||
Samsung Life Insurance Co., Ltd. | 9,647 | 632,999 | |||
* | Samsung Pharmaceutical Co., Ltd. | 6,266 | 39,761 | ||
Samsung Publishing Co., Ltd. | 769 | 27,829 | |||
Samsung SDI Co., Ltd. | 2,405 | 1,552,521 | |||
Samsung SDS Co., Ltd. | 4,897 | 778,015 | |||
Samsung Securities Co., Ltd. | 27,566 | 1,062,015 | |||
SAMT Co., Ltd. | 10,436 | 38,312 | |||
Samwha Capacitor Co., Ltd. | 2,032 | 107,636 | |||
Samwha Electric Co., Ltd. | 664 | 19,589 | |||
Samyang Corp. | 527 | 29,178 | |||
Samyang Foods Co., Ltd. | 1,088 | 86,843 | |||
Samyang Tongsang Co., Ltd. | 207 | 14,010 | |||
Samyung ENC Co., Ltd. | 2,128 | 15,346 | |||
* | Sangbo Corp. | 8,316 | 17,312 | ||
Sangsin Energy Display Precision Co., Ltd. | 2,574 | 37,148 | |||
SaraminHR Co., Ltd. | 2,216 | 95,363 | |||
SAVEZONE I&C Corp. | 4,590 | 14,285 | |||
* | SBI Investment Korea Co., Ltd. | 14,026 | 24,968 | ||
* | SBS Media Holdings Co., Ltd. | 6,667 | 12,969 | ||
* | SBW | 94,220 | 66,611 | ||
SCI Information Service, Inc. | 3,770 | 12,339 | |||
Seah Besteel Corp. | 3,096 | 84,563 | |||
SeAH Steel Corp. | 245 | 22,609 | |||
SeAH Steel Holdings Corp. | 189 | 12,863 | |||
Sebang Co., Ltd. | 2,031 | 23,439 | |||
Sebang Global Battery Co., Ltd. | 743 | 56,524 | |||
# | Seegene, Inc. | 7,386 | 450,472 | ||
Segyung Hitech Co., Ltd. | 1,016 | 20,448 | |||
* | Seha Corp. | 11,240 | 20,285 |
Emerging Markets Sustainability Core 1
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SOUTH KOREA — (Continued) | |||||
Sejong Industrial Co., Ltd. | 4,190 | $35,357 | |||
* | Sejong Telecom, Inc. | 33,195 | 19,920 | ||
* | Sekonix Co., Ltd. | 2,406 | 10,103 | ||
Sempio Co. | 203 | 9,834 | |||
S-Energy Co., Ltd. | 2,419 | 10,130 | |||
Seohan Co., Ltd. | 28,267 | 51,774 | |||
* | Seojin System Co., Ltd. | 1,871 | 67,619 | ||
* | Seoul Auction Co., Ltd. | 1,312 | 24,125 | ||
Seoul City Gas Co., Ltd. | 134 | 15,978 | |||
# | Seoul Semiconductor Co., Ltd. | 7,655 | 122,742 | ||
* | Seowon Co., Ltd. | 10,203 | 27,118 | ||
Seoyon Co., Ltd. | 2,488 | 35,642 | |||
Seoyon E-Hwa Co., Ltd. | 3,804 | 26,445 | |||
Settle Bank, Inc. | 710 | 20,555 | |||
* | Sewon E&C Co., Ltd. | 22,762 | 20,692 | ||
SEWOONMEDICAL Co., Ltd. | 3,371 | 15,252 | |||
SFA Engineering Corp. | 5,176 | 183,125 | |||
#* | SFA Semicon Co., Ltd. | 11,200 | 69,833 | ||
* | SG Corp. | 15,759 | 11,312 | ||
* | SG&G Corp. | 8,237 | 20,377 | ||
SGC e Tec E&C Co., Ltd. | 115 | 7,409 | |||
* | SH Energy & Chemical Co., Ltd. | 13,014 | 12,628 | ||
Shin Heung Energy & Electronics Co., Ltd. | 754 | 40,803 | |||
Shin Poong Paper Manufacturing Co., Ltd. | 6,218 | 17,286 | |||
# | Shin Poong Pharmaceutical Co., Ltd. | 2,471 | 136,401 | ||
Shindaeyang Paper Co., Ltd. | 456 | 38,434 | |||
Shinhan Financial Group Co., Ltd. | 60,513 | 2,050,973 | |||
Shinil Electronics Co., Ltd. | 13,867 | 27,227 | |||
Shinsegae Engineering & Construction Co., Ltd. | 601 | 23,432 | |||
Shinsegae Food Co., Ltd. | 478 | 40,664 | |||
Shinsegae Information & Communication Co., Ltd. | 295 | 50,314 | |||
Shinsegae International, Inc. | 489 | 82,653 | |||
Shinsegae, Inc. | 1,541 | 356,858 | |||
Shinsung Delta Tech Co., Ltd. | 2,366 | 33,322 | |||
* | Shinsung E&G Co., Ltd. | 13,700 | 31,417 | ||
* | Shinsung Tongsang Co., Ltd. | 13,006 | 45,202 | ||
Shinwha Intertek Corp. | 7,617 | 24,670 | |||
* | Shinwon Construction Co., Ltd. | 1,829 | 11,229 | ||
* | Shinwon Corp. | 11,931 | 23,744 | ||
Shinyoung Securities Co., Ltd. | 961 | 53,799 | |||
* | Signetics Corp. | 13,083 | 20,983 | ||
SIGONG TECH Co., Ltd. | 2,090 | 13,938 | |||
Silla Co., Ltd. | 817 | 9,052 | |||
SIMMTECH Co., Ltd. | 6,084 | 131,558 | |||
SIMPAC, Inc. | 4,358 | 26,560 | |||
* | Sindoh Co., Ltd. | 1,876 | 52,166 | ||
Sinil Pharm Co., Ltd. | 2,367 | 33,498 | |||
SK Chemicals Co., Ltd. | 1,643 | 339,022 | |||
SK D&D Co., Ltd. | 1,722 | 55,389 | |||
SK Discovery Co., Ltd. | 3,201 | 135,880 | |||
SK Gas, Ltd. | 693 | 70,310 | |||
SK Hynix, Inc. | 28,027 | 2,743,739 | |||
SK Materials Co., Ltd. | 974 | 356,141 | |||
* | SK Rent A Car Co., Ltd. | 2,078 | 26,959 | ||
SK Securities Co., Ltd. | 104,448 | 88,527 | |||
SK Telecom Co., Ltd. | 1,453 | 380,590 | |||
SKC Co., Ltd. | 2,772 | 390,777 | |||
SL Corp. | 3,157 | 90,799 | |||
* | SM Entertainment Co., Ltd. | 1,741 | 89,337 |
Emerging Markets Sustainability Core 1
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Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | S-MAC Co., Ltd. | 60,027 | $69,815 | ||
SNT Dynamics Co., Ltd. | 758 | 7,089 | |||
SNT Holdings Co., Ltd. | 1,335 | 24,040 | |||
SNT Motiv Co., Ltd. | 1,920 | 102,639 | |||
* | SNU Precision Co., Ltd. | 6,533 | 25,836 | ||
S-Oil Corp. | 4,319 | 368,776 | |||
* | Solborn, Inc. | 3,310 | 20,025 | ||
* | Solid, Inc. | 3,020 | 18,938 | ||
Songwon Industrial Co., Ltd. | 7,075 | 118,957 | |||
Soosan Heavy Industries Co., Ltd. | 6,285 | 20,592 | |||
Soulbrain Co., Ltd. | 1,646 | 487,341 | |||
* | Soulbrain Holdings Co., Ltd. | 2,168 | 71,557 | ||
SPC Samlip Co., Ltd. | 1,041 | 74,972 | |||
Speco Co., Ltd. | 2,960 | 18,969 | |||
SPG Co., Ltd. | 2,484 | 26,826 | |||
Spigen Korea Co., Ltd. | 1,087 | 51,125 | |||
* | Ssangyong Motor Co. | 4,748 | 4,288 | ||
* | ST Pharm Co., Ltd. | 567 | 52,981 | ||
* | Straffic Co., Ltd. | 3,342 | 21,354 | ||
* | Studio Dragon Corp. | 3,170 | 254,531 | ||
Suheung Co., Ltd. | 677 | 32,351 | |||
* | SundayToz Corp. | 932 | 18,416 | ||
Sung Kwang Bend Co., Ltd. | 5,428 | 46,142 | |||
* | Sungchang Enterprise Holdings, Ltd. | 12,524 | 32,822 | ||
Sungdo Engineering & Construction Co., Ltd. | 4,063 | 23,212 | |||
Sungwoo Hitech Co., Ltd. | 11,092 | 63,606 | |||
* | Suprema, Inc. | 1,181 | 28,862 | ||
SurplusGlobal, Inc. | 4,238 | 21,564 | |||
SV Investment Corp. | 2,057 | 7,279 | |||
* | Synergy Innovation Co., Ltd. | 2,992 | 13,409 | ||
* | Synopex, Inc. | 6,097 | 19,825 | ||
Tae Kyung Industrial Co., Ltd. | 1,667 | 9,744 | |||
Taekwang Industrial Co., Ltd. | 109 | 106,363 | |||
* | Taewoong Co., Ltd. | 1,299 | 10,587 | ||
Taeyoung Engineering & Construction Co., Ltd. | 3,513 | 37,473 | |||
#* | Taihan Electric Wire Co., Ltd. | 68,789 | 155,139 | ||
* | Taihan Fiberoptics Co., Ltd. | 10,782 | 31,616 | ||
* | Taihan Textile Co., Ltd. | 153 | 5,855 | ||
* | Tailim Packaging Co., Ltd. | 4,802 | 20,790 | ||
TechWing, Inc. | 1,557 | 35,995 | |||
* | Tego Science, Inc. | 598 | 14,471 | ||
* | Telcon RF Pharmaceutical, Inc. | 5,341 | 23,456 | ||
TES Co., Ltd. | 2,269 | 58,323 | |||
Tesna, Inc. | 3,273 | 145,096 | |||
* | Theragen Etex Co., Ltd. | 6,451 | 46,082 | ||
* | Thinkware Systems Corp. | 1,052 | 14,534 | ||
* | TK Chemical Corp. | 4,152 | 26,780 | ||
TK Corp. | 3,643 | 39,792 | |||
Tokai Carbon Korea Co., Ltd. | 1,113 | 188,731 | |||
Tongyang Life Insurance Co., Ltd. | 7,227 | 33,702 | |||
Tongyang, Inc. | 55,572 | 97,959 | |||
* | Top Engineering Co., Ltd. | 4,975 | 36,839 | ||
Toptec Co., Ltd. | 5,346 | 52,628 | |||
* | Tovis Co., Ltd. | 4,782 | 32,107 | ||
TS Corp. | 7,330 | 19,879 | |||
TSE Co., Ltd. | 390 | 26,245 | |||
* | Tuksu Construction Co., Ltd. | 2,534 | 29,789 | ||
* | TY Holdings Co., Ltd. | 3,387 | 94,087 | ||
UBCare Co., Ltd. | 3,061 | 24,027 |
Emerging Markets Sustainability Core 1
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SOUTH KOREA — (Continued) | |||||
Ubiquoss Holdings, Inc. | 1,137 | $20,242 | |||
Ubiquoss, Inc. | 1,210 | 24,234 | |||
Uju Electronics Co., Ltd. | 1,295 | 31,405 | |||
Uni-Chem Co., Ltd. | 8,018 | 11,471 | |||
* | Unick Corp. | 3,039 | 20,230 | ||
Unid Co., Ltd. | 1,100 | 112,975 | |||
Union Semiconductor Equipment & Materials Co., Ltd. | 9,622 | 123,636 | |||
Uniquest Corp. | 4,302 | 41,214 | |||
Unitrontech Co., Ltd. | 1,920 | 12,597 | |||
UTI, Inc. | 1,748 | 19,959 | |||
Value Added Technology Co., Ltd. | 1,700 | 53,255 | |||
Viatron Technologies, Inc. | 4,010 | 37,000 | |||
* | VICTEK Co., Ltd. | 3,541 | 19,766 | ||
* | Vidente Co., Ltd. | 10,054 | 90,738 | ||
Vieworks Co., Ltd. | 1,669 | 53,404 | |||
Visang Education, Inc. | 2,047 | 20,916 | |||
Vitzro Tech Co., Ltd. | 2,270 | 20,551 | |||
* | Vivien Corp. | 9,480 | 29,446 | ||
* | VT GMP Co., Ltd. | 1,836 | 13,964 | ||
Webcash Corp. | 856 | 25,629 | |||
#* | Webzen, Inc. | 4,413 | 111,941 | ||
* | Welcron Co., Ltd. | 4,953 | 20,746 | ||
Whanin Pharmaceutical Co., Ltd. | 3,397 | 63,261 | |||
Wiable Corp. | 3,225 | 11,986 | |||
* | WillBes & Co. (The) | 11,308 | 23,170 | ||
* | Winiadimchae Co., Ltd. | 1,982 | 8,480 | ||
# | Winix, Inc. | 2,581 | 46,887 | ||
* | Winpac, Inc. | 6,798 | 14,930 | ||
Wins Co., Ltd. | 2,128 | 31,679 | |||
WiSoL Co., Ltd. | 4,967 | 55,602 | |||
* | WIZIT Co., Ltd. | 17,586 | 20,704 | ||
* | WONIK CUBE Corp. | 6,329 | 23,069 | ||
* | Wonik Holdings Co., Ltd. | 10,865 | 57,864 | ||
# | WONIK IPS Co., Ltd. | 8,237 | 332,658 | ||
Wonik Materials Co., Ltd. | 1,057 | 31,678 | |||
* | Wonik Pne Co., Ltd. | 1,260 | 26,079 | ||
* | Wonik QnC Corp. | 4,248 | 114,152 | ||
Woojin, Inc. | 4,332 | 34,796 | |||
Woongjin Thinkbig Co., Ltd. | 12,192 | 43,474 | |||
* | Wooree Bio Co., Ltd. | 7,589 | 34,783 | ||
* | Wooree Lighting Co., Ltd. | 5,845 | 17,621 | ||
Woori Financial Capital Co., Ltd. | 1,256 | 12,563 | |||
Woori Financial Group, Inc., Sponsored ADR | 4,929 | 139,441 | |||
Woori Financial Group, Inc. | 49,733 | 468,904 | |||
Woori Investment Bank Co., Ltd. | 68,667 | 58,635 | |||
* | Wooridul Huebrain, Ltd. | 6,965 | 10,422 | ||
Woory Industrial Co., Ltd. | 676 | 13,281 | |||
* | Woowon Development Co., Ltd. | 4,541 | 29,355 | ||
Worldex Industry & Trading Co., Ltd. | 2,869 | 66,112 | |||
Y G-1 Co., Ltd. | 3,071 | 24,721 | |||
* | Y2 Solution | 3,143 | 1,250 | ||
YAS Co., Ltd. | 1,324 | 18,441 | |||
* | YIK Corp. | 4,787 | 26,068 | ||
YMC Co., Ltd. | 1,824 | 13,147 | |||
Yonwoo Co., Ltd. | 553 | 12,469 | |||
Yoosung Enterprise Co., Ltd. | 4,273 | 13,635 | |||
YooSung T&S Co., Ltd. | 3,233 | 10,255 | |||
Youlchon Chemical Co., Ltd. | 2,691 | 49,671 | |||
Young Poong Corp. | 119 | 70,895 |
Emerging Markets Sustainability Core 1
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SOUTH KOREA — (Continued) | |||||
Young Poong Precision Corp. | 1,490 | $13,419 | |||
Youngone Corp. | 5,335 | 184,849 | |||
Youngone Holdings Co., Ltd. | 1,151 | 46,273 | |||
* | YoungWoo DSP Co., Ltd. | 5,296 | 12,367 | ||
Yuanta Securities Korea Co., Ltd. | 27,085 | 105,337 | |||
Yuhan Corp. | 7,353 | 394,181 | |||
YuHwa Securities Co., Ltd. | 4,390 | 10,765 | |||
Zeus Co., Ltd. | 2,493 | 57,682 | |||
Zinus, Inc. | 2,245 | 203,235 | |||
TOTAL SOUTH KOREA | 151,978,626 | ||||
TAIWAN — (16.6%) | |||||
Aaeon Technology, Inc. | 4,000 | 9,598 | |||
ABC Taiwan Electronics Corp. | 17,000 | 18,595 | |||
Ability Enterprise Co., Ltd. | 47,000 | 26,453 | |||
* | Ability Opto-Electronics Technology Co., Ltd. | 10,200 | 28,583 | ||
AcBel Polytech, Inc. | 98,000 | 94,802 | |||
Accton Technology Corp. | 125,000 | 1,463,340 | |||
# | Acer, Inc. | 1,027,000 | 1,002,572 | ||
ACES Electronic Co., Ltd. | 24,000 | 47,522 | |||
* | Acon Holding, Inc. | 41,000 | 13,556 | ||
Acter Group Corp., Ltd. | 7,759 | 52,507 | |||
Action Electronics Co., Ltd. | 28,000 | 12,593 | |||
# | A-DATA Technology Co., Ltd. | 45,000 | 176,246 | ||
Addcn Technology Co., Ltd. | 8,000 | 70,456 | |||
# | Adlink Technology, Inc. | 10,000 | 23,274 | ||
Advanced Ceramic X Corp. | 8,000 | 133,385 | |||
Advanced International Multitech Co., Ltd. | 14,000 | 37,751 | |||
#* | Advanced Optoelectronic Technology, Inc. | 36,000 | 39,562 | ||
Advancetek Enterprise Co., Ltd. | 84,000 | 56,050 | |||
Advantech Co., Ltd. | 46,194 | 602,928 | |||
AEON Motor Co., Ltd. | 9,000 | 13,439 | |||
Aerospace Industrial Development Corp. | 64,000 | 68,258 | |||
* | AGV Products Corp. | 138,000 | 52,961 | ||
Airmate Cayman International Co., Ltd. | 20,000 | 18,418 | |||
Airtac International Group | 19,000 | 613,994 | |||
Alcor Micro Corp. | 12,000 | 24,560 | |||
All Ring Tech Co., Ltd. | 10,000 | 50,326 | |||
Allied Circuit Co., Ltd. | 5,000 | 21,749 | |||
Allis Electric Co., Ltd. | 47,586 | 45,254 | |||
Alltek Technology Corp. | 24,000 | 26,330 | |||
Alltop Technology Co., Ltd. | 12,001 | 83,676 | |||
Alpha Networks, Inc. | 107,772 | 108,779 | |||
Altek Corp. | 72,000 | 104,204 | |||
Amazing Microelectronic Corp. | 11,586 | 61,982 | |||
Ampire Co., Ltd. | 16,000 | 13,955 | |||
Ample Electronic Technology Co., Ltd. | 4,000 | 18,895 | |||
AMPOC Far-East Co., Ltd. | 22,000 | 30,653 | |||
* | AmTRAN Technology Co., Ltd. | 161,000 | 98,769 | ||
Anpec Electronics Corp. | 16,000 | 102,880 | |||
# | AP Memory Technology Corp. | 5,000 | 131,716 | ||
Apac Opto Electronics, Inc. | 28,000 | 28,897 | |||
APAQ Technology Co., Ltd. | 6,000 | 12,727 | |||
APCB, Inc. | 35,000 | 27,080 | |||
Apex International Co., Ltd. | 42,000 | 86,958 | |||
Apex Medical Corp. | 17,000 | 19,890 | |||
Apex Science & Engineering | 30,000 | 12,904 | |||
Apogee Optocom Co., Ltd. | 4,000 | 10,070 | |||
Arcadyan Technology Corp. | 26,805 | 93,642 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
# | Argosy Research, Inc. | 14,013 | $52,737 | ||
# | ASE Technology Holding Co., Ltd. | 630,000 | 2,772,215 | ||
ASE Technology Holding Co., Ltd. , ADR | 9,375 | 83,156 | |||
Asia Cement Corp. | 230,000 | 426,946 | |||
Asia Electronic Material Co., Ltd. | 13,000 | 11,939 | |||
Asia Optical Co., Inc. | 22,000 | 67,754 | |||
Asia Polymer Corp. | 88,525 | 112,709 | |||
Asia Tech Image, Inc. | 21,000 | 41,810 | |||
Asia Vital Components Co., Ltd. | 88,000 | 237,835 | |||
ASIX Electronics Corp. | 4,000 | 23,123 | |||
ASMedia Technology, Inc. | 5,000 | 351,914 | |||
ASPEED Technology, Inc. | 5,000 | 402,692 | |||
ASROCK, Inc. | 10,000 | 60,483 | |||
# | Asustek Computer, Inc. | 119,000 | 1,496,143 | ||
Aten International Co., Ltd. | 20,000 | 59,731 | |||
Auden Techno Corp. | 4,000 | 29,593 | |||
Audix Corp. | 21,000 | 41,072 | |||
# | AURAS Technology Co., Ltd. | 19,000 | 121,601 | ||
Aurora Corp. | 9,000 | 30,200 | |||
Aver Information, Inc. | 9,000 | 22,498 | |||
# | Avermedia Technologies | 19,000 | 23,961 | ||
AVY Precision Technology, Inc. | 36,021 | 34,338 | |||
Axiomtek Co., Ltd. | 20,000 | 39,435 | |||
* | Azurewave Technologies, Inc. | 20,000 | 16,143 | ||
Bank of Kaohsiung Co., Ltd. | 117,141 | 47,401 | |||
Baolong International Co., Ltd. | 14,000 | 10,165 | |||
Basso Industry Corp. | 27,000 | 47,718 | |||
# | BenQ Materials Corp. | 66,000 | 97,454 | ||
BES Engineering Corp. | 385,000 | 120,189 | |||
* | Billion Electric Co., Ltd. | 29,000 | 23,943 | ||
Bin Chuan Enterprise Co., Ltd. | 15,000 | 15,277 | |||
Bionet Corp. | 7,000 | 11,379 | |||
Bioteque Corp. | 10,000 | 39,001 | |||
Bizlink Holding, Inc. | 21,000 | 193,883 | |||
Brave C&H Supply Co., Ltd. | 6,000 | 27,332 | |||
Bright Led Electronics Corp. | 27,000 | 29,330 | |||
* | Brighton-Best International Taiwan, Inc. | 33,000 | 47,745 | ||
Browave Corp. | 9,000 | 14,198 | |||
C Sun Manufacturing, Ltd. | 25,000 | 52,413 | |||
* | Cameo Communications, Inc. | 32,537 | 15,237 | ||
Capital Futures Corp. | 17,312 | 24,631 | |||
Capital Securities Corp. | 202,000 | 115,885 | |||
Career Technology MFG. Co., Ltd. | 100,109 | 105,280 | |||
* | Casing Macron Technology Co. | 12,000 | 10,105 | ||
Caswell, Inc. | 8,000 | 33,032 | |||
Catcher Technology Co., Ltd. | 155,000 | 1,027,482 | |||
Cathay Financial Holding Co., Ltd. | 1,023,658 | 1,992,359 | |||
Cathay Real Estate Development Co., Ltd. | 215,000 | 160,796 | |||
Cayman Engley Industrial Co., Ltd. | 4,000 | 12,370 | |||
Celxpert Energy Corp. | 17,000 | 28,776 | |||
Center Laboratories, Inc. | 76,000 | 191,021 | |||
Central Reinsurance Co., Ltd. | 40,000 | 43,111 | |||
Century Iron & Steel Industrial Co., Ltd. | 43,000 | 187,675 | |||
Chailease Holding Co., Ltd. | 117,272 | 973,197 | |||
ChainQui Construction Development Co., Ltd. | 34,700 | 26,229 | |||
* | Champion Building Materials Co., Ltd. | 50,000 | 21,446 | ||
Champion Microelectronic Corp. | 12,100 | 36,074 | |||
Chang Hwa Commercial Bank, Ltd. | 478,817 | 283,753 | |||
Chang Wah Electromaterials, Inc. | 70,000 | 94,347 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
Chang Wah Technology Co., Ltd. | 20,000 | $72,772 | |||
Channel Well Technology Co., Ltd. | 20,000 | 38,223 | |||
Chant Sincere Co., Ltd. | 12,000 | 13,896 | |||
CHC Healthcare Group | 34,000 | 42,523 | |||
CHC Resources Corp. | 15,000 | 25,272 | |||
Chen Full International Co., Ltd. | 29,000 | 40,698 | |||
# | Chenbro Micom Co., Ltd. | 20,000 | 53,456 | ||
Cheng Loong Corp. | 204,000 | 307,894 | |||
#* | Cheng Mei Materials Technology Corp. | 166,000 | 77,974 | ||
Cheng Shin Rubber Industry Co., Ltd. | 210,000 | 324,557 | |||
Cheng Uei Precision Industry Co., Ltd. | 83,000 | 120,256 | |||
Chia Chang Co., Ltd. | 34,000 | 61,065 | |||
Chicony Electronics Co., Ltd. | 179,185 | 516,930 | |||
Chicony Power Technology Co., Ltd. | 29,055 | 72,199 | |||
Chief Telecom, Inc. | 5,000 | 53,521 | |||
Chieftek Precision Co., Ltd. | 8,800 | 31,743 | |||
Chien Kuo Construction Co., Ltd. | 24,000 | 12,253 | |||
Chilisin Electronics Corp. | 53,979 | 207,735 | |||
China Bills Finance Corp. | 199,000 | 120,686 | |||
China Chemical & Pharmaceutical Co., Ltd. | 76,000 | 64,061 | |||
China Development Financial Holding Corp. | 2,757,000 | 1,393,590 | |||
China Electric Manufacturing Corp. | 63,900 | 25,552 | |||
China General Plastics Corp. | 105,687 | 150,348 | |||
China Glaze Co., Ltd. | 40,000 | 20,185 | |||
China Life Insurance Co., Ltd. | 537,282 | 506,674 | |||
* | China Man-Made Fiber Corp. | 334,220 | 130,137 | ||
China Metal Products | 34,000 | 40,391 | |||
China Motor Corp. | 59,200 | 140,648 | |||
China Steel Chemical Corp. | 44,000 | 174,929 | |||
China Wire & Cable Co., Ltd. | 21,000 | 21,703 | |||
Ching Feng Home Fashions Co., Ltd. | 20,000 | 16,267 | |||
Chin-Poon Industrial Co., Ltd. | 86,000 | 99,429 | |||
Chipbond Technology Corp. | 164,000 | 440,747 | |||
ChipMOS Techinologies, Inc. | 108,000 | 206,974 | |||
ChipMOS Technologies, Inc., ADR | 2,254 | 86,617 | |||
Chlitina Holding, Ltd. | 13,000 | 95,351 | |||
Chong Hong Construction Co., Ltd. | 47,000 | 134,925 | |||
# | Chroma ATE, Inc. | 70,000 | 493,103 | ||
Chun YU Works & Co., Ltd. | 17,000 | 20,213 | |||
Chung Hsin Electric & Machinery Manufacturing Corp. | 111,000 | 201,114 | |||
* | Chung Hung Steel Corp. | 131,000 | 230,207 | ||
Chung Hwa Food Industrial Co., Ltd. | 5,000 | 24,602 | |||
Chunghwa Precision Test Tech Co., Ltd. | 4,000 | 95,836 | |||
Clevo Co. | 151,000 | 160,495 | |||
CMC Magnetics Corp. | 289,827 | 101,689 | |||
Collins Co., Ltd. | 24,000 | 12,547 | |||
Compal Broadband Networks, Inc. | 8,000 | 8,308 | |||
Compal Electronics, Inc. | 1,513,000 | 1,170,347 | |||
Compucase Enterprise | 8,000 | 12,216 | |||
Concord Securities Co., Ltd. | 124,674 | 71,933 | |||
Concraft Holding Co., Ltd. | 18,872 | 48,025 | |||
Continental Holdings Corp. | 91,000 | 78,014 | |||
Contrel Technology Co., Ltd. | 38,000 | 28,325 | |||
Coremax Corp. | 7,545 | 29,178 | |||
Coretronic Corp. | 143,000 | 282,301 | |||
Cowealth Medical Holding Co., Ltd. | 9,450 | 9,112 | |||
* | Coxon Precise Industrial Co., Ltd. | 18,000 | 9,910 | ||
Creative Sensor, Inc. | 15,000 | 15,343 | |||
* | Crowell Development Corp. | 28,000 | 21,668 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
* | CSBC Corp. Taiwan | 82,327 | $71,027 | ||
CTBC Financial Holding Co., Ltd. | 2,645,000 | 2,165,997 | |||
CTCI Corp. | 66,000 | 90,369 | |||
Cub Elecparts, Inc. | 3,753 | 23,702 | |||
CviLux Corp. | 12,000 | 20,062 | |||
Cyberlink Corp. | 12,000 | 33,429 | |||
CyberPower Systems, Inc. | 16,000 | 45,928 | |||
CyberTAN Technology, Inc. | 107,000 | 74,792 | |||
Cypress Technology Co., Ltd. | 7,889 | 14,259 | |||
Cystech Electronics Corp. | 3,000 | 13,078 | |||
DA CIN Construction Co., Ltd. | 73,000 | 78,402 | |||
Dadi Early-Childhood Education Group, Ltd. | 2,000 | 13,145 | |||
Dafeng TV, Ltd. | 10,000 | 15,721 | |||
Da-Li Development Co., Ltd. | 20,000 | 22,306 | |||
Darfon Electronics Corp. | 51,000 | 86,015 | |||
* | Darwin Precisions Corp. | 89,000 | 42,515 | ||
Daxin Materials Corp. | 18,000 | 57,829 | |||
De Licacy Industrial Co., Ltd. | 72,017 | 45,793 | |||
Delta Electronics, Inc. | 78,000 | 803,707 | |||
Depo Auto Parts Ind Co., Ltd. | 22,000 | 48,189 | |||
DFI, Inc. | 5,000 | 11,566 | |||
Dimerco Express Corp. | 53,000 | 192,888 | |||
# | D-Link Corp. | 192,000 | 133,389 | ||
Draytek Corp. | 13,000 | 12,023 | |||
Drewloong Precision, Inc. | 6,000 | 23,757 | |||
# | Dyaco International, Inc. | 34,000 | 100,521 | ||
* | Dynamic Electronics Co., Ltd. | 86,181 | 68,156 | ||
Dynapack International Technology Corp. | 24,000 | 87,349 | |||
E & R Engineering Corp. | 5,000 | 12,405 | |||
# | E Ink Holdings, Inc. | 137,000 | 396,174 | ||
E.Sun Financial Holding Co., Ltd. | 236,119 | 223,945 | |||
Eastern Media International Corp. | 165,000 | 273,998 | |||
Eclat Textile Co., Ltd. | 25,000 | 545,825 | |||
* | Edimax Technology Co., Ltd. | 46,000 | 18,246 | ||
Edison Opto Corp. | 12,000 | 11,891 | |||
Edom Technology Co., Ltd. | 40,000 | 52,792 | |||
eGalax_eMPIA Technology, Inc. | 10,000 | 40,657 | |||
# | Egis Technology, Inc. | 19,000 | 103,245 | ||
# | Elan Microelectronics Corp. | 69,100 | 449,034 | ||
E-LIFE MALL Corp. | 20,000 | 59,353 | |||
Elite Advanced Laser Corp. | 25,600 | 56,067 | |||
Elite Material Co., Ltd. | 71,000 | 574,161 | |||
Elite Semiconductor Microelectronics Technology, Inc. | 54,000 | 351,280 | |||
* | Elitegroup Computer Systems Co., Ltd. | 88,000 | 68,201 | ||
# | eMemory Technology, Inc. | 11,000 | 517,377 | ||
Emerging Display Technologies Corp. | 44,000 | 29,612 | |||
Ennoconn Corp. | 13,922 | 111,910 | |||
* | Ennostar, Inc. | 7,700 | 22,665 | ||
* | Epileds Technologies, Inc. | 16,000 | 15,460 | ||
Eson Precision Ind. Co., Ltd. | 28,000 | 67,000 | |||
Eternal Materials Co., Ltd. | 174,920 | 243,025 | |||
* | Everest Textile Co., Ltd. | 70,888 | 29,974 | ||
Evergreen International Storage & Transport Corp. | 51,000 | 58,897 | |||
* | Evergreen Marine Corp. Taiwan, Ltd. | 5,000 | 23,780 | ||
Everlight Chemical Industrial Corp. | 165,000 | 115,277 | |||
Everlight Electronics Co., Ltd. | 100,000 | 224,799 | |||
* | Everspring Industry Co., Ltd. | 24,000 | 23,061 | ||
Excel Cell Electronic Co., Ltd. | 15,000 | 13,753 | |||
Excellence Opto, Inc. | 34,000 | 32,316 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
Excelliance Mos Corp. | 5,000 | $43,455 | |||
Excelsior Medical Co., Ltd. | 38,141 | 76,395 | |||
Far Eastern Department Stores, Ltd. | 192,000 | 156,684 | |||
Far Eastern International Bank | 277,155 | 106,667 | |||
# | Far Eastern New Century Corp. | 315,000 | 333,812 | ||
# | Farglory F T Z Investment Holding Co., Ltd. | 25,000 | 33,256 | ||
Farglory Land Development Co., Ltd. | 77,000 | 154,331 | |||
Feedback Technology Corp. | 5,000 | 10,637 | |||
Feng Hsin Steel Co., Ltd. | 40,000 | 116,760 | |||
Feng TAY Enterprise Co., Ltd. | 44,400 | 367,350 | |||
First Financial Holding Co., Ltd. | 502,516 | 409,052 | |||
First Hi-Tec Enterprise Co., Ltd. | 13,000 | 33,291 | |||
First Hotel | 33,000 | 17,032 | |||
First Insurance Co., Ltd. (The) | 49,000 | 22,871 | |||
* | FIT Holding Co., Ltd. | 36,000 | 46,491 | ||
Fitipower Integrated Technology, Inc. | 8,000 | 80,767 | |||
Fittech Co., Ltd. | 10,279 | 76,887 | |||
FLEXium Interconnect, Inc. | 100,000 | 466,896 | |||
Flytech Technology Co., Ltd. | 26,000 | 61,359 | |||
# | FocalTech Systems Co., Ltd. | 23,000 | 229,646 | ||
FOCI Fiber Optic Communications, Inc. | 19,000 | 17,986 | |||
# | Forcecon Tech Co., Ltd. | 9,000 | 30,040 | ||
Forest Water Environment Engineering Co., Ltd. | 9,000 | 12,850 | |||
Formosa Chemicals & Fibre Corp. | 117,000 | 344,529 | |||
Formosa International Hotels Corp. | 7,000 | 37,810 | |||
* | Formosa Laboratories, Inc. | 30,634 | 74,844 | ||
Formosa Optical Technology Co., Ltd. | 7,000 | 15,798 | |||
Formosa Plastics Corp. | 113,000 | 404,208 | |||
Formosan Rubber Group, Inc. | 83,000 | 71,035 | |||
Formosan Union Chemical | 115,000 | 85,813 | |||
Fortune Electric Co., Ltd. | 28,000 | 43,546 | |||
Founding Construction & Development Co., Ltd. | 21,000 | 12,784 | |||
Foxconn Technology Co., Ltd. | 171,000 | 378,257 | |||
Foxsemicon Integrated Technology, Inc. | 26,150 | 219,274 | |||
FSP Technology, Inc. | 40,000 | 59,046 | |||
Fubon Financial Holding Co., Ltd. | 686,000 | 1,844,077 | |||
Fulgent Sun International Holding Co., Ltd. | 25,092 | 83,406 | |||
Fusheng Precision Co., Ltd. | 21,000 | 162,782 | |||
G Shank Enterprise Co., Ltd. | 34,000 | 66,812 | |||
Gamania Digital Entertainment Co., Ltd. | 26,000 | 59,355 | |||
GCS Holdings, Inc. | 20,000 | 34,474 | |||
GEM Services, Inc. | 12,100 | 51,709 | |||
Gemtek Technology Corp. | 89,000 | 104,792 | |||
General Interface Solution Holding, Ltd. | 60,000 | 251,161 | |||
General Plastic Industrial Co., Ltd. | 24,000 | 21,382 | |||
Generalplus Technology, Inc. | 12,000 | 36,442 | |||
* | GeneReach Biotechnology Corp. | 7,000 | 30,713 | ||
* | GeneReach Biotechnology Corp. | 944 | 84 | ||
Genesys Logic, Inc. | 14,000 | 66,810 | |||
# | Genius Electronic Optical Co., Ltd. | 21,634 | 403,387 | ||
GeoVision, Inc. | 24,000 | 33,403 | |||
Getac Technology Corp. | 63,000 | 126,730 | |||
Giant Manufacturing Co., Ltd. | 75,000 | 863,736 | |||
# | Gigabyte Technology Co., Ltd. | 113,000 | 406,007 | ||
* | Gigastorage Corp. | 44,000 | 41,512 | ||
Ginar Technology Co., Ltd. | 8,000 | 11,432 | |||
Ginko International Co., Ltd. | 7,600 | 61,593 | |||
Global Brands Manufacture, Ltd. | 110,000 | 140,209 | |||
Global Mixed Mode Technology, Inc. | 9,000 | 88,059 |
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TAIWAN — (Continued) | |||||
Global PMX Co., Ltd. | 4,000 | $24,840 | |||
Global Unichip Corp. | 16,000 | 237,116 | |||
Globaltek Fabrication Co., Ltd. | 9,000 | 15,913 | |||
Globalwafers Co., Ltd. | 27,000 | 820,345 | |||
Globe Union Industrial Corp. | 55,000 | 33,973 | |||
GMI Technology, Inc. | 21,000 | 17,500 | |||
Golden Friends Corp. | 6,000 | 12,684 | |||
# | Goldsun Building Materials Co., Ltd. | 254,873 | 207,257 | ||
Good Will Instrument Co., Ltd. | 13,000 | 11,516 | |||
Gourmet Master Co., Ltd. | 16,208 | 85,282 | |||
Grand Fortune Securities Co., Ltd. | 48,941 | 30,613 | |||
Grand Ocean Retail Group, Ltd. | 13,000 | 9,622 | |||
* | Grand Pacific Petrochemical | 215,000 | 224,756 | ||
Grand Plastic Technology Corp. | 5,000 | 72,865 | |||
GrandTech CG Systems, Inc. | 11,550 | 20,395 | |||
Grape King Bio, Ltd. | 22,000 | 134,180 | |||
Great China Metal Industry | 55,000 | 55,921 | |||
Great Taipei Gas Co., Ltd. | 110,000 | 131,252 | |||
Great Tree Pharmacy Co., Ltd. | 4,000 | 34,213 | |||
Greatek Electronics, Inc. | 72,000 | 245,953 | |||
Group Up Industrial Co., Ltd. | 4,000 | 9,870 | |||
GTM Holdings Corp. | 43,000 | 38,566 | |||
# | Hannstar Board Corp. | 75,314 | 128,031 | ||
Hanpin Electron Co., Ltd. | 14,000 | 15,329 | |||
* | Harvatek Corp. | 22,000 | 22,855 | ||
Heran Co., Ltd. | 12,000 | 49,038 | |||
Hey Song Corp. | 64,000 | 82,202 | |||
Hi-Clearance, Inc. | 5,000 | 25,043 | |||
Highlight Tech Corp. | 22,833 | 34,610 | |||
Highwealth Construction Corp. | 181,400 | 318,616 | |||
HIM International Music, Inc. | 10,000 | 32,482 | |||
Hiroca Holdings, Ltd. | 23,000 | 54,884 | |||
Hitron Technology, Inc. | 25,080 | 18,213 | |||
Hiwin Technologies Corp. | 40,003 | 460,273 | |||
* | Ho Tung Chemical Corp. | 324,000 | 130,526 | ||
Hocheng Corp. | 47,000 | 19,453 | |||
Holiday Entertainment Co., Ltd. | 10,000 | 23,015 | |||
Holtek Semiconductor, Inc. | 27,000 | 130,538 | |||
Holy Stone Enterprise Co., Ltd. | 27,000 | 121,120 | |||
Hon Hai Precision Industry Co., Ltd. | 877,600 | 3,468,029 | |||
Hon Hai Precision Industry Co., Ltd., GDR | 4,692 | 37,347 | |||
Hon Hai Precision Industry Co., Ltd., GDR | 5,974 | 47,323 | |||
Hong Pu Real Estate Development Co., Ltd. | 57,000 | 44,353 | |||
# | Hong TAI Electric Industrial | 70,000 | 58,902 | ||
Hong YI Fiber Industry Co. | 34,000 | 31,306 | |||
# | Hota Industrial Manufacturing Co., Ltd. | 17,178 | 60,056 | ||
Hotai Finance Co., Ltd. | 22,000 | 67,762 | |||
Hotai Motor Co., Ltd. | 36,000 | 762,069 | |||
Hotron Precision Electronic Industrial Co., Ltd. | 14,742 | 39,241 | |||
Hsin Yung Chien Co., Ltd. | 4,200 | 22,156 | |||
Hsing TA Cement Co. | 38,000 | 34,555 | |||
* | HTC Corp. | 212,000 | 298,642 | ||
Hu Lane Associate, Inc. | 7,400 | 35,971 | |||
HUA ENG Wire & Cable Co., Ltd. | 32,000 | 29,057 | |||
Hua Nan Financial Holdings Co., Ltd. | 501,978 | 346,856 | |||
Huaku Development Co., Ltd. | 75,000 | 228,038 | |||
Huang Hsiang Construction Corp. | 26,000 | 40,201 | |||
Hung Ching Development & Construction Co., Ltd. | 33,000 | 30,902 | |||
Hung Sheng Construction, Ltd. | 102,592 | 76,555 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
Huxen Corp. | 10,000 | $19,499 | |||
* | Hwa Fong Rubber Industrial Co., Ltd. | 24,375 | 15,881 | ||
Hycon Technology Corp. | 5,000 | 31,185 | |||
Ibase Technology, Inc. | 51,000 | 71,729 | |||
IBF Financial Holdings Co., Ltd. | 441,214 | 259,782 | |||
Ichia Technologies, Inc. | 62,000 | 41,926 | |||
IEI Integration Corp. | 41,220 | 77,978 | |||
Infortrend Technology, Inc. | 56,000 | 36,843 | |||
Innodisk Corp. | 13,633 | 117,305 | |||
Inpaq Technology Co., Ltd. | 11,400 | 27,444 | |||
Insyde Software Corp. | 7,000 | 25,089 | |||
Intai Technology Corp. | 6,000 | 18,436 | |||
Integrated Service Technology, Inc. | 17,000 | 30,886 | |||
IntelliEPI, Inc. | 6,000 | 12,198 | |||
International CSRC Investment Holdings Co. | 193,220 | 185,648 | |||
International Games System Co., Ltd. | 18,000 | 561,708 | |||
# | Inventec Corp. | 872,000 | 732,681 | ||
Iron Force Industrial Co., Ltd. | 8,000 | 20,781 | |||
I-Sheng Electric Wire & Cable Co., Ltd. | 25,000 | 40,462 | |||
* | I-Sunny Construction & Development Co., Ltd. | 9,000 | 23,361 | ||
ITE Technology, Inc. | 28,000 | 126,993 | |||
ITEQ Corp. | 48,822 | 240,246 | |||
Jarllytec Co., Ltd. | 18,000 | 44,611 | |||
Jentech Precision Industrial Co., Ltd. | 9,000 | 105,896 | |||
Jess-Link Products Co., Ltd. | 27,000 | 35,285 | |||
Jia Wei Lifestyle, Inc. | 7,000 | 20,570 | |||
Jih Lin Technology Co., Ltd. | 16,000 | 64,761 | |||
Jinli Group Holdings, Ltd. | 23,391 | 11,690 | |||
JMC Electronics Co., Ltd. | 5,000 | 13,077 | |||
Jochu Technology Co., Ltd. | 13,000 | 13,373 | |||
Johnson Health Tech Co., Ltd. | 23,000 | 62,592 | |||
Jourdeness Group, Ltd. | 4,000 | 10,915 | |||
Kaimei Electronic Corp. | 11,400 | 41,999 | |||
Kaori Heat Treatment Co., Ltd. | 21,000 | 36,691 | |||
Kaulin Manufacturing Co., Ltd. | 23,000 | 12,505 | |||
Kedge Construction Co., Ltd. | 19,000 | 32,961 | |||
KEE TAI Properties Co., Ltd. | 101,000 | 38,336 | |||
Kenda Rubber Industrial Co., Ltd. | 53,000 | 72,255 | |||
Kenmec Mechanical Engineering Co., Ltd. | 22,000 | 21,215 | |||
Kerry TJ Logistics Co., Ltd. | 21,000 | 41,324 | |||
Keystone Microtech Corp. | 4,000 | 49,829 | |||
KHGEARS International, Ltd. | 5,000 | 23,515 | |||
Kindom Development Co., Ltd. | 69,000 | 106,434 | |||
King Slide Works Co., Ltd. | 10,000 | 133,291 | |||
King's Town Bank Co., Ltd. | 184,000 | 266,027 | |||
* | King's Town Construction Co., Ltd. | 27,000 | 34,332 | ||
Kinik Co. | 23,000 | 53,234 | |||
* | Kinko Optical Co., Ltd. | 23,000 | 27,978 | ||
Kinpo Electronics | 232,000 | 106,616 | |||
KMC Kuei Meng International, Inc. | 13,250 | 114,249 | |||
Ko Ja Cayman Co., Ltd. | 9,606 | 33,097 | |||
KS Terminals, Inc. | 16,000 | 51,702 | |||
Kung Long Batteries Industrial Co., Ltd. | 12,000 | 67,219 | |||
#* | Kung Sing Engineering Corp. | 125,000 | 43,508 | ||
Kuo Toong International Co., Ltd. | 68,248 | 59,645 | |||
Kuo Yang Construction Co., Ltd. | 44,549 | 47,014 | |||
Kwong Lung Enterprise Co., Ltd. | 24,000 | 37,664 | |||
KYE Systems Corp. | 43,000 | 18,269 | |||
L&K Engineering Co., Ltd. | 45,000 | 50,317 |
Emerging Markets Sustainability Core 1
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Shares | Value» | ||||
TAIWAN — (Continued) | |||||
La Kaffa International Co., Ltd. | 6,000 | $23,895 | |||
* | LAN FA Textile | 27,000 | 12,644 | ||
Land Mark Optoelectronics Corp. | 13,000 | 110,385 | |||
Lanner Electronics, Inc. | 23,720 | 49,859 | |||
# | Largan Precision Co., Ltd. | 10,000 | 1,052,314 | ||
Laser Tek Taiwan Co., Ltd. | 11,000 | 13,250 | |||
* | Laster Tech Corp., Ltd. | 7,000 | 12,587 | ||
# | Leader Electronics, Inc. | 29,000 | 18,176 | ||
* | Leadtek Research, Inc. | 7,000 | 15,332 | ||
* | Lealea Enterprise Co., Ltd. | 145,000 | 61,317 | ||
LEE CHI Enterprises Co., Ltd. | 21,000 | 23,991 | |||
Lelon Electronics Corp. | 18,832 | 48,787 | |||
Lemtech Holdings Co., Ltd. | 3,599 | 24,716 | |||
Leo Systems, Inc. | 13,000 | 11,256 | |||
Li Cheng Enterprise Co., Ltd. | 34,458 | 27,592 | |||
* | Li Peng Enterprise Co., Ltd. | 126,000 | 51,398 | ||
Lida Holdings, Ltd. | 10,000 | 10,752 | |||
Lien Hwa Industrial Holdings Corp. | 132,794 | 249,417 | |||
Lifestyle Global Enterprise, Inc. | 6,000 | 10,089 | |||
* | Lingsen Precision Industries, Ltd. | 35,000 | 33,597 | ||
Lintes Technology Co., Ltd. | 5,000 | 20,973 | |||
Lite-On Technology Corp. | 413,000 | 949,252 | |||
Liton Technology Corp. | 12,000 | 22,029 | |||
* | Long Bon International Co., Ltd. | 16,000 | 10,666 | ||
Long Da Construction & Development Corp. | 40,000 | 31,821 | |||
# | Longchen Paper & Packaging Co., Ltd. | 209,028 | 212,115 | ||
Longwell Co. | 13,000 | 32,383 | |||
Lotes Co., Ltd. | 17,256 | 353,425 | |||
Lotus Pharmaceutical Co., Ltd. | 10,000 | 52,450 | |||
Lu Hai Holding Corp. | 7,000 | 12,438 | |||
Lumax International Corp., Ltd. | 20,000 | 49,097 | |||
Lung Yen Life Service Corp. | 23,000 | 39,852 | |||
M31 Technology Corp. | 5,000 | 70,626 | |||
Ma Kuang Healthcare Holding, Ltd. | 5,000 | 9,461 | |||
Macauto Industrial Co., Ltd. | 5,000 | 17,440 | |||
Machvision, Inc. | 11,159 | 104,141 | |||
Macroblock, Inc. | 5,000 | 28,035 | |||
Makalot Industrial Co., Ltd. | 50,258 | 427,777 | |||
Marketech International Corp. | 11,000 | 43,927 | |||
Materials Analysis Technology, Inc. | 13,000 | 70,540 | |||
Mechema Chemicals International Corp. | 13,000 | 37,335 | |||
* | Medeon Biodesign, Inc. | 2,000 | 4,361 | ||
MediaTek, Inc. | 100,000 | 3,269,785 | |||
Mega Financial Holding Co., Ltd. | 773,000 | 915,512 | |||
Meiloon Industrial Co. | 17,000 | 20,351 | |||
Mercuries & Associates Holding, Ltd. | 99,220 | 82,585 | |||
* | Mercuries Life Insurance Co., Ltd. | 308,143 | 101,871 | ||
Merida Industry Co., Ltd. | 29,000 | 348,294 | |||
Merry Electronics Co., Ltd. | 19,000 | 75,726 | |||
* | Microbio Co., Ltd. | 15,000 | 30,712 | ||
Micro-Star International Co., Ltd. | 199,000 | 1,057,234 | |||
* | MIN AIK Technology Co., Ltd. | 35,000 | 30,597 | ||
Mirle Automation Corp. | 39,000 | 62,428 | |||
Mitac Holdings Corp. | 259,073 | 263,884 | |||
# | momo.com, Inc. | 11,700 | 653,299 | ||
MOSA Industrial Corp. | 21,000 | 36,952 | |||
MPI Corp. | 17,000 | 94,977 | |||
Nak Sealing Technologies Corp. | 10,000 | 34,311 | |||
Nan Pao Resins Chemical Co., Ltd. | 18,000 | 96,643 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
Nan Ya Plastics Corp. | 320,000 | $998,675 | |||
Nang Kuang Pharmaceutical Co., Ltd. | 12,000 | 16,375 | |||
# | Nantex Industry Co., Ltd. | 128,200 | 564,874 | ||
National Petroleum Co., Ltd. | 22,000 | 38,138 | |||
Netronix, Inc. | 11,000 | 24,645 | |||
New Best Wire Industrial Co., Ltd. | 5,000 | 7,830 | |||
New Era Electronics Co., Ltd. | 19,000 | 16,580 | |||
* | Newmax Technology Co., Ltd. | 7,000 | 10,867 | ||
Nexcom International Co., Ltd. | 30,000 | 24,694 | |||
Nichidenbo Corp. | 36,000 | 73,474 | |||
Nidec Chaun-Choung Technology Corp. | 5,000 | 36,827 | |||
* | Nien Hsing Textile Co., Ltd. | 44,000 | 36,532 | ||
Nien Made Enterprise Co., Ltd. | 27,000 | 453,311 | |||
Niko Semiconductor Co., Ltd. | 15,000 | 44,464 | |||
Nishoku Technology, Inc. | 10,000 | 37,614 | |||
# | Novatek Microelectronics Corp. | 113,000 | 2,078,672 | ||
# | Nyquest Technology Co., Ltd. | 5,000 | 28,451 | ||
O-Bank Co., Ltd. | 179,507 | 45,078 | |||
* | Ocean Plastics Co., Ltd. | 61,000 | 79,172 | ||
OK Biotech Co., Ltd. | 18,272 | 15,502 | |||
* | Oneness Biotech Co., Ltd. | 13,000 | 89,813 | ||
OptoTech Corp. | 55,500 | 63,619 | |||
Orient Europharma Co., Ltd. | 7,000 | 10,394 | |||
Orient Semiconductor Electronics, Ltd. | 66,000 | 64,108 | |||
* | Oriental Union Chemical Corp. | 130,000 | 104,467 | ||
O-TA Precision Industry Co., Ltd. | 12,000 | 70,231 | |||
Pacific Construction Co. | 73,000 | 25,804 | |||
PADAUK Technology Co., Ltd. | 3,000 | 25,682 | |||
Pan German Universal Motors, Ltd. | 5,000 | 40,307 | |||
Pan Jit International, Inc. | 38,900 | 143,712 | |||
Pan-International Industrial Corp. | 26,000 | 39,130 | |||
Panion & BF Biotech, Inc. | 6,000 | 17,482 | |||
Parade Technologies, Ltd. | 12,000 | 736,875 | |||
* | Paragon Technologies Co., Ltd. | 21,000 | 18,225 | ||
PChome Online, Inc. | 18,000 | 84,697 | |||
PCL Technologies, Inc. | 7,432 | 23,339 | |||
P-Duke Technology Co., Ltd. | 11,579 | 31,494 | |||
Pegatron Corp. | 528,000 | 1,272,900 | |||
Pegavision Corp. | 7,000 | 112,461 | |||
PharmaEngine, Inc. | 21,000 | 48,139 | |||
* | Pharmally International Holding Co., Ltd. | 11,410 | 4,330 | ||
* | Phihong Technology Co., Ltd. | 68,000 | 92,894 | ||
Phison Electronics Corp. | 45,000 | 769,041 | |||
Phoenix Silicon International Corp. | 14,000 | 25,392 | |||
# | Pixart Imaging, Inc. | 21,000 | 146,489 | ||
Planet Technology Corp. | 17,000 | 41,375 | |||
Plastron Precision Co., Ltd. | 19,000 | 8,912 | |||
Plotech Co., Ltd. | 38,000 | 36,545 | |||
Polytronics Technology Corp. | 9,423 | 49,907 | |||
Posiflex Technology, Inc. | 3,000 | 8,278 | |||
Pou Chen Corp. | 259,000 | 327,578 | |||
Powertech Technology, Inc. | 187,000 | 741,029 | |||
* | Poya International Co., Ltd. | 6,000 | 128,292 | ||
President Chain Store Corp. | 82,000 | 823,638 | |||
President Securities Corp. | 187,120 | 181,154 | |||
Primax Electronics, Ltd. | 74,000 | 163,181 | |||
* | Prime Electronics & Satellitics, Inc. | 46,000 | 15,903 | ||
Prince Housing & Development Corp. | 248,000 | 106,125 | |||
Pro Hawk Corp. | 3,000 | 20,131 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
Promate Electronic Co., Ltd. | 27,000 | $40,829 | |||
Prosperity Dielectrics Co., Ltd. | 21,000 | 51,110 | |||
Qisda Corp. | 419,000 | 443,873 | |||
QST International Corp. | 11,000 | 25,252 | |||
Qualipoly Chemical Corp. | 32,000 | 40,363 | |||
Quang Viet Enterprise Co., Ltd. | 9,000 | 37,364 | |||
Quanta Computer, Inc. | 309,000 | 855,974 | |||
Quanta Storage, Inc. | 55,000 | 74,641 | |||
# | Radiant Opto-Electronics Corp. | 100,000 | 378,110 | ||
Rafael Microelectronics, Inc. | 3,000 | 22,146 | |||
* | RDC Semiconductor Co., Ltd. | 9,000 | 135,280 | ||
Realtek Semiconductor Corp. | 63,000 | 1,330,169 | |||
Rechi Precision Co., Ltd. | 86,000 | 62,219 | |||
* | Reward Wool Industry Corp. | 14,000 | 10,780 | ||
Rexon Industrial Corp., Ltd. | 28,000 | 77,471 | |||
Rich Development Co., Ltd. | 229,000 | 77,019 | |||
RichWave Technology Corp. | 11,000 | 158,285 | |||
* | Ritek Corp. | 176,099 | 60,219 | ||
Rodex Fasteners Corp. | 12,000 | 14,344 | |||
* | Roo Hsing Co., Ltd. | 153,000 | 48,473 | ||
Ruentex Engineering & Construction Co. | 12,000 | 61,116 | |||
Ruentex Industries, Ltd. | 77,600 | 272,399 | |||
Run Long Construction Co., Ltd. | 39,000 | 84,735 | |||
Sakura Development Co., Ltd. | 19,000 | 22,054 | |||
Sampo Corp. | 77,800 | 84,299 | |||
San Fang Chemical Industry Co., Ltd. | 50,000 | 41,980 | |||
San Far Property, Ltd. | 52,384 | 28,667 | |||
San Shing Fastech Corp. | 15,000 | 31,145 | |||
Sanitar Co., Ltd. | 9,000 | 12,229 | |||
Sanyang Motor Co., Ltd. | 122,000 | 125,689 | |||
Scan-D Corp. | 11,000 | 20,705 | |||
SCI Pharmtech, Inc. | 14,000 | 45,098 | |||
Scientech Corp. | 10,000 | 21,388 | |||
# | SDI Corp. | 29,000 | 149,703 | ||
Sea Sonic Electronics Co., Ltd. | 8,000 | 29,437 | |||
Senao International Co., Ltd. | 23,000 | 26,247 | |||
Senao Networks, Inc. | 7,000 | 24,709 | |||
Sercomm Corp. | 35,000 | 81,469 | |||
# | Sesoda Corp. | 52,000 | 63,147 | ||
Shanghai Commercial & Savings Bank, Ltd. (The) | 599,000 | 896,021 | |||
Shan-Loong Transportation Co., Ltd. | 13,000 | 16,591 | |||
* | Sharehope Medicine Co., Ltd. | 23,086 | 24,781 | ||
Shih Her Technologies, Inc. | 11,000 | 22,665 | |||
Shihlin Electric & Engineering Corp. | 56,000 | 107,191 | |||
Shin Hsiung Natural Gas Co., Ltd. | 9,000 | 17,391 | |||
Shin Kong Financial Holding Co., Ltd. | 2,456,271 | 806,425 | |||
Shin Ruenn Development Co., Ltd. | 14,000 | 14,455 | |||
Shin Zu Shing Co., Ltd. | 42,866 | 164,456 | |||
Shinih Enterprise Co., Ltd. | 17,000 | 13,698 | |||
* | Shining Building Business Co., Ltd. | 102,206 | 43,216 | ||
Shinkong Insurance Co., Ltd. | 76,000 | 113,158 | |||
# | Shinkong Synthetic Fibers Corp. | 339,000 | 249,674 | ||
Shinkong Textile Co., Ltd. | 32,000 | 47,472 | |||
Shiny Chemical Industrial Co., Ltd. | 19,800 | 102,303 | |||
ShunSin Technology Holding, Ltd. | 7,000 | 26,776 | |||
* | Shuttle, Inc. | 77,000 | 32,616 | ||
Sigurd Microelectronics Corp. | 93,438 | 215,011 | |||
Silergy Corp. | 5,000 | 678,424 | |||
Silicon Optronics, Inc. | 5,000 | 35,387 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
Silicon Power Computer & Communications, Inc. | 21,000 | $20,731 | |||
Simplo Technology Co., Ltd. | 68,000 | 899,544 | |||
Sinbon Electronics Co., Ltd. | 45,000 | 387,101 | |||
Singatron Enterprise Co., Ltd. | 17,000 | 13,828 | |||
Sinher Technology, Inc. | 11,000 | 17,810 | |||
Sinmag Equipment Corp. | 11,000 | 43,505 | |||
Sino-American Silicon Products, Inc. | 127,000 | 861,489 | |||
Sinon Corp. | 148,000 | 121,845 | |||
Sinopower Semiconductor, Inc. | 5,000 | 23,510 | |||
Sinyi Realty, Inc. | 31,965 | 34,604 | |||
Sirtec International Co., Ltd. | 25,200 | 24,708 | |||
Sitronix Technology Corp. | 31,000 | 428,153 | |||
Siward Crystal Technology Co., Ltd. | 21,000 | 28,224 | |||
Softstar Entertainment, Inc. | 5,000 | 13,224 | |||
# | Solar Applied Materials Technology Co. | 151,711 | 255,910 | ||
Solomon Technology Corp. | 52,000 | 33,997 | |||
Solteam, Inc. | 11,000 | 30,393 | |||
Sonix Technology Co., Ltd. | 22,000 | 84,913 | |||
Southeast Cement Co., Ltd. | 26,000 | 16,769 | |||
Speed Tech Corp. | 20,000 | 55,769 | |||
# | Spirox Corp. | 17,000 | 18,295 | ||
# | Sporton International, Inc. | 19,050 | 164,873 | ||
St Shine Optical Co., Ltd. | 9,000 | 123,848 | |||
Standard Chemical & Pharmaceutical Co., Ltd. | 20,000 | 27,316 | |||
Standard Foods Corp. | 76,000 | 142,821 | |||
Stark Technology, Inc. | 18,000 | 44,590 | |||
Sun Race Sturmey-Archer, Inc. | 7,000 | 14,700 | |||
* | Sun Yad Construction Co., Ltd. | 53,000 | 23,356 | ||
Sunjuice Holdings Co., Ltd. | 2,000 | 36,117 | |||
Sunko INK Co., Ltd. | 29,750 | 10,639 | |||
SunMax Biotechnology Co., Ltd. | 6,000 | 15,475 | |||
Sunny Friend Environmental Technology Co., Ltd. | 9,000 | 65,513 | |||
# | Sunonwealth Electric Machine Industry Co., Ltd. | 40,000 | 62,704 | ||
Sunplus Technology Co., Ltd. | 80,000 | 125,380 | |||
Sunrex Technology Corp. | 18,000 | 35,714 | |||
Sunspring Metal Corp. | 14,000 | 15,490 | |||
* | Superior Plating Technology Co., Ltd. | 9,000 | 23,039 | ||
Supreme Electronics Co., Ltd. | 106,145 | 168,591 | |||
Swancor Holding Co., Ltd. | 5,000 | 18,653 | |||
Sweeten Real Estate Development Co., Ltd. | 41,796 | 37,389 | |||
Symtek Automation Asia Co., Ltd. | 6,000 | 22,948 | |||
Syncmold Enterprise Corp. | 24,500 | 72,052 | |||
Synmosa Biopharma Corp. | 58,000 | 52,483 | |||
Synnex Technology International Corp. | 398,000 | 755,934 | |||
Sysage Technology Co., Ltd. | 30,000 | 42,907 | |||
Systex Corp. | 56,000 | 175,531 | |||
# | T3EX Global Holdings Corp. | 23,444 | 154,167 | ||
TA Chen Stainless Pipe | 191,885 | 358,720 | |||
Ta Ya Electric Wire & Cable | 66,960 | 65,459 | |||
Tah Hsin Industrial Corp. | 18,000 | 44,469 | |||
# | TA-I Technology Co., Ltd. | 26,750 | 65,653 | ||
* | Tai Tung Communication Co., Ltd. | 24,000 | 14,878 | ||
Taichung Commercial Bank Co., Ltd. | 636,181 | 270,925 | |||
TaiDoc Technology Corp. | 12,000 | 91,794 | |||
Taiflex Scientific Co., Ltd. | 40,000 | 79,764 | |||
Taimide Tech, Inc. | 13,000 | 23,989 | |||
Tainan Enterprises Co., Ltd. | 15,000 | 9,666 | |||
Taishin Financial Holding Co., Ltd. | 1,106,991 | 671,741 | |||
TaiSol Electronics Co., Ltd. | 6,000 | 10,819 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
Taisun Enterprise Co., Ltd. | 21,000 | $21,818 | |||
# | Taita Chemical Co., Ltd. | 72,680 | 112,514 | ||
TAI-TECH Advanced Electronics Co., Ltd. | 9,000 | 54,899 | |||
# | Taiwan Business Bank | 589,585 | 200,081 | ||
Taiwan Cement Corp. | 345,401 | 651,395 | |||
Taiwan Chelic Corp., Ltd. | 1,000 | 2,129 | |||
* | Taiwan Chinsan Electronic Industrial Co., Ltd. | 24,720 | 43,232 | ||
Taiwan Cooperative Financial Holding Co., Ltd. | 463,182 | 362,086 | |||
Taiwan Fertilizer Co., Ltd. | 87,000 | 186,465 | |||
Taiwan Fire & Marine Insurance Co., Ltd. | 74,000 | 51,911 | |||
Taiwan FU Hsing Industrial Co., Ltd. | 31,000 | 47,640 | |||
Taiwan Glass Industry Corp. | 132,000 | 181,150 | |||
Taiwan High Speed Rail Corp. | 234,000 | 254,352 | |||
Taiwan Hon Chuan Enterprise Co., Ltd. | 59,000 | 165,016 | |||
# | Taiwan Hopax Chemicals Manufacturing Co., Ltd. | 55,000 | 104,712 | ||
* | Taiwan IC Packaging Corp. | 14,000 | 15,390 | ||
* | Taiwan Land Development Corp. | 134,000 | 30,400 | ||
Taiwan Line Tek Electronic | 30,000 | 31,250 | |||
# | Taiwan Mask Corp. | 31,000 | 109,980 | ||
Taiwan Mobile Co., Ltd. | 110,000 | 409,330 | |||
Taiwan Paiho, Ltd. | 69,000 | 229,371 | |||
Taiwan PCB Techvest Co., Ltd. | 67,000 | 111,514 | |||
Taiwan Sakura Corp. | 19,000 | 44,448 | |||
Taiwan Sanyo Electric Co., Ltd. | 17,000 | 20,762 | |||
Taiwan Secom Co., Ltd. | 72,000 | 242,191 | |||
Taiwan Semiconductor Co., Ltd. | 32,000 | 92,229 | |||
Taiwan Semiconductor Manufacturing Co., Ltd., Sponsored ADR | 100,238 | 11,691,760 | |||
Taiwan Semiconductor Manufacturing Co., Ltd. | 701,000 | 14,650,547 | |||
Taiwan Shin Kong Security Co., Ltd. | 76,500 | 108,223 | |||
Taiwan Styrene Monomer | 82,000 | 57,417 | |||
Taiwan Surface Mounting Technology Corp. | 39,000 | 175,152 | |||
Taiwan Taxi Co., Ltd. | 6,300 | 18,414 | |||
* | Taiwan TEA Corp. | 130,000 | 96,091 | ||
# | Taiwan Union Technology Corp. | 44,000 | 183,640 | ||
#* | Tatung Co., Ltd. | 483,000 | 451,908 | ||
TCI Co., Ltd. | 12,877 | 150,658 | |||
Te Chang Construction Co., Ltd. | 12,000 | 12,331 | |||
# | Teco Electric and Machinery Co., Ltd. | 409,000 | 455,180 | ||
Tehmag Foods Corp. | 4,000 | 48,867 | |||
TEKOM Technologies, Inc. | 4,000 | 22,177 | |||
Tera Autotech Corp. | 22,701 | 17,432 | |||
Test Research, Inc. | 30,000 | 61,880 | |||
Test-Rite International Co., Ltd. | 34,000 | 30,636 | |||
* | Tex-Ray Industrial Co., Ltd. | 17,000 | 9,049 | ||
Thermaltake Technology Co., Ltd. | 15,000 | 30,605 | |||
Thinking Electronic Industrial Co., Ltd. | 17,000 | 134,613 | |||
Thye Ming Industrial Co., Ltd. | 25,000 | 37,282 | |||
Tofu Restaurant Co., Ltd. | 1,000 | 5,528 | |||
* | Ton Yi Industrial Corp. | 256,000 | 136,444 | ||
Tong Hsing Electronic Industries, Ltd. | 10,878 | 95,516 | |||
Tong Yang Industry Co., Ltd. | 51,000 | 66,618 | |||
* | Tong-Tai Machine & Tool Co., Ltd. | 22,000 | 13,992 | ||
Top Bright Holding Co., Ltd. | 2,000 | 9,407 | |||
Top Union Electronics Corp. | 15,000 | 12,093 | |||
TOPBI International Holdings, Ltd. | 40,607 | 22,282 | |||
Topco Scientific Co., Ltd. | 29,000 | 134,628 | |||
Topco Technologies Corp. | 13,000 | 35,531 | |||
Topkey Corp. | 17,000 | 90,700 | |||
Topoint Technology Co., Ltd. | 35,000 | 58,491 |
Emerging Markets Sustainability Core 1
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TAIWAN — (Continued) | |||||
Toung Loong Textile Manufacturing | 13,000 | $19,338 | |||
TPK Holding Co., Ltd. | 89,000 | 136,927 | |||
Trade-Van Information Services Co. | 16,000 | 28,807 | |||
Transart Graphics Co., Ltd. | 6,000 | 16,162 | |||
Transcend Information, Inc. | 59,000 | 148,023 | |||
* | TrueLight Corp. | 21,000 | 23,227 | ||
Tsann Kuen Enterprise Co., Ltd. | 19,000 | 25,138 | |||
TSC Auto ID Technology Co., Ltd. | 6,300 | 52,074 | |||
TSRC Corp. | 97,000 | 105,470 | |||
TST Group Holding, Ltd. | 3,000 | 16,039 | |||
TTFB Co., Ltd. | 2,000 | 17,692 | |||
TTY Biopharm Co., Ltd. | 40,000 | 115,081 | |||
* | Tul Corp. | 5,000 | 27,356 | ||
Tung Ho Steel Enterprise Corp. | 153,000 | 256,065 | |||
Tung Ho Textile Co., Ltd. | 29,000 | 15,993 | |||
* | Tung Thih Electronic Co., Ltd. | 5,000 | 43,053 | ||
TURVO International Co., Ltd. | 10,000 | 46,150 | |||
TXC Corp. | 54,000 | 232,902 | |||
TYC Brother Industrial Co., Ltd. | 22,000 | 17,156 | |||
* | Tycoons Group Enterprise | 64,000 | 46,565 | ||
Tyntek Corp. | 45,000 | 41,989 | |||
UDE Corp. | 13,000 | 13,152 | |||
Ultra Chip, Inc. | 14,350 | 82,575 | |||
Unic Technology Corp. | 21,000 | 17,930 | |||
* | Union Bank Of Taiwan | 323,150 | 139,820 | ||
Uni-President Enterprises Corp. | 1,451,000 | 3,805,441 | |||
Unitech Computer Co., Ltd. | 37,000 | 39,226 | |||
Unitech Printed Circuit Board Corp. | 153,540 | 114,724 | |||
# | United Integrated Services Co., Ltd. | 47,000 | 329,531 | ||
United Orthopedic Corp. | 15,000 | 18,321 | |||
United Radiant Technology | 28,000 | 19,377 | |||
* | United Renewable Energy Co., Ltd. | 165,448 | 71,587 | ||
Unity Opto Technology Co., Ltd. | 140,000 | 3,867 | |||
Univacco Technology, Inc. | 15,000 | 11,435 | |||
Universal Microwave Technology, Inc. | 8,000 | 19,437 | |||
Universal Vision Biotechnology Co., Ltd. | 7,000 | 89,674 | |||
#* | Unizyx Holding Corp. | 109,000 | 106,781 | ||
UPC Technology Corp. | 279,169 | 265,888 | |||
Userjoy Technology Co., Ltd. | 5,000 | 16,673 | |||
# | USI Corp. | 263,320 | 309,563 | ||
* | Usun Technology Co., Ltd. | 9,000 | 12,057 | ||
Utechzone Co., Ltd. | 15,000 | 32,126 | |||
UVAT Technology Co., Ltd. | 8,000 | 17,365 | |||
Ve Wong Corp. | 23,000 | 27,783 | |||
Ventec International Group Co., Ltd. | 8,000 | 48,697 | |||
* | Victory New Materials, Ltd. Co. | 25,000 | 10,117 | ||
Visual Photonics Epitaxy Co., Ltd. | 33,000 | 161,936 | |||
Vivotek, Inc. | 8,000 | 22,927 | |||
Voltronic Power Technology Corp. | 12,915 | 629,292 | |||
Waffer Technology Corp. | 23,000 | 15,730 | |||
Wah Hong Industrial Corp. | 13,000 | 16,115 | |||
Wah Lee Industrial Corp. | 39,000 | 124,104 | |||
Walsin Lihwa Corp. | 531,000 | 543,802 | |||
Walsin Technology Corp. | 63,000 | 453,696 | |||
Wan Hai Lines, Ltd. | 21,000 | 168,567 | |||
* | Ways Technical Corp., Ltd. | 11,000 | 8,636 | ||
* | We & Win Development Co., Ltd. | 30,000 | 10,692 | ||
Wei Chuan Foods Corp. | 40,000 | 30,725 | |||
Weikeng Industrial Co., Ltd. | 68,945 | 59,300 |
Emerging Markets Sustainability Core 1
Portfolio
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Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Well Shin Technology Co., Ltd. | 16,000 | $29,104 | |||
* | Wha Yu Industrial Co., Ltd. | 18,000 | 11,980 | ||
Wholetech System Hitech, Ltd. | 18,000 | 26,392 | |||
# | Win Semiconductors Corp. | 87,000 | 1,079,643 | ||
Winbond Electronics Corp. | 550,000 | 678,395 | |||
Winmate, Inc. | 7,000 | 18,681 | |||
Winstek Semiconductor Co., Ltd. | 12,000 | 12,535 | |||
WinWay Technology Co., Ltd. | 3,000 | 31,015 | |||
Wisdom Marine Lines Co., Ltd. | 91,102 | 254,973 | |||
Wistron Corp. | 745,436 | 741,278 | |||
Wistron Information Technology & Services Corp. | 10,000 | 35,668 | |||
Wistron NeWeb Corp. | 62,340 | 165,958 | |||
Wiwynn Corp. | 25,000 | 840,518 | |||
Wonderful Hi-Tech Co., Ltd. | 17,000 | 15,589 | |||
Wowprime Corp. | 12,000 | 68,397 | |||
WPG Holdings, Ltd. | 542,400 | 1,060,343 | |||
WT Microelectronics Co., Ltd. | 130,000 | 289,393 | |||
WUS Printed Circuit Co., Ltd. | 30,780 | 33,021 | |||
XAC Automation Corp. | 24,000 | 24,821 | |||
* | X-Legend Entertainment Co., Ltd. | 8,000 | 17,356 | ||
Xxentria Technology Materials Corp. | 23,000 | 59,364 | |||
Ya Horng Electronic Co., Ltd. | 8,000 | 14,094 | |||
Yageo Corp. | 70,396 | 1,419,651 | |||
YCC Parts Manufacturing Co., Ltd. | 13,000 | 17,735 | |||
Yea Shin International Development Co., Ltd. | 48,000 | 35,649 | |||
# | Yem Chio Co., Ltd. | 115,164 | 70,546 | ||
Yen Sun Technology Corp. | 9,000 | 9,221 | |||
YFC-Boneagle Electric Co., Ltd. | 16,000 | 14,057 | |||
YFY, Inc. | 145,000 | 206,667 | |||
Yi Jinn Industrial Co., Ltd. | 29,000 | 18,716 | |||
* | Yieh Phui Enterprise Co., Ltd. | 301,756 | 380,991 | ||
Yonyu Plastics Co., Ltd. | 23,000 | 28,170 | |||
Young Fast Optoelectronics Co., Ltd. | 17,000 | 18,095 | |||
Youngtek Electronics Corp. | 20,000 | 65,541 | |||
# | Yuan High-Tech Development Co., Ltd. | 6,000 | 36,117 | ||
Yuanta Financial Holding Co., Ltd. | 1,131,800 | 1,029,381 | |||
Yuanta Futures Co., Ltd. | 8,000 | 14,094 | |||
Yulon Finance Corp. | 38,060 | 224,821 | |||
* | Yulon Motor Co., Ltd. | 227,264 | 325,334 | ||
Yung Chi Paint & Varnish Manufacturing Co., Ltd. | 20,000 | 54,740 | |||
Yungshin Construction & Development Co., Ltd. | 19,000 | 35,048 | |||
YungShin Global Holding Corp. | 46,000 | 72,801 | |||
Yungtay Engineering Co., Ltd. | 12,000 | 26,064 | |||
Zeng Hsing Industrial Co., Ltd. | 9,000 | 52,501 | |||
Zenitron Corp. | 34,000 | 34,093 | |||
Zero One Technology Co., Ltd. | 23,000 | 35,895 | |||
Zhen Ding Technology Holding, Ltd. | 145,800 | 546,690 | |||
Zhong Yang Technology Co., Ltd. | 9,000 | 20,971 | |||
* | Zig Sheng Industrial Co., Ltd. | 49,000 | 37,105 | ||
ZillTek Technology Corp. | 6,000 | 78,545 | |||
* | Zinwell Corp. | 72,000 | 52,433 | ||
Zippy Technology Corp. | 30,000 | 44,017 | |||
ZongTai Real Estate Development Co., Ltd. | 46,000 | 70,803 | |||
TOTAL TAIWAN | 153,225,553 | ||||
THAILAND — (1.9%) | |||||
AAPICO Hitech PCL | 34,100 | 21,787 | |||
Advanced Information Technology PCL, Class F | 55,600 | 36,370 | |||
AEON Thana Sinsap Thailand PCL | 25,400 | 131,376 |
Emerging Markets Sustainability Core 1
Portfolio
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Shares | Value» | ||||
THAILAND — (Continued) | |||||
After You PCL | 38,600 | $11,568 | |||
Airports of Thailand PCL | 241,600 | 415,316 | |||
AJ Plast PCL | 70,300 | 40,853 | |||
Amanah Leasing PCL | 58,700 | 8,537 | |||
Amata Corp. PCL | 39,400 | 21,817 | |||
* | Ananda Development PCL | 590,800 | 31,457 | ||
AP Thailand PCL | 861,500 | 207,069 | |||
Asia Plus Group Holdings PCL | 545,200 | 57,726 | |||
Asia Sermkij Leasing PCL | 39,450 | 45,310 | |||
Asian Sea Corp. PCL | 44,200 | 26,089 | |||
* | Asset World Corp. PCL | 277,200 | 30,868 | ||
Bangchak Corp. PCL | 378,200 | 265,807 | |||
* | Bangkok Aviation Fuel Services PCL | 10,100 | 7,621 | ||
Bangkok Chain Hospital PCL | 187,400 | 149,669 | |||
Bangkok Commercial Asset Management PCL | 281,500 | 141,317 | |||
Bangkok Dusit Medical Services PCL, Class F | 385,600 | 263,969 | |||
Bangkok Expressway & Metro PCL | 1,047,500 | 243,808 | |||
Bangkok Insurance PCL | 29,600 | 242,258 | |||
Bangkok Land PCL | 2,786,800 | 88,181 | |||
Bangkok Life Assurance PCL | 16,100 | 12,491 | |||
BCPG PCL | 225,200 | 100,036 | |||
* | BEC World PCL | 439,500 | 175,172 | ||
Berli Jucker PCL | 246,900 | 255,407 | |||
BTS Group Holdings PCL | 455,400 | 117,773 | |||
Bumrungrad Hospital PCL | 53,400 | 194,965 | |||
Cal-Comp Electronics Thailand PCL, Class F | 1,157,000 | 113,350 | |||
Carabao Group PCL, Class F | 34,500 | 152,202 | |||
Central Retail Corp. PCL | 197,950 | 186,703 | |||
CH Karnchang PCL | 308,500 | 171,767 | |||
Chayo Group PCL | 43,946 | 17,516 | |||
Chularat Hospital PCL, Class F | 692,300 | 88,887 | |||
CIMB Thai Bank PCL | 636,000 | 14,319 | |||
Com7 PCL, Class F | 99,400 | 195,821 | |||
CP ALL PCL | 403,000 | 723,420 | |||
Delta Electronics Thailand PCL | 35,500 | 630,775 | |||
* | Demco PCL | 80,100 | 11,747 | ||
Dhipaya Insurance PCL | 200,400 | 172,246 | |||
Diamond Building Products PCL | 101,400 | 22,213 | |||
Do Day Dream PCL | 27,700 | 15,086 | |||
Dohome PCL | 112,558 | 85,273 | |||
Dynasty Ceramic PCL | 707,100 | 68,413 | |||
Eastern Polymer Group PCL, Class F | 207,800 | 76,501 | |||
Eastern Power Group PCL | 116,500 | 18,786 | |||
Eastern Water Resources Development and Management PCL, Class F | 200,000 | 60,546 | |||
Ekachai Medical Care PCL | 71,900 | 17,501 | |||
Energy Absolute PCL | 174,600 | 316,078 | |||
* | Esso Thailand PCL | 290,200 | 64,455 | ||
Exotic Food PCL, Class F | 52,700 | 34,794 | |||
Forth Corp. PCL | 56,400 | 19,219 | |||
Forth Smart Service PCL | 159,400 | 50,923 | |||
Global Green Chemicals PCL, Class F | 200,700 | 62,895 | |||
Gulf Energy Development PCL | 118,900 | 121,188 | |||
Gunkul Engineering PCL | 1,097,400 | 154,923 | |||
Haad Thip PCL | 21,600 | 22,509 | |||
Hana Microelectronics PCL | 113,000 | 262,151 | |||
Home Product Center PCL | 653,700 | 264,523 | |||
Humanica PCL | 46,300 | 13,383 | |||
Ichitan Group PCL | 87,300 | 30,014 | |||
Indorama Ventures PCL | 226,700 | 250,030 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
Infraset PCL | 100,800 | $20,978 | |||
Interlink Communication PCL | 112,600 | 25,180 | |||
Intouch Holdings PCL | 11,700 | 22,960 | |||
Intouch Holdings PCL, Class F | 37,500 | 73,591 | |||
IRPC PCL | 3,718,800 | 398,271 | |||
Jasmine International PCL | 716,700 | 64,545 | |||
JKN Global Media PCL | 36,200 | 10,078 | |||
Jubilee Enterprise PCL | 41,000 | 28,691 | |||
JWD Infologistics PCL | 92,500 | 45,874 | |||
Karmarts PCL | 361,500 | 39,595 | |||
Kasikornbank PCL | 46,600 | 146,035 | |||
Kasikornbank PCL | 28,200 | 88,373 | |||
KCE Electronics PCL | 152,200 | 363,511 | |||
KGI Securities Thailand PCL | 156,400 | 30,454 | |||
* | Khon Kaen Sugar Industry PCL | 439,200 | 46,235 | ||
Kiatnakin Phatra Bank PCL | 78,400 | 121,652 | |||
Krungthai Card PCL | 136,300 | 256,074 | |||
Ladprao General Hospital PCL, Class F | 40,000 | 7,850 | |||
Lalin Property PCL | 105,700 | 26,692 | |||
Land & Houses PCL | 1,397,100 | 331,555 | |||
LH Financial Group PCL | 907,300 | 29,537 | |||
* | Loxley PCL | 724,500 | 59,516 | ||
LPN Development PCL | 654,100 | 97,117 | |||
* | MBK PCL | 138,672 | 53,161 | ||
MC Group PCL | 106,000 | 28,864 | |||
Mega Lifesciences PCL | 102,700 | 124,206 | |||
* | Minor International PCL | 201,504 | 182,391 | ||
MK Restaurants Group PCL | 78,900 | 118,227 | |||
* | Mono Next PCL, Class F | 305,000 | 15,219 | ||
Muangthai Capital PCL | 141,900 | 257,961 | |||
Namyong Terminal PCL | 77,900 | 11,969 | |||
Netbay PCL | 24,000 | 17,963 | |||
Noble Development PCL | 258,300 | 53,833 | |||
Northeast Rubber PCL | 106,900 | 25,207 | |||
* | Nusasiri PCL | 743,300 | 8,368 | ||
Origin Property PCL, Class F | 284,600 | 74,900 | |||
Osotspa PCL | 159,700 | 171,276 | |||
Plan B Media PCL, Class F | 920,900 | 147,097 | |||
Polyplex Thailand PCL | 89,700 | 66,318 | |||
* | Power Solution Technologies PCL, Class F | 178,060 | 12,460 | ||
Praram 9 Hospital PCL | 32,600 | 10,910 | |||
Premier Marketing PCL | 111,900 | 45,962 | |||
Prima Marine PCL | 75,300 | 15,235 | |||
* | Principal Capital PCL | 118,400 | 16,355 | ||
Property Perfect PCL | 2,922,200 | 40,009 | |||
Pruksa Holding PCL | 242,800 | 93,079 | |||
PTG Energy PCL | 238,300 | 113,830 | |||
PTT Global Chemical PCL | 253,100 | 437,010 | |||
Pylon PCL | 55,700 | 6,948 | |||
Quality Houses PCL | 2,547,100 | 170,491 | |||
* | Raimon Land PCL | 281,100 | 7,612 | ||
Rajthanee Hospital PCL | 31,400 | 35,348 | |||
Ratchaphruek Hospital PCL | 60,100 | 12,526 | |||
Ratchthani Leasing PCL | 563,737 | 79,584 | |||
* | RS PCL | 65,000 | 36,982 | ||
S 11 Group PCL | 62,700 | 12,972 | |||
Sabina PCL | 24,600 | 14,370 | |||
Sahamitr Pressure Container PCL | 71,900 | 23,188 | |||
Saha-Union PCL | 15,700 | 16,360 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
* | Samart Corp. PCL | 156,200 | $32,792 | ||
* | Samart Telcoms PCL | 76,700 | 14,235 | ||
Sansiri PCL | 5,141,200 | 183,014 | |||
Sappe PCL | 57,200 | 44,378 | |||
SC Asset Corp. PCL | 699,600 | 63,431 | |||
SCG Ceramics PCL | 248,200 | 20,087 | |||
SEAFCO PCL | 227,290 | 30,289 | |||
Sena Development PCL | 108,700 | 12,435 | |||
Siam Commercial Bank PCL (The) | 68,300 | 194,297 | |||
Siam Future Development PCL | 478,920 | 169,026 | |||
Siam Global House PCL | 287,384 | 199,357 | |||
* | Siam Wellness Group PCL, Class F | 27,450 | 5,512 | ||
Siamgas & Petrochemicals PCL | 263,500 | 86,584 | |||
Sikarin PCL, Class F | 82,000 | 25,198 | |||
Singer Thailand PCL | 33,100 | 40,535 | |||
* | Singha Estate PCL | 706,700 | 40,423 | ||
Sino-Thai Engineering & Construction PCL | 198,400 | 73,644 | |||
SNC Former PCL | 27,900 | 12,054 | |||
Somboon Advance Technology PCL | 78,200 | 49,250 | |||
SPCG PCL | 217,100 | 114,932 | |||
Sri Trang Agro-Industry PCL | 211,600 | 243,033 | |||
Sriracha Construction PCL | 29,300 | 17,829 | |||
Srisawad Corp. PCL | 171,520 | 333,986 | |||
Srisawad Finance PCL | 12,000 | 11,866 | |||
* | Srithai Superware PCL | 359,200 | 15,410 | ||
Srivichai Vejvivat PCL | 64,300 | 26,019 | |||
* | Star Petroleum Refining PCL | 513,100 | 131,134 | ||
* | Stars Microelectronics Thailand PCL | 115,900 | 22,392 | ||
Supalai PCL | 497,900 | 319,638 | |||
Super Energy Corp. PCL | 6,971,700 | 193,025 | |||
Susco PCL | 321,100 | 30,090 | |||
SVI PCL | 89,600 | 13,140 | |||
Synnex Thailand PCL | 34,800 | 26,258 | |||
Syntec Construction PCL | 213,300 | 11,681 | |||
TAC Consumer PCL, Class F | 86,200 | 15,867 | |||
Taokaenoi Food & Marketing PCL, Class F | 110,400 | 23,009 | |||
Thai Nakarin Hospital PCL | 18,000 | 17,251 | |||
Thai Oil PCL | 175,800 | 235,345 | |||
Thai President Foods PCL, Class F | 7,500 | 44,040 | |||
Thai Reinsurance PCL | 537,000 | 22,384 | |||
* | Thai Rubber Latex Group PCL | 214,800 | 20,652 | ||
Thai Stanley Electric PCL, Class F | 9,200 | 47,025 | |||
Thai Union Group PCL, Class F | 470,500 | 317,794 | |||
Thai Vegetable Oil PCL | 117,100 | 112,228 | |||
Thai Wah PCL, Class F | 70,400 | 12,530 | |||
Thaicom PCL | 129,600 | 41,797 | |||
Thaire Life Assurance PCL | 192,900 | 15,964 | |||
Thanachart Capital PCL | 61,800 | 61,109 | |||
Thitikorn PCL | 37,600 | 10,124 | |||
Tipco Asphalt PCL | 183,800 | 105,692 | |||
Tisco Financial Group PCL | 52,200 | 139,761 | |||
TKS Technologies PCL | 78,800 | 22,177 | |||
TMBThanachart Bank PCL | 2,794,099 | 82,461 | |||
TOA Paint Thailand PCL | 209,200 | 229,138 | |||
Total Access Communication PCL | 122,400 | 143,376 | |||
TQM Corp. PCL | 35,600 | 121,311 | |||
* | Triton Holding PCL | 1,264,900 | 9,236 | ||
* | TTCL PCL | 66,100 | 7,481 | ||
TTW PCL | 290,800 | 102,633 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
* | U City PCL, Class F | 986,100 | $27,302 | ||
Union Auction PCL | 46,200 | 13,635 | |||
* | Unique Engineering & Construction PCL | 257,300 | 47,753 | ||
United Paper PCL | 83,200 | 46,577 | |||
Univentures PCL | 72,900 | 8,473 | |||
VGI PCL | 428,200 | 72,306 | |||
Vinythai PCL | 90,500 | 103,256 | |||
WHA Corp. PCL | 786,200 | 73,196 | |||
WHA Utilities and Power PCL | 172,400 | 22,030 | |||
Workpoint Entertainment PCL | 89,600 | 52,341 | |||
TOTAL THAILAND | 17,981,557 | ||||
TURKEY — (0.5%) | |||||
* | Adese Alisveris Merkezleri Ticaret A.S. | 93,743 | 13,794 | ||
Agesa Hayat ve Emeklilik A.S., Class A | 7,786 | 16,774 | |||
# | Akbank T.A.S. | 374,124 | 233,689 | ||
Aksigorta A.S. | 31,990 | 30,343 | |||
# | Alkim Alkali Kimya A.S. | 15,773 | 28,029 | ||
Anadolu Anonim Turk Sigorta Sirketi | 58,272 | 45,266 | |||
Anadolu Efes Biracilik Ve Malt Sanayii A.S. | 19,192 | 50,608 | |||
Anadolu Hayat Emeklilik A.S. | 19,654 | 21,393 | |||
Arcelik A.S. | 39,236 | 153,711 | |||
Aselsan Elektronik Sanayi Ve Ticaret A.S. | 40,825 | 75,079 | |||
Aygaz A.S. | 5,453 | 9,392 | |||
* | Bagfas Bandirma Gubre Fabrikalari A.S. | 10,150 | 19,793 | ||
BIM Birlesik Magazalar A.S. | 40,158 | 302,246 | |||
* | Borusan Mannesmann Boru Sanayi ve Ticaret A.S. | 10,960 | 33,374 | ||
Borusan Yatirim ve Pazarlama A.S. | 1,401 | 49,437 | |||
Coca-Cola Icecek A.S. | 14,013 | 140,930 | |||
Deva Holding A.S. | 8,625 | 26,099 | |||
Dogan Sirketler Grubu Holding A.S. | 353,461 | 109,857 | |||
Dogus Otomotiv Servis ve Ticaret A.S. | 8,999 | 27,262 | |||
EGE Endustri VE Ticaret A.S. | 224 | 33,903 | |||
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret A.S. | 34,460 | 23,944 | |||
Enerjisa Enerji A.S. | 38,665 | 46,821 | |||
Eregli Demir ve Celik Fabrikalari TAS | 55,419 | 131,653 | |||
* | Fenerbahce Futbol A.S. | 6,067 | 26,240 | ||
Ford Otomotiv Sanayi A.S. | 7,423 | 152,020 | |||
Goodyear Lastikleri TAS | 25,809 | 22,304 | |||
* | Gozde Girisim Sermayesi Yatirim Ortakligi A.S. | 66,706 | 43,652 | ||
* | GSD Holding A.S. | 159,636 | 34,581 | ||
* | Gubre Fabrikalari TAS | 6,562 | 38,906 | ||
#* | Hektas Ticaret TAS | 78,537 | 74,971 | ||
* | Ihlas Holding A.S. | 285,161 | 19,259 | ||
Is Yatirim Menkul Degerler A.S., Class A | 42,746 | 68,929 | |||
* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class A | 31,320 | 26,540 | ||
* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class B | 23,017 | 19,422 | ||
* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class D | 78,533 | 73,163 | ||
* | Katmerciler Arac Ustu Ekipman Sanayi ve Ticaret A.S. | 58,589 | 20,834 | ||
#* | Koza Altin Isletmeleri A.S. | 3,880 | 48,023 | ||
#* | Koza Anadolu Metal Madencilik Isletmeleri A.S. | 50,496 | 81,295 | ||
Logo Yazilim Sanayi Ve Ticaret A.S. | 13,580 | 58,303 | |||
Mavi Giyim Sanayi Ve Ticaret AS, Class B | 5,232 | 33,224 | |||
* | Migros Ticaret A.S. | 7,362 | 29,789 | ||
* | MLP Saglik Hizmetleri A.S. | 10,490 | 28,005 | ||
Otokar Otomotiv Ve Savunma Sanayi A.S. | 2,650 | 91,881 | |||
* | Petkim Petrokimya Holding A.S. | 223,129 | 150,291 | ||
* | Reysas Tasimacilik ve Lojistik Ticaret A.S. | 39,132 | 19,158 | ||
Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret A.S. | 44,514 | 64,594 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
TURKEY — (Continued) | |||||
#* | Sasa Polyester Sanayi A.S. | 24,440 | $83,509 | ||
Selcuk Ecza Deposu Ticaret ve Sanayi A.S. | 32,779 | 32,735 | |||
* | TAV Havalimanlari Holding A.S. | 32,931 | 88,134 | ||
# | Tekfen Holding A.S. | 27,917 | 47,112 | ||
* | Teknosa Ic Ve Dis Ticaret A.S. | 25,300 | 21,268 | ||
Tofas Turk Otomobil Fabrikasi A.S. | 34,780 | 135,196 | |||
* | Trabzonspor Sportif Yatirim ve Futbol Isletmeciligi TAS | 88,108 | 38,190 | ||
Turk Traktor ve Ziraat Makineleri A.S. | 3,310 | 66,908 | |||
Turkiye Garanti Bankasi A.S. | 236,271 | 238,513 | |||
#* | Turkiye Halk Bankasi A.S. | 130,977 | 71,394 | ||
Turkiye Is Bankasi A.S., Class C | 120,851 | 75,630 | |||
* | Turkiye Petrol Rafinerileri A.S. | 3,508 | 39,068 | ||
# | Turkiye Sinai Kalkinma Bankasi A.S. | 640,671 | 95,327 | ||
#* | Turkiye Vakiflar Bankasi TAO, Class D | 201,847 | 82,919 | ||
Ulker Biskuvi Sanayi A.S. | 20,543 | 48,629 | |||
Vestel Elektronik Sanayi ve Ticaret A.S. | 17,643 | 62,640 | |||
Yapi ve Kredi Bankasi A.S. | 379,984 | 107,734 | |||
Yatas Yatak ve Yorgan Sanayi ve Ticaret A.S. | 23,522 | 36,998 | |||
* | Zorlu Enerji Elektrik Uretim A.S. | 72,100 | 15,192 | ||
TOTAL TURKEY | 4,235,877 | ||||
UNITED ARAB EMIRATES — (0.7%) | |||||
Abu Dhabi Commercial Bank PJSC | 187,646 | 357,979 | |||
Abu Dhabi Islamic Bank PJSC | 480,534 | 722,940 | |||
* | Abu Dhabi Ship Building Co. PJSC | 15,970 | 20,899 | ||
Agthia Group PJSC | 24,553 | 41,691 | |||
* | Ajman Bank PJSC | 56,722 | 11,589 | ||
* | Amlak Finance PJSC | 29,743 | 2,216 | ||
Aramex PJSC | 221,379 | 214,257 | |||
* | DAMAC Properties Dubai Co. PJSC | 236,777 | 79,064 | ||
* | Deyaar Development PJSC | 573,951 | 45,279 | ||
* | Dubai Financial Market PJSC | 170,754 | 50,917 | ||
Dubai Investments PJSC | 361,398 | 167,322 | |||
Dubai Islamic Bank PJSC | 193,761 | 254,747 | |||
* | Emaar Development PJSC | 261,751 | 266,970 | ||
* | Emaar Malls PJSC | 172,324 | 88,970 | ||
Emaar Properties PJSC | 607,844 | 657,046 | |||
Emirates NBD Bank PJSC | 224,459 | 819,754 | |||
Emirates Telecommunications Group Co. PJSC | 133,709 | 829,959 | |||
* | Eshraq Investments PJSC | 250,000 | 23,835 | ||
First Abu Dhabi Bank PJSC | 228,071 | 1,028,925 | |||
* | International Holding Co. PJSC | 6,187 | 223,419 | ||
Islamic Arab Insurance Co. | 50,474 | 11,260 | |||
* | Manazel Real Estate PJSC | 147,144 | 15,530 | ||
National Central Cooling Co. PJSC | 18,773 | 14,108 | |||
* | RAK Properties PJSC | 397,886 | 75,396 | ||
Ras Al Khaimah Ceramics | 104,104 | 64,787 | |||
SHUAA Capital PSC | 265,287 | 55,391 | |||
TOTAL UNITED ARAB EMIRATES | 6,144,250 | ||||
UNITED KINGDOM — (0.0%) | |||||
* | Bytes Technology Group P.L.C. | 18,982 | 122,184 | ||
UNITED STATES — (0.0%) | |||||
Sempra Energy | 684 | 90,186 | |||
TOTAL COMMON STOCKS | 905,292,521 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
PREFERRED STOCKS — (0.8%) | |||||
BRAZIL — (0.8%) | |||||
* | Alpargatas SA | 16,525 | $163,275 | ||
Banco ABC Brasil SA | 24,427 | 69,882 | |||
Banco Bradesco SA | 397,772 | 1,852,056 | |||
Banco do Estado do Rio Grande do Sul SA Class B | 59,900 | 141,922 | |||
Banco Pan SA | 23,000 | 90,839 | |||
* | Braskem SA Class A | 10,800 | 119,752 | ||
Centrais Eletricas Brasileiras SA Class B | 11,500 | 89,536 | |||
Centrais Eletricas Santa Catarina | 3,500 | 50,226 | |||
Cia de Saneamento do Parana | 86,031 | 65,412 | |||
Cia Energetica de Minas Gerais | 249,321 | 571,573 | |||
Cia Energetica de Sao Paulo Class B | 57,900 | 259,248 | |||
Cia Energetica do Ceara Class A | 2,900 | 33,347 | |||
Cia Paranaense de Energia | 258,340 | 303,565 | |||
EMAE-Empresa Metropolitana de Aguas e Energia SA | 800 | 13,420 | |||
Eucatex SA Industria e Comercio | 20,500 | 36,290 | |||
Gerdau SA | 100,700 | 595,509 | |||
* | Gol Linhas Aereas Inteligentes SA | 3,479 | 13,759 | ||
Grazziotin SA | 2,000 | 12,665 | |||
Itau Unibanco Holding SA | 331,400 | 1,927,983 | |||
Lojas Americanas SA | 147,845 | 201,262 | |||
Marcopolo SA | 188,554 | 108,971 | |||
Randon SA Implementos e Participacoes | 56,100 | 146,275 | |||
Schulz SA | 8,800 | 17,488 | |||
Unipar Carbocloro SA | 12,700 | 223,166 | |||
TOTAL BRAZIL | 7,107,421 | ||||
CHILE — (0.0%) | |||||
Coca-Cola Embonor SA Class B | 7,515 | 9,111 | |||
Embotelladora Andina SA Class B | 64,229 | 153,614 | |||
Sociedad Quimica y Minera de Chile SA Class B | 5,210 | 248,868 | |||
TOTAL CHILE | 411,593 | ||||
COLOMBIA — (0.0%) | |||||
Banco Davivienda SA | 2,031 | 15,031 | |||
Grupo Aval Acciones y Valores SA | 442,029 | 116,719 | |||
Grupo de Inversiones Suramericana SA | 15,017 | 63,042 | |||
TOTAL COLOMBIA | 194,792 | ||||
PHILIPPINES — (0.0%) | |||||
Cebu Air, Inc., 6.000% | 3,315 | 2,942 | |||
SOUTH KOREA — (0.0%) | |||||
AMOREPACIFIC Group | 96 | 3,402 | |||
THAILAND — (0.0%) | |||||
* | U City PCL | 1,840,500 | 43,118 | ||
TOTAL PREFERRED STOCKS | 7,763,268 | ||||
RIGHTS/WARRANTS — (0.0%) | |||||
BRAZIL — (0.0%) | |||||
* | Gafisa SA Rights 08/23/21 | 29,528 | 454 | ||
MALAYSIA — (0.0%) | |||||
* | Frontken Corp. Bhd Warrants 05/03/26 | 61,400 | 4,947 | ||
* | Kelington Group Bhd Warrants Exp 07/21/21 | 22,133 | 0 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Shares | Value» | ||||
MALAYSIA — (Continued) | |||||
* | Perak Transit Bhd Warrants 08/02/26 | 9,867 | $0 | ||
TOTAL MALAYSIA | 4,947 | ||||
SOUTH KOREA — (0.0%) | |||||
* | Comtec Systems Co., Ltd. Rights Exp 07/26/21 | 9,388 | 2,252 | ||
* | Kukdo Chemical Co., Ltd. Rights 08/12/21 | 171 | 4,765 | ||
* | Macquariem Korea Infrastructure Fund Rights 08/05/21 | 6,195 | 538 | ||
* | Tuksu Construction Co., Ltd. Rights 08/10/21 | 243 | 687 | ||
* | TYC Brother Industrial Co., Ltd. Rights Exp 06/23/21 | 1,582 | 0 | ||
TOTAL SOUTH KOREA | 8,242 | ||||
TAIWAN — (0.0%) | |||||
* | Chen Full International Co., Ltd. Rights 09/02/21 | 2,375 | 0 | ||
* | Everest Textile Co., Ltd. Rights 09/10/21 | 43,110 | 2,775 | ||
* | Fitipower Integrated Technology Rights Exp 07/14/21 | 722 | 646 | ||
* | ITEQ Corp. Rights Exp 07/19/21 | 5,865 | 1,468 | ||
* | Jia Wei Lifestyle, Inc. Rights Exp 06/25/21 | 620 | 133 | ||
* | Shin Kong Financial Holding Co., Ltd. Rights 08/13/21 | 138,331 | 4,798 | ||
TOTAL TAIWAN | 9,820 | ||||
THAILAND — (0.0%) | |||||
* | BTS W6 Warrants 07/22/22 | 22,770 | 0 | ||
* | BTS W7 Warrants 07/21/22 | 45,540 | 0 | ||
* | BTS W8 Warrants 07/22/22 | 91,080 | 0 | ||
* | MBK PCL Warrants 05/15/24 | 2,675 | 773 | ||
* | Noble W2 Warrants 01/05/22 | 10,100 | 0 | ||
* | RS PCL Warrants 05/23/24 | 13,000 | 1,352 | ||
* | Stars Microelectronics Thailand PCL Warrants 06/30/24 | 28,975 | 2,645 | ||
TOTAL THAILAND | 4,770 | ||||
TOTAL RIGHTS/WARRANTS | 28,233 | ||||
TOTAL INVESTMENT SECURITIES (Cost $736,603,211) | 913,086,320 |
Value† | ||||
SECURITIES LENDING COLLATERAL — (1.4%) | ||||
@§ | The DFA Short Term Investment Fund | 1,121,037 | 12,970,398 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $749,572,642)^^ | $926,056,718 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Bonds | |||||||
India | — | $2,298 | — | $2,298 | |||
Common Stocks | |||||||
Brazil | $36,036,836 | — | — | 36,036,836 | |||
Chile | 3,797,534 | — | — | 3,797,534 | |||
China | 44,445,466 | 264,989,216 | — | 309,434,682 | |||
Colombia | 802,546 | — | — | 802,546 | |||
Czech Republic | — | 385,281 | — | 385,281 |
Emerging Markets Sustainability Core 1
Portfolio
CONTINUED
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Egypt | $199,351 | — | — | $199,351 | |||
Greece | — | $2,369,067 | — | 2,369,067 | |||
Hong Kong | — | 672,018 | — | 672,018 | |||
Hungary | — | 1,670,641 | — | 1,670,641 | |||
India | 8,655,482 | 106,126,373 | — | 114,781,855 | |||
Indonesia | 252,510 | 8,361,747 | — | 8,614,257 | |||
Malaysia | — | 11,277,411 | — | 11,277,411 | |||
Mexico | 14,916,178 | — | — | 14,916,178 | |||
Peru | 389,588 | — | — | 389,588 | |||
Philippines | — | 4,099,514 | — | 4,099,514 | |||
Poland | — | 6,188,237 | — | 6,188,237 | |||
Qatar | — | 5,543,573 | — | 5,543,573 | |||
Russia | 2,129,140 | 926,605 | — | 3,055,745 | |||
Saudi Arabia | 74,164 | 23,608,711 | — | 23,682,875 | |||
South Africa | 2,203,764 | 21,393,335 | — | 23,597,099 | |||
South Korea | 6,683,950 | 145,294,676 | — | 151,978,626 | |||
Taiwan | 11,908,856 | 141,316,697 | — | 153,225,553 | |||
Thailand | 17,960,579 | 20,978 | — | 17,981,557 | |||
Turkey | — | 4,235,877 | — | 4,235,877 | |||
United Arab Emirates | — | 6,144,250 | — | 6,144,250 | |||
United Kingdom | — | 122,184 | — | 122,184 | |||
United States | 90,186 | — | — | 90,186 | |||
Preferred Stocks | |||||||
Brazil | 7,107,421 | — | — | 7,107,421 | |||
Chile | 411,593 | — | — | 411,593 | |||
Colombia | 194,792 | — | — | 194,792 | |||
Philippines | — | 2,942 | — | 2,942 | |||
South Korea | — | 3,402 | — | 3,402 | |||
Thailand | 43,118 | — | — | 43,118 | |||
Rights/Warrants | |||||||
Brazil | — | 454 | — | 454 | |||
Malaysia | — | 4,947 | — | 4,947 | |||
South Korea | — | 8,242 | — | 8,242 | |||
Taiwan | — | 9,820 | — | 9,820 | |||
Thailand | — | 4,770 | — | 4,770 | |||
Securities Lending Collateral | — | 12,970,398 | — | 12,970,398 | |||
TOTAL | $158,303,054 | $767,753,664 | — | $926,056,718 |
Emerging Markets Targeted
Value Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value» | ||||
COMMON STOCKS — (97.4%) | |||||
BELGIUM — (0.0%) | |||||
Titan Cement International SA | 5,440 | $102,959 | |||
BRAZIL — (3.4%) | |||||
* | Alliar Medicos A Frente SA | 11,400 | 22,195 | ||
* | Americanas SA | 3,222 | 30,375 | ||
* | Anima Holding SA | 27,507 | 60,736 | ||
Atacadao SA | 35,838 | 130,670 | |||
* | BK Brasil Operacao e Assessoria a Restaurantes SA | 18,971 | 38,319 | ||
BrasilAgro - Co. Brasileira de Propriedades Agricolas | 8,158 | 45,252 | |||
* | BRF SA | 94,894 | 466,795 | ||
* | C&A Modas Ltda | 3,800 | 8,646 | ||
Camil Alimentos SA | 21,849 | 37,336 | |||
CCR SA | 124,024 | 309,569 | |||
Cia Brasileira de Distribuicao | 4,254 | 25,345 | |||
Cia de Locacao das Americas | 67,707 | 353,469 | |||
Cia Hering | 8,900 | 63,568 | |||
Cia Siderurgica Nacional SA | 4,818 | 43,247 | |||
Cielo SA | 216,800 | 140,697 | |||
* | Cogna Educacao | 259,962 | 181,685 | ||
Construtora Tenda SA | 14,400 | 62,015 | |||
Cosan SA | 5,224 | 25,627 | |||
CSU Cardsystem SA | 6,673 | 28,059 | |||
Cyrela Brazil Realty SA Empreendimentos e Participacoes | 35,559 | 142,352 | |||
Dimed SA Distribuidora da Medicamentos | 8,000 | 29,492 | |||
Direcional Engenharia SA | 16,400 | 40,022 | |||
Duratex SA | 61,879 | 261,738 | |||
* | Embraer SA | 84,766 | 302,558 | ||
* | Embraer SA, Sponsored ADR | 6,184 | 88,431 | ||
Enauta Participacoes SA | 16,500 | 47,489 | |||
Eucatex SA Industria e Comercio | 1,700 | 6,659 | |||
Even Construtora e Incorporadora SA | 15,400 | 26,641 | |||
Ez Tec Empreendimentos e Participacoes SA | 2,278 | 12,028 | |||
* | Gafisa SA | 56,402 | 40,718 | ||
Gerdau SA, Sponsored ADR | 46,632 | 276,528 | |||
Grendene SA | 45,300 | 95,936 | |||
Guararapes Confeccoes SA | 21,244 | 71,870 | |||
Helbor Empreendimentos SA | 16,236 | 24,190 | |||
Hypera SA | 72,700 | 497,625 | |||
Iguatemi Empresa de Shopping Centers SA | 10,600 | 83,099 | |||
Industrias Romi SA | 6,416 | 28,506 | |||
* | International Meal Co. Alimentacao SA, Class A | 27,200 | 20,263 | ||
* | Iochpe-Maxion SA | 16,400 | 45,595 | ||
IRB Brasil Resseguros SA | 85,700 | 93,463 | |||
JHSF Participacoes SA | 45,058 | 64,539 | |||
Kepler Weber SA | 2,200 | 23,063 | |||
Lojas Americanas SA | 17,900 | 22,683 | |||
M Dias Branco SA | 19,568 | 117,072 | |||
Mahle-Metal Leve SA | 6,800 | 41,689 | |||
Marcopolo SA | 24,600 | 13,225 | |||
* | Marisa Lojas SA | 16,603 | 24,642 | ||
Mills Estruturas e Servicos de Engenharia SA | 42,900 | 65,813 | |||
Movida Participacoes SA | 25,489 | 109,674 | |||
MRV Engenharia e Participacoes SA | 53,300 | 146,752 | |||
Multiplan Empreendimentos Imobiliarios SA | 35,894 | 160,923 | |||
* | Petro Rio SA | 84,200 | 288,575 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
BRAZIL — (Continued) | |||||
Petrobras Distribuidora SA | 97,745 | $531,679 | |||
Porto Seguro SA | 14,593 | 144,746 | |||
Positivo Tecnologia SA | 10,900 | 26,474 | |||
* | Rumo SA | 166,828 | 661,771 | ||
Sao Carlos Empreendimentos e Participacoes SA | 4,400 | 35,271 | |||
Sao Martinho SA | 38,322 | 235,969 | |||
Ser Educacional SA | 11,100 | 34,078 | |||
SLC Agricola SA | 22,300 | 192,675 | |||
Sul America SA | 39,737 | 228,355 | |||
* | Tecnisa SA | 11,730 | 15,878 | ||
Tegma Gestao Logistica SA | 6,400 | 26,518 | |||
TIM SA | 70,807 | 153,897 | |||
* | Tupy SA | 12,000 | 50,458 | ||
Ultrapar Participacoes SA | 131,170 | 445,272 | |||
Unipar Carbocloro SA | 1,283 | 23,895 | |||
Usinas Siderurgicas de Minas Gerais SA Usiminas | 24,300 | 97,933 | |||
* | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 15,010 | 25,505 | ||
* | Vulcabras Azaleia SA | 13,400 | 23,207 | ||
YDUQS Participacoes SA | 30,875 | 167,528 | |||
TOTAL BRAZIL | 8,508,567 | ||||
CHILE — (0.4%) | |||||
* | Camanchaca SA | 101,696 | 5,534 | ||
CAP SA | 11,267 | 195,235 | |||
Cencosud SA | 96,227 | 174,528 | |||
Cia Sud Americana de Vapores SA | 2,955,897 | 232,067 | |||
* | Clinica Las Condes SA | 256 | 7,911 | ||
Empresa Nacional de Telecomunicaciones SA | 18,391 | 88,479 | |||
Grupo Security SA | 193,814 | 30,379 | |||
Inversiones Aguas Metropolitanas SA | 34,826 | 18,678 | |||
Inversiones La Construccion SA | 4,350 | 17,769 | |||
* | Itau CorpBanca Chile SA | 15,925,805 | 40,460 | ||
* | Itau CorpBanca Chile SA, ADR | 1,200 | 4,548 | ||
PAZ Corp. SA | 24,759 | 13,064 | |||
* | Ripley Corp. SA | 132,151 | 28,303 | ||
Salfacorp SA | 59,339 | 29,400 | |||
Sigdo Koppers SA | 56,342 | 48,555 | |||
SMU SA | 110,384 | 11,316 | |||
Sociedad Matriz SAAM SA | 630,242 | 39,033 | |||
Socovesa SA | 51,869 | 10,198 | |||
TOTAL CHILE | 995,457 | ||||
CHINA — (25.3%) | |||||
263 Network Communications Co., Ltd., Class A | 42,100 | 24,873 | |||
* | 360 DigiTech, Inc., ADR | 9,909 | 210,566 | ||
* | 361 Degrees International, Ltd. | 154,000 | 65,597 | ||
* | 3SBio, Inc. | 219,000 | 182,475 | ||
5I5J Holding Group Co., Ltd., Class A | 18,200 | 10,139 | |||
AAC Technologies Holdings, Inc. | 101,000 | 606,213 | |||
AAG Energy Holdings, Ltd. | 78,000 | 11,043 | |||
Advanced Technology & Materials Co., Ltd., Class A | 28,900 | 44,626 | |||
Agile Group Holdings, Ltd. | 252,000 | 275,702 | |||
* | Air China, Ltd., Class H | 270,000 | 172,168 | ||
Aisino Corp., Class A | 16,000 | 29,835 | |||
Ajisen China Holdings, Ltd. | 105,000 | 19,309 | |||
* | Alpha Group, Class A | 21,700 | 18,067 | ||
* | Aluminum Corp. of China, Ltd., Class H | 986,000 | 601,414 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Angang Steel Co., Ltd., Class H | 264,600 | $180,899 | |||
Anhui Guangxin Agrochemical Co., Ltd., Class A | 4,500 | 19,681 | |||
Anhui Hengyuan Coal Industry and Electricity Power Co., Ltd., Class A | 10,900 | 10,958 | |||
Anhui Jianghuai Automobile Group Corp., Ltd., Class A | 23,800 | 65,611 | |||
* | Anhui Tatfook Technology Co., Ltd., Class A | 7,100 | 12,775 | ||
Anhui Truchum Advanced Materials & Technology Co., Ltd., Class A | 14,800 | 22,049 | |||
Anhui Zhongding Sealing Parts Co., Ltd., Class A | 21,800 | 49,577 | |||
* | Anton Oilfield Services Group | 374,000 | 21,397 | ||
APT Satellite Holdings, Ltd. | 118,000 | 35,103 | |||
* | Ascletis Pharma, Inc. | 26,000 | 9,819 | ||
Asia Cement China Holdings Corp. | 115,000 | 78,228 | |||
AsiaInfo Technologies, Ltd. | 26,000 | 38,881 | |||
Ausnutria Dairy Corp., Ltd. | 70,000 | 66,323 | |||
AviChina Industry & Technology Co., Ltd., Class H | 447,000 | 335,105 | |||
# | BAIC Motor Corp., Ltd., Class H | 448,000 | 159,936 | ||
BAIOO Family Interactive, Ltd. | 80,000 | 13,053 | |||
Bank of Changsha Co., Ltd., Class A | 32,200 | 39,132 | |||
Bank of Chengdu Co., Ltd., Class A | 53,000 | 88,830 | |||
Bank of Chongqing Co., Ltd., Class H | 69,500 | 41,215 | |||
Bank of Guiyang Co., Ltd., Class A | 38,500 | 39,671 | |||
Bank of Suzhou Co., Ltd., Class A | 40,500 | 43,413 | |||
* | Bank of Tianjin Co., Ltd., Class H | 49,000 | 21,598 | ||
* | Bank of Zhengzhou Co., Ltd., Class H | 119,900 | 27,791 | ||
* | Baoye Group Co., Ltd., Class H | 50,000 | 25,158 | ||
* | Baozun, Inc., Class A | 5,300 | 44,167 | ||
# | BBMG Corp., Class H | 637,000 | 112,343 | ||
Beibuwan Port Co., Ltd., Class A | 20,900 | 24,888 | |||
Beijing Capital Development Co., Ltd., Class A | 16,400 | 12,106 | |||
Beijing Capital Eco-Environment Protection Group Co., Ltd., Class A | 97,760 | 48,052 | |||
* | Beijing Capital International Airport Co., Ltd., Class H | 374,000 | 214,947 | ||
* | Beijing Capital Land, Ltd., Class H | 319,000 | 100,295 | ||
Beijing Dabeinong Technology Group Co., Ltd., Class A | 42,600 | 52,340 | |||
* | Beijing Energy International Holding Co., Ltd. | 1,042,000 | 34,167 | ||
* | Beijing Enterprises Clean Energy Group, Ltd. | 1,640,000 | 19,403 | ||
Beijing Enterprises Holdings, Ltd. | 99,500 | 309,497 | |||
Beijing Enterprises Water Group, Ltd. | 832,000 | 305,407 | |||
* | Beijing Gas Blue Sky Holdings, Ltd. | 776,000 | 8,688 | ||
Beijing GeoEnviron Engineering & Technology, Inc., Class A | 12,377 | 28,657 | |||
* | Beijing Health Holdings, Ltd. | 768,000 | 11,973 | ||
* | Beijing Jetsen Technology Co., Ltd., Class A | 31,300 | 20,349 | ||
Beijing North Star Co., Ltd., Class H | 232,000 | 39,117 | |||
* | Beijing Orient Landscape & Environment Co., Ltd., Class A | 61,200 | 26,089 | ||
* | Beijing Orient National Communication Science & Technology Co., Ltd., Class A | 11,800 | 19,594 | ||
Beijing Originwater Technology Co., Ltd., Class A | 36,800 | 39,440 | |||
* | Beijing Sanju Environmental Protection and New Material Co., Ltd., Class A | 29,300 | 26,257 | ||
* | Beijing Shougang Co., Ltd., Class A | 21,200 | 23,238 | ||
Beijing Sinnet Technology Co., Ltd., Class A | 22,200 | 55,664 | |||
Beijing SL Pharmaceutical Co., Ltd., Class A | 11,100 | 15,950 | |||
Beijing SPC Environment Protection Tech Co., Ltd., Class A | 22,700 | 16,936 | |||
Beijing Thunisoft Corp., Ltd., Class A | 10,600 | 28,816 | |||
* | Beijing Ultrapower Software Co., Ltd., Class A | 25,700 | 18,145 | ||
Beijing Yanjing Brewery Co., Ltd., Class A | 34,800 | 33,692 | |||
Beijing Zhong Ke San Huan High-Tech Co., Ltd., Class A | 13,800 | 25,823 | |||
Bestsun Energy Co., Ltd., Class A | 36,200 | 25,315 | |||
Bestway Global Holding, Inc. | 23,000 | 12,334 | |||
Better Life Commercial Chain Share Co., Ltd., Class A | 17,600 | 18,228 | |||
Binhai Investment Co., Ltd. | 64,000 | 14,282 | |||
Blue Sail Medical Co., Ltd., Class A | 15,700 | 50,207 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Bluefocus Intelligent Communications Group Co., Ltd., Class A | 47,500 | $40,478 | |||
* | Bohai Leasing Co., Ltd., Class A | 71,897 | 28,185 | ||
Bright Dairy & Food Co., Ltd., Class A | 14,600 | 29,415 | |||
Brilliance China Automotive Holdings, Ltd. | 424,000 | 298,720 | |||
C C Land Holdings, Ltd. | 243,000 | 58,482 | |||
* | C&D International Investment Group, Ltd. | 26,000 | 45,173 | ||
#* | CA Cultural Technology Group, Ltd. | 55,000 | 20,707 | ||
Cabbeen Fashion, Ltd. | 43,000 | 21,652 | |||
Caitong Securities Co., Ltd., Class A | 36,800 | 55,550 | |||
Camel Group Co., Ltd., Class A | 13,000 | 28,223 | |||
* | Capital Environment Holdings, Ltd. | 618,000 | 14,171 | ||
CECEP Solar Energy Co., Ltd., Class A | 43,300 | 47,115 | |||
* | CECEP Techand Ecology & Environment Co., Ltd., Class A | 27,700 | 11,986 | ||
CECEP Wind-Power Corp., Class A | 47,700 | 30,984 | |||
* | Central China Management Co., Ltd. | 188,000 | 46,691 | ||
Central China Real Estate, Ltd. | 188,000 | 41,918 | |||
Central China Securities Co., Ltd., Class H | 107,000 | 19,562 | |||
CGN New Energy Holdings Co., Ltd. | 310,000 | 119,768 | |||
Changjiang Securities Co., Ltd., Class A | 81,400 | 87,087 | |||
Chanjet Information Technology Co., Ltd., Class H | 4,000 | 8,661 | |||
Chaowei Power Holdings, Ltd. | 99,000 | 49,076 | |||
* | Cheetah Mobile, Inc., ADR | 12,011 | 24,382 | ||
Chengdu Fusen Noble-House Industrial Co., Ltd., Class A | 4,400 | 8,152 | |||
Chengdu Hongqi Chain Co., Ltd., Class A | 31,400 | 22,108 | |||
Chengdu Wintrue Holding Co., Ltd., Class A | 9,200 | 14,220 | |||
Chengtun Mining Group Co., Ltd., Class A | 30,900 | 45,111 | |||
China Aerospace International Holdings, Ltd. | 434,000 | 35,758 | |||
* | China Agri-Products Exchange, Ltd. | 591,408 | 8,662 | ||
China Aircraft Leasing Group Holdings, Ltd. | 51,500 | 37,035 | |||
China Aoyuan Group, Ltd. | 294,000 | 188,020 | |||
China BlueChemical, Ltd., Class H | 456,000 | 143,958 | |||
China CAMC Engineering Co., Ltd., Class A | 8,800 | 8,524 | |||
China Cinda Asset Management Co., Ltd., Class H | 1,848,000 | 313,901 | |||
China Coal Energy Co., Ltd., Class H | 467,000 | 280,818 | |||
China Communications Services Corp., Ltd., Class H | 466,000 | 199,913 | |||
China Conch Venture Holdings, Ltd. | 196,500 | 716,411 | |||
China Development Bank Financial Leasing Co., Ltd., Class H | 220,000 | 30,326 | |||
#* | China Dili Group | 334,200 | 87,228 | ||
China Dongxiang Group Co., Ltd. | 768,000 | 104,007 | |||
China Eastern Airlines Corp., Ltd., ADR | 1,223 | 22,662 | |||
* | China Eastern Airlines Corp., Ltd., Class H | 346,000 | 126,355 | ||
China Electronics Optics Valley Union Holding Co., Ltd. | 468,000 | 28,245 | |||
China Energy Engineering Corp., Ltd., Class H | 362,000 | 33,971 | |||
# | China Everbright Greentech, Ltd. | 108,000 | 37,125 | ||
China Everbright, Ltd. | 228,000 | 250,599 | |||
# | China Evergrande Group | 248,000 | 167,791 | ||
China Film Co., Ltd., Class A | 21,400 | 38,113 | |||
China Foods, Ltd. | 212,000 | 68,630 | |||
* | China Fortune Land Development Co., Ltd., Class A | 42,900 | 28,826 | ||
China Galaxy Securities Co., Ltd., Class H | 647,000 | 338,053 | |||
China Gezhouba Group Co., Ltd., Class A | 51,600 | 66,367 | |||
China Grand Pharmaceutical and Healthcare Holdings, Ltd., Class A | 137,500 | 109,378 | |||
China Great Wall Securities Co., Ltd., Class A | 27,400 | 39,250 | |||
China Hanking Holdings, Ltd. | 56,000 | 9,960 | |||
China Harmony Auto Holding, Ltd. | 156,500 | 73,053 | |||
* | China High Speed Railway Technology Co., Ltd., Class A | 49,900 | 15,783 | ||
* | China High Speed Transmission Equipment Group Co., Ltd. | 97,000 | 60,277 | ||
China Hongqiao Group, Ltd. | 340,500 | 451,449 | |||
China Huarong Asset Management Co., Ltd., Class H | 1,938,000 | 190,779 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
China International Marine Containers Group Co., Ltd., Class H | 113,580 | $228,133 | |||
China Jinmao Holdings Group, Ltd. | 1,030,000 | 287,645 | |||
# | China Kepei Education Group, Ltd. | 22,000 | 12,619 | ||
China Lesso Group Holdings, Ltd. | 148,000 | 309,039 | |||
China Lilang, Ltd. | 100,000 | 62,495 | |||
* | China Machinery Engineering Corp., Class H | 179,000 | 85,225 | ||
#* | China Maple Leaf Educational Systems, Ltd. | 392,000 | 79,805 | ||
China Medical System Holdings, Ltd. | 23,000 | 46,708 | |||
China Meheco Co., Ltd., Class A | 10,900 | 18,403 | |||
China Merchants Energy Shipping Co., Ltd., Class A | 85,200 | 49,829 | |||
China Merchants Land, Ltd. | 332,000 | 43,179 | |||
China Merchants Port Holdings Co., Ltd. | 348,000 | 484,895 | |||
# | China Modern Dairy Holdings, Ltd. | 494,000 | 89,189 | ||
China Molybdenum Co., Ltd., Class H | 93,000 | 68,070 | |||
China National Accord Medicines Corp., Ltd., Class A | 4,000 | 21,650 | |||
China National Building Material Co., Ltd., Class H | 900,000 | 974,791 | |||
China National Medicines Corp., Ltd., Class A | 10,800 | 50,844 | |||
China New Higher Education Group, Ltd. | 80,000 | 41,727 | |||
* | China Nonferrous Metal Industry's Foreign Engineering and Construction Co., Ltd., Class A | 23,600 | 22,098 | ||
* | China Oceanwide Holdings, Ltd. | 220,000 | 4,622 | ||
* | China Oil & Gas Group, Ltd. | 1,080,000 | 57,659 | ||
China Oilfield Services, Ltd., Class H | 376,000 | 273,313 | |||
China Oriental Group Co., Ltd. | 184,000 | 58,887 | |||
China Overseas Grand Oceans Group, Ltd. | 359,000 | 206,759 | |||
China Publishing & Media Co., Ltd., Class A | 10,200 | 8,357 | |||
China Railway Hi-tech Industry Co., Ltd., Class A | 22,100 | 26,143 | |||
# | China Railway Signal & Communication Corp., Ltd., Class H | 286,000 | 102,302 | ||
* | China Rare Earth Holdings, Ltd. | 348,000 | 41,720 | ||
China Reinsurance Group Corp., Class H | 1,125,000 | 108,637 | |||
China Renaissance Holdings, Ltd. | 23,200 | 52,568 | |||
China Resources Cement Holdings, Ltd. | 402,000 | 332,108 | |||
China Resources Double Crane Pharmaceutical Co., Ltd., Class A | 15,400 | 26,543 | |||
China Resources Gas Group, Ltd. | 130,000 | 801,419 | |||
China Resources Medical Holdings Co., Ltd. | 161,000 | 149,425 | |||
China Resources Pharmaceutical Group, Ltd. | 289,500 | 155,060 | |||
China Resources Sanjiu Medical & Pharmaceutical Co., Ltd., Class A | 13,500 | 49,904 | |||
China Risun Group, Ltd. | 59,000 | 37,782 | |||
* | China Ruifeng Renewable Energy Holdings, Ltd. | 420,000 | 11,966 | ||
China Sanjiang Fine Chemicals Co., Ltd. | 149,000 | 57,058 | |||
China SCE Group Holdings, Ltd. | 441,000 | 153,917 | |||
* | China Shanshui Cement Group, Ltd. | 272,000 | 81,377 | ||
* | China Shengmu Organic Milk, Ltd. | 453,000 | 36,765 | ||
China Shineway Pharmaceutical Group, Ltd. | 66,000 | 66,850 | |||
China Shuifa Singyes Energy Holdings, Ltd. | 56,000 | 12,425 | |||
* | China Silver Group, Ltd. | 142,000 | 11,478 | ||
China South City Holdings, Ltd. | 790,000 | 75,292 | |||
China South Publishing & Media Group Co., Ltd., Class A | 30,700 | 39,509 | |||
* | China Southern Airlines Co., Ltd., Class H | 440,000 | 231,401 | ||
* | China Sunshine Paper Holdings Co., Ltd. | 71,500 | 15,203 | ||
China Taiping Insurance Holdings Co., Ltd. | 370,800 | 520,883 | |||
#* | China Tianrui Group Cement Co., Ltd. | 72,000 | 54,293 | ||
* | China Tianying, Inc., Class A | 14,600 | 9,452 | ||
China Traditional Chinese Medicine Holdings Co., Ltd. | 576,000 | 359,956 | |||
China TransInfo Technology Co., Ltd., Class A | 14,300 | 34,196 | |||
* | China Travel International Investment Hong Kong, Ltd. | 438,000 | 63,033 | ||
* | China Tungsten And Hightech Materials Co., Ltd., Class A | 12,600 | 28,034 | ||
# | China Vast Industrial Urban Development Co., Ltd. | 64,000 | 23,374 | ||
China West Construction Group Co., Ltd., Class A | 12,600 | 15,320 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
China Xinhua Education Group, Ltd. | 34,000 | $7,961 | |||
China XLX Fertiliser, Ltd. | 71,000 | 37,918 | |||
China Yongda Automobiles Services Holdings, Ltd. | 204,500 | 381,848 | |||
* | China ZhengTong Auto Services Holdings, Ltd. | 247,500 | 38,960 | ||
# | China Zheshang Bank Co., Ltd., Class H | 244,000 | 106,069 | ||
* | China Zhongwang Holdings, Ltd. | 360,400 | 72,460 | ||
Chinese Universe Publishing and Media Group Co., Ltd., Class A | 11,600 | 19,346 | |||
Chongqing Department Store Co., Ltd., Class A | 2,400 | 9,785 | |||
Chongqing Dima Industry Co., Ltd., Class A | 22,000 | 8,183 | |||
* | Chongqing Iron & Steel Co., Ltd., Class H | 66,000 | 16,966 | ||
Chongqing Machinery & Electric Co., Ltd., Class H | 126,000 | 8,039 | |||
Chongqing Rural Commercial Bank Co., Ltd., Class H | 585,000 | 218,342 | |||
Chongqing Zongshen Power Machinery Co., Ltd., Class A | 17,828 | 20,119 | |||
CIFI Holdings Group Co., Ltd. | 500,129 | 301,620 | |||
CIMC Enric Holdings, Ltd. | 136,000 | 131,636 | |||
* | Cinda Real Estate Co., Ltd., Class A | 18,100 | 8,949 | ||
* | CITIC Guoan Information Industry Co., Ltd., Class A | 74,802 | 24,713 | ||
* | CITIC Resources Holdings, Ltd. | 674,000 | 37,259 | ||
* | Citychamp Watch & Jewellery Group, Ltd. | 204,000 | 38,345 | ||
CMST Development Co., Ltd., Class A | 27,600 | 22,425 | |||
CNHTC Jinan Truck Co., Ltd., Class A | 4,400 | 15,745 | |||
COFCO Biotechnology Co., Ltd., Class A | 17,700 | 23,483 | |||
COFCO Joycome Foods, Ltd. | 292,000 | 84,984 | |||
COFCO Sugar Holding Co., Ltd., Class A | 19,500 | 26,435 | |||
* | Cogobuy Group | 64,000 | 19,306 | ||
Colour Life Services Group Co., Ltd. | 116,194 | 37,586 | |||
Concord New Energy Group, Ltd. | 1,220,000 | 89,576 | |||
Consun Pharmaceutical Group, Ltd. | 112,000 | 66,108 | |||
COSCO SHIPPING Development Co., Ltd., Class H | 819,000 | 153,010 | |||
# | COSCO SHIPPING Energy Transportation Co., Ltd., Class H | 322,000 | 121,391 | ||
COSCO SHIPPING International Hong Kong Co., Ltd. | 116,000 | 37,944 | |||
COSCO SHIPPING Ports, Ltd. | 371,031 | 264,788 | |||
* | Cosmo Lady China Holdings Co., Ltd. | 86,000 | 10,984 | ||
CP Pokphand Co., Ltd. | 1,182,000 | 120,180 | |||
CPMC Holdings, Ltd. | 127,000 | 71,997 | |||
CSG Holding Co., Ltd., Class A | 15,400 | 23,194 | |||
D&O Home Collection Co., Ltd., Class A | 6,400 | 13,141 | |||
DaFa Properties Group, Ltd. | 31,000 | 24,486 | |||
Dalian Huarui Heavy Industry Group Co., Ltd., Class A | 36,900 | 20,312 | |||
Dare Power Dekor Home Co., Ltd., Class A | 11,500 | 21,205 | |||
Dawnrays Pharmaceutical Holdings, Ltd. | 155,000 | 35,465 | |||
Dazzle Fashion Co., Ltd., Class A | 5,300 | 17,768 | |||
DBG Technology Co., Ltd., Class A | 9,400 | 18,204 | |||
Deppon Logistics Co., Ltd., Class A | 6,100 | 9,273 | |||
# | Dexin China Holdings Co., Ltd. | 108,000 | 40,308 | ||
DHC Software Co., Ltd., Class A | 40,200 | 44,355 | |||
Digital China Group Co., Ltd., Class A | 3,600 | 10,478 | |||
Digital China Holdings, Ltd. | 115,000 | 65,894 | |||
Digital China Information Service Co., Ltd., Class A | 13,800 | 27,799 | |||
Dong-E-E-Jiao Co., Ltd., Class A | 5,600 | 26,487 | |||
Dongfang Electric Corp., Ltd., Class H | 69,800 | 59,080 | |||
Dongfeng Motor Group Co., Ltd., Class H | 510,000 | 452,416 | |||
Dongjiang Environmental Co., Ltd., Class H | 39,800 | 21,025 | |||
Dongxing Securities Co., Ltd., Class A | 33,900 | 54,155 | |||
Dongyue Group, Ltd. | 286,000 | 600,564 | |||
* | DouYu International Holdings, Ltd., ADR | 1,216 | 4,900 | ||
Dynagreen Environmental Protection Group Co., Ltd., Class H | 46,000 | 20,319 | |||
* | Easy Visible Supply Chain Management Co., Ltd., Class A | 17,900 | 7,012 | ||
# | EEKA Fashion Holdings, Ltd. | 4,500 | 6,074 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
E-House China Enterprise Holdings, Ltd. | 58,200 | $24,830 | |||
ENN Natural Gas Co., Ltd., Class A | 7,500 | 20,397 | |||
Essex Bio-technology, Ltd. | 34,000 | 29,223 | |||
Eternal Asia Supply Chain Management, Ltd., Class A | 31,100 | 26,236 | |||
Ev Dynamics Holdings, Ltd. | 510,000 | 8,860 | |||
Everbright Securities Co., Ltd., Class H | 65,200 | 50,309 | |||
* | Fang Holdings, Ltd., ADR | 961 | 9,322 | ||
Fangda Carbon New Material Co., Ltd., Class A | 35,300 | 48,162 | |||
Fangda Special Steel Technology Co., Ltd., Class A | 24,000 | 28,487 | |||
Fanhua, Inc., Sponsored ADR | 6,773 | 92,045 | |||
# | Fantasia Holdings Group Co., Ltd. | 346,500 | 32,128 | ||
Far East Horizon, Ltd. | 435,000 | 462,975 | |||
FAWER Automotive Parts Co., Ltd., Class A | 9,200 | 7,734 | |||
Fiberhome Telecommunication Technologies Co., Ltd., Class A | 12,800 | 39,465 | |||
* | FIH Mobile, Ltd. | 437,000 | 59,710 | ||
Financial Street Holdings Co., Ltd., Class A | 33,100 | 29,084 | |||
* | First Capital Securities Co., Ltd., Class A | 46,400 | 44,861 | ||
# | First Tractor Co., Ltd., Class H | 42,000 | 20,952 | ||
Foshan Nationstar Optoelectronics Co., Ltd., Class A | 12,400 | 21,254 | |||
Fosun International, Ltd. | 566,500 | 749,945 | |||
Fufeng Group, Ltd. | 375,000 | 120,174 | |||
Fujian Funeng Co., Ltd., Class A | 7,000 | 12,398 | |||
Fujian Longking Co., Ltd., Class A | 15,200 | 19,906 | |||
Fujian Sunner Development Co., Ltd., Class A | 10,300 | 29,780 | |||
* | Fullshare Holdings, Ltd. | 1,812,500 | 24,435 | ||
Gansu Qilianshan Cement Group Co., Ltd., Class A | 6,900 | 10,307 | |||
Gansu Shangfeng Cement Co., Ltd., Class A | 10,200 | 24,626 | |||
GCI Science & Technology Co., Ltd., Class A | 8,800 | 18,936 | |||
* | GCL-Poly Energy Holdings, Ltd. | 3,025,000 | 578,052 | ||
Gemdale Corp., Class A | 30,100 | 39,096 | |||
Gemdale Properties & Investment Corp., Ltd. | 1,074,000 | 116,066 | |||
Genertec Universal Medical Group Co., Ltd. | 263,500 | 218,160 | |||
* | Genimous Technology Co., Ltd., Class A | 13,600 | 11,311 | ||
GF Securities Co., Ltd., Class H | 216,800 | 308,042 | |||
Giant Network Group Co., Ltd., Class A | 34,400 | 58,056 | |||
* | Global Top E-Commerce Co., Ltd., Class A | 30,100 | 10,477 | ||
* | Glorious Property Holdings, Ltd. | 294,000 | 7,839 | ||
* | Glory Sun Financial Group, Ltd. | 288,000 | 8,631 | ||
Golden Eagle Retail Group, Ltd. | 63,000 | 55,488 | |||
Goldlion Holdings, Ltd. | 43,000 | 9,729 | |||
* | Grand Baoxin Auto Group, Ltd. | 82,500 | 12,312 | ||
* | Grandjoy Holdings Group Co., Ltd., Class A | 82,300 | 41,236 | ||
Greattown Holdings, Ltd., Class A | 33,900 | 17,927 | |||
Greatview Aseptic Packaging Co., Ltd. | 194,000 | 82,409 | |||
Greenland Hong Kong Holdings, Ltd. | 175,000 | 42,852 | |||
Greentown China Holdings, Ltd. | 173,000 | 191,079 | |||
GRG Banking Equipment Co., Ltd., Class A | 31,300 | 50,663 | |||
* | Guangdong HEC Technology Holding Co., Ltd., Class A | 32,400 | 26,524 | ||
* | Guangdong Huatie Tongda High-speed Railway Equipment Corp., Class A | 21,300 | 18,987 | ||
Guangdong Tapai Group Co., Ltd., Class A | 17,100 | 24,869 | |||
Guangdong Zhongsheng Pharmaceutical Co., Ltd., Class A | 15,000 | 20,577 | |||
* | Guanghui Energy Co., Ltd., Class A | 105,161 | 65,587 | ||
* | Guangshen Railway Co., Ltd., Class H | 284,000 | 49,043 | ||
Guangxi Liugong Machinery Co., Ltd., Class A | 29,300 | 33,208 | |||
Guangxi Wuzhou Zhongheng Group Co., Ltd., Class A | 45,100 | 22,725 | |||
Guangzhou Automobile Group Co., Ltd., Class H | 450,000 | 390,050 | |||
Guangzhou Baiyun International Airport Co., Ltd., Class A | 21,800 | 29,614 | |||
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., Class H | 26,000 | 70,297 | |||
Guangzhou Haige Communications Group, Inc. Co., Class A | 38,600 | 59,299 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Guangzhou R&F Properties Co., Ltd., Class H | 238,800 | $209,550 | |||
* | Guangzhou Yuexiu Financial Holdings Group Co., Ltd., Class A | 20,200 | 33,030 | ||
Guangzhou Zhujiang Brewery Co., Ltd., Class A | 16,800 | 24,441 | |||
* | Guizhou Bailing Group Pharmaceutical Co., Ltd., Class A | 8,500 | 8,998 | ||
Guizhou Panjiang Refined Coal Co., Ltd., Class A | 20,900 | 23,925 | |||
Guomai Technologies, Inc., Class A | 23,500 | 21,135 | |||
Guorui Properties, Ltd. | 215,000 | 9,270 | |||
Guoyuan Securities Co., Ltd., Class A | 45,390 | 50,571 | |||
* | Haichang Ocean Park Holdings, Ltd. | 249,000 | 24,779 | ||
Haier Smart Home Co., Ltd., Class H | 13,000 | 44,586 | |||
* | Hainan Meilan International Airport Co., Ltd., Class H | 19,000 | 61,028 | ||
Haitian International Holdings, Ltd. | 102,000 | 373,089 | |||
Haitong Securities Co., Ltd., Class H | 412,400 | 339,876 | |||
Haitong UniTrust International Leasing Co., Ltd., Class H | 88,000 | 12,872 | |||
Hand Enterprise Solutions Co., Ltd., Class A | 23,000 | 24,122 | |||
Hangcha Group Co., Ltd., Class A | 12,000 | 29,393 | |||
Hangzhou Binjiang Real Estate Group Co., Ltd., Class A | 34,100 | 20,635 | |||
Hangzhou Century Co., Ltd., Class A | 16,700 | 18,685 | |||
* | Harbin Bank Co., Ltd., Class H | 451,000 | 53,920 | ||
Harbin Electric Co., Ltd., Class H | 164,000 | 41,199 | |||
HBIS Resources Co., Ltd., Class A | 5,200 | 14,806 | |||
* | HC Group, Inc. | 68,500 | 7,085 | ||
Health and Happiness H&H International Holdings, Ltd. | 29,000 | 104,030 | |||
Hello Group, Inc. | 24,005 | 297,422 | |||
Henan Pinggao Electric Co., Ltd., Class A | 18,300 | 18,495 | |||
Henan Shenhuo Coal & Power Co., Ltd., Class A | 13,500 | 24,522 | |||
Hengan International Group Co., Ltd. | 93,500 | 554,610 | |||
* | Hengdeli Holdings, Ltd. | 392,000 | 15,640 | ||
Hengtong Optic-electric Co., Ltd., Class A | 21,600 | 42,692 | |||
Hesteel Co., Ltd., Class A | 83,100 | 34,749 | |||
* | Hi Sun Technology China, Ltd. | 390,000 | 65,313 | ||
Hisense Home Appliances Group Co., Ltd., Class H | 77,000 | 89,697 | |||
* | Holitech Technology Co., Ltd., Class A | 49,200 | 27,759 | ||
Hongda Xingye Co., Ltd., Class A | 48,800 | 35,479 | |||
* | Honghua Group, Ltd. | 763,000 | 21,086 | ||
Honworld Group, Ltd. | 46,500 | 13,777 | |||
Hope Education Group Co., Ltd. | 382,000 | 71,850 | |||
Hopson Development Holdings, Ltd. | 118,000 | 391,062 | |||
* | Hua Hong Semiconductor, Ltd. | 82,000 | 519,639 | ||
Huaan Securities Co., Ltd., Class A | 32,630 | 25,691 | |||
Huafa Industrial Co., Ltd. Zhuhai, Class A | 15,200 | 13,509 | |||
* | Huafon Microfibre Shanghai Technology Co., Ltd. | 9,700 | 7,707 | ||
* | Huafu Fashion Co., Ltd., Class A | 18,000 | 13,972 | ||
Huaibei Mining Holdings Co., Ltd., Class A | 11,300 | 20,312 | |||
Huapont Life Sciences Co., Ltd., Class A | 18,200 | 15,234 | |||
Huatai Securities Co., Ltd., Class H | 38,800 | 51,411 | |||
Huaxi Securities Co., Ltd., Class A | 25,600 | 34,970 | |||
Huaxin Cement Co., Ltd., Class A | 18,399 | 42,276 | |||
Hubei Biocause Pharmaceutical Co., Ltd., Class A | 52,600 | 27,154 | |||
Hubei Jumpcan Pharmaceutical Co., Ltd., Class A | 9,200 | 21,568 | |||
* | Hubei Kaile Science & Technology Co., Ltd., Class A | 14,600 | 10,374 | ||
Hubei Xingfa Chemicals Group Co., Ltd., Class A | 10,000 | 37,919 | |||
* | Huishang Bank Corp., Ltd., Class H | 31,000 | 10,216 | ||
* | Hunan Gold Corp., Ltd., Class A | 22,492 | 30,308 | ||
Hunan Valin Steel Co., Ltd., Class A | 46,600 | 55,438 | |||
Huolinhe Opencut Coal Industry Corp., Ltd. of Inner Mongolia, Class A | 19,300 | 31,036 | |||
* | HUYA, Inc., ADR | 9,906 | 126,698 | ||
Hytera Communications Corp., Ltd., Class A | 29,500 | 20,357 | |||
* | iDreamSky Technology Holdings, Ltd. | 58,400 | 47,194 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
IKD Co., Ltd., Class A | 4,600 | $9,518 | |||
IMAX China Holding, Inc. | 7,200 | 9,955 | |||
Infore Environment Technology Group Co., Ltd., Class A | 21,400 | 20,590 | |||
* | Inke, Ltd. | 34,000 | 7,458 | ||
Inner Mongolia Junzheng Energy & Chemical Industry Group Co., Ltd., Class A | 79,800 | 60,116 | |||
Inner Mongolia Yitai Coal Co., Ltd., Class H | 16,900 | 10,873 | |||
* | Inner Mongolia Yuan Xing Energy Co., Ltd., Class A | 62,100 | 69,261 | ||
* | Inspur International, Ltd. | 84,000 | 28,146 | ||
Jiangnan Group, Ltd. | 422,000 | 20,914 | |||
Jiangsu Changshu Rural Commercial Bank Co., Ltd., Class A | 24,900 | 22,720 | |||
Jiangsu Guotai International Group Co., Ltd., Class A | 19,600 | 36,598 | |||
Jiangsu Jiangyin Rural Commercial Bank Co., Ltd., Class A | 18,560 | 10,785 | |||
* | Jiangsu Leike Defense Technology Co., Ltd., Class A | 14,800 | 14,591 | ||
Jiangsu Lihua Animal Husbandry Stock Co., Ltd., Class A | 1,900 | 8,326 | |||
Jiangsu Provincial Agricultural Reclamation and Development Corp. | 18,300 | 30,719 | |||
Jiangsu Shuangxing Color Plastic New Materials Co., Ltd., Class A | 12,800 | 37,201 | |||
Jiangsu Zhangjiagang Rural Commercial Bank Co., Ltd., Class A | 27,100 | 22,530 | |||
Jiangsu Zhongnan Construction Group Co., Ltd., Class A | 46,600 | 32,968 | |||
Jiangsu Zhongtian Technology Co., Ltd., Class A | 21,300 | 25,093 | |||
Jiangsu Zijin Rural Commercial Bank Co., Ltd., Class A | 39,500 | 19,638 | |||
Jiangxi Bank Co., Ltd., Class H | 140,500 | 59,646 | |||
Jiangxi Copper Co., Ltd., Class H | 220,000 | 461,893 | |||
Jiangxi Wannianqing Cement Co., Ltd., Class A | 7,700 | 12,183 | |||
Jiangxi Zhengbang Technology Co., Ltd., Class A | 31,500 | 46,461 | |||
Jiaozuo Wanfang Aluminum Manufacturing Co., Ltd., Class A | 9,200 | 12,694 | |||
Jiayuan International Group, Ltd. | 226,168 | 87,989 | |||
Jilin Aodong Pharmaceutical Group Co., Ltd., Class A | 13,100 | 30,172 | |||
Jinduicheng Molybdenum Co., Ltd., Class A | 27,600 | 30,169 | |||
Jingrui Holdings, Ltd. | 117,000 | 39,605 | |||
* | JinkoSolar Holding Co., Ltd., ADR | 9,125 | 491,746 | ||
Jinneng Science&Technology Co., Ltd., Class A | 7,300 | 18,177 | |||
Jiuzhitang Co., Ltd., Class A | 15,800 | 22,272 | |||
Jizhong Energy Resources Co., Ltd., Class A | 57,400 | 35,819 | |||
Joincare Pharmaceutical Group Industry Co., Ltd., Class A | 23,124 | 42,281 | |||
Jointown Pharmaceutical Group Co., Ltd., Class A | 24,600 | 53,725 | |||
Joy City Property, Ltd. | 576,000 | 31,574 | |||
JOYY, Inc., ADR | 8,665 | 463,144 | |||
Ju Teng International Holdings, Ltd. | 256,000 | 53,178 | |||
Juneyao Airlines Co., Ltd., Class A | 10,400 | 19,035 | |||
Kaisa Group Holdings, Ltd. | 503,999 | 136,903 | |||
Kaiser China Cultural Co., Ltd., Class A | 8,000 | 9,664 | |||
* | Kangda International Environmental Co., Ltd. | 63,000 | 5,355 | ||
#* | Kasen International Holdings, Ltd. | 181,000 | 19,560 | ||
Kinetic Mines and Energy, Ltd. | 256,000 | 19,808 | |||
Kingboard Holdings, Ltd. | 150,500 | 788,482 | |||
Kingboard Laminates Holdings, Ltd. | 96,000 | 192,570 | |||
Kingsoft Corp., Ltd. | 136,000 | 636,375 | |||
Konka Group Co., Ltd., Class A | 13,600 | 12,561 | |||
Kunlun Energy Co., Ltd. | 730,000 | 631,120 | |||
Kunlun Tech Co., Ltd., Class A | 10,300 | 27,082 | |||
KWG Group Holdings, Ltd. | 329,000 | 361,074 | |||
KWG Living Group Holdings, Ltd. | 164,500 | 157,344 | |||
Lao Feng Xiang Co., Ltd., Class A | 3,000 | 22,155 | |||
* | Launch Tech Co., Ltd., Class H | 3,500 | 1,830 | ||
# | Lee & Man Chemical Co., Ltd. | 34,000 | 26,283 | ||
Lee & Man Paper Manufacturing, Ltd. | 316,000 | 235,959 | |||
Lee's Pharmaceutical Holdings, Ltd. | 36,500 | 18,716 | |||
Legend Holdings Corp., Class H | 98,300 | 140,008 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Leo Group Co., Ltd., Class A | 88,700 | $32,079 | |||
* | LexinFintech Holdings, Ltd., ADR | 16,577 | 130,295 | ||
* | Lianhua Supermarket Holdings Co., Ltd., Class H | 54,000 | 6,734 | ||
Liaoning Cheng Da Co., Ltd., Class A | 21,600 | 65,455 | |||
Liaoning Port Co., Ltd., Class H | 396,000 | 36,718 | |||
* | Lifestyle China Group, Ltd. | 55,500 | 8,204 | ||
Livzon Pharmaceutical Group, Inc., Class H | 12,700 | 47,935 | |||
Logan Group Co., Ltd. | 204,000 | 217,380 | |||
Long Yuan Construction Group Co., Ltd., Class A | 8,300 | 5,380 | |||
Lonking Holdings, Ltd. | 511,000 | 159,265 | |||
Luenmei Quantum Co., Ltd., Class A | 13,600 | 17,970 | |||
Luolai Lifestyle Technology Co., Ltd., Class A | 9,000 | 15,891 | |||
Luoniushan Co., Ltd., Class A | 15,800 | 16,474 | |||
Luxi Chemical Group Co., Ltd., Class A | 27,800 | 86,495 | |||
# | Luye Pharma Group, Ltd. | 289,500 | 155,700 | ||
* | LVGEM China Real Estate Investment Co., Ltd. | 164,000 | 38,593 | ||
Metallurgical Corp. of China, Ltd., Class H | 614,000 | 187,467 | |||
Ming Yang Smart Energy Group, Ltd., Class A | 23,600 | 79,055 | |||
# | Minmetals Land, Ltd. | 338,000 | 34,308 | ||
Minsheng Education Group Co., Ltd. | 126,000 | 18,630 | |||
Minth Group, Ltd. | 134,000 | 566,690 | |||
MLS Co., Ltd., Class A | 26,700 | 67,127 | |||
Modern Land China Co., Ltd. | 94,000 | 7,722 | |||
* | Myhome Real Estate Development Group Co., Ltd., Class A | 33,700 | 8,459 | ||
Nanjing Iron & Steel Co., Ltd., Class A | 62,300 | 36,168 | |||
* | Nanjing Sample Technology Co., Ltd., Class H | 36,000 | 23,122 | ||
Nanjing Securities Co., Ltd., Class A | 60,300 | 96,271 | |||
Nanjing Xinjiekou Department Store Co., Ltd., Class A | 15,500 | 21,630 | |||
NetDragon Websoft Holdings, Ltd. | 30,500 | 71,225 | |||
New China Life Insurance Co., Ltd., Class H | 126,200 | 345,309 | |||
* | New World Department Store China, Ltd. | 54,000 | 8,968 | ||
Newland Digital Technology Co., Ltd., Class A | 8,500 | 20,336 | |||
Nexteer Automotive Group, Ltd. | 158,000 | 197,469 | |||
Nine Dragons Paper Holdings, Ltd. | 391,000 | 493,359 | |||
Ningbo Huaxiang Electronic Co., Ltd., Class A | 12,200 | 36,592 | |||
Ningbo Joyson Electronic Corp., Class A | 16,700 | 65,652 | |||
Ningbo Sanxing Medical Electric Co., Ltd., Class A | 20,700 | 45,964 | |||
Northeast Securities Co., Ltd., Class A | 31,000 | 37,453 | |||
* | Oceanwide Holdings Co., Ltd., Class A | 44,000 | 13,583 | ||
Offshore Oil Engineering Co., Ltd., Class A | 53,041 | 33,835 | |||
OFILM Group Co., Ltd., Class A | 37,900 | 43,313 | |||
ORG Technology Co., Ltd., Class A | 18,200 | 14,597 | |||
* | Orient Group, Inc., Class A | 37,500 | 16,818 | ||
Orient Securities Co., Ltd., Class H | 116,000 | 100,523 | |||
Oriental Pearl Group Co., Ltd., Class A | 34,300 | 41,561 | |||
* | Ourpalm Co., Ltd., Class A | 25,000 | 14,781 | ||
Pacific Online, Ltd. | 84,000 | 18,573 | |||
* | Pacific Securities Co., Ltd. (The), Class A | 51,700 | 24,962 | ||
* | Pangang Group Vanadium Titanium & Resources Co., Ltd., Class A | 69,000 | 30,593 | ||
PCI Technology Group Co., Ltd., Class A | 53,900 | 62,725 | |||
* | Pengdu Agriculture & Animal Husbandry Co., Ltd., Class A | 56,900 | 19,931 | ||
* | Phoenix Media Investment Holdings, Ltd. | 272,000 | 18,942 | ||
PICC Property & Casualty Co., Ltd., Class H | 1,102,000 | 890,213 | |||
Pingdingshan Tianan Coal Mining Co., Ltd., Class A | 14,500 | 15,623 | |||
* | Polaris Bay Group Co., Ltd., Class A | 17,000 | 24,688 | ||
Poly Property Group Co., Ltd. | 497,000 | 121,027 | |||
* | Pou Sheng International Holdings, Ltd. | 480,000 | 95,722 | ||
Powerlong Real Estate Holdings, Ltd. | 242,000 | 163,730 | |||
Prinx Chengshan Holding, Ltd. | 18,000 | 19,153 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
PW Medtech Group, Ltd. | 123,000 | $20,261 | |||
Qingdao Gon Technology Co., Ltd., Class A | 3,900 | 14,021 | |||
Qingdao Hanhe Cable Co., Ltd., Class A | 49,700 | 28,067 | |||
Qingdao Port International Co., Ltd., Class H | 30,000 | 15,452 | |||
Qingdao Rural Commercial Bank Corp., Class A | 58,800 | 35,461 | |||
Qingling Motors Co., Ltd., Class H | 156,000 | 33,125 | |||
Qinhuangdao Port Co., Ltd., Class H | 55,000 | 8,630 | |||
* | Qudian, Inc., Sponsored ADR | 27,129 | 49,103 | ||
Rainbow Digital Commercial Co., Ltd., Class A | 8,000 | 7,293 | |||
Realcan Pharmaceutical Group Co., Ltd., Class A | 34,200 | 20,418 | |||
* | Red Star Macalline Group Corp., Ltd., Class H | 122,980 | 72,329 | ||
Redco Properties Group, Ltd. | 160,000 | 45,731 | |||
Redsun Properties Group, Ltd. | 92,000 | 27,122 | |||
Renhe Pharmacy Co., Ltd., Class A | 11,200 | 17,126 | |||
Risen Energy Co., Ltd., Class A | 4,300 | 13,450 | |||
RiseSun Real Estate Development Co., Ltd., Class A | 56,200 | 39,654 | |||
# | Ronshine China Holdings, Ltd. | 152,000 | 78,938 | ||
Sailun Group Co., Ltd., Class A | 24,600 | 34,891 | |||
* | SanFeng Intelligent Equipment Group Co., Ltd., Class A | 39,600 | 23,763 | ||
Sansteel Minguang Co., Ltd. Fujian, Class A | 19,516 | 26,864 | |||
Sany Heavy Equipment International Holdings Co., Ltd. | 135,000 | 148,187 | |||
* | Saurer Intelligent Technology Co., Ltd., Class A | 38,900 | 14,947 | ||
Sealand Securities Co., Ltd., Class A | 67,800 | 41,129 | |||
Seazen Group, Ltd. | 340,000 | 253,088 | |||
* | Secoo Holding, Ltd., ADR | 6,300 | 11,970 | ||
SGIS Songshan Co., Ltd., Class A | 31,900 | 23,660 | |||
Shan Xi Hua Yang Group New Energy Co., Ltd., Class A | 22,100 | 32,981 | |||
Shandong Buchang Pharmaceuticals Co., Ltd., Class A | 10,000 | 31,223 | |||
# | Shandong Chenming Paper Holdings, Ltd., Class H | 84,000 | 45,398 | ||
Shandong Humon Smelting Co., Ltd., Class A | 15,300 | 27,971 | |||
Shandong Longda Meat Foodstuff Co., Ltd., Class A | 6,700 | 9,360 | |||
* | Shandong Molong Petroleum Machinery Co., Ltd., Class H | 14,400 | 8,605 | ||
Shandong Nanshan Aluminum Co., Ltd., Class A | 40,700 | 32,334 | |||
Shandong New Beiyang Information Technology Co., Ltd., Class A | 16,000 | 21,236 | |||
Shandong Sun Paper Industry JSC, Ltd., Class A | 19,119 | 34,345 | |||
Shandong Xiantan Co., Ltd., Class A | 10,050 | 10,375 | |||
Shandong Xinhua Pharmaceutical Co., Ltd., Class H | 20,000 | 9,837 | |||
* | Shanghai 2345 Network Holding Group Co., Ltd., Class A | 83,500 | 24,595 | ||
Shanghai AJ Group Co., Ltd., Class A | 15,600 | 15,622 | |||
Shanghai Bailian Group Co., Ltd., Class A | 14,500 | 34,266 | |||
Shanghai Construction Group Co., Ltd., Class A | 26,039 | 10,770 | |||
Shanghai Electric Group Co., Ltd., Class H | 606,000 | 149,897 | |||
Shanghai Environment Group Co., Ltd., Class A | 10,600 | 18,354 | |||
Shanghai Industrial Development Co., Ltd., Class A | 28,100 | 17,687 | |||
Shanghai Industrial Holdings, Ltd. | 116,000 | 177,116 | |||
Shanghai Industrial Urban Development Group, Ltd. | 515,200 | 43,854 | |||
Shanghai Jin Jiang Capital Co., Ltd., Class H | 294,000 | 60,858 | |||
Shanghai Maling Aquarius Co., Ltd., Class A | 12,900 | 14,814 | |||
Shanghai Mechanical and Electrical Industry Co., Ltd., Class A | 4,900 | 10,996 | |||
Shanghai Pharmaceuticals Holding Co., Ltd., Class H | 197,700 | 421,931 | |||
Shanghai Shimao Co., Ltd., Class A | 51,900 | 26,744 | |||
Shanghai Shyndec Pharmaceutical Co., Ltd., Class A | 8,400 | 12,085 | |||
Shanghai Sinyang Semiconductor Materials Co., Ltd., Class A | 4,700 | 45,044 | |||
Shanghai Tunnel Engineering Co., Ltd., Class A | 24,900 | 18,834 | |||
Shanghai Waigaoqiao Free Trade Zone Group Co., Ltd., Class A | 14,700 | 30,974 | |||
Shanghai Yuyuan Tourist Mart Group Co., Ltd., Class A | 29,900 | 45,238 | |||
Shanghai Zhangjiang High-Tech Park Development Co., Ltd., Class A | 16,500 | 43,645 | |||
Shanxi Coking Co., Ltd., Class A | 32,110 | 24,468 | |||
Shanxi Coking Coal Energy Group Co., Ltd., Class A | 60,050 | 82,500 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Shanxi Lu'an Environmental Energy Development Co., Ltd., Class A | 37,800 | $73,400 | |||
* | Shanxi Meijin Energy Co., Ltd., Class A | 28,700 | 38,653 | ||
Shanxi Securities Co., Ltd., Class A | 49,010 | 47,841 | |||
Shanxi Taigang Stainless Steel Co., Ltd., Class A | 44,500 | 70,437 | |||
Shanying International Holding Co., Ltd., Class A | 57,700 | 28,796 | |||
# | Sheng Ye Capital, Ltd. | 8,000 | 9,647 | ||
* | Shengjing Bank Co., Ltd., Class H | 157,000 | 139,473 | ||
Shenwan Hongyuan Group Co., Ltd., Class H | 210,400 | 53,111 | |||
Shenzhen Agricultural Products Group Co., Ltd., Class A | 18,000 | 15,496 | |||
* | Shenzhen Airport Co., Ltd., Class A | 31,600 | 34,111 | ||
Shenzhen Aisidi Co., Ltd., Class A | 23,200 | 34,059 | |||
Shenzhen Cereals Holdings Co., Ltd., Class A | 16,000 | 17,635 | |||
Shenzhen Comix Group Co., Ltd., Class A | 17,000 | 21,153 | |||
Shenzhen Gas Corp., Ltd., Class A | 10,500 | 11,754 | |||
Shenzhen Gongjin Electronics Co., Ltd., Class A | 11,600 | 17,548 | |||
Shenzhen Hepalink Pharmaceutical Group Co., Ltd., Class A | 11,000 | 25,757 | |||
Shenzhen International Holdings, Ltd. | 275,257 | 362,824 | |||
Shenzhen Investment, Ltd. | 548,068 | 154,021 | |||
Shenzhen Jinjia Group Co., Ltd., Class A | 22,900 | 34,790 | |||
* | Shenzhen MTC Co., Ltd., Class A | 39,000 | 37,791 | ||
* | Shenzhen Neptunus Bioengineering Co., Ltd., Class A | 31,000 | 15,282 | ||
* | Shenzhen SDG Information Co., Ltd., Class A | 15,200 | 17,397 | ||
Shenzhen Suntak Circuit Technology Co., Ltd., Class A | 5,800 | 13,517 | |||
Shenzhen Tagen Group Co., Ltd., Class A | 11,800 | 9,036 | |||
Shenzhen Woer Heat-Shrinkable Material Co., Ltd., Class A | 24,900 | 28,013 | |||
Shenzhen World Union Group, Inc., Class A | 33,300 | 38,441 | |||
Shenzhen Yan Tian Port Holding Co., Ltd., Class A | 33,849 | 26,724 | |||
Shenzhen Zhenye Group Co., Ltd., Class A | 25,500 | 17,468 | |||
Shenzhen Zhongjin Lingnan Nonfemet Co., Ltd., Class A | 35,700 | 28,952 | |||
* | Shijiazhuang Changshan BeiMing Technology Co., Ltd., Class A | 19,700 | 25,667 | ||
Shimao Group Holdings, Ltd. | 216,500 | 427,348 | |||
Shoucheng Holdings, Ltd. | 252,000 | 56,799 | |||
Shougang Fushan Resources Group, Ltd. | 444,790 | 112,231 | |||
* | Shouhang High-Tech Energy Co., Ltd., Class A | 25,700 | 8,403 | ||
* | Shui On Land, Ltd. | 868,500 | 138,734 | ||
* | Siasun Robot & Automation Co., Ltd., Class A | 13,600 | 23,495 | ||
* | Sichuan Haite High-tech Co., Ltd., Class A | 13,100 | 31,686 | ||
* | Sichuan Hebang Biotechnology Co., Ltd., Class A | 146,860 | 54,619 | ||
Sichuan Kelun Pharmaceutical Co., Ltd., Class A | 19,293 | 54,887 | |||
Sichuan Languang Development Co., Ltd., Class A | 22,200 | 8,195 | |||
Sichuan Shuangma Cement Co., Ltd., Class A | 4,900 | 13,902 | |||
# | Sihuan Pharmaceutical Holdings Group, Ltd. | 851,000 | 289,682 | ||
* | Silver Grant International Holdings Group, Ltd. | 324,000 | 25,407 | ||
Sinochem International Corp., Class A | 13,700 | 16,413 | |||
Sinofert Holdings, Ltd. | 464,000 | 80,617 | |||
Sinolink Securities Co., Ltd., Class A | 29,300 | 48,729 | |||
* | Sinolink Worldwide Holdings, Ltd. | 583,200 | 21,410 | ||
Sinoma International Engineering Co., Class A | 21,100 | 34,751 | |||
Sino-Ocean Group Holding, Ltd. | 570,500 | 119,097 | |||
Sinopec Engineering Group Co., Ltd., Class H | 298,000 | 169,892 | |||
Sinopec Kantons Holdings, Ltd. | 296,000 | 105,550 | |||
Sinopec Shanghai Petrochemical Co., Ltd., Class H | 616,000 | 128,335 | |||
Sinopharm Group Co., Ltd., Class H | 238,400 | 625,136 | |||
# | Sinosoft Technology Group, Ltd. | 58,000 | 8,829 | ||
Sinotrans, Ltd., Class H | 483,000 | 178,679 | |||
Sinotruk Hong Kong, Ltd. | 155,000 | 265,706 | |||
Skyfame Realty Holdings, Ltd. | 414,000 | 48,975 | |||
Skyworth Digital Co., Ltd., Class A | 15,900 | 20,319 | |||
* | Skyworth Group, Ltd. | 208,179 | 57,193 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
* | Sogou, Inc., ADR | 17,395 | $153,598 | ||
* | SOHO China, Ltd. | 309,500 | 114,787 | ||
SooChow Securities Co., Ltd., Class A | 48,700 | 59,221 | |||
* | Sou Yu Te Group Co., Ltd., Class A | 62,400 | 15,555 | ||
Southwest Securities Co., Ltd., Class A | 58,600 | 41,243 | |||
* | Sparkle Roll Group, Ltd. | 152,000 | 3,834 | ||
SSY Group, Ltd. | 184,000 | 118,136 | |||
Sun King Technology Group, Ltd. | 112,000 | 56,613 | |||
* | Sunac China Holdings, Ltd. | 456,000 | 1,183,207 | ||
* | Sunac Services Holdings, Ltd. | 2,992 | 8,116 | ||
Sunflower Pharmaceutical Group Co., Ltd., Class A | 9,500 | 22,381 | |||
* | Suning Universal Co., Ltd., Class A | 39,700 | 35,544 | ||
Sunshine 100 China Holdings, Ltd. | 74,000 | 10,948 | |||
Sunward Intelligent Equipment Co., Ltd., Class A | 14,400 | 19,345 | |||
Suzhou Dongshan Precision Manufacturing Co., Ltd., Class A | 16,900 | 55,402 | |||
Suzhou Gold Mantis Construction Decoration Co., Ltd., Class A | 24,461 | 25,923 | |||
# | Symphony Holdings, Ltd. | 240,000 | 27,526 | ||
* | Tahoe Group Co., Ltd., Class A | 37,700 | 11,470 | ||
Tangrenshen Group Co., Ltd., Class A | 14,600 | 13,284 | |||
Tangshan Jidong Cement Co., Ltd., Class A | 19,100 | 35,209 | |||
TangShan Port Group Co., Ltd., Class A | 72,600 | 27,351 | |||
Tangshan Sanyou Chemical Industries Co., Ltd., Class A | 23,900 | 45,681 | |||
Tasly Pharmaceutical Group Co., Ltd., Class A | 13,000 | 25,798 | |||
TCL Electronics Holdings, Ltd. | 176,000 | 89,696 | |||
Tech-Bank Food Co., Ltd., Class A | 17,640 | 15,368 | |||
* | Tencent Music Entertainment Group, ADR | 18,272 | 193,135 | ||
Tenfu Cayman Holdings Co., Ltd. | 16,000 | 10,908 | |||
Tian An China Investment Co., Ltd. | 123,000 | 71,823 | |||
Tian Di Science & Technology Co., Ltd., Class A | 49,300 | 32,532 | |||
* | Tian Shan Development Holding, Ltd. | 52,000 | 12,716 | ||
# | Tiangong International Co., Ltd. | 200,000 | 100,858 | ||
Tianjin Capital Environmental Protection Group Co., Ltd., Class H | 124,000 | 51,006 | |||
Tianjin Chase Sun Pharmaceutical Co., Ltd., Class A | 33,500 | 22,614 | |||
Tianjin Guangyu Development Co., Ltd., Class A | 13,400 | 9,076 | |||
Tianjin Port Development Holdings, Ltd. | 526,000 | 39,254 | |||
Tianjin Teda Co., Ltd., Class A | 47,200 | 30,132 | |||
# | Tianli Education International Holdings, Ltd. | 142,000 | 39,218 | ||
# | Tianneng Power International, Ltd. | 122,000 | 234,089 | ||
Times China Holdings, Ltd. | 54,000 | 51,069 | |||
Titan Wind Energy Suzhou Co., Ltd., Class A | 19,900 | 33,970 | |||
TK Group Holdings, Ltd. | 26,000 | 9,412 | |||
Tomson Group, Ltd. | 80,000 | 19,217 | |||
Tong Ren Tang Technologies Co., Ltd., Class H | 112,000 | 82,580 | |||
* | Tongcheng-Elong Holdings, Ltd. | 92,800 | 208,844 | ||
* | Tongda Group Holdings, Ltd. | 910,000 | 34,636 | ||
* | Tongdao Liepin Group | 10,800 | 19,963 | ||
TongFu Microelectronics Co., Ltd., Class A | 14,500 | 52,364 | |||
Tongling Nonferrous Metals Group Co., Ltd., Class A | 138,400 | 78,866 | |||
Tongyu Heavy Industry Co., Ltd., Class A | 60,200 | 31,678 | |||
Topsec Technologies Group, Inc., Class A | 14,700 | 41,628 | |||
Transfar Zhilian Co., Ltd., Class A | 38,900 | 42,805 | |||
TravelSky Technology, Ltd., Class H | 132,000 | 224,239 | |||
* | Trigiant Group, Ltd. | 210,000 | 17,566 | ||
* | Trip.com Group, Ltd., ADR | 35,214 | 913,099 | ||
TRS Information Technology Corp., Ltd., Class A | 11,500 | 17,823 | |||
* | Tunghsu Optoelectronic Technology Co., Ltd., Class A | 52,300 | 16,711 | ||
* | Tuniu Corp., Sponsored ADR | 16,445 | 33,219 | ||
* | Tus Environmental Science And Technology Development Co., Ltd., Class A | 23,793 | 16,682 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Unilumin Group Co., Ltd., Class A | 12,900 | $18,995 | |||
Uni-President China Holdings, Ltd. | 168,000 | 168,917 | |||
United Energy Group, Ltd. | 958,000 | 130,617 | |||
Universal Scientific Industrial Shanghai Co., Ltd., Class A | 14,300 | 30,450 | |||
Valiant Co., Ltd., Class A | 13,000 | 36,549 | |||
Vatti Corp., Ltd., Class A | 16,200 | 17,392 | |||
Vinda International Holdings, Ltd. | 48,000 | 135,582 | |||
* | Viomi Technology Co., Ltd., ADR | 5,696 | 31,784 | ||
Virscend Education Co., Ltd. | 107,000 | 10,475 | |||
Visual China Group Co., Ltd., Class A | 11,400 | 19,678 | |||
Wangfujing Group Co., Ltd., Class A | 11,900 | 47,653 | |||
Wangsu Science & Technology Co., Ltd., Class A | 28,600 | 27,506 | |||
Wanxiang Qianchao Co., Ltd., Class A | 31,900 | 27,096 | |||
Wasion Holdings, Ltd. | 116,000 | 36,735 | |||
Wasu Media Holding Co., Ltd., Class A | 14,000 | 15,335 | |||
Weifu High-Technology Group Co., Ltd., Class A | 12,200 | 38,234 | |||
Weiqiao Textile Co., Class H | 68,500 | 21,604 | |||
Wellhope Foods Co., Ltd., Class A | 10,100 | 14,752 | |||
West China Cement, Ltd. | 394,000 | 58,886 | |||
Western Securities Co., Ltd., Class A | 47,700 | 54,458 | |||
Wharf Holdings, Ltd. (The) | 231,000 | 783,818 | |||
Wisdom Education International Holdings Co., Ltd. | 90,000 | 19,493 | |||
* | Wison Engineering Services Co., Ltd. | 126,000 | 6,086 | ||
Wolong Electric Group Co., Ltd., Class A | 12,900 | 25,710 | |||
Wuchan Zhongda Group Co., Ltd., Class A | 50,940 | 46,285 | |||
Wuhan Department Store Group Co., Ltd., Class A | 7,400 | 12,068 | |||
Wuhu Token Science Co., Ltd., Class A | 15,700 | 21,852 | |||
Wuxi Boton Technology Co., Ltd., Class A | 4,200 | 9,165 | |||
Wuxi Taiji Industry Co., Ltd., Class A | 24,500 | 35,472 | |||
Xiamen C & D, Inc., Class A | 34,808 | 38,143 | |||
Xiamen Comfort Science & Technology Group Co., Ltd., Class A | 9,400 | 23,160 | |||
Xiamen International Port Co., Ltd., Class H | 114,000 | 12,325 | |||
Xiamen ITG Group Corp., Ltd., Class A | 23,400 | 25,760 | |||
Xinfengming Group Co., Ltd., Class A | 14,000 | 41,684 | |||
Xingda International Holdings, Ltd. | 223,372 | 46,900 | |||
Xingfa Aluminium Holdings, Ltd. | 8,000 | 12,617 | |||
Xinhu Zhongbao Co., Ltd., Class A | 112,100 | 50,959 | |||
Xinhua Winshare Publishing and Media Co., Ltd., Class H | 62,000 | 40,131 | |||
# | Xinjiang Goldwind Science & Technology Co., Ltd., Class H | 156,078 | 293,277 | ||
Xinjiang Tianshan Cement Co., Ltd., Class A | 13,600 | 25,790 | |||
* | Xinjiang Xinxin Mining Industry Co., Ltd., Class H | 84,000 | 18,430 | ||
Xinjiang Zhongtai Chemical Co., Ltd., Class A | 34,300 | 61,189 | |||
Xinte Energy Co., Ltd., Class H | 9,200 | 21,070 | |||
Xinxing Ductile Iron Pipes Co., Ltd., Class A | 25,483 | 15,993 | |||
Xinyangfeng Agricultural Technology Co., Ltd., Class A | 10,100 | 29,060 | |||
# | Xinyi Energy Holdings, Ltd. | 212,000 | 136,205 | ||
Xinyu Iron & Steel Co., Ltd., Class A | 40,200 | 48,793 | |||
Xinyuan Real Estate Co., Ltd., ADR | 13,620 | 28,330 | |||
Xtep International Holdings, Ltd. | 23,430 | 32,584 | |||
Xuji Electric Co., Ltd., Class A | 11,800 | 26,085 | |||
* | Xunlei, Ltd., ADR | 18,989 | 69,120 | ||
* | YaGuang Technology Group Co., Ltd., Class A | 19,200 | 37,736 | ||
Yango Group Co., Ltd., Class A | 55,400 | 37,535 | |||
Yantai Changyu Pioneer Wine Co., Ltd., Class A | 7,800 | 37,400 | |||
Yantai Jereh Oilfield Services Group Co., Ltd., Class A | 6,400 | 37,534 | |||
Yanzhou Coal Mining Co., Ltd., Class H | 338,000 | 502,475 | |||
* | Yashili International Holdings, Ltd. | 83,000 | 6,658 | ||
# | YiChang HEC ChangJiang Pharmaceutical Co., Ltd., Class H | 27,800 | 21,435 | ||
Yifan Pharmaceutical Co., Ltd., Class A | 5,800 | 12,266 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Yincheng International Holding Co., Ltd. | 48,000 | $18,713 | |||
Yintai Gold Co., Ltd., Class A | 39,400 | 55,764 | |||
* | Yiren Digital, Ltd., Sponsored ADR | 20,914 | 84,911 | ||
* | Yixin Group, Ltd. | 146,000 | 36,494 | ||
Yonghui Superstores Co., Ltd., Class A | 119,100 | 74,562 | |||
Yotrio Group Co., Ltd., Class A | 30,100 | 15,510 | |||
Youngor Group Co., Ltd., Class A | 54,700 | 53,985 | |||
Youzu Interactive Co., Ltd., Class A | 12,600 | 26,577 | |||
YTO Express Group Co., Ltd., Class A | 31,900 | 44,652 | |||
Yuexiu Property Co., Ltd. | 277,600 | 258,492 | |||
Yunda Holding Co., Ltd., Class A | 29,900 | 60,511 | |||
* | Yunnan Aluminium Co., Ltd., Class A | 19,300 | 42,699 | ||
Yunnan Copper Co., Ltd., Class A | 22,400 | 47,231 | |||
* | Yunnan Tin Co., Ltd., Class A | 17,600 | 47,884 | ||
Yutong Bus Co., Ltd., Class A | 24,884 | 43,825 | |||
Yuzhou Group Holdings Co., Ltd. | 563,047 | 116,042 | |||
* | Zepp Health Corp., ADR | 4,441 | 49,473 | ||
Zhaojin Mining Industry Co., Ltd., Class H | 162,500 | 158,845 | |||
Zhejiang China Commodities City Group Co., Ltd., Class A | 50,200 | 34,337 | |||
Zhejiang Communications Technology Co., Ltd. | 11,800 | 9,079 | |||
* | Zhejiang Conba Pharmaceutical Co., Ltd., Class A | 17,200 | 11,492 | ||
Zhejiang Crystal-Optech Co., Ltd., Class A | 32,000 | 67,831 | |||
Zhejiang Hailiang Co., Ltd., Class A | 21,600 | 38,082 | |||
Zhejiang Hisoar Pharmaceutical Co., Ltd., Class A | 17,500 | 20,521 | |||
Zhejiang Huace Film & Television Co., Ltd., Class A | 13,800 | 12,160 | |||
Zhejiang Jiahua Energy Chemical Industry Co., Ltd., Class A | 14,600 | 20,749 | |||
* | Zhejiang Jingu Co., Ltd., Class A | 16,100 | 13,566 | ||
Zhejiang Jingxin Pharmaceutical Co., Ltd., Class A | 23,280 | 28,095 | |||
Zhejiang JIULI Hi-tech Metals Co., Ltd., Class A | 10,492 | 17,480 | |||
Zhejiang Juhua Co., Ltd., Class A | 31,800 | 58,165 | |||
Zhejiang Longsheng Group Co., Ltd., Class A | 46,300 | 88,097 | |||
Zhejiang Medicine Co., Ltd., Class A | 8,405 | 20,796 | |||
Zhejiang Narada Power Source Co., Ltd., Class A | 27,000 | 60,362 | |||
Zhejiang Orient Financial Holdings Group Co., Ltd., Class A | 25,480 | 14,974 | |||
Zhejiang Runtu Co., Ltd., Class A | 10,300 | 14,161 | |||
Zhejiang Sanmei Chemical Industry Co., Ltd., Class A | 3,900 | 12,330 | |||
Zhejiang Semir Garment Co., Ltd., Class A | 33,700 | 50,846 | |||
Zhejiang Southeast Space Frame Co., Ltd., Class A | 10,400 | 13,108 | |||
Zhejiang Wanfeng Auto Wheel Co., Ltd., Class A | 21,700 | 17,662 | |||
Zhejiang Wanliyang Co., Ltd., Class A | 13,900 | 19,081 | |||
Zhejiang Xinan Chemical Industrial Group Co., Ltd., Class A | 7,700 | 26,328 | |||
Zhejiang Yasha Decoration Co., Ltd., Class A | 22,300 | 25,137 | |||
Zhejiang Yinlun Machinery Co., Ltd., Class A | 13,300 | 25,340 | |||
# | Zhengzhou Coal Mining Machinery Group Co., Ltd., Class H | 34,200 | 40,104 | ||
Zhenro Properties Group, Ltd. | 181,000 | 101,061 | |||
* | Zheshang Securities Co., Ltd., Class A | 11,500 | 19,799 | ||
Zhong An Group, Ltd. | 490,000 | 23,383 | |||
Zhongjin Gold Corp., Ltd., Class A | 62,900 | 80,050 | |||
Zhongshan Broad Ocean Motor Co., Ltd., Class A | 33,000 | 33,636 | |||
* | Zhongtian Financial Group Co., Ltd., Class A | 95,600 | 32,199 | ||
* | Zhongyuan Bank Co., Ltd., Class H | 501,000 | 71,335 | ||
* | Zhuhai Orbita Aerospace Science & Technology Co., Ltd., Class A | 19,100 | 32,098 | ||
* | Zhuzhou CRRC Times Electric Co., Ltd., Class H | 124,400 | 971,761 | ||
Zibo Qixiang Tengda Chemical Co., Ltd., Class A | 21,300 | 39,412 | |||
Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H | 295,600 | 254,590 | |||
TOTAL CHINA | 62,815,190 | ||||
COLOMBIA — (0.1%) | |||||
Cementos Argos SA | 40,121 | 57,885 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
COLOMBIA — (Continued) | |||||
* | Constructora Conconcreto SA | 75,537 | $7,108 | ||
* | Corp. Financiera Colombiana SA | 6,690 | 50,511 | ||
Grupo Argos SA | 26,722 | 69,527 | |||
Grupo de Inversiones Suramericana SA | 22,721 | 101,360 | |||
Mineros SA | 10,000 | 9,528 | |||
TOTAL COLOMBIA | 295,919 | ||||
GREECE — (0.2%) | |||||
* | Alpha Services and Holdings SA | 181,686 | 234,623 | ||
Autohellas Tourist and Trading SA | 1,238 | 10,730 | |||
Bank of Greece | 3,350 | 61,671 | |||
* | Fourlis Holdings SA | 1,826 | 9,028 | ||
* | GEK Terna Holding Real Estate Construction SA | 1,085 | 12,251 | ||
* | LAMDA Development SA | 4,707 | 47,043 | ||
* | Motor Oil Hellas Corinth Refineries SA | 3,953 | 63,532 | ||
Mytilineos SA | 1,395 | 25,875 | |||
* | National Bank of Greece SA | 12,149 | 34,402 | ||
* | Piraeus Financial Holdings SA | 2,040 | 3,507 | ||
TOTAL GREECE | 502,662 | ||||
HONG KONG — (0.2%) | |||||
Atlas Corp. | 8,202 | 107,200 | |||
PAX Global Technology, Ltd. | 157,000 | 170,303 | |||
Texhong Textile Group, Ltd. | 22,000 | 32,166 | |||
Tongguan Gold Group, Ltd. | 2,000 | 103 | |||
* | Truly International Holdings, Ltd. | 140,000 | 51,023 | ||
Zhuguang Holdings Group Co., Ltd. | 202,000 | 40,533 | |||
TOTAL HONG KONG | 401,328 | ||||
INDIA — (14.1%) | |||||
ACC, Ltd. | 10,719 | 345,611 | |||
Adani Enterprises, Ltd. | 35,550 | 681,841 | |||
Adani Ports & Special Economic Zone, Ltd. | 15,470 | 140,680 | |||
* | Adani Transmission, Ltd. | 33,204 | 396,753 | ||
* | Aditya Birla Capital, Ltd. | 73,935 | 115,513 | ||
Advanced Enzyme Technologies, Ltd. | 4,364 | 23,299 | |||
Agro Tech Foods, Ltd. | 885 | 11,815 | |||
* | Ahluwalia Contracts India, Ltd. | 2,928 | 15,399 | ||
* | AIA Engineering, Ltd. | 1,695 | 45,605 | ||
Alembic Pharmaceuticals, Ltd. | 4,673 | 49,476 | |||
Alembic, Ltd. | 6,876 | 11,197 | |||
Alkem Laboratories, Ltd. | 727 | 33,849 | |||
Allcargo Logistics, Ltd. | 7,469 | 19,880 | |||
Amara Raja Batteries, Ltd. | 9,117 | 88,511 | |||
Ambuja Cements, Ltd. | 54,171 | 300,517 | |||
* | APL Apollo Tubes, Ltd. | 2,690 | 63,241 | ||
Apollo Tyres, Ltd. | 48,732 | 146,743 | |||
* | Arvind Fashions, Ltd. | 9,143 | 25,761 | ||
* | Arvind, Ltd. | 9,943 | 14,004 | ||
* | Asahi India Glass, Ltd. | 9,893 | 50,973 | ||
* | Ashok Leyland, Ltd. | 35,077 | 62,634 | ||
* | Aster DM Healthcare, Ltd. | 13,536 | 29,718 | ||
Aurobindo Pharma, Ltd. | 50,355 | 622,037 | |||
Avanti Feeds, Ltd. | 3,476 | 29,858 | |||
Bajaj Consumer Care, Ltd. | 16,837 | 64,899 | |||
Bajaj Holdings & Investment, Ltd. | 4,042 | 218,375 | |||
Balmer Lawrie & Co., Ltd. | 10,273 | 18,729 | |||
Balrampur Chini Mills, Ltd. | 24,145 | 124,860 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
* | Bank of Baroda | 180,835 | $195,906 | ||
* | Bank of Maharashtra | 86,887 | 25,749 | ||
BASF India, Ltd. | 1,617 | 63,097 | |||
BEML, Ltd. | 2,896 | 50,898 | |||
Bharat Dyanamics, Ltd. | 3,645 | 20,655 | |||
Bharat Electronics, Ltd. | 142,993 | 354,959 | |||
Bharat Forge, Ltd. | 28,006 | 291,695 | |||
* | Bharat Heavy Electricals, Ltd. | 142,805 | 114,517 | ||
Birla Corp., Ltd. | 3,651 | 73,449 | |||
Birlasoft, Ltd. | 25,181 | 136,344 | |||
Bliss Gvs Pharma, Ltd. | 3,608 | 5,225 | |||
Bosch, Ltd. | 770 | 154,831 | |||
* | Brigade Enterprises, Ltd. | 13,825 | 59,454 | ||
BSE, Ltd. | 2,602 | 43,748 | |||
Cadila Healthcare, Ltd. | 22,076 | 174,191 | |||
Can Fin Homes, Ltd. | 6,649 | 48,361 | |||
* | Canara Bank | 53,578 | 110,134 | ||
Caplin Point Laboratories, Ltd. | 1,504 | 17,852 | |||
Carborundum Universal, Ltd. | 14,563 | 133,039 | |||
CCL Products India, Ltd. | 6,150 | 36,385 | |||
* | Ceat, Ltd. | 3,566 | 64,864 | ||
* | Century Plyboards India, Ltd. | 4,677 | 26,597 | ||
Century Textiles & Industries, Ltd. | 7,318 | 79,030 | |||
Chambal Fertilizers & Chemicals, Ltd. | 30,634 | 126,088 | |||
Cholamandalam Financial Holdings, Ltd. | 12,502 | 112,622 | |||
Cholamandalam Investment and Finance Co., Ltd. | 50,633 | 323,743 | |||
* | Cipla, Ltd. | 50,763 | 628,512 | ||
City Union Bank, Ltd. | 54,861 | 111,304 | |||
Cochin Shipyard, Ltd. | 3,729 | 18,894 | |||
Container Corp. Of India, Ltd. | 33,282 | 288,719 | |||
Coromandel International, Ltd. | 6,958 | 85,701 | |||
* | CreditAccess Grameen, Ltd. | 5,987 | 53,496 | ||
Cummins India, Ltd. | 18,225 | 208,989 | |||
Cyient, Ltd. | 10,301 | 136,952 | |||
* | Dalmia Bharat, Ltd. | 9,115 | 262,567 | ||
* | DCB Bank, Ltd. | 29,588 | 41,896 | ||
DCM Shriram, Ltd. | 7,262 | 91,054 | |||
Deepak Fertilisers & Petrochemicals Corp., Ltd. | 4,439 | 25,617 | |||
Delta Corp., Ltd. | 17,415 | 43,132 | |||
* | DEN Networks, Ltd. | 8,685 | 6,197 | ||
* | Dhani Services, Ltd. | 24,787 | 77,065 | ||
Dhanuka Agritech, Ltd. | 996 | 12,700 | |||
Dilip Buildcon, Ltd. | 2,926 | 22,207 | |||
* | Dish TV India, Ltd. | 232,134 | 44,192 | ||
DLF, Ltd. | 23,568 | 107,145 | |||
* | DRC Systems India, Ltd. | 66 | 261 | ||
eClerx Services, Ltd. | 1,856 | 56,175 | |||
Edelweiss Financial Services, Ltd. | 46,865 | 57,994 | |||
* | EID Parry India, Ltd. | 13,557 | 79,467 | ||
* | EIH, Ltd. | 37,975 | 56,970 | ||
Engineers India, Ltd. | 34,500 | 34,903 | |||
EPL, Ltd. | 2,691 | 8,959 | |||
Escorts, Ltd. | 10,143 | 162,208 | |||
* | Eveready Industries India, Ltd. | 7,160 | 35,663 | ||
Exide Industries, Ltd. | 61,622 | 147,973 | |||
* | FDC, Ltd. | 8,828 | 44,181 | ||
Federal Bank, Ltd. | 225,306 | 265,489 | |||
Finolex Cables, Ltd. | 10,965 | 76,987 | |||
* | Finolex Industries, Ltd. | 45,245 | 107,809 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Firstsource Solutions, Ltd. | 28,378 | $74,009 | |||
Force Motors, Ltd. | 534 | 10,769 | |||
* | Fortis Healthcare, Ltd. | 59,044 | 198,737 | ||
* | Future Lifestyle Fashions, Ltd. | 5,142 | 4,898 | ||
Gabriel India, Ltd. | 6,314 | 11,845 | |||
GAIL India, Ltd. | 233,783 | 440,308 | |||
Gateway Distriparks, Ltd. | 7,327 | 27,712 | |||
* | GE T&D India, Ltd. | 4,524 | 8,678 | ||
* | General Insurance Corp. of India | 6,350 | 15,425 | ||
GHCL, Ltd. | 6,890 | 34,815 | |||
Glenmark Pharmaceuticals, Ltd. | 25,269 | 207,060 | |||
Godfrey Phillips India, Ltd. | 2,269 | 31,223 | |||
* | Godrej Industries, Ltd. | 12,487 | 92,406 | ||
Granules India, Ltd. | 23,739 | 121,338 | |||
* | Graphite India, Ltd. | 13,925 | 132,881 | ||
Grasim Industries, Ltd. | 16,397 | 343,627 | |||
Great Eastern Shipping Co., Ltd. (The) | 17,366 | 79,222 | |||
* | Greaves Cotton, Ltd. | 10,604 | 22,994 | ||
Gujarat Alkalies & Chemicals, Ltd. | 4,036 | 26,131 | |||
* | Gujarat Ambuja Exports, Ltd. | 5,770 | 14,962 | ||
* | Gujarat Fluorochemicals, Ltd. | 4,974 | 115,959 | ||
Gujarat Narmada Valley Fertilizers & Chemicals, Ltd. | 10,915 | 56,412 | |||
Gujarat Pipavav Port, Ltd. | 41,924 | 62,402 | |||
Gujarat State Fertilizers & Chemicals, Ltd. | 10,443 | 17,129 | |||
Gujarat State Petronet, Ltd. | 38,687 | 180,203 | |||
Gulf Oil Lubricants India, Ltd. | 1,865 | 16,318 | |||
HEG, Ltd. | 1,983 | 60,823 | |||
HeidelbergCement India, Ltd. | 9,938 | 35,391 | |||
Hero MotoCorp, Ltd. | 16,330 | 609,037 | |||
* | HFCL, Ltd. | 77,811 | 79,091 | ||
Hikal, Ltd. | 4,944 | 35,573 | |||
HIL, Ltd. | 327 | 28,312 | |||
Himadri Speciality Chemical, Ltd. | 15,947 | 11,159 | |||
Himatsingka Seide, Ltd. | 5,066 | 18,387 | |||
Hindalco Industries, Ltd. | 17,524 | 105,701 | |||
Hinduja Global Solutions, Ltd. | 1,744 | 69,630 | |||
Hindustan Aeronautics, Ltd. | 4,721 | 70,890 | |||
Huhtamaki India, Ltd. | 3,724 | 15,133 | |||
I G Petrochemicals, Ltd. | 1,710 | 16,011 | |||
ICRA, Ltd. | 426 | 21,454 | |||
* | IDFC First Bank, Ltd. | 346,340 | 242,391 | ||
* | IDFC, Ltd. | 178,634 | 139,819 | ||
IIFL Finance, Ltd. | 32,234 | 130,933 | |||
IIFL Securities, Ltd. | 14,244 | 21,582 | |||
IIFL Wealth Management, Ltd. | 4,460 | 83,220 | |||
India Cements, Ltd. (The) | 33,122 | 85,944 | |||
* | India Glycols, Ltd. | 1,685 | 15,495 | ||
Indiabulls Housing Finance, Ltd. | 34,842 | 129,288 | |||
* | Indiabulls Real Estate, Ltd. | 37,606 | 76,972 | ||
Indian Bank | 38,752 | 72,569 | |||
Indian Hotels Co., Ltd. (The) | 63,179 | 122,666 | |||
* | Indian Overseas Bank | 181,989 | 60,204 | ||
Indo Count Industries, Ltd. | 9,730 | 34,839 | |||
Indoco Remedies, Ltd. | 2,313 | 13,964 | |||
* | IndoStar Capital Finance, Ltd. | 5,718 | 26,036 | ||
Indus Towers, Ltd. | 88,077 | 264,451 | |||
* | IndusInd Bank, Ltd. | 50,201 | 664,307 | ||
* | Infibeam Avenues, Ltd. | 54,740 | 32,545 | ||
* | Inox Leisure, Ltd. | 6,560 | 28,807 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
* | Intellect Design Arena, Ltd. | 7,781 | $78,555 | ||
IOL Chemicals and Pharmaceuticals, Ltd. | 4,566 | 40,933 | |||
Ipca Laboratories, Ltd. | 3,368 | 94,530 | |||
* | Jagran Prakashan, Ltd. | 24,003 | 21,554 | ||
* | Jaiprakash Associates, Ltd. | 90,284 | 14,496 | ||
Jamna Auto Industries, Ltd. | 11,539 | 13,960 | |||
JB Chemicals & Pharmaceuticals, Ltd. | 2,748 | 67,279 | |||
Jindal Poly Films, Ltd. | 1,531 | 20,663 | |||
Jindal Saw, Ltd. | 26,493 | 49,901 | |||
* | Jindal Stainless Hisar, Ltd. | 10,662 | 42,089 | ||
* | Jindal Stainless, Ltd. | 25,129 | 54,965 | ||
* | Jindal Steel & Power, Ltd. | 69,942 | 406,762 | ||
* | JK Cement, Ltd. | 1,962 | 85,729 | ||
* | JK Lakshmi Cement, Ltd. | 9,249 | 86,123 | ||
* | JK Paper, Ltd. | 13,452 | 47,449 | ||
JK Tyre & Industries, Ltd. | 16,774 | 33,652 | |||
JM Financial, Ltd. | 74,675 | 106,741 | |||
JSW Energy, Ltd. | 71,185 | 242,234 | |||
* | Jubilant Ingrevia, Ltd. | 16,322 | 130,281 | ||
* | Jubilant Pharmova, Ltd. | 16,322 | 150,651 | ||
* | Just Dial, Ltd. | 6,238 | 81,287 | ||
Jyothy Labs, Ltd. | 29,185 | 66,847 | |||
Kalpataru Power Transmission, Ltd. | 5,738 | 36,624 | |||
* | Karnataka Bank, Ltd. (The) | 20,721 | 16,931 | ||
Karur Vysya Bank, Ltd. (The) | 34,072 | 22,158 | |||
Kaveri Seed Co., Ltd. | 2,664 | 25,994 | |||
KEC International, Ltd. | 15,776 | 90,436 | |||
KEI Industries, Ltd. | 6,721 | 65,102 | |||
Kennametal India, Ltd. | 656 | 11,072 | |||
Kiri Industries, Ltd. | 2,791 | 21,839 | |||
Kirloskar Ferrous Industries, Ltd. | 9,869 | 40,775 | |||
Kirloskar Oil Engines, Ltd. | 4,045 | 13,609 | |||
* | KNR Constructions, Ltd. | 15,834 | 57,653 | ||
* | KPIT Technologies, Ltd. | 25,181 | 95,709 | ||
KPR Mill, Ltd. | 2,140 | 54,717 | |||
* | KRBL, Ltd. | 9,700 | 35,899 | ||
KSB, Ltd. | 1,581 | 24,737 | |||
* | L&T Finance Holdings, Ltd. | 116,114 | 138,267 | ||
* | LA Opala RG, Ltd. | 3,233 | 12,116 | ||
Lakshmi Machine Works, Ltd. | 184 | 21,582 | |||
Laurus Labs, Ltd. | 19,065 | 166,058 | |||
LIC Housing Finance, Ltd. | 53,064 | 293,458 | |||
Linde India, Ltd. | 3,321 | 78,629 | |||
Lupin, Ltd. | 31,959 | 477,324 | |||
Maharashtra Scooters, Ltd. | 427 | 24,115 | |||
Maharashtra Seamless, Ltd. | 4,580 | 19,284 | |||
Mahindra & Mahindra Financial Services, Ltd. | 88,808 | 180,886 | |||
Mahindra & Mahindra, Ltd. | 1,154 | 11,577 | |||
* | Mahindra CIE Automotive, Ltd. | 20,010 | 72,954 | ||
* | Mahindra Lifespace Developers, Ltd. | 4,081 | 41,723 | ||
Manappuram Finance, Ltd. | 54,658 | 152,696 | |||
Marksans Pharma, Ltd. | 26,446 | 29,131 | |||
* | MAS Financial Services, Ltd. | 2,939 | 32,473 | ||
* | Meghmani Finechem, Ltd. | 2,451 | 33,391 | ||
Meghmani Organics, Ltd. | 26,079 | 15,059 | |||
Minda Corp., Ltd. | 8,248 | 15,393 | |||
MOIL, Ltd. | 12,607 | 32,239 | |||
* | Motherson Sumi Systems, Ltd. | 131,092 | 413,775 | ||
Motilal Oswal Financial Services, Ltd. | 6,018 | 76,379 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Mphasis, Ltd. | 11,651 | $409,104 | |||
MRF, Ltd. | 277 | 298,627 | |||
Multi Commodity Exchange of India, Ltd. | 3,204 | 68,770 | |||
Muthoot Finance, Ltd. | 18,729 | 391,676 | |||
Natco Pharma, Ltd. | 11,479 | 157,030 | |||
National Aluminium Co., Ltd. | 131,702 | 167,013 | |||
* | Navneet Education, Ltd. | 13,812 | 18,581 | ||
NBCC India, Ltd. | 92,842 | 64,453 | |||
NCC, Ltd. | 30,776 | 36,363 | |||
* | NESCO, Ltd. | 1,511 | 12,396 | ||
NIIT, Ltd. | 7,159 | 31,132 | |||
Nilkamal, Ltd. | 1,015 | 35,493 | |||
NMDC, Ltd. | 99,766 | 243,725 | |||
NOCIL, Ltd. | 9,933 | 35,094 | |||
* | Oberoi Realty, Ltd. | 18,904 | 170,665 | ||
Oracle Financial Services Software, Ltd. | 1,698 | 98,494 | |||
Orient Cement, Ltd. | 8,878 | 19,146 | |||
Paisalo Digital, Ltd. | 1,982 | 17,534 | |||
Persistent Systems, Ltd. | 7,143 | 302,251 | |||
Petronet LNG, Ltd. | 86,286 | 254,628 | |||
Phillips Carbon Black, Ltd. | 7,970 | 29,190 | |||
* | Phoenix Mills, Ltd. (The) | 13,801 | 159,050 | ||
Piramal Enterprises, Ltd. | 11,497 | 359,757 | |||
* | PNB Housing Finance, Ltd. | 9,491 | 86,341 | ||
* | PNC Infratech, Ltd. | 9,087 | 38,277 | ||
Polyplex Corp., Ltd. | 2,401 | 48,850 | |||
Power Finance Corp., Ltd. | 149,816 | 262,134 | |||
* | Praj Industries, Ltd. | 13,041 | 64,793 | ||
* | Prestige Estates Projects, Ltd. | 19,961 | 91,563 | ||
* | Prism Johnson, Ltd. | 45,272 | 84,193 | ||
PTC India, Ltd. | 49,707 | 68,839 | |||
* | Punjab National Bank | 250,774 | 132,919 | ||
Quess Corp., Ltd. | 7,312 | 86,112 | |||
Radico Khaitan, Ltd. | 9,936 | 120,962 | |||
Rain Industries, Ltd. | 23,364 | 81,518 | |||
Rajesh Exports, Ltd. | 13,378 | 111,490 | |||
Rallis India, Ltd. | 6,437 | 28,020 | |||
Ramco Cements, Ltd. (The) | 16,711 | 245,081 | |||
Ramco Industries, Ltd. | 6,510 | 29,440 | |||
* | Ramkrishna Forgings, Ltd. | 2,037 | 22,611 | ||
Rashtriya Chemicals & Fertilizers, Ltd. | 22,775 | 25,828 | |||
* | Ratnamani Metals & Tubes, Ltd. | 2,788 | 81,274 | ||
* | Raymond, Ltd. | 6,223 | 36,894 | ||
* | RBL Bank, Ltd. | 62,607 | 162,930 | ||
REC, Ltd. | 124,223 | 254,734 | |||
Redington India, Ltd. | 44,660 | 197,568 | |||
Schaeffler India, Ltd. | 582 | 54,312 | |||
* | Sequent Scientific, Ltd. | 12,143 | 48,076 | ||
SH Kelkar & Co., Ltd. | 5,846 | 13,343 | |||
* | Shilpa Medicare, Ltd. | 6,393 | 54,325 | ||
Shipping Corp. of India, Ltd. | 16,928 | 25,219 | |||
Shriram City Union Finance, Ltd. | 3,509 | 87,648 | |||
Shriram Transport Finance Co., Ltd. | 28,132 | 530,297 | |||
* | SIS, Ltd. | 2,778 | 18,002 | ||
Sobha, Ltd. | 8,336 | 66,672 | |||
Solar Industries India, Ltd. | 2,143 | 49,252 | |||
Solara Active Pharma Sciences, Ltd. | 2,319 | 51,217 | |||
Somany Ceramics, Ltd. | 2,104 | 19,833 | |||
Sonata Software, Ltd. | 8,472 | 88,129 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
* | South Indian Bank, Ltd. (The) | 177,967 | $25,771 | ||
SRF, Ltd. | 2,159 | 251,616 | |||
Steel Authority of India, Ltd. | 152,615 | 291,967 | |||
Sterlite Technologies, Ltd. | 24,981 | 98,072 | |||
Strides Pharma Science, Ltd. | 9,046 | 93,763 | |||
Subros, Ltd. | 2,055 | 9,087 | |||
Sun TV Network, Ltd. | 15,404 | 119,033 | |||
Sundaram Finance, Ltd. | 8,083 | 281,073 | |||
Sundaram-Clayton, Ltd. | 688 | 33,699 | |||
Sundram Fasteners, Ltd. | 1,466 | 15,039 | |||
Sunteck Realty, Ltd. | 7,768 | 39,701 | |||
Suprajit Engineering, Ltd. | 7,329 | 33,150 | |||
Surya Roshni, Ltd. | 2,181 | 15,564 | |||
* | Suvidhaa Infoserve, Ltd. | 3,595 | 1,155 | ||
Tata Chemicals, Ltd. | 23,372 | 241,375 | |||
Tata Consumer Products, Ltd. | 82,391 | 836,832 | |||
* | Tata Motors, Ltd. | 152,580 | 605,165 | ||
* | Tata Steel BSL, Ltd. | 38,136 | 48,936 | ||
Tata Steel, Ltd. | 85,210 | 1,646,774 | |||
* | TCNS Clothing Co., Ltd. | 1,674 | 13,228 | ||
Tech Mahindra, Ltd. | 36,794 | 598,066 | |||
Techno Electric & Engineering Co., Ltd. | 5,232 | 21,113 | |||
Thermax, Ltd. | 6,581 | 125,864 | |||
* | Thomas Cook India, Ltd. | 13,979 | 11,643 | ||
Transport Corp. of India, Ltd. | 4,427 | 25,154 | |||
Trident, Ltd. | 147,551 | 41,042 | |||
* | Triveni Engineering & Industries, Ltd. | 11,666 | 29,474 | ||
* | Triveni Turbine, Ltd. | 8,371 | 13,870 | ||
TV Today Network, Ltd. | 2,698 | 10,597 | |||
* | TV18 Broadcast, Ltd. | 68,802 | 36,160 | ||
* | TVS Srichakra, Ltd. | 374 | 10,892 | ||
* | UCO Bank | 110,238 | 20,501 | ||
Uflex, Ltd. | 4,347 | 31,901 | |||
Ujjivan Financial Services, Ltd. | 2,551 | 8,253 | |||
Unichem Laboratories, Ltd. | 5,045 | 22,587 | |||
* | Union Bank of India | 56,091 | 27,868 | ||
UPL, Ltd. | 75,705 | 821,150 | |||
Vaibhav Global, Ltd. | 6,445 | 72,028 | |||
Vakrangee, Ltd. | 56,233 | 27,381 | |||
* | Vardhman Textiles, Ltd. | 3,385 | 86,702 | ||
* | Varroc Engineering, Ltd. | 1,735 | 7,902 | ||
Vesuvius India, Ltd. | 1,292 | 22,906 | |||
* | Vodafone Idea, Ltd. | 1,094,486 | 122,156 | ||
VRL Logistics, Ltd. | 2,989 | 12,215 | |||
* | VST Tillers Tractors, Ltd. | 231 | 6,344 | ||
Welspun Corp., Ltd. | 15,513 | 28,998 | |||
Welspun Enterprises, Ltd. | 8,592 | 12,255 | |||
Welspun India, Ltd. | 46,191 | 83,337 | |||
* | West Coast Paper Mills, Ltd. | 3,215 | 11,317 | ||
* | Wockhardt, Ltd. | 6,912 | 49,259 | ||
* | Yes Bank, Ltd. | 110,140 | 18,984 | ||
Zee Entertainment Enterprises, Ltd. | 140,262 | 383,386 | |||
Zensar Technologies, Ltd. | 12,992 | 72,715 | |||
Zydus Wellness, Ltd. | 1,952 | 57,085 | |||
TOTAL INDIA | 35,136,094 | ||||
INDONESIA — (1.5%) | |||||
Adaro Energy Tbk PT | 2,432,800 | 224,678 | |||
Adhi Karya Persero Tbk PT | 334,900 | 15,869 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
INDONESIA — (Continued) | |||||
AKR Corporindo Tbk PT | 256,800 | $63,930 | |||
* | Alam Sutera Realty Tbk PT | 1,815,300 | 19,592 | ||
Aneka Tambang Tbk | 189,300 | 32,988 | |||
Astra Agro Lestari Tbk PT | 89,800 | 49,382 | |||
* | Bank Bukopin Tbk PT | 1,646,000 | 46,497 | ||
* | Bank China Construction Bank Indonesia Tbk PT | 2,218,500 | 20,109 | ||
Bank Maybank Indonesia Tbk PT | 1,626,200 | 38,424 | |||
* | Bank Pan Indonesia Tbk PT | 434,700 | 21,927 | ||
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 356,700 | 30,227 | |||
Bank Pembangunan Daerah Jawa Timur Tbk PT | 316,900 | 15,232 | |||
* | Bank Tabungan Negara Persero Tbk PT | 749,000 | 68,081 | ||
BFI Finance Indonesia Tbk PT | 1,155,400 | 74,586 | |||
BISI International Tbk PT | 273,900 | 21,093 | |||
* | Buana Lintas Lautan Tbk PT | 988,600 | 16,957 | ||
Bukit Asam Tbk PT | 564,200 | 87,007 | |||
* | Bumi Serpong Damai Tbk PT | 1,370,300 | 88,542 | ||
Ciputra Development Tbk PT | 1,575,600 | 94,259 | |||
* | Delta Dunia Makmur Tbk PT | 807,300 | 17,315 | ||
Dharma Satya Nusantara Tbk PT | 248,300 | 9,274 | |||
* | Eagle High Plantations Tbk PT | 2,031,300 | 12,228 | ||
Elnusa Tbk PT | 809,300 | 14,656 | |||
Erajaya Swasembada Tbk PT | 1,317,000 | 60,156 | |||
* | Gajah Tunggal Tbk PT | 349,300 | 18,859 | ||
Gudang Garam Tbk PT | 78,100 | 177,315 | |||
Indah Kiat Pulp & Paper Corp. Tbk PT | 448,900 | 211,004 | |||
* | Indika Energy Tbk PT | 242,700 | 22,995 | ||
Indo Tambangraya Megah Tbk PT | 58,000 | 67,989 | |||
Indocement Tunggal Prakarsa Tbk PT | 23,200 | 14,126 | |||
Indofood Sukses Makmur Tbk PT | 633,600 | 266,332 | |||
* | Indo-Rama Synthetics Tbk PT | 37,800 | 9,810 | ||
* | Intiland Development Tbk PT | 545,900 | 6,161 | ||
Japfa Comfeed Indonesia Tbk PT | 245,700 | 26,550 | |||
* | Kawasan Industri Jababeka Tbk PT | 966,200 | 11,355 | ||
* | Krakatau Steel Persero Tbk PT | 349,600 | 11,703 | ||
Link Net Tbk PT | 87,500 | 27,838 | |||
* | Lippo Karawaci Tbk PT | 5,967,260 | 61,536 | ||
* | Medco Energi Internasional Tbk PT | 1,673,840 | 56,442 | ||
* | Media Nusantara Citra Tbk PT | 816,700 | 44,621 | ||
Metrodata Electronics Tbk PT | 194,800 | 35,422 | |||
* | MNC Kapital Indonesia Tbk PT | 2,412,200 | 19,514 | ||
* | MNC Land Tbk PT | 8,068,300 | 58,602 | ||
* | MNC Vision Networks Tbk PT | 1,825,100 | 31,551 | ||
Pabrik Kertas Tjiwi Kimia Tbk PT | 110,200 | 51,988 | |||
* | Pakuwon Jati Tbk PT | 2,387,600 | 66,084 | ||
* | Panin Financial Tbk PT | 2,708,800 | 33,945 | ||
* | Paninvest Tbk PT | 140,700 | 7,393 | ||
Perusahaan Perkebunan London Sumatra Indonesia Tbk PT | 585,500 | 45,543 | |||
* | PP Persero Tbk PT | 551,300 | 32,055 | ||
Ramayana Lestari Sentosa Tbk PT | 331,500 | 14,451 | |||
* | Rimo International Lestari Tbk PT | 3,228,000 | 2,092 | ||
* | Salim Ivomas Pratama Tbk PT | 780,700 | 24,076 | ||
* | Sampoerna Agro Tbk PT | 77,700 | 10,105 | ||
Sawit Sumbermas Sarana Tbk PT | 120,900 | 6,985 | |||
Semen Baturaja Persero Tbk PT | 296,900 | 12,019 | |||
Semen Indonesia Persero Tbk PT | 270,700 | 144,257 | |||
Siloam International Hospitals Tbk PT | 44,700 | 25,729 | |||
Sri Rejeki Isman Tbk PT | 1,753,600 | 17,703 | |||
* | Summarecon Agung Tbk PT | 1,348,214 | 69,976 | ||
* | Surya Semesta Internusa Tbk PT | 883,000 | 30,420 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
INDONESIA — (Continued) | |||||
Tempo Scan Pacific Tbk PT | 82,400 | $8,320 | |||
* | Timah Tbk PT | 266,700 | 30,713 | ||
* | Trada Alam Minera Tbk PT | 2,672,100 | 1,732 | ||
Tunas Baru Lampung Tbk PT | 469,000 | 25,952 | |||
United Tractors Tbk PT | 237,100 | 320,801 | |||
Vale Indonesia Tbk PT | 394,200 | 149,936 | |||
* | Waskita Karya Persero Tbk PT | 803,100 | 48,607 | ||
Wijaya Karya Beton Tbk PT | 212,800 | 3,357 | |||
Wijaya Karya Persero Tbk PT | 568,600 | 36,205 | |||
XL Axiata Tbk PT | 542,400 | 100,973 | |||
TOTAL INDONESIA | 3,644,151 | ||||
MALAYSIA — (1.6%) | |||||
# | Aeon Co. M Bhd | 96,000 | 29,574 | ||
AEON Credit Service M Bhd | 11,700 | 33,174 | |||
AFFIN Bank Bhd | 47,874 | 18,950 | |||
Ajinomoto Malaysia Bhd | 4,200 | 15,799 | |||
# | Alliance Bank Malaysia Bhd | 147,400 | 83,416 | ||
Allianz Malaysia Bhd | 10,500 | 31,728 | |||
AMMB Holdings Bhd | 298,000 | 201,243 | |||
Batu Kawan Bhd | 29,200 | 134,927 | |||
#* | Berjaya Corp. Bhd | 465,608 | 30,339 | ||
# | BIMB Holdings Bhd | 74,600 | 66,249 | ||
#* | Boustead Holdings Bhd | 159,700 | 22,535 | ||
#* | Bumi Armada Bhd | 375,700 | 37,764 | ||
# | Cahya Mata Sarawak Bhd | 118,100 | 31,350 | ||
# | Comfort Glove Bhd | 31,200 | 13,757 | ||
#* | Cypark Resources Bhd | 31,200 | 6,582 | ||
* | Dayang Enterprise Holdings Bhd | 67,320 | 17,036 | ||
DRB-Hicom Bhd | 151,400 | 59,874 | |||
Eco World Development Group Bhd | 136,900 | 22,546 | |||
Ekovest BHD | 254,400 | 24,420 | |||
FAR East Holdings Bhd | 1,400 | 995 | |||
Formosa Prosonic Industries Bhd | 16,000 | 9,994 | |||
* | Gamuda Bhd | 310,433 | 206,007 | ||
Genting Bhd | 40,900 | 45,633 | |||
Genting Malaysia Bhd | 130,800 | 85,474 | |||
Genting Plantations Bhd | 43,700 | 68,334 | |||
# | Guan Chong Bhd | 51,600 | 34,241 | ||
Hai-O Enterprise Bhd | 24,300 | 11,576 | |||
# | Hengyuan Refining Co. Bhd | 22,900 | 23,408 | ||
# | Hiap Teck Venture Bhd | 218,100 | 26,121 | ||
Hibiscus Petroleum Bhd | 127,000 | 19,381 | |||
Hong Leong Financial Group Bhd | 10,000 | 40,821 | |||
Hong Leong Industries Bhd | 5,000 | 10,765 | |||
* | IGB Bhd | 40,332 | 18,557 | ||
IJM Corp. Bhd | 428,300 | 187,812 | |||
Insas Bhd | 131,100 | 27,332 | |||
IOI Properties Group Bhd | 224,800 | 60,247 | |||
* | Iskandar Waterfront City Bhd | 81,900 | 7,381 | ||
#* | JAKS Resources Bhd | 260,520 | 30,259 | ||
* | Keck Seng Malaysia Bhd | 8,000 | 6,543 | ||
Kenanga Investment Bank Bhd | 89,400 | 26,932 | |||
Kim Loong Resources Bhd | 29,200 | 10,179 | |||
* | KNM Group Bhd | 566,400 | 23,451 | ||
# | KPJ Healthcare Bhd | 334,500 | 85,613 | ||
Kretam Holdings Bhd | 133,900 | 17,762 | |||
Leong Hup International Bhd | 128,600 | 21,026 | |||
Lii Hen Industries Bhd | 9,400 | 6,611 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
MALAYSIA — (Continued) | |||||
Lotte Chemical Titan Holding Bhd | 47,477 | $29,475 | |||
LPI Capital Bhd | 10,800 | 35,438 | |||
Magni-Tech Industries Bhd | 19,900 | 10,285 | |||
# | Magnum Bhd | 173,114 | 81,262 | ||
# | Mah Sing Group Bhd | 151,300 | 30,349 | ||
Malayan Flour Mills Bhd | 227,800 | 41,562 | |||
* | Malaysia Airports Holdings Bhd | 155,500 | 213,062 | ||
# | Malaysia Building Society Bhd | 288,573 | 40,021 | ||
Malaysian Resources Corp. Bhd | 355,602 | 32,448 | |||
Matrix Concepts Holdings Bhd | 65,700 | 31,149 | |||
MBM Resources BHD | 38,200 | 28,434 | |||
* | Media Prima Bhd | 106,300 | 12,233 | ||
# | Mega First Corp. Bhd | 74,000 | 62,194 | ||
MKH Bhd | 39,000 | 11,737 | |||
MMC Corp. Bhd | 133,100 | 55,214 | |||
MNRB Holdings Bhd | 50,800 | 15,549 | |||
Muhibbah Engineering M Bhd | 39,300 | 8,474 | |||
Oriental Holdings BHD | 46,900 | 56,447 | |||
# | OSK Holdings Bhd | 194,800 | 39,045 | ||
Padini Holdings Bhd | 63,200 | 42,087 | |||
# | Petron Malaysia Refining & Marketing Bhd | 16,400 | 16,113 | ||
#* | Pos Malaysia Bhd | 65,900 | 12,107 | ||
#* | Sapura Energy Bhd | 781,500 | 23,107 | ||
Sarawak Oil Palms Bhd | 27,800 | 22,870 | |||
Scientex Bhd | 72,300 | 71,645 | |||
Serba Dinamik Holdings Bhd | 198,100 | 18,520 | |||
* | Shangri-La Hotels Malaysia Bhd | 15,300 | 12,931 | ||
Sime Darby Bhd | 187,500 | 95,530 | |||
Sime Darby Property Bhd | 325,500 | 46,709 | |||
* | SP Setia Bhd Group | 295,399 | 72,028 | ||
Sunway Bhd | 352,223 | 142,035 | |||
Syarikat Takaful Malaysia Keluarga Bhd | 35,900 | 36,656 | |||
Ta Ann Holdings Bhd | 59,700 | 36,488 | |||
# | Taliworks Corp. Bhd | 104,800 | 21,109 | ||
# | Thong Guan Industries Bhd | 28,400 | 16,829 | ||
TIME dotCom Bhd | 15,300 | 52,205 | |||
#* | Tropicana Corp. Bhd | 62,213 | 13,399 | ||
# | TSH Resources Bhd | 65,000 | 15,887 | ||
* | UEM Edgenta Bhd | 40,500 | 15,260 | ||
#* | UEM Sunrise Bhd | 183,900 | 16,781 | ||
UMW Holdings Bhd | 40,500 | 27,737 | |||
# | United Malacca Bhd | 28,200 | 33,973 | ||
# | United Plantations Bhd | 16,300 | 52,483 | ||
UOA Development Bhd | 23,000 | 8,659 | |||
* | Velesto Energy Bhd | 274,400 | 9,080 | ||
#* | WCT Holdings Bhd | 129,749 | 15,989 | ||
Yinson Holdings Bhd | 104,500 | 118,405 | |||
YNH Property Bhd | 32,000 | 20,481 | |||
* | YTL Corp. Bhd | 577,426 | 85,552 | ||
TOTAL MALAYSIA | 4,000,751 | ||||
MEXICO — (2.3%) | |||||
# | ALEATICA S.A.B. de C.V. | 34,887 | 35,928 | ||
Alfa S.A.B. de C.V., Class A | 534,691 | 404,518 | |||
Alpek S.A.B. de C.V. | 60,630 | 75,200 | |||
# | Banco del Bajio SA | 108,947 | 194,511 | ||
#* | Cemex S.A.B. de C.V. | 1,477,192 | 1,202,161 | ||
* | Cia Minera Autlan S.A.B. de C.V. | 66,644 | 41,380 | ||
* | Consorcio ARA S.A.B. de C.V. | 98,355 | 23,321 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
MEXICO — (Continued) | |||||
#* | Controladora Nemak SAB de C.V. | 534,691 | $85,953 | ||
Corporativo Fragua S.A.B. de C.V. | 1,956 | 33,364 | |||
* | Corpovael S.A. de C.V. | 19,681 | 4,202 | ||
#* | Credito Real S.A.B. de C.V. Sofom ER | 36,056 | 31,245 | ||
Cydsa S.A.B. de C.V. | 50,192 | 34,896 | |||
El Puerto de Liverpool S.A.B. de C.V., Class C1 | 21,537 | 102,025 | |||
* | Elementia S.A.B. de C.V. | 5,664 | 4,032 | ||
* | Gentera S.A.B. de C.V. | 164,390 | 95,630 | ||
Grupo Carso S.A.B. de C.V. | 12,972 | 42,058 | |||
Grupo Cementos de Chihuahua S.A.B. de C.V. | 24,925 | 203,106 | |||
Grupo Comercial Chedraui S.A. de C.V. | 57,457 | 91,441 | |||
* | Grupo Financiero Inbursa S.A.B. de C.V., Class O | 214,399 | 206,469 | ||
* | Grupo Hotelero Santa Fe S.A.B. de C.V. | 50,240 | 12,493 | ||
Grupo Industrial Saltillo S.A.B. de C.V. | 54,895 | 81,351 | |||
* | Grupo KUO S.A.B. de C.V. | 12,255 | 28,935 | ||
Grupo Lala S.A.B. de C.V. | 53,317 | 43,631 | |||
Grupo Rotoplas S.A.B. de C.V. | 29,832 | 48,421 | |||
* | Grupo Sanborns S.A.B. de C.V. | 36,346 | 36,965 | ||
# | Grupo Televisa S.A.B. | 388,998 | 1,053,873 | ||
#* | Grupo Traxion S.A.B. de C.V. | 62,259 | 116,347 | ||
#* | Hoteles City Express S.A.B. de C.V. | 35,899 | 12,353 | ||
Industrias Bachoco S.A.B. de C.V. | 20,258 | 73,781 | |||
* | Industrias CH S.A.B. de C.V. | 11,679 | 104,421 | ||
* | Industrias Penoles S.A.B. de C.V. | 16,141 | 226,276 | ||
La Comer S.A.B. de C.V. | 46,949 | 94,104 | |||
Medica Sur S.A.B. de C.V. | 15,169 | 24,194 | |||
Megacable Holdings S.A.B. de C.V. | 7,092 | 24,975 | |||
* | Nemak S.A.B. de C.V. | 42,500 | 14,347 | ||
Orbia Advance Corp. S.A.B. de C.V. | 145,695 | 397,059 | |||
# | Organizacion Cultiba S.A.B. de C.V. | 46,456 | 25,975 | ||
* | Organizacion Soriana S.A.B. de C.V., Class B | 37,912 | 36,205 | ||
Promotora y Operadora de Infraestructura S.A.B. de C.V. | 19,650 | 148,405 | |||
Promotora y Operadora de Infraestructura S.A.B. de C.V., Class L | 2,980 | 15,419 | |||
* | Unifin Financiera S.A.B. de C.V. | 31,515 | 45,912 | ||
Vitro S.A.B. de C.V. | 24,646 | 34,048 | |||
TOTAL MEXICO | 5,610,930 | ||||
PHILIPPINES — (0.6%) | |||||
Alliance Global Group, Inc. | 708,300 | 144,070 | |||
Asia United Bank Corp. | 8,110 | 7,148 | |||
* | Belle Corp. | 525,000 | 14,398 | ||
* | Cebu Air, Inc. | 21,040 | 18,578 | ||
China Banking Corp. | 123,600 | 60,805 | |||
Cosco Capital, Inc. | 303,100 | 29,721 | |||
DMCI Holdings, Inc. | 691,100 | 82,997 | |||
* | East West Banking Corp. | 22,500 | 4,252 | ||
Filinvest Development Corp. | 121,800 | 18,840 | |||
Filinvest Land, Inc. | 1,703,000 | 37,857 | |||
First Philippine Holdings Corp. | 31,550 | 46,549 | |||
GT Capital Holdings, Inc. | 8,089 | 88,000 | |||
* | Integrated Micro-Electronics, Inc. | 72,600 | 12,934 | ||
LT Group, Inc. | 356,400 | 69,723 | |||
Megaworld Corp. | 1,778,700 | 98,790 | |||
Metropolitan Bank & Trust Co. | 212,100 | 182,450 | |||
* | Petron Corp. | 459,700 | 28,035 | ||
Philex Mining Corp. | 146,000 | 17,934 | |||
* | Philippine National Bank | 57,773 | 23,242 | ||
PNB Holdings Corp. | 9,064 | 58 | |||
RFM Corp. | 109,000 | 9,642 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
PHILIPPINES — (Continued) | |||||
Rizal Commercial Banking Corp. | 85,200 | $34,030 | |||
Robinsons Land Corp. | 268,700 | 86,596 | |||
Robinsons Retail Holdings, Inc. | 39,190 | 42,134 | |||
Security Bank Corp. | 42,900 | 94,422 | |||
Semirara Mining & Power Corp. | 80,500 | 26,299 | |||
* | Top Frontier Investment Holdings, Inc. | 3,090 | 8,478 | ||
Union Bank of the Philippines | 37,880 | 58,088 | |||
Vista Land & Lifescapes, Inc. | 717,200 | 48,935 | |||
TOTAL PHILIPPINES | 1,395,005 | ||||
POLAND — (1.0%) | |||||
AB SA | 1,400 | 21,200 | |||
* | Agora SA | 3,156 | 7,738 | ||
* | Alior Bank SA | 20,400 | 195,499 | ||
Amica SA | 667 | 25,974 | |||
Asseco Poland SA | 8,572 | 178,410 | |||
* | Bank Handlowy w Warszawie SA | 4,891 | 57,447 | ||
* | Bank Millennium SA | 98,730 | 126,493 | ||
* | Bank Ochrony Srodowiska SA | 9,478 | 19,188 | ||
Ciech SA | 4,740 | 58,869 | |||
Develia SA | 39,555 | 34,805 | |||
Echo Investment SA | 23,480 | 27,744 | |||
* | Enea SA | 37,216 | 82,547 | ||
Fabryki Mebli Forte SA | 1,537 | 22,918 | |||
* | Famur SA | 25,903 | 14,813 | ||
* | Grupa Azoty SA | 7,205 | 55,953 | ||
Grupa Lotos SA | 12,298 | 169,486 | |||
Inter Cars SA | 224 | 23,835 | |||
* | Jastrzebska Spolka Weglowa SA | 5,862 | 52,924 | ||
Kernel Holding SA | 10,706 | 148,121 | |||
KRUK SA | 3,201 | 251,674 | |||
* | Lubelski Wegiel Bogdanka SA | 3,931 | 26,100 | ||
* | mBank SA | 2,361 | 196,491 | ||
* | PGE Polska Grupa Energetyczna SA | 163,838 | 368,609 | ||
* | PKP Cargo SA | 7,482 | 36,876 | ||
Stalexport Autostrady SA | 16,406 | 15,836 | |||
* | Tauron Polska Energia SA | 252,784 | 213,078 | ||
* | VRG SA | 42,918 | 39,596 | ||
TOTAL POLAND | 2,472,224 | ||||
QATAR — (0.7%) | |||||
Aamal Co. | 288,708 | 75,095 | |||
Al Khaleej Takaful Group QSC | 32,490 | 41,758 | |||
Al Khalij Commercial Bank PQSC | 214,991 | 128,053 | |||
Alijarah Holding Co., QPSC | 104,338 | 30,213 | |||
Barwa Real Estate Co. | 350,333 | 294,109 | |||
Commercial Bank PSQC (The) | 277,039 | 419,077 | |||
Doha Bank QPSC | 230,818 | 187,174 | |||
Doha Insurance Co. QSC | 40,320 | 21,226 | |||
* | Gulf International Services QSC | 135,456 | 52,454 | ||
Gulf Warehousing Co. | 16,349 | 23,142 | |||
Mannai Corp. QSC | 21,498 | 21,946 | |||
Ooredoo QPSC | 38,892 | 75,624 | |||
Qatar Industrial Manufacturing Co. QSC | 41,774 | 32,578 | |||
* | Qatar Insurance Co. SAQ | 112,989 | 77,309 | ||
Qatar National Cement Co., QSC | 22,746 | 31,611 | |||
Qatar Navigation QSC | 65,678 | 134,198 | |||
* | Salam International Investment, Ltd. QSC | 139,423 | 33,655 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
QATAR — (Continued) | |||||
United Development Co. QSC | 340,803 | $136,657 | |||
Vodafone Qatar QSC | 85,407 | 36,877 | |||
TOTAL QATAR | 1,852,756 | ||||
RUSSIA — (0.6%) | |||||
Etalon Group P.L.C., GDR | 24,314 | 39,924 | |||
Globaltrans Investment P.L.C., GDR | 4,355 | 34,210 | |||
Globaltrans Investment P.L.C., GDR | 7,455 | 58,596 | |||
* | Lenta P.L.C, GDR | 4,734 | 15,078 | ||
Magnitogorsk Iron & Steel Works PJSC, GDR | 15,429 | 189,793 | |||
Magnitogorsk Iron & Steel Works PJSC, GDR | 9,551 | 117,477 | |||
* | Mail.Ru Group, Ltd., GDR | 10,249 | 212,564 | ||
QIWI P.L.C., Sponsored ADR | 5,640 | 57,528 | |||
Ros Agro P.L.C., GDR | 8,946 | 130,433 | |||
RusHydro PJSC, ADR | 106,216 | 114,713 | |||
Tatneft PJSC, Sponsored ADR | 5,462 | 217,961 | |||
VTB Bank PJSC, GDR | 159,658 | 208,513 | |||
TOTAL RUSSIA | 1,396,790 | ||||
SAUDI ARABIA — (3.2%) | |||||
Al Babtain Power & Telecommunication Co. | 2,113 | 22,734 | |||
* | Al Etihad Cooperative Insurance Co. | 2,753 | 17,840 | ||
* | Al Gassim Investment Holding Co. | 3,278 | 27,538 | ||
Al Hammadi Co. for Development and Investment | 8,268 | 88,728 | |||
* | Al Hassan Ghazi Ibrahim Shaker Co. | 7,308 | 63,873 | ||
Al Jouf Agricultural Development Co. | 1,328 | 28,388 | |||
* | Al Jouf Cement Co. | 11,224 | 42,012 | ||
Al Khaleej Training and Education Co. | 4,484 | 35,507 | |||
Al Yamamah Steel Industries Co. | 2,970 | 42,720 | |||
* | AlAbdullatif Industrial Investment Co. | 7,870 | 74,530 | ||
* | Allianz Saudi Fransi Cooperative Insurance Co. | 4,860 | 34,648 | ||
Arabian Cement Co. | 6,973 | 86,743 | |||
Arabian Pipes Co. | 8,173 | 46,447 | |||
* | Arabian Shield Cooperative Insurance Co. | 6,581 | 41,982 | ||
Arriyadh Development Co. | 11,362 | 87,126 | |||
* | Aseer Trading Tourism & Manufacturing Co. | 15,831 | 110,220 | ||
Astra Industrial Group | 4,471 | 55,997 | |||
* | AXA Cooperative Insurance Co. | 3,021 | 34,528 | ||
* | Bank AlBilad | 57,250 | 560,071 | ||
* | Bank Al-Jazira | 68,755 | 354,701 | ||
* | Basic Chemical Industries, Ltd. | 2,738 | 30,342 | ||
Bawan Co. | 3,033 | 32,217 | |||
City Cement Co. | 10,142 | 83,274 | |||
* | Dar Al Arkan Real Estate Development Co. | 94,960 | 266,586 | ||
* | Dur Hospitality Co. | 9,571 | 87,091 | ||
Eastern Province Cement Co. | 6,367 | 83,799 | |||
Electrical Industries Co. | 3,489 | 32,326 | |||
* | Emaar Economic City | 64,423 | 233,176 | ||
Etihad Etisalat Co. | 63,225 | 543,028 | |||
Fitaihi Holding Group | 6,224 | 56,854 | |||
Hail Cement Co. | 5,773 | 29,396 | |||
* | Jazan Energy and Development Co. | 6,599 | 46,938 | ||
* | Malath Cooperative Insurance Co. | 5,363 | 48,759 | ||
* | Mediterranean & Gulf Insurance & Reinsurance Co. (The) | 4,527 | 30,443 | ||
* | Methanol Chemicals Co. | 3,081 | 24,817 | ||
* | Middle East Healthcare Co. | 5,177 | 52,836 | ||
* | Middle East Paper Co. | 2,724 | 27,578 | ||
* | Mobile Telecommunications Co. Saudi Arabia | 80,900 | 306,003 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SAUDI ARABIA — (Continued) | |||||
Najran Cement Co. | 13,973 | $88,372 | |||
* | National Agriculture Development Co. (The) | 7,525 | 78,682 | ||
* | National Co., for Glass Manufacturing (The) | 3,510 | 39,829 | ||
National Gypsum | 2,289 | 30,970 | |||
* | National Industrialization Co. | 57,285 | 330,182 | ||
National Petrochemical Co. | 11,539 | 142,602 | |||
Northern Region Cement Co. | 14,928 | 73,788 | |||
* | Rabigh Refining & Petrochemical Co. | 15,747 | 108,444 | ||
Sahara International Petrochemical Co. | 64,085 | 572,593 | |||
* | Saudi Ceramic Co. | 7,420 | 121,854 | ||
Saudi Chemical Co., Holding. | 6,860 | 75,947 | |||
* | Saudi Ground Services Co. | 4,510 | 41,956 | ||
Saudi Industrial Investment Group | 31,611 | 311,482 | |||
Saudi Industrial Services Co. | 4,183 | 54,161 | |||
Saudi Investment Bank (The) | 60,614 | 278,931 | |||
* | Saudi Kayan Petrochemical Co. | 131,174 | 676,873 | ||
* | Saudi Marketing Co. | 1,460 | 14,813 | ||
* | Saudi Printing & Packaging Co. | 5,795 | 46,752 | ||
* | Saudi Public Transport Co. | 3,410 | 24,565 | ||
* | Saudi Re for Cooperative Reinsurance Co. | 5,643 | 27,540 | ||
Savola Group (The) | 20,608 | 235,991 | |||
* | Seera Group Holding | 23,524 | 133,930 | ||
* | Tabuk Cement Co. | 6,267 | 39,266 | ||
Umm Al-Qura Cement Co. | 3,517 | 31,039 | |||
United International Transportation Co. | 2,402 | 30,823 | |||
* | Yamama Cement Co. | 17,209 | 155,920 | ||
Yanbu Cement Co. | 11,651 | 144,986 | |||
* | Zamil Industrial Investment Co. | 8,237 | 89,444 | ||
TOTAL SAUDI ARABIA | 7,873,531 | ||||
SOUTH AFRICA — (4.1%) | |||||
* | Absa Group, Ltd. | 101,963 | 948,595 | ||
Adcock Ingram Holdings, Ltd. | 6,350 | 19,394 | |||
Advtech, Ltd. | 106,246 | 104,434 | |||
AECI, Ltd. | 18,205 | 123,967 | |||
African Rainbow Minerals, Ltd. | 17,694 | 360,129 | |||
Alexander Forbes Group Holdings, Ltd. | 122,324 | 29,412 | |||
#* | Aspen Pharmacare Holdings, Ltd. | 51,753 | 637,582 | ||
Astral Foods, Ltd. | 6,962 | 73,024 | |||
Barloworld, Ltd. | 42,340 | 312,353 | |||
Bidvest Group, Ltd. (The) | 35,443 | 483,519 | |||
* | Blue Label Telecoms, Ltd. | 57,880 | 17,902 | ||
* | Brait P.L.C. | 80,196 | 15,684 | ||
DataTec, Ltd. | 40,652 | 65,321 | |||
* | Discovery, Ltd. | 47,051 | 377,209 | ||
* | Distell Group Holdings, Ltd. | 9,294 | 108,385 | ||
Exxaro Resources, Ltd. | 46,279 | 572,973 | |||
* | Foschini Group, Ltd. (The) | 41,301 | 435,963 | ||
* | Grindrod, Ltd. | 61,737 | 18,736 | ||
Harmony Gold Mining Co., Ltd. | 36,275 | 148,734 | |||
Harmony Gold Mining Co., Ltd., Sponsored ADR | 47,253 | 193,737 | |||
Hudaco Industries, Ltd. | 3,955 | 34,581 | |||
Imperial Logistics, Ltd. | 22,265 | 92,874 | |||
Investec, Ltd. | 39,994 | 149,216 | |||
* | KAP Industrial Holdings, Ltd. | 309,933 | 83,749 | ||
Lewis Group, Ltd. | 6,721 | 17,647 | |||
* | Liberty Holdings, Ltd. | 21,020 | 117,834 | ||
* | Life Healthcare Group Holdings, Ltd. | 241,907 | 389,686 | ||
* | Long4Life, Ltd. | 88,335 | 25,339 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH AFRICA — (Continued) | |||||
* | Massmart Holdings, Ltd. | 14,743 | $57,990 | ||
Metair Investments, Ltd. | 31,298 | 51,567 | |||
Momentum Metropolitan Holdings | 134,502 | 176,531 | |||
Motus Holdings, Ltd. | 19,271 | 111,999 | |||
Mpact, Ltd. | 21,681 | 36,646 | |||
* | Murray & Roberts Holdings, Ltd. | 38,611 | 26,252 | ||
* | Nampak, Ltd. | 190,453 | 36,446 | ||
* | Nedbank Group, Ltd. | 54,959 | 635,417 | ||
* | Netcare, Ltd. | 74,522 | 77,450 | ||
Oceana Group, Ltd. | 17,392 | 74,167 | |||
Old Mutual, Ltd. | 654,522 | 577,301 | |||
* | Omnia Holdings, Ltd. | 34,678 | 131,958 | ||
* | Pepkor Holdings, Ltd. | 149,890 | 214,280 | ||
* | PPC, Ltd. | 71,391 | 17,796 | ||
PSG Group, Ltd. | 26,772 | 138,798 | |||
Raubex Group, Ltd. | 35,771 | 69,429 | |||
RCL Foods, Ltd. | 30,615 | 19,204 | |||
Reunert, Ltd. | 29,690 | 96,149 | |||
RFG Holdings, Ltd. | 6,432 | 5,350 | |||
Royal Bafokeng Platinum, Ltd. | 23,644 | 187,235 | |||
#* | Sappi, Ltd. | 85,724 | 240,800 | ||
* | Sasol, Ltd. | 9,835 | 146,629 | ||
Sibanye Stillwater, Ltd. | 146,483 | 638,401 | |||
* | Sun International, Ltd. | 12,071 | 14,862 | ||
* | Super Group, Ltd. | 56,942 | 123,864 | ||
* | Telkom SA SOC, Ltd. | 45,605 | 132,041 | ||
Tiger Brands, Ltd. | 4,251 | 55,969 | |||
* | Tsogo Sun Hotels, Ltd. | 47,979 | 9,809 | ||
* | Wilson Bayly Holmes-Ovcon, Ltd. | 9,319 | 70,197 | ||
TOTAL SOUTH AFRICA | 10,132,516 | ||||
SOUTH KOREA — (16.7%) | |||||
* | Able C&C Co., Ltd. | 1,801 | 14,054 | ||
Aekyung Petrochemical Co., Ltd. | 4,211 | 48,023 | |||
* | AeroSpace Technology of Korea, Inc. | 2,347 | 14,716 | ||
* | Agabang&Company | 4,166 | 22,020 | ||
Ahn-Gook Pharmaceutical Co., Ltd. | 867 | 9,815 | |||
AK Holdings, Inc. | 985 | 23,831 | |||
* | ALUKO Co., Ltd. | 8,599 | 35,675 | ||
AMOREPACIFIC Group | 4,306 | 215,832 | |||
* | Amotech Co., Ltd. | 791 | 20,745 | ||
* | Aprogen Medicines, Inc. | 10,269 | 18,413 | ||
Asia Cement Co., Ltd. | 269 | 27,797 | |||
ASIA Holdings Co., Ltd. | 91 | 10,259 | |||
Asia Paper Manufacturing Co., Ltd. | 1,081 | 50,759 | |||
Autech Corp. | 1,278 | 14,849 | |||
Avaco Co., Ltd. | 2,775 | 31,077 | |||
BGF Co., Ltd. | 4,573 | 24,624 | |||
BH Co., Ltd. | 3,021 | 50,433 | |||
Binggrae Co., Ltd. | 1,100 | 58,183 | |||
* | BioSmart Co., Ltd. | 1,966 | 12,387 | ||
BNK Financial Group, Inc. | 63,340 | 426,361 | |||
Busan City Gas Co., Ltd. | 635 | 33,773 | |||
BYC Co., Ltd. | 32 | 11,018 | |||
Byucksan Corp. | 8,914 | 32,989 | |||
* | CammSys Corp. | 8,448 | 15,595 | ||
Camus Engineering & Construction, Inc. | 7,975 | 16,816 | |||
* | Capro Corp. | 7,250 | 29,722 | ||
Cell Biotech Co., Ltd. | 1,264 | 21,525 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Changhae Ethanol Co., Ltd. | 2,554 | $30,663 | |||
Chongkundang Holdings Corp. | 732 | 64,035 | |||
Chosun Refractories Co., Ltd. | 302 | 23,808 | |||
CJ CheilJedang Corp. | 1,093 | 444,361 | |||
CJ Corp. | 3,429 | 292,349 | |||
CJ ENM Co., Ltd. | 1,987 | 282,201 | |||
* | CJ Freshway Corp. | 2,367 | 69,959 | ||
* | CJ Logistics Corp. | 1,946 | 297,809 | ||
CKD Bio Corp. | 429 | 21,225 | |||
Com2uSCorp | 1,124 | 111,264 | |||
Cuckoo Holdings Co., Ltd. | 355 | 39,520 | |||
Cuckoo Homesys Co., Ltd. | 801 | 31,542 | |||
* | Curo Co., Ltd. | 35,403 | 18,209 | ||
D.I Corp. | 3,646 | 28,692 | |||
Dae Han Flour Mills Co., Ltd. | 223 | 34,037 | |||
Dae Won Kang Up Co., Ltd. | 8,318 | 29,487 | |||
* | Daechang Co., Ltd. | 12,457 | 27,935 | ||
Daedong Corp. | 3,607 | 39,104 | |||
Daeduck Co., Ltd. | 1,365 | 9,228 | |||
Daeduck Electronics Co., Ltd. | 2,361 | 32,073 | |||
Daehan Steel Co., Ltd. | 1,256 | 23,863 | |||
Daekyo Co., Ltd. | 5,085 | 21,126 | |||
Daesang Corp. | 3,678 | 86,859 | |||
Daesang Holdings Co., Ltd. | 4,994 | 48,465 | |||
Daesung Holdings Co., Ltd. | 432 | 14,356 | |||
Daewon Pharmaceutical Co., Ltd. | 1,829 | 25,159 | |||
Daewon San Up Co., Ltd. | 1,440 | 10,475 | |||
* | Daewoo Engineering & Construction Co., Ltd. | 43,266 | 280,384 | ||
* | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 6,460 | 182,978 | ||
Daihan Pharmaceutical Co., Ltd. | 686 | 19,320 | |||
Daishin Securities Co., Ltd. | 7,524 | 117,306 | |||
* | Danal Co., Ltd. | 3,722 | 24,314 | ||
Daou Data Corp. | 2,532 | 31,221 | |||
Daou Technology, Inc. | 5,758 | 133,840 | |||
DB Financial Investment Co., Ltd. | 3,038 | 17,986 | |||
DB Insurance Co., Ltd. | 11,991 | 595,772 | |||
* | DB, Inc. | 20,637 | 22,387 | ||
DCM Corp. | 546 | 9,315 | |||
Deutsch Motors, Inc. | 4,732 | 36,325 | |||
DGB Financial Group, Inc. | 32,532 | 266,799 | |||
DI Dong Il Corp. | 187 | 49,117 | |||
Digital Chosun Co., Ltd. | 5,677 | 18,752 | |||
DL Construction Co., Ltd. | 1,054 | 30,727 | |||
* | DL E&C Co., Ltd. | 2,324 | 296,285 | ||
DL Holdings Co., Ltd. | 1,853 | 127,332 | |||
DMS Co., Ltd. | 4,659 | 33,960 | |||
DNF Co., Ltd. | 1,629 | 42,382 | |||
Dohwa Engineering Co., Ltd. | 2,350 | 18,510 | |||
Dong-A Hwasung Co., Ltd. | 1,780 | 21,108 | |||
Dong-A ST Co., Ltd. | 967 | 68,765 | |||
Dong-Ah Geological Engineering Co., Ltd. | 1,088 | 20,218 | |||
Dongbu Corp. | 888 | 10,982 | |||
Dongkuk Industries Co., Ltd. | 7,902 | 26,230 | |||
Dongkuk Steel Mill Co., Ltd. | 9,676 | 178,603 | |||
Dongkuk Structures & Construction Co., Ltd. | 3,950 | 21,014 | |||
Dongsung Chemical Co., Ltd. | 4,993 | 26,339 | |||
Dongwha Pharm Co., Ltd. | 3,593 | 45,894 | |||
Dongwon Development Co., Ltd. | 7,989 | 44,776 | |||
Dongwon F&B Co., Ltd. | 317 | 61,142 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Dongwon Industries Co., Ltd. | 277 | $58,530 | |||
Dongyang E&P, Inc. | 571 | 9,065 | |||
* | Doosan Bobcat, Inc. | 9,419 | 378,349 | ||
Doosan Co., Ltd. | 1,599 | 134,734 | |||
* | Doosan Heavy Industries & Construction Co., Ltd. | 12,501 | 236,434 | ||
* | Doosan Infracore Co., Ltd. | 8,223 | 115,501 | ||
DoubleUGames Co., Ltd. | 1,561 | 82,671 | |||
DTR Automotive Corp. | 739 | 25,654 | |||
DY Corp. | 2,421 | 12,083 | |||
Easy Holdings Co., Ltd. | 5,762 | 25,827 | |||
* | Ehwa Technologies Information Co., Ltd. | 10,351 | 20,596 | ||
E-MART, Inc. | 4,362 | 639,804 | |||
* | EM-Tech Co., Ltd. | 2,190 | 40,401 | ||
ENF Technology Co., Ltd. | 1,688 | 50,314 | |||
Estechpharma Co., Ltd. | 2,467 | 25,896 | |||
Eugene Corp. | 10,128 | 47,267 | |||
Eugene Investment & Securities Co., Ltd. | 15,368 | 53,649 | |||
Eusu Holdings Co., Ltd. | 1,669 | 9,350 | |||
Farmsco | 3,167 | 19,851 | |||
Fursys, Inc. | 403 | 12,583 | |||
* | Gemvaxlink Co., Ltd. | 13,451 | 20,444 | ||
Geumhwa PSC Co., Ltd. | 408 | 11,751 | |||
Golfzon Newdin Holdings Co., Ltd. | 3,388 | 27,095 | |||
Green Cross Holdings Corp. | 3,664 | 100,572 | |||
GS Engineering & Construction Corp. | 10,285 | 394,473 | |||
* | GS Global Corp. | 11,688 | 27,581 | ||
GS Holdings Corp. | 11,860 | 441,551 | |||
GS Retail Co., Ltd. | 8,508 | 261,314 | |||
Gwangju Shinsegae Co., Ltd. | 63 | 10,167 | |||
Haatz, Inc. | 1,925 | 19,633 | |||
Halla Corp. | 2,472 | 12,043 | |||
Halla Holdings Corp. | 1,256 | 50,303 | |||
Han Kuk Carbon Co., Ltd. | 4,578 | 46,283 | |||
Hana Pharm Co., Ltd. | 689 | 12,893 | |||
HanChang Paper Co., Ltd. | 15,915 | 34,087 | |||
* | Hancom, Inc. | 3,919 | 80,296 | ||
Handok, Inc. | 1,372 | 31,829 | |||
Handsome Co., Ltd. | 3,503 | 119,458 | |||
Hanil Holdings Co., Ltd. | 1,358 | 15,895 | |||
* | Hanjin Heavy Industries & Construction Co., Ltd. | 3,867 | 26,914 | ||
Hanjin Transportation Co., Ltd. | 1,458 | 51,806 | |||
Hankook Tire & Technology Co., Ltd. | 17,724 | 746,010 | |||
Hansae Co., Ltd. | 2,823 | 51,557 | |||
Hanshin Construction | 1,431 | 28,637 | |||
Hansol Holdings Co., Ltd. | 5,410 | 20,661 | |||
* | Hansol HomeDeco Co., Ltd. | 11,444 | 23,112 | ||
Hansol Logistics Co., Ltd. | 6,472 | 23,047 | |||
Hansol Paper Co., Ltd. | 3,482 | 48,494 | |||
* | Hansol Technics Co., Ltd. | 5,142 | 37,107 | ||
Hanwha Aerospace Co., Ltd. | 4,721 | 212,958 | |||
Hanwha Corp. | 7,084 | 184,058 | |||
* | Hanwha General Insurance Co., Ltd. | 14,136 | 56,892 | ||
* | Hanwha Investment & Securities Co., Ltd. | 19,019 | 76,371 | ||
Hanwha Life Insurance Co., Ltd. | 62,895 | 185,784 | |||
* | Hanwha Solutions Corp. | 20,018 | 681,219 | ||
Hanyang Eng Co., Ltd. | 2,207 | 32,479 | |||
Harim Holdings Co., Ltd. | 8,871 | 75,616 | |||
HB Technology Co., Ltd. | 11,025 | 29,859 | |||
HDC Hyundai Development Co. Engineering & Construction, Class E | 9,665 | 261,276 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | Heungkuk Fire & Marine Insurance Co., Ltd. | 9,154 | $32,981 | ||
Hitejinro Holdings Co., Ltd. | 1,504 | 19,914 | |||
* | HJ Magnolia Yongpyong Hotel & Resort Corp. | 5,843 | 30,244 | ||
HS Industries Co., Ltd. | 8,886 | 56,705 | |||
* | HSD Engine Co., Ltd. | 3,163 | 23,422 | ||
Huchems Fine Chemical Corp. | 4,631 | 98,815 | |||
Huons Global Co., Ltd. | 917 | 52,032 | |||
Huvis Corp. | 1,579 | 16,213 | |||
Huvitz Co., Ltd. | 1,517 | 12,502 | |||
Hwa Shin Co., Ltd. | 3,210 | 27,492 | |||
HwaSung Industrial Co., Ltd. | 1,665 | 18,693 | |||
Hy-Lok Corp. | 1,868 | 28,062 | |||
Hyosung Corp. | 1,147 | 122,351 | |||
* | Hyosung Heavy Industries Corp. | 1,256 | 85,603 | ||
Hyundai BNG Steel Co., Ltd. | 1,368 | 26,683 | |||
* | Hyundai Construction Equipment Co., Ltd. | 1,632 | 80,424 | ||
Hyundai Corp. | 1,610 | 27,449 | |||
Hyundai Department Store Co., Ltd. | 3,436 | 239,353 | |||
* | Hyundai Electric & Energy System Co., Ltd. | 1,540 | 31,572 | ||
Hyundai Elevator Co., Ltd. | 3,634 | 170,833 | |||
Hyundai Engineering & Construction Co., Ltd. | 13,471 | 641,598 | |||
Hyundai Futurenet Co., Ltd. | 10,757 | 43,080 | |||
Hyundai Glovis Co., Ltd. | 2,419 | 409,973 | |||
Hyundai Greenfood Co., Ltd. | 8,026 | 70,254 | |||
Hyundai Heavy Industries Holdings Co., Ltd. | 7,795 | 464,903 | |||
Hyundai Home Shopping Network Corp. | 898 | 63,513 | |||
Hyundai Livart Furniture Co., Ltd. | 1,826 | 30,933 | |||
Hyundai Marine & Fire Insurance Co., Ltd. | 10,792 | 243,483 | |||
* | Hyundai Mipo Dockyard Co., Ltd. | 5,585 | 408,189 | ||
Hyundai Motor Securities Co., Ltd. | 3,996 | 44,383 | |||
Hyundai Steel Co. | 14,635 | 688,423 | |||
Hyundai Wia Corp. | 3,969 | 338,780 | |||
HyVision System, Inc. | 3,097 | 50,497 | |||
ICD Co., Ltd. | 1,525 | 19,991 | |||
IDIS Holdings Co., Ltd. | 1,420 | 17,294 | |||
* | IHQ, Inc. | 12,983 | 20,732 | ||
* | Il Dong Pharmaceutical Co., Ltd. | 1,715 | 22,718 | ||
Iljin Holdings Co., Ltd. | 6,068 | 31,469 | |||
Ilshin Spinning Co., Ltd. | 160 | 13,902 | |||
Ilsung Pharmaceuticals Co., Ltd. | 138 | 9,864 | |||
iMarketKorea, Inc. | 3,411 | 35,769 | |||
InBody Co., Ltd. | 2,376 | 60,205 | |||
Industrial Bank of Korea | 44,406 | 397,312 | |||
Innocean Worldwide, Inc. | 1,175 | 62,737 | |||
* | Insun ENT Co., Ltd. | 3,640 | 39,773 | ||
Interpark Corp. | 10,436 | 76,664 | |||
INTOPS Co., Ltd. | 2,924 | 72,263 | |||
Inzi Controls Co., Ltd. | 1,685 | 22,849 | |||
INZI Display Co., Ltd. | 3,267 | 9,121 | |||
IS Dongseo Co., Ltd. | 3,178 | 150,971 | |||
ISC Co., Ltd. | 1,846 | 41,827 | |||
i-SENS, Inc. | 814 | 22,976 | |||
ISU Chemical Co., Ltd. | 2,173 | 22,319 | |||
* | Jahwa Electronics Co., Ltd. | 2,599 | 44,846 | ||
JB Financial Group Co., Ltd. | 27,840 | 187,106 | |||
JC Hyun System, Inc. | 2,792 | 19,518 | |||
Jinsung T.E.C. | 2,075 | 22,642 | |||
* | JNK Heaters Co., Ltd. | 1,439 | 8,318 | ||
Kangnam Jevisco Co., Ltd. | 364 | 10,022 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | Kangwon Land, Inc. | 12,533 | $281,839 | ||
KAON Media Co., Ltd. | 3,402 | 52,388 | |||
KC Co., Ltd. | 2,037 | 44,530 | |||
KC Tech Co., Ltd. | 1,176 | 29,256 | |||
KCC Corp. | 833 | 257,582 | |||
KCC Glass Corp. | 902 | 58,389 | |||
KCTC | 3,354 | 22,746 | |||
KEPCO Plant Service & Engineering Co., Ltd. | 3,208 | 118,962 | |||
KG Chemical Corp. | 871 | 29,157 | |||
Kginicis Co., Ltd. | 1,969 | 37,023 | |||
KGMobilians Co., Ltd. | 3,097 | 28,306 | |||
KISCO Corp. | 2,292 | 18,914 | |||
KISCO Holdings Co., Ltd. | 1,802 | 32,908 | |||
KISWIRE, Ltd. | 1,557 | 33,751 | |||
KIWOOM Securities Co., Ltd. | 2,367 | 243,164 | |||
Kolmar Korea Holdings Co., Ltd. | 1,725 | 43,547 | |||
Kolon Corp. | 1,235 | 32,884 | |||
Kolon Global Corp. | 1,794 | 37,866 | |||
Kolon Industries, Inc. | 2,959 | 208,409 | |||
Korea Alcohol Industrial Co., Ltd. | 1,839 | 22,172 | |||
Korea Asset In Trust Co., Ltd. | 6,413 | 25,370 | |||
Korea Cast Iron Pipe Industries Co., Ltd. | 1,394 | 12,371 | |||
* | Korea Circuit Co., Ltd. | 2,410 | 31,878 | ||
Korea Electric Terminal Co., Ltd. | 1,101 | 90,695 | |||
* | Korea Information & Communications Co., Ltd. | 1,765 | 15,176 | ||
Korea Investment Holdings Co., Ltd. | 6,698 | 559,658 | |||
* | Korea Line Corp. | 27,137 | 73,183 | ||
Korea Petrochemical Ind Co., Ltd. | 559 | 123,917 | |||
Korea Real Estate Investment & Trust Co., Ltd. | 35,976 | 68,892 | |||
* | Korea Shipbuilding & Offshore Engineering Co., Ltd. | 5,944 | 675,354 | ||
Korea Zinc Co., Ltd. | 1,072 | 510,362 | |||
* | Korean Air Lines Co., Ltd. | 22,802 | 591,771 | ||
Korean Reinsurance Co. | 20,506 | 169,950 | |||
Kortek Corp. | 2,426 | 21,729 | |||
KPX Chemical Co., Ltd. | 249 | 13,865 | |||
KSS LINE, Ltd. | 1,857 | 19,073 | |||
KT Skylife Co., Ltd. | 3,494 | 33,178 | |||
KT Submarine Co., Ltd. | 3,260 | 20,451 | |||
KTB Investment & Securities Co., Ltd. | 10,955 | 72,050 | |||
Kukbo Design Co., Ltd. | 874 | 17,071 | |||
Kukdo Chemical Co., Ltd. | 754 | 62,284 | |||
Kukdong Corp. | 2,790 | 8,580 | |||
# | Kumho Petrochemical Co., Ltd. | 3,554 | 629,576 | ||
* | Kumho Tire Co., Inc. | 19,446 | 113,165 | ||
KUMHOE&C Co., Ltd. | 2,973 | 32,360 | |||
Kumkang Kind Co., Ltd. | 1,937 | 14,068 | |||
Kwang Dong Pharmaceutical Co., Ltd. | 6,444 | 49,602 | |||
Kyeryong Construction Industrial Co., Ltd. | 1,207 | 34,386 | |||
Kyobo Securities Co., Ltd. | 3,914 | 29,099 | |||
Kyung Dong Navien Co., Ltd. | 1,037 | 66,428 | |||
Kyungbang Co., Ltd. | 1,871 | 22,137 | |||
Kyungdong Pharm Co., Ltd. | 2,282 | 20,666 | |||
Kyung-In Synthetic Corp. | 5,504 | 32,620 | |||
Leadcorp, Inc. (The) | 2,739 | 21,894 | |||
LF Corp. | 3,721 | 59,698 | |||
#* | LG Display Co., Ltd. | 38,277 | 735,460 | ||
LG HelloVision Co., Ltd. | 3,508 | 22,203 | |||
LG Innotek Co., Ltd. | 2,881 | 569,468 | |||
LG Uplus Corp. | 38,049 | 481,852 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
LIG Nex1 Co., Ltd. | 1,247 | $46,512 | |||
* | Lock & Lock Co., Ltd. | 2,766 | 31,878 | ||
LOT Vacuum Co., Ltd. | 3,140 | 46,666 | |||
Lotte Chemical Corp. | 2,570 | 579,908 | |||
Lotte Chilsung Beverage Co., Ltd. | 706 | 88,981 | |||
Lotte Confectionery Co., Ltd. | 349 | 43,074 | |||
Lotte Corp. | 4,752 | 156,014 | |||
* | Lotte Data Communication Co. | 385 | 13,787 | ||
LOTTE Fine Chemical Co., Ltd. | 4,078 | 257,327 | |||
Lotte Food Co., Ltd. | 74 | 28,191 | |||
LOTTE Himart Co., Ltd. | 1,797 | 55,752 | |||
* | Lotte Non-Life Insurance Co., Ltd. | 14,792 | 23,819 | ||
Lotte Shopping Co., Ltd. | 1,838 | 171,982 | |||
LS Corp. | 2,826 | 178,843 | |||
LS Electric Co., Ltd. | 3,075 | 173,838 | |||
* | Lumens Co., Ltd. | 10,766 | 12,556 | ||
* | LVMC Holdings | 5,340 | 16,103 | ||
LX Hausys, Ltd. | 1,658 | 144,091 | |||
LX International Corp. | 7,648 | 205,743 | |||
LX Semicon Co., Ltd. | 1,333 | 139,141 | |||
Maeil Dairies Co., Ltd. | 624 | 41,594 | |||
* | Mando Corp. | 5,160 | 277,396 | ||
MegaStudy Co., Ltd. | 1,207 | 14,560 | |||
Meritz Financial Group, Inc. | 8,409 | 183,752 | |||
Meritz Fire & Marine Insurance Co., Ltd. | 6,987 | 155,105 | |||
Meritz Securities Co., Ltd. | 50,372 | 215,272 | |||
Minwise Co., Ltd. | 1,657 | 29,731 | |||
Mirae Asset Life Insurance Co., Ltd. | 14,911 | 52,908 | |||
Mirae Asset Securities Co., Ltd. | 45,301 | 352,400 | |||
MK Electron Co., Ltd. | 4,052 | 72,361 | |||
* | Mobase Electronics Co., Ltd. | 6,942 | 13,958 | ||
Moorim P&P Co., Ltd. | 4,758 | 20,763 | |||
Motonic Corp. | 2,838 | 27,598 | |||
Muhak Co., Ltd. | 3,935 | 27,939 | |||
Namhae Chemical Corp. | 2,744 | 30,111 | |||
Namyang Dairy Products Co., Ltd. | 48 | 25,222 | |||
* | NDFOS Co., Ltd. | 1,261 | 11,342 | ||
* | Neowiz | 2,725 | 61,606 | ||
* | Neowiz Holdings Corp. | 699 | 17,577 | ||
Nexen Corp. | 3,941 | 17,492 | |||
Nexen Tire Corp. | 6,381 | 51,463 | |||
NH Investment & Securities Co., Ltd. | 27,356 | 302,555 | |||
* | NHN Corp. | 1,523 | 102,261 | ||
NICE Holdings Co., Ltd. | 4,498 | 72,995 | |||
Nice Information & Telecommunication, Inc. | 1,071 | 31,575 | |||
NICE Total Cash Management Co., Ltd. | 3,128 | 20,061 | |||
Nong Shim Holdings Co., Ltd. | 465 | 32,107 | |||
Nong Woo Bio Co., Ltd. | 979 | 11,965 | |||
NongShim Co., Ltd. | 597 | 170,718 | |||
NPC | 2,647 | 13,355 | |||
NS Shopping Co., Ltd. | 2,986 | 31,683 | |||
#* | OCI Co., Ltd. | 3,386 | 335,949 | ||
* | OPTRON-TEC, Inc. | 2,558 | 19,119 | ||
Orion Holdings Corp. | 4,507 | 65,858 | |||
* | Osung Advanced Materials Co., Ltd. | 7,149 | 20,444 | ||
Ottogi Corp. | 226 | 105,860 | |||
Paik Kwang Industrial Co., Ltd. | 4,913 | 29,959 | |||
Pan Ocean Co., Ltd. | 45,141 | 296,821 | |||
#* | Paradise Co., Ltd. | 10,766 | 157,073 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Partron Co., Ltd. | 8,571 | $76,208 | |||
Poongsan Corp. | 4,502 | 150,906 | |||
Poongsan Holdings Corp. | 918 | 22,370 | |||
POSCO Coated & Color Steel Co., Ltd. | 326 | 19,719 | |||
Posco International Corp. | 8,676 | 195,382 | |||
* | Power Logics Co., Ltd. | 3,502 | 26,549 | ||
Protec Co., Ltd. | 413 | 9,861 | |||
Pulmuone Co., Ltd. | 2,609 | 44,054 | |||
Pungkuk Alcohol Industry Co., Ltd. | 569 | 9,387 | |||
Pyeong Hwa Automotive Co., Ltd. | 1,125 | 10,690 | |||
* | RFTech Co., Ltd. | 3,243 | 19,906 | ||
S Net Systems, Inc. | 1,559 | 10,200 | |||
Sajo Industries Co., Ltd. | 276 | 16,632 | |||
Sajodaerim Corp. | 1,147 | 26,777 | |||
* | Sajodongaone Co., Ltd. | 16,983 | 22,166 | ||
Sam Young Electronics Co., Ltd. | 2,074 | 23,817 | |||
Sam Yung Trading Co., Ltd. | 2,591 | 36,711 | |||
Sambo Corrugated Board Co., Ltd. | 728 | 10,188 | |||
Samho Development Co., Ltd. | 4,766 | 25,332 | |||
SAMHWA Paints Industrial Co., Ltd. | 2,475 | 24,337 | |||
Samick Musical Instruments Co., Ltd. | 8,299 | 13,636 | |||
Samick THK Co., Ltd. | 1,192 | 13,895 | |||
Samji Electronics Co., Ltd. | 1,682 | 19,565 | |||
Samjin LND Co., Ltd. | 5,625 | 18,154 | |||
Samjin Pharmaceutical Co., Ltd. | 1,495 | 34,936 | |||
* | Sammok S-Form Co., Ltd. | 2,023 | 26,408 | ||
SAMPYO Cement Co., Ltd. | 9,240 | 45,185 | |||
Samsung Card Co., Ltd. | 7,024 | 213,907 | |||
* | Samsung Engineering Co., Ltd. | 12,223 | 248,480 | ||
Samsung Fire & Marine Insurance Co., Ltd. | 4,347 | 810,924 | |||
* | Samsung Heavy Industries Co., Ltd. | 92,145 | 523,911 | ||
Samsung Securities Co., Ltd. | 12,936 | 498,376 | |||
SAMT Co., Ltd. | 12,775 | 46,899 | |||
Samyang Corp. | 593 | 32,832 | |||
Samyang Foods Co., Ltd. | 255 | 20,354 | |||
Samyang Holdings Corp. | 509 | 48,203 | |||
Samyang Tongsang Co., Ltd. | 146 | 9,882 | |||
* | Sangsangin Co., Ltd. | 7,820 | 52,882 | ||
* | SBW | 39,024 | 27,589 | ||
* | SDN Co., Ltd. | 4,192 | 11,042 | ||
Seah Besteel Corp. | 2,148 | 58,670 | |||
SeAH Steel Holdings Corp. | 193 | 13,135 | |||
Sebang Co., Ltd. | 1,020 | 11,772 | |||
Sebang Global Battery Co., Ltd. | 1,376 | 104,680 | |||
Sejong Industrial Co., Ltd. | 1,602 | 13,518 | |||
* | Sejong Telecom, Inc. | 60,354 | 36,217 | ||
Seobu T&D | 3,755 | 28,613 | |||
Seohan Co., Ltd. | 19,101 | 34,985 | |||
Seoul Semiconductor Co., Ltd. | 8,308 | 133,212 | |||
Seoyon Co., Ltd. | 3,230 | 46,271 | |||
Seoyon E-Hwa Co., Ltd. | 2,302 | 16,003 | |||
* | Sewon E&C Co., Ltd. | 25,762 | 23,419 | ||
SFA Engineering Corp. | 2,968 | 105,007 | |||
* | SG Global Co., Ltd. | 4,940 | 13,304 | ||
SGC e Tec E&C Co., Ltd. | 250 | 16,106 | |||
Shindaeyang Paper Co., Ltd. | 369 | 31,101 | |||
Shinsegae Engineering & Construction Co., Ltd. | 257 | 10,020 | |||
Shinsegae Food Co., Ltd. | 418 | 35,559 | |||
Shinsegae Information & Communication Co., Ltd. | 99 | 16,885 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Shinsegae, Inc. | 1,280 | $296,417 | |||
* | Shinsung Tongsang Co., Ltd. | 18,293 | 63,577 | ||
Shinwha Intertek Corp. | 3,331 | 10,789 | |||
* | Shinwon Corp. | 17,889 | 35,601 | ||
Shinyoung Securities Co., Ltd. | 785 | 43,946 | |||
Silla Co., Ltd. | 770 | 8,531 | |||
* | Sindoh Co., Ltd. | 1,082 | 30,087 | ||
Sinil Pharm Co., Ltd. | 830 | 11,746 | |||
SK Chemicals Co., Ltd. | 1,187 | 244,929 | |||
SK D&D Co., Ltd. | 2,069 | 66,551 | |||
SK Discovery Co., Ltd. | 2,070 | 87,870 | |||
SK Gas, Ltd. | 308 | 31,249 | |||
SK Networks Co., Ltd. | 24,348 | 131,202 | |||
* | SK Rent A Car Co., Ltd. | 2,451 | 31,798 | ||
SK Securities Co., Ltd. | 69,495 | 58,902 | |||
SL Corp. | 3,275 | 94,193 | |||
* | SM Culture & Contents Co., Ltd. | 11,810 | 38,903 | ||
* | S-MAC Co., Ltd. | 36,548 | 42,507 | ||
SNT Holdings Co., Ltd. | 951 | 17,125 | |||
SNT Motiv Co., Ltd. | 1,479 | 79,064 | |||
* | Solborn, Inc. | 2,423 | 14,659 | ||
Songwon Industrial Co., Ltd. | 2,633 | 44,271 | |||
* | Soulbrain Holdings Co., Ltd. | 1,012 | 33,397 | ||
SPG Co., Ltd. | 3,032 | 32,745 | |||
Spigen Korea Co., Ltd. | 593 | 27,891 | |||
Ssangyong C&E Co., Ltd. | 25,198 | 174,659 | |||
Suheung Co., Ltd. | 469 | 22,412 | |||
Sun Kwang Co., Ltd. | 393 | 16,555 | |||
* | SundayToz Corp. | 975 | 19,265 | ||
Sung Kwang Bend Co., Ltd. | 2,934 | 24,941 | |||
* | Sungchang Enterprise Holdings, Ltd. | 12,418 | 32,544 | ||
Sungshin Cement Co., Ltd. | 4,536 | 46,025 | |||
Sungwoo Hitech Co., Ltd. | 8,732 | 50,073 | |||
Sunjin Co., Ltd. | 2,612 | 35,639 | |||
Systems Technology, Inc. | 1,835 | 27,313 | |||
Tae Kyung Industrial Co., Ltd. | 3,102 | 18,132 | |||
Taekwang Industrial Co., Ltd. | 57 | 55,621 | |||
* | Taewoong Co., Ltd. | 957 | 7,800 | ||
Taeyoung Engineering & Construction Co., Ltd. | 4,504 | 48,044 | |||
* | Taihan Textile Co., Ltd. | 263 | 10,064 | ||
* | Theragen Etex Co., Ltd. | 4,144 | 29,602 | ||
TK Corp. | 6,300 | 68,814 | |||
Tongyang Life Insurance Co., Ltd. | 5,937 | 27,686 | |||
Tongyang, Inc. | 19,744 | 34,804 | |||
* | Top Engineering Co., Ltd. | 3,288 | 24,347 | ||
Toptec Co., Ltd. | 3,288 | 32,368 | |||
* | Tovis Co., Ltd. | 1,651 | 11,085 | ||
TS Corp. | 6,440 | 17,465 | |||
* | TY Holdings Co., Ltd. | 4,343 | 120,649 | ||
Uju Electronics Co., Ltd. | 1,365 | 33,102 | |||
Uni-Chem Co., Ltd. | 9,060 | 12,961 | |||
* | Unick Corp. | 1,421 | 9,459 | ||
Unid Co., Ltd. | 1,085 | 111,435 | |||
Uniquest Corp. | 2,686 | 25,733 | |||
Value Added Technology Co., Ltd. | 1,095 | 34,302 | |||
Vitzro Tech Co., Ltd. | 2,134 | 19,320 | |||
Whanin Pharmaceutical Co., Ltd. | 1,750 | 32,590 | |||
WiSoL Co., Ltd. | 5,751 | 64,378 | |||
* | Wonik Holdings Co., Ltd. | 8,665 | 46,147 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Wonik Materials Co., Ltd. | 1,147 | $34,375 | |||
* | Wooree Bio Co., Ltd. | 2,856 | 13,090 | ||
Woori Financial Capital Co., Ltd. | 1,662 | 16,625 | |||
Woori Financial Group, Inc. | 93,163 | 878,380 | |||
Woori Investment Bank Co., Ltd. | 53,517 | 45,698 | |||
Woorison F&G Co., Ltd. | 17,338 | 38,940 | |||
Woory Industrial Co., Ltd. | 1,104 | 21,689 | |||
* | Woowon Development Co., Ltd. | 1,769 | 11,436 | ||
Y G-1 Co., Ltd. | 2,283 | 18,378 | |||
* | Y-entec Co., Ltd. | 2,370 | 30,117 | ||
Youlchon Chemical Co., Ltd. | 2,606 | 48,102 | |||
Young Poong Corp. | 78 | 46,469 | |||
Youngone Corp. | 4,082 | 141,435 | |||
Youngone Holdings Co., Ltd. | 1,334 | 53,630 | |||
Yuanta Securities Korea Co., Ltd. | 17,353 | 67,488 | |||
TOTAL SOUTH KOREA | 41,397,734 | ||||
TAIWAN — (17.8%) | |||||
Ability Enterprise Co., Ltd. | 66,000 | 37,146 | |||
AcBel Polytech, Inc. | 83,000 | 80,292 | |||
# | Acer, Inc. | 351,000 | 342,651 | ||
ACES Electronic Co., Ltd. | 27,000 | 53,462 | |||
Advanced International Multitech Co., Ltd. | 26,000 | 70,110 | |||
* | Advanced Optoelectronic Technology, Inc. | 34,000 | 37,364 | ||
Advancetek Enterprise Co., Ltd. | 31,000 | 20,685 | |||
Aerospace Industrial Development Corp. | 74,000 | 78,923 | |||
* | AGV Products Corp. | 171,000 | 65,625 | ||
Allis Electric Co., Ltd. | 37,800 | 35,948 | |||
Alltek Technology Corp. | 21,000 | 23,038 | |||
Alpha Networks, Inc. | 63,773 | 64,369 | |||
Altek Corp. | 59,000 | 85,390 | |||
* | Ambassador Hotel (The) | 63,000 | 63,628 | ||
AMPOC Far-East Co., Ltd. | 19,000 | 26,473 | |||
* | AmTRAN Technology Co., Ltd. | 158,000 | 96,929 | ||
Apacer Technology, Inc. | 35,000 | 58,658 | |||
APCB, Inc. | 17,000 | 13,153 | |||
Apex Biotechnology Corp. | 13,000 | 11,136 | |||
Apex International Co., Ltd. | 28,000 | 57,972 | |||
Arcadyan Technology Corp. | 31,000 | 108,297 | |||
Ardentec Corp. | 43,000 | 91,340 | |||
# | Asia Cement Corp. | 340,000 | 631,138 | ||
Asia Optical Co., Inc. | 27,000 | 83,153 | |||
* | Asia Pacific Telecom Co., Ltd. | 381,060 | 109,711 | ||
Asia Polymer Corp. | 82,100 | 104,529 | |||
Asia Tech Image, Inc. | 18,000 | 35,837 | |||
AU Optronics Corp. | 984,000 | 729,377 | |||
Audix Corp. | 23,000 | 44,984 | |||
AVY Precision Technology, Inc. | 48,965 | 46,677 | |||
Bank of Kaohsiung Co., Ltd. | 116,594 | 47,180 | |||
Basso Industry Corp. | 30,000 | 53,020 | |||
BenQ Materials Corp. | 53,000 | 78,259 | |||
BES Engineering Corp. | 146,000 | 45,578 | |||
* | Brighton-Best International Taiwan, Inc. | 85,000 | 122,979 | ||
Capital Futures Corp. | 17,000 | 24,188 | |||
Capital Securities Corp. | 425,000 | 243,817 | |||
Career Technology MFG. Co., Ltd. | 60,180 | 63,288 | |||
Catcher Technology Co., Ltd. | 86,000 | 570,087 | |||
Cathay Real Estate Development Co., Ltd. | 130,000 | 97,225 | |||
Celxpert Energy Corp. | 10,000 | 16,927 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Central Reinsurance Co., Ltd. | 34,000 | $36,644 | |||
Chang Hwa Commercial Bank, Ltd. | 779,000 | 461,645 | |||
CHC Healthcare Group | 13,000 | 16,259 | |||
Chen Full International Co., Ltd. | 12,000 | 16,841 | |||
Cheng Loong Corp. | 166,000 | 250,541 | |||
* | Cheng Mei Materials Technology Corp. | 78,000 | 36,639 | ||
Cheng Shin Rubber Industry Co., Ltd. | 267,000 | 412,651 | |||
Cheng Uei Precision Industry Co., Ltd. | 74,000 | 107,217 | |||
Chia Chang Co., Ltd. | 17,000 | 30,533 | |||
Chia Hsin Cement Corp. | 111,000 | 89,406 | |||
Chilisin Electronics Corp. | 33,000 | 126,999 | |||
* | China Airlines, Ltd. | 476,000 | 294,140 | ||
China Bills Finance Corp. | 133,000 | 80,659 | |||
China Chemical & Pharmaceutical Co., Ltd. | 71,000 | 59,846 | |||
China Development Financial Holding Corp. | 1,938,000 | 979,607 | |||
China Electric Manufacturing Corp. | 91,440 | 36,565 | |||
China General Plastics Corp. | 82,992 | 118,062 | |||
China Life Insurance Co., Ltd. | 160,432 | 151,293 | |||
* | China Man-Made Fiber Corp. | 268,185 | 104,424 | ||
China Metal Products | 64,000 | 76,030 | |||
China Motor Corp. | 53,200 | 126,394 | |||
China Petrochemical Development Corp. | 776,700 | 366,566 | |||
China Wire & Cable Co., Ltd. | 15,000 | 15,502 | |||
Chinese Maritime Transport, Ltd. | 20,000 | 42,437 | |||
Chin-Poon Industrial Co., Ltd. | 104,000 | 120,240 | |||
Chipbond Technology Corp. | 138,000 | 370,873 | |||
ChipMOS Techinologies, Inc. | 86,000 | 164,813 | |||
Chong Hong Construction Co., Ltd. | 22,000 | 63,156 | |||
Chun Yuan Steel Industry Co., Ltd. | 73,000 | 75,138 | |||
* | Chung Hwa Pulp Corp. | 48,000 | 43,918 | ||
Clevo Co. | 73,000 | 77,590 | |||
CMC Magnetics Corp. | 208,869 | 73,284 | |||
Compal Electronics, Inc. | 981,000 | 758,830 | |||
Compeq Manufacturing Co., Ltd. | 143,000 | 219,687 | |||
Concord Securities Co., Ltd. | 119,510 | 68,954 | |||
Continental Holdings Corp. | 60,000 | 51,438 | |||
Contrel Technology Co., Ltd. | 61,000 | 45,469 | |||
Coretronic Corp. | 87,000 | 171,749 | |||
CTCI Corp. | 94,000 | 128,707 | |||
Cyberlink Corp. | 3,000 | 8,357 | |||
CyberPower Systems, Inc. | 9,000 | 25,834 | |||
CyberTAN Technology, Inc. | 61,000 | 42,638 | |||
DA CIN Construction Co., Ltd. | 60,000 | 64,440 | |||
Dafeng TV, Ltd. | 9,000 | 14,149 | |||
Da-Li Development Co., Ltd. | 28,949 | 32,287 | |||
Darfon Electronics Corp. | 37,000 | 62,403 | |||
* | Darwin Precisions Corp. | 76,000 | 36,305 | ||
De Licacy Industrial Co., Ltd. | 79,000 | 50,233 | |||
Depo Auto Parts Ind Co., Ltd. | 13,000 | 28,475 | |||
D-Link Corp. | 112,000 | 77,810 | |||
* | Dynamic Electronics Co., Ltd. | 39,701 | 31,397 | ||
Dynapack International Technology Corp. | 25,000 | 90,988 | |||
Eastern Media International Corp. | 71,000 | 117,902 | |||
Edom Technology Co., Ltd. | 19,000 | 25,076 | |||
* | Elitegroup Computer Systems Co., Ltd. | 59,000 | 45,726 | ||
Emerging Display Technologies Corp. | 48,000 | 32,304 | |||
* | Ennostar, Inc. | 79,975 | 235,404 | ||
EnTie Commercial Bank Co., Ltd. | 127,000 | 75,470 | |||
# | Eson Precision Ind. Co., Ltd. | 20,000 | 47,857 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Eternal Materials Co., Ltd. | 184,000 | $255,641 | |||
Eva Airways Corp. | 544,041 | 355,463 | |||
* | Everest Textile Co., Ltd. | 33,160 | 14,021 | ||
Evergreen International Storage & Transport Corp. | 87,000 | 100,471 | |||
Everlight Chemical Industrial Corp. | 92,000 | 64,276 | |||
Everlight Electronics Co., Ltd. | 102,000 | 229,295 | |||
Excelsior Medical Co., Ltd. | 24,912 | 49,898 | |||
Far Eastern Department Stores, Ltd. | 213,000 | 173,821 | |||
Far Eastern International Bank | 514,556 | 198,034 | |||
Far Eastern New Century Corp. | 440,000 | 466,276 | |||
Farglory F T Z Investment Holding Co., Ltd. | 12,000 | 15,963 | |||
Farglory Land Development Co., Ltd. | 52,000 | 104,224 | |||
* | Federal Corp. | 42,000 | 43,244 | ||
Feng Hsin Steel Co., Ltd. | 59,000 | 172,220 | |||
First Hotel | 28,000 | 14,452 | |||
First Insurance Co., Ltd. (The) | 27,000 | 12,603 | |||
First Steamship Co., Ltd. | 97,010 | 59,063 | |||
* | FIT Holding Co., Ltd. | 18,000 | 23,246 | ||
FLEXium Interconnect, Inc. | 46,000 | 214,772 | |||
Formosa Advanced Technologies Co., Ltd. | 29,000 | 42,996 | |||
* | Formosa Laboratories, Inc. | 10,704 | 26,152 | ||
Formosa Taffeta Co., Ltd. | 186,000 | 216,702 | |||
Formosan Rubber Group, Inc. | 69,000 | 59,053 | |||
Formosan Union Chemical | 70,400 | 52,533 | |||
Foxconn Technology Co., Ltd. | 202,000 | 446,830 | |||
FSP Technology, Inc. | 18,000 | 26,571 | |||
Fulgent Sun International Holding Co., Ltd. | 10,000 | 33,240 | |||
Fullerton Technology Co., Ltd. | 18,000 | 11,527 | |||
* | Fulltech Fiber Glass Corp. | 62,620 | 43,939 | ||
Fwusow Industry Co., Ltd. | 20,000 | 16,041 | |||
# | G Shank Enterprise Co., Ltd. | 44,000 | 86,463 | ||
Gamania Digital Entertainment Co., Ltd. | 5,000 | 11,414 | |||
GCS Holdings, Inc. | 25,000 | 43,093 | |||
Gemtek Technology Corp. | 74,000 | 87,131 | |||
General Interface Solution Holding, Ltd. | 54,000 | 226,045 | |||
General Plastic Industrial Co., Ltd. | 14,000 | 12,473 | |||
Giantplus Technology Co., Ltd. | 35,000 | 16,673 | |||
Ginko International Co., Ltd. | 13,650 | 110,624 | |||
Global Brands Manufacture, Ltd. | 81,000 | 103,245 | |||
Globe Union Industrial Corp. | 44,000 | 27,178 | |||
Gloria Material Technology Corp. | 107,000 | 104,427 | |||
Goldsun Building Materials Co., Ltd. | 109,543 | 89,078 | |||
* | Grand Pacific Petrochemical | 219,000 | 228,937 | ||
Great China Metal Industry | 26,000 | 26,436 | |||
Greatek Electronics, Inc. | 61,000 | 208,377 | |||
GTM Holdings Corp. | 24,000 | 21,525 | |||
Hannstar Board Corp. | 66,132 | 112,422 | |||
#* | HannStar Display Corp. | 449,000 | 306,493 | ||
HannsTouch Solution, Inc. | 130,194 | 62,920 | |||
Hey Song Corp. | 69,000 | 88,624 | |||
Highwealth Construction Corp. | 115,000 | 201,989 | |||
Hiroca Holdings, Ltd. | 10,000 | 23,863 | |||
Hitron Technology, Inc. | 13,000 | 9,441 | |||
* | Ho Tung Chemical Corp. | 176,000 | 70,903 | ||
Holy Stone Enterprise Co., Ltd. | 5,000 | 22,430 | |||
Hong Pu Real Estate Development Co., Ltd. | 35,000 | 27,234 | |||
Hong TAI Electric Industrial | 58,000 | 48,804 | |||
Hong YI Fiber Industry Co. | 19,000 | 17,494 | |||
Horizon Securities Co., Ltd. | 23,000 | 18,519 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Hotai Finance Co., Ltd. | 18,000 | $55,442 | |||
Hsing TA Cement Co. | 29,000 | 26,371 | |||
* | HTC Corp. | 73,000 | 102,834 | ||
HUA ENG Wire & Cable Co., Ltd. | 37,000 | 33,597 | |||
Hua Yu Lien Development Co., Ltd. | 12,000 | 17,565 | |||
Huaku Development Co., Ltd. | 44,000 | 133,782 | |||
Huang Hsiang Construction Corp. | 15,000 | 23,193 | |||
Hung Ching Development & Construction Co., Ltd. | 13,000 | 12,174 | |||
Hung Sheng Construction, Ltd. | 87,680 | 65,428 | |||
* | Hwa Fong Rubber Industrial Co., Ltd. | 63,880 | 41,619 | ||
Ibase Technology, Inc. | 29,000 | 40,787 | |||
IBF Financial Holdings Co., Ltd. | 323,364 | 190,394 | |||
Ichia Technologies, Inc. | 27,000 | 18,258 | |||
IEI Integration Corp. | 29,600 | 55,996 | |||
Infortrend Technology, Inc. | 21,000 | 13,816 | |||
Innolux Corp. | 1,085,000 | 728,203 | |||
Inpaq Technology Co., Ltd. | 19,000 | 45,741 | |||
Integrated Service Technology, Inc. | 19,000 | 34,520 | |||
International CSRC Investment Holdings Co. | 171,600 | 164,876 | |||
Inventec Corp. | 547,000 | 459,606 | |||
Iron Force Industrial Co., Ltd. | 6,000 | 15,586 | |||
I-Sheng Electric Wire & Cable Co., Ltd. | 18,000 | 29,133 | |||
Jarllytec Co., Ltd. | 10,000 | 24,784 | |||
Jess-Link Products Co., Ltd. | 13,000 | 16,989 | |||
K Laser Technology, Inc. | 27,000 | 21,508 | |||
# | Kaimei Electronic Corp. | 28,000 | 103,157 | ||
KEE TAI Properties Co., Ltd. | 49,000 | 18,599 | |||
Kenda Rubber Industrial Co., Ltd. | 126,880 | 172,975 | |||
Kerry TJ Logistics Co., Ltd. | 13,000 | 25,582 | |||
Kindom Development Co., Ltd. | 69,000 | 106,434 | |||
King Yuan Electronics Co., Ltd. | 173,000 | 288,396 | |||
King's Town Bank Co., Ltd. | 197,000 | 284,822 | |||
* | King's Town Construction Co., Ltd. | 24,000 | 30,517 | ||
Kinpo Electronics | 244,000 | 112,131 | |||
Kinsus Interconnect Technology Corp. | 7,000 | 46,355 | |||
* | Kung Sing Engineering Corp. | 69,000 | 24,016 | ||
Kuo Toong International Co., Ltd. | 29,399 | 25,693 | |||
Kuo Yang Construction Co., Ltd. | 11,000 | 11,609 | |||
Kwong Lung Enterprise Co., Ltd. | 23,000 | 36,095 | |||
L&K Engineering Co., Ltd. | 30,000 | 33,545 | |||
Lanner Electronics, Inc. | 5,000 | 10,510 | |||
* | Lealea Enterprise Co., Ltd. | 174,000 | 73,581 | ||
LEE CHI Enterprises Co., Ltd. | 19,000 | 21,706 | |||
Lelon Electronics Corp. | 8,000 | 20,725 | |||
Li Cheng Enterprise Co., Ltd. | 20,367 | 16,309 | |||
* | Li Peng Enterprise Co., Ltd. | 119,000 | 48,543 | ||
Lida Holdings, Ltd. | 18,000 | 19,353 | |||
Lien Hwa Industrial Holdings Corp. | 105,440 | 198,040 | |||
* | Lingsen Precision Industries, Ltd. | 107,000 | 102,712 | ||
Lite-On Technology Corp. | 420,000 | 965,341 | |||
* | Long Bon International Co., Ltd. | 44,000 | 29,332 | ||
Long Da Construction & Development Corp. | 66,000 | 52,504 | |||
Longchen Paper & Packaging Co., Ltd. | 136,527 | 138,543 | |||
Lumax International Corp., Ltd. | 22,000 | 54,007 | |||
Lung Yen Life Service Corp. | 33,000 | 57,179 | |||
Macronix International Co., Ltd. | 170,000 | 254,058 | |||
Mayer Steel Pipe Corp. | 30,000 | 38,317 | |||
Mercuries & Associates Holding, Ltd. | 103,400 | 86,064 | |||
* | Mercuries Life Insurance Co., Ltd. | 309,480 | 102,313 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Merry Electronics Co., Ltd. | 18,000 | $71,740 | |||
Mirle Automation Corp. | 38,000 | 60,828 | |||
Mitac Holdings Corp. | 125,944 | 128,283 | |||
MOSA Industrial Corp. | 7,000 | 12,317 | |||
Nan Pao Resins Chemical Co., Ltd. | 6,000 | 32,214 | |||
Netronix, Inc. | 13,000 | 29,126 | |||
Nexcom International Co., Ltd. | 16,000 | 13,170 | |||
* | Nien Hsing Textile Co., Ltd. | 13,000 | 10,794 | ||
Nishoku Technology, Inc. | 5,000 | 18,807 | |||
O-Bank Co., Ltd. | 299,909 | 75,313 | |||
* | Ocean Plastics Co., Ltd. | 24,000 | 31,149 | ||
OptoTech Corp. | 60,350 | 69,178 | |||
Orient Semiconductor Electronics, Ltd. | 82,709 | 80,338 | |||
* | Oriental Union Chemical Corp. | 99,000 | 79,556 | ||
Pacific Construction Co. | 32,000 | 11,311 | |||
Pacific Hospital Supply Co., Ltd. | 8,000 | 20,313 | |||
Pan German Universal Motors, Ltd. | 1,000 | 8,061 | |||
Pan-International Industrial Corp. | 97,000 | 145,985 | |||
Pegatron Corp. | 243,000 | 585,823 | |||
* | Pharmally International Holding Co., Ltd. | 7,000 | 2,656 | ||
Plastron Precision Co., Ltd. | 17,000 | 7,974 | |||
Pou Chen Corp. | 514,000 | 650,096 | |||
Powertech Technology, Inc. | 56,000 | 221,913 | |||
President Securities Corp. | 126,480 | 122,447 | |||
Primax Electronics, Ltd. | 32,000 | 70,565 | |||
Prince Housing & Development Corp. | 218,000 | 93,287 | |||
Promate Electronic Co., Ltd. | 41,000 | 61,999 | |||
Qisda Corp. | 317,000 | 335,818 | |||
QST International Corp. | 15,000 | 34,434 | |||
Qualipoly Chemical Corp. | 15,000 | 18,920 | |||
Quang Viet Enterprise Co., Ltd. | 5,000 | 20,758 | |||
Quanta Storage, Inc. | 33,000 | 44,785 | |||
Radiant Opto-Electronics Corp. | 53,000 | 200,398 | |||
Radium Life Tech Co., Ltd. | 169,320 | 67,970 | |||
Rechi Precision Co., Ltd. | 61,000 | 44,132 | |||
Rich Development Co., Ltd. | 145,000 | 48,768 | |||
* | Ritek Corp. | 183,121 | 62,620 | ||
* | Roo Hsing Co., Ltd. | 117,000 | 37,068 | ||
Ruentex Development Co., Ltd. | 204,000 | 456,179 | |||
Ruentex Industries, Ltd. | 51,000 | 179,025 | |||
Sampo Corp. | 43,200 | 46,809 | |||
San Fang Chemical Industry Co., Ltd. | 20,000 | 16,792 | |||
San Far Property, Ltd. | 25,974 | 14,214 | |||
Sanyang Motor Co., Ltd. | 89,000 | 91,691 | |||
ScinoPharm Taiwan, Ltd. | 33,000 | 30,483 | |||
Senao International Co., Ltd. | 10,000 | 11,412 | |||
Sesoda Corp. | 18,144 | 22,033 | |||
Shanghai Commercial & Savings Bank, Ltd. (The) | 83,000 | 124,157 | |||
Shan-Loong Transportation Co., Ltd. | 14,000 | 17,868 | |||
Shihlin Electric & Engineering Corp. | 64,000 | 122,504 | |||
Shin Kong Financial Holding Co., Ltd. | 1,821,137 | 597,902 | |||
Shin Zu Shing Co., Ltd. | 20,000 | 76,730 | |||
* | Shining Building Business Co., Ltd. | 68,330 | 28,892 | ||
Shinkong Insurance Co., Ltd. | 38,000 | 56,579 | |||
Shinkong Synthetic Fibers Corp. | 285,000 | 209,903 | |||
* | Shuttle, Inc. | 55,000 | 23,297 | ||
Sigurd Microelectronics Corp. | 85,726 | 197,264 | |||
Sincere Navigation Corp. | 48,410 | 66,638 | |||
Sinher Technology, Inc. | 8,000 | 12,953 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Sinon Corp. | 105,000 | $86,444 | |||
SinoPac Financial Holdings Co., Ltd. | 1,542,000 | 776,285 | |||
Sinyi Realty, Inc. | 29,000 | 31,394 | |||
Sirtec International Co., Ltd. | 16,000 | 15,688 | |||
Siward Crystal Technology Co., Ltd. | 28,000 | 37,633 | |||
Soft-World International Corp. | 8,000 | 29,735 | |||
Solomon Technology Corp. | 48,000 | 31,382 | |||
Sunrex Technology Corp. | 11,000 | 21,825 | |||
Sunspring Metal Corp. | 12,000 | 13,277 | |||
Supreme Electronics Co., Ltd. | 69,657 | 110,637 | |||
Sweeten Real Estate Development Co., Ltd. | 16,632 | 14,878 | |||
Syncmold Enterprise Corp. | 17,000 | 49,996 | |||
Synmosa Biopharma Corp. | 11,000 | 9,954 | |||
Synnex Technology International Corp. | 296,000 | 562,202 | |||
Systex Corp. | 17,000 | 53,286 | |||
TA Chen Stainless Pipe | 176,841 | 330,596 | |||
Ta Ya Electric Wire & Cable | 115,440 | 112,852 | |||
Tah Hsin Industrial Corp. | 8,000 | 19,764 | |||
TA-I Technology Co., Ltd. | 13,000 | 31,906 | |||
Taichung Commercial Bank Co., Ltd. | 469,436 | 199,914 | |||
Taiflex Scientific Co., Ltd. | 39,000 | 77,770 | |||
Tainan Enterprises Co., Ltd. | 18,000 | 11,599 | |||
Tainan Spinning Co., Ltd. | 244,000 | 212,065 | |||
Taishin Financial Holding Co., Ltd. | 1,754,374 | 1,064,583 | |||
Taisun Enterprise Co., Ltd. | 12,000 | 12,468 | |||
# | Taiwan Business Bank | 1,287,080 | 436,782 | ||
* | Taiwan Chinsan Electronic Industrial Co., Ltd. | 13,390 | 23,417 | ||
Taiwan Cogeneration Corp. | 61,000 | 83,695 | |||
Taiwan Fertilizer Co., Ltd. | 172,000 | 368,644 | |||
Taiwan Fire & Marine Insurance Co., Ltd. | 54,000 | 37,881 | |||
Taiwan FU Hsing Industrial Co., Ltd. | 39,000 | 59,934 | |||
Taiwan Glass Industry Corp. | 194,000 | 266,236 | |||
Taiwan Hon Chuan Enterprise Co., Ltd. | 58,000 | 162,219 | |||
* | Taiwan Land Development Corp. | 217,000 | 49,230 | ||
Taiwan Navigation Co., Ltd. | 32,000 | 51,049 | |||
Taiwan PCB Techvest Co., Ltd. | 53,000 | 88,212 | |||
Taiwan Sanyo Electric Co., Ltd. | 12,000 | 14,656 | |||
Taiwan Shin Kong Security Co., Ltd. | 51,510 | 72,870 | |||
Taiwan Styrene Monomer | 64,000 | 44,813 | |||
* | Taiwan TEA Corp. | 133,000 | 98,309 | ||
Taiyen Biotech Co., Ltd. | 15,000 | 17,218 | |||
* | Tatung Co., Ltd. | 291,000 | 272,268 | ||
Te Chang Construction Co., Ltd. | 13,000 | 13,359 | |||
Teco Electric and Machinery Co., Ltd. | 399,000 | 444,051 | |||
Test-Rite International Co., Ltd. | 46,000 | 41,449 | |||
Thye Ming Industrial Co., Ltd. | 28,000 | 41,756 | |||
* | Ton Yi Industrial Corp. | 154,000 | 82,079 | ||
Tong Yang Industry Co., Ltd. | 87,000 | 113,643 | |||
* | Tong-Tai Machine & Tool Co., Ltd. | 18,000 | 11,448 | ||
Topco Technologies Corp. | 6,000 | 16,399 | |||
Topoint Technology Co., Ltd. | 17,000 | 28,410 | |||
Toung Loong Textile Manufacturing | 37,000 | 55,038 | |||
TPK Holding Co., Ltd. | 81,000 | 124,619 | |||
Transcend Information, Inc. | 39,000 | 97,846 | |||
Tripod Technology Corp. | 56,000 | 240,800 | |||
TSRC Corp. | 124,000 | 134,828 | |||
Tung Ho Steel Enterprise Corp. | 170,000 | 284,517 | |||
TURVO International Co., Ltd. | 14,000 | 64,610 | |||
TYC Brother Industrial Co., Ltd. | 38,000 | 29,634 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Tyntek Corp. | 60,000 | $55,985 | |||
U-Ming Marine Transport Corp. | 105,000 | 235,753 | |||
* | Union Bank Of Taiwan | 271,566 | 117,501 | ||
Unitech Computer Co., Ltd. | 19,000 | 20,143 | |||
Unitech Printed Circuit Board Corp. | 134,000 | 100,124 | |||
United Orthopedic Corp. | 10,000 | 12,214 | |||
Unity Opto Technology Co., Ltd. | 46,000 | 1,271 | |||
Universal Cement Corp. | 68,000 | 55,799 | |||
* | Unizyx Holding Corp. | 68,000 | 66,616 | ||
UPC Technology Corp. | 149,316 | 142,212 | |||
# | USI Corp. | 169,000 | 198,679 | ||
Utechzone Co., Ltd. | 8,000 | 17,134 | |||
Ve Wong Corp. | 24,000 | 28,991 | |||
Wah Lee Industrial Corp. | 33,000 | 105,011 | |||
Walsin Lihwa Corp. | 409,000 | 418,860 | |||
* | Walton Advanced Engineering, Inc. | 49,000 | 39,180 | ||
Wei Chuan Foods Corp. | 79,000 | 60,682 | |||
Weikeng Industrial Co., Ltd. | 69,946 | 60,161 | |||
Well Shin Technology Co., Ltd. | 9,000 | 16,371 | |||
Winbond Electronics Corp. | 697,000 | 859,711 | |||
# | Wisdom Marine Lines Co., Ltd. | 96,221 | 269,300 | ||
Wistron Corp. | 629,000 | 625,491 | |||
Wistron NeWeb Corp. | 44,000 | 117,134 | |||
WPG Holdings, Ltd. | 194,000 | 379,253 | |||
WT Microelectronics Co., Ltd. | 92,000 | 204,801 | |||
WUS Printed Circuit Co., Ltd. | 28,350 | 30,414 | |||
Xxentria Technology Materials Corp. | 19,000 | 49,040 | |||
# | YC INOX Co., Ltd. | 94,973 | 147,752 | ||
Yea Shin International Development Co., Ltd. | 36,000 | 26,737 | |||
Yem Chio Co., Ltd. | 56,700 | 34,733 | |||
Yeong Guan Energy Technology Group Co., Ltd. | 15,639 | 39,714 | |||
YFY, Inc. | 234,000 | 333,517 | |||
Yi Jinn Industrial Co., Ltd. | 23,000 | 14,843 | |||
* | Yieh Phui Enterprise Co., Ltd. | 192,780 | 243,400 | ||
YONGGU Group, Inc. | 4,000 | 10,765 | |||
Yonyu Plastics Co., Ltd. | 12,000 | 14,697 | |||
Youngtek Electronics Corp. | 21,000 | 68,818 | |||
Yuanta Futures Co., Ltd. | 25,944 | 45,706 | |||
* | Yulon Motor Co., Ltd. | 137,324 | 196,583 | ||
Yung Chi Paint & Varnish Manufacturing Co., Ltd. | 13,000 | 35,581 | |||
Yungshin Construction & Development Co., Ltd. | 22,000 | 40,582 | |||
YungShin Global Holding Corp. | 20,000 | 31,653 | |||
Zeng Hsing Industrial Co., Ltd. | 7,000 | 40,834 | |||
Zenitron Corp. | 27,000 | 27,074 | |||
Zhen Ding Technology Holding, Ltd. | 89,000 | 333,713 | |||
* | Zig Sheng Industrial Co., Ltd. | 151,000 | 114,343 | ||
* | Zinwell Corp. | 56,000 | 40,781 | ||
ZongTai Real Estate Development Co., Ltd. | 27,000 | 41,558 | |||
TOTAL TAIWAN | 44,319,937 | ||||
THAILAND — (2.2%) | |||||
AAPICO Hitech PCL | 68,970 | 44,067 | |||
Advanced Information Technology PCL, Class F | 26,600 | 17,400 | |||
Alucon PCL | 2,100 | 11,101 | |||
Amata Corp. PCL | 143,200 | 79,295 | |||
* | Ananda Development PCL | 309,500 | 16,479 | ||
AP Thailand PCL | 293,300 | 70,497 | |||
Asia Plus Group Holdings PCL | 195,300 | 20,678 | |||
Bangchak Corp. PCL | 189,300 | 133,044 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
* | Bangkok Airways PCL | 83,900 | $24,889 | ||
Bangkok Commercial Asset Management PCL | 210,000 | 105,423 | |||
Bangkok Insurance PCL | 12,500 | 102,305 | |||
Bangkok Land PCL | 1,828,300 | 57,851 | |||
Bangkok Life Assurance PCL | 79,400 | 61,602 | |||
Banpu PCL | 612,000 | 247,649 | |||
Cal-Comp Electronics Thailand PCL, Class F | 572,866 | 56,123 | |||
CH Karnchang PCL | 209,200 | 116,479 | |||
CIMB Thai Bank PCL | 129,100 | 2,907 | |||
* | Country Group Development PCL | 1,002,600 | 16,167 | ||
Dhipaya Insurance PCL | 85,600 | 73,574 | |||
Eastern Power Group PCL | 112,400 | 18,125 | |||
Eastern Water Resources Development and Management PCL, Class F | 91,200 | 27,609 | |||
Frasers Property Thailand PCL | 22,285 | 7,526 | |||
GFPT PCL | 94,100 | 36,360 | |||
Global Green Chemicals PCL, Class F | 42,800 | 13,413 | |||
Gunkul Engineering PCL | 8,700 | 1,228 | |||
Hana Microelectronics PCL | 79,900 | 185,362 | |||
ICC International PCL | 9,300 | 8,878 | |||
IRPC PCL | 1,916,000 | 205,197 | |||
* | Italian-Thai Development PCL | 664,700 | 40,447 | ||
* | Khon Kaen Sugar Industry PCL | 125,300 | 13,190 | ||
Kiatnakin Phatra Bank PCL | 47,300 | 73,395 | |||
Lalin Property PCL | 79,100 | 19,975 | |||
Land & Houses PCL | 1,279,300 | 303,599 | |||
LH Financial Group PCL | 591,900 | 19,269 | |||
* | Loxley PCL | 304,700 | 25,031 | ||
LPN Development PCL | 181,500 | 26,948 | |||
* | MBK PCL | 143,416 | 54,980 | ||
MCS Steel PCL | 107,500 | 47,098 | |||
* | Minor International PCL | 36,700 | 33,219 | ||
Noble Development PCL | 116,100 | 24,197 | |||
* | Nusasiri PCL | 1,661,900 | 18,709 | ||
Origin Property PCL, Class F | 71,000 | 18,686 | |||
* | Platinum Group PCL (The), Class F | 104,400 | 8,894 | ||
Polyplex Thailand PCL | 55,700 | 41,181 | |||
* | Power Solution Technologies PCL, Class F | 87,880 | 6,150 | ||
Praram 9 Hospital PCL | 73,500 | 24,599 | |||
* | Precious Shipping PCL | 15,800 | 11,201 | ||
Property Perfect PCL | 864,710 | 11,839 | |||
Pruksa Holding PCL | 134,700 | 51,638 | |||
Quality Houses PCL | 1,784,300 | 119,433 | |||
Rojana Industrial Park PCL | 217,500 | 44,999 | |||
Saha Pathana Inter-Holding PCL | 13,500 | 25,055 | |||
Saha Pathanapibul PCL | 16,100 | 28,656 | |||
Saha-Union PCL | 21,500 | 22,404 | |||
* | Samart Corp. PCL | 89,100 | 18,705 | ||
Sansiri PCL | 1,986,600 | 70,718 | |||
SC Asset Corp. PCL | 297,500 | 26,973 | |||
Siam City Cement PCL | 12,989 | 63,824 | |||
Siam Future Development PCL | 205,140 | 72,401 | |||
Siamgas & Petrochemicals PCL | 137,400 | 45,149 | |||
* | Singha Estate PCL | 555,700 | 31,786 | ||
Sino-Thai Engineering & Construction PCL | 207,400 | 76,984 | |||
Somboon Advance Technology PCL | 53,100 | 33,442 | |||
SPCG PCL | 74,000 | 39,175 | |||
Sri Trang Agro-Industry PCL | 143,900 | 165,276 | |||
* | Star Petroleum Refining PCL | 215,300 | 55,025 | ||
* | STP & I PCL | 174,900 | 21,498 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
Supalai PCL | 300,700 | $193,041 | |||
Super Energy Corp. PCL | 2,236,200 | 61,914 | |||
Thai Rayon PCL | 1,800 | 1,698 | |||
Thai Rayon PCL | 1,300 | 1,226 | |||
Thai Reinsurance PCL | 381,800 | 15,914 | |||
Thai Stanley Electric PCL | 4,800 | 24,535 | |||
Thai Union Group PCL, Class F | 623,500 | 421,136 | |||
Thaicom PCL | 118,200 | 38,120 | |||
Thanachart Capital PCL | 55,100 | 54,484 | |||
Thitikorn PCL | 28,100 | 7,566 | |||
Thoresen Thai Agencies PCL | 239,200 | 114,260 | |||
TIPCO Foods PCL | 88,100 | 25,866 | |||
Tisco Financial Group PCL | 33,500 | 89,693 | |||
TKS Technologies PCL | 47,500 | 13,368 | |||
TMBThanachart Bank PCL | 3,975,313 | 117,321 | |||
TMT Steel PCL | 57,900 | 17,969 | |||
TPI Polene PCL | 1,283,800 | 65,230 | |||
TPI Polene Power PCL | 430,300 | 57,605 | |||
True Corp. PCL | 2,354,500 | 230,668 | |||
* | U City PCL, Class F | 1,041,600 | 28,839 | ||
* | Unique Engineering & Construction PCL | 70,300 | 13,047 | ||
Univanich Palm Oil PCL | 72,000 | 14,239 | |||
Univentures PCL | 246,400 | 28,638 | |||
* | Vanachai Group PCL | 154,600 | 37,630 | ||
Vinythai PCL | 48,600 | 55,450 | |||
WHA Corp. PCL | 1,213,300 | 112,960 | |||
Workpoint Entertainment PCL | 22,300 | 13,027 | |||
TOTAL THAILAND | 5,452,420 | ||||
TURKEY — (0.7%) | |||||
Aksa Akrilik Kimya Sanayii A.S. | 22,276 | 43,131 | |||
* | Aksa Enerji Uretim A.S., Class B | 34,262 | 51,800 | ||
Aksigorta A.S. | 10,457 | 9,919 | |||
Alarko Holding A.S. | 45,997 | 51,524 | |||
* | Albaraka Turk Katilim Bankasi A.S. | 217,318 | 38,736 | ||
Anadolu Anonim Turk Sigorta Sirketi | 23,246 | 18,057 | |||
Anadolu Efes Biracilik Ve Malt Sanayii A.S. | 37,190 | 98,067 | |||
Arcelik A.S. | 10,445 | 40,919 | |||
Aygaz A.S. | 11,967 | 20,612 | |||
* | Bera Holding A.S. | 52,637 | 69,115 | ||
* | Borusan Mannesmann Boru Sanayi ve Ticaret A.S. | 8,144 | 24,799 | ||
* | Cimsa Cimento Sanayi VE Ticaret A.S. | 9,985 | 28,449 | ||
Coca-Cola Icecek A.S. | 11,723 | 117,899 | |||
Dogan Sirketler Grubu Holding A.S. | 143,300 | 44,538 | |||
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret A.S. | 22,452 | 15,601 | |||
#* | Global Yatirim Holding A.S. | 33,214 | 12,115 | ||
* | Gozde Girisim Sermayesi Yatirim Ortakligi A.S. | 35,285 | 23,090 | ||
* | GSD Holding A.S. | 115,760 | 25,077 | ||
* | Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim A.S. | 18,922 | 26,197 | ||
* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class A | 74,160 | 62,842 | ||
* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class D | 144,418 | 134,543 | ||
* | Kordsa Teknik Tekstil A.S. | 8,668 | 24,046 | ||
* | Koza Anadolu Metal Madencilik Isletmeleri A.S. | 15,219 | 24,501 | ||
* | NET Holding A.S. | 83,578 | 39,306 | ||
* | Pegasus Hava Tasimaciligi A.S. | 3,703 | 30,995 | ||
* | Petkim Petrokimya Holding A.S. | 129,428 | 87,178 | ||
#* | Sekerbank Turk A.S. | 259,133 | 31,926 | ||
Selcuk Ecza Deposu Ticaret ve Sanayi A.S. | 26,314 | 26,278 | |||
* | TAV Havalimanlari Holding A.S. | 28,012 | 74,970 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
TURKEY — (Continued) | |||||
Tekfen Holding A.S. | 23,551 | $39,744 | |||
* | Turk Hava Yollari AO | 17,934 | 27,069 | ||
#* | Turkiye Halk Bankasi A.S. | 131,320 | 71,580 | ||
# | Turkiye Sinai Kalkinma Bankasi A.S. | 279,313 | 41,560 | ||
Turkiye Sise ve Cam Fabrikalari A.S. | 52,390 | 47,192 | |||
* | Turkiye Vakiflar Bankasi TAO, Class D | 50,594 | 20,784 | ||
Ulker Biskuvi Sanayi A.S. | 8,760 | 20,736 | |||
Vestel Elektronik Sanayi ve Ticaret A.S. | 15,167 | 53,849 | |||
Yapi ve Kredi Bankasi A.S. | 305,862 | 86,719 | |||
* | Zorlu Enerji Elektrik Uretim A.S. | 93,384 | 19,677 | ||
TOTAL TURKEY | 1,725,140 | ||||
UNITED ARAB EMIRATES — (0.7%) | |||||
* | Ajman Bank PJSC | 119,010 | 24,315 | ||
Aldar Properties PJSC | 432,812 | 467,140 | |||
* | Amanat Holdings PJSC | 74,365 | 21,426 | ||
* | Bank of Sharjah | 63,601 | 9,203 | ||
* | DAMAC Properties Dubai Co. PJSC | 192,582 | 64,307 | ||
Dana Gas PJSC | 246,631 | 59,158 | |||
* | Deyaar Development PJSC | 187,398 | 14,784 | ||
* | Dubai Financial Market PJSC | 268,997 | 80,212 | ||
Dubai Investments PJSC | 324,853 | 150,402 | |||
* | Emaar Development PJSC | 102,229 | 104,267 | ||
Emaar Properties PJSC | 564,538 | 610,235 | |||
* | Eshraq Investments PJSC | 192,639 | 18,366 | ||
* | Manazel Real Estate PJSC | 121,221 | 12,794 | ||
National Bank of Ras Al-Khaimah PSC (The) | 45,427 | 50,585 | |||
* | RAK Properties PJSC | 104,915 | 19,880 | ||
Ras Al Khaimah Ceramics | 55,920 | 34,801 | |||
SHUAA Capital PSC | 158,494 | 33,093 | |||
TOTAL UNITED ARAB EMIRATES | 1,774,968 | ||||
TOTAL COMMON STOCKS | 241,807,029 | ||||
PREFERRED STOCKS — (0.8%) | |||||
BRAZIL — (0.8%) | |||||
Banco ABC Brasil SA | 15,435 | 44,157 | |||
Banco do Estado do Rio Grande do Sul SA Class B | 31,600 | 74,871 | |||
Banco Pan SA | 5,500 | 21,722 | |||
* | Braskem SA Class A | 7,000 | 77,617 | ||
Cia Ferro Ligas da Bahia - FERBASA | 9,800 | 97,299 | |||
Eucatex SA Industria e Comercio | 6,900 | 12,215 | |||
Gerdau SA | 158,000 | 934,364 | |||
Marcopolo SA | 102,594 | 59,292 | |||
Randon SA Implementos e Participacoes | 40,000 | 104,296 | |||
Unipar Carbocloro SA | 11,493 | 201,956 | |||
Usinas Siderurgicas de Minas Gerais SA Usiminas Class A | 81,000 | 319,910 | |||
TOTAL BRAZIL | 1,947,699 | ||||
COLOMBIA — (0.0%) | |||||
Grupo de Inversiones Suramericana SA | 4,340 | 18,220 | |||
PHILIPPINES — (0.0%) | |||||
Cebu Air, Inc., 6.000% | 21,128 | 18,747 |
Emerging Markets Targeted Value Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (0.0%) | |||||
* | U City PCL | 3,124,800 | $73,206 | ||
TOTAL PREFERRED STOCKS | 2,057,872 | ||||
RIGHTS/WARRANTS — (0.0%) | |||||
BRAZIL — (0.0%) | |||||
* | Gafisa SA Rights 08/23/21 | 11,943 | 183 | ||
SOUTH KOREA — (0.0%) | |||||
* | Kukdo Chemical Co., Ltd. Rights 08/12/21 | 177 | 4,932 | ||
* | TYC Brother Industrial Co., Ltd. Rights Exp 06/23/21 | 2,733 | 0 | ||
TOTAL SOUTH KOREA | 4,932 | ||||
TAIWAN — (0.0%) | |||||
* | Chen Full International Co., Ltd. Rights 09/02/21 | 983 | 0 | ||
* | Everest Textile Co., Ltd. Rights 09/10/21 | 20,166 | 1,298 | ||
* | Shin Kong Financial Holding Co., Ltd. Rights 08/13/21 | 102,562 | 3,558 | ||
TOTAL TAIWAN | 4,856 | ||||
THAILAND — (0.0%) | |||||
* | BTS W6 Warrants 07/22/22 | 23,705 | 0 | ||
* | BTS W7 Warrants 07/21/22 | 47,410 | 0 | ||
* | BTS W8 Warrants 07/22/22 | 94,820 | 0 | ||
* | MBK PCL Warrants 05/15/24 | 5,736 | 1,658 | ||
* | Minor International PCL Warrants 02/15/24 | 1 | 0 | ||
* | Minor International PCL Warrants 05/05/23 | 1 | 0 | ||
TOTAL THAILAND | 1,658 | ||||
TOTAL RIGHTS/WARRANTS | 11,629 | ||||
TOTAL INVESTMENT SECURITIES (Cost $193,610,316) | 243,876,530 |
Value† | ||||
SECURITIES LENDING COLLATERAL — (1.8%) | ||||
@§ | The DFA Short Term Investment Fund | 390,120 | 4,513,692 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $198,123,852)^^ | $248,390,222 |
As of July 31, 2021, Emerging
Markets Targeted Value Portfolio had entered into the following outstanding futures contracts:
Description | Number of Contracts | Expiration Date | Notional Value | Market Value | Unrealized Appreciation (Depreciation) | |||||
Long Position Contracts: | ||||||||||
E-Mini MSCI Emerging Markets Index | 22 | 09/17/21 | $1,452,043 | $1,405,470 | $(46,573) | |||||
S&P 500® Emini Index | 2 | 09/17/21 | 440,180 | 438,950 | (1,230) | |||||
Total Futures Contracts | $1,892,223 | $1,844,420 | $(47,803) |
Emerging Markets Targeted Value Portfolio
CONTINUED
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Common Stocks | |||||||
Belgium | — | $102,959 | — | $102,959 | |||
Brazil | $8,508,567 | — | — | 8,508,567 | |||
Chile | 995,457 | — | — | 995,457 | |||
China | 3,537,615 | 59,277,575 | — | 62,815,190 | |||
Colombia | 295,919 | — | — | 295,919 | |||
Greece | — | 502,662 | — | 502,662 | |||
Hong Kong | 107,303 | 294,025 | — | 401,328 | |||
India | — | 35,136,094 | — | 35,136,094 | |||
Indonesia | — | 3,644,151 | — | 3,644,151 | |||
Malaysia | — | 4,000,751 | — | 4,000,751 | |||
Mexico | 5,610,930 | — | — | 5,610,930 | |||
Philippines | — | 1,395,005 | — | 1,395,005 | |||
Poland | — | 2,472,224 | — | 2,472,224 | |||
Qatar | — | 1,852,756 | — | 1,852,756 | |||
Russia | 1,172,787 | 224,003 | — | 1,396,790 | |||
Saudi Arabia | 14,813 | 7,858,718 | — | 7,873,531 | |||
South Africa | 193,737 | 9,938,779 | — | 10,132,516 | |||
South Korea | — | 41,397,734 | — | 41,397,734 | |||
Taiwan | — | 44,319,937 | — | 44,319,937 | |||
Thailand | 5,452,420 | — | — | 5,452,420 | |||
Turkey | — | 1,725,140 | — | 1,725,140 | |||
United Arab Emirates | — | 1,774,968 | — | 1,774,968 | |||
Preferred Stocks | |||||||
Brazil | 1,947,699 | — | — | 1,947,699 | |||
Colombia | 18,220 | — | — | 18,220 | |||
Philippines | — | 18,747 | — | 18,747 | |||
Thailand | 73,206 | — | — | 73,206 | |||
Rights/Warrants | |||||||
Brazil | — | 183 | — | 183 | |||
South Korea | — | 4,932 | — | 4,932 | |||
Taiwan | — | 4,856 | — | 4,856 | |||
Thailand | — | 1,658 | — | 1,658 | |||
Securities Lending Collateral | — | 4,513,692 | — | 4,513,692 | |||
Futures Contracts** | (47,803) | — | — | (47,803) | |||
TOTAL | $27,880,870 | $220,461,549 | — | $248,342,419 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA Global Sustainability Fixed Income
Portfolio
CONTINUED
As of July 31, 2021, DFA
Global Sustainability Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 6,697,681 | SGD | 26,842,229 | Citibank, N.A. | 08/16/21 | $100,000 | ||||
USD | 42,608,038 | AUD | 57,836,592 | Citibank, N.A. | 08/27/21 | 159,826 | ||||
USD | 2,939,195 | NZD | 4,190,521 | Citibank, N.A. | 09/01/21 | 19,931 | ||||
USD | 2,394,455 | AUD | 3,246,069 | Citibank, N.A. | 09/09/21 | 11,914 | ||||
Total Appreciation | $291,671 | |||||||||
USD | 28,239,838 | JPY | 3,105,685,792 | State Street Bank and Trust | 08/12/21 | $(71,334) | ||||
USD | 36,045 | NOK | 319,836 | Citibank, N.A. | 08/16/21 | (159) | ||||
USD | 320,413 | EUR | 270,415 | Citibank, N.A. | 08/24/21 | (497) | ||||
USD | 132,845,400 | EUR | 112,190,425 | State Street Bank and Trust | 08/24/21 | (294,371) | ||||
USD | 2,160,776 | CAD | 2,709,653 | Citibank, N.A. | 08/27/21 | (11,061) | ||||
USD | 91,462,699 | CAD | 114,224,124 | State Street Bank and Trust | 08/27/21 | (90,093) | ||||
USD | 89,801,312 | GBP | 64,780,593 | Citibank, N.A. | 09/01/21 | (249,816) | ||||
USD | 1,020,146 | GBP | 743,615 | State Street Bank and Trust | 09/01/21 | (13,549) | ||||
Total (Depreciation) | $(730,880) | |||||||||
Total Appreciation (Depreciation) | $(439,209) |
DFA Global Sustainability Fixed Income
Portfolio
CONTINUED
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Agency Obligations | — | $46,562,539 | — | $46,562,539 | |||
Bonds | |||||||
Australia | — | 46,656,541 | — | 46,656,541 | |||
Austria | — | 2,037,160 | — | 2,037,160 | |||
Belgium | — | 8,066,020 | — | 8,066,020 | |||
Canada | — | 128,023,290 | — | 128,023,290 | |||
Denmark | — | 1,130,556 | — | 1,130,556 | |||
Finland | — | 1,906,652 | — | 1,906,652 | |||
France | — | 55,368,399 | — | 55,368,399 | |||
Germany | — | 33,208,039 | — | 33,208,039 | |||
Italy | — | 2,672,480 | — | 2,672,480 | |||
Japan | — | 26,412,235 | — | 26,412,235 | |||
Netherlands | — | 17,372,111 | — | 17,372,111 | |||
New Zealand | — | 2,897,293 | — | 2,897,293 | |||
Norway | — | 21,651,737 | — | 21,651,737 | |||
Singapore | — | 4,193,882 | — | 4,193,882 | |||
Spain | — | 3,091,361 | — | 3,091,361 | |||
Supranational Organization Obligations | — | 64,836,233 | — | 64,836,233 | |||
Switzerland | — | 4,270,439 | — | 4,270,439 | |||
United Kingdom | — | 49,044,551 | — | 49,044,551 | |||
United States | — | 316,986,530 | — | 316,986,530 | |||
U.S. Treasury Obligations | — | 1,039,101 | — | 1,039,101 | |||
Securities Lending Collateral | — | 6,141,238 | — | 6,141,238 | |||
Forward Currency Contracts** | — | (439,209) | — | (439,209) | |||
TOTAL | — | $843,129,178 | — | $843,129,178 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA Oregon Municipal Bond Portfolio
CONTINUED
Face Amount | Value† | ||||
(000) | |||||
OREGON — (Continued) | |||||
Water Environment Services Sewer Revenue (RB) | |||||
5.000%, 06/01/24 | 95 | $108,068 | |||
5.000%, 06/01/25 | 1,000 | 1,182,842 | |||
TOTAL MUNICIPAL BONDS Cost ($49,704,474) | 50,454,680 | ||||
TOTAL INVESTMENTS — (100.0%) | |||||
(Cost $49,704,474)^^ | $50,454,680 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Municipal Bonds | — | $50,454,680 | — | $50,454,680 | |||
TOTAL | — | $50,454,680 | — | $50,454,680 |
DFA Global Core Plus Real Return Portfolio
CONTINUED
As of July 31, 2021, DFA
Global Core Plus Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 1,635,483 | NZD | 5,239,673 | Citibank, N.A. | 08/13/21 | $23,838 | ||||
USD | 176,684 | NOK | 1,522,625 | State Street Bank and Trust | 08/13/21 | 4,333 | ||||
USD | 223,441 | SGD | 300,750 | Citibank, N.A. | 08/16/21 | 1,481 | ||||
USD | 961,465 | SGD | 1,294,257 | State Street Bank and Trust | 08/16/21 | 6,278 | ||||
USD | 1,334,624 | AUD | 1,748,151 | Citibank, N.A. | 09/09/21 | 2,149 | ||||
USD | 10,414,404 | AUD | 14,117,787 | State Street Bank and Trust | 09/09/21 | 52,268 | ||||
Total Appreciation | $90,347 | |||||||||
USD | 9,701 | NOK | 86,087 | Citibank, N.A. | 08/13/21 | $(43) | ||||
NOK | 54,480 | USD | 6,172 | Citibank, N.A. | 08/13/21 | (5) | ||||
USD | 165,882 | SGD | 224,928 | Citibank, N.A. | 08/16/21 | (119) | ||||
USD | 930,644 | JPY | 102,178,015 | Citibank, N.A. | 08/20/21 | (859) | ||||
USD | 5,808,534 | JPY | 641,720,918 | State Street Bank and Trust | 08/20/21 | (41,694) | ||||
USD | 1,501,915 | EUR | 1,269,216 | Citibank, N.A. | 08/27/21 | (4,390) | ||||
USD | 26,701,908 | EUR | 22,627,366 | State Street Bank and Trust | 08/27/21 | (152,228) | ||||
USD | 22,272,486 | CAD | 27,727,236 | Citibank, N.A. | 09/09/21 | (162,968) | ||||
USD | 23,149,450 | GBP | 16,850,860 | State Street Bank and Trust | 09/09/21 | (275,337) | ||||
Total (Depreciation) | $(637,643) | |||||||||
Total Appreciation (Depreciation) | $(547,296) |
As of July 31, 2021, DFA
Global Core Plus Real Return Portfolio had entered into the following outstanding Inflation Swaps:
Counterparty | Payments made by Fund | Payments received by Fund | Payment Frequency | Notional Amount | Expiration Date | Upfront Premiums Paid | Upfront Premiums Received | Market Value | Unrealized Appreciation (Depreciation) | |||||||||||
Bank of America Corp. | 2.770% | Fixed | CPI | Maturity | USD | 6,000,000 | 04/30/24 | — | — | $109,472 | $109,472 | |||||||||
Bank of America Corp. | 2.770% | Fixed | CPI | Maturity | USD | 4,000,000 | 05/04/24 | — | — | 74,137 | 74,137 | |||||||||
Bank of America Corp. | 2.725% | Fixed | CPI | Maturity | USD | 11,000,000 | 04/29/24 | — | — | 216,937 | 216,937 | |||||||||
Bank of America Corp. | 2.713% | Fixed | CPI | Maturity | USD | 7,000,000 | 05/11/28 | — | — | 70,770 | 70,770 | |||||||||
Bank of America Corp. | 2.665% | Fixed | CPI | Maturity | USD | 6,000,000 | 04/30/26 | — | — | 116,032 | 116,032 | |||||||||
Bank of America Corp. | 2.648% | Fixed | CPI | Maturity | USD | 5,000,000 | 04/29/26 | — | — | 101,560 | 101,560 |
DFA Global Core Plus Real Return Portfolio
CONTINUED
Counterparty | Payments made by Fund | Payments received by Fund | Payment Frequency | Notional Amount | Expiration Date | Upfront Premiums Paid | Upfront Premiums Received | Market Value | Unrealized Appreciation (Depreciation) | |||||||||||
Bank of America Corp. | 2.635% | Fixed | CPI | Maturity | USD | 7,000,000 | 05/03/28 | — | — | $118,485 | $118,485 | |||||||||
Bank of America Corp. | 2.620% | Fixed | CPI | Maturity | USD | 10,000,000 | 04/30/28 | — | — | 180,118 | 180,118 | |||||||||
Bank of America Corp. | 2.595% | Fixed | CPI | Maturity | USD | 13,000,000 | 04/29/28 | — | — | 261,991 | 261,991 | |||||||||
Bank of America Corp. | 2.570% | Fixed | CPI | Maturity | USD | 3,000,000 | 07/19/28 | — | — | 29,113 | 29,113 | |||||||||
Bank of America Corp. | 2.558% | Fixed | CPI | Maturity | USD | 9,000,000 | 04/30/31 | — | — | 144,161 | 144,161 | |||||||||
Bank of America Corp. | 2.550% | Fixed | CPI | Maturity | USD | 5,000,000 | 05/04/31 | — | — | 84,722 | 84,722 | |||||||||
Bank of America Corp. | 2.546% | Fixed | CPI | Maturity | USD | 40,000,000 | 04/29/31 | — | — | 695,257 | 695,257 | |||||||||
Bank of America Corp. | 2.535% | Fixed | CPI | Maturity | USD | 4,000,000 | 04/29/36 | — | — | 26,996 | 26,996 | |||||||||
Bank of America Corp. | 2.533% | Fixed | CPI | Maturity | USD | 3,000,000 | 05/03/36 | — | — | 22,338 | 22,338 | |||||||||
Citibank, N.A. | 2.807% | Fixed | CPI | Maturity | USD | 11,000,000 | 05/03/24 | — | — | 186,055 | 186,055 | |||||||||
Deutsche Bank AG | 2.658% | Fixed | CPI | Maturity | USD | 3,000,000 | 06/03/28 | — | — | 36,099 | 36,099 | |||||||||
Deutsche Bank AG | 2.600% | Fixed | CPI | Maturity | USD | 5,000,000 | 06/14/26 | — | — | 89,212 | 89,212 | |||||||||
Deutsche Bank AG | 2.596% | Fixed | CPI | Maturity | USD | 4,000,000 | 06/09/28 | — | — | 61,506 | 61,506 | |||||||||
Deutsche Bank AG | 2.553% | Fixed | CPI | Maturity | USD | 3,000,000 | 06/03/36 | — | — | 427 | 427 | |||||||||
Deutsche Bank AG | 2.529% | Fixed | CPI | Maturity | USD | 4,000,000 | 07/02/29 | — | — | 58,376 | 58,376 | |||||||||
Deutsche Bank AG | 2.528% | Fixed | CPI | Maturity | USD | 6,000,000 | 07/27/30 | — | — | 47,017 | 47,017 | |||||||||
Deutsche Bank AG | 2.515% | Fixed | CPI | Maturity | USD | 4,000,000 | 06/09/36 | — | — | 22,098 | 22,098 | |||||||||
Deutsche Bank AG | 2.514% | Fixed | CPI | Maturity | USD | 5,000,000 | 06/16/28 | — | — | 101,873 | 101,873 | |||||||||
Deutsche Bank AG | 2.468% | Fixed | CPI | Maturity | USD | 5,000,000 | 06/21/29 | — | — | 110,751 | 110,751 | |||||||||
Deutsche Bank AG | 2.465% | Fixed | CPI | Maturity | USD | 5,000,000 | 07/19/31 | — | — | 70,864 | 70,864 | |||||||||
Deutsche Bank AG | 2.456% | Fixed | CPI | Maturity | USD | 5,000,000 | 07/14/31 | — | — | 79,751 | 79,751 | |||||||||
Total Appreciation | $3,116,118 | $3,116,118 | ||||||||||||||||||
Deutsche Bank AG | 2.678% | Fixed | CPI | Maturity | USD | 7,000,000 | 08/03/28 | — | — | (12,329) | (12,329) | |||||||||
Total (Depreciation) | $(12,329) | $(12,329) | ||||||||||||||||||
Total Appreciation (Depreciation) | $3,103,789 | $3,103,789 |
Summary of the Portfolio's
investments as of July 31, 2021, based on their valuation inputs, is as follows (see Security Valuation Note):
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Agency Obligations | — | $17,084,247 | — | $17,084,247 | |||
Bonds | |||||||
Australia | — | 11,473,550 | — | 11,473,550 | |||
Belgium | — | 1,771,111 | — | 1,771,111 |
DFA Global Core Plus Real Return Portfolio
CONTINUED
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Canada | — | $26,564,650 | — | $26,564,650 | |||
Finland | — | 3,887,091 | — | 3,887,091 | |||
France | — | 7,233,779 | — | 7,233,779 | |||
Germany | — | 4,255,431 | — | 4,255,431 | |||
Italy | — | 579,186 | — | 579,186 | |||
Japan | — | 1,764,438 | — | 1,764,438 | |||
Luxembourg | — | 724,584 | — | 724,584 | |||
Netherlands | — | 6,585,762 | — | 6,585,762 | |||
New Zealand | — | 1,200,307 | — | 1,200,307 | |||
Norway | — | 1,840,289 | — | 1,840,289 | |||
Singapore | — | 1,342,042 | — | 1,342,042 | |||
Spain | — | 609,889 | — | 609,889 | |||
Supranational Organization Obligations | — | 8,263,234 | — | 8,263,234 | |||
Switzerland | — | 3,548,656 | — | 3,548,656 | |||
United Kingdom | — | 11,471,626 | — | 11,471,626 | |||
United States | — | 104,474,637 | — | 104,474,637 | |||
U.S. Treasury Obligations | — | 790,703 | — | 790,703 | |||
Securities Lending Collateral | — | 5 | — | 5 | |||
Forward Currency Contracts** | — | (547,296) | — | (547,296) | |||
Swap Agreements** | — | 3,103,789 | — | 3,103,789 | |||
TOTAL | — | $218,021,710 | — | $218,021,710 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
ORGANIZATION
DFA Investment Dimensions Group
Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are generally offered to institutional investors, retirement plans and clients of
registered investment advisors. At July 31, 2021, 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:
• | Level 1 - inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies and futures contracts) |
• | Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
• | Level 3 - significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments) |
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 2010 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, Emerging Markets Value Portfolio and Tax-Managed U.S. Marketwide 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 Portfolio, DFA International 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 Portfolio, International Sustainability Core 1 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social
Core Equity Portfolio, Tax-Managed DFA International Value Portfolio, T.A. World ex U.S. 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 and Emerging Markets 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.
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 procedures adopted 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 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 Board of Directors of the
International Equity Portfolios 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 and DFA Global Core Plus Real Return Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or
other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued
according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. Securities for which quotations are
not readily available (including
restricted securities), or for which market
quotations have become unreliable, are valued in good faith at fair value in accordance with procedures adopted by the Board of Directors of the Fund. These valuations are generally categorized as Level 2 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.
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. The Portfolios entering into stock index futures are subject to equity price risk from those futures contracts. Counterparty credit
risk related to exchange-traded futures is minimal because the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees the futures against default. Risks may also arise upon entering
into commodity-linked derivative instruments. The value of commodity-linked derivative instruments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates or
factors affecting an industry or commodity.
5. OPTIONS ON FUTURES
CONTRACTS: The DFA Commodity Strategy Portfolio may purchase and write put and call options on foreign currency, interest rate and stock and commodity index futures contracts and may enter into closing transactions
with respect to such options to terminate existing positions. There is no guarantee that such closing transactions can be effected; the ability to establish and close out positions on such options will be subject to
the existence of a liquid market.
An option on a currency,
interest rate or commodity or securities index futures contract, as contrasted with the direct investment in such a contract, gives the purchaser the right, in return for the premium paid, to assume a position in a
futures contract at a specified exercise price at any time prior to the expiration date of the option. The writer of the option is required upon exercise to assume an offsetting futures position (a short position if
the option is a call and a long position if the option is a put). Upon exercise of an option, the delivery of the futures position by the writer of the option to the holder of the option will be accompanied by
delivery of the accumulated balance in the writer’s futures margin account, which represents the amount by which the market price of the futures contract exceeds, in the case of a call, or is less than, in the
case of a put, the exercise price of the option on the futures contract. The potential loss related to the purchase of an option on a futures contract is limited to the premium paid for the option (plus transaction
costs). The value of the option changes daily and that change is reflected in the net asset value of the Portfolio.
The DFA Commodity Strategy
Portfolio may enter into options and futures transactions for several purposes, including generating current income to offset expenses or increase return and as hedges to reduce investment risk, generally by making an
investment expected to move in the opposite direction of a portfolio position. A hedge is designed to offset a loss in a portfolio position with a gain in the hedged position; at the same time, however, a properly
correlated hedge will result in a gain in the portfolio position being offset by a loss in the hedged position.
6. COMMODITY-LINKED
DERIVATIVES: DFA Commodity Strategy Portfolio may gain exposure to commodity markets by investing up to 25% of the Portfolio’s total assets in the Subsidiary. The Subsidiary may invest without limitation in swap
agreements, commodity options, futures, options on futures and structured notes. The prices of commodity-linked derivative instruments may move in different directions than investments in traditional equity
securities, fixed income securities and commodity spot prices. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. The
accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. As of July 31, 2021, the DFA Commodity Strategy Portfolio held $376,701,425
in the Subsidiary, representing 22.97% of DFA Commodity Strategy Portfolio’s total assets.
7. SWAP AGREEMENTS: The
DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors
for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are
transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most
common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.
The Portfolios may enter into a
credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit
default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred.
If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or
the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full
notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which typically is between six months
and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject
to mandatory central clearing and exchange-trading.
Credit default swaps involve
greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit
risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its
termination date. If a credit event were to
occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer,
resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may
be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.
The DFA Short-Duration Real
Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the
cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate.
Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby
creating "synthetic" inflation-indexed bonds.
Among other reasons, one factor
that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If
nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA
Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of
taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.
The DFA Municipal Real Return
Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or
pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.
Uncleared swaps are typically
executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap
obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received
under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to
the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio’s rights as a creditor.
The Dodd-Frank Wall Street
Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps
and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to
reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the
event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the
FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM’s customers.
The Advisor and the Fund do not
believe that a Portfolio’s obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio’s borrowing or senior securities
restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio’s obligations over its entitlements with respect to each
swap contract will be accrued on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with
SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect
to each swap contract will be accrued on a daily basis and assets having an aggregate market value at least equal to the accrued full notional value will be segregated and maintained to cover the transactions in
accordance with SEC positions. To the extent that a Portfolio cannot dispose of a swap
in the ordinary course of business within seven
days at approximately the value at which the Portfolio has valued the swap, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio’s net
assets.
The Dodd-Frank Act and related
regulatory developments have imposed comprehensive new regulatory requirements on swaps and swap market participants. The regulation of cleared and uncleared swaps, as well as other derivatives, is a rapidly changing
area of law and is subject to modification by government and judicial action. In addition, the SEC, CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including,
for example, the implementation or reduction of speculative position limits, the implementation of higher margin requirements, the establishment of daily price limits and the suspension of trading. It is not possible
to predict fully the effects of current or future regulation. New requirements, even if not directly applicable to a Portfolio, may increase the cost of the Portfolio’s investments and cost of doing business. It
is possible that developments in the swaps market, including potential government regulation, could adversely affect a Portfolio’s ability to terminate existing swap agreements or to realize amounts to be
received under such agreements.
FEDERAL TAX COST
At July 31, 2021, the total cost of
securities for federal income tax purposes was:
Federal Tax Cost | |
Enhanced U.S. Large Company Portfolio | $405,803 |
U.S. Large Cap Value Portfolio | 14,274,079 |
U.S. Targeted Value Portfolio | 8,285,145 |
U.S. Small Cap Value Portfolio | 9,903,922 |
U.S. Core Equity 1 Portfolio | 13,914,162 |
U.S. Core Equity 2 Portfolio | 15,339,495 |
U.S. Vector Equity Portfolio | 2,595,160 |
U.S. Small Cap Portfolio | 9,917,894 |
U.S. Micro Cap Portfolio | 4,301,051 |
DFA Real Estate Securities Portfolio | 6,424,687 |
Large Cap International Portfolio | 4,096,811 |
International Core Equity Portfolio | 25,847,717 |
International Small Company Portfolio | 9,330,154 |
Global Small Company Portfolio | 76,170 |
Japanese Small Company Portfolio | 354,506 |
Asia Pacific Small Company Portfolio | 317,179 |
United Kingdom Small Company Portfolio | 42,737 |
Continental Small Company Portfolio | 626,481 |
DFA International Real Estate Securities Portfolio | 6,006,964 |
DFA Global Real Estate Securities Portfolio | 8,173,506 |
DFA International Small Cap Value Portfolio | 10,422,103 |
International Vector Equity Portfolio | 2,791,666 |
World ex U.S. Value Portfolio | 261,823 |
World ex U.S. Targeted Value Portfolio | 669,987 |
World ex U.S. Core Equity Portfolio | 3,150,234 |
Selectively Hedged Global Equity Portfolio | 196,030 |
Emerging Markets Portfolio | 3,573,077 |
Emerging Markets Small Cap Portfolio | 4,083,741 |
Emerging Markets Value Portfolio | 10,604,722 |
Emerging Markets Core Equity Portfolio | 20,166,108 |
U.S. Large Cap Equity Portfolio | 1,104,809 |
DFA Commodity Strategy Portfolio | 2,633,035 |
DFA One-Year Fixed Income Portfolio | 6,015,058 |
Federal Tax Cost | |
DFA Two-Year Global Fixed Income Portfolio | $5,704,068 |
DFA Selectively Hedged Global Fixed Income Portfolio | 1,198,559 |
DFA Short-Term Government Portfolio | 1,771,261 |
DFA Five-Year Global Fixed Income Portfolio | 13,630,709 |
DFA World ex U.S. Government Fixed Income Portfolio | 1,730,263 |
DFA Intermediate Government Fixed Income Portfolio | 6,074,087 |
DFA Short-Term Extended Quality Portfolio | 7,142,344 |
DFA Intermediate-Term Extended Quality Portfolio | 2,043,678 |
DFA Targeted Credit Portfolio | 878,709 |
DFA Investment Grade Portfolio | 13,144,875 |
DFA Inflation-Protected Securities Portfolio | 6,231,081 |
DFA Short-Term Municipal Bond Portfolio | 2,445,362 |
DFA Intermediate-Term Municipal Bond Portfolio | 2,044,811 |
DFA Selective State Municipal Bond Portfolio | 242,467 |
DFA California Short-Term Municipal Bond Portfolio | 863,668 |
DFA California Intermediate-Term Municipal Bond Portfolio | 604,426 |
DFA NY Municipal Bond Portfolio | 115,173 |
Dimensional Retirement Income Fund | 61,255 |
Dimensional 2045 Target Date Retirement Income Fund | 65,924 |
Dimensional 2050 Target Date Retirement Income Fund | 46,471 |
Dimensional 2055 Target Date Retirement Income Fund | 27,579 |
Dimensional 2060 Target Date Retirement Income Fund | 25,152 |
Dimensional 2065 Target Date Retirement Income Fund | 1,825 |
Dimensional 2010 Target Date Retirement Income Fund | 17,144 |
Dimensional 2015 Target Date Retirement Income Fund | 36,019 |
Dimensional 2020 Target Date Retirement Income Fund | 106,301 |
Dimensional 2025 Target Date Retirement Income Fund | 133,640 |
Dimensional 2030 Target Date Retirement Income Fund | 134,308 |
Dimensional 2035 Target Date Retirement Income Fund | 112,195 |
Dimensional 2040 Target Date Retirement Income Fund | 86,802 |
DFA Short-Duration Real Return Portfolio | 1,512,226 |
DFA Municipal Real Return Portfolio | 962,912 |
DFA Municipal Bond Portfolio | 616,159 |
World Core Equity Portfolio | 712,626 |
DFA LTIP Portfolio | 336,854 |
U.S. Social Core Equity 2 Portfolio | 871,390 |
U.S. Sustainability Core 1 Portfolio | 3,129,593 |
U.S. Sustainability Targeted Value Portfolio | 188,566 |
International Sustainability Core 1 Portfolio | 2,425,926 |
International Social Core Equity Portfolio | 1,242,434 |
Global Social Core Equity Portfolio | 84,137 |
Emerging Markets Social Core Equity Portfolio | 1,229,263 |
Tax-Managed U.S. Marketwide Value Portfolio | 2,397,499 |
Tax-Managed DFA International Value Portfolio | 2,805,876 |
T.A. World ex U.S. Core Equity Portfolio | 3,252,632 |
VA U.S. Targeted Value Portfolio | 377,751 |
VA U.S. Large Value Portfolio | 408,846 |
VA International Value Portfolio | 364,451 |
Federal Tax Cost | |
VA International Small Portfolio | $271,708 |
VA Short-Term Fixed Portfolio | 292,840 |
VA Global Bond Portfolio | 402,897 |
VIT Inflation-Protected Securities Portfolio | 192,483 |
VA Global Moderate Allocation Portfolio | 133,629 |
U.S. Large Cap Growth Portfolio | 1,345,669 |
U.S. Small Cap Growth Portfolio | 623,836 |
International Large Cap Growth Portfolio | 462,853 |
International Small Cap Growth Portfolio | 189,996 |
DFA Social Fixed Income Portfolio | 513,641 |
DFA Diversified Fixed Income Portfolio | 2,377,670 |
U.S. High Relative Profitability Portfolio | 4,091,884 |
International High Relative Profitability Portfolio | 1,675,935 |
VA Equity Allocation Portfolio | 68,994 |
DFA MN Municipal Bond Portfolio | 39,147 |
DFA California Municipal Real Return Portfolio | 182,073 |
DFA Global Core Plus Fixed Income Portfolio | 2,868,273 |
Emerging Markets Sustainability Core 1 Portfolio | 748,762 |
Emerging Markets Targeted Value Portfolio | 199,251 |
DFA Global Sustainability Fixed Income Portfolio | 805,716 |
DFA Oregon Municipal Bond Portfolio | 49,704 |
DFA Global Core Plus Real Return Portfolio | 194,571 |
RECENTLY ISSUED ACCOUNTING
STANDARDS
On July 27, 2017, the head of
the United Kingdom’s Financial Conduct Authority announced the intention to phase out the use of London Interbank Offered Rate (“LIBOR”) by the end of 2021. In the interim, there remains uncertainty
regarding the impact the transition to replacement rates may have on the value of LIBOR-based investments. In March 2020, the FASB issued ASU 2020-04 which provides optional guidance to ease the potential accounting
burden associated with transitioning away from the LIBOR and other reference rates that are expected to be discontinued. The ASU is effective immediately upon release of the update on March 12, 2020 through December
31, 2022. Management has evaluated the implications of these changes and determined that the effect on the Portfolios is expected to be immaterial.
In October 2020, the SEC adopted
new regulations governing the use of derivatives by registered investment companies. Rule 18f-4 (the “Derivatives Rule”) imposes limits on the amount of derivatives contracts the Portfolios could enter,
eliminate the asset segregation framework currently used by the Portfolios to comply with Section 18 of the 1940 Act, and require funds whose use of derivatives is more than a limited specified exposure to establish
and maintain a derivatives risk management program and appoint a derivatives risk manager. The Derivatives Rule became effective February 19, 2021 and the Portfolios are required to comply on August 19, 2022.
Management is currently evaluating the effect, if any, the Derivatives Rule will have on the Portfolios.
On December 3, 2020, the SEC
adopted new rule 2a-5 (the "Valuation Rule”) under the Investment Company Act of 1940, establishing an updated regulatory framework for fund valuation. The Valuation Rule, in part, provides a framework for good
faith fair value determination and permits a Board to designate fair value determinations to a fund’s investment adviser. Further, the SEC is rescinding previously issued guidance on related issues. The
Valuation Rule became effective on March 8, 2021, with a compliance date of September 8, 2022. Management is currently evaluating the Valuation Rule and its effect on the Portfolios.
CORONAVIRUS (COVID-19) PANDEMIC
The ongoing outbreak of the
novel coronavirus, COVID-19, has resulted, at times, in market closures, market volatility, liquidity constraints and increased trading costs. Efforts to contain the spread of COVID-19 have resulted in global travel
restrictions and disruptions of healthcare systems, business operations and supply chains, layoffs,
reduced consumer demand, defaults and credit
rating downgrades, and other significant economic impacts. The effects of COVID-19 have impacted global economic activity and may heighten pre-existing political, social and economic risks, domestically or globally.
The full impact of the COVID-19 pandemic is unpredictable and may adversely affect a Portfolio's performance.
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 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.
The U.S. Large Cap Value Series,
The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio have been named as defendants in a multi-district litigation pending in the United States District Court for the Southern District of New
York (the "District Court"), captioned IN RE TRIBUNE COMPANY FRAUDULENT CONVEYANCE LITIGATION, No. 11-MD-2296-RJS (the "Tribune MDL"). The Tribune MDL arises from the 2007 leveraged buyout of The Tribune Company
("Tribune") (the "LBO") and Tribune’s subsequent bankruptcy and reorganization. In connection with the LBO, thousands of Tribune shareholders, including The U.S. Large Cap Value Series, The Tax-Managed U.S.
Marketwide Value Series and VA U.S. Large Value Portfolio sold Tribune shares back to Tribune for $34 per share. The Tribune MDL includes a series of lawsuits brought by individual creditors of Tribune (the
"Individual Creditor Actions") and a lawsuit brought by the trustee of a litigation trust (the “Trustee”) to whom Tribune’s committee of unsecured creditors assigned claims (the “Committee
Action,” and with the Individual Creditor Actions, collectively referred to as the “Tribune Lawsuits”). The Tribune Lawsuits seek to unwind the LBO stock repurchases as fraudulent transfers and
recover the stock repurchase proceeds paid to the Tribune shareholders who participated in the LBO.
On September 23, 2013, the
District Court entered an order dismissing the Individual Creditor Actions in their entirety on the grounds that the individual creditor plaintiffs lacked standing to pursue their claims. The parties appealed the
District Court’s dismissal order to the United States Court of Appeals for the Second Circuit (the “Second Circuit”), and on March 29, 2016, the Second Circuit affirmed the dismissal, albeit on the
grounds that the individual creditor plaintiffs’ claims are preempted and barred by the Bankruptcy Code’s safe harbor for securities transactions. The individual creditor plaintiffs filed a petition for
certiorari with the Supreme Court of the United States (the "Supreme Court"), seeking review of the Second Circuit’s ruling. Thereafter, the individual creditor plaintiffs moved the Second Circuit to review its
prior ruling in light of the Supreme Court’s decision in MERIT MANAGEMENT GROUP, LP v. FTI CONSULTING, INC., 138 S.Ct. 883 (2018) (“Merit Mgmt.”), which addressed the scope of the Bankruptcy
Code’s safe harbor for securities transactions. The Second Circuit agreed to review the matter and withdrew its mandate with respect to the affirmance of the dismissal order. Consequently, the Supreme Court
dismissed the individual creditor plaintiffs’ petition for certiorari. On December 19, 2019, the Second Circuit again affirmed the District Court’s dismissal of the Individual Creditor Actions on the
grounds that the individual creditor plaintiffs’ claims are preempted and barred by the Bankruptcy Code’s safe harbor for securities transactions. The individual creditor plaintiffs moved the Second
Circuit for rehearing, which the Second Circuit denied. The individual creditor plaintiffs filed a second petition for certiorari with the Supreme Court, which the Supreme Court denied on April 19, 2021. As a result,
the dismissal of the Individual Creditor Actions is now final.
On January 6, 2017, the District
Court granted the shareholder defendants’ motion to dismiss the claims against them in the Committee Action. The Trustee moved for leave from the District Court to file an amended complaint to assert new
constructive fraudulent transfer claims against the shareholder defendants in light of the Merit Mgmt. decision. The District Court denied the motion, ruling that the proposed amendment would unduly prejudice the
shareholder defendants and would be futile because the Trustee’s proposed constructive fraudulent transfer claims would be barred by the Bankruptcy Code’s safe harbor for securities transactions,
notwithstanding the Merit Mgmt. decision. The Trustee appealed the District Court’s dismissal order and order denying the Trustee’s motion for leave to amend to the Second Circuit. The Second Circuit held
oral argument on August 24, 2020, and the parties await the Second Circuit's ruling.
Litigation counsel to The U.S.
Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio in the Tribune Lawsuits has advised management that it does not believe that it is possible to predict with any
reasonable certainty the probable outcome of the Committee Action or quantify the ultimate exposure to The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio
arising from the Committee Action. Until The U.S. Large Cap Value Series, The Tax-Managed
U.S. Marketwide Value Series and VA U.S. Large
Value Portfolio can do so, no reduction of the respective net asset values of The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio will be made relating to
the Committee Action. However, even if the plaintiff in the Committee Action were to obtain the full recovery the plaintiff seeks, the amount would be less than 1% of the respective net asset values of The U.S. Large
Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio at this time.
The U.S. Large Cap Value Series,
The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio also cannot quantify the cost of the Tribune Lawsuits that could potentially be deducted from their respective net asset values.
Therefore, at this time, those investors buying or redeeming shares of The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio will pay or receive, as the case
may be, a price based on the respective net asset values of The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio, with no adjustment relating to the Tribune
Lawsuits. The attorneys’ fees and costs relating to the Tribune Lawsuits will be borne by The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio as
incurred and in a manner similar to any other expenses incurred by The U.S. Large Cap Value Series , The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio.
SUBSEQUENT EVENT EVALUATIONS
On June 3, 2021, President Biden
issued an Executive Order titled “Addressing the Threat from Securities Investments that Finance Certain Companies of the People’s Republic of China” (the “Order”). The Order restricts
investment in certain companies identified as “Chinese Military Industrial Complex Companies” by the Office of Foreign Asset Control, an agency of the Department of Treasury and the Department of Defense.
Management is currently evaluating the Order’s effect on the Portfolios.
Management has evaluated the
impact of all other subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no other subsequent events requiring recognition or disclosure
in the financial statements.