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 |
CP | Certificate Participation |
GDR | Global Depositary Receipt |
P.L.C. | Public Limited Company |
SA | Special Assessment |
ST | Special Tax |
CDOR | Canadian Dollar Offered Rate |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
USTMMR | U.S. Treasury Money Market Rate |
EURIBOR | Euro Interbank Offered Rate |
SONIO/N | Sterling Overnight Index Average |
AGM | Assured Guaranty Municipal Corporation |
BAN | Bond Anticipation Note |
ETM | Escrowed to Maturity |
GO | General Obligation |
PSF-GTD | Public School Fund Guarantee |
Q-SBLF | School Bond Qualification and Loan Program |
RB | Revenue Bond |
RN | Revenue Note |
SCH BD GTY | School Bond Guaranty |
SCSDE | South Carolina State Department of Education |
SD CRED PROG | School District Credit Program |
ST AID DIR DEP | State Aid Direct Deposit |
ST AID WITHHLDG | State Aid Withholding |
ST HGR ED INTER | Higher Education Revenue Bond Intercept Program |
AMBAC | American Municipal Bond Assurance Corporation |
BAM | Build America Mutual |
NATL-IBC | National Public Finance Guarantee Corporation Insurance Bond Certificate |
SCH BD RES FD | School Board Resolution Fund |
ST GTD | State Guaranteed |
NPFGC | National Public Finance Guarantee Corp. |
FGIC | Federal Guaranty Insurance Corporation |
INR | Indian Rupee |
CAD | Canadian Dollars |
NOK | Norwegian Krone |
NZD | New Zealand Dollars |
USD | United States Dollar |
AUD | Australian Dollars |
EUR | Euro |
GBP | British Pounds |
SEK | Swedish Krona |
SGD | Singapore Dollars |
JPY | Japanese Yen |
CONTINUED
Investment Footnotes | |
† | See Security Valuation Note within the Notes to Schedules of Investments. |
^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
^ | Denominated in USD, unless otherwise noted. |
» | Securities have generally been fair valued. 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. |
(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. |
∞ | Rates reflect the effective yields at purchase date. |
± | Face Amount of security is not adjusted for inflation. |
¤ | 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). |
Emerging Markets Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Value† | |||
AFFILIATED INVESTMENT COMPANIES — (100.0%) | |||
Investment in The Emerging Markets Series of The DFA Investment Trust Company | $6,206,057,759 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $6,206,057,759 |
Summary of the Portfolio's Master Fund's investments as of July 31, 2021, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Small Cap Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Value† | |||
AFFILIATED INVESTMENT COMPANIES — (100.0%) | |||
Investment in The Emerging Markets Small Cap Series of The DFA Investment Trust Company | $5,421,692,349 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $5,421,692,349 |
Summary of the Portfolio's Master Fund's investments as of July 31, 2021, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Value Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Value† | |||
AFFILIATED INVESTMENT COMPANIES — (100.0%) | |||
Investment in Dimensional Emerging Markets Value Fund | $13,512,126,824 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $13,512,126,824 |
Summary of the Portfolio's Master Fund's investments as of July 31, 2021, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Core Equity 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 | 5,427 | $73,155 |
Shares | Value» | ||||
COMMON STOCKS — (97.1%) | |||||
BELGIUM — (0.0%) | |||||
Titan Cement International SA | 210,081 | 3,944,059 | |||
BRAZIL — (4.1%) | |||||
AES Brasil Energia SA | 1,251,352 | 3,332,453 | |||
Aliansce Sonae Shopping Centers SA | 493,969 | 2,680,282 | |||
* | Alliar Medicos A Frente SA | 276,319 | 537,969 | ||
Alupar Investimento SA | 891,299 | 4,201,294 | |||
Ambev SA, ADR | 7,894,513 | 25,025,606 | |||
* | Americanas SA | 514,267 | 4,848,179 | ||
* | Anima Holding SA | 947,184 | 2,091,416 | ||
Atacadao SA | 724,037 | 2,639,939 | |||
#* | Azul SA, ADR | 490,810 | 11,008,868 | ||
B3 SA - Brasil Bolsa Balcao | 9,415,491 | 27,568,999 | |||
Banco Bradesco SA | 2,914,966 | 11,557,442 | |||
Banco BTG Pactual SA | 2,015,640 | 11,323,885 | |||
Banco do Brasil SA | 1,576,993 | 9,577,167 | |||
Banco Inter SA | 61,289 | 277,482 | |||
Banco Santander Brasil SA | 855,807 | 6,661,434 | |||
BB Seguridade Participacoes SA | 1,903,788 | 7,811,443 | |||
* | BK Brasil Operacao e Assessoria a Restaurantes SA | 210,886 | 425,963 | ||
* | BR Malls Participacoes SA | 3,685,040 | 7,096,616 | ||
BR Properties SA | 753,194 | 1,249,478 | |||
BrasilAgro - Co. Brasileira de Propriedades Agricolas | 346,518 | 1,922,125 | |||
#* | Braskem SA, Sponsored ADR | 461,479 | 10,235,604 | ||
* | BRF SA | 2,707,534 | 13,318,681 | ||
* | C&A Modas Ltda | 126,900 | 288,728 | ||
Camil Alimentos SA | 501,366 | 856,748 | |||
CCR SA | 6,035,156 | 15,063,990 | |||
Centrais Eletricas Brasileiras SA | 722,800 | 5,585,888 | |||
# | Cia Brasileira de Distribuicao, ADR | 89,028 | 538,619 | ||
Cia Brasileira de Distribuicao | 803,236 | 4,785,564 | |||
Cia de Locacao das Americas | 869,742 | 4,540,543 | |||
Cia de Saneamento Basico do Estado de Sao Paulo | 1,115,204 | 7,592,787 | |||
Cia de Saneamento Basico do Estado de Sao Paulo, ADR | 27,235 | 184,926 | |||
Cia de Saneamento de Minas Gerais-COPASA | 1,109,411 | 2,952,323 | |||
Cia de Saneamento do Parana | 1,248,558 | 4,665,087 | |||
Cia de Saneamento do Parana | 155,400 | 115,470 | |||
# | Cia Energetica de Minas Gerais, Sponsored ADR | 489,101 | 1,095,586 | ||
Cia Energetica de Minas Gerais | 753,131 | 2,125,670 | |||
Cia Hering | 668,276 | 4,773,171 | |||
Cia Paranaense de Energia | 336,500 | 370,856 | |||
Cia Paranaense de Energia | 209,372 | 1,230,122 | |||
Cia Siderurgica Nacional SA, Sponsored ADR | 2,818,413 | 25,083,876 | |||
Cia Siderurgica Nacional SA | 349,936 | 3,141,076 | |||
Cielo SA | 7,168,624 | 4,652,225 | |||
* | Cogna Educacao | 11,268,497 | 7,875,453 | ||
Construtora Tenda SA | 455,027 | 1,959,632 | |||
Cosan SA | 2,018,610 | 9,902,652 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
BRAZIL — (Continued) | |||||
CPFL Energia SA | 107,682 | $523,498 | |||
CSU Cardsystem SA | 227,133 | 955,064 | |||
Cyrela Brazil Realty SA Empreendimentos e Participacoes | 497,297 | 1,990,811 | |||
Cyrela Commercial Properties SA Empreendimentos e Participacoes | 77,634 | 167,990 | |||
Dimed SA Distribuidora da Medicamentos | 121,600 | 448,273 | |||
Direcional Engenharia SA | 591,396 | 1,443,219 | |||
Duratex SA | 2,194,798 | 9,283,617 | |||
* | EcoRodovias Infraestrutura e Logistica SA | 1,460,769 | 3,059,951 | ||
EDP - Energias do Brasil SA | 1,586,028 | 5,216,466 | |||
* | Embraer SA | 82,500 | 294,470 | ||
* | Embraer SA, Sponsored ADR | 1,090,681 | 15,596,738 | ||
Enauta Participacoes SA | 689,087 | 1,983,279 | |||
Energisa SA | 982,500 | 8,064,489 | |||
* | Eneva SA | 1,466,157 | 4,633,599 | ||
Engie Brasil Energia SA | 686,361 | 4,998,545 | |||
Equatorial Energia SA | 3,270,370 | 15,195,690 | |||
* | Eternit SA | 161,300 | 742,044 | ||
Even Construtora e Incorporadora SA | 678,419 | 1,173,629 | |||
Ez Tec Empreendimentos e Participacoes SA | 412,359 | 2,177,290 | |||
Fleury SA | 1,091,119 | 4,893,878 | |||
Fras-Le SA | 80,100 | 243,457 | |||
* | Gafisa SA | 551,719 | 398,303 | ||
Gafisa SA, ADR | 103,158 | 146,494 | |||
Gerdau SA, Sponsored ADR | 818,621 | 4,854,423 | |||
Gerdau SA | 307,870 | 1,545,778 | |||
#* | Gol Linhas Aereas Inteligentes SA, ADR | 271,839 | 2,142,095 | ||
Grendene SA | 1,227,759 | 2,600,141 | |||
Guararapes Confeccoes SA | 662,028 | 2,239,703 | |||
Hapvida Participacoes e Investimentos SA | 1,326,117 | 3,623,222 | |||
Helbor Empreendimentos SA | 325,663 | 485,219 | |||
Hypera SA | 1,096,088 | 7,502,623 | |||
Iguatemi Empresa de Shopping Centers SA | 232,400 | 1,821,896 | |||
Industrias Romi SA | 201,757 | 896,397 | |||
Instituto Hermes Pardini SA | 248,360 | 936,551 | |||
* | International Meal Co. Alimentacao SA, Class A | 1,333,561 | 993,466 | ||
* | Iochpe-Maxion SA | 833,093 | 2,316,169 | ||
IRB Brasil Resseguros SA | 2,698,203 | 2,942,599 | |||
Itau Unibanco Holding SA | 917,911 | 4,841,360 | |||
JBS SA | 5,466,319 | 33,638,079 | |||
JHSF Participacoes SA | 2,104,991 | 3,015,069 | |||
JSL SA | 153,365 | 338,341 | |||
Kepler Weber SA | 114,804 | 1,203,533 | |||
* | Klabin SA | 3,233,629 | 15,186,400 | ||
Light SA | 1,802,249 | 5,017,542 | |||
Localiza Rent a Car SA | 1,332,706 | 15,903,169 | |||
LOG Commercial Properties e Participacoes SA | 220,977 | 1,218,114 | |||
* | Log-in Logistica Intermodal SA | 177,000 | 613,421 | ||
Lojas Americanas SA | 526,064 | 666,639 | |||
Lojas Renner SA | 2,324,134 | 18,429,748 | |||
* | LPS Brasil Consultoria de Imoveis SA | 284,500 | 231,063 | ||
M Dias Branco SA | 263,648 | 1,577,357 | |||
Magazine Luiza SA | 3,911,554 | 15,471,226 | |||
Mahle-Metal Leve SA | 273,399 | 1,676,116 | |||
Marcopolo SA | 661,600 | 355,682 | |||
Marfrig Global Foods SA | 1,577,901 | 5,941,082 | |||
* | Marisa Lojas SA | 865,738 | 1,284,914 | ||
Mills Estruturas e Servicos de Engenharia SA | 927,449 | 1,422,804 | |||
Minerva SA | 1,138,654 | 1,961,067 | |||
Movida Participacoes SA | 247,467 | 1,064,798 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
BRAZIL — (Continued) | |||||
MRV Engenharia e Participacoes SA | 1,846,380 | $5,083,682 | |||
Multiplan Empreendimentos Imobiliarios SA | 837,384 | 3,754,220 | |||
* | Natura & Co. Holding SA | 2,157,736 | 22,268,192 | ||
Neoenergia SA | 132,203 | 441,163 | |||
Notre Dame Intermedica Participacoes SA | 355,173 | 5,455,545 | |||
Odontoprev SA | 1,532,180 | 3,824,382 | |||
* | Omega Geracao SA | 36,992 | 256,545 | ||
Ouro Fino Saude Animal Participacoes SA | 12,400 | 76,139 | |||
* | Petro Rio SA | 4,847,460 | 16,613,481 | ||
Petrobras Distribuidora SA | 1,292,645 | 7,031,274 | |||
Petroleo Brasileiro SA, Sponsored ADR | 880,028 | 9,029,087 | |||
Petroleo Brasileiro SA, Sponsored ADR | 1,615,720 | 17,239,732 | |||
Petroleo Brasileiro SA | 16,003,488 | 84,499,769 | |||
Porto Seguro SA | 723,360 | 7,174,920 | |||
Portobello SA | 710,634 | 1,932,046 | |||
Positivo Tecnologia SA | 421,900 | 1,024,727 | |||
* | Profarma Distribuidora de Produtos Farmaceuticos SA | 125,875 | 151,777 | ||
Qualicorp Consultoria e Corretora de Seguros SA | 1,350,837 | 6,678,645 | |||
Raia Drogasil SA | 2,402,684 | 11,643,785 | |||
* | Rumo SA | 4,777,064 | 18,949,579 | ||
Sao Carlos Empreendimentos e Participacoes SA | 22,300 | 178,760 | |||
Sao Martinho SA | 1,743,349 | 10,734,739 | |||
# | Sendas Distribuidora SA, ADR | 89,028 | 1,465,401 | ||
Sendas Distribuidora SA | 675,436 | 11,241,164 | |||
Ser Educacional SA | 301,185 | 924,677 | |||
SIMPAR SA | 437,311 | 5,848,166 | |||
SLC Agricola SA | 835,857 | 7,221,920 | |||
Sul America SA | 1,682,213 | 9,667,093 | |||
* | Suzano SA | 1,733,608 | 17,997,635 | ||
#* | Suzano SA, Sponsored ADR | 140,729 | 1,467,805 | ||
* | Tecnisa SA | 334,492 | 452,776 | ||
Tegma Gestao Logistica SA | 189,960 | 787,085 | |||
Telefonica Brasil SA | 980,993 | 7,762,055 | |||
Telefonica Brasil SA, ADR | 294,101 | 2,346,926 | |||
* | Terra Santa Agro SA | 9,100 | 83,867 | ||
TIM SA | 3,524,337 | 7,660,058 | |||
TOTVS SA | 765,873 | 5,199,687 | |||
Transmissora Alianca de Energia Eletrica SA | 1,722,371 | 12,566,620 | |||
Trisul SA | 80,936 | 135,508 | |||
* | Tupy SA | 579,773 | 2,437,869 | ||
Ultrapar Participacoes SA | 2,538,609 | 8,617,598 | |||
# | Ultrapar Participacoes SA, Sponsored ADR | 74,790 | 255,782 | ||
Unipar Carbocloro SA | 15,900 | 296,126 | |||
Usinas Siderurgicas de Minas Gerais SA Usiminas | 322,234 | 1,298,650 | |||
Vale SA | 15,734,370 | 328,569,117 | |||
* | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 379,349 | 644,600 | ||
* | Via Varejo SA | 1,190,300 | 2,877,334 | ||
* | Vulcabras Azaleia SA | 475,086 | 822,786 | ||
WEG SA | 2,769,280 | 18,987,374 | |||
Wiz Solucoes e Corretagem de Seguros SA | 471,390 | 1,403,784 | |||
YDUQS Participacoes SA | 1,563,752 | 8,484,929 | |||
TOTAL BRAZIL | 1,225,928,498 | ||||
CHILE — (0.6%) | |||||
AES Gener SA | 16,309,928 | 2,095,466 | |||
Aguas Andinas SA, Class A | 11,757,241 | 2,390,536 | |||
Banco de Chile | 8,969,120 | 821,407 | |||
# | Banco de Chile, ADR | 316,377 | 5,770,719 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
CHILE — (Continued) | |||||
Banco de Credito e Inversiones SA | 153,444 | $6,328,755 | |||
Banco Santander Chile, ADR | 306,008 | 5,979,396 | |||
Besalco SA | 2,474,186 | 880,279 | |||
* | Camanchaca SA | 49,415 | 2,689 | ||
CAP SA | 846,990 | 14,676,688 | |||
Cementos BIO BIO SA | 179,409 | 174,449 | |||
Cencosud SA | 5,516,956 | 10,006,178 | |||
Cia Sud Americana de Vapores SA | 208,860,357 | 16,397,610 | |||
Colbun SA | 28,287,600 | 4,137,549 | |||
Cristalerias de Chile SA | 59,157 | 202,677 | |||
Embotelladora Andina SA, ADR, Class B | 70,431 | 1,001,529 | |||
Empresa Nacional de Telecomunicaciones SA | 1,090,679 | 5,247,263 | |||
Empresas CMPC SA | 3,303,941 | 7,140,032 | |||
Empresas COPEC SA | 742,464 | 6,408,269 | |||
* | Empresas Hites SA | 1,284,893 | 225,949 | ||
# | Enel Americas SA, ADR | 1,281,314 | 8,764,185 | ||
Enel Americas SA | 66,300,546 | 9,214,464 | |||
# | Enel Chile SA, ADR | 1,529,368 | 3,976,357 | ||
Enel Chile SA | 47,754,334 | 2,478,693 | |||
Engie Energia Chile SA | 3,822,045 | 2,991,115 | |||
Falabella SA | 1,038,174 | 4,035,675 | |||
Forus SA | 446,488 | 735,434 | |||
Grupo Security SA | 2,640,638 | 413,902 | |||
Hortifrut SA | 22,571 | 25,281 | |||
Instituto de Diagnostico SA | 4,394 | 8,830 | |||
Inversiones Aguas Metropolitanas SA | 3,909,223 | 2,096,568 | |||
Inversiones La Construccion SA | 202,351 | 826,565 | |||
* | Itau CorpBanca Chile SA | 855,986,566 | 2,174,693 | ||
* | Itau CorpBanca Chile SA, ADR | 23,704 | 89,838 | ||
* | Masisa SA | 4,941,751 | 84,003 | ||
Molibdenos y Metales SA | 84,693 | 479,888 | |||
* | Multiexport Foods SA | 3,517,774 | 1,297,833 | ||
* | Parque Arauco SA | 3,787,694 | 4,796,527 | ||
PAZ Corp. SA | 1,378,694 | 727,458 | |||
Plaza SA | 13,960 | 19,959 | |||
* | Ripley Corp. SA | 5,539,241 | 1,186,336 | ||
Salfacorp SA | 2,323,785 | 1,151,351 | |||
Sigdo Koppers SA | 1,838,995 | 1,584,829 | |||
SMU SA | 1,083,455 | 111,075 | |||
Sociedad Matriz SAAM SA | 25,601,477 | 1,585,575 | |||
# | Sociedad Quimica y Minera de Chile SA, Sponsored ADR | 334,367 | 15,882,432 | ||
Socovesa SA | 1,574,885 | 309,629 | |||
SONDA SA | 3,257,146 | 1,716,806 | |||
Vina Concha y Toro SA | 2,632,816 | 4,576,035 | |||
TOTAL CHILE | 163,228,776 | ||||
CHINA — (30.4%) | |||||
* | 21Vianet Group, Inc., ADR | 168,819 | 2,925,633 | ||
263 Network Communications Co., Ltd., Class A | 715,770 | 422,890 | |||
#* | 360 DigiTech, Inc., ADR | 59,347 | 1,261,124 | ||
* | 360 Security Technology, Inc., Class A | 1,080,100 | 2,001,003 | ||
* | 361 Degrees International, Ltd. | 6,035,000 | 2,570,648 | ||
* | 3SBio, Inc. | 7,956,500 | 6,629,496 | ||
* | 51job, Inc., ADR | 113,891 | 8,202,430 | ||
5I5J Holding Group Co., Ltd., Class A | 1,791,700 | 998,094 | |||
AAC Technologies Holdings, Inc. | 6,404,000 | 38,437,503 | |||
AAG Energy Holdings, Ltd. | 583,000 | 82,539 | |||
Accelink Technologies Co., Ltd., Class A | 399,537 | 1,699,113 | |||
Addsino Co., Ltd., Class A | 354,700 | 1,082,465 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Advanced Technology & Materials Co., Ltd., Class A | 421,700 | $651,170 | |||
AECC Aero-Engine Control Co., Ltd., Class A | 292,600 | 935,516 | |||
AECC Aviation Power Co., Ltd., Class A | 220,072 | 1,869,960 | |||
* | Aerospace Hi-Tech Holdings Grp, Ltd., Class A | 212,100 | 277,337 | ||
Agile Group Holdings, Ltd. | 14,656,465 | 16,034,963 | |||
Agricultural Bank of China, Ltd., Class H | 108,032,460 | 36,025,940 | |||
Aier Eye Hospital Group Co., Ltd., Class A | 789,941 | 7,213,037 | |||
* | Air China, Ltd., Class H | 11,216,000 | 7,151,995 | ||
Aisino Corp., Class A | 541,000 | 1,008,793 | |||
Ajisen China Holdings, Ltd. | 3,826,000 | 703,570 | |||
# | Ak Medical Holdings, Ltd. | 1,020,000 | 1,262,492 | ||
AKM Industrial Co., Ltd. | 230,000 | 27,553 | |||
* | Alibaba Group Holding, Ltd., Sponsored ADR | 2,528,930 | 493,621,847 | ||
* | Alibaba Group Holding, Ltd. | 6,809,400 | 166,304,275 | ||
* | Alibaba Health Information Technology, Ltd. | 3,708,000 | 5,779,315 | ||
#* | Alibaba Pictures Group, Ltd. | 32,620,000 | 3,949,693 | ||
A-Living Smart City Services Co., Ltd. | 2,400,000 | 9,154,006 | |||
All Winner Technology Co., Ltd., Class A | 122,900 | 1,843,197 | |||
Allmed Medical Products Co., Ltd., Class A | 195,700 | 469,860 | |||
* | Alpha Group, Class A | 807,000 | 671,905 | ||
#* | Aluminum Corp. of China, Ltd., ADR | 160,200 | 2,422,224 | ||
* | Aluminum Corp. of China, Ltd., Class H | 20,622,000 | 12,578,453 | ||
Amoy Diagnostics Co., Ltd., Class A | 56,570 | 721,931 | |||
An Hui Wenergy Co., Ltd., Class A | 643,539 | 360,920 | |||
# | Angang Steel Co., Ltd., Class H | 17,399,908 | 11,895,788 | ||
Angel Yeast Co., Ltd., Class A | 221,000 | 1,602,986 | |||
Anhui Anke Biotechnology Group Co., Ltd., Class A | 327,900 | 740,098 | |||
Anhui Conch Cement Co., Ltd., Class H | 7,186,000 | 34,369,934 | |||
Anhui Construction Engineering Group Co., Ltd., Class A | 766,116 | 452,404 | |||
Anhui Expressway Co., Ltd., Class H | 3,148,000 | 1,881,371 | |||
Anhui Genuine New Materials Co., Ltd., Class A | 105,280 | 426,739 | |||
Anhui Guangxin Agrochemical Co., Ltd., Class A | 144,700 | 632,859 | |||
Anhui Gujing Distillery Co., Ltd., Class A | 81,095 | 2,342,252 | |||
Anhui Hengyuan Coal Industry and Electricity Power Co., Ltd., Class A | 1,008,857 | 1,014,248 | |||
Anhui Jianghuai Automobile Group Corp., Ltd., Class A | 100,800 | 277,883 | |||
Anhui Jiangnan Chemical Industry Co., Ltd., Class A | 798,340 | 631,476 | |||
Anhui Jinhe Industrial Co., Ltd., Class A | 169,582 | 776,382 | |||
Anhui Korrun Co., Ltd., Class A | 83,762 | 216,048 | |||
Anhui Kouzi Distillery Co., Ltd., Class A | 176,028 | 1,500,406 | |||
Anhui Sinonet & Xonglong Science & Technology Co., Ltd., Class A | 20,200 | 24,122 | |||
* | Anhui Tatfook Technology Co., Ltd., Class A | 353,900 | 636,765 | ||
Anhui Transport Consulting & Design Institute Co., Ltd., Class A | 70,160 | 89,384 | |||
Anhui Truchum Advanced Materials & Technology Co., Ltd., Class A | 612,200 | 912,042 | |||
Anhui Xinhua Media Co., Ltd., Class A | 739,600 | 493,188 | |||
Anhui Yingjia Distillery Co., Ltd., Class A | 200,000 | 1,117,348 | |||
Anhui Zhongding Sealing Parts Co., Ltd., Class A | 510,200 | 1,160,291 | |||
Animal Health Holdings, Inc. | 1,485,000 | 17,924 | |||
Anji Microelectronics Technology Shanghai Co., Ltd., Class A | 16,339 | 829,933 | |||
ANTA Sports Products, Ltd. | 4,074,000 | 88,696,482 | |||
#* | Anton Oilfield Services Group | 18,644,000 | 1,066,622 | ||
Aoshikang Technology Co., Ltd., Class A | 49,500 | 804,269 | |||
* | Aowei Holdings, Ltd. | 187,000 | 19,130 | ||
Apeloa Pharmaceutical Co., Ltd., Class A | 377,400 | 1,616,159 | |||
APT Satellite Holdings, Ltd. | 660,000 | 196,336 | |||
* | Art Group Holdings, Ltd. | 455,000 | 22,986 | ||
#* | Ascletis Pharma, Inc. | 729,000 | 275,303 | ||
Asia Cement China Holdings Corp. | 5,246,500 | 3,568,910 | |||
AsiaInfo Technologies, Ltd. | 402,000 | 601,158 | |||
#* | Asian Citrus Holdings, Ltd. | 3,478,000 | 93,918 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Asymchem Laboratories Tianjin Co., Ltd., Class A | 38,900 | $2,399,888 | |||
# | Ausnutria Dairy Corp., Ltd. | 3,672,000 | 3,479,137 | ||
Autobio Diagnostics Co., Ltd., Class A | 145,655 | 1,394,557 | |||
Avary Holding Shenzhen Co., Ltd., Class A | 455,931 | 2,607,419 | |||
AVIC Electromechanical Systems Co., Ltd., Class A | 458,000 | 703,202 | |||
AVIC Industry-Finance Holdings Co., Ltd., Class A | 851,100 | 510,536 | |||
AviChina Industry & Technology Co., Ltd., Class H | 12,896,212 | 9,667,978 | |||
AVICOPTER P.L.C., Class A | 72,100 | 570,172 | |||
* | Babytree Group | 150,500 | 17,885 | ||
Bafang Electric Suzhou Co., Ltd., Class A | 21,500 | 746,833 | |||
BAIC Motor Corp., Ltd., Class H | 13,495,500 | 4,817,880 | |||
* | Baidu, Inc., Sponsored ADR | 559,862 | 91,822,967 | ||
# | BAIOO Family Interactive, Ltd. | 7,160,000 | 1,168,213 | ||
Bank of Beijing Co., Ltd., Class A | 1,851,400 | 1,230,635 | |||
Bank of Changsha Co., Ltd., Class A | 924,447 | 1,123,468 | |||
Bank of Chengdu Co., Ltd., Class A | 1,314,600 | 2,203,317 | |||
Bank of China, Ltd., Class H | 204,333,702 | 71,003,973 | |||
Bank of Chongqing Co., Ltd., Class H | 2,882,500 | 1,709,393 | |||
Bank of Communications Co., Ltd., Class H | 25,189,618 | 14,570,932 | |||
Bank of Guiyang Co., Ltd., Class A | 1,309,900 | 1,349,731 | |||
Bank of Hangzhou Co., Ltd., Class A | 803,259 | 1,507,505 | |||
Bank of Jiangsu Co., Ltd., Class A | 2,032,760 | 1,971,826 | |||
Bank of Nanjing Co., Ltd., Class A | 1,965,296 | 2,659,392 | |||
Bank of Ningbo Co., Ltd., Class A | 949,365 | 4,770,477 | |||
Bank of Shanghai Co., Ltd., Class A | 1,244,000 | 1,378,719 | |||
Bank of Suzhou Co., Ltd., Class A | 756,781 | 811,212 | |||
Baoshan Iron & Steel Co., Ltd., Class A | 4,392,337 | 5,385,150 | |||
Baosheng Science and Technology Innovation Co., Ltd., Class A | 340,200 | 211,369 | |||
* | Baoye Group Co., Ltd., Class H | 1,616,440 | 813,315 | ||
#* | Baozun, Inc., Sponsored ADR | 302,114 | 7,468,258 | ||
BBMG Corp., Class H | 16,085,404 | 2,836,861 | |||
Bear Electric Appliance Co., Ltd., Class A | 81,896 | 658,538 | |||
Befar Group Co., Ltd., Class A | 472,000 | 584,747 | |||
Beibuwan Port Co., Ltd., Class A | 401,230 | 477,798 | |||
* | BeiGene, Ltd., ADR | 777 | 245,990 | ||
* | BeiGene, Ltd. | 161,100 | 3,805,276 | ||
Beijing Aosaikang Pharmaceutical Co., Ltd., Class A | 327,416 | 617,012 | |||
Beijing Capital Development Co., Ltd., Class A | 1,921,600 | 1,418,410 | |||
Beijing Capital Eco-Environment Protection Group Co., Ltd., Class A | 4,570,230 | 2,246,425 | |||
* | Beijing Capital International Airport Co., Ltd., Class H | 13,182,000 | 7,576,018 | ||
* | Beijing Capital Land, Ltd., Class H | 17,125,999 | 5,384,468 | ||
* | Beijing Career International Co., Ltd., Class A | 65,700 | 551,637 | ||
* | Beijing Centergate Technologies Holding Co., Ltd., Class A | 248,134 | 229,045 | ||
Beijing Certificate Authority Co., Ltd., Class A | 50,583 | 350,806 | |||
#* | Beijing Chunlizhengda Medical Instruments Co., Ltd., Class H | 197,250 | 531,269 | ||
Beijing Cisri-Gaona Materials & Technology Co., Ltd., Class A | 103,100 | 556,348 | |||
Beijing Ctrowell Technology Corp., Ltd., Class A | 230,068 | 397,696 | |||
Beijing Dabeinong Technology Group Co., Ltd., Class A | 1,178,300 | 1,447,696 | |||
Beijing Easpring Material Technology Co., Ltd., Class A | 119,800 | 1,243,212 | |||
Beijing E-Hualu Information Technology Co., Ltd., Class A | 245,589 | 1,006,207 | |||
#* | Beijing Energy International Holding Co., Ltd. | 14,756,000 | 483,845 | ||
Beijing Enlight Media Co., Ltd., Class A | 595,800 | 822,805 | |||
#* | Beijing Enterprises Clean Energy Group, Ltd. | 65,400,000 | 773,769 | ||
Beijing Enterprises Holdings, Ltd. | 3,433,028 | 10,678,522 | |||
Beijing Enterprises Water Group, Ltd. | 25,958,469 | 9,528,729 | |||
* | Beijing Forever Technology Co., Ltd., Class A | 240,700 | 270,535 | ||
* | Beijing Gas Blue Sky Holdings, Ltd. | 8,656,000 | 96,906 | ||
Beijing GeoEnviron Engineering & Technology, Inc., Class A | 301,470 | 698,003 | |||
#* | Beijing Health Holdings, Ltd. | 13,284,000 | 207,104 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
* | Beijing Jetsen Technology Co., Ltd., Class A | 1,306,200 | $849,213 | ||
Beijing Jingneng Clean Energy Co., Ltd., Class H | 9,008,000 | 2,170,573 | |||
* | Beijing Jingxi Culture & Tourism Co., Ltd., Class A | 93,700 | 67,844 | ||
Beijing Konruns Pharmaceutical Co., Ltd., Class A | 57,000 | 281,006 | |||
Beijing New Building Materials P.L.C., Class A | 425,879 | 2,147,240 | |||
# | Beijing North Star Co., Ltd., Class H | 6,838,000 | 1,152,944 | ||
* | Beijing Orient Landscape & Environment Co., Ltd., Class A | 1,517,005 | 646,697 | ||
* | Beijing Orient National Communication Science & Technology Co., Ltd., Class A | 491,946 | 816,863 | ||
Beijing Oriental Yuhong Waterproof Technology Co., Ltd., Class A | 501,160 | 3,960,593 | |||
Beijing Originwater Technology Co., Ltd., Class A | 1,189,600 | 1,274,928 | |||
* | Beijing Philisense Technology Co., Ltd., Class A | 611,600 | 461,097 | ||
* | Beijing Sanju Environmental Protection and New Material Co., Ltd., Class A | 1,488,456 | 1,333,851 | ||
Beijing Science Sun Pharmaceutical Co., Ltd., Class A | 31,600 | 58,434 | |||
Beijing Shiji Information Technology Co., Ltd., Class A | 333,379 | 1,044,286 | |||
* | Beijing Shougang Co., Ltd., Class A | 824,200 | 903,444 | ||
Beijing Shunxin Agriculture Co., Ltd., Class A | 160,400 | 775,119 | |||
Beijing Sinnet Technology Co., Ltd., Class A | 726,800 | 1,822,357 | |||
Beijing SL Pharmaceutical Co., Ltd., Class A | 513,465 | 737,826 | |||
Beijing SPC Environment Protection Tech Co., Ltd., Class A | 573,245 | 427,678 | |||
Beijing SuperMap Software Co., Ltd., Class A | 207,300 | 874,148 | |||
Beijing Thunisoft Corp., Ltd., Class A | 434,506 | 1,181,202 | |||
Beijing Tiantan Biological Products Corp., Ltd., Class A | 201,040 | 1,152,308 | |||
Beijing Tongrentang Co., Ltd., Class A | 171,372 | 909,573 | |||
Beijing Tongtech Co., Ltd., Class A | 169,600 | 827,913 | |||
* | Beijing Ultrapower Software Co., Ltd., Class A | 883,200 | 623,562 | ||
* | Beijing UniStrong Science & Technology Co., Ltd., Class A | 38,300 | 40,669 | ||
Beijing Urban Construction Design & Development Group Co., Ltd., Class H | 1,882,000 | 453,106 | |||
Beijing Wanji Technology Co., Ltd., Class A | 92,380 | 380,280 | |||
Beijing Yanjing Brewery Co., Ltd., Class A | 930,600 | 900,959 | |||
Beijing Yuanliu Hongyuan Electronic Technology Co., Ltd., Class A | 62,407 | 1,532,230 | |||
Beijing Zhidemai Technology Co., Ltd., Class A | 20,344 | 234,929 | |||
Beijing Zhong Ke San Huan High-Tech Co., Ltd., Class A | 442,700 | 828,392 | |||
Best Pacific International Holdings, Ltd. | 1,354,000 | 399,686 | |||
#* | BEST, Inc. | 423,929 | 428,168 | ||
Bestore Co., Ltd., Class A | 38,606 | 200,043 | |||
Bestsun Energy Co., Ltd., Class A | 924,440 | 646,478 | |||
Betta Pharmaceuticals Co., Ltd., Class A | 46,956 | 601,457 | |||
Better Life Commercial Chain Share Co., Ltd., Class A | 392,100 | 406,082 | |||
BGI Genomics Co., Ltd., Class A | 138,500 | 2,414,436 | |||
Biem.L.Fdlkk Garment Co., Ltd., Class A | 343,600 | 1,261,529 | |||
BII Railway Transportation Technology Holdings Co., Ltd. | 1,064,000 | 54,771 | |||
* | Bilibili, Inc., Class Z | 7,240 | 619,877 | ||
Black Peony Group Co., Ltd., Class A | 249,700 | 302,401 | |||
Blue Sail Medical Co., Ltd., Class A | 429,628 | 1,373,914 | |||
* | Bluedon Information Security Technology Co., Ltd., Class A | 156,644 | 114,614 | ||
Bluefocus Intelligent Communications Group Co., Ltd., Class A | 1,123,502 | 957,414 | |||
BOC International China Co., Ltd., Class A | 261,500 | 603,262 | |||
BOE Technology Group Co., Ltd., Class A | 7,215,179 | 6,430,740 | |||
* | Bohai Leasing Co., Ltd., Class A | 3,137,585 | 1,230,003 | ||
Bosideng International Holdings, Ltd. | 29,512,157 | 18,478,051 | |||
* | Boyaa Interactive International, Ltd. | 1,928,000 | 115,690 | ||
Bright Dairy & Food Co., Ltd., Class A | 356,169 | 717,577 | |||
Bright Real Estate Group Co., Ltd., Class A | 563,094 | 193,753 | |||
Brilliance China Automotive Holdings, Ltd. | 20,104,000 | 14,163,850 | |||
B-Soft Co., Ltd., Class A | 598,715 | 724,257 | |||
* | BTG Hotels Group Co., Ltd., Class A | 377,071 | 1,088,754 | ||
BYD Co., Ltd., Class H | 3,071,300 | 94,929,060 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
# | BYD Electronic International Co., Ltd. | 7,496,722 | $38,084,520 | ||
By-health Co., Ltd., Class A | 172,300 | 733,191 | |||
C C Land Holdings, Ltd. | 13,761,530 | 3,311,922 | |||
* | C&D International Investment Group, Ltd. | 247,000 | 429,146 | ||
* | C&D Property Management Group Co., Ltd. | 247,000 | 146,457 | ||
C&S Paper Co., Ltd., Class A | 394,771 | 1,200,005 | |||
#* | CA Cultural Technology Group, Ltd. | 3,507,000 | 1,320,358 | ||
Cabbeen Fashion, Ltd. | 1,829,000 | 920,957 | |||
Caitong Securities Co., Ltd., Class A | 850,300 | 1,283,536 | |||
Camel Group Co., Ltd., Class A | 436,530 | 947,702 | |||
Cangzhou Mingzhu Plastic Co., Ltd., Class A | 371,700 | 477,845 | |||
Canny Elevator Co., Ltd., Class A | 314,700 | 390,891 | |||
#* | CanSino Biologics, Inc., Class H | 96,000 | 4,072,485 | ||
# | Canvest Environmental Protection Group Co., Ltd. | 2,812,000 | 1,466,140 | ||
* | Capital Environment Holdings, Ltd. | 4,918,000 | 112,772 | ||
Carrianna Group Holdings Co., Ltd. | 1,788,877 | 193,293 | |||
Castech, Inc., Class A | 85,100 | 236,669 | |||
CCS Supply Chain Management Co., Ltd., Class A | 288,300 | 237,365 | |||
* | CECEP COSTIN New Materials Group, Ltd. | 2,583,000 | 37,393 | ||
CECEP Guozhen Environmental Protection Technology Co., Ltd., Class A | 76,300 | 83,052 | |||
CECEP Solar Energy Co., Ltd., Class A | 1,872,200 | 2,037,174 | |||
* | CECEP Techand Ecology & Environment Co., Ltd., Class A | 410,500 | 177,633 | ||
CECEP Wind-Power Corp., Class A | 3,066,200 | 1,991,660 | |||
* | Central China Management Co., Ltd. | 6,510,074 | 1,616,806 | ||
# | Central China Real Estate, Ltd. | 6,510,074 | 1,451,532 | ||
Central China Securities Co., Ltd., Class H | 4,483,000 | 819,602 | |||
Centre Testing International Group Co Ltd, Class A | 105,393 | 444,079 | |||
CETC Digital Technology Co., Ltd., Class A | 91,068 | 338,011 | |||
# | CGN New Energy Holdings Co., Ltd. | 13,644,000 | 5,271,351 | ||
CGN Nuclear Technology Development Co., Ltd., Class A | 286,000 | 414,844 | |||
CGN Power Co., Ltd., Class H | 28,094,000 | 6,072,713 | |||
Chacha Food Co., Ltd., Class A | 162,391 | 949,220 | |||
Changchun Faway Automobile Components Co., Ltd., Class A | 459,510 | 633,630 | |||
Changchun High & New Technology Industry Group, Inc., Class A | 65,818 | 3,124,740 | |||
Changjiang Securities Co., Ltd., Class A | 1,305,899 | 1,397,140 | |||
Changying Xinzhi Technology Co., Ltd., Class A | 186,800 | 450,830 | |||
Changzhou Tronly New Electronic Materials Co., Ltd., Class A | 143,700 | 329,872 | |||
Changzhou Xingyu Automotive Lighting Systems Co., Ltd., Class A | 51,220 | 1,637,439 | |||
Chanjet Information Technology Co., Ltd., Class H | 33,400 | 72,317 | |||
Chaowei Power Holdings, Ltd. | 5,544,000 | 2,748,251 | |||
Chaozhou Three-Circle Group Co., Ltd., Class A | 243,973 | 1,760,280 | |||
* | Cheetah Mobile, Inc., ADR | 222,465 | 451,604 | ||
Chengdu Fusen Noble-House Industrial Co., Ltd., Class A | 231,530 | 428,954 | |||
Chengdu Hongqi Chain Co., Ltd., Class A | 682,300 | 480,395 | |||
Chengdu Jiafaantai Education Technology Co., Ltd., Class A | 151,000 | 273,578 | |||
Chengdu Kanghong Pharmaceutical Group Co., Ltd., Class A | 228,471 | 659,266 | |||
Chengdu Wintrue Holding Co., Ltd., Class A | 422,500 | 653,018 | |||
Chengdu Xingrong Environment Co., Ltd., Class A | 470,862 | 362,186 | |||
Chengtun Mining Group Co., Ltd., Class A | 959,900 | 1,401,352 | |||
* | Chengzhi Co., Ltd., Class A | 24,600 | 56,696 | ||
* | Chifeng Jilong Gold Mining Co., Ltd., Class A | 530,200 | 1,296,563 | ||
China Aerospace International Holdings, Ltd. | 12,304,600 | 1,013,808 | |||
# | China Aircraft Leasing Group Holdings, Ltd. | 1,534,500 | 1,103,498 | ||
China Aoyuan Group, Ltd. | 13,875,000 | 8,873,392 | |||
China Baoan Group Co., Ltd., Class A | 671,592 | 2,216,909 | |||
China Bester Group Telecom Co., Ltd., Class A | 31,300 | 68,908 | |||
China BlueChemical, Ltd., Class H | 12,777,122 | 4,033,711 | |||
#* | China Boton Group Co., Ltd. | 218,000 | 110,587 | ||
China Building Material Test & Certification Group Co., Ltd., Class A | 216,743 | 586,924 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
China CAMC Engineering Co., Ltd., Class A | 510,993 | $494,960 | |||
China Chengtong Development Group, Ltd. | 546,000 | 12,589 | |||
China Cinda Asset Management Co., Ltd., Class H | 60,564,000 | 10,287,389 | |||
China CITIC Bank Corp., Ltd., Class H | 26,326,607 | 11,781,798 | |||
China Coal Energy Co., Ltd., Class H | 10,035,168 | 6,034,387 | |||
China Common Rich Renewable Energy Investments, Ltd. | 37,310,000 | 4,501,023 | |||
China Communications Services Corp., Ltd., Class H | 15,733,327 | 6,749,574 | |||
China Conch Venture Holdings, Ltd. | 6,982,000 | 25,455,379 | |||
China Construction Bank Corp., Class H | 375,913,302 | 261,839,918 | |||
China CSSC Holdings, Ltd., Class A | 181,178 | 416,191 | |||
* | China CYTS Tours Holding Co., Ltd., Class A | 302,500 | 436,638 | ||
# | China Datang Corp. Renewable Power Co., Ltd., Class H | 15,606,000 | 4,721,012 | ||
China Development Bank Financial Leasing Co., Ltd., Class H | 296,000 | 40,802 | |||
#* | China Dili Group | 10,867,661 | 2,836,504 | ||
China Dongxiang Group Co., Ltd. | 23,015,888 | 3,116,956 | |||
China East Education Holdings, Ltd. | 365,500 | 427,430 | |||
China Eastern Airlines Corp., Ltd., ADR | 3,360 | 62,261 | |||
* | China Eastern Airlines Corp., Ltd., Class H | 11,200,000 | 4,090,092 | ||
# | China Education Group Holdings, Ltd. | 2,311,000 | 4,190,647 | ||
* | China Electronics Huada Technology Co., Ltd. | 2,662,000 | 308,575 | ||
China Electronics Optics Valley Union Holding Co., Ltd. | 4,356,000 | 262,895 | |||
China Energy Engineering Corp., Ltd., Class H | 2,854,000 | 267,829 | |||
China Enterprise Co., Ltd., Class A | 2,240,978 | 944,528 | |||
China Everbright Bank Co., Ltd., Class H | 8,833,000 | 3,011,125 | |||
China Everbright Environment Group, Ltd. | 21,749,777 | 11,795,985 | |||
# | China Everbright Greentech, Ltd. | 3,225,000 | 1,108,599 | ||
China Everbright, Ltd. | 9,396,896 | 10,328,282 | |||
# | China Evergrande Group | 13,440,000 | 9,093,210 | ||
China Express Airlines Co., Ltd., Class A | 297,404 | 473,189 | |||
China Feihe Ltd. | 958,000 | 1,841,764 | |||
China Film Co., Ltd., Class A | 764,300 | 1,361,214 | |||
* | China Financial Services Holdings, Ltd. | 71,200 | 11,682 | ||
China Foods, Ltd. | 7,802,000 | 2,525,713 | |||
* | China Fordoo Holdings, Ltd. | 259,000 | 19,311 | ||
* | China Fortune Land Development Co., Ltd., Class A | 2,263,290 | 1,520,800 | ||
China Galaxy Securities Co., Ltd., Class H | 12,905,500 | 6,743,029 | |||
China Gas Holdings, Ltd. | 9,929,000 | 30,569,282 | |||
China Gezhouba Group Co., Ltd., Class A | 1,627,326 | 2,093,041 | |||
* | China Glass Holdings, Ltd. | 3,264,000 | 1,425,406 | ||
* | China Grand Automotive Services Group Co., Ltd., Class A | 196,100 | 82,861 | ||
China Grand Pharmaceutical and Healthcare Holdings, Ltd., Class A | 5,036,000 | 4,006,003 | |||
China Great Wall Securities Co., Ltd., Class A | 583,600 | 835,998 | |||
China Greatwall Technology Group Co., Ltd., Class A | 610,000 | 1,508,694 | |||
* | China Greenland Broad Greenstate Group Co., Ltd. | 4,480,000 | 178,687 | ||
China Hanking Holdings, Ltd. | 4,174,000 | 742,405 | |||
# | China Harmony Auto Holding, Ltd. | 6,926,000 | 3,233,014 | ||
#* | China High Precision Automation Group, Ltd. | 1,360,000 | 40,033 | ||
* | China High Speed Railway Technology Co., Ltd., Class A | 1,276,592 | 403,764 | ||
* | China High Speed Transmission Equipment Group Co., Ltd. | 2,117,000 | 1,315,541 | ||
China Hongqiao Group, Ltd. | 8,566,500 | 11,357,824 | |||
China Huarong Asset Management Co., Ltd., Class H | 61,952,000 | 6,098,619 | |||
* | China Index Holdings, Ltd., ADR | 23,280 | 39,344 | ||
China International Capital Corp., Ltd., Class H | 6,070,400 | 13,983,295 | |||
China International Marine Containers Group Co., Ltd., Class H | 2,633,060 | 5,288,666 | |||
# | China Isotope & Radiation Corp. | 13,400 | 48,012 | ||
China Jinmao Holdings Group, Ltd. | 22,882,976 | 6,390,464 | |||
China Jushi Co., Ltd., Class A | 1,251,507 | 2,906,829 | |||
# | China Kepei Education Group, Ltd. | 990,000 | 567,865 | ||
China Kings Resources Group Co., Ltd., Class A | 146,640 | 645,508 |
Emerging Markets Core Equity Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
China Lesso Group Holdings, Ltd. | 12,427,000 | $25,948,869 | |||
# | China Life Insurance Co., Ltd., ADR | 817,620 | 6,818,951 | ||
China Life Insurance Co., Ltd., Class H | 15,007,000 | 25,012,834 | |||
China Lilang, Ltd. | 3,575,000 | 2,234,188 | |||
* | China Literature, Ltd. | 696,200 | 6,460,756 | ||
#* | China Logistics Property Holdings Co., Ltd. | 2,841,000 | 1,208,144 | ||
* | China Longevity Group Co., Ltd. | 893,399 | 29,546 | ||
China Longyuan Power Group Corp., Ltd., Class H | 17,003,000 | 31,840,946 | |||
#* | China Lumena New Materials Corp. | 391,649 | 0 | ||
* | China Machinery Engineering Corp., Class H | 6,282,000 | 2,990,986 | ||
#* | China Maple Leaf Educational Systems, Ltd. | 13,904,000 | 2,830,636 | ||
China Medical System Holdings, Ltd. | 13,813,800 | 28,053,125 | |||
China Meheco Co., Ltd., Class A | 485,170 | 819,151 | |||
China Meidong Auto Holdings, Ltd. | 2,666,000 | 14,390,428 | |||
China Mengniu Dairy Co., Ltd. | 7,906,000 | 42,924,938 | |||
# | China Merchants Bank Co., Ltd., Class H | 19,175,646 | 145,879,725 | ||
China Merchants Energy Shipping Co., Ltd., Class A | 2,772,696 | 1,621,618 | |||
China Merchants Land, Ltd. | 12,962,000 | 1,685,793 | |||
China Merchants Port Holdings Co., Ltd. | 7,902,958 | 11,011,805 | |||
China Merchants Property Operation & Service Co Ltd, Class A | 37,500 | 77,947 | |||
China Merchants Securities Co., Ltd., Class H | 904,060 | 1,232,039 | |||
China Merchants Shekou Industrial Zone Holdings Co., Ltd., Class A | 1,403,651 | 2,037,745 | |||
China Metal Recycling Holdings, Ltd. | 1,955,133 | 0 | |||
China Minmetals Rare Earth Co., Ltd., Class A | 273,901 | 1,601,086 | |||
# | China Minsheng Banking Corp., Ltd., Class H | 18,229,460 | 7,415,909 | ||
# | China Modern Dairy Holdings, Ltd. | 12,749,000 | 2,301,764 | ||
China Molybdenum Co., Ltd., Class H | 15,561,000 | 11,389,727 | |||
China National Accord Medicines Corp., Ltd., Class A | 206,215 | 1,116,155 | |||
China National Building Material Co., Ltd., Class H | 40,908,150 | 44,307,667 | |||
China National Medicines Corp., Ltd., Class A | 278,500 | 1,311,114 | |||
China National Nuclear Power Co., Ltd., Class A | 4,488,021 | 3,343,223 | |||
China National Software & Service Co., Ltd., Class A | 15,100 | 135,940 | |||
China New Higher Education Group, Ltd. | 1,396,000 | 728,144 | |||
* | China New Town Development Co., Ltd. | 6,821,177 | 85,012 | ||
* | China Nonferrous Metal Industry's Foreign Engineering and Construction Co., Ltd., Class A | 766,400 | 717,634 | ||
China Northern Rare Earth Group High-Tech Co., Ltd., Class A | 375,318 | 2,793,205 | |||
* | China Oil & Gas Group, Ltd. | 30,080,000 | 1,605,907 | ||
China Oilfield Services, Ltd., Class H | 13,648,000 | 9,920,682 | |||
China Oriental Group Co., Ltd. | 13,256,000 | 4,242,408 | |||
China Overseas Grand Oceans Group, Ltd. | 17,162,500 | 9,884,424 | |||
China Overseas Land & Investment, Ltd. | 22,770,033 | 47,724,696 | |||
China Overseas Property Holdings, Ltd. | 10,806,344 | 10,128,686 | |||
China Pacific Insurance Group Co., Ltd., Class H | 13,549,265 | 38,155,026 | |||
China Petroleum & Chemical Corp., ADR | 196,340 | 8,976,656 | |||
China Petroleum & Chemical Corp., Class H | 144,228,400 | 65,951,381 | |||
China Pioneer Pharma Holdings, Ltd. | 2,974,000 | 409,722 | |||
# | China Power International Development, Ltd. | 33,484,600 | 7,665,852 | ||
* | China Properties Group, Ltd. | 397,000 | 15,901 | ||
China Publishing & Media Co., Ltd., Class A | 541,393 | 443,561 | |||
China Railway Group, Ltd., Class H | 17,289,000 | 8,016,050 | |||
China Railway Hi-tech Industry Co., Ltd., Class A | 170,500 | 201,691 | |||
China Railway Signal & Communication Corp., Ltd., Class H | 7,736,000 | 2,767,171 | |||
China Railway Tielong Container Logistics Co., Ltd., Class A | 561,500 | 400,504 | |||
* | China Rare Earth Holdings, Ltd. | 9,802,399 | 1,175,158 | ||
China Reinsurance Group Corp., Class H | 22,388,000 | 2,161,929 | |||
China Renaissance Holdings, Ltd. | 285,000 | 645,770 | |||
China Resources Beer Holdings Co., Ltd. | 4,741,661 | 35,553,944 | |||
China Resources Cement Holdings, Ltd. | 20,756,946 | 17,148,141 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
China Resources Double Crane Pharmaceutical Co., Ltd., Class A | 470,154 | $810,341 | |||
China Resources Gas Group, Ltd. | 4,914,000 | 30,293,634 | |||
China Resources Land, Ltd. | 14,554,610 | 48,639,429 | |||
China Resources Medical Holdings Co., Ltd. | 4,392,000 | 4,076,240 | |||
China Resources Pharmaceutical Group, Ltd. | 6,739,000 | 3,609,503 | |||
China Resources Power Holdings Co., Ltd. | 10,738,820 | 18,513,150 | |||
China Resources Sanjiu Medical & Pharmaceutical Co., Ltd., Class A | 380,696 | 1,407,277 | |||
China Risun Group, Ltd. | 390,000 | 249,749 | |||
* | China Ruifeng Renewable Energy Holdings, Ltd. | 932,000 | 26,553 | ||
# | China Sanjiang Fine Chemicals Co., Ltd. | 5,996,000 | 2,296,117 | ||
China SCE Group Holdings, Ltd. | 25,207,400 | 8,797,826 | |||
China Science Publishing & Media, Ltd., Class A | 215,000 | 262,820 | |||
#* | China Shengmu Organic Milk, Ltd. | 5,244,000 | 425,593 | ||
China Shenhua Energy Co., Ltd., Class H | 26,783,000 | 50,679,354 | |||
# | China Shineway Pharmaceutical Group, Ltd. | 2,323,000 | 2,352,928 | ||
China Shuifa Singyes Energy Holdings, Ltd. | 473,000 | 104,951 | |||
* | China Silver Group, Ltd. | 7,744,000 | 625,931 | ||
China South City Holdings, Ltd. | 43,416,711 | 4,137,861 | |||
China South Publishing & Media Group Co., Ltd., Class A | 785,334 | 1,010,678 | |||
* | China Southern Airlines Co., Ltd., Sponsored ADR | 33,338 | 884,124 | ||
* | China Southern Airlines Co., Ltd., Class H | 16,036,000 | 8,433,523 | ||
China Starch Holdings, Ltd. | 9,420,000 | 215,548 | |||
China State Construction Engineering Corp., Ltd., Class A | 7,859,092 | 5,435,729 | |||
* | China Sunshine Paper Holdings Co., Ltd. | 1,971,500 | 419,193 | ||
China Suntien Green Energy Corp., Ltd., Class H | 10,487,000 | 5,436,284 | |||
China Taiping Insurance Holdings Co., Ltd. | 13,410,330 | 18,838,225 | |||
# | China Tian Lun Gas Holdings, Ltd. | 1,848,000 | 1,894,752 | ||
#* | China Tianrui Group Cement Co., Ltd. | 22,000 | 16,590 | ||
* | China Tianying, Inc., Class A | 1,244,746 | 805,845 | ||
China Tourism Group Duty Free Corp., Ltd., Class A | 283,217 | 10,592,791 | |||
China Tower Corp., Ltd., Class H | 32,780,000 | 4,348,549 | |||
China Traditional Chinese Medicine Holdings Co., Ltd. | 19,184,000 | 11,988,527 | |||
China TransInfo Technology Co., Ltd., Class A | 823,442 | 1,969,125 | |||
* | China Travel International Investment Hong Kong, Ltd. | 22,465,892 | 3,233,080 | ||
* | China Tungsten And Hightech Materials Co., Ltd., Class A | 378,400 | 841,921 | ||
China Union Holdings, Ltd., Class A | 1,049,234 | 644,525 | |||
China Vanke Co., Ltd., Class H | 9,019,000 | 23,494,986 | |||
# | China Vast Industrial Urban Development Co., Ltd. | 1,397,000 | 510,208 | ||
* | China Vered Financial Holding Corp., Ltd. | 1,620,000 | 17,726 | ||
# | China Water Affairs Group, Ltd. | 6,172,000 | 4,651,574 | ||
China West Construction Group Co., Ltd., Class A | 530,600 | 645,159 | |||
* | China Wood Optimization Holding, Ltd. | 2,848,000 | 247,377 | ||
China World Trade Center Co., Ltd., Class A | 272,900 | 644,954 | |||
China Xinhua Education Group, Ltd. | 245,000 | 57,367 | |||
China XLX Fertiliser, Ltd. | 1,171,000 | 625,386 | |||
China Yangtze Power Co., Ltd., Class A | 2,968,103 | 8,741,583 | |||
China Yongda Automobiles Services Holdings, Ltd. | 4,320,500 | 8,067,359 | |||
China Yuhua Education Corp., Ltd. | 7,936,000 | 4,919,132 | |||
#* | China ZhengTong Auto Services Holdings, Ltd. | 9,480,000 | 1,492,274 | ||
China Zhenhua Group Science & Technology Co., Ltd., Class A | 58,000 | 738,693 | |||
China Zhonghua Geotechnical Engineering Group Co., Ltd., Class A | 292,074 | 123,691 | |||
#* | China Zhongwang Holdings, Ltd. | 14,337,979 | 2,882,731 | ||
Chinasoft International, Ltd. | 20,726,000 | 37,162,118 | |||
Chinese Universe Publishing and Media Group Co., Ltd., Class A | 591,800 | 986,980 | |||
* | Chongqing Brewery Co., Ltd., Class A | 85,900 | 2,060,604 | ||
Chongqing Changan Automobile Co., Ltd., Class A | 813,814 | 2,325,113 | |||
Chongqing Department Store Co., Ltd., Class A | 187,800 | 765,642 | |||
Chongqing Dima Industry Co., Ltd., Class A | 1,935,401 | 719,859 | |||
Chongqing Fuling Electric Power Industrial Co., Ltd., Class A | 516,001 | 1,147,754 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
* | Chongqing Fuling Zhacai Group Co., Ltd., Class A | 240,300 | $1,131,334 | ||
* | Chongqing Iron & Steel Co., Ltd., Class H | 1,290,000 | 331,609 | ||
Chongqing Machinery & Electric Co., Ltd., Class H | 1,215,962 | 77,584 | |||
Chongqing Rural Commercial Bank Co., Ltd., Class H | 22,239,000 | 8,300,353 | |||
Chongqing Zaisheng Technology Corp., Ltd., Class A | 46,000 | 86,046 | |||
Chongqing Zhifei Biological Products Co., Ltd., Class A | 260,112 | 6,387,428 | |||
Chongqing Zongshen Power Machinery Co., Ltd., Class A | 705,800 | 796,496 | |||
Chow Tai Seng Jewellery Co., Ltd., Class A | 370,219 | 1,053,323 | |||
* | Chu Kong Petroleum & Natural Gas Steel Pipe Holdings, Ltd. | 269,000 | 13,177 | ||
Chu Kong Shipping Enterprise Group Co., Ltd. | 166,000 | 20,932 | |||
CIFI Holdings Group Co., Ltd. | 23,762,015 | 14,330,484 | |||
CIMC Enric Holdings, Ltd. | 5,086,000 | 4,922,806 | |||
* | Cinda Real Estate Co., Ltd., Class A | 1,972,000 | 974,942 | ||
Cisen Pharmaceutical Co., Ltd., Class A | 226,600 | 450,801 | |||
* | CITIC Guoan Information Industry Co., Ltd., Class A | 1,988,450 | 656,935 | ||
CITIC Press Corp., Class A | 59,194 | 282,180 | |||
* | CITIC Resources Holdings, Ltd. | 18,680,000 | 1,032,640 | ||
CITIC Securities Co., Ltd., Class H | 5,531,500 | 12,318,526 | |||
CITIC, Ltd. | 19,326,567 | 20,874,428 | |||
City Development Environment Co., Ltd., Class A | 204,640 | 283,041 | |||
#* | Citychamp Watch & Jewellery Group, Ltd. | 10,962,000 | 2,060,479 | ||
CMST Development Co., Ltd., Class A | 856,000 | 695,502 | |||
CNHTC Jinan Truck Co., Ltd., Class A | 350,981 | 1,255,985 | |||
CNNC Hua Yuan Titanium Dioxide Co., Ltd., Class A | 541,350 | 1,445,180 | |||
CNOOC Energy Technology & Services, Ltd., Class A | 2,053,400 | 774,991 | |||
COFCO Biotechnology Co., Ltd., Class A | 722,800 | 958,939 | |||
COFCO Joycome Foods, Ltd. | 3,778,000 | 1,099,549 | |||
COFCO Sugar Holding Co., Ltd., Class A | 576,153 | 781,046 | |||
#* | Cogobuy Group | 3,158,000 | 952,606 | ||
# | Colour Life Services Group Co., Ltd. | 3,730,545 | 1,206,746 | ||
# | Comba Telecom Systems Holdings, Ltd. | 6,278,000 | 1,463,861 | ||
Concord New Energy Group, Ltd. | 38,495,909 | 2,826,474 | |||
Consun Pharmaceutical Group, Ltd. | 3,852,000 | 2,273,652 | |||
Contemporary Amperex Technology Co., Ltd., Class A | 341,952 | 29,346,308 | |||
#* | Continental Aerospace Technologies Holding, Ltd. | 16,594,207 | 294,665 | ||
* | Coolpad Group, Ltd. | 15,630,000 | 543,272 | ||
COSCO SHIPPING Development Co., Ltd., Class H | 17,320,300 | 3,235,863 | |||
COSCO SHIPPING Energy Transportation Co., Ltd., Class H | 12,170,000 | 4,587,981 | |||
#* | COSCO SHIPPING Holdings Co., Ltd., Class H | 19,375,849 | 29,228,671 | ||
COSCO SHIPPING International Hong Kong Co., Ltd. | 4,532,000 | 1,482,449 | |||
COSCO SHIPPING Ports, Ltd. | 11,704,416 | 8,352,925 | |||
* | Cosmo Lady China Holdings Co., Ltd. | 3,495,000 | 446,374 | ||
Country Garden Holdings Co., Ltd. | 40,739,903 | 39,828,151 | |||
Country Garden Services Holdings Co., Ltd. | 6,094,673 | 49,488,073 | |||
CP Pokphand Co., Ltd. | 27,419,658 | 2,787,902 | |||
CPMC Holdings, Ltd. | 4,310,000 | 2,443,373 | |||
* | CQ Pharmaceutical Holding Co., Ltd., Class A | 365,400 | 281,625 | ||
#* | Crazy Sports Group, Ltd. | 13,952,600 | 931,975 | ||
CSC Financial Co., Ltd., Class H | 2,424,500 | 2,394,040 | |||
CSG Holding Co., Ltd., Class A | 843,642 | 1,270,586 | |||
CSPC Innovation Pharmaceutical Co., Ltd., Class A | 119,010 | 232,207 | |||
CSPC Pharmaceutical Group, Ltd. | 37,446,400 | 50,546,595 | |||
CSSC Science & Technology Co., Ltd., Class A | 188,106 | 317,450 | |||
* | CT Environmental Group, Ltd. | 13,136,000 | 107,845 | ||
CTS International Logistics Corp., Ltd., Class A | 509,100 | 1,020,545 | |||
* | CWT International, Ltd. | 23,990,000 | 244,131 | ||
* | Cybernaut International Holdings Co., Ltd. | 492,000 | 15,811 | ||
D&O Home Collection Co., Ltd., Class A | 192,993 | 396,278 | |||
Da Ming International Holdings, Ltd. | 112,000 | 46,757 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Daan Gene Co., Ltd., Class A | 518,560 | $1,758,059 | |||
# | DaFa Properties Group, Ltd. | 345,000 | 272,505 | ||
Dali Foods Group Co., Ltd. | 9,473,000 | 5,132,285 | |||
Dalian Bio-Chem Co., Ltd., Class A | 43,200 | 85,106 | |||
Dalian Huarui Heavy Industry Group Co., Ltd., Class A | 802,500 | 441,741 | |||
Daqin Railway Co., Ltd., Class A | 2,784,238 | 2,536,422 | |||
Dare Power Dekor Home Co., Ltd., Class A | 277,309 | 511,332 | |||
Dashang Co., Ltd., Class A | 171,732 | 499,615 | |||
DaShenLin Pharmaceutical Group Co., Ltd., Class A | 232,400 | 1,529,705 | |||
Datang International Power Generation Co., Ltd., Class H | 14,306,000 | 2,189,735 | |||
Dawnrays Pharmaceutical Holdings, Ltd. | 5,718,982 | 1,308,553 | |||
Dazhong Transportation Group Co., Ltd., Class A | 576,400 | 292,184 | |||
Dazzle Fashion Co., Ltd., Class A | 139,640 | 468,141 | |||
DBG Technology Co., Ltd., Class A | 501,756 | 971,672 | |||
DeHua TB New Decoration Materials Co., Ltd., Class A | 92,300 | 138,386 | |||
Deppon Logistics Co., Ltd., Class A | 309,017 | 469,774 | |||
* | DeTai New Energy Group, Ltd. | 1,080,000 | 7,337 | ||
# | Dexin China Holdings Co., Ltd. | 207,000 | 77,257 | ||
DHC Software Co., Ltd., Class A | 1,580,412 | 1,743,777 | |||
Dian Diagnostics Group Co., Ltd., Class A | 233,500 | 1,280,770 | |||
# | Differ Group Holding Co., Ltd. | 10,152,000 | 3,211,559 | ||
Digital China Group Co., Ltd., Class A | 325,661 | 947,865 | |||
Digital China Holdings, Ltd. | 7,298,000 | 4,181,688 | |||
Digital China Information Service Co., Ltd., Class A | 416,157 | 838,306 | |||
Dong-E-E-Jiao Co., Ltd., Class A | 144,343 | 682,722 | |||
# | Dongfang Electric Corp., Ltd., Class H | 2,081,600 | 1,761,900 | ||
Dongfang Electronics Co., Ltd., Class A | 596,753 | 427,315 | |||
Dongfeng Motor Group Co., Ltd., Class H | 15,442,000 | 13,698,447 | |||
Dongguan Development Holdings Co., Ltd., Class A | 24,500 | 39,883 | |||
Dongjiang Environmental Co., Ltd., Class H | 1,508,595 | 796,944 | |||
Dongxing Securities Co., Ltd., Class A | 645,055 | 1,030,475 | |||
Dongyue Group, Ltd. | 12,415,000 | 26,069,934 | |||
* | DouYu International Holdings, Ltd., ADR | 203,379 | 819,617 | ||
* | Duiba Group, Ltd. | 803,200 | 186,155 | ||
# | Dynagreen Environmental Protection Group Co., Ltd., Class H | 2,657,000 | 1,173,622 | ||
East Group Co., Ltd., Class A | 649,900 | 1,054,266 | |||
East Money Information Co., Ltd., Class A | 1,066,368 | 5,142,940 | |||
* | Easy Visible Supply Chain Management Co., Ltd., Class A | 514,531 | 201,553 | ||
#* | E-Commodities Holdings, Ltd. | 5,436,000 | 273,197 | ||
Ecovacs Robotics Co., Ltd., Class A | 79,392 | 2,106,692 | |||
Edifier Technology Co., Ltd., Class A | 450,700 | 894,303 | |||
Electric Connector Technology Co., Ltd., Class A | 129,600 | 711,913 | |||
Elion Energy Co., Ltd., Class A | 804,204 | 441,584 | |||
Embry Holdings, Ltd. | 34,000 | 4,861 | |||
* | Enjoyor Co., Ltd., Class A | 332,700 | 458,641 | ||
ENN Energy Holdings, Ltd. | 2,794,100 | 58,308,089 | |||
ENN Natural Gas Co., Ltd., Class A | 656,488 | 1,785,396 | |||
# | Essex Bio-technology, Ltd. | 1,105,000 | 949,752 | ||
* | Estun Automation Co., Ltd., Class A | 89,000 | 539,268 | ||
Eternal Asia Supply Chain Management, Ltd., Class A | 944,800 | 797,047 | |||
Ev Dynamics Holdings, Ltd. | 7,100,000 | 123,341 | |||
* | EVA Precision Industrial Holdings, Ltd. | 4,386,516 | 543,149 | ||
Eve Energy Co., Ltd., Class A | 165,982 | 2,909,819 | |||
* | Everbright Jiabao Co., Ltd., Class A | 1,132,030 | 463,578 | ||
# | Everbright Securities Co., Ltd., Class H | 905,200 | 698,463 | ||
* | EverChina International Holdings Co., Ltd. | 18,107,500 | 435,618 | ||
* | Fang Holdings, Ltd., ADR | 8,556 | 82,991 | ||
Fangda Carbon New Material Co., Ltd., Class A | 784,129 | 1,069,835 | |||
Fangda Special Steel Technology Co., Ltd., Class A | 810,465 | 961,999 |
Emerging Markets Core Equity Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
* | Fangdd Network Group, Ltd. | 2,609 | $4,487 | ||
# | Fanhua, Inc., Sponsored ADR | 133,263 | 1,811,044 | ||
# | Fantasia Holdings Group Co., Ltd. | 19,379,519 | 1,796,871 | ||
Far East Horizon, Ltd. | 10,157,000 | 10,810,211 | |||
FAW Jiefang Group Co., Ltd. | 722,200 | 1,235,383 | |||
FAWER Automotive Parts Co., Ltd., Class A | 500,878 | 421,083 | |||
Fiberhome Telecommunication Technologies Co., Ltd., Class A | 521,800 | 1,608,820 | |||
Fibocom Wireless, Inc., Class A | 56,830 | 500,980 | |||
* | FIH Mobile, Ltd. | 1,079,000 | 147,431 | ||
Financial Street Holdings Co., Ltd., Class A | 2,226,573 | 1,956,405 | |||
FinVolution Group, ADR | 55,011 | 359,222 | |||
* | First Capital Securities Co., Ltd., Class A | 970,200 | 938,030 | ||
# | First Tractor Co., Ltd., Class H | 1,352,000 | 674,448 | ||
# | Flat Glass Group Co., Ltd., Class H | 2,406,000 | 10,759,540 | ||
Focus Media Information Technology Co., Ltd., Class A | 2,412,800 | 2,814,383 | |||
Focused Photonics Hangzhou, Inc., Class A | 207,800 | 359,117 | |||
Foshan Haitian Flavouring & Food Co., Ltd., Class A | 570,611 | 10,147,412 | |||
Foshan Nationstar Optoelectronics Co., Ltd., Class A | 307,884 | 527,736 | |||
Fosun International, Ltd. | 9,700,120 | 12,841,229 | |||
* | Founder Holdings, Ltd. | 242,000 | 18,659 | ||
* | Founder Securities Co., Ltd., Class A | 1,124,400 | 1,533,325 | ||
FriendTimes, Inc. | 580,000 | 153,357 | |||
Fu Jian Anjoy Foods Co., Ltd., Class A | 49,120 | 1,230,012 | |||
Fu Shou Yuan International Group, Ltd. | 8,353,000 | 7,971,348 | |||
Fuan Pharmaceutical Group Co., Ltd., Class A | 594,700 | 388,432 | |||
Fufeng Group, Ltd. | 11,791,800 | 3,778,861 | |||
Fuguiniao Co., Ltd. | 782,600 | 0 | |||
Fujian Boss Software Development Co., Ltd., Class A | 91,420 | 249,450 | |||
Fujian Funeng Co., Ltd., Class A | 658,603 | 1,166,481 | |||
Fujian Green Pine Co., Ltd., Class A | 133,500 | 319,596 | |||
Fujian Longking Co., Ltd., Class A | 462,211 | 605,325 | |||
Fujian Longma Environmental Sanitation Equipment Co., Ltd., Class A | 209,100 | 452,871 | |||
Fujian Star-net Communication Co., Ltd., Class A | 237,408 | 1,023,459 | |||
Fujian Sunner Development Co., Ltd., Class A | 411,508 | 1,189,791 | |||
#* | Fullshare Holdings, Ltd. | 29,170,017 | 393,245 | ||
# | Fusen Pharmaceutical Co., Ltd. | 48,000 | 15,722 | ||
#* | Futu Holdings, Ltd., ADR | 32,636 | 3,343,885 | ||
Fuyao Glass Industry Group Co., Ltd., Class H | 3,206,400 | 20,413,611 | |||
Ganfeng Lithium Co., Ltd., Class H | 196,800 | 4,235,827 | |||
Gansu Qilianshan Cement Group Co., Ltd., Class A | 400,100 | 597,659 | |||
Gansu Shangfeng Cement Co., Ltd., Class A | 414,325 | 1,000,319 | |||
G-bits Network Technology Xiamen Co., Ltd., Class A | 29,200 | 1,997,486 | |||
GCI Science & Technology Co., Ltd., Class A | 72,000 | 154,934 | |||
#* | GCL New Energy Holdings, Ltd. | 5,994,000 | 286,699 | ||
#* | GCL-Poly Energy Holdings, Ltd. | 113,884,320 | 21,762,315 | ||
GD Power Development Co., Ltd., Class A | 1,913,278 | 679,518 | |||
#* | GDS Holdings, Ltd., ADR | 145,833 | 8,598,314 | ||
* | GDS Holdings, Ltd., Class A | 40,700 | 301,772 | ||
Geely Automobile Holdings, Ltd. | 29,475,000 | 98,870,574 | |||
GEM Co., Ltd., Class A | 1,507,900 | 2,799,763 | |||
Gemdale Corp., Class A | 897,400 | 1,165,601 | |||
Gemdale Properties & Investment Corp., Ltd. | 37,136,000 | 4,013,234 | |||
Genertec Universal Medical Group Co., Ltd. | 7,114,500 | 5,890,331 | |||
* | Genimous Technology Co., Ltd., Class A | 597,110 | 496,615 | ||
* | Genscript Biotech Corp. | 670,000 | 2,945,148 | ||
Getein Biotech, Inc., Class A | 167,356 | 493,758 | |||
GF Securities Co., Ltd., Class H | 3,795,800 | 5,393,287 | |||
Giant Network Group Co., Ltd., Class A | 662,448 | 1,118,002 | |||
Gigadevice Semiconductor Beijing, Inc., Class A | 59,403 | 2,122,473 |
Emerging Markets Core Equity Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
Ginlong Technologies Co., Ltd., Class A | 42,330 | $2,026,328 | |||
* | Global Top E-Commerce Co., Ltd., Class A | 716,900 | 249,529 | ||
#* | Glorious Property Holdings, Ltd. | 17,149,712 | 457,238 | ||
GoerTek, Inc., Class A | 829,844 | 4,915,672 | |||
Goldcard Smart Group Co., Ltd. | 195,200 | 361,486 | |||
# | Golden Eagle Retail Group, Ltd. | 3,143,000 | 2,768,241 | ||
Golden Throat Holdings Group Co., Ltd. | 1,082,500 | 255,238 | |||
GoldenHome Living Co., Ltd., Class A | 48,860 | 256,479 | |||
Goldlion Holdings, Ltd. | 1,458,866 | 330,091 | |||
Goldpac Group, Ltd. | 1,532,000 | 313,738 | |||
#* | GOME Retail Holdings, Ltd. | 73,215,660 | 8,000,129 | ||
* | Gosuncn Technology Group Co., Ltd., Class A | 688,950 | 517,838 | ||
* | Gotion High-tech Co., Ltd., Class A | 216,900 | 1,841,785 | ||
* | Grand Baoxin Auto Group, Ltd. | 5,873,864 | 876,628 | ||
Grandblue Environment Co., Ltd., Class A | 198,427 | 668,066 | |||
* | Grandjoy Holdings Group Co., Ltd., Class A | 1,580,701 | 792,005 | ||
Great Wall Motor Co., Ltd., Class H | 15,115,250 | 73,030,201 | |||
Greattown Holdings, Ltd., Class A | 1,709,152 | 903,826 | |||
Greatview Aseptic Packaging Co., Ltd. | 6,098,000 | 2,590,358 | |||
Gree Electric Appliances, Inc., Class A | 697,053 | 5,130,153 | |||
* | Gree Real Estate Co., Ltd., Class A | 908,157 | 1,052,192 | ||
Greenland Holdings Corp., Ltd., Class A | 1,641,883 | 1,099,920 | |||
Greenland Hong Kong Holdings, Ltd. | 8,505,275 | 2,082,651 | |||
# | Greentown China Holdings, Ltd. | 9,055,000 | 10,001,262 | ||
Greentown Service Group Co., Ltd. | 6,368,000 | 6,932,344 | |||
GRG Banking Equipment Co., Ltd., Class A | 994,496 | 1,609,733 | |||
Guangdong Baolihua New Energy Stock Co., Ltd., Class A | 785,111 | 625,669 | |||
* | Guangdong Dongfang Precision Science & Technology Co., Ltd., Class A | 645,300 | 501,297 | ||
Guangdong Ellington Electronics Technology Co., Ltd., Class A | 506,516 | 592,831 | |||
Guangdong Great River Smarter Logistics Co., Ltd., Class A | 215,364 | 562,084 | |||
Guangdong Haid Group Co., Ltd., Class A | 273,618 | 2,665,254 | |||
* | Guangdong HEC Technology Holding Co., Ltd., Class A | 1,529,100 | 1,251,781 | ||
Guangdong Hongda Blasting Co., Ltd., Class A | 211,200 | 1,025,191 | |||
* | Guangdong Huatie Tongda High-speed Railway Equipment Corp., Class A | 708,573 | 631,637 | ||
Guangdong Investment, Ltd. | 9,984,000 | 13,970,426 | |||
Guangdong Land Holdings, Ltd. | 2,795,361 | 328,074 | |||
* | Guangdong Shenglu Telecommunication Tech Co., Ltd., Class A | 425,882 | 442,909 | ||
Guangdong Shirongzhaoye Co., Ltd., Class A | 50,515 | 46,601 | |||
Guangdong Sirio Pharma Co., Ltd., Class A | 23,550 | 235,303 | |||
Guangdong South New Media Co., Ltd., Class A | 87,079 | 635,964 | |||
Guangdong Tapai Group Co., Ltd., Class A | 567,395 | 825,166 | |||
Guangdong Xinbao Electrical Appliances Holdings Co., Ltd., Class A | 571,900 | 1,851,390 | |||
Guangdong Zhongsheng Pharmaceutical Co., Ltd., Class A | 366,504 | 502,763 | |||
* | Guanghui Energy Co., Ltd., Class A | 4,720,724 | 2,944,236 | ||
Guangshen Railway Co., Ltd., Sponsored ADR | 68,574 | 588,365 | |||
* | Guangshen Railway Co., Ltd., Class H | 6,012,000 | 1,038,184 | ||
Guangxi Guiguan Electric Power Co., Ltd., Class A | 32,500 | 24,757 | |||
Guangxi Liugong Machinery Co., Ltd., Class A | 634,563 | 719,196 | |||
Guangxi Liuzhou Pharmaceutical Co., Ltd., Class A | 150,400 | 466,028 | |||
Guangxi Wuzhou Zhongheng Group Co., Ltd., Class A | 1,736,914 | 875,203 | |||
Guangzhou Automobile Group Co., Ltd., Class H | 9,961,690 | 8,634,561 | |||
Guangzhou Baiyun International Airport Co., Ltd., Class A | 766,426 | 1,041,136 | |||
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., Class H | 1,758,000 | 4,753,185 | |||
Guangzhou Haige Communications Group, Inc. Co., Class A | 1,207,600 | 1,855,174 | |||
Guangzhou Kingmed Diagnostics Group Co., Ltd., Class A | 86,800 | 1,783,184 | |||
Guangzhou R&F Properties Co., Ltd., Class H | 13,291,932 | 11,663,838 | |||
Guangzhou Restaurant Group Co., Ltd., Class A | 313,087 | 1,049,046 | |||
Guangzhou Shangpin Home Collection Co., Ltd., Class A | 29,579 | 310,436 | |||
Guangzhou Shiyuan Electronic Technology Co., Ltd., Class A | 119,924 | 2,063,544 |
Emerging Markets Core Equity Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
Guangzhou Tinci Materials Technology Co., Ltd., Class A | 180,630 | $2,834,587 | |||
Guangzhou Wondfo Biotech Co., Ltd., Class A | 133,531 | 1,117,810 | |||
* | Guangzhou Yuexiu Financial Holdings Group Co., Ltd., Class A | 415,000 | 678,589 | ||
Guangzhou Zhujiang Brewery Co., Ltd., Class A | 175,800 | 255,753 | |||
Guilin Sanjin Pharmaceutical Co., Ltd., Class A | 89,382 | 177,961 | |||
* | Guizhou Bailing Group Pharmaceutical Co., Ltd., Class A | 432,200 | 457,514 | ||
* | Guizhou Broadcasting & TV Information Network Co., Ltd., Class A | 394,700 | 277,948 | ||
Guizhou Gas Group Corp., Ltd., Class A | 454,600 | 632,841 | |||
Guizhou Panjiang Refined Coal Co., Ltd., Class A | 954,829 | 1,093,018 | |||
* | Guizhou Xinbang Pharmaceutical Co., Ltd., Class A | 510,600 | 699,336 | ||
# | Guolian Securities Co., Ltd., Class H | 758,000 | 326,863 | ||
Guomai Technologies, Inc., Class A | 527,954 | 474,827 | |||
Guorui Properties, Ltd. | 6,238,000 | 268,973 | |||
Guosen Securities Co., Ltd., Class A | 873,697 | 1,433,149 | |||
* | Guosheng Financial Holding, Inc., Class A | 409,776 | 591,809 | ||
Guotai Junan Securities Co., Ltd., Class H | 772,000 | 970,658 | |||
Guoyuan Securities Co., Ltd., Class A | 1,022,145 | 1,138,824 | |||
* | Haichang Ocean Park Holdings, Ltd. | 4,757,000 | 473,390 | ||
Haier Smart Home Co., Ltd., Class A | 914,762 | 3,541,681 | |||
Haier Smart Home Co., Ltd., Class H | 12,807,999 | 43,927,256 | |||
* | Hailiang Education Group, Inc., ADR | 18,179 | 639,901 | ||
Hailir Pesticides and Chemicals Group Co., Ltd., Class A | 117,824 | 304,326 | |||
* | Hainan Development Holdings Nanhai Co., Ltd., Class A | 255,600 | 580,278 | ||
* | Hainan Haide Capital Management Co., Ltd., Class A | 398,045 | 728,055 | ||
* | Hainan Meilan International Airport Co., Ltd., Class H | 942,000 | 3,025,703 | ||
Hainan Ruize New Building Material Co., Ltd., Class A | 510,800 | 301,633 | |||
Hainan Strait Shipping Co., Ltd., Class A | 670,827 | 594,752 | |||
Haisco Pharmaceutical Group Co., Ltd., Class A | 230,548 | 719,237 | |||
Haitian International Holdings, Ltd. | 5,120,000 | 18,727,612 | |||
Haitong Securities Co., Ltd., Class H | 7,793,600 | 6,423,039 | |||
# | Haitong UniTrust International Leasing Co., Ltd., Class H | 172,000 | 25,159 | ||
Hand Enterprise Solutions Co., Ltd., Class A | 407,609 | 427,495 | |||
* | Hang Zhou Great Star Industrial Co., Ltd., Class A | 293,300 | 1,326,049 | ||
Hangcha Group Co., Ltd., Class A | 217,520 | 532,795 | |||
Hangjin Technology Co., Ltd., Class A | 222,600 | 1,186,094 | |||
Hangxiao Steel Structure Co., Ltd., Class A | 1,062,320 | 645,519 | |||
Hangzhou Binjiang Real Estate Group Co., Ltd., Class A | 2,643,910 | 1,599,900 | |||
Hangzhou Century Co., Ltd., Class A | 391,600 | 438,142 | |||
Hangzhou Chang Chuan Technology Co., Ltd., Class A | 18,170 | 162,385 | |||
Hangzhou Electronic Soul Network Technology Co., Ltd., Class A | 141,800 | 514,676 | |||
Hangzhou First Applied Material Co., Ltd., Class A | 124,092 | 2,581,312 | |||
Hangzhou Oxygen Plant Group Co., Ltd., Class A | 425,657 | 2,294,688 | |||
Hangzhou Robam Appliances Co., Ltd., Class A | 220,100 | 1,327,328 | |||
Hangzhou Silan Microelectronics Co., Ltd., Class A | 144,900 | 1,569,483 | |||
Hangzhou Tigermed Consulting Co., Ltd., Class A | 32,500 | 796,039 | |||
Hangzhou Tigermed Consulting Co., Ltd., Class H | 75,500 | 1,466,244 | |||
Hangzhou Zhongheng Electric Co., Ltd., Class A | 141,500 | 204,464 | |||
Han's Laser Technology Industry Group Co., Ltd., Class A | 383,061 | 2,190,997 | |||
Haohua Chemical Science & Technology Co., Ltd., Class A | 27,000 | 125,762 | |||
#* | Harbin Bank Co., Ltd., Class H | 663,000 | 79,267 | ||
Harbin Boshi Automation Co., Ltd., Class A | 327,556 | 629,263 | |||
# | Harbin Electric Co., Ltd., Class H | 4,808,587 | 1,207,975 | ||
* | Harbin Gloria Pharmaceuticals Co., Ltd., Class A | 878,309 | 340,580 | ||
HBIS Resources Co., Ltd., Class A | 103,400 | 294,403 | |||
#* | HC Group, Inc. | 2,795,000 | 289,094 | ||
Health and Happiness H&H International Holdings, Ltd. | 2,040,500 | 7,319,800 | |||
* | Hebei Changshan Biochemical Pharmaceutical Co., Ltd., Class A | 229,400 | 238,118 | ||
Hebei Chengde Lolo Co., Class A | 639,500 | 965,384 | |||
Hebei Construction Group Corp., Ltd., Class H | 22,500 | 6,060 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Hebei Hengshui Laobaigan Liquor Co., Ltd., Class A | 250,200 | $818,448 | |||
Hefei Meiya Optoelectronic Technology, Inc., Class A | 186,700 | 1,431,030 | |||
Heilongjiang Agriculture Co., Ltd., Class A | 514,500 | 1,186,562 | |||
Hello Group, Inc. | 1,089,767 | 13,502,213 | |||
Henan Lingrui Pharmaceutical Co., Class A | 313,700 | 488,108 | |||
Henan Pinggao Electric Co., Ltd., Class A | 557,900 | 563,853 | |||
* | Henan Senyuan Electric Co., Ltd., Class A | 82,000 | 34,727 | ||
Henan Shenhuo Coal & Power Co., Ltd., Class A | 774,392 | 1,406,627 | |||
Henan Shuanghui Investment & Development Co., Ltd., Class A | 911,643 | 3,631,603 | |||
Henan Thinker Automatic Equipment Co., Ltd., Class A | 163,500 | 472,265 | |||
* | Henan Yicheng New Energy Co., Ltd., Class A | 420,500 | 381,663 | ||
Henan Yuguang Gold & Lead Co., Ltd., Class A | 468,900 | 425,442 | |||
Henan Zhongyuan Expressway Co., Ltd., Class A | 1,011,125 | 482,731 | |||
Henderson Investment, Ltd. | 811,000 | 42,816 | |||
Hengan International Group Co., Ltd. | 5,586,122 | 33,134,976 | |||
#* | Hengdeli Holdings, Ltd. | 14,196,800 | 566,429 | ||
Hengdian Group DMEGC Magnetics Co., Ltd., Class A | 818,600 | 1,934,198 | |||
Hengli Petrochemical Co., Ltd.,, Class A | 1,791,883 | 8,122,439 | |||
Hengtong Optic-electric Co., Ltd., Class A | 980,049 | 1,937,065 | |||
Hengyi Petrochemical Co., Ltd., Class A | 1,275,144 | 2,403,051 | |||
Hesteel Co., Ltd., Class A | 4,520,900 | 1,890,428 | |||
Hexing Electrical Co., Ltd., Class A | 238,650 | 460,752 | |||
* | Hi Sun Technology China, Ltd. | 8,010,000 | 1,341,433 | ||
Hisense Home Appliances Group Co., Ltd., Class H | 3,085,000 | 3,593,698 | |||
Hithink RoyalFlush Information Network Co., Ltd., Class A | 147,908 | 2,128,650 | |||
* | Holitech Technology Co., Ltd., Class A | 1,403,500 | 791,858 | ||
Hongda Xingye Co., Ltd., Class A | 1,179,681 | 857,651 | |||
Hongfa Technology Co., Ltd., Class A | 206,312 | 2,103,137 | |||
* | Honghua Group, Ltd. | 18,211,000 | 503,269 | ||
* | Hongli Zhihui Group Co., Ltd., Class A | 264,500 | 566,741 | ||
Hongta Securities Co., Ltd., Class A | 161,600 | 334,398 | |||
Honworld Group, Ltd. | 750,000 | 222,216 | |||
Hope Education Group Co., Ltd. | 9,530,000 | 1,792,476 | |||
Hopefluent Group Holdings, Ltd. | 202,000 | 75,319 | |||
Hopson Development Holdings, Ltd. | 5,498,000 | 18,220,819 | |||
Hosa International, Inc. | 2,198,000 | 15,387 | |||
* | Hua Hong Semiconductor, Ltd. | 3,372,000 | 21,368,569 | ||
Huaan Securities Co., Ltd., Class A | 2,070,640 | 1,630,276 | |||
# | Huadian Power International Corp., Ltd., Class H | 11,088,000 | 3,065,371 | ||
Huadong Medicine Co., Ltd., Class A | 375,552 | 2,073,569 | |||
Huafa Industrial Co., Ltd. Zhuhai, Class A | 1,577,205 | 1,401,711 | |||
Huafon Chemical Co., Ltd., Class A | 1,259,525 | 2,406,219 | |||
* | Huafon Microfibre Shanghai Technology Co., Ltd. | 808,365 | 642,264 | ||
* | Huafu Fashion Co., Ltd., Class A | 1,130,850 | 877,774 | ||
Huagong Tech Co., Ltd., Class A | 83,100 | 361,493 | |||
Hualan Biological Engineering, Inc., Class A | 354,660 | 2,025,047 | |||
# | Huaneng Power International, Inc., Sponsored ADR | 101,869 | 1,376,250 | ||
Huaneng Power International, Inc., Class H | 16,922,000 | 5,748,432 | |||
#* | Huanxi Media Group, Ltd. | 1,850,000 | 429,260 | ||
Huapont Life Sciences Co., Ltd., Class A | 770,523 | 644,954 | |||
Huatai Securities Co., Ltd., Class H | 3,757,200 | 4,978,376 | |||
* | Huawen Media Group, Class A | 875,755 | 314,397 | ||
Huaxi Holdings Co., Ltd. | 392,000 | 131,213 | |||
Huaxi Securities Co., Ltd., Class A | 593,500 | 810,739 | |||
Huaxia Bank Co., Ltd., Class A | 1,646,588 | 1,398,115 | |||
Huaxin Cement Co., Ltd., Class A | 667,224 | 1,533,093 | |||
Huayu Automotive Systems Co., Ltd., Class A | 784,331 | 2,349,734 | |||
# | Huazhong In-Vehicle Holdings Co., Ltd. | 3,934,000 | 1,017,015 | ||
* | Huazhu Group, Ltd., ADR | 670,103 | 30,141,233 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Hubei Biocause Pharmaceutical Co., Ltd., Class A | 2,857,137 | $1,474,933 | |||
Hubei Energy Group Co., Ltd., Class A | 904,500 | 583,303 | |||
Hubei Feilihua Quartz Glass Co., Ltd., Class A | 24,600 | 206,134 | |||
Hubei Jumpcan Pharmaceutical Co., Ltd., Class A | 436,005 | 1,022,145 | |||
* | Hubei Kaile Science & Technology Co., Ltd., Class A | 522,573 | 371,298 | ||
Hubei Xingfa Chemicals Group Co., Ltd., Class A | 440,078 | 1,668,749 | |||
* | Huishang Bank Corp., Ltd., Class H | 2,676,400 | 882,023 | ||
Huizhou Desay Sv Automotive Co., Ltd., Class A | 50,016 | 797,079 | |||
Hunan Aihua Group Co., Ltd., Class A | 149,322 | 808,299 | |||
Hunan Friendship & Apollo Commercial Co., Ltd., Class A | 617,000 | 305,006 | |||
* | Hunan Gold Corp., Ltd., Class A | 467,804 | 630,367 | ||
Hunan New Wellful Co., Ltd., Class A | 268,600 | 253,012 | |||
* | Hunan TV & Broadcast Intermediary Co., Ltd., Class A | 242,800 | 206,461 | ||
Hunan Valin Steel Co., Ltd., Class A | 1,883,600 | 2,240,846 | |||
Hundsun Technologies, Inc., Class A | 210,558 | 1,820,923 | |||
Huolinhe Opencut Coal Industry Corp., Ltd. of Inner Mongolia, Class A | 853,897 | 1,373,146 | |||
#* | HUYA, Inc., ADR | 226,158 | 2,892,561 | ||
Hytera Communications Corp., Ltd., Class A | 964,002 | 665,230 | |||
* | HyUnion Holding Co., Ltd., Class A | 724,900 | 587,622 | ||
* | iDreamSky Technology Holdings, Ltd. | 816,000 | 659,427 | ||
Iflytek Co., Ltd., Class A | 331,303 | 3,013,274 | |||
IKD Co., Ltd., Class A | 225,225 | 466,008 | |||
IMAX China Holding, Inc. | 892,500 | 1,233,985 | |||
Industrial & Commercial Bank of China, Ltd., Class H | 265,967,725 | 147,690,009 | |||
Industrial Bank Co., Ltd., Class A | 2,645,900 | 7,252,809 | |||
Industrial Securities Co., Ltd., Class A | 914,645 | 1,261,535 | |||
Infore Environment Technology Group Co., Ltd., Class A | 707,501 | 680,707 | |||
Ingenic Semiconductor Co., Ltd., Class A | 32,200 | 950,379 | |||
#* | Inke, Ltd. | 421,000 | 92,350 | ||
* | Inner Mongolia BaoTou Steel Union Co., Ltd., Class A | 6,794,100 | 3,005,160 | ||
Inner Mongolia Eerduosi Resources Co., Ltd., Class A | 252,600 | 922,592 | |||
Inner Mongolia Junzheng Energy & Chemical Industry Group Co., Ltd., Class A | 1,849,276 | 1,393,121 | |||
Inner Mongolia MengDian HuaNeng Thermal Power Corp., Ltd., Class A | 854,400 | 307,525 | |||
* | Inner Mongolia Xingye Mining Co., Ltd., Class A | 441,500 | 638,967 | ||
Inner Mongolia Yili Industrial Group Co., Ltd., Class A | 1,149,400 | 5,955,436 | |||
Inner Mongolia Yitai Coal Co., Ltd., Class H | 55,700 | 35,834 | |||
* | Inner Mongolia Yuan Xing Energy Co., Ltd., Class A | 1,457,300 | 1,625,337 | ||
* | Innovent Biologics, Inc. | 1,165,500 | 11,933,854 | ||
* | Innuovo Technology Co., Ltd., Class A | 474,900 | 441,029 | ||
Inspur Electronic Information Industry Co., Ltd., Class A | 181,100 | 856,276 | |||
* | Inspur International, Ltd. | 1,510,000 | 505,959 | ||
* | Inspur Software Co., Ltd., Class A | 72,500 | 145,582 | ||
* | International Alliance Financial Leasing Co., Ltd. | 552,000 | 197,250 | ||
#* | iQIYI, Inc., ADR | 1,176,680 | 13,131,749 | ||
IReader Technology Co., Ltd., Class A | 216,355 | 750,571 | |||
#* | IRICO Group New Energy Co., Ltd., Class H | 28,600 | 121,765 | ||
Jack Sewing Machine Co., Ltd., Class A | 36,300 | 142,647 | |||
Jafron Biomedical Co., Ltd., Class A | 149,867 | 1,560,336 | |||
Jason Furniture Hangzhou Co., Ltd., Class A | 77,044 | 773,935 | |||
JCET Group Co., Ltd., Class A | 1,054,706 | 6,428,348 | |||
* | JD.com, Inc., ADR | 933,460 | 66,163,645 | ||
* | JD.com, Inc., Class A | 183,650 | 6,402,733 | ||
Jiajiayue Group Co., Ltd., Class A | 279,601 | 636,343 | |||
Jiangling Motors Corp., Ltd., Class A | 101,500 | 291,807 | |||
Jiangnan Group, Ltd. | 16,139,000 | 799,826 | |||
* | Jiangsu Akcome Science & Technology Co., Ltd., Class A | 1,451,017 | 506,611 | ||
Jiangsu Changshu Rural Commercial Bank Co., Ltd., Class A | 2,041,700 | 1,862,963 | |||
* | Jiangsu Dingsheng New Energy Materials Co., Ltd., Class A | 11,900 | 64,002 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Jiangsu Eastern Shenghong Co., Ltd., Class A | 988,616 | $4,173,874 | |||
* | Jiangsu Etern Co., Ltd., Class A | 42,500 | 23,093 | ||
Jiangsu Expressway Co., Ltd., Class H | 6,080,000 | 6,496,106 | |||
Jiangsu Guomao Reducer Co., Ltd., Class A | 77,200 | 503,571 | |||
Jiangsu Guotai International Group Co., Ltd., Class A | 672,505 | 1,255,722 | |||
Jiangsu Hengli Hydraulic Co., Ltd., Class A | 356,998 | 5,427,523 | |||
Jiangsu Hengrui Medicine Co., Ltd., Class A | 872,634 | 7,373,525 | |||
Jiangsu Hengshun Vinegar Industry Co., Ltd., Class A | 286,976 | 717,741 | |||
* | Jiangsu Hoperun Software Co., Ltd., Class A | 54 | 322 | ||
Jiangsu Jiangyin Rural Commercial Bank Co., Ltd., Class A | 1,652,200 | 960,058 | |||
* | Jiangsu Kanion Pharmaceutical Co., Ltd., Class A | 243,580 | 389,569 | ||
Jiangsu King's Luck Brewery JSC, Ltd., Class A | 270,001 | 1,723,768 | |||
* | Jiangsu Leike Defense Technology Co., Ltd., Class A | 575,000 | 566,882 | ||
Jiangsu Lihua Animal Husbandry Stock Co., Ltd., Class A | 93,367 | 409,164 | |||
Jiangsu Linyang Energy Co., Ltd., Class A | 886,900 | 1,508,931 | |||
Jiangsu Nhwa Pharmaceutical Co., Ltd., Class A | 463,000 | 950,005 | |||
Jiangsu Provincial Agricultural Reclamation and Development Corp. | 682,900 | 1,146,322 | |||
Jiangsu Shagang Co., Ltd., Class A | 965,332 | 1,063,910 | |||
Jiangsu Shuangxing Color Plastic New Materials Co., Ltd., Class A | 342,500 | 995,405 | |||
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., Class A | 348,458 | 8,823,242 | |||
Jiangsu Yangnong Chemical Co., Ltd., Class A | 90,300 | 1,761,230 | |||
Jiangsu Yoke Technology Co., Ltd., Class A | 69,000 | 1,140,360 | |||
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd., Class A | 377,274 | 1,994,331 | |||
Jiangsu Zhangjiagang Rural Commercial Bank Co., Ltd., Class A | 1,375,226 | 1,143,302 | |||
Jiangsu Zhongnan Construction Group Co., Ltd., Class A | 1,893,100 | 1,339,302 | |||
Jiangsu Zhongtian Technology Co., Ltd., Class A | 1,119,500 | 1,318,855 | |||
Jiangsu Zijin Rural Commercial Bank Co., Ltd., Class A | 1,341,800 | 667,098 | |||
Jiangxi Copper Co., Ltd., Class H | 6,298,000 | 13,222,733 | |||
* | Jiangxi Firstar Panel Technology Co., Ltd., Class A | 280,100 | 242,212 | ||
Jiangxi Huangshanghuang Group Food Co., Ltd., Class A | 196,600 | 425,407 | |||
Jiangxi Wannianqing Cement Co., Ltd., Class A | 410,948 | 650,228 | |||
Jiangxi Zhengbang Technology Co., Ltd., Class A | 1,266,816 | 1,868,476 | |||
Jiangzhong Pharmaceutical Co., Ltd., Class A | 258,400 | 475,942 | |||
* | Jianpu Technology, Inc., Sponsored ADR | 5,600 | 10,584 | ||
Jiaozuo Wanfang Aluminum Manufacturing Co., Ltd., Class A | 427,800 | 590,279 | |||
Jiayou International Logistics Co., Ltd., Class A | 25,480 | 63,779 | |||
# | Jiayuan International Group, Ltd. | 2,506,078 | 974,974 | ||
Jilin Aodong Pharmaceutical Group Co., Ltd., Class A | 480,706 | 1,107,149 | |||
* | Jilin Electric Power Co., Ltd., Class A | 439,900 | 381,009 | ||
* | Jilin Zixin Pharmaceutical Industrial Co., Ltd., Class A | 244,700 | 99,343 | ||
# | Jinchuan Group International Resources Co., Ltd. | 5,991,000 | 988,083 | ||
Jinduicheng Molybdenum Co., Ltd., Class A | 1,186,700 | 1,297,144 | |||
Jingrui Holdings, Ltd. | 2,476,000 | 838,127 | |||
Jinke Properties Group Co., Ltd., Class A | 1,415,945 | 944,934 | |||
#* | JinkoSolar Holding Co., Ltd., ADR | 469,431 | 25,297,637 | ||
* | Jinneng Holding Shanxi Coal Industry Co., Ltd., Class A | 350,600 | 433,806 | ||
Jinneng Science&Technology Co., Ltd., Class A | 319,159 | 794,722 | |||
Jinyu Bio-Technology Co., Ltd., Class A | 291,420 | 801,916 | |||
Jinyuan EP Co., Ltd., Class A | 356,500 | 351,002 | |||
JiuGui Liquor Co., Ltd., Class A | 48,100 | 1,430,449 | |||
Jiuzhitang Co., Ltd., Class A | 389,800 | 549,481 | |||
Jizhong Energy Resources Co., Ltd., Class A | 842,900 | 525,996 | |||
JL Mag Rare-Earth Co., Ltd., Class A | 245,267 | 1,549,765 | |||
JNBY Design, Ltd. | 1,847,000 | 3,871,451 | |||
Joincare Pharmaceutical Group Industry Co., Ltd., Class A | 712,349 | 1,302,479 | |||
Joinn Laboratories China Co., Ltd., Class A | 34,088 | 1,005,171 | |||
Jointo Energy Investment Co., Ltd. Hebei, Class A | 335,100 | 229,821 | |||
Jointown Pharmaceutical Group Co., Ltd., Class A | 728,750 | 1,591,538 | |||
Jonjee Hi-Tech Industrial And Commercial Holding Co., Ltd., Class A | 248,278 | 1,409,302 |
Emerging Markets Core Equity Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
Joy City Property, Ltd. | 16,826,000 | $922,322 | |||
Joyoung Co., Ltd., Class A | 288,236 | 1,122,388 | |||
JOYY, Inc., ADR | 361,463 | 19,320,197 | |||
JSTI Group, Class A | 602,700 | 583,968 | |||
Ju Teng International Holdings, Ltd. | 6,558,090 | 1,362,296 | |||
Juewei Food Co., Ltd., Class A | 130,499 | 1,382,692 | |||
Juneyao Airlines Co., Ltd., Class A | 628,700 | 1,150,675 | |||
Jushri Technologies, Inc., Class A | 82,340 | 437,947 | |||
* | Kai Yuan Holdings, Ltd. | 15,890,000 | 73,476 | ||
Kaisa Group Holdings, Ltd. | 31,452,495 | 8,543,569 | |||
# | Kaisa Prosperity Holdings, Ltd. | 153,500 | 504,448 | ||
Kaiser China Cultural Co., Ltd., Class A | 376,560 | 454,876 | |||
Kaishan Group Co., Ltd., Class A | 299,000 | 644,770 | |||
* | Kangda International Environmental Co., Ltd. | 3,066,000 | 260,610 | ||
#* | Kasen International Holdings, Ltd. | 4,450,000 | 480,901 | ||
Kehua Data Co., Ltd., Class A | 227,660 | 931,444 | |||
Kingboard Holdings, Ltd. | 6,549,666 | 34,314,223 | |||
Kingboard Laminates Holdings, Ltd. | 10,104,984 | 20,269,941 | |||
KingClean Electric Co., Ltd., Class A | 180,175 | 832,480 | |||
* | Kingdee International Software Group Co., Ltd. | 3,936,600 | 12,294,728 | ||
Kingsoft Corp., Ltd. | 1,058,200 | 4,951,563 | |||
Konfoong Materials International Co., Ltd., Class A | 70,659 | 603,262 | |||
* | Kong Sun Holdings, Ltd. | 575,000 | 4,946 | ||
Konka Group Co., Ltd., Class A | 662,400 | 611,798 | |||
KPC Pharmaceuticals, Inc., Class A | 418,896 | 600,438 | |||
* | Kuang-Chi Technologies Co., Ltd., Class A | 414,400 | 1,353,079 | ||
Kunlun Energy Co., Ltd. | 28,560,000 | 24,691,501 | |||
Kunlun Tech Co., Ltd., Class A | 617,293 | 1,623,040 | |||
Kunming Yunnei Power Co., Ltd., Class A | 36,200 | 19,400 | |||
* | Kunshan Kersen Science & Technology Co., Ltd., Class A | 257,306 | 360,796 | ||
* | Kunwu Jiuding Investment Holdings Co., Ltd., Class A | 213,782 | 479,048 | ||
Kweichow Moutai Co., Ltd., Class A | 204,274 | 53,205,089 | |||
KWG Group Holdings, Ltd. | 16,930,644 | 18,581,192 | |||
KWG Group Holdings, Ltd. | 263,500 | 289,188 | |||
KWG Living Group Holdings, Ltd. | 8,727,072 | 8,347,420 | |||
* | Lanzhou Lishang Guochao Industrial Group Co., Ltd., Class A | 179,600 | 174,448 | ||
Lao Feng Xiang Co., Ltd., Class A | 120,380 | 889,008 | |||
Laobaixing Pharmacy Chain JSC, Class A | 200,155 | 1,358,349 | |||
* | Launch Tech Co., Ltd., Class H | 82,000 | 42,874 | ||
LB Group Co., Ltd., Class A | 739,585 | 3,431,315 | |||
Lee & Man Chemical Co., Ltd. | 1,231,339 | 951,858 | |||
Lee & Man Paper Manufacturing, Ltd. | 10,962,200 | 8,185,534 | |||
Lee's Pharmaceutical Holdings, Ltd. | 2,009,000 | 1,030,152 | |||
Legend Holdings Corp., Class H | 1,651,400 | 2,352,082 | |||
# | Lenovo Group, Ltd. | 63,424,000 | 59,141,742 | ||
Lens Technology Co., Ltd., Class A | 1,325,400 | 5,226,874 | |||
Leo Group Co., Ltd., Class A | 5,426,400 | 1,962,489 | |||
Lepu Medical Technology Beijing Co., Ltd., Class A | 447,510 | 1,790,500 | |||
#* | LexinFintech Holdings, Ltd., ADR | 727,537 | 5,718,441 | ||
Leyard Optoelectronic Co., Ltd., Class A | 1,072,550 | 1,583,356 | |||
Li Ning Co., Ltd. | 7,957,583 | 84,042,523 | |||
LianChuang Electronic Technology Co., Ltd., Class A | 398,930 | 1,077,005 | |||
Liaoning Cheng Da Co., Ltd., Class A | 399,572 | 1,210,836 | |||
Liaoning Port Co., Ltd., Class H | 848,000 | 78,629 | |||
Lier Chemical Co., Ltd., Class A | 224,000 | 1,080,739 | |||
* | Lifestyle China Group, Ltd. | 2,141,500 | 316,537 | ||
* | Lifetech Scientific Corp. | 14,428,000 | 8,075,659 | ||
* | Lingbao Gold Group Co., Ltd., Class H | 102,000 | 12,850 | ||
* | LingNan Eco&Culture-Tourism Co., Ltd., Class A | 968,403 | 418,655 |
Emerging Markets Core Equity Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
Lingyi iTech Guangdong Co., Class A | 2,097,500 | $2,248,101 | |||
#* | Link Motion, Inc., Sponsored ADR | 206,737 | 0 | ||
Lionco Pharmaceutical Group Co., Ltd., Class A | 31,200 | 46,351 | |||
Livzon Pharmaceutical Group, Inc., Class H | 746,417 | 2,817,294 | |||
Lizhong Sitong Light Alloys Group Co., Ltd., Class A | 293,340 | 819,280 | |||
Logan Group Co., Ltd. | 11,751,000 | 12,521,724 | |||
Loncin Motor Co., Ltd., Class A | 1,113,988 | 574,034 | |||
Long Yuan Construction Group Co., Ltd., Class A | 969,002 | 628,135 | |||
Longfor Group Holdings, Ltd. | 8,130,000 | 37,789,900 | |||
Longhua Technology Group Luoyang Co., Ltd., Class A | 370,831 | 479,309 | |||
LONGi Green Energy Technology Co., Ltd., Class A | 871,956 | 11,655,441 | |||
Longshine Technology Group Co., Ltd., Class A | 316,951 | 893,126 | |||
Lonking Holdings, Ltd. | 22,637,000 | 7,055,331 | |||
Luenmei Quantum Co., Ltd., Class A | 657,100 | 868,244 | |||
Luolai Lifestyle Technology Co., Ltd., Class A | 311,889 | 550,704 | |||
Luoniushan Co., Ltd., Class A | 533,400 | 556,152 | |||
#* | Luoyang Glass Co., Ltd., Class H | 772,000 | 1,264,785 | ||
Lushang Health Industry Development Co., Ltd., Class A | 266,000 | 461,441 | |||
Luxi Chemical Group Co., Ltd., Class A | 683,500 | 2,126,597 | |||
Luxshare Precision Industry Co., Ltd., Class A | 1,335,449 | 7,674,965 | |||
# | Luye Pharma Group, Ltd. | 14,855,000 | 7,989,391 | ||
Luzhou Laojiao Co., Ltd., Class A | 245,776 | 6,538,623 | |||
#* | LVGEM China Real Estate Investment Co., Ltd. | 1,752,000 | 412,288 | ||
Maanshan Iron & Steel Co., Ltd., Class H | 4,930,177 | 2,523,696 | |||
Maccura Biotechnology Co., Ltd., Class A | 209,573 | 1,170,901 | |||
* | Macrolink Culturaltainment Development Co., Ltd., Class A | 970,300 | 305,422 | ||
Mango Excellent Media Co., Ltd., Class A | 342,297 | 2,925,931 | |||
* | Maoyan Entertainment | 354,600 | 448,016 | ||
* | Maoye International Holdings, Ltd. | 2,174,000 | 89,328 | ||
* | Markor International Home Furnishings Co., Ltd., Class A | 787,921 | 455,034 | ||
Mayinglong Pharmaceutical Group Co., Ltd., Class A | 166,600 | 652,276 | |||
* | Meinian Onehealth Healthcare Holdings Co., Ltd., Class A | 636,800 | 742,970 | ||
* | Meitu, Inc. | 3,089,500 | 623,836 | ||
* | Meituan, Class B | 2,761,100 | 76,403,538 | ||
Metallurgical Corp. of China, Ltd., Class H | 10,246,000 | 3,128,315 | |||
Microport Scientific Corp. | 518,000 | 3,918,160 | |||
Midea Group Co., Ltd., Class A | 1,915,651 | 18,896,442 | |||
Milkyway Chemical Supply Chain Service Co., Ltd., Class A | 48,500 | 665,150 | |||
Min Xin Holdings, Ltd. | 742,000 | 378,271 | |||
Ming Yang Smart Energy Group, Ltd., Class A | 501,816 | 1,680,969 | |||
* | Mingfa Group International Co., Ltd. | 4,986,000 | 337,577 | ||
# | Minmetals Land, Ltd. | 9,937,644 | 1,008,697 | ||
Minsheng Education Group Co., Ltd. | 1,270,000 | 187,775 | |||
Minth Group, Ltd. | 6,301,000 | 26,647,139 | |||
* | Misho Ecology & Landscape Co., Ltd., Class A | 71,300 | 35,848 | ||
MLS Co., Ltd., Class A | 921,000 | 2,315,495 | |||
* | MMG, Ltd. | 29,057,999 | 14,817,891 | ||
* | MOBI Development Co., Ltd. | 2,518,000 | 129,804 | ||
Modern Land China Co., Ltd. | 1,738,000 | 142,779 | |||
* | MOGU, Inc., ADR | 20,692 | 24,830 | ||
Monalisa Group Co., Ltd., Class A | 20,900 | 76,720 | |||
Montage Technology Co., Ltd., Class A | 98,057 | 1,026,305 | |||
* | Montnets Cloud Technology Group Co., Ltd., Class A | 262,705 | 938,968 | ||
Muyuan Foods Co., Ltd., Class A | 1,226,588 | 8,041,982 | |||
* | Myhome Real Estate Development Group Co., Ltd., Class A | 1,862,000 | 467,373 | ||
MYS Group Co., Ltd., Class A | 681,600 | 342,374 | |||
* | Nan Hai Corp., Ltd. | 35,000,000 | 239,492 | ||
NanJi E-Commerce Co., Ltd., Class A | 874,050 | 1,389,711 | |||
Nanjing Hanrui Cobalt Co., Ltd., Class A | 81,700 | 1,122,463 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Nanjing Iron & Steel Co., Ltd., Class A | 2,313,500 | $1,343,099 | |||
Nanjing King-Friend Biochemical Pharmaceutical Co., Ltd., Class A | 277,637 | 1,271,411 | |||
* | Nanjing Sample Technology Co., Ltd., Class H | 89,000 | 57,162 | ||
Nanjing Securities Co., Ltd., Class A | 1,266,860 | 2,022,576 | |||
Nanjing Xinjiekou Department Store Co., Ltd., Class A | 681,048 | 950,389 | |||
Nanjing Yunhai Special Metals Co., Ltd., Class A | 96,300 | 196,887 | |||
Nantong Jianghai Capacitor Co., Ltd., Class A | 7,600 | 23,284 | |||
NARI Technology Co., Ltd., Class A | 1,067,763 | 5,200,516 | |||
* | Natural Food International Holding, Ltd. | 96,000 | 5,699 | ||
* | Nature Home Holding Co., Ltd. | 1,733,000 | 350,110 | ||
NAURA Technology Group Co., Ltd., Class A | 40,600 | 2,729,058 | |||
NavInfo Co., Ltd., Class A | 399,600 | 796,105 | |||
NetDragon Websoft Holdings, Ltd. | 1,379,500 | 3,221,484 | |||
NetEase, Inc., ADR | 1,143,858 | 116,913,726 | |||
* | New Century Healthcare Holding Co., Ltd. | 58,000 | 8,569 | ||
New China Life Insurance Co., Ltd., Class H | 3,420,800 | 9,359,997 | |||
* | New Hope Liuhe Co., Ltd., Class A | 992,930 | 1,757,182 | ||
* | New Oriental Education & Technology Group, Inc., Sponsored ADR | 3,362,360 | 7,296,321 | ||
* | New World Department Store China, Ltd. | 2,929,538 | 486,527 | ||
Newland Digital Technology Co., Ltd., Class A | 392,389 | 938,793 | |||
Nexteer Automotive Group, Ltd. | 6,646,000 | 8,306,200 | |||
Nine Dragons Paper Holdings, Ltd. | 16,732,000 | 21,112,242 | |||
Ninestar Corp., Class A | 393,986 | 2,194,998 | |||
Ningbo Construction Co., Ltd., Class A | 191,900 | 102,049 | |||
Ningbo Huaxiang Electronic Co., Ltd., Class A | 289,300 | 867,720 | |||
* | Ningbo Jifeng Auto Parts Co., Ltd., Class A | 262,550 | 363,288 | ||
Ningbo Joyson Electronic Corp., Class A | 876,231 | 3,444,672 | |||
Ningbo Orient Wires & Cables Co., Ltd., Class A | 307,357 | 1,176,892 | |||
Ningbo Sanxing Medical Electric Co., Ltd., Class A | 682,178 | 1,514,749 | |||
Ningbo Tuopu Group Co., Ltd., Class A | 215,300 | 1,130,634 | |||
Ningbo Yunsheng Co., Ltd., Class A | 97,900 | 157,136 | |||
Ningbo Zhoushan Port Co., Ltd., Class A | 1,858,270 | 1,065,449 | |||
Ningxia Jiaze New Energy Co., Ltd., Class A | 475,100 | 301,166 | |||
* | NIO, Inc., ADR | 2,018,899 | 90,204,407 | ||
#* | Niu Technologies, Sponsored ADR | 139,991 | 3,583,770 | ||
* | Noah Holdings, Ltd., Sponsored ADR | 74,405 | 2,872,033 | ||
Norinco International Cooperation, Ltd., Class A | 194,100 | 217,665 | |||
North Huajin Chemical Industries Co., Ltd., Class A | 426,400 | 419,313 | |||
* | North Industries Group Red Arrow Co., Ltd., Class A | 32,800 | 62,640 | ||
Northeast Pharmaceutical Group Co., Ltd., Class A | 651,762 | 519,501 | |||
Northeast Securities Co., Ltd., Class A | 1,436,827 | 1,735,913 | |||
NSFOCUS Technologies Group Co., Ltd., Class A | 258,370 | 902,501 | |||
#* | NVC International Holdings, Ltd. | 7,046,000 | 173,961 | ||
* | Oceanwide Holdings Co., Ltd., Class A | 1,968,944 | 607,842 | ||
* | Offcn Education Technology Co., Ltd., Class A | 367,179 | 743,040 | ||
Offshore Oil Engineering Co., Ltd., Class A | 904,722 | 577,126 | |||
OFILM Group Co., Ltd., Class A | 1,329,500 | 1,519,389 | |||
Olympic Circuit Technology Co., Ltd. | 83,780 | 181,800 | |||
Oppein Home Group, Inc., Class A | 73,590 | 1,642,092 | |||
Opple Lighting Co., Ltd., Class A | 132,231 | 507,751 | |||
ORG Technology Co., Ltd., Class A | 1,024,100 | 821,371 | |||
* | Orient Group, Inc., Class A | 1,653,300 | 741,478 | ||
Orient Securities Co., Ltd., Class H | 1,950,400 | 1,690,175 | |||
Oriental Pearl Group Co., Ltd., Class A | 1,424,241 | 1,725,733 | |||
* | Ourpalm Co., Ltd., Class A | 1,445,000 | 854,323 | ||
Ovctek China, Inc., Class A | 129,640 | 1,837,380 | |||
* | Overseas Chinese Town Asia Holdings, Ltd. | 1,481,817 | 278,323 | ||
# | Pacific Online, Ltd. | 2,485,195 | 549,501 | ||
* | Pacific Securities Co., Ltd. (The), Class A | 3,758,800 | 1,814,874 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Pacific Shuanglin Bio-pharmacy Co., Ltd., Class A | 157,199 | $754,350 | |||
* | Pangang Group Vanadium Titanium & Resources Co., Ltd., Class A | 2,788,731 | 1,236,478 | ||
PCI Technology Group Co., Ltd., Class A | 814,140 | 947,439 | |||
* | Pengdu Agriculture & Animal Husbandry Co., Ltd., Class A | 1,903,670 | 666,808 | ||
People's Insurance Co. Group of China, Ltd. (The), Class H | 19,970,000 | 6,197,267 | |||
# | Perennial Energy Holdings, Ltd. | 250,000 | 48,270 | ||
Perfect World Co., Ltd., Class A | 684,600 | 1,693,097 | |||
PetroChina Co., Ltd., ADR | 129,122 | 5,402,464 | |||
PetroChina Co., Ltd., Class H | 142,684,000 | 59,605,068 | |||
PharmaBlock Sciences Nanjing, Inc., Class A | 34,060 | 781,602 | |||
PhiChem Corp., Class A | 220,305 | 750,709 | |||
* | Phoenix Media Investment Holdings, Ltd. | 5,412,000 | 376,894 | ||
Phoenix New Media, Ltd., ADR | 108,052 | 146,951 | |||
PICC Property & Casualty Co., Ltd., Class H | 22,287,398 | 18,004,110 | |||
* | Pinduoduo, Inc., ADR | 316,331 | 28,979,083 | ||
Ping An Bank Co., Ltd., Class A | 3,274,301 | 8,977,184 | |||
#* | Ping An Healthcare and Technology Co., Ltd. | 832,900 | 7,793,036 | ||
Ping An Insurance Group Co. of China, Ltd., Class H | 30,207,000 | 264,336,623 | |||
Pingdingshan Tianan Coal Mining Co., Ltd., Class A | 2,068,500 | 2,228,720 | |||
* | Polaris Bay Group Co., Ltd., Class A | 1,006,000 | 1,460,935 | ||
* | Poly Developments and Holdings Group Co., Ltd., Class A | 1,687,405 | 2,620,227 | ||
Poly Property Group Co., Ltd. | 20,023,068 | 4,875,913 | |||
# | Poly Property Services Co., Ltd., Class H | 193,400 | 1,093,089 | ||
Postal Savings Bank of China Co., Ltd., Class H | 27,526,000 | 17,779,990 | |||
* | Pou Sheng International Holdings, Ltd. | 11,868,609 | 2,366,851 | ||
Power Construction Corp. of China, Ltd., Class A | 2,437,800 | 1,841,660 | |||
Powerlong Real Estate Holdings, Ltd. | 15,522,715 | 10,502,235 | |||
# | Prinx Chengshan Holding, Ltd. | 118,000 | 125,561 | ||
Proya Cosmetics Co., Ltd., Class A | 60,400 | 1,510,358 | |||
Pujiang International Group, Ltd. | 92,000 | 41,901 | |||
PW Medtech Group, Ltd. | 4,044,000 | 666,126 | |||
Q Technology Group Co., Ltd. | 4,225,000 | 7,234,007 | |||
Qianhe Condiment and Food Co., Ltd., Class A | 336,859 | 1,253,110 | |||
Qingdao East Steel Tower Stock Co., Ltd., Class A | 341,375 | 448,609 | |||
Qingdao Eastsoft Communication Technology Co., Ltd., Class A | 208,401 | 581,368 | |||
Qingdao Gon Technology Co., Ltd., Class A | 138,200 | 496,846 | |||
Qingdao Haier Biomedical Co., Ltd., Class A | 9,050 | 146,404 | |||
Qingdao Hanhe Cable Co., Ltd., Class A | 1,527,052 | 862,377 | |||
Qingdao Port International Co., Ltd., Class H | 2,137,000 | 1,100,664 | |||
Qingdao Rural Commercial Bank Corp., Class A | 1,256,167 | 757,571 | |||
Qingdao TGOOD Electric Co., Ltd., Class A | 154,800 | 720,309 | |||
Qingdao Topscomm Communication, Inc., Class A | 190,760 | 232,246 | |||
Qingling Motors Co., Ltd., Class H | 5,056,000 | 1,073,579 | |||
Qinhuangdao Port Co., Ltd., Class H | 2,122,000 | 332,979 | |||
* | Qudian, Inc., Sponsored ADR | 186,441 | 337,458 | ||
Qunxing Paper Holdings Co., Ltd. | 854,211 | 0 | |||
Rainbow Digital Commercial Co., Ltd., Class A | 409,286 | 373,123 | |||
Raisecom Technology Co., Ltd., Class A | 44,600 | 49,517 | |||
Rastar Group, Class A | 155,600 | 74,840 | |||
Raytron Technology Co., Ltd., Class A | 53,305 | 933,021 | |||
Realcan Pharmaceutical Group Co., Ltd., Class A | 752,100 | 449,028 | |||
* | Realord Group Holdings, Ltd. | 120,000 | 169,878 | ||
Red Avenue New Materials Group Co., Ltd., Class A | 80,100 | 934,127 | |||
* | Red Star Macalline Group Corp., Ltd., Class H | 2,122,114 | 1,248,099 | ||
# | Redco Properties Group, Ltd. | 8,526,000 | 2,436,876 | ||
# | Redsun Properties Group, Ltd. | 1,771,000 | 522,106 | ||
Renhe Pharmacy Co., Ltd., Class A | 413,700 | 632,593 | |||
REXLot Holdings, Ltd. | 3,197,569 | 1,605 | |||
Rianlon Corp., Class A | 69,100 | 385,816 |
Emerging Markets Core Equity Portfolio
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Shares | Value» | ||||
CHINA — (Continued) | |||||
* | RISE Education Cayman, Ltd., ADR | 4,502 | $5,447 | ||
Risen Energy Co., Ltd., Class A | 391,784 | 1,225,458 | |||
RiseSun Real Estate Development Co., Ltd., Class A | 1,642,100 | 1,158,635 | |||
Riyue Heavy Industry Co., Ltd., Class A | 2,925 | 15,766 | |||
Road King Infrastructure, Ltd. | 2,197,000 | 2,560,519 | |||
Rongan Property Co., Ltd., Class A | 1,869,500 | 690,677 | |||
Rongsheng Petro Chemical Co., Ltd., Class A | 2,577,778 | 7,451,967 | |||
# | Ronshine China Holdings, Ltd. | 3,423,500 | 1,777,913 | ||
Runjian Co., Ltd., Class A | 86,863 | 379,564 | |||
* | RYB Education, Inc., ADR | 4,110 | 13,727 | ||
SAIC Motor Corp, Ltd., Class A | 1,057,955 | 3,012,484 | |||
Sailun Group Co., Ltd., Class A | 991,100 | 1,405,698 | |||
Sanan Optoelectronics Co., Ltd., Class A | 617,400 | 4,083,189 | |||
* | SanFeng Intelligent Equipment Group Co., Ltd., Class A | 906,660 | 544,058 | ||
Sangfor Technologies, Inc., Class A | 19,772 | 743,564 | |||
Sanquan Food Co., Ltd., Class A | 477,230 | 1,127,894 | |||
Sansteel Minguang Co., Ltd. Fujian, Class A | 1,181,250 | 1,626,026 | |||
Sany Heavy Equipment International Holdings Co., Ltd. | 8,671,500 | 9,518,544 | |||
Sany Heavy Industry Co., Ltd., Class A | 2,592,041 | 10,003,085 | |||
* | Saurer Intelligent Technology Co., Ltd., Class A | 721,700 | 277,310 | ||
SDIC Power Holdings Co., Ltd., Class A | 1,170,516 | 1,539,858 | |||
Sealand Securities Co., Ltd., Class A | 2,693,500 | 1,633,952 | |||
Seazen Group, Ltd. | 18,502,000 | 13,772,427 | |||
Seazen Holdings Co., Ltd. , Class A | 662,581 | 3,256,624 | |||
* | Secoo Holding, Ltd., ADR | 31,941 | 60,688 | ||
S-Enjoy Service Group Co., Ltd. | 653,000 | 1,491,531 | |||
SF Holding Co., Ltd., Class A | 1,005,551 | 9,231,556 | |||
SG Micro Corp., Class A | 31,900 | 1,846,016 | |||
SGIS Songshan Co., Ltd., Class A | 909,581 | 674,630 | |||
Shaanxi Coal Industry Co., Ltd., Class A | 2,696,400 | 4,675,202 | |||
Shan Xi Hua Yang Group New Energy Co., Ltd., Class A | 2,021,900 | 3,017,369 | |||
Shandong Buchang Pharmaceuticals Co., Ltd., Class A | 522,187 | 1,630,416 | |||
# | Shandong Chenming Paper Holdings, Ltd., Class H | 4,536,033 | 2,451,529 | ||
# | Shandong Gold Mining Co., Ltd., Class H | 2,319,250 | 4,098,605 | ||
Shandong Himile Mechanical Science & Technology Co., Ltd., Class A | 224,741 | 957,574 | |||
Shandong Hi-speed Co., Ltd., Class A | 467,325 | 446,214 | |||
Shandong Hualu Hengsheng Chemical Co., Ltd., Class A | 672,061 | 3,230,423 | |||
Shandong Humon Smelting Co., Ltd., Class A | 564,756 | 1,032,487 | |||
Shandong Linglong Tyre Co., Ltd., Class A | 149,220 | 866,385 | |||
Shandong Longda Meat Foodstuff Co., Ltd., Class A | 561,976 | 785,095 | |||
Shandong Minhe Animal Husbandry Co., Ltd., Class A | 123,700 | 255,762 | |||
* | Shandong Molong Petroleum Machinery Co., Ltd., Class H | 412,800 | 246,673 | ||
Shandong Nanshan Aluminum Co., Ltd., Class A | 2,553,280 | 2,028,426 | |||
Shandong New Beiyang Information Technology Co., Ltd., Class A | 250,000 | 331,807 | |||
Shandong Publishing & Media Co., Ltd., Class A | 391,400 | 318,429 | |||
Shandong Sinocera Functional Material Co., Ltd., Class A | 159,500 | 1,159,266 | |||
Shandong Sun Paper Industry JSC, Ltd., Class A | 1,176,088 | 2,112,707 | |||
Shandong Weigao Group Medical Polymer Co., Ltd., Class H | 11,532,000 | 20,690,938 | |||
Shandong Xiantan Co., Ltd., Class A | 278,363 | 287,356 | |||
Shandong Xinhua Pharmaceutical Co., Ltd., Class H | 1,473,200 | 724,563 | |||
Shandong Yisheng Livestock & Poultry Breeding Co., Ltd., Class A | 421,090 | 647,090 | |||
* | Shanghai 2345 Network Holding Group Co., Ltd., Class A | 2,656,426 | 782,441 | ||
Shanghai AJ Group Co., Ltd., Class A | 1,335,335 | 1,337,180 | |||
Shanghai Bailian Group Co., Ltd., Class A | 353,200 | 834,679 | |||
Shanghai Bairun Investment Holding Group Co., Ltd., Class A | 113,348 | 1,222,945 | |||
Shanghai Baosight Software Co., Ltd., Class A | 223,990 | 2,319,954 | |||
Shanghai Belling Co., Ltd., Class A | 172,500 | 938,962 | |||
Shanghai Construction Group Co., Ltd., Class A | 560,435 | 231,804 | |||
Shanghai Daimay Automotive Interior Co., Ltd., Class A | 177,975 | 430,831 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Shanghai Electric Group Co., Ltd., Class H | 9,170,000 | $2,268,243 | |||
Shanghai Electric Power Co., Ltd., Class A | 366,206 | 384,528 | |||
Shanghai Environment Group Co., Ltd., Class A | 428,136 | 741,339 | |||
Shanghai Fengyuzhu Culture and Technology Co., Ltd., Class A | 210,598 | 508,519 | |||
# | Shanghai Fosun Pharmaceutical Group Co., Ltd., Class H | 2,116,000 | 19,392,459 | ||
* | Shanghai Fudan Microelectronics Group Co., Ltd., Class H | 92,000 | 370,678 | ||
# | Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co., Ltd., Class H | 1,910,000 | 1,078,369 | ||
Shanghai Ganglian E-Commerce Holdings Co., Ltd., Class A | 55,800 | 475,422 | |||
Shanghai Hanbell Precise Machinery Co., Ltd., Class A | 189,148 | 725,661 | |||
Shanghai Haohai Biological Technology Co., Ltd., Class H | 9,200 | 96,447 | |||
Shanghai Industrial Development Co., Ltd., Class A | 1,374,031 | 864,839 | |||
Shanghai Industrial Holdings, Ltd. | 3,490,000 | 5,328,745 | |||
Shanghai Industrial Urban Development Group, Ltd. | 19,943,025 | 1,697,555 | |||
Shanghai International Airport Co., Ltd., Class A | 151,200 | 904,546 | |||
Shanghai International Port Group Co., Ltd., Class A | 1,257,000 | 960,939 | |||
Shanghai Jahwa United Co., Ltd., Class A | 109,500 | 825,321 | |||
Shanghai Jin Jiang Capital Co., Ltd., Class H | 17,696,000 | 3,663,054 | |||
Shanghai Jinjiang International Hotels Co., Ltd., Class A | 26,300 | 165,235 | |||
Shanghai Jinqiao Export Processing Zone Development Co., Ltd., Class A | 294,233 | 529,375 | |||
* | Shanghai Junshi Biosciences Co., Ltd., Class H | 90,400 | 609,683 | ||
Shanghai Kehua Bio-Engineering Co., Ltd., Class A | 62,300 | 133,549 | |||
Shanghai Kelai Mechatronics Engineering Co., Ltd., Class A | 18,500 | 91,693 | |||
Shanghai Lingang Holdings Corp., Ltd., Class A | 548,480 | 1,281,703 | |||
Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd., Class A | 374,300 | 673,070 | |||
Shanghai M&G Stationery, Inc., Class A | 193,799 | 2,123,537 | |||
Shanghai Maling Aquarius Co., Ltd., Class A | 464,700 | 533,660 | |||
Shanghai Mechanical and Electrical Industry Co., Ltd., Class A | 311,400 | 698,791 | |||
Shanghai Moons' Electric Co., Ltd., Class A | 87,700 | 229,250 | |||
Shanghai Pharmaceuticals Holding Co., Ltd., Class H | 5,090,200 | 10,863,504 | |||
Shanghai Pudong Construction Co., Ltd., Class A | 377,580 | 354,566 | |||
Shanghai Pudong Development Bank Co., Ltd., Class A | 4,593,955 | 6,433,209 | |||
Shanghai Putailai New Energy Technology Co., Ltd., Class A | 108,360 | 2,152,732 | |||
Shanghai RAAS Blood Products Co., Ltd., Class A | 1,183,812 | 1,347,716 | |||
Shanghai Rongtai Health Technology Corp., Ltd., Class A | 9,600 | 48,120 | |||
Shanghai Shimao Co., Ltd., Class A | 2,801,919 | 1,443,832 | |||
Shanghai Shyndec Pharmaceutical Co., Ltd., Class A | 401,600 | 577,761 | |||
Shanghai Tongji Science & Technology Industrial Co., Ltd., Class A | 281,500 | 342,186 | |||
Shanghai Tunnel Engineering Co., Ltd., Class A | 1,440,795 | 1,089,812 | |||
Shanghai Waigaoqiao Free Trade Zone Group Co., Ltd., Class A | 411,161 | 866,359 | |||
Shanghai Wanye Enterprises Co., Ltd., Class A | 389,310 | 1,552,079 | |||
Shanghai Weaver Network Co., Ltd., Class A | 69,424 | 761,870 | |||
Shanghai Yuyuan Tourist Mart Group Co., Ltd., Class A | 682,100 | 1,031,994 | |||
* | Shanghai Zendai Property, Ltd. | 3,400,000 | 21,784 | ||
Shanghai Zhangjiang High-Tech Park Development Co., Ltd., Class A | 531,753 | 1,406,561 | |||
Shanghai Zijiang Enterprise Group Co., Ltd., Class A | 652,400 | 739,385 | |||
Shanxi Blue Flame Holding Co., Ltd., Class A | 584,253 | 526,408 | |||
Shanxi Coking Co., Ltd., Class A | 960,297 | 731,746 | |||
Shanxi Coking Coal Energy Group Co., Ltd., Class A | 1,722,781 | 2,366,853 | |||
Shanxi Lu'an Environmental Energy Development Co., Ltd., Class A | 2,514,900 | 4,883,455 | |||
* | Shanxi Meijin Energy Co., Ltd., Class A | 1,581,200 | 2,129,559 | ||
Shanxi Securities Co., Ltd., Class A | 811,700 | 792,334 | |||
Shanxi Taigang Stainless Steel Co., Ltd., Class A | 1,868,500 | 2,957,572 | |||
Shanxi Xinghuacun Fen Wine Factory Co., Ltd., Class A | 198,329 | 8,818,338 | |||
Shanying International Holding Co., Ltd., Class A | 1,979,139 | 987,702 | |||
Shede Spirits Co., Ltd., Class A | 60,500 | 1,694,815 | |||
Shenergy Co., Ltd., Class A | 1,024,033 | 909,829 | |||
# | Sheng Ye Capital, Ltd. | 144,000 | 173,647 | ||
* | Shengda Resources Co., Ltd., Class A | 319,452 | 662,492 | ||
Shenghe Resources Holding Co., Ltd., Class A | 462,700 | 1,773,419 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
* | Shengjing Bank Co., Ltd., Class H | 702,500 | $624,076 | ||
Shenguan Holdings Group, Ltd. | 4,116,000 | 222,088 | |||
Shengyi Technology Co., Ltd., Class A | 874,382 | 3,731,401 | |||
Shennan Circuits Co., Ltd., Class A | 93,100 | 1,756,422 | |||
Shenwan Hongyuan Group Co., Ltd., Class H | 964,800 | 243,545 | |||
Shenzhen Agricultural Products Group Co., Ltd., Class A | 786,000 | 676,680 | |||
* | Shenzhen Airport Co., Ltd., Class A | 842,900 | 909,869 | ||
Shenzhen Aisidi Co., Ltd., Class A | 550,738 | 808,505 | |||
Shenzhen Anche Technologies Co., Ltd., Class A | 78,900 | 297,355 | |||
Shenzhen Bauing Construction Holding Group Co., Ltd., Class A | 626,500 | 290,346 | |||
Shenzhen Capchem Technology Co., Ltd., Class A | 75,800 | 1,342,240 | |||
Shenzhen Center Power Tech Co., Ltd., Class A | 129,100 | 379,214 | |||
Shenzhen Cereals Holdings Co., Ltd., Class A | 295,250 | 325,416 | |||
Shenzhen Changhong Technology Co., Ltd., Class A | 236,439 | 827,627 | |||
Shenzhen Comix Group Co., Ltd., Class A | 336,500 | 418,702 | |||
Shenzhen Das Intellitech Co., Ltd., Class A | 946,300 | 546,207 | |||
Shenzhen Desay Battery Technology Co., Class A | 141,230 | 907,935 | |||
Shenzhen Ellassay Fashion Co., Ltd., Class A | 202,775 | 455,730 | |||
Shenzhen Energy Group Co., Ltd., Class A | 817,400 | 1,087,279 | |||
Shenzhen Everwin Precision Technology Co., Ltd., Class A | 566,560 | 1,562,047 | |||
Shenzhen Expressway Co., Ltd., Class H | 5,262,000 | 4,972,132 | |||
Shenzhen Fastprint Circuit Tech Co., Ltd., Class A | 562,122 | 1,279,044 | |||
Shenzhen FRD Science & Technology Co., Ltd. | 160,346 | 538,009 | |||
Shenzhen Gas Corp., Ltd., Class A | 879,816 | 984,901 | |||
Shenzhen Gongjin Electronics Co., Ltd., Class A | 349,403 | 528,567 | |||
Shenzhen Goodix Technology Co., Ltd., Class A | 107,639 | 1,993,248 | |||
* | Shenzhen Grandland Group Co., Ltd., Class A | 228,528 | 87,471 | ||
Shenzhen H&T Intelligent Control Co., Ltd., Class A | 392,200 | 1,601,796 | |||
Shenzhen Hepalink Pharmaceutical Group Co., Ltd., Class A | 241,009 | 564,332 | |||
Shenzhen Heungkong Holding Co., Ltd., Class A | 870,600 | 239,090 | |||
* | Shenzhen Hifuture Information Technology Co., Ltd., Class A | 57,400 | 35,801 | ||
Shenzhen Inovance Technology Co., Ltd., Class A | 382,475 | 4,626,632 | |||
Shenzhen International Holdings, Ltd. | 8,908,057 | 11,741,957 | |||
Shenzhen Investment, Ltd. | 29,061,674 | 8,167,070 | |||
Shenzhen Jieshun Science And Technology Industry Co., Ltd., Class A | 208,600 | 335,001 | |||
Shenzhen Jinjia Group Co., Ltd., Class A | 654,600 | 994,487 | |||
Shenzhen Jufei Optoelectronics Co., Ltd., Class A | 452,300 | 532,990 | |||
Shenzhen Kaifa Technology Co., Ltd., Class A | 215,200 | 615,855 | |||
Shenzhen Kangtai Biological Products Co., Ltd., Class A | 46,665 | 920,413 | |||
Shenzhen Kedali Industry Co., Ltd., Class A | 51,120 | 930,890 | |||
Shenzhen Kinwong Electronic Co., Ltd., Class A | 306,826 | 1,407,621 | |||
Shenzhen Kstar Science And Technology Co., Ltd., Class A | 177,400 | 776,656 | |||
Shenzhen Laibao Hi-tech Co., Ltd., Class A | 311,700 | 478,295 | |||
Shenzhen Megmeet Electrical Co., Ltd., Class A | 164,700 | 792,489 | |||
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., Class A | 189,172 | 11,476,986 | |||
* | Shenzhen MTC Co., Ltd., Class A | 1,745,600 | 1,691,466 | ||
* | Shenzhen Neptunus Bioengineering Co., Ltd., Class A | 1,374,950 | 677,784 | ||
Shenzhen New Nanshan Holding Group Co., Ltd., Class A | 89,500 | 42,280 | |||
Shenzhen Overseas Chinese Town Co., Ltd., Class A | 1,974,176 | 1,974,304 | |||
* | Shenzhen Salubris Pharmaceuticals Co., Ltd., Class A | 256,400 | 1,080,270 | ||
Shenzhen SC New Energy Technology Corp., Class A | 64,471 | 1,630,540 | |||
* | Shenzhen SDG Information Co., Ltd., Class A | 387,400 | 443,406 | ||
Shenzhen Sinovatio Technology Co., Ltd., Class A | 65,972 | 360,656 | |||
Shenzhen Sunline Tech Co., Ltd., Class A | 243,500 | 557,158 | |||
Shenzhen Sunlord Electronics Co., Ltd., Class A | 216,283 | 1,358,121 | |||
Shenzhen Suntak Circuit Technology Co., Ltd., Class A | 402,000 | 936,851 | |||
Shenzhen Sunway Communication Co., Ltd., Class A | 389,354 | 1,564,055 | |||
Shenzhen Tagen Group Co., Ltd., Class A | 993,100 | 760,496 | |||
Shenzhen Topband Co., Ltd., Class A | 161,500 | 426,546 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Shenzhen Woer Heat-Shrinkable Material Co., Ltd., Class A | 541,500 | $609,209 | |||
Shenzhen World Union Group, Inc., Class A | 1,437,977 | 1,659,990 | |||
Shenzhen Yan Tian Port Holding Co., Ltd., Class A | 583,196 | 460,435 | |||
Shenzhen Yinghe Technology Co., Ltd., Class A | 411,486 | 1,719,987 | |||
Shenzhen Ysstech Info-tech Co., Ltd., Class A | 323,400 | 526,724 | |||
Shenzhen YUTO Packaging Technology Co., Ltd., Class A | 238,680 | 998,905 | |||
Shenzhen Zhenye Group Co., Ltd., Class A | 1,013,500 | 694,273 | |||
Shenzhen Zhongjin Lingnan Nonfemet Co., Ltd., Class A | 1,599,950 | 1,297,509 | |||
Shenzhou International Group Holdings, Ltd. | 2,528,200 | 56,109,037 | |||
Shenzhou Space Park Group, Ltd. | 3,080,000 | 0 | |||
* | Shijiazhuang Changshan BeiMing Technology Co., Ltd., Class A | 928,000 | 1,209,097 | ||
Shijiazhuang Yiling Pharmaceutical Co., Ltd., Class A | 340,901 | 993,862 | |||
Shimao Group Holdings, Ltd. | 9,538,683 | 18,828,347 | |||
Shinva Medical Instrument Co., Ltd., Class A | 203,200 | 637,730 | |||
# | Shoucheng Holdings, Ltd. | 12,737,640 | 2,870,995 | ||
Shougang Fushan Resources Group, Ltd. | 14,455,294 | 3,647,396 | |||
* | Shouhang High-Tech Energy Co., Ltd., Class A | 1,180,000 | 385,837 | ||
* | Shui On Land, Ltd. | 28,686,276 | 4,582,329 | ||
* | Siasun Robot & Automation Co., Ltd., Class A | 881,274 | 1,522,464 | ||
Sichuan Chuantou Energy Co., Ltd., Class A | 517,808 | 878,324 | |||
* | Sichuan Development Lomon Co., Ltd., Class A | 571,100 | 971,249 | ||
Sichuan Expressway Co., Ltd., Class H | 5,104,000 | 1,137,304 | |||
* | Sichuan Haite High-tech Co., Ltd., Class A | 451,783 | 1,092,770 | ||
* | Sichuan Hebang Biotechnology Co., Ltd., Class A | 3,436,520 | 1,278,078 | ||
Sichuan Jiuyuan Yinhai Software Co., Ltd., Class A | 138,219 | 370,603 | |||
Sichuan Kelun Pharmaceutical Co., Ltd., Class A | 554,363 | 1,577,126 | |||
Sichuan Languang Development Co., Ltd., Class A | 1,908,100 | 704,330 | |||
Sichuan Shuangma Cement Co., Ltd., Class A | 383,100 | 1,086,879 | |||
Sichuan Swellfun Co., Ltd., Class A | 145,605 | 2,305,678 | |||
Sichuan Teway Food Group Co., Ltd., Class A | 67,020 | 257,780 | |||
Sichuan Tianyi Comheart Telecom Co., Ltd., Class A | 77,521 | 248,904 | |||
Sichuan Yahua Industrial Group Co., Ltd., Class A | 189,900 | 964,020 | |||
Sieyuan Electric Co., Ltd., Class A | 354,100 | 1,567,499 | |||
# | Sihuan Pharmaceutical Holdings Group, Ltd. | 37,176,000 | 12,654,780 | ||
* | Silver Grant International Holdings Group, Ltd. | 8,640,000 | 677,516 | ||
Sino Biopharmaceutical, Ltd. | 48,073,495 | 40,838,261 | |||
Sino Wealth Electronic, Ltd., Class A | 181,038 | 1,955,261 | |||
Sinocare, Inc., Class A | 155,660 | 727,240 | |||
Sinochem International Corp., Class A | 1,097,037 | 1,314,305 | |||
# | Sinofert Holdings, Ltd. | 13,790,673 | 2,396,054 | ||
* | Sino-I Technology, Ltd. | 5,320,000 | 30,018 | ||
Sinolink Securities Co., Ltd., Class A | 703,991 | 1,170,810 | |||
#* | Sinolink Worldwide Holdings, Ltd. | 26,451,885 | 971,069 | ||
Sinoma International Engineering Co., Class A | 691,250 | 1,138,470 | |||
Sinoma Science & Technology Co., Ltd., Class A | 552,295 | 2,196,073 | |||
Sinomach Automobile Co., Ltd., Class A | 128,300 | 98,956 | |||
Sino-Ocean Group Holding, Ltd. | 22,939,462 | 4,788,806 | |||
Sinopec Engineering Group Co., Ltd., Class H | 8,445,000 | 4,814,546 | |||
# | Sinopec Kantons Holdings, Ltd. | 8,428,000 | 3,005,312 | ||
#* | Sinopec Oilfield Service Corp., Class H | 12,474,000 | 1,027,763 | ||
Sinopec Shanghai Petrochemical Co., Ltd., Sponsored ADR | 29,244 | 608,850 | |||
Sinopec Shanghai Petrochemical Co., Ltd., Class H | 17,659,000 | 3,679,016 | |||
Sinopharm Group Co., Ltd., Class H | 8,204,800 | 21,514,744 | |||
Sino-Platinum Metals Co., Ltd., Class A | 182,260 | 782,838 | |||
Sinosoft Technology Group, Ltd. | 5,378,400 | 818,732 | |||
Sinotrans, Ltd., Class H | 21,785,000 | 8,059,061 | |||
Sinotruk Hong Kong, Ltd. | 6,532,000 | 11,197,368 | |||
Skshu Paint Co., Ltd., Class A | 65,442 | 1,553,128 | |||
Skyfame Realty Holdings, Ltd. | 21,964,000 | 2,598,299 |
Emerging Markets Core Equity Portfolio
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Skyworth Digital Co., Ltd., Class A | 498,399 | $636,914 | |||
* | Skyworth Group, Ltd. | 9,014,645 | 2,476,579 | ||
Smoore International Holdings, Ltd. | 5,680,000 | 16,153 | |||
#* | SOHO China, Ltd. | 19,493,339 | 7,229,684 | ||
#* | Sohu.com, Ltd., ADR | 86,832 | 1,725,352 | ||
* | Solargiga Energy Holdings, Ltd. | 2,645,000 | 153,480 | ||
Songcheng Performance Development Co., Ltd., Class A | 429,000 | 843,166 | |||
SooChow Securities Co., Ltd., Class A | 902,786 | 1,097,818 | |||
* | Sou Yu Te Group Co., Ltd., Class A | 2,298,980 | 573,071 | ||
* | South Manganese Investment, Ltd. | 1,396,000 | 224,584 | ||
Southwest Securities Co., Ltd., Class A | 1,543,500 | 1,086,317 | |||
* | Sparkle Roll Group, Ltd. | 8,680,000 | 218,943 | ||
* | Spring Airlines Co., Ltd., Class A | 159,929 | 1,176,082 | ||
* | SPT Energy Group, Inc. | 942,000 | 30,123 | ||
* | SRE Group, Ltd. | 3,391,714 | 17,507 | ||
SSY Group, Ltd. | 15,160,506 | 9,733,743 | |||
* | Starrise Media Holdings, Ltd. | 1,292,000 | 22,619 | ||
* | STO Express Co., Ltd., Class A | 67,300 | 69,423 | ||
Suchuang Gas Corp., Ltd. | 302,000 | 76,408 | |||
* | Sumavision Technologies Co., Ltd., Class A | 658,900 | 839,162 | ||
# | Sun King Technology Group, Ltd. | 3,300,000 | 1,668,048 | ||
* | Sunac China Holdings, Ltd. | 16,028,000 | 41,588,681 | ||
* | Sunac Services Holdings, Ltd. | 501,029 | 1,359,119 | ||
Sun-Create Electronics Co., Ltd., Class A | 17,360 | 98,736 | |||
Sunflower Pharmaceutical Group Co., Ltd., Class A | 236,400 | 556,944 | |||
Sunfly Intelligent Technology Co., Ltd., Class A | 348,915 | 627,439 | |||
Sungrow Power Supply Co., Ltd., Class A | 216,050 | 5,640,663 | |||
* | Suning Universal Co., Ltd., Class A | 2,672,700 | 2,392,910 | ||
* | Suning.com Co., Ltd., Class A | 1,617,449 | 1,479,833 | ||
Sunny Optical Technology Group Co., Ltd. | 2,316,400 | 70,329,428 | |||
Sunresin New Materials Co., Ltd., Class A | 75,600 | 1,045,999 | |||
* | Sunsea AIoT Technology Co., Ltd., Class A | 95,100 | 162,848 | ||
# | Sunshine 100 China Holdings, Ltd. | 244,000 | 36,100 | ||
Sunward Intelligent Equipment Co., Ltd., Class A | 467,800 | 628,437 | |||
* | Sunwave Communications Co., Ltd., Class A | 300,571 | 245,722 | ||
Sunwoda Electronic Co., Ltd., Class A | 569,900 | 2,989,966 | |||
Suofeiya Home Collection Co., Ltd., Class A | 135,100 | 399,828 | |||
Suzhou Anjie Technology Co., Ltd., Class A | 401,900 | 771,277 | |||
* | Suzhou Chunxing Precision Mechanical Co., Ltd., Class A | 524,800 | 362,987 | ||
Suzhou Dongshan Precision Manufacturing Co., Ltd., Class A | 721,467 | 2,365,151 | |||
Suzhou Gold Mantis Construction Decoration Co., Ltd., Class A | 1,212,947 | 1,285,453 | |||
Suzhou Keda Technology Co., Ltd., Class A | 17,900 | 18,531 | |||
Suzhou Maxwell Technologies Co., Ltd., Class A | 30,420 | 3,082,987 | |||
Suzhou Secote Precision Electronic Co., Ltd., Class A | 89,760 | 511,602 | |||
Suzhou TA&A Ultra Clean Technology Co., Ltd., Class A | 140,400 | 1,216,601 | |||
Suzhou TFC Optical Communication Co., Ltd., Class A | 166,266 | 877,740 | |||
# | Symphony Holdings, Ltd. | 7,200,000 | 825,772 | ||
T&S Communications Co., Ltd., Class A | 25,000 | 76,797 | |||
* | Tahoe Group Co., Ltd., Class A | 208,000 | 63,281 | ||
Taiji Computer Corp., Ltd., Class A | 123,828 | 445,876 | |||
Tangrenshen Group Co., Ltd., Class A | 592,485 | 539,088 | |||
Tangshan Jidong Cement Co., Ltd., Class A | 722,870 | 1,332,559 | |||
TangShan Port Group Co., Ltd., Class A | 2,521,404 | 949,894 | |||
Tangshan Sanyou Chemical Industries Co., Ltd., Class A | 866,900 | 1,656,948 | |||
* | Taung Gold International, Ltd. | 60,800,000 | 202,989 | ||
TBEA Co., Ltd., Class A | 884,693 | 2,079,312 | |||
TCL Electronics Holdings, Ltd. | 6,053,932 | 3,085,309 | |||
TCL Technology Group Corp., Class A | 2,345,700 | 2,690,551 | |||
Tech-Bank Food Co., Ltd., Class A | 787,220 | 685,809 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
Ten Pao Group Holdings, Ltd. | 144,000 | $42,433 | |||
Tencent Holdings, Ltd. | 16,149,900 | 973,970,548 | |||
* | Tencent Music Entertainment Group, ADR | 1,039,038 | 10,982,632 | ||
# | Tenfu Cayman Holdings Co., Ltd. | 101,000 | 68,854 | ||
Three Squirrels, Inc., Class A | 116,927 | 714,449 | |||
Thunder Software Technology Co., Ltd., Class A | 50,122 | 1,136,112 | |||
Tian An China Investment Co., Ltd. | 1,286,357 | 751,133 | |||
Tian Di Science & Technology Co., Ltd., Class A | 1,610,500 | 1,062,736 | |||
* | Tian Ge Interactive Holdings, Ltd. | 1,540,000 | 242,874 | ||
* | Tian Shan Development Holding, Ltd. | 1,584,000 | 387,358 | ||
# | Tiangong International Co., Ltd. | 6,222,000 | 3,137,680 | ||
Tianjin 712 Communication & Broadcasting Co., Ltd., Class A | 142,988 | 893,599 | |||
Tianjin Capital Environmental Protection Group Co., Ltd., Class H | 2,526,000 | 1,039,039 | |||
Tianjin Chase Sun Pharmaceutical Co., Ltd., Class A | 1,501,451 | 1,013,561 | |||
Tianjin Development Holdings, Ltd. | 2,341,800 | 472,145 | |||
Tianjin Guangyu Development Co., Ltd., Class A | 1,175,105 | 795,885 | |||
Tianjin Port Development Holdings, Ltd. | 12,957,200 | 966,973 | |||
Tianjin Teda Co., Ltd., Class A | 479,100 | 305,851 | |||
Tianjin Zhonghuan Semiconductor Co., Ltd., Class A | 503,722 | 3,915,090 | |||
Tianjin ZhongXin Pharmaceutical Group Corp., Ltd., Class A | 197,172 | 786,674 | |||
Tianli Education International Holdings, Ltd. | 2,919,000 | 806,178 | |||
Tianma Microelectronics Co., Ltd., Class A | 643,800 | 1,398,602 | |||
# | Tianneng Power International, Ltd. | 7,723,952 | 14,820,433 | ||
Tianshui Huatian Technology Co., Ltd., Class A | 1,761,007 | 3,885,921 | |||
* | Tianyun International Holdings, Ltd. | 1,706,000 | 340,483 | ||
Tibet Rhodiola Pharmaceutical Holding Co., Class A | 60,500 | 536,489 | |||
Tibet Summit Resources Co., Ltd., Class A | 294,200 | 1,174,624 | |||
Tibet Tianlu Co., Ltd., Class A | 420,973 | 413,866 | |||
#* | Tibet Water Resources, Ltd. | 6,597,000 | 646,350 | ||
Tingyi Cayman Islands Holding Corp. | 13,702,000 | 24,703,593 | |||
Titan Wind Energy Suzhou Co., Ltd., Class A | 801,600 | 1,368,376 | |||
Toly Bread Co., Ltd., Class A | 279,973 | 1,202,440 | |||
Tomson Group, Ltd. | 2,805,780 | 673,977 | |||
Tong Ren Tang Technologies Co., Ltd., Class H | 4,278,000 | 3,154,260 | |||
* | Tongcheng-Elong Holdings, Ltd. | 2,119,600 | 4,770,113 | ||
* | Tongda Group Holdings, Ltd. | 39,880,000 | 1,517,884 | ||
* | Tongdao Liepin Group | 24,200 | 44,733 | ||
* | Tongding Interconnection Information Co., Ltd., Class A | 634,400 | 405,135 | ||
TongFu Microelectronics Co., Ltd., Class A | 703,415 | 2,540,262 | |||
Tonghua Dongbao Pharmaceutical Co., Ltd., Class A | 714,160 | 1,223,956 | |||
* | Tonghua Golden-Horse Pharmaceutical Industry Co., Ltd., Class A | 32,100 | 24,373 | ||
Tongkun Group Co., Ltd., Class A | 830,766 | 3,341,986 | |||
Tongling Jingda Special Magnet Wire Co., Ltd., Class A | 872,900 | 1,267,433 | |||
Tongling Nonferrous Metals Group Co., Ltd., Class A | 2,507,100 | 1,428,644 | |||
Tongwei Co., Ltd., Class A | 971,044 | 6,520,114 | |||
Tongyu Communication, Inc., Class A | 101,785 | 285,681 | |||
Tongyu Heavy Industry Co., Ltd., Class A | 2,728,200 | 1,435,610 | |||
* | Topchoice Medical Corp., Class A | 52,154 | 2,557,557 | ||
Topsec Technologies Group, Inc., Class A | 298,700 | 845,879 | |||
Towngas China Co., Ltd. | 5,831,546 | 3,831,472 | |||
Transfar Zhilian Co., Ltd., Class A | 1,330,500 | 1,464,076 | |||
TravelSky Technology, Ltd., Class H | 4,848,938 | 8,237,273 | |||
#* | Trigiant Group, Ltd. | 6,560,000 | 548,740 | ||
* | Trip.com Group, Ltd., ADR | 1,331,007 | 34,513,011 | ||
Trony Solar Holdings Co., Ltd. | 2,133,000 | 0 | |||
TRS Information Technology Corp., Ltd., Class A | 228,100 | 353,518 | |||
Tsaker Chemical Group, Ltd. | 220,500 | 42,589 | |||
Tsingtao Brewery Co., Ltd., Class H | 2,182,000 | 17,245,972 | |||
* | TuanChe, Ltd., ADR | 5,782 | 16,247 |
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CHINA — (Continued) | |||||
* | Tunghsu Azure Renewable Energy Co., Ltd., Class A | 96,700 | $44,697 | ||
* | Tunghsu Optoelectronic Technology Co., Ltd., Class A | 2,084,400 | 666,007 | ||
Tungkong, Inc., Class A | 142,800 | 161,317 | |||
* | Tuniu Corp., Sponsored ADR | 88,047 | 177,855 | ||
* | Tus Environmental Science And Technology Development Co., Ltd., Class A | 655,722 | 459,734 | ||
Unigroup Guoxin Microelectronics Co., Ltd., Class A | 101,971 | 3,023,566 | |||
Unilumin Group Co., Ltd., Class A | 335,531 | 494,065 | |||
Uni-President China Holdings, Ltd. | 9,620,308 | 9,672,833 | |||
Unisplendour Corp., Ltd., Class A | 799,620 | 3,269,165 | |||
United Energy Group, Ltd. | 36,427,100 | 4,966,585 | |||
Universal Scientific Industrial Shanghai Co., Ltd., Class A | 742,033 | 1,580,060 | |||
Untrade.Superb Summit | 95,000 | 3,347 | |||
Valiant Co., Ltd., Class A | 298,327 | 838,724 | |||
Vats Liquor Chain Store Management JSC, Ltd., Class A | 7,900 | 40,793 | |||
Vats Liquor Chain Store Management JSC, Ltd., Class A | 88,100 | 454,917 | |||
Vatti Corp., Ltd., Class A | 711,700 | 764,084 | |||
* | VCredit Holdings, Ltd. | 109,600 | 74,907 | ||
Victory Giant Technology Huizhou Co., Ltd., Class A | 408,800 | 1,585,459 | |||
# | Vinda International Holdings, Ltd. | 1,850,000 | 5,225,562 | ||
* | Viomi Technology Co., Ltd., ADR | 17,164 | 95,775 | ||
* | Vipshop Holdings, Ltd., ADR | 2,764,506 | 45,973,735 | ||
Virscend Education Co., Ltd. | 315,000 | 30,838 | |||
Visual China Group Co., Ltd., Class A | 197,700 | 341,264 | |||
Walvax Biotechnology Co., Ltd., Class A | 133,800 | 1,785,461 | |||
* | Wanda Film Holding Co., Ltd., Class A | 97,800 | 196,395 | ||
Wangfujing Group Co., Ltd., Class A | 191,200 | 765,657 | |||
Wangneng Environment Co., Ltd., Class A | 225,633 | 565,709 | |||
Wangsu Science & Technology Co., Ltd., Class A | 1,131,054 | 1,087,805 | |||
Wanhua Chemical Group Co., Ltd., Class A | 664,114 | 11,745,148 | |||
Want Want China Holdings, Ltd. | 37,524,000 | 25,328,935 | |||
Wanxiang Qianchao Co., Ltd., Class A | 1,528,119 | 1,297,991 | |||
Wasion Holdings, Ltd. | 4,518,000 | 1,430,752 | |||
Wasu Media Holding Co., Ltd., Class A | 662,100 | 725,254 | |||
#* | Weibo Corp., Sponsored ADR | 358,702 | 20,230,793 | ||
Weichai Power Co., Ltd., Class H | 11,480,120 | 25,161,931 | |||
Weifu High-Technology Group Co., Ltd., Class A | 345,247 | 1,081,994 | |||
Weihai Guangwei Composites Co., Ltd., Class A | 143,200 | 1,517,220 | |||
Weiqiao Textile Co., Class H | 2,893,500 | 912,565 | |||
Wellhope Foods Co., Ltd., Class A | 472,044 | 689,480 | |||
Wens Foodstuffs Group Co., Ltd., Class A | 2,362,980 | 4,608,843 | |||
West China Cement, Ltd. | 32,904,000 | 4,917,760 | |||
Western Region Gold Co., Ltd., Class A | 169,900 | 301,463 | |||
Western Securities Co., Ltd., Class A | 923,330 | 1,054,139 | |||
Western Superconducting Technologies Co., Ltd., Class A | 101,388 | 1,218,199 | |||
Wharf Holdings, Ltd. (The) | 837,000 | 2,840,067 | |||
Will Semiconductor Co., Ltd., Class A | 133,547 | 6,272,060 | |||
Wingtech Technology Co., Ltd., Class A | 184,100 | 3,125,681 | |||
Winning Health Technology Group Co., Ltd., Class A | 345,480 | 771,742 | |||
Wisdom Education International Holdings Co., Ltd. | 3,038,000 | 658,010 | |||
* | Wison Engineering Services Co., Ltd. | 397,000 | 19,177 | ||
Wolong Electric Group Co., Ltd., Class A | 664,093 | 1,323,575 | |||
Wondershare Technology Group Co., Ltd., Class A | 37,500 | 297,264 | |||
Wuchan Zhongda Group Co., Ltd., Class A | 1,686,450 | 1,532,355 | |||
* | Wuhan DDMC Culture & Sports Co., Ltd., Class A | 64,900 | 59,293 | ||
Wuhan Department Store Group Co., Ltd., Class A | 339,800 | 554,154 | |||
Wuhan Fingu Electronic Technology Co., Ltd., Class A | 175,600 | 378,208 | |||
Wuhan Guide Infrared Co., Ltd., Class A | 421,194 | 1,791,049 | |||
Wuhan Jingce Electronic Group Co., Ltd., Class A | 121,660 | 1,370,540 |
Emerging Markets Core Equity Portfolio
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CHINA — (Continued) | |||||
* | Wuhan P&S Information Technology Co., Ltd., Class A | 530,700 | $572,272 | ||
Wuhan Raycus Fiber Laser Technologies Co., Ltd., Class A | 51,604 | 847,025 | |||
Wuhu Sanqi Interactive Entertainment Network Technology Group Co., Ltd., Class A | 658,134 | 1,977,246 | |||
Wuhu Token Science Co., Ltd., Class A | 1,158,140 | 1,611,958 | |||
Wuliangye Yibin Co., Ltd., Class A | 716,202 | 24,577,606 | |||
WUS Printed Circuit Kunshan Co., Ltd., Class A | 1,195,700 | 2,452,399 | |||
WuXi AppTec Co., Ltd., Class H | 539,160 | 11,950,636 | |||
* | Wuxi Biologics Cayman, Inc. | 3,301,500 | 50,427,936 | ||
Wuxi Boton Technology Co., Ltd., Class A | 144,538 | 315,392 | |||
Wuxi Lead Intelligent Equipment Co., Ltd., Class A | 262,886 | 3,104,130 | |||
Wuxi Taiji Industry Co., Ltd., Class A | 1,035,556 | 1,499,334 | |||
XCMG Construction Machinery Co., Ltd., Class A | 1,790,700 | 1,617,649 | |||
#* | XD, Inc. | 284,600 | 1,809,090 | ||
XGD, Inc., Class A | 248,194 | 389,066 | |||
# | Xiabuxiabu Catering Management China Holdings Co., Ltd. | 3,858,500 | 3,437,167 | ||
Xiamen C & D, Inc., Class A | 1,228,188 | 1,345,874 | |||
Xiamen Comfort Science & Technology Group Co., Ltd., Class A | 324,826 | 800,325 | |||
Xiamen Faratronic Co., Ltd., Class A | 68,958 | 1,915,892 | |||
Xiamen International Airport Co., Ltd., Class A | 90,112 | 214,111 | |||
Xiamen International Port Co., Ltd., Class H | 6,883,338 | 744,190 | |||
Xiamen Intretech, Inc., Class A | 220,065 | 1,301,857 | |||
Xiamen ITG Group Corp., Ltd., Class A | 837,063 | 921,498 | |||
Xiamen Kingdomway Group Co., Class A | 220,629 | 1,175,640 | |||
Xiamen Meiya Pico Information Co., Ltd., Class A | 297,200 | 867,062 | |||
Xiamen Tungsten Co., Ltd., Class A | 540,241 | 2,511,921 | |||
Xiamen Xiangyu Co., Ltd., Class A | 980,100 | 1,094,764 | |||
Xi'an Tian He Defense Technology Co., Ltd., Class A | 150,788 | 439,088 | |||
Xi'an Triangle Defense Co., Ltd., Class A | 138,412 | 889,810 | |||
Xiandai Investment Co., Ltd., Class A | 324,556 | 198,802 | |||
Xilinmen Furniture Co., Ltd., Class A | 131,000 | 531,484 | |||
* | Xinchen China Power Holdings, Ltd. | 284,000 | 17,775 | ||
Xinfengming Group Co., Ltd., Class A | 368,192 | 1,096,271 | |||
Xingda International Holdings, Ltd. | 9,033,224 | 1,896,637 | |||
Xingfa Aluminium Holdings, Ltd. | 348,000 | 548,826 | |||
Xinhu Zhongbao Co., Ltd., Class A | 1,780,600 | 809,429 | |||
Xinhua Winshare Publishing and Media Co., Ltd., Class H | 2,743,000 | 1,775,484 | |||
Xinhuanet Co., Ltd., Class A | 13,100 | 34,007 | |||
Xinjiang Communications Construction Group Co., Ltd., Class A | 182,682 | 280,735 | |||
# | Xinjiang Goldwind Science & Technology Co., Ltd., Class H | 4,229,784 | 7,947,938 | ||
* | Xinjiang Machinery Research Institute Co., Ltd., Class A | 379,500 | 216,647 | ||
Xinjiang Tianshan Cement Co., Ltd., Class A | 540,501 | 1,024,963 | |||
Xinjiang Xintai Natural Gas Co., Ltd., Class A | 206,025 | 571,216 | |||
Xinjiang Zhongtai Chemical Co., Ltd., Class A | 770,200 | 1,373,984 | |||
Xinxing Ductile Iron Pipes Co., Ltd., Class A | 1,735,400 | 1,089,124 | |||
Xinyangfeng Agricultural Technology Co., Ltd., Class A | 492,900 | 1,418,190 | |||
# | Xinyi Energy Holdings, Ltd. | 1,078,000 | 692,591 | ||
Xinyi Solar Holdings, Ltd. | 27,352,006 | 55,094,331 | |||
Xinyu Iron & Steel Co., Ltd., Class A | 1,443,700 | 1,752,287 | |||
Xinyuan Real Estate Co., Ltd., ADR | 130,497 | 271,434 | |||
* | Xiwang Foodstuffs Co., Ltd., Class A | 356,420 | 271,942 | ||
# | Xtep International Holdings, Ltd. | 9,132,394 | 12,700,204 | ||
Xuji Electric Co., Ltd., Class A | 390,300 | 862,794 | |||
* | Xunlei, Ltd., ADR | 115,663 | 421,013 | ||
Yadea Group Holdings, Ltd. | 9,188,000 | 15,811,840 | |||
* | YaGuang Technology Group Co., Ltd., Class A | 638,300 | 1,254,529 | ||
* | Yanchang Petroleum International, Ltd. | 13,010,000 | 95,108 | ||
Yango Group Co., Ltd., Class A | 1,599,300 | 1,083,568 | |||
Yangtze Optical Fibre and Cable Joint Stock, Ltd. Co., Class H | 94,000 | 134,339 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Yangzhou Yangjie Electronic Technology Co., Ltd., Class A | 143,500 | $1,299,527 | |||
Yantai Changyu Pioneer Wine Co., Ltd., Class A | 99,612 | 477,622 | |||
Yantai Dongcheng Pharmaceutical Co., Ltd., Class A | 276,494 | 795,841 | |||
Yantai Eddie Precision Machinery Co., Ltd., Class A | 213,430 | 1,189,230 | |||
Yantai Jereh Oilfield Services Group Co., Ltd., Class A | 337,392 | 1,978,693 | |||
YanTai Shuangta Food Co., Ltd., Class A | 554,000 | 969,571 | |||
Yantai Tayho Advanced Materials Co., Ltd., Class A | 190,900 | 606,149 | |||
Yanzhou Coal Mining Co., Ltd., Class H | 16,900,000 | 25,123,763 | |||
* | Yashili International Holdings, Ltd. | 3,162,000 | 253,645 | ||
Yealink Network Technology Corp., Ltd., Class A | 149,486 | 2,139,215 | |||
# | YiChang HEC ChangJiang Pharmaceutical Co., Ltd., Class H | 1,553,600 | 1,197,917 | ||
* | Yida China Holdings, Ltd. | 612,000 | 75,186 | ||
Yifan Pharmaceutical Co., Ltd., Class A | 431,400 | 912,317 | |||
Yifeng Pharmacy Chain Co., Ltd., Class A | 178,419 | 1,350,112 | |||
Yihai International Holding, Ltd. | 2,343,000 | 14,133,214 | |||
Yijiahe Technology Co., Ltd., Class A | 67,235 | 635,262 | |||
Yintai Gold Co., Ltd., Class A | 1,225,580 | 1,734,597 | |||
Yipinhong Pharmaceutical Co., Ltd., Class A | 74,160 | 416,750 | |||
Yip's Chemical Holdings, Ltd. | 1,348,000 | 884,388 | |||
* | Yiren Digital, Ltd., Sponsored ADR | 160,853 | 653,063 | ||
* | Yixin Group, Ltd. | 206,500 | 51,616 | ||
Yixintang Pharmaceutical Group Co., Ltd., Class A | 170,578 | 770,433 | |||
Yonghui Superstores Co., Ltd., Class A | 1,790,087 | 1,120,681 | |||
Yonyou Network Technology Co., Ltd., Class A | 251,043 | 1,395,690 | |||
Yotrio Group Co., Ltd., Class A | 1,341,100 | 691,025 | |||
Youngor Group Co., Ltd., Class A | 1,155,200 | 1,140,094 | |||
Youzu Interactive Co., Ltd., Class A | 412,500 | 870,087 | |||
YTO Express Group Co., Ltd., Class A | 366,975 | 513,678 | |||
Yuexiu Property Co., Ltd. | 15,201,956 | 14,155,547 | |||
Yuexiu Transport Infrastructure, Ltd. | 4,787,415 | 2,525,607 | |||
Yum China Holdings, Inc. | 1,340,150 | 83,343,928 | |||
Yunda Holding Co., Ltd., Class A | 1,038,086 | 2,100,872 | |||
#* | Yunji, Inc. | 6,100 | 7,015 | ||
* | Yunnan Aluminium Co., Ltd., Class A | 1,455,900 | 3,220,992 | ||
Yunnan Baiyao Group Co., Ltd., Class A | 201,698 | 3,098,402 | |||
Yunnan Copper Co., Ltd., Class A | 674,900 | 1,423,057 | |||
Yunnan Energy New Material Co., Ltd., Class A | 119,576 | 4,614,231 | |||
* | Yunnan Tin Co., Ltd., Class A | 758,300 | 2,063,072 | ||
Yunnan Water Investment Co., Ltd., Class H | 245,000 | 35,934 | |||
Yusys Technologies Co., Ltd., Class A | 175,400 | 435,490 | |||
Yutong Bus Co., Ltd., Class A | 582,006 | 1,025,022 | |||
# | Yuzhou Group Holdings Co., Ltd. | 30,305,308 | 6,245,803 | ||
* | Zai Lab, Ltd. | 2,400 | 336,974 | ||
ZBOM Home Collection Co., Ltd., Class A | 107,676 | 437,185 | |||
* | Zepp Health Corp., ADR | 2,731 | 30,423 | ||
Zhangzhou Pientzehuang Pharmaceutical Co., Ltd., Class A | 77,303 | 4,397,948 | |||
Zhaojin Mining Industry Co., Ltd., Class H | 3,189,666 | 3,117,923 | |||
Zhefu Holding Group Co., Ltd., Class A | 1,274,731 | 1,108,795 | |||
* | Zhejiang Century Huatong Group Co., Ltd., Class A | 2,083,560 | 1,804,157 | ||
Zhejiang China Commodities City Group Co., Ltd., Class A | 1,353,100 | 925,520 | |||
Zhejiang Chint Electrics Co., Ltd., Class A | 447,538 | 2,938,886 | |||
Zhejiang Communications Technology Co., Ltd. | 569,800 | 438,393 | |||
* | Zhejiang Conba Pharmaceutical Co., Ltd., Class A | 363,600 | 242,944 | ||
Zhejiang Crystal-Optech Co., Ltd., Class A | 519,362 | 1,100,900 | |||
Zhejiang Dahua Technology Co., Ltd., Class A | 644,800 | 2,116,072 | |||
Zhejiang Dingli Machinery Co., Ltd., Class A | 150,898 | 1,314,564 | |||
Zhejiang Expressway Co., Ltd., Class H | 8,592,000 | 7,253,775 | |||
Zhejiang Garden Bio-Chemical High-tech Co., Ltd., Class A | 247,048 | 529,862 | |||
# | Zhejiang Glass Co., Ltd. | 192,000 | 0 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
Zhejiang Hailiang Co., Ltd., Class A | 880,761 | $1,552,821 | |||
Zhejiang HangKe Technology, Inc. Co., Class A | 19,515 | 372,798 | |||
Zhejiang Hangmin Co., Ltd., Class A | 499,200 | 360,435 | |||
Zhejiang Hisoar Pharmaceutical Co., Ltd., Class A | 515,324 | 604,274 | |||
Zhejiang Huace Film & Television Co., Ltd., Class A | 964,400 | 849,780 | |||
Zhejiang Huahai Pharmaceutical Co., Ltd., Class A | 513,111 | 1,551,799 | |||
Zhejiang Huayou Cobalt Co., Ltd., Class A | 107,900 | 2,200,500 | |||
Zhejiang Jiahua Energy Chemical Industry Co., Ltd., Class A | 643,900 | 915,101 | |||
Zhejiang Jianfeng Group Co., Ltd., Class A | 156,321 | 252,951 | |||
Zhejiang Jiecang Linear Motion Technology Co., Ltd., Class A | 97,244 | 730,726 | |||
Zhejiang Jiemei Electronic & Technology Co., Ltd., Class A | 147,312 | 767,289 | |||
Zhejiang Jingsheng Mechanical & Electrical Co., Ltd., Class A | 230,870 | 2,286,806 | |||
* | Zhejiang Jingu Co., Ltd., Class A | 742,150 | 625,357 | ||
Zhejiang Jingxin Pharmaceutical Co., Ltd., Class A | 419,520 | 506,291 | |||
* | Zhejiang Jinke Culture Industry Co., Ltd., Class A | 1,438,100 | 700,607 | ||
Zhejiang JIULI Hi-tech Metals Co., Ltd., Class A | 276,584 | 460,795 | |||
Zhejiang Juhua Co., Ltd., Class A | 1,042,220 | 1,906,303 | |||
Zhejiang Longsheng Group Co., Ltd., Class A | 1,126,934 | 2,144,255 | |||
Zhejiang Medicine Co., Ltd., Class A | 478,300 | 1,183,428 | |||
Zhejiang Meida Industrial Co., Ltd., Class A | 482,600 | 1,120,528 | |||
Zhejiang Narada Power Source Co., Ltd., Class A | 545,152 | 1,218,755 | |||
Zhejiang NHU Co., Ltd., Class A | 637,816 | 2,563,129 | |||
Zhejiang Orient Financial Holdings Group Co., Ltd., Class A | 1,615,213 | 949,238 | |||
Zhejiang Runtu Co., Ltd., Class A | 494,850 | 680,363 | |||
Zhejiang Sanhua Intelligent Controls Co., Ltd., Class A | 683,652 | 2,270,308 | |||
Zhejiang Sanmei Chemical Industry Co., Ltd., Class A | 123,620 | 390,827 | |||
Zhejiang Satellite Petrochemical Co., Ltd., Class A | 618,660 | 3,494,261 | |||
Zhejiang Semir Garment Co., Ltd., Class A | 682,325 | 1,029,473 | |||
Zhejiang Southeast Space Frame Co., Ltd., Class A | 291,900 | 367,912 | |||
Zhejiang Supor Co., Ltd., Class A | 116,230 | 933,242 | |||
Zhejiang Tianyu Pharmaceutical Co., Ltd., Class A | 171,802 | 731,153 | |||
Zhejiang Wanfeng Auto Wheel Co., Ltd., Class A | 1,117,947 | 909,906 | |||
Zhejiang Wanliyang Co., Ltd., Class A | 938,141 | 1,287,819 | |||
Zhejiang Wanma Co., Ltd., Class A | 547,700 | 613,443 | |||
Zhejiang Weiming Environment Protection Co., Ltd., Class A | 481,055 | 2,072,310 | |||
Zhejiang Weixing New Building Materials Co., Ltd., Class A | 444,457 | 1,315,577 | |||
Zhejiang Wolwo Bio-Pharmaceutical Co., Ltd., Class A | 124,901 | 1,162,783 | |||
Zhejiang Xianju Pharmaceutical Co., Ltd., Class A | 375,450 | 642,792 | |||
Zhejiang Xinan Chemical Industrial Group Co., Ltd., Class A | 318,489 | 1,088,973 | |||
Zhejiang Yankon Group Co., Ltd., Class A | 409,329 | 230,434 | |||
Zhejiang Yasha Decoration Co., Ltd., Class A | 732,900 | 826,152 | |||
Zhejiang Yinlun Machinery Co., Ltd., Class A | 355,400 | 677,117 | |||
Zhejiang Zhongcheng Packing Material Co., Ltd., Class A | 297,200 | 289,461 | |||
# | Zhengzhou Coal Mining Machinery Group Co., Ltd., Class H | 1,967,000 | 2,306,573 | ||
Zhenro Properties Group, Ltd. | 1,042,000 | 581,799 | |||
* | Zheshang Securities Co., Ltd., Class A | 493,700 | 849,961 | ||
# | Zhong An Group, Ltd. | 14,151,888 | 675,322 | ||
#* | ZhongAn Online P&C Insurance Co., Ltd., Class H | 373,500 | 2,027,915 | ||
* | Zhongfu Straits Pingtan Development Co., Ltd., Class A | 627,200 | 270,532 | ||
Zhongji Innolight Co., Ltd., Class A | 251,965 | 1,668,075 | |||
Zhongjin Gold Corp., Ltd., Class A | 744,900 | 948,002 | |||
Zhongshan Broad Ocean Motor Co., Ltd., Class A | 920,500 | 938,231 | |||
Zhongshan Public Utilities Group Co., Ltd., Class A | 232,600 | 276,968 | |||
Zhongsheng Group Holdings, Ltd. | 5,784,000 | 53,306,721 | |||
* | Zhongtian Financial Group Co., Ltd., Class A | 4,849,800 | 1,633,472 | ||
# | Zhongyu Gas Holdings, Ltd. | 1,544,550 | 1,325,191 | ||
Zhongyuan Environment-Protection Co., Ltd., Class A | 369,000 | 338,615 | |||
# | Zhou Hei Ya International Holdings Co., Ltd. | 5,736,500 | 4,974,067 | ||
Zhuhai Bojay Electronics Co., Ltd., Class A | 41,627 | 442,556 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
CHINA — (Continued) | |||||
* | Zhuhai Orbita Aerospace Science & Technology Co., Ltd., Class A | 317,700 | $533,907 | ||
* | Zhuzhou CRRC Times Electric Co., Ltd., Class H | 3,068,350 | 23,968,661 | ||
Zhuzhou Hongda Electronics Corp., Ltd., Class A | 103,200 | 1,228,781 | |||
Zhuzhou Kibing Group Co., Ltd., Class A | 759,500 | 2,452,139 | |||
Zibo Qixiang Tengda Chemical Co., Ltd., Class A | 757,658 | 1,401,904 | |||
Zijin Mining Group Co., Ltd., Class H | 29,544,000 | 41,899,054 | |||
* | ZJBC Information Technology Co., Ltd., Class A | 474,980 | 254,843 | ||
Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H | 7,690,600 | 6,623,651 | |||
ZTE Corp., Class H | 2,662,992 | 9,514,280 | |||
ZTO Express Cayman, Inc., ADR | 1,119,664 | 30,298,108 | |||
TOTAL CHINA | 9,128,765,669 | ||||
COLOMBIA — (0.1%) | |||||
Banco de Bogota SA | 91,924 | 1,618,744 | |||
Bancolombia SA, Sponsored ADR | 174,215 | 4,956,417 | |||
Bancolombia SA | 583,743 | 4,079,277 | |||
Bolsa de Valores de Colombia | 20,739 | 56,152 | |||
Celsia SA ESP | 1,299,891 | 1,354,863 | |||
Cementos Argos SA | 1,901,389 | 2,743,236 | |||
* | CEMEX Latam Holdings SA | 832,855 | 783,889 | ||
* | Constructora Conconcreto SA | 19,345 | 1,820 | ||
* | Corp. Financiera Colombiana SA | 299,162 | 2,258,758 | ||
Ecopetrol SA | 10,886,599 | 7,391,546 | |||
Grupo Argos SA | 405,195 | 1,054,259 | |||
Grupo Aval Acciones y Valores SA, ADR | 45,906 | 239,629 | |||
Grupo de Inversiones Suramericana SA | 520,161 | 2,320,471 | |||
Grupo Energia Bogota SA ESP | 3,354,712 | 2,187,743 | |||
Grupo Nutresa SA | 471,389 | 2,516,182 | |||
Interconexion Electrica SA ESP | 1,493,445 | 8,403,035 | |||
Mineros SA | 47,961 | 45,698 | |||
Promigas SA ESP | 27,701 | 47,895 | |||
TOTAL COLOMBIA | 42,059,614 | ||||
CZECH REPUBLIC — (0.1%) | |||||
CEZ A.S. | 685,941 | 19,028,131 | |||
* | Komercni banka A.S. | 158,499 | 5,883,594 | ||
O2 Czech Republic A.S. | 236,469 | 2,886,615 | |||
Philip Morris CR A.S. | 2,144 | 1,448,153 | |||
TOTAL CZECH REPUBLIC | 29,246,493 | ||||
EGYPT — (0.1%) | |||||
* | Commercial International Bank Egypt S.A.E., GDR | 3,828,381 | 13,909,764 | ||
* | Commercial International Bank Egypt S.A.E., GDR | 25,367 | 92,080 | ||
* | Egyptian Financial Group-Hermes Holding Co., GDR | 87,494 | 141,741 | ||
* | Egyptian Financial Group-Hermes Holding Co., GDR | 22,795 | 36,934 | ||
TOTAL EGYPT | 14,180,519 | ||||
GREECE — (0.2%) | |||||
* | Aegean Airlines SA | 217,231 | 1,390,960 | ||
* | Alpha Services and Holdings SA | 610,484 | 788,359 | ||
Athens Water Supply & Sewage Co. SA | 128,332 | 1,200,786 | |||
Autohellas Tourist and Trading SA | 13,115 | 113,669 | |||
Bank of Greece | 5,268 | 96,979 | |||
* | Ellaktor SA | 511,418 | 782,780 | ||
* | Eurobank Ergasias Services and Holdings SA, Class A | 882,374 | 831,657 | ||
* | FF Group | 156,853 | 167,460 | ||
* | Fourlis Holdings SA | 195,154 | 964,875 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
GREECE — (Continued) | |||||
* | GEK Terna Holding Real Estate Construction SA | 281,488 | $3,178,282 | ||
Hellenic Exchanges - Athens Stock Exchange SA | 227,628 | 1,077,499 | |||
Hellenic Petroleum SA | 154,623 | 1,058,040 | |||
Hellenic Telecommunications Organization SA | 513,585 | 9,372,059 | |||
Holding Co. ADMIE IPTO SA | 479,692 | 1,479,039 | |||
* | Intracom Holdings SA | 120,520 | 258,799 | ||
JUMBO SA | 197,719 | 3,141,149 | |||
* | LAMDA Development SA | 244,500 | 2,443,614 | ||
* | Motor Oil Hellas Corinth Refineries SA | 170,213 | 2,735,628 | ||
Mytilineos SA | 289,423 | 5,368,408 | |||
* | National Bank of Greece SA | 386,526 | 1,094,500 | ||
OPAP SA | 732,275 | 10,577,580 | |||
* | Piraeus Financial Holdings SA | 31,954 | 54,945 | ||
Piraeus Port Authority SA | 26,685 | 612,229 | |||
* | Public Power Corp. SA | 473,064 | 5,078,280 | ||
Quest Holdings SA | 3,282 | 58,701 | |||
Sarantis SA | 31,191 | 325,672 | |||
Terna Energy SA | 143,222 | 1,924,706 | |||
TOTAL GREECE | 56,176,655 | ||||
HONG KONG — (0.1%) | |||||
Anxin-China Holdings, Ltd. | 13,373,000 | 0 | |||
# | Atlas Corp. | 787,066 | 10,286,953 | ||
China Huiyuan Juice Group, Ltd. | 3,039,500 | 137,129 | |||
Fiber Optic Center, Inc. | 4,584,800 | 30,974 | |||
Harmonicare Medical Holdings Ltd. | 898,000 | 44,200 | |||
Hua Han Health Industry Holdings, Ltd. | 17,460,041 | 252,762 | |||
Huishan Dairy | 1,990,720 | 5,533 | |||
Karce International Holdings Open | 1,662,000 | 0 | |||
Magnum Uranium Corp. | 1,020,000 | 0 | |||
My Medicare | 4,480,000 | 24,847 | |||
PAX Global Technology, Ltd. | 6,465,000 | 7,012,788 | |||
Realgold Resources Corp. | 640,000 | 0 | |||
SMI Culture & Travel Group Holdings, Ltd. | 4,693,951 | 56,657 | |||
Tech-Pro, Inc. | 37,652,000 | 62,017 | |||
Tenwow International Holdings, Ltd. | 2,865,000 | 52,536 | |||
Texhong Textile Group, Ltd. | 2,589,000 | 3,785,401 | |||
* | Truly International Holdings, Ltd. | 7,415,000 | 2,702,391 | ||
Untrade Youyuan Holdings | 4,273,760 | 0 | |||
Zhuguang Holdings Group Co., Ltd. | 886,000 | 177,783 | |||
TOTAL HONG KONG | 24,631,971 | ||||
HUNGARY — (0.2%) | |||||
* | CIG Pannonia Life Insurance P.L.C., Class A | 71,774 | 76,402 | ||
Magyar Telekom Telecommunications P.L.C. | 3,243,368 | 4,589,676 | |||
* | MOL Hungarian Oil & Gas P.L.C. | 2,776,286 | 22,118,162 | ||
* | OTP Bank Nyrt | 654,920 | 35,317,145 | ||
Richter Gedeon Nyrt | 320,520 | 8,793,688 | |||
TOTAL HUNGARY | 70,895,073 | ||||
INDIA — (12.4%) | |||||
* | 3M India, Ltd. | 3,189 | 1,054,964 | ||
Aarti Drugs, Ltd. | 153,044 | 1,373,911 | |||
Aarti Industries, Ltd. | 838,348 | 10,587,347 | |||
ABB Power Products & System India, Ltd. | 24,496 | 637,735 | |||
Abbott India, Ltd. | 9,321 | 2,364,927 | |||
ACC, Ltd. | 276,152 | 8,903,929 | |||
Accelya Solutions India, Ltd. | 3,197 | 59,303 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
* | Action Construction Equipment, Ltd. | 43,757 | $153,354 | ||
Adani Enterprises, Ltd. | 1,261,320 | 24,191,820 | |||
* | Adani Green Energy, Ltd. | 1,621,800 | 19,096,193 | ||
Adani Ports & Special Economic Zone, Ltd. | 1,915,222 | 17,416,470 | |||
* | Adani Power, Ltd. | 10,617,588 | 13,716,597 | ||
Adani Total Gas, Ltd. | 826,151 | 10,065,747 | |||
* | Adani Transmission, Ltd. | 1,632,906 | 19,511,520 | ||
* | Aditya Birla Capital, Ltd. | 2,310,108 | 3,609,215 | ||
Advanced Enzyme Technologies, Ltd. | 82,063 | 438,133 | |||
Aegis Logistics, Ltd. | 565,393 | 2,434,951 | |||
* | AGC Networks, Ltd. | 260 | 4,169 | ||
Agro Tech Foods, Ltd. | 47,437 | 633,280 | |||
* | Ahluwalia Contracts India, Ltd. | 25,428 | 133,734 | ||
* | AIA Engineering, Ltd. | 223,298 | 6,007,986 | ||
Ajanta Pharma, Ltd. | 263,759 | 8,164,548 | |||
Akzo Nobel India, Ltd. | 62,883 | 1,914,115 | |||
Alembic Pharmaceuticals, Ltd. | 498,757 | 5,280,622 | |||
Alembic, Ltd. | 638,846 | 1,040,333 | |||
Alkem Laboratories, Ltd. | 2,616 | 121,800 | |||
Alkyl Amines Chemicals | 19,383 | 1,142,537 | |||
Allcargo Logistics, Ltd. | 548,674 | 1,460,427 | |||
Amara Raja Batteries, Ltd. | 180,985 | 1,757,056 | |||
Ambuja Cements, Ltd. | 2,369,465 | 13,144,758 | |||
Amrutanjan Health Care, Ltd. | 14,083 | 128,813 | |||
* | Amtek Auto, Ltd. | 876,612 | 6,074 | ||
Anant Raj, Ltd. | 261,467 | 225,874 | |||
* | Apar Industries, Ltd. | 9,153 | 80,011 | ||
* | APL Apollo Tubes, Ltd. | 276,645 | 6,503,787 | ||
Apollo Hospitals Enterprise, Ltd. | 281,302 | 15,259,238 | |||
Apollo Tyres, Ltd. | 2,479,225 | 7,465,501 | |||
* | Arvind Fashions, Ltd. | 418,283 | 1,178,598 | ||
* | Arvind, Ltd. | 958,375 | 1,349,844 | ||
* | Asahi India Glass, Ltd. | 376,652 | 1,940,674 | ||
Ashiana Housing, Ltd. | 65,770 | 153,573 | |||
* | Ashok Leyland, Ltd. | 6,642,720 | 11,861,425 | ||
* | Ashoka Buildcon, Ltd. | 666,095 | 967,997 | ||
Asian Paints, Ltd. | 877,857 | 34,898,366 | |||
Astec Lifesciences, Ltd. | 2,643 | 49,400 | |||
* | Aster DM Healthcare, Ltd. | 49,154 | 107,918 | ||
Astra Microwave Products, Ltd. | 53,062 | 122,529 | |||
Astral, Ltd. | 316,744 | 8,835,262 | |||
AstraZeneca Pharma India, Ltd. | 4,481 | 202,519 | |||
Atul, Ltd. | 101,081 | 12,269,376 | |||
* | AU Small Finance Bank, Ltd. | 37,144 | 606,077 | ||
Aurobindo Pharma, Ltd. | 1,899,912 | 23,469,659 | |||
Automotive Axles, Ltd. | 34,850 | 677,638 | |||
Avanti Feeds, Ltd. | 240,881 | 2,069,077 | |||
* | Avenue Supermarts, Ltd. | 17,973 | 846,509 | ||
* | Axis Bank, Ltd. | 4,091,691 | 39,097,737 | ||
Bajaj Auto, Ltd. | 199,374 | 10,311,524 | |||
Bajaj Consumer Care, Ltd. | 583,420 | 2,248,823 | |||
* | Bajaj Electricals, Ltd. | 219,312 | 3,388,468 | ||
Bajaj Finance, Ltd. | 433,257 | 36,395,389 | |||
Bajaj Finserv, Ltd. | 82,900 | 15,912,147 | |||
* | Bajaj Hindusthan Sugar, Ltd. | 148,892 | 38,090 | ||
Bajaj Holdings & Investment, Ltd. | 188,672 | 10,193,268 | |||
Balaji Amines, Ltd. | 86,891 | 3,823,652 | |||
Balkrishna Industries, Ltd. | 558,294 | 17,894,410 | |||
Balmer Lawrie & Co., Ltd. | 533,526 | 972,659 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Balrampur Chini Mills, Ltd. | 1,273,988 | $6,588,126 | |||
* | Bank of Baroda | 3,903,078 | 4,228,360 | ||
* | Bank of Maharashtra | 862,898 | 255,716 | ||
Bannari Amman Sugars, Ltd. | 1,491 | 35,808 | |||
BASF India, Ltd. | 49,245 | 1,921,590 | |||
Bata India, Ltd. | 166,022 | 3,639,191 | |||
Bayer CropScience, Ltd. | 4,225 | 329,425 | |||
BEML, Ltd. | 106,329 | 1,868,769 | |||
Berger Paints India, Ltd. | 844,478 | 9,598,001 | |||
Bhansali Engineering Polymers, Ltd. | 477,299 | 1,207,195 | |||
Bharat Dyanamics, Ltd. | 26,970 | 152,827 | |||
Bharat Electronics, Ltd. | 4,917,441 | 12,206,816 | |||
Bharat Forge, Ltd. | 1,201,428 | 12,513,391 | |||
* | Bharat Heavy Electricals, Ltd. | 5,717,220 | 4,584,716 | ||
Bharat Petroleum Corp., Ltd. | 1,672,362 | 10,039,621 | |||
Bharat Rasayan, Ltd. | 3,948 | 706,215 | |||
Bharti Airtel, Ltd. | 6,407,864 | 48,737,864 | |||
* | Biocon, Ltd. | 881,305 | 4,583,914 | ||
Birla Corp., Ltd. | 168,566 | 3,391,149 | |||
Birlasoft, Ltd. | 1,385,271 | 7,500,635 | |||
Bliss Gvs Pharma, Ltd. | 391,359 | 566,706 | |||
Blue Dart Express, Ltd. | 33,268 | 2,448,237 | |||
Blue Star, Ltd. | 205,072 | 2,326,951 | |||
* | Bodal Chemicals, Ltd. | 314,700 | 504,306 | ||
Bosch, Ltd. | 14,687 | 2,953,244 | |||
* | Brigade Enterprises, Ltd. | 440,772 | 1,895,541 | ||
Britannia Industries, Ltd. | 193,811 | 8,934,469 | |||
BSE, Ltd. | 69,782 | 1,173,266 | |||
Cadila Healthcare, Ltd. | 993,155 | 7,836,499 | |||
* | Camlin Fine Sciences, Ltd. | 50,881 | 129,000 | ||
Can Fin Homes, Ltd. | 351,406 | 2,555,922 | |||
* | Canara Bank | 1,930,473 | 3,968,245 | ||
* | Capacit'e Infraprojects, Ltd. | 70,708 | 218,710 | ||
Caplin Point Laboratories, Ltd. | 168,065 | 1,994,881 | |||
Carborundum Universal, Ltd. | 369,989 | 3,379,990 | |||
Care Ratings, Ltd. | 67,983 | 663,374 | |||
Castrol India, Ltd. | 2,106,259 | 3,921,150 | |||
CCL Products India, Ltd. | 542,713 | 3,210,810 | |||
* | Ceat, Ltd. | 204,931 | 3,727,584 | ||
* | Central Bank of India | 654,323 | 215,820 | ||
Central Depository Services India, Ltd. | 100,245 | 1,799,201 | |||
* | Century Plyboards India, Ltd. | 474,267 | 2,697,013 | ||
Century Textiles & Industries, Ltd. | 247,353 | 2,671,273 | |||
Cera Sanitaryware, Ltd. | 33,707 | 2,022,742 | |||
CESC, Ltd. | 418,569 | 4,713,407 | |||
* | CG Power and Industrial Solutions, Ltd. | 2,863,194 | 3,002,024 | ||
Chambal Fertilizers & Chemicals, Ltd. | 1,213,660 | 4,995,356 | |||
* | Chennai Petroleum Corp., Ltd. | 140,362 | 215,829 | ||
Chennai Super Kings Cricket, Ltd. | 2,606,099 | 14,775 | |||
Cholamandalam Financial Holdings, Ltd. | 483,612 | 4,356,514 | |||
Cholamandalam Investment and Finance Co., Ltd. | 2,119,847 | 13,554,123 | |||
Cigniti Technologies, Ltd. | 8,421 | 64,876 | |||
* | Cipla, Ltd. | 1,412,174 | 17,484,552 | ||
City Union Bank, Ltd. | 1,910,457 | 3,876,016 | |||
Clariant Chemicals India, Ltd. | 2,042 | 16,899 | |||
Coal India, Ltd. | 3,050,359 | 5,912,905 | |||
Cochin Shipyard, Ltd. | 65,360 | 331,173 | |||
Coforge, Ltd. | 49,525 | 3,388,429 | |||
Colgate-Palmolive India, Ltd. | 293,610 | 6,725,450 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Container Corp. Of India, Ltd. | 860,945 | $7,468,572 | |||
Coromandel International, Ltd. | 813,879 | 10,024,480 | |||
Cosmo Films, Ltd. | 9,993 | 159,530 | |||
CRISIL, Ltd. | 107,583 | 4,035,524 | |||
Crompton Greaves Consumer Electricals, Ltd. | 3,490,869 | 22,757,640 | |||
* | CSB Bank, Ltd. | 12,569 | 59,179 | ||
Cummins India, Ltd. | 366,030 | 4,197,332 | |||
Cyient, Ltd. | 322,814 | 4,291,819 | |||
Dabur India, Ltd. | 1,213,038 | 9,819,049 | |||
* | Dalmia Bharat Sugar & Industries, Ltd. | 17,776 | 115,244 | ||
* | Dalmia Bharat, Ltd. | 410,813 | 11,833,888 | ||
* | DB Corp., Ltd. | 92,658 | 116,153 | ||
* | DCB Bank, Ltd. | 1,715,041 | 2,428,477 | ||
DCM Shriram, Ltd. | 389,821 | 4,887,717 | |||
* | DCW, Ltd. | 84,853 | 46,042 | ||
Deepak Fertilisers & Petrochemicals Corp., Ltd. | 251,845 | 1,453,386 | |||
Deepak Nitrite, Ltd. | 241,579 | 6,624,859 | |||
Delta Corp., Ltd. | 768,622 | 1,903,643 | |||
Dhampur Sugar Mills, Ltd. | 215,925 | 1,038,547 | |||
* | Dhani Services, Ltd. | 1,005,797 | 3,127,112 | ||
* | Dhani Services, Ltd. | 203,485 | 300,992 | ||
Dhanuka Agritech, Ltd. | 87,318 | 1,113,433 | |||
Dilip Buildcon, Ltd. | 266,608 | 2,023,444 | |||
* | Dish TV India, Ltd. | 3,474,491 | 661,442 | ||
* | Dishman Carbogen Amcis, Ltd. | 497,662 | 1,397,153 | ||
* | Divi's Laboratories, Ltd. | 212,206 | 13,963,661 | ||
* | Dixon Technologies India, Ltd. | 26,703 | 1,546,891 | ||
DLF, Ltd. | 1,545,976 | 7,028,360 | |||
Dr Lal PathLabs, Ltd. | 121,790 | 5,835,236 | |||
Dr Reddy's Laboratories, Ltd., ADR | 243,426 | 15,226,296 | |||
Dr Reddy's Laboratories, Ltd. | 135,214 | 8,567,586 | |||
* | DRC Systems India, Ltd. | 3,939 | 15,451 | ||
* | Dredging Corp. of India, Ltd. | 4,443 | 23,096 | ||
eClerx Services, Ltd. | 136,536 | 4,132,508 | |||
Edelweiss Financial Services, Ltd. | 3,161,290 | 3,912,000 | |||
* | Eicher Motors, Ltd. | 533,489 | 18,178,526 | ||
* | EID Parry India, Ltd. | 717,709 | 4,206,991 | ||
* | EIH Associated Hotels | 1,507 | 6,853 | ||
* | EIH, Ltd. | 918,160 | 1,377,414 | ||
Electrosteel Castings, Ltd. | 151,522 | 78,651 | |||
Elgi Equipments, Ltd. | 238,668 | 701,745 | |||
Emami, Ltd. | 872,998 | 6,579,645 | |||
* | Endurance Technologies, Ltd. | 47,220 | 1,098,128 | ||
Engineers India, Ltd. | 1,212,351 | 1,226,521 | |||
EPL, Ltd. | 256,742 | 854,762 | |||
Eris Lifesciences, Ltd. | 32,881 | 349,423 | |||
Escorts, Ltd. | 430,146 | 6,878,956 | |||
* | Eveready Industries India, Ltd. | 33,347 | 166,096 | ||
* | Excel Industries, Ltd. | 6,518 | 102,245 | ||
Exide Industries, Ltd. | 2,049,443 | 4,921,316 | |||
* | FDC, Ltd. | 363,330 | 1,818,351 | ||
Federal Bank, Ltd. | 10,854,245 | 12,790,085 | |||
* | Filatex India, Ltd. | 43,147 | 57,728 | ||
Fine Organic Industries, Ltd. | 4,427 | 177,865 | |||
Finolex Cables, Ltd. | 550,383 | 3,864,336 | |||
* | Finolex Industries, Ltd. | 2,094,310 | 4,990,267 | ||
Firstsource Solutions, Ltd. | 1,906,716 | 4,972,668 | |||
Force Motors, Ltd. | 795 | 16,032 | |||
* | Fortis Healthcare, Ltd. | 1,407,024 | 4,735,920 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
* | Future Consumer, Ltd. | 726,048 | $81,185 | ||
* | Future Enterprises, Ltd. | 756,903 | 105,567 | ||
* | Future Retail, Ltd. | 810,120 | 662,592 | ||
Gabriel India, Ltd. | 542,065 | 1,016,883 | |||
GAIL India, Ltd. | 6,644,115 | 12,513,547 | |||
Galaxy Surfactants, Ltd. | 2,682 | 112,505 | |||
* | Garware Technical Fibres, Ltd. | 58,766 | 2,726,521 | ||
Gateway Distriparks, Ltd. | 467,543 | 1,768,332 | |||
* | Gati, Ltd. | 72,328 | 159,659 | ||
GE Power India, Ltd. | 11,172 | 50,077 | |||
* | GE T&D India, Ltd. | 166,753 | 319,873 | ||
* | General Insurance Corp. of India | 36,391 | 88,397 | ||
* | GFL, Ltd. | 187,518 | 190,612 | ||
GHCL, Ltd. | 323,822 | 1,636,243 | |||
Gillette India, Ltd. | 27,507 | 2,217,587 | |||
GlaxoSmithKline Pharmaceuticals, Ltd. | 48,509 | 1,050,614 | |||
Glenmark Pharmaceuticals, Ltd. | 1,067,896 | 8,750,600 | |||
GMM Pfaudler, Ltd. | 3,912 | 242,182 | |||
Godawari Power and Ispat, Ltd. | 10,689 | 242,771 | |||
Godfrey Phillips India, Ltd. | 116,494 | 1,603,037 | |||
* | Godrej Consumer Products, Ltd. | 1,099,857 | 14,677,121 | ||
* | Godrej Industries, Ltd. | 291,720 | 2,158,775 | ||
* | Godrej Properties, Ltd. | 206,900 | 4,480,541 | ||
Granules India, Ltd. | 1,263,179 | 6,456,555 | |||
* | Graphite India, Ltd. | 284,329 | 2,713,245 | ||
Grasim Industries, Ltd. | 921,906 | 19,320,130 | |||
Great Eastern Shipping Co., Ltd. (The) | 526,832 | 2,403,365 | |||
* | Greaves Cotton, Ltd. | 534,229 | 1,158,458 | ||
* | Greenpanel Industries, Ltd. | 3,783 | 12,909 | ||
Greenply Industries, Ltd. | 213,058 | 547,719 | |||
Grindwell Norton, Ltd. | 63,564 | 1,079,530 | |||
Gujarat Alkalies & Chemicals, Ltd. | 187,175 | 1,211,872 | |||
* | Gujarat Ambuja Exports, Ltd. | 528,426 | 1,370,265 | ||
* | Gujarat Fluorochemicals, Ltd. | 266,329 | 6,208,945 | ||
Gujarat Gas, Ltd. | 1,048,080 | 10,127,732 | |||
Gujarat Industries Power Co., Ltd. | 205,198 | 267,981 | |||
Gujarat Mineral Development Corp., Ltd. | 350,942 | 329,014 | |||
Gujarat Narmada Valley Fertilizers & Chemicals, Ltd. | 385,924 | 1,994,585 | |||
Gujarat Pipavav Port, Ltd. | 1,467,663 | 2,184,546 | |||
Gujarat State Fertilizers & Chemicals, Ltd. | 724,356 | 1,188,121 | |||
Gujarat State Petronet, Ltd. | 1,555,581 | 7,245,871 | |||
Gulf Oil Lubricants India, Ltd. | 117,235 | 1,025,743 | |||
Hatsun Agro Products, Ltd. | 96,254 | 1,199,696 | |||
Havells India, Ltd. | 709,070 | 11,190,941 | |||
HCL Technologies, Ltd. | 4,015,915 | 55,233,486 | |||
HDFC Asset Management Co., Ltd. | 3,738 | 143,698 | |||
HDFC Bank, Ltd. | 5,989,118 | 115,138,530 | |||
HDFC Life Insurance Co., Ltd. | 494,545 | 4,421,865 | |||
* | HealthCare Global Enterprises, Ltd. | 10,389 | 35,449 | ||
HEG, Ltd. | 78,554 | 2,409,420 | |||
HeidelbergCement India, Ltd. | 519,106 | 1,848,631 | |||
* | Hemisphere Properties India, Ltd. | 709,341 | 1,361,637 | ||
Heritage Foods, Ltd. | 88,401 | 582,468 | |||
Hero MotoCorp, Ltd. | 404,200 | 15,074,873 | |||
Hester Biosciences, Ltd. | 6,044 | 193,109 | |||
* | HFCL, Ltd. | 4,754,140 | 4,832,357 | ||
* | HG Infra Engineering, Ltd. | 14,535 | 103,222 | ||
Hikal, Ltd. | 350,328 | 2,520,713 | |||
HIL, Ltd. | 12,048 | 1,043,122 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Himadri Speciality Chemical, Ltd. | 872,371 | $610,465 | |||
Himatsingka Seide, Ltd. | 71,928 | 261,058 | |||
Hindalco Industries, Ltd. | 6,102,101 | 36,806,466 | |||
Hinduja Global Solutions, Ltd. | 65,465 | 2,613,739 | |||
Hindustan Aeronautics, Ltd. | 6,460 | 97,003 | |||
* | Hindustan Construction Co., Ltd. | 784,988 | 123,658 | ||
* | Hindustan Oil Exploration Co., Ltd. | 214,540 | 364,515 | ||
Hindustan Petroleum Corp., Ltd. | 2,607,654 | 9,176,614 | |||
Hindustan Unilever, Ltd. | 1,753,912 | 55,250,130 | |||
Honda India Power Products, Ltd. | 9,298 | 151,471 | |||
Honeywell Automation India, Ltd. | 7,809 | 4,485,416 | |||
Housing Development Finance Corp., Ltd. | 2,600,724 | 85,663,947 | |||
HSIL, Ltd. | 22,295 | 75,006 | |||
Huhtamaki India, Ltd. | 112,861 | 458,618 | |||
I G Petrochemicals, Ltd. | 10,289 | 96,336 | |||
ICICI Bank, Ltd., Sponsored ADR | 3,861,288 | 71,781,344 | |||
ICICI Bank, Ltd. | 701,916 | 6,454,123 | |||
ICICI Lombard General Insurance Co., Ltd. | 84,331 | 1,675,910 | |||
ICICI Prudential Life Insurance Co., Ltd. | 685,955 | 5,831,745 | |||
ICICI Securities, Ltd. | 54,922 | 538,970 | |||
ICRA, Ltd. | 2,224 | 112,005 | |||
* | IDFC First Bank, Ltd. | 10,598,824 | 7,417,730 | ||
* | IDFC, Ltd. | 5,978,894 | 4,679,762 | ||
* | IFB Industries, Ltd. | 29,395 | 396,731 | ||
* | IFCI, Ltd. | 3,575,000 | 691,675 | ||
IIFL Finance, Ltd. | 1,042,365 | 4,234,030 | |||
IIFL Securities, Ltd. | 1,078,536 | 1,634,160 | |||
IIFL Wealth Management, Ltd. | 156,051 | 2,911,876 | |||
India Cements, Ltd. (The) | 1,578,683 | 4,096,303 | |||
* | India Glycols, Ltd. | 111,257 | 1,023,124 | ||
Indiabulls Housing Finance, Ltd. | 1,350,102 | 5,009,830 | |||
* | Indiabulls Real Estate, Ltd. | 1,577,731 | 3,229,304 | ||
* | IndiaMart InterMesh, Ltd. | 6,532 | 628,106 | ||
Indian Bank | 1,134,065 | 2,123,693 | |||
Indian Energy Exchange, Ltd. | 173,983 | 1,009,237 | |||
Indian Hotels Co., Ltd. (The) | 2,661,280 | 5,167,032 | |||
Indian Hume Pipe Co., Ltd. (The) | 53,092 | 164,490 | |||
Indian Oil Corp., Ltd. | 5,736,107 | 7,976,876 | |||
* | Indian Overseas Bank | 3,669,010 | 1,213,752 | ||
Indo Count Industries, Ltd. | 539,911 | 1,933,191 | |||
Indoco Remedies, Ltd. | 170,819 | 1,031,293 | |||
Indraprastha Gas, Ltd. | 992,152 | 7,471,847 | |||
Indus Towers, Ltd. | 1,488,631 | 4,469,611 | |||
* | IndusInd Bank, Ltd. | 837,781 | 11,086,305 | ||
* | INEOS Styrolution India, Ltd. | 23,972 | 454,933 | ||
* | Infibeam Avenues, Ltd. | 3,245,712 | 1,929,687 | ||
Info Edge India, Ltd. | 36,321 | 2,545,151 | |||
Infosys, Ltd., Sponsored ADR | 4,392,929 | 97,171,589 | |||
Infosys, Ltd. | 7,880,895 | 171,888,721 | |||
* | Ingersoll-Rand India, Ltd. | 1,187 | 15,718 | ||
* | Inox Leisure, Ltd. | 468,112 | 2,055,599 | ||
* | Inox Wind Energy, Ltd. | 21,576 | 239,256 | ||
* | Inox Wind, Ltd. | 11,526 | 22,024 | ||
* | Intellect Design Arena, Ltd. | 414,704 | 4,186,751 | ||
* | InterGlobe Aviation, Ltd. | 101,040 | 2,240,637 | ||
IOL Chemicals and Pharmaceuticals, Ltd. | 3,167 | 28,391 | |||
Ipca Laboratories, Ltd. | 301,377 | 8,458,818 | |||
IRB Infrastructure Developers, Ltd. | 959,739 | 2,141,820 | |||
IRCON International, Ltd. | 356,630 | 211,426 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
ITC, Ltd. | 8,098,702 | $22,341,311 | |||
ITD Cementation India, Ltd. | 347,140 | 401,285 | |||
J Kumar Infraprojects, Ltd. | 127,922 | 379,428 | |||
* | Jagran Prakashan, Ltd. | 485,797 | 436,239 | ||
Jai Corp., Ltd. | 258,376 | 533,166 | |||
* | Jaiprakash Associates, Ltd. | 4,490,809 | 721,031 | ||
* | Jaiprakash Power Ventures, Ltd. | 8,915,158 | 587,223 | ||
* | Jammu & Kashmir Bank, Ltd. (The) | 1,313,032 | 674,447 | ||
Jamna Auto Industries, Ltd. | 1,010,077 | 1,222,029 | |||
JB Chemicals & Pharmaceuticals, Ltd. | 255,826 | 6,263,405 | |||
Jindal Poly Films, Ltd. | 171,259 | 2,311,430 | |||
Jindal Saw, Ltd. | 988,810 | 1,862,464 | |||
* | Jindal Stainless Hisar, Ltd. | 717,915 | 2,834,006 | ||
* | Jindal Stainless, Ltd. | 771,491 | 1,687,508 | ||
* | Jindal Steel & Power, Ltd. | 2,995,135 | 17,418,812 | ||
* | JK Cement, Ltd. | 178,955 | 7,819,350 | ||
* | JK Lakshmi Cement, Ltd. | 260,068 | 2,421,661 | ||
* | JK Paper, Ltd. | 613,135 | 2,162,686 | ||
JK Tyre & Industries, Ltd. | 600,174 | 1,204,058 | |||
JM Financial, Ltd. | 2,628,614 | 3,757,351 | |||
JMC Projects India, Ltd. | 110,693 | 187,671 | |||
* | Johnson Controls-Hitachi Air Conditioning India, Ltd. | 42,859 | 1,324,096 | ||
JSW Energy, Ltd. | 3,599,008 | 12,246,998 | |||
JSW Steel, Ltd. | 4,421,976 | 43,898,268 | |||
JTEKT India, Ltd. | 171,163 | 272,723 | |||
* | Jubilant Foodworks, Ltd. | 344,538 | 17,511,316 | ||
* | Jubilant Ingrevia, Ltd. | 925,628 | 7,388,282 | ||
* | Jubilant Pharmova, Ltd. | 925,628 | 8,543,515 | ||
* | Just Dial, Ltd. | 220,416 | 2,872,215 | ||
Jyothy Labs, Ltd. | 644,269 | 1,475,665 | |||
Kajaria Ceramics, Ltd. | 657,601 | 8,798,164 | |||
Kalpataru Power Transmission, Ltd. | 546,884 | 3,490,574 | |||
* | Kalyani Steels, Ltd. | 151,470 | 909,099 | ||
Kansai Nerolac Paints, Ltd. | 534,197 | 4,506,036 | |||
* | Karnataka Bank, Ltd. (The) | 995,433 | 813,368 | ||
Karur Vysya Bank, Ltd. (The) | 2,326,335 | 1,512,880 | |||
Kaveri Seed Co., Ltd. | 232,968 | 2,273,212 | |||
KCP, Ltd. (The) | 285,112 | 620,207 | |||
KEC International, Ltd. | 735,307 | 4,215,141 | |||
KEI Industries, Ltd. | 439,948 | 4,261,492 | |||
* | Kesoram Industries, Ltd. | 39,375 | 50,643 | ||
Kiri Industries, Ltd. | 92,851 | 726,545 | |||
Kirloskar Brothers, Ltd. | 18,124 | 103,729 | |||
Kirloskar Ferrous Industries, Ltd. | 23,264 | 96,119 | |||
Kirloskar Oil Engines, Ltd. | 176,936 | 595,289 | |||
* | KNR Constructions, Ltd. | 717,502 | 2,612,479 | ||
* | Kolte-Patil Developers, Ltd. | 127,603 | 407,827 | ||
* | Kotak Mahindra Bank, Ltd. | 1,460,391 | 32,596,933 | ||
* | KPIT Technologies, Ltd. | 1,658,586 | 6,304,020 | ||
KPR Mill, Ltd. | 111,209 | 2,843,469 | |||
* | KRBL, Ltd. | 468,927 | 1,735,445 | ||
KSB, Ltd. | 24,285 | 379,970 | |||
* | L&T Finance Holdings, Ltd. | 4,580,879 | 5,454,850 | ||
L&T Technology Services, Ltd. | 13,397 | 670,778 | |||
* | LA Opala RG, Ltd. | 107,650 | 403,442 | ||
Lakshmi Machine Works, Ltd. | 19,161 | 2,247,430 | |||
* | Lanco Infratech, Ltd. | 978,499 | 740 | ||
Larsen & Toubro Infotech, Ltd. | 184,566 | 11,668,437 | |||
Larsen & Toubro, Ltd. | 1,507,824 | 32,546,365 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Laurus Labs, Ltd. | 452,299 | $3,939,572 | |||
* | Lemon Tree Hotels, Ltd. | 80,729 | 44,830 | ||
* | LG Balakrishnan & Bros, Ltd. | 51,296 | 357,489 | ||
LIC Housing Finance, Ltd. | 2,368,034 | 13,095,860 | |||
Linde India, Ltd. | 54,422 | 1,288,512 | |||
LT Foods, Ltd. | 884,976 | 905,739 | |||
Lumax Auto Technologies, Ltd. | 19,627 | 44,469 | |||
Lumax Industries, Ltd. | 11,696 | 237,903 | |||
Lupin, Ltd. | 1,206,863 | 18,025,102 | |||
LUX Industries, Ltd. | 54,659 | 3,063,832 | |||
* | Magma Fincorp, Ltd. | 246,243 | 567,830 | ||
Mahanagar Gas, Ltd. | 160,796 | 2,517,340 | |||
Maharashtra Scooters, Ltd. | 6,499 | 367,037 | |||
Maharashtra Seamless, Ltd. | 186,902 | 786,964 | |||
Mahindra & Mahindra Financial Services, Ltd. | 4,427,304 | 9,017,607 | |||
Mahindra & Mahindra, Ltd. | 2,371,491 | 23,790,732 | |||
* | Mahindra CIE Automotive, Ltd. | 613,565 | 2,236,996 | ||
* | Mahindra Holidays & Resorts India, Ltd. | 343,204 | 1,429,456 | ||
* | Mahindra Lifespace Developers, Ltd. | 156,126 | 1,596,197 | ||
Mahindra Logistics, Ltd. | 17,957 | 181,073 | |||
* | Maithan Alloys, Ltd. | 10,972 | 171,987 | ||
Manappuram Finance, Ltd. | 1,996,034 | 5,576,240 | |||
* | Mangalore Refinery & Petrochemicals, Ltd. | 896,438 | 538,737 | ||
Marico, Ltd. | 1,913,547 | 14,085,781 | |||
Marksans Pharma, Ltd. | 1,854,650 | 2,042,940 | |||
Maruti Suzuki India, Ltd. | 191,084 | 17,995,580 | |||
* | MAS Financial Services, Ltd. | 7,234 | 79,930 | ||
Mastek, Ltd. | 67,207 | 2,351,232 | |||
* | Max Financial Services, Ltd. | 367,194 | 5,536,302 | ||
* | Max Healthcare Institute, Ltd. | 816,175 | 3,279,517 | ||
* | Max India, Ltd. | 80,597 | 79,443 | ||
Mayur Uniquoters, Ltd. | 124,042 | 851,357 | |||
* | Meghmani Finechem, Ltd. | 95,151 | 1,296,063 | ||
Meghmani Organics, Ltd. | 1,012,240 | 584,505 | |||
Metropolis Healthcare, Ltd. | 9,905 | 379,571 | |||
Minda Corp., Ltd. | 59,010 | 110,131 | |||
Minda Industries, Ltd. | 573,632 | 5,825,025 | |||
Mindtree, Ltd. | 220,637 | 8,492,875 | |||
Mishra Dhatu Nigam, Ltd. | 23,839 | 60,854 | |||
MOIL, Ltd. | 552,805 | 1,413,663 | |||
* | Morepen Laboratories, Ltd. | 1,688,877 | 1,491,397 | ||
* | Motherson Sumi Systems, Ltd. | 5,127,526 | 16,184,386 | ||
Motilal Oswal Financial Services, Ltd. | 210,971 | 2,677,610 | |||
Mphasis, Ltd. | 605,498 | 21,260,963 | |||
MRF, Ltd. | 7,480 | 8,063,998 | |||
Multi Commodity Exchange of India, Ltd. | 3,500 | 75,123 | |||
Muthoot Finance, Ltd. | 878,496 | 18,371,822 | |||
Natco Pharma, Ltd. | 539,781 | 7,384,075 | |||
National Aluminium Co., Ltd. | 5,067,263 | 6,425,846 | |||
* | Nava Bharat Ventures, Ltd. | 391,662 | 653,771 | ||
Navin Fluorine International, Ltd. | 108,630 | 5,352,277 | |||
* | Navneet Education, Ltd. | 598,351 | 804,957 | ||
NBCC India, Ltd. | 2,301,094 | 1,597,463 | |||
NCC, Ltd. | 2,028,261 | 2,396,437 | |||
Neogen Chemicals, Ltd. | 5,356 | 66,214 | |||
* | NESCO, Ltd. | 145,938 | 1,197,268 | ||
Nestle India, Ltd. | 77,791 | 18,557,814 | |||
Neuland Laboratories, Ltd. | 4,725 | 125,975 | |||
NHPC, Ltd. | 9,741,194 | 3,446,453 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
NIIT, Ltd. | 702,179 | $3,053,496 | |||
Nilkamal, Ltd. | 46,233 | 1,616,679 | |||
NLC India, Ltd. | 749,864 | 598,515 | |||
NMDC, Ltd. | 576,367 | 1,408,046 | |||
NOCIL, Ltd. | 433,226 | 1,530,638 | |||
* | NRB Bearings, Ltd. | 249,044 | 468,664 | ||
NTPC, Ltd. | 6,939,470 | 11,111,344 | |||
Nucleus Software Exports, Ltd. | 54,990 | 501,437 | |||
* | Oberoi Realty, Ltd. | 502,318 | 4,534,930 | ||
Oil & Natural Gas Corp., Ltd. | 5,994,313 | 9,325,450 | |||
Oil India, Ltd. | 1,073,382 | 2,405,658 | |||
* | Olectra Greentech, Ltd. | 38,233 | 156,275 | ||
* | Omaxe, Ltd. | 387,726 | 451,156 | ||
Oracle Financial Services Software, Ltd. | 97,096 | 5,632,124 | |||
Orient Cement, Ltd. | 582,877 | 1,256,988 | |||
Orient Electric, Ltd. | 260,611 | 1,143,973 | |||
Oriental Aromatics, Ltd. | 3,226 | 39,899 | |||
Oriental Carbon & Chemicals, Ltd. | 6,014 | 91,323 | |||
Page Industries, Ltd. | 27,748 | 11,751,584 | |||
Paisalo Digital, Ltd. | 21,846 | 193,260 | |||
Panama Petrochem, Ltd. | 6,533 | 23,603 | |||
Parag Milk Foods, Ltd. | 85,868 | 160,447 | |||
* | PC Jeweller, Ltd. | 205,825 | 67,832 | ||
Persistent Systems, Ltd. | 349,203 | 14,776,292 | |||
Petronet LNG, Ltd. | 4,120,923 | 12,160,729 | |||
Pfizer, Ltd. | 47,057 | 3,720,830 | |||
Phillips Carbon Black, Ltd. | 610,099 | 2,234,504 | |||
* | Phoenix Mills, Ltd. (The) | 345,789 | 3,985,050 | ||
PI Industries, Ltd. | 467,201 | 18,567,838 | |||
Pidilite Industries, Ltd. | 362,105 | 11,135,339 | |||
Piramal Enterprises, Ltd. | 339,839 | 10,634,042 | |||
* | PNB Housing Finance, Ltd. | 158,265 | 1,439,766 | ||
* | PNC Infratech, Ltd. | 168,733 | 710,750 | ||
* | Poly Medicure, Ltd. | 61,258 | 809,983 | ||
Polyplex Corp., Ltd. | 81,708 | 1,662,395 | |||
Power Finance Corp., Ltd. | 5,937,268 | 10,388,472 | |||
Power Grid Corp. of India, Ltd. | 5,232,741 | 12,046,757 | |||
Power Grid Corporation of India, Ltd. | 1,744,247 | 4,008,147 | |||
* | Praj Industries, Ltd. | 355,506 | 1,766,310 | ||
* | Prakash Industries, Ltd. | 360,308 | 405,306 | ||
* | Prestige Estates Projects, Ltd. | 858,342 | 3,937,314 | ||
* | Prism Johnson, Ltd. | 539,297 | 1,002,944 | ||
Privi Speciality Chemicals, Ltd. | 6,972 | 149,313 | |||
Procter & Gamble Health, Ltd. | 43,235 | 3,144,095 | |||
Procter & Gamble Hygiene & Health Care, Ltd. | 29,503 | 5,034,451 | |||
* | PSP Projects, Ltd. | 11,848 | 73,798 | ||
PTC India Financial Services, Ltd. | 960,779 | 264,727 | |||
PTC India, Ltd. | 1,720,629 | 2,382,892 | |||
* | Punjab & Sind Bank | 38,022 | 10,232 | ||
* | Punjab National Bank | 6,692,535 | 3,547,270 | ||
* | PVR, Ltd. | 267,313 | 5,047,534 | ||
Quess Corp., Ltd. | 115,742 | 1,363,150 | |||
Radico Khaitan, Ltd. | 431,768 | 5,256,407 | |||
Rain Industries, Ltd. | 959,459 | 3,347,580 | |||
Rajesh Exports, Ltd. | 581,759 | 4,848,280 | |||
Rallis India, Ltd. | 460,368 | 2,003,949 | |||
Ramco Cements, Ltd. (The) | 436,610 | 6,403,245 | |||
Ramco Industries, Ltd. | 172,513 | 780,151 | |||
* | Ramco Systems, Ltd. | 2,597 | 18,596 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
* | Ramkrishna Forgings, Ltd. | 1,542 | $17,116 | ||
Rashtriya Chemicals & Fertilizers, Ltd. | 1,165,470 | 1,321,727 | |||
* | Ratnamani Metals & Tubes, Ltd. | 45,978 | 1,340,320 | ||
* | Raymond, Ltd. | 222,391 | 1,318,494 | ||
* | RBL Bank, Ltd. | 854,571 | 2,223,962 | ||
REC, Ltd. | 6,469,510 | 13,266,486 | |||
Redington India, Ltd. | 1,789,791 | 7,917,725 | |||
* | Relaxo Footwears, Ltd. | 206,620 | 3,190,473 | ||
Reliance Industries, Ltd. | 8,301,619 | 227,754,642 | |||
* | Reliance Power, Ltd. | 4,251,288 | 691,424 | ||
Repco Home Finance, Ltd. | 293,077 | 1,341,867 | |||
Rhi Magnesita India, Ltd. | 200,046 | 942,940 | |||
* | Sadbhav Engineering, Ltd. | 280,892 | 264,973 | ||
Sagar Cements, Ltd. | 2,261 | 39,868 | |||
Sanofi India, Ltd. | 42,574 | 4,771,595 | |||
Saregama India, Ltd. | 16,043 | 746,360 | |||
* | Savita Oil Technologies, Ltd. | 1,362 | 27,282 | ||
SBI Life Insurance Co., Ltd. | 185,184 | 2,770,909 | |||
Schaeffler India, Ltd. | 29,083 | 2,714,003 | |||
* | Schneider Electric Infrastructure, Ltd. | 68,183 | 127,630 | ||
* | Sequent Scientific, Ltd. | 324,117 | 1,283,231 | ||
Seshasayee Paper & Boards, Ltd. | 3,105 | 8,558 | |||
SH Kelkar & Co., Ltd. | 72,694 | 165,919 | |||
Sharda Cropchem, Ltd. | 138,958 | 650,499 | |||
* | Sharda Motor Industries, Ltd. | 1,335 | 11,407 | ||
* | Sheela Foam, Ltd. | 2,872 | 92,313 | ||
* | Shilpa Medicare, Ltd. | 62,597 | 531,928 | ||
Shipping Corp. of India, Ltd. | 1,001,880 | 1,492,572 | |||
* | Shoppers Stop, Ltd. | 101,117 | 363,299 | ||
Shree Cement, Ltd. | 31,611 | 12,024,174 | |||
* | Shree Renuka Sugars, Ltd. | 584,805 | 270,424 | ||
Shriram City Union Finance, Ltd. | 36,098 | 901,657 | |||
Shriram Transport Finance Co., Ltd. | 998,528 | 18,822,558 | |||
Siemens, Ltd. | 131,632 | 3,453,708 | |||
* | SIS, Ltd. | 14,037 | 90,963 | ||
SKF India, Ltd. | 91,184 | 3,515,098 | |||
Sobha, Ltd. | 444,570 | 3,555,708 | |||
Solar Industries India, Ltd. | 125,721 | 2,889,430 | |||
Solara Active Pharma Sciences, Ltd. | 61,497 | 1,358,199 | |||
Somany Ceramics, Ltd. | 18,399 | 173,432 | |||
Somany Home Innovation, Ltd. | 264,990 | 1,316,446 | |||
Sonata Software, Ltd. | 320,530 | 3,334,291 | |||
* | South Indian Bank, Ltd. (The) | 4,960,386 | 718,300 | ||
* | SpiceJet, Ltd. | 286,221 | 290,570 | ||
SRF, Ltd. | 162,647 | 18,955,369 | |||
Srikalahasthi Pipes, Ltd. | 81,329 | 253,595 | |||
* | Star Cement, Ltd. | 28,396 | 42,543 | ||
State Bank of India | 2,905,882 | 16,909,355 | |||
State Bank of India, GDR | 13,057 | 757,736 | |||
State Bank of India, GDR | 1,550 | 90,055 | |||
Steel Authority of India, Ltd. | 5,353,246 | 10,241,283 | |||
Sterlite Technologies, Ltd. | 1,124,208 | 4,413,473 | |||
Strides Pharma Science, Ltd. | 445,300 | 4,615,601 | |||
Subros, Ltd. | 137,995 | 610,222 | |||
Sudarshan Chemical Industries | 168,739 | 1,703,280 | |||
Sumitomo Chemical India, Ltd. | 62,781 | 358,303 | |||
Sun Pharmaceutical Industries, Ltd. | 1,743,980 | 18,149,733 | |||
Sun TV Network, Ltd. | 821,471 | 6,347,821 | |||
Sundaram Finance Holdings, Ltd. | 135,063 | 146,339 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Sundaram Finance, Ltd. | 113,920 | $3,961,376 | |||
Sundaram-Clayton, Ltd. | 6,069 | 297,266 | |||
Sundram Fasteners, Ltd. | 638,761 | 6,552,767 | |||
Sunteck Realty, Ltd. | 383,456 | 1,959,770 | |||
Suprajit Engineering, Ltd. | 251,506 | 1,137,592 | |||
Supreme Industries, Ltd. | 358,712 | 10,128,614 | |||
Supreme Petrochem, Ltd. | 230,846 | 2,232,384 | |||
Surya Roshni, Ltd. | 124,490 | 888,410 | |||
Suven Pharmaceuticals, Ltd. | 946,706 | 6,449,455 | |||
* | Suvidhaa Infoserve, Ltd. | 213,135 | 68,497 | ||
Swan Energy, Ltd. | 39,795 | 78,902 | |||
Swaraj Engines, Ltd. | 21,440 | 518,367 | |||
Symphony, Ltd. | 75,246 | 958,211 | |||
* | Syngene International, Ltd. | 512,657 | 4,394,161 | ||
* | TAKE Solutions, Ltd. | 52,692 | 44,971 | ||
Tanla Platforms, Ltd. | 8,470 | 109,428 | |||
* | TARC, Ltd. | 261,467 | 145,269 | ||
Tasty Bite Eatables, Ltd. | 463 | 113,658 | |||
Tata Chemicals, Ltd. | 857,138 | 8,852,106 | |||
Tata Communications, Ltd. | 593,306 | 11,539,844 | |||
Tata Consultancy Services, Ltd. | 2,397,225 | 102,210,546 | |||
Tata Consumer Products, Ltd. | 2,311,496 | 23,477,387 | |||
Tata Elxsi, Ltd. | 127,057 | 7,234,899 | |||
Tata Metaliks, Ltd. | 101,490 | 1,807,941 | |||
* | Tata Motors, Ltd. | 6,741,020 | 26,736,319 | ||
Tata Power Co., Ltd. (The) | 6,565,643 | 11,066,809 | |||
* | Tata Steel BSL, Ltd. | 579,668 | 743,826 | ||
Tata Steel Long Products, Ltd. | 66,703 | 1,016,239 | |||
Tata Steel, Ltd. | 1,577,785 | 30,492,377 | |||
TCI Express, Ltd. | 90,105 | 1,845,200 | |||
* | TCNS Clothing Co., Ltd. | 6,617 | 52,281 | ||
Tech Mahindra, Ltd. | 1,959,552 | 31,851,426 | |||
Techno Electric & Engineering Co., Ltd. | 251,349 | 1,014,290 | |||
* | Tejas Networks, Ltd. | 16,006 | 55,188 | ||
Thermax, Ltd. | 146,372 | 2,799,415 | |||
Thirumalai Chemicals, Ltd. | 15,489 | 40,800 | |||
* | Thomas Cook India, Ltd. | 165,992 | 138,249 | ||
Thyrocare Technologies, Ltd. | 64,929 | 1,143,998 | |||
Tide Water Oil Co. India, Ltd. | 18,343 | 767,725 | |||
Tide Water Oil Co., India, Ltd. | 18,343 | 770,365 | |||
Time Technoplast, Ltd. | 522,414 | 577,840 | |||
Timken India, Ltd. | 148,732 | 3,139,184 | |||
Tinplate Co. of India, Ltd. (The) | 260,375 | 908,033 | |||
Titan Co., Ltd. | 816,929 | 18,927,342 | |||
Torrent Pharmaceuticals, Ltd. | 224,597 | 9,288,497 | |||
Torrent Power, Ltd. | 935,601 | 5,741,470 | |||
Transport Corp. of India, Ltd. | 286,340 | 1,626,958 | |||
Trident, Ltd. | 11,561,385 | 3,215,859 | |||
* | Triveni Engineering & Industries, Ltd. | 664,707 | 1,679,393 | ||
* | Triveni Turbine, Ltd. | 637,300 | 1,055,966 | ||
TTK Prestige, Ltd. | 23,062 | 2,700,820 | |||
Tube Investments of India, Ltd. | 474,384 | 7,138,593 | |||
TV Today Network, Ltd. | 198,880 | 781,147 | |||
* | TV18 Broadcast, Ltd. | 3,452,072 | 1,814,287 | ||
TVS Motor Co., Ltd. | 22,411 | 175,543 | |||
* | TVS Srichakra, Ltd. | 20,542 | 598,261 | ||
* | UCO Bank | 2,841,300 | 528,408 | ||
Uflex, Ltd. | 269,534 | 1,977,983 | |||
UltraTech Cement, Ltd. | 291,797 | 29,961,551 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDIA — (Continued) | |||||
Unichem Laboratories, Ltd. | 249,049 | $1,115,028 | |||
* | Union Bank of India | 3,029,954 | 1,505,376 | ||
United Breweries, Ltd. | 119,024 | 2,285,009 | |||
* | United Spirits, Ltd. | 872,979 | 7,546,230 | ||
UPL, Ltd. | 3,275,468 | 35,528,066 | |||
* | Usha Martin, Ltd. | 148,767 | 135,157 | ||
* | VA Tech Wabag, Ltd. | 156,970 | 778,998 | ||
Vaibhav Global, Ltd. | 169,606 | 1,895,472 | |||
Vakrangee, Ltd. | 2,593,048 | 1,262,625 | |||
* | Vardhman Textiles, Ltd. | 145,354 | 3,723,053 | ||
* | Varroc Engineering, Ltd. | 18,197 | 82,878 | ||
Varun Beverages, Ltd. | 30,002 | 305,720 | |||
Vedanta, Ltd. | 88,917 | 361,276 | |||
# | Vedanta, Ltd., ADR | 59,076 | 946,988 | ||
Venky's India, Ltd. | 33,932 | 1,409,861 | |||
Vesuvius India, Ltd. | 10,745 | 190,499 | |||
V-Guard Industries, Ltd. | 695,476 | 2,333,039 | |||
Vinati Organics, Ltd. | 176,634 | 4,704,988 | |||
Vindhya Telelinks, Ltd. | 16,406 | 295,577 | |||
* | V-Mart Retail, Ltd. | 50,400 | 2,610,670 | ||
* | Vodafone Idea, Ltd. | 35,768,084 | 3,992,081 | ||
VRL Logistics, Ltd. | 259,158 | 1,059,091 | |||
VST Industries, Ltd. | 28,150 | 1,301,302 | |||
* | VST Tillers Tractors, Ltd. | 12,219 | 335,558 | ||
* | WABCO India, Ltd. | 596 | 58,248 | ||
Welspun Corp., Ltd. | 800,182 | 1,495,777 | |||
Welspun Enterprises, Ltd. | 452,976 | 646,073 | |||
Welspun India, Ltd. | 3,072,052 | 5,542,536 | |||
* | West Coast Paper Mills, Ltd. | 222,116 | 781,833 | ||
Wheels India, Ltd. | 4,388 | 49,637 | |||
Whirlpool of India, Ltd. | 120,592 | 3,563,403 | |||
Wipro, Ltd. | 5,748,166 | 45,350,141 | |||
* | Wockhardt, Ltd. | 231,282 | 1,648,247 | ||
* | Yes Bank, Ltd. | 12,651,241 | 2,180,582 | ||
Zee Entertainment Enterprises, Ltd. | 3,106,429 | 8,490,979 | |||
Zensar Technologies, Ltd. | 607,569 | 3,400,488 | |||
Zydus Wellness, Ltd. | 45,134 | 1,319,910 | |||
TOTAL INDIA | 3,705,711,536 | ||||
INDONESIA — (1.3%) | |||||
Ace Hardware Indonesia Tbk PT | 42,774,800 | 3,907,459 | |||
Adaro Energy Tbk PT | 98,679,800 | 9,113,450 | |||
Adhi Karya Persero Tbk PT | 9,864,579 | 467,428 | |||
* | Adi Sarana Armada Tbk PT | 2,414,600 | 400,906 | ||
* | Agung Podomoro Land Tbk PT | 20,091,100 | 179,230 | ||
* | Agung Semesta Sejahtera Tbk PT | 29,109,300 | 100,606 | ||
AKR Corporindo Tbk PT | 11,836,300 | 2,946,617 | |||
* | Alam Sutera Realty Tbk PT | 72,675,200 | 784,364 | ||
Aneka Tambang Tbk | 24,994,319 | 4,355,561 | |||
Arwana Citramulia Tbk PT | 18,995,100 | 991,629 | |||
* | Asahimas Flat Glass Tbk PT | 476,500 | 122,882 | ||
Ashmore Asset Management Indonesia Tbk PT | 149,600 | 33,843 | |||
Astra Agro Lestari Tbk PT | 2,096,422 | 1,152,839 | |||
Astra International Tbk PT | 37,495,100 | 12,242,651 | |||
Astra Otoparts Tbk PT | 1,539,800 | 112,912 | |||
* | Astrindo Nusantara Infrastructure Tbk PT | 23,591,300 | 81,560 | ||
* | Asuransi Maximus Graha Persada Tbk PT | 1,160,200 | 31,918 | ||
* | Bakrie Telecom Tbk PT | 35,294,139 | 22,879 | ||
* | Bank Artha Graha Internasional Tbk PT | 17,340,400 | 210,525 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDONESIA — (Continued) | |||||
Bank BTPN Syariah Tbk PT | 932,600 | $152,878 | |||
* | Bank Bukopin Tbk PT | 27,140,640 | 766,678 | ||
Bank Central Asia Tbk PT | 22,488,800 | 46,424,908 | |||
* | Bank China Construction Bank Indonesia Tbk PT | 3,718,900 | 33,709 | ||
Bank Danamon Indonesia Tbk PT | 12,730,654 | 1,901,108 | |||
* | Bank Ina Perdana PT | 2,332,500 | 839,942 | ||
* | Bank Jago Tbk PT | 790,500 | 981,023 | ||
Bank Mandiri Persero Tbk PT | 38,194,736 | 15,049,726 | |||
Bank Maybank Indonesia Tbk PT | 4,216,000 | 99,617 | |||
Bank Negara Indonesia Persero Tbk PT | 14,920,930 | 4,927,787 | |||
* | Bank Pan Indonesia Tbk PT | 35,795,500 | 1,805,570 | ||
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 21,814,500 | 1,848,570 | |||
Bank Pembangunan Daerah Jawa Timur Tbk PT | 28,364,700 | 1,363,338 | |||
* | Bank Rakyat Indonesia Agroniaga Tbk PT | 1,766,600 | 305,343 | ||
Bank Rakyat Indonesia Persero Tbk PT | 127,344,300 | 32,669,706 | |||
* | Bank Syariah Indonesia Tbk PT | 284,100 | 51,693 | ||
* | Bank Tabungan Negara Persero Tbk PT | 25,277,535 | 2,297,626 | ||
Barito Pacific Tbk PT | 187,566,100 | 12,585,608 | |||
Bayan Resources Tbk PT | 930,300 | 925,785 | |||
* | Bekasi Fajar Industrial Estate Tbk PT | 27,359,100 | 230,692 | ||
BFI Finance Indonesia Tbk PT | 1,093,300 | 70,577 | |||
* | Bintang Oto Global Tbk PT | 1,919,800 | 181,876 | ||
BISI International Tbk PT | 10,592,012 | 815,691 | |||
* | Blue Bird Tbk PT | 527,100 | 39,729 | ||
* | Buana Lintas Lautan Tbk PT | 40,043,500 | 686,836 | ||
Bukit Asam Tbk PT | 27,469,900 | 4,236,228 | |||
* | Bumi Serpong Damai Tbk PT | 49,346,900 | 3,188,562 | ||
* | Bumi Teknokultura Unggul Tbk PT | 24,398,900 | 84,352 | ||
* | Capital Financial Indonesia Tbk PT | 572,300 | 15,914 | ||
Catur Sentosa Adiprana Tbk PT | 864,200 | 25,005 | |||
Charoen Pokphand Indonesia Tbk PT | 25,429,460 | 10,774,615 | |||
Cikarang Listrindo Tbk PT | 1,152,600 | 49,834 | |||
Ciputra Development Tbk PT | 98,882,615 | 5,915,574 | |||
* | Citra Marga Nusaphala Persada Tbk PT | 20,081,671 | 2,354,297 | ||
* | City Retail Developments Tbk PT | 11,633,200 | 117,685 | ||
* | Delta Dunia Makmur Tbk PT | 35,657,100 | 764,766 | ||
Dharma Satya Nusantara Tbk PT | 3,624,400 | 135,366 | |||
* | Eagle High Plantations Tbk PT | 53,125,300 | 319,796 | ||
* | Elang Mahkota Teknologi Tbk PT | 12,042,900 | 2,289,545 | ||
Elnusa Tbk PT | 26,813,400 | 485,593 | |||
Erajaya Swasembada Tbk PT | 61,364,600 | 2,802,902 | |||
* | FKS Food Sejahtera Tbk PT | 30,770,839 | 438,451 | ||
* | Gajah Tunggal Tbk PT | 12,207,100 | 659,073 | ||
* | Garuda Indonesia Persero Tbk PT | 15,382,253 | 236,118 | ||
Gudang Garam Tbk PT | 2,855,300 | 6,482,562 | |||
* | Hanson International Tbk PT | 637,185,300 | 413,041 | ||
Harum Energy Tbk PT | 3,451,700 | 1,373,010 | |||
Hexindo Adiperkasa Tbk PT | 615,356 | 147,629 | |||
Indah Kiat Pulp & Paper Corp. Tbk PT | 17,616,700 | 8,280,694 | |||
* | Indika Energy Tbk PT | 10,578,100 | 1,002,238 | ||
Indo Tambangraya Megah Tbk PT | 2,828,900 | 3,316,098 | |||
Indocement Tunggal Prakarsa Tbk PT | 3,933,900 | 2,395,231 | |||
* | Indofarma Persero Tbk PT | 257,200 | 47,137 | ||
Indofood CBP Sukses Makmur Tbk PT | 7,357,500 | 4,131,005 | |||
Indofood Sukses Makmur Tbk PT | 31,545,600 | 13,260,090 | |||
* | Indo-Rama Synthetics Tbk PT | 151,200 | 39,241 | ||
* | Indosat Tbk PT | 6,579,800 | 2,685,394 | ||
Industri Jamu Dan Farmasi Sido Muncul Tbk PT | 21,898,100 | 1,219,169 | |||
Inovisi Infracom Tbk PT | 2,876,678 | 0 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDONESIA — (Continued) | |||||
* | Integra Indocabinet Tbk PT | 428,700 | $23,548 | ||
* | Inti Agri Resources Tbk PT | 10,879,700 | 7,053 | ||
* | Intikeramik Alamasri Industri Tbk PT | 6,837,200 | 23,637 | ||
* | Intiland Development Tbk PT | 54,282,400 | 612,628 | ||
Itama Ranoraya Tbk PT | 1,449,900 | 198,590 | |||
Japfa Comfeed Indonesia Tbk PT | 38,665,600 | 4,178,108 | |||
Jasa Marga Persero Tbk PT | 9,986,458 | 2,721,999 | |||
Jaya Real Property Tbk PT | 5,182,000 | 162,774 | |||
Kalbe Farma Tbk PT | 71,398,300 | 6,222,698 | |||
* | Kapuas Prima Coal Tbk PT | 37,262,800 | 391,679 | ||
* | Kawasan Industri Jababeka Tbk PT | 148,103,245 | 1,740,587 | ||
* | KMI Wire & Cable Tbk PT | 28,325,800 | 658,273 | ||
* | Krakatau Steel Persero Tbk PT | 17,749,437 | 594,195 | ||
* | Kresna Graha Investama Tbk PT | 59,045,100 | 669,918 | ||
Link Net Tbk PT | 4,930,600 | 1,568,649 | |||
* | Lippo Cikarang Tbk PT | 18,413,705 | 1,186,504 | ||
* | Lippo Karawaci Tbk PT | 408,838,462 | 4,216,037 | ||
* | Malindo Feedmill Tbk PT | 5,480,200 | 272,887 | ||
* | Map Aktif Adiperkasa PT | 194,000 | 21,941 | ||
Mayora Indah Tbk PT | 26,179,825 | 3,979,727 | |||
* | Medco Energi Internasional Tbk PT | 69,082,660 | 2,329,460 | ||
* | Media Nusantara Citra Tbk PT | 38,457,793 | 2,101,178 | ||
Medikaloka Hermina Tbk PT | 2,007,500 | 162,385 | |||
Metrodata Electronics Tbk PT | 3,883,100 | 706,102 | |||
Metropolitan Kentjana Tbk PT | 11,400 | 16,033 | |||
* | Mitra Adiperkasa Tbk PT | 77,294,600 | 3,314,988 | ||
Mitra Keluarga Karyasehat Tbk PT | 9,938,600 | 1,780,350 | |||
Mitra Pinasthika Mustika Tbk PT | 1,186,700 | 57,931 | |||
* | MNC Investama Tbk PT | 161,176,800 | 968,505 | ||
* | MNC Kapital Indonesia Tbk PT | 4,242,600 | 34,322 | ||
* | MNC Land Tbk PT | 21,293,400 | 154,659 | ||
* | MNC Sky Vision Tbk PT | 1,859,200 | 50,579 | ||
* | MNC Studios International Tbk PT | 1,667,500 | 50,001 | ||
* | MNC Vision Networks Tbk PT | 10,579,600 | 182,893 | ||
* | Modernland Realty Tbk PT | 9,037,600 | 5,976 | ||
Nippon Indosari Corpindo Tbk PT | 19,975,189 | 1,863,906 | |||
Pabrik Kertas Tjiwi Kimia Tbk PT | 4,663,900 | 2,200,228 | |||
* | Pacific Strategic Financial Tbk PT | 2,512,200 | 144,990 | ||
* | Pakuwon Jati Tbk PT | 79,426,800 | 2,198,391 | ||
* | Pan Brothers Tbk PT | 37,978,800 | 424,748 | ||
* | Panin Financial Tbk PT | 176,276,700 | 2,209,000 | ||
* | Paninvest Tbk PT | 5,860,000 | 307,904 | ||
* | Pelayaran Tamarin Samudra Tbk PT | 15,253,600 | 52,748 | ||
* | Perusahaan Gas Negara Tbk PT | 41,694,900 | 2,812,312 | ||
Perusahaan Perkebunan London Sumatra Indonesia Tbk PT | 23,458,900 | 1,824,752 | |||
* | Pollux Properti Indonesia Tbk PT | 174,400 | 42,412 | ||
* | Pool Advista Indonesia Tbk PT | 8,941,700 | 5,796 | ||
* | PP Persero Tbk PT | 20,108,290 | 1,169,189 | ||
Puradelta Lestari Tbk PT | 27,746,800 | 365,052 | |||
Ramayana Lestari Sentosa Tbk PT | 14,620,000 | 637,317 | |||
* | Rimo International Lestari Tbk PT | 151,291,900 | 98,072 | ||
* | Salim Ivomas Pratama Tbk PT | 30,001,600 | 925,205 | ||
* | Sampoerna Agro Tbk PT | 5,071,559 | 659,581 | ||
Samudera Indonesia Tbk PT | 276,600 | 14,059 | |||
* | Sarana Meditama Metropolitan Tbk PT | 2,165,000 | 99,558 | ||
Sarana Menara Nusantara Tbk PT | 22,267,400 | 2,255,638 | |||
Sariguna Primatirta Tbk PT | 336,600 | 10,658 | |||
Sawit Sumbermas Sarana Tbk PT | 28,345,500 | 1,637,598 | |||
Sekawan Intipratama Tbk PT | 2,876,400 | 0 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
INDONESIA — (Continued) | |||||
Selamat Sempurna Tbk PT | 16,171,900 | $1,515,126 | |||
Semen Baturaja Persero Tbk PT | 8,777,200 | 355,319 | |||
Semen Indonesia Persero Tbk PT | 10,513,900 | 5,602,909 | |||
* | Sentul City Tbk PT | 138,840,800 | 528,865 | ||
Siloam International Hospitals Tbk PT | 2,121,725 | 1,221,260 | |||
* | Sinar Mas Multiartha Tbk PT | 278,500 | 206,607 | ||
* | Smartfren Telecom Tbk PT | 107,468,700 | 1,114,021 | ||
Sri Rejeki Isman Tbk PT | 96,691,300 | 976,106 | |||
* | Steel Pipe Industry of Indonesia PT | 645,600 | 12,764 | ||
* | Sugih Energy Tbk PT | 58,447,900 | 37,888 | ||
Sumber Alfaria Trijaya Tbk PT | 969,100 | 90,430 | |||
* | Summarecon Agung Tbk PT | 51,260,147 | 2,660,548 | ||
* | Surya Citra Media Tbk PT | 34,940,500 | 5,558,507 | ||
* | Surya Esa Perkasa Tbk PT | 19,638,700 | 600,051 | ||
* | Surya Semesta Internusa Tbk PT | 31,382,200 | 1,081,127 | ||
Suryainti Permata Tbk PT | 3,098,000 | 0 | |||
Telkom Indonesia Persero Tbk PT | 55,290,600 | 12,393,882 | |||
# | Telkom Indonesia Persero Tbk PT, Sponsored ADR | 652,692 | 14,587,666 | ||
Tempo Scan Pacific Tbk PT | 1,009,000 | 101,881 | |||
* | Timah Tbk PT | 5,122,367 | 589,888 | ||
* | Tiphone Mobile Indonesia Tbk PT | 17,703,800 | 27,772 | ||
Tower Bersama Infrastructure Tbk PT | 36,020,400 | 8,000,636 | |||
* | Trada Alam Minera Tbk PT | 173,119,000 | 112,221 | ||
Trias Sentosa Tbk PT | 3,690,500 | 124,028 | |||
Truba Alam Manuggal Engineering PT | 15,388,500 | 0 | |||
Tunas Baru Lampung Tbk PT | 23,143,100 | 1,280,627 | |||
Tunas Ridean Tbk PT | 8,038,500 | 638,490 | |||
Ultrajaya Milk Industry & Trading Co. Tbk PT | 10,837,000 | 1,146,894 | |||
Unilever Indonesia Tbk PT | 20,003,200 | 5,842,646 | |||
United Tractors Tbk PT | 11,208,146 | 15,164,855 | |||
Vale Indonesia Tbk PT | 10,244,250 | 3,896,453 | |||
* | Waskita Beton Precast Tbk PT | 63,107,900 | 571,680 | ||
* | Waskita Karya Persero Tbk PT | 22,166,451 | 1,341,615 | ||
Wijaya Karya Beton Tbk PT | 27,462,600 | 433,210 | |||
Wijaya Karya Persero Tbk PT | 18,630,322 | 1,186,265 | |||
XL Axiata Tbk PT | 25,179,100 | 4,687,329 | |||
TOTAL INDONESIA | 401,016,964 | ||||
MALAYSIA — (1.6%) | |||||
# | 7-Eleven Malaysia Holdings Bhd, Class B | 2,198,485 | 791,877 | ||
# | Aeon Co. M Bhd | 2,769,500 | 853,195 | ||
AEON Credit Service M Bhd | 821,640 | 2,329,663 | |||
AFFIN Bank Bhd | 3,880,944 | 1,536,182 | |||
#* | AirAsia Group Bhd | 6,994,200 | 1,358,719 | ||
Ajinomoto Malaysia Bhd | 32,600 | 122,629 | |||
# | Alliance Bank Malaysia Bhd | 7,548,600 | 4,271,896 | ||
Allianz Malaysia Bhd | 27,400 | 82,796 | |||
AMMB Holdings Bhd | 8,186,350 | 5,528,335 | |||
Astro Malaysia Holdings Bhd | 3,612,200 | 898,717 | |||
# | Axiata Group Bhd | 11,690,735 | 10,336,494 | ||
Batu Kawan Bhd | 387,650 | 1,791,243 | |||
* | Berjaya Assets Bhd | 1,232,400 | 75,449 | ||
#* | Berjaya Corp. Bhd | 26,800,413 | 1,746,333 | ||
* | Berjaya Land Bhd | 1,975,000 | 126,440 | ||
# | Berjaya Sports Toto Bhd | 5,822,812 | 2,691,124 | ||
* | Bermaz Auto Bhd | 1,994,500 | 713,469 | ||
BIMB Holdings Bhd | 3,476,299 | 3,087,166 | |||
* | Borneo Oil Bhd | 5,379,600 | 38,282 | ||
#* | Boustead Holdings Bhd | 3,199,031 | 451,407 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
MALAYSIA — (Continued) | |||||
# | Boustead Plantations Bhd | 1,584,700 | $218,009 | ||
# | British American Tobacco Malaysia Bhd | 826,000 | 2,868,079 | ||
* | Bumi Armada Bhd | 15,040,850 | 1,511,841 | ||
# | Bursa Malaysia Bhd | 2,593,600 | 4,674,091 | ||
# | Cahya Mata Sarawak Bhd | 3,814,000 | 1,012,443 | ||
Can-One Bhd | 26,500 | 18,718 | |||
# | Carlsberg Brewery Malaysia Bhd, Class B | 738,700 | 3,713,610 | ||
Carotech Bhd | 44,425 | 0 | |||
CB Industrial Product Holding Bhd | 2,888,820 | 855,289 | |||
CIMB Group Holdings Bhd | 12,066,252 | 12,715,468 | |||
CSC Steel Holdings Bhd | 894,700 | 288,364 | |||
#* | Cypark Resources Bhd | 2,322,250 | 489,914 | ||
# | D&O Green Technologies Bhd | 4,605,100 | 5,787,288 | ||
# | Datasonic Group Bhd | 8,852,700 | 965,481 | ||
#* | Dayang Enterprise Holdings Bhd | 3,102,763 | 785,176 | ||
# | Dialog Group Bhd | 6,958,984 | 4,534,466 | ||
DiGi.Com Bhd | 9,360,620 | 9,210,852 | |||
# | DRB-Hicom Bhd | 9,661,000 | 3,820,610 | ||
# | Duopharma Biotech Bhd | 43,100 | 29,213 | ||
Dutch Lady Milk Industries Bhd | 81,800 | 641,659 | |||
# | Eco World Development Group Bhd | 4,320,400 | 711,512 | ||
# | Eco World International Bhd | 504,300 | 60,344 | ||
# | Ekovest BHD | 8,972,550 | 861,273 | ||
# | Fraser & Neave Holdings Bhd | 231,400 | 1,360,520 | ||
Frontken Corp. Bhd | 5,311,800 | 4,091,630 | |||
# | Gabungan AQRS Bhd | 1,509,007 | 185,999 | ||
Gadang Holdings Bhd | 2,815,700 | 250,238 | |||
#* | Gamuda Bhd | 6,130,696 | 4,068,398 | ||
# | Gas Malaysia Bhd | 568,700 | 357,310 | ||
Genting Bhd | 4,792,600 | 5,347,236 | |||
Genting Malaysia Bhd | 8,540,900 | 5,581,231 | |||
Genting Plantations Bhd | 768,400 | 1,201,555 | |||
# | George Kent Malaysia Bhd | 2,239,687 | 371,513 | ||
# | Globetronics Technology Bhd | 3,453,745 | 1,735,337 | ||
# | Guan Chong Bhd | 780,000 | 517,599 | ||
# | Hai-O Enterprise Bhd | 1,680,022 | 800,359 | ||
HAP Seng Consolidated Bhd | 5,715,240 | 10,430,909 | |||
# | Hartalega Holdings Bhd | 4,044,100 | 6,747,857 | ||
# | Heineken Malaysia Bhd | 673,000 | 3,576,166 | ||
# | Hengyuan Refining Co. Bhd | 911,900 | 932,149 | ||
# | HeveaBoard Bhd | 2,169,800 | 233,984 | ||
# | Hiap Teck Venture Bhd | 4,671,200 | 559,449 | ||
# | Hibiscus Petroleum Bhd | 6,806,700 | 1,038,725 | ||
# | Hong Leong Bank Bhd | 910,165 | 3,883,063 | ||
Hong Leong Financial Group Bhd | 1,277,998 | 5,216,933 | |||
Hong Leong Industries Bhd | 506,400 | 1,090,251 | |||
* | HSS Engineers Bhd | 510,200 | 64,073 | ||
Hup Seng Industries Bhd | 1,335,300 | 303,631 | |||
* | IGB Bhd | 485,463 | 223,362 | ||
# | IHH Healthcare Bhd | 1,860,600 | 2,487,233 | ||
# | IJM Corp. Bhd | 17,096,026 | 7,496,688 | ||
# | IJM Plantations Bhd | 976,300 | 705,262 | ||
Inari Amertron Bhd | 8,555,532 | 6,756,620 | |||
Insas Bhd | 4,481,502 | 934,324 | |||
# | IOI Corp. Bhd | 3,710,277 | 3,208,872 | ||
# | IOI Properties Group Bhd | 5,685,619 | 1,523,761 | ||
#* | Iskandar Waterfront City Bhd | 3,034,000 | 273,435 | ||
#* | JAKS Resources Bhd | 11,187,660 | 1,299,418 | ||
#* | Jaya Tiasa Holdings Bhd | 2,583,639 | 376,228 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
MALAYSIA — (Continued) | |||||
# | JHM Consolidation Bhd | 1,188,900 | $642,647 | ||
* | Keck Seng Malaysia Bhd | 338,000 | 276,463 | ||
Kerjaya Prospek Group Bhd | 1,627,887 | 455,026 | |||
# | Kim Loong Resources Bhd | 794,260 | 276,866 | ||
* | KNM Group Bhd | 14,879,881 | 616,094 | ||
# | Kossan Rubber Industries | 4,402,600 | 3,610,014 | ||
# | KPJ Healthcare Bhd | 9,422,900 | 2,411,731 | ||
# | Kretam Holdings Bhd | 3,844,900 | 510,021 | ||
# | Kuala Lumpur Kepong Bhd | 611,030 | 2,681,635 | ||
Kumpulan Fima BHD | 709,900 | 344,784 | |||
* | Land & General Bhd | 13,569,120 | 386,553 | ||
#* | LBS Bina Group Bhd | 5,298,193 | 559,204 | ||
# | Lii Hen Industries Bhd | 653,000 | 459,232 | ||
Lingkaran Trans Kota Holdings Bhd | 980,700 | 850,564 | |||
Lotte Chemical Titan Holding Bhd | 47,375 | 29,412 | |||
# | LPI Capital Bhd | 463,340 | 1,520,364 | ||
Magni-Tech Industries Bhd | 1,315,600 | 679,952 | |||
# | Magnum Bhd | 4,055,062 | 1,903,511 | ||
# | Mah Sing Group Bhd | 7,620,251 | 1,528,539 | ||
# | Malakoff Corp. Bhd | 8,485,600 | 1,648,314 | ||
Malayan Banking Bhd | 10,617,200 | 20,158,618 | |||
# | Malayan Flour Mills Bhd | 3,677,500 | 670,951 | ||
#* | Malaysia Airports Holdings Bhd | 5,952,345 | 8,155,754 | ||
# | Malaysia Building Society Bhd | 11,325,067 | 1,570,620 | ||
# | Malaysian Pacific Industries Bhd | 614,825 | 6,483,863 | ||
# | Malaysian Resources Corp. Bhd | 14,801,057 | 1,350,582 | ||
# | Matrix Concepts Holdings Bhd | 4,127,037 | 1,956,654 | ||
# | Maxis Bhd | 6,355,215 | 6,417,320 | ||
# | MBM Resources BHD | 873,010 | 649,821 | ||
# | Mega First Corp. Bhd | 2,700,200 | 2,269,420 | ||
MISC Bhd | 3,083,660 | 4,896,700 | |||
# | MKH Bhd | 2,726,275 | 820,493 | ||
MMC Corp. Bhd | 2,756,100 | 1,143,311 | |||
# | MNRB Holdings Bhd | 3,293,154 | 1,007,970 | ||
* | MPHB Capital Bhd | 497,100 | 170,699 | ||
Muda Holdings Bhd | 967,800 | 635,246 | |||
Muhibbah Engineering M Bhd | 1,925,500 | 415,201 | |||
* | Mulpha International Bhd | 384,440 | 190,534 | ||
My EG Services Bhd | 1,991,551 | 783,632 | |||
Nestle Malaysia Bhd | 131,500 | 4,143,503 | |||
NTPM Holdings Bhd | 1,261,900 | 149,320 | |||
* | OCK Group Bhd | 2,278,500 | 245,756 | ||
Oriental Holdings BHD | 860,640 | 1,035,836 | |||
OSK Holdings Bhd | 7,997,767 | 1,603,029 | |||
# | Padini Holdings Bhd | 2,629,400 | 1,750,994 | ||
Panasonic Manufacturing Malaysia Bhd | 84,700 | 646,617 | |||
Pantech Group Holdings Bhd | 355,631 | 43,387 | |||
# | Paramount Corp. Bhd | 1,893,175 | 352,336 | ||
# | Pentamaster Corp. Bhd | 2,788,995 | 3,501,554 | ||
# | Petron Malaysia Refining & Marketing Bhd | 461,000 | 452,920 | ||
# | Petronas Chemicals Group Bhd | 5,604,800 | 10,678,829 | ||
Petronas Dagangan Bhd | 1,018,400 | 4,439,826 | |||
# | Petronas Gas Bhd | 1,926,008 | 6,958,193 | ||
PIE Industrial Bhd | 191,000 | 135,786 | |||
#* | Pos Malaysia Bhd | 965,500 | 177,375 | ||
# | Power Root Bhd | 36,800 | 11,417 | ||
# | PPB Group Bhd | 2,094,640 | 8,980,562 | ||
Press Metal Aluminium Holdings Bhd | 6,861,760 | 7,838,211 | |||
Public Bank Bhd | 49,079,955 | 46,301,960 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
MALAYSIA — (Continued) | |||||
# | QL Resources Bhd | 4,311,730 | $5,774,141 | ||
# | Ranhill Utilities Bhd | 687,710 | 111,625 | ||
RHB Bank Bhd | 5,854,281 | 7,091,347 | |||
Sam Engineering & Equipment M Bhd | 87,300 | 223,439 | |||
#* | Sapura Energy Bhd | 40,752,188 | 1,204,951 | ||
# | Sarawak Oil Palms Bhd | 937,991 | 771,640 | ||
Scientex Bhd | 5,007,384 | 4,962,013 | |||
SEG International BHD | 533,828 | 79,348 | |||
# | Serba Dinamik Holdings Bhd | 8,429,610 | 788,073 | ||
* | Shangri-La Hotels Malaysia Bhd | 382,300 | 323,113 | ||
Sime Darby Bhd | 10,357,087 | 5,276,867 | |||
# | Sime Darby Plantation Bhd | 3,806,961 | 3,066,465 | ||
# | Sime Darby Property Bhd | 8,357,887 | 1,199,347 | ||
# | SKP Resources Bhd | 5,326,125 | 2,096,594 | ||
* | SP Setia Bhd Group | 4,929,459 | 1,201,963 | ||
* | Sumatec Resources Bhd | 786,700 | 168 | ||
Sunway Bhd | 7,182,390 | 2,896,324 | |||
Sunway Construction Group Bhd | 1,648,519 | 617,233 | |||
# | Supermax Corp. Bhd | 2,876,197 | 2,228,955 | ||
Suria Capital Holdings Bhd | 261,280 | 65,024 | |||
Syarikat Takaful Malaysia Keluarga Bhd | 1,990,700 | 2,032,610 | |||
# | Ta Ann Holdings Bhd | 2,210,523 | 1,351,042 | ||
# | Taliworks Corp. Bhd | 2,261,466 | 455,518 | ||
Tan Chong Motor Holdings Bhd | 864,500 | 241,836 | |||
Telekom Malaysia Bhd | 3,093,002 | 4,353,800 | |||
Tenaga Nasional Bhd | 4,369,181 | 9,981,012 | |||
# | Thong Guan Industries Bhd | 727,200 | 430,921 | ||
TIME dotCom Bhd | 1,663,760 | 5,676,882 | |||
# | Top Glove Corp. Bhd | 10,754,760 | 10,129,350 | ||
* | Tropicana Corp. Bhd | 5,238,632 | 1,128,239 | ||
TSH Resources Bhd | 2,642,550 | 645,869 | |||
* | Tune Protect Group Bhd | 1,566,700 | 150,456 | ||
# | Uchi Technologies Bhd | 1,820,940 | 1,338,504 | ||
* | UEM Edgenta Bhd | 1,849,600 | 696,910 | ||
#* | UEM Sunrise Bhd | 11,115,845 | 1,014,323 | ||
# | UMW Holdings Bhd | 1,768,106 | 1,210,895 | ||
United Malacca Bhd | 218,650 | 263,410 | |||
# | United Plantations Bhd | 353,200 | 1,137,234 | ||
UOA Development Bhd | 6,422,100 | 2,417,803 | |||
* | Velesto Energy Bhd | 16,911,192 | 559,628 | ||
* | Vinvest Capital Holdings Bhd | 58,202 | 5,929 | ||
ViTrox Corp. Bhd | 707,000 | 3,165,633 | |||
#* | WCT Holdings Bhd | 4,188,440 | 516,136 | ||
Wellcall Holdings Bhd | 2,992,950 | 705,807 | |||
Westports Holdings Bhd | 4,083,900 | 3,929,763 | |||
Yinson Holdings Bhd | 2,731,600 | 3,095,083 | |||
YNH Property Bhd | 4,424,693 | 2,831,929 | |||
* | YTL Corp. Bhd | 31,989,395 | 4,739,593 | ||
# | YTL Power International Bhd | 5,996,387 | 987,253 | ||
TOTAL MALAYSIA | 465,594,158 | ||||
MEXICO — (2.3%) | |||||
# | ALEATICA S.A.B. de C.V. | 54,542 | 56,169 | ||
# | Alfa S.A.B. de C.V., Class A | 27,388,079 | 20,720,350 | ||
Alpek S.A.B. de C.V. | 4,296,778 | 5,329,354 | |||
#* | Alsea S.A.B. de C.V. | 3,599,991 | 7,262,826 | ||
* | Alterna Asesoria Internacional S.A.B. de C.V. | 61,598 | 4,115 | ||
# | America Movil S.A.B. de C.V. | 12,070,111 | 10,095,691 | ||
America Movil S.A.B. de C.V., Sponsored ADR, Class L | 3,763,327 | 62,659,394 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
MEXICO — (Continued) | |||||
Arca Continental S.A.B. de C.V. | 1,188,713 | $7,254,844 | |||
#* | Axtel S.A.B. de C.V. | 9,319,809 | 2,364,334 | ||
Banco del Bajio SA | 661,826 | 1,181,603 | |||
Becle S.A.B. de C.V. | 783,337 | 1,951,038 | |||
# | Bolsa Mexicana de Valores S.A.B. de C.V. | 3,399,205 | 6,973,867 | ||
* | Cemex S.A.B. de C.V. | 4,948,243 | 4,026,953 | ||
* | Cemex S.A.B. de C.V., Sponsored ADR | 3,933,246 | 31,977,291 | ||
Coca-Cola Femsa S.A.B. de C.V., Sponsored ADR | 105,938 | 5,992,913 | |||
Coca-Cola Femsa S.A.B. de C.V. | 328,303 | 1,855,401 | |||
* | Consorcio ARA S.A.B. de C.V. | 8,834,256 | 2,094,703 | ||
#* | Controladora Nemak SAB de C.V. | 28,056,859 | 4,510,239 | ||
* | Controladora Vuela Cia de Aviacion S.A.B. de C.V., ADR | 270,308 | 5,968,401 | ||
#* | Controladora Vuela Cia de Aviacion S.A.B. de C.V., Class A | 1,003,438 | 2,215,944 | ||
* | Corp Interamericana de Entretenimiento S.A.B. de C.V., Class B | 222,600 | 105,674 | ||
Corp. Actinver S.A.B. de C.V., Class B | 61,598 | 30,016 | |||
# | Corp. Inmobiliaria Vesta S.A.B. de C.V. | 4,251,900 | 8,349,477 | ||
Corp. Moctezuma S.A.B. de C.V. | 395,000 | 1,180,858 | |||
#* | Credito Real S.A.B. de C.V. Sofom ER | 1,447,481 | 1,254,332 | ||
Cydsa S.A.B. de C.V. | 6,129 | 4,261 | |||
* | Dine S.A.B. de C.V. | 7,300 | 5,684 | ||
# | El Puerto de Liverpool S.A.B. de C.V., Class C1 | 609,496 | 2,887,308 | ||
* | Elementia S.A.B. de C.V. | 60,292 | 42,918 | ||
#* | Empresas ICA S.A.B. de C.V. | 4,691,828 | 22,627 | ||
* | Financiera Independencia S.A.B. de C.V. SOFOM ENR | 122,895 | 48,463 | ||
# | Fomento Economico Mexicano S.A.B. de C.V. | 27,460 | 239,351 | ||
Fomento Economico Mexicano S.A.B. de C.V., Sponsored ADR | 193,230 | 16,882,505 | |||
#* | Genomma Lab Internacional S.A.B. de C.V., Class B | 6,449,686 | 6,246,779 | ||
#* | Gentera S.A.B. de C.V. | 6,263,411 | 3,643,594 | ||
# | Gruma S.A.B. de C.V., Class B | 1,206,942 | 13,012,691 | ||
#* | Grupo Aeroportuario del Centro Norte S.A.B. de C.V., Class B | 969,544 | 5,907,004 | ||
# | Grupo Aeroportuario del Pacifico S.A.B. de C.V., ADR | 54,542 | 6,256,513 | ||
Grupo Aeroportuario del Pacifico S.A.B. de C.V., Class B | 1,160,106 | 13,270,593 | |||
* | Grupo Aeroportuario del Sureste S.A.B. de C.V., Class B | 531,837 | 9,622,960 | ||
# | Grupo Bimbo S.A.B. de C.V., Class A | 6,773,792 | 15,557,816 | ||
# | Grupo Carso S.A.B. de C.V. | 2,401,132 | 7,784,945 | ||
Grupo Cementos de Chihuahua S.A.B. de C.V. | 907,094 | 7,391,634 | |||
Grupo Comercial Chedraui S.A. de C.V. | 2,938,306 | 4,676,196 | |||
# | Grupo Elektra S.A.B. de C.V. | 286,205 | 23,217,309 | ||
Grupo Financiero Banorte S.A.B. de C.V., Class O | 8,986,567 | 58,137,019 | |||
#* | Grupo Financiero Inbursa S.A.B. de C.V., Class O | 8,060,979 | 7,762,837 | ||
#* | Grupo GICSA SAB de C.V. | 815,515 | 134,784 | ||
* | Grupo Gigante S.A.B. de C.V. | 41,000 | 43,253 | ||
# | Grupo Herdez S.A.B. de C.V. | 1,901,304 | 3,982,889 | ||
* | Grupo Hotelero Santa Fe S.A.B. de C.V. | 306,056 | 76,106 | ||
Grupo Industrial Saltillo S.A.B. de C.V. | 277,199 | 410,794 | |||
* | Grupo KUO S.A.B. de C.V. | 271,325 | 640,617 | ||
Grupo Lala S.A.B. de C.V. | 2,955,013 | 2,418,193 | |||
# | Grupo Mexico S.A.B. de C.V., Class B | 14,936,611 | 68,416,713 | ||
* | Grupo Pochteca S.A.B. de C.V. | 386,111 | 159,051 | ||
# | Grupo Rotoplas S.A.B. de C.V. | 352,107 | 571,508 | ||
* | Grupo Sanborns S.A.B. de C.V. | 611,992 | 622,406 | ||
* | Grupo Simec S.A.B. de C.V., Sponsored ADR | 5,555 | 129,543 | ||
#* | Grupo Simec S.A.B. de C.V., Class B | 1,299,357 | 10,574,359 | ||
Grupo Televisa S.A.B., Sponsored ADR | 2,138,209 | 28,972,732 | |||
# | Grupo Televisa S.A.B. | 3,779,944 | 10,240,622 | ||
#* | Grupo Traxion S.A.B. de C.V. | 115,439 | 215,728 | ||
#* | Hoteles City Express S.A.B. de C.V. | 2,213,204 | 761,592 | ||
Industrias Bachoco S.A.B. de C.V., Sponsored ADR | 39,867 | 1,749,763 | |||
Industrias Bachoco S.A.B. de C.V. | 1,487,230 | 5,416,599 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
MEXICO — (Continued) | |||||
* | Industrias CH S.A.B. de C.V. | 2,157,909 | $19,293,671 | ||
* | Industrias Penoles S.A.B. de C.V. | 857,706 | 12,023,934 | ||
# | Kimberly-Clark de Mexico S.A.B. de C.V., Class A | 4,782,905 | 7,755,965 | ||
# | La Comer S.A.B. de C.V. | 5,408,514 | 10,840,802 | ||
# | Megacable Holdings S.A.B. de C.V. | 2,777,758 | 9,781,894 | ||
#* | Minera Frisco S.A.B. de C.V., Class A1 | 5,671,825 | 1,302,116 | ||
* | Nemak S.A.B. de C.V. | 3,788,651 | 1,278,982 | ||
Orbia Advance Corp. S.A.B. de C.V. | 8,451,195 | 23,031,828 | |||
# | Organizacion Cultiba S.A.B. de C.V. | 194,351 | 108,666 | ||
* | Organizacion Soriana S.A.B. de C.V., Class B | 3,364,870 | 3,213,372 | ||
# | Promotora y Operadora de Infraestructura S.A.B. de C.V. | 1,099,469 | 8,303,632 | ||
Promotora y Operadora de Infraestructura S.A.B. de C.V., Class L | 23,958 | 123,965 | |||
# | Qualitas Controladora S.A.B. de C.V. | 1,140,080 | 5,539,393 | ||
# | Regional S.A.B. de C.V. | 2,224,192 | 13,797,951 | ||
#* | Telesites S.A.B. de C.V. | 6,139,997 | 5,107,861 | ||
* | TV Azteca S.A.B. de C.V. | 878,968 | 38,062 | ||
#* | Unifin Financiera S.A.B. de C.V. | 1,197,372 | 1,744,366 | ||
Vitro S.A.B. de C.V. | 421,013 | 581,619 | |||
# | Wal-Mart de Mexico S.A.B. de C.V. | 9,200,262 | 30,309,736 | ||
TOTAL MEXICO | 687,751,861 | ||||
PERU — (0.1%) | |||||
#* | Aenza SAA, Sponsored ADR | 227,806 | 396,383 | ||
Cementos Pacasmayo SAA, ADR | 35,916 | 221,960 | |||
* | Cia de Minas Buenaventura SAA, ADR | 157,251 | 1,298,893 | ||
* | Credicorp, Ltd. | 160,936 | 16,248,099 | ||
* | Fossal SAA, ADR | 3,794 | 0 | ||
TOTAL PERU | 18,165,335 | ||||
PHILIPPINES — (0.7%) | |||||
* | 8990 Holdings, Inc. | 507,700 | 73,539 | ||
A Soriano Corp. | 818,000 | 112,871 | |||
Aboitiz Equity Ventures, Inc. | 5,909,380 | 4,444,627 | |||
Aboitiz Power Corp. | 4,691,200 | 2,178,587 | |||
AC Energy Corp. | 14,549,220 | 2,336,690 | |||
ACR Mining Corp. | 11,905 | 799 | |||
* | AgriNurture, Inc. | 198,900 | 23,701 | ||
Alliance Global Group, Inc. | 28,661,194 | 5,829,757 | |||
Alsons Consolidated Resources, Inc. | 3,329,000 | 82,512 | |||
* | Apex Mining Co., Inc. | 13,799,000 | 455,612 | ||
* | Atlas Consolidated Mining & Development Corp. | 2,979,300 | 403,402 | ||
Ayala Corp. | 565,080 | 8,254,707 | |||
Ayala Land, Inc. | 16,716,220 | 10,950,988 | |||
* | AyalaLand Logistics Holdings Corp. | 1,686,000 | 134,943 | ||
Bank of the Philippine Islands | 3,332,336 | 5,373,701 | |||
BDO Unibank, Inc. | 5,514,443 | 11,259,422 | |||
* | Belle Corp. | 28,836,700 | 790,865 | ||
* | Bloomberry Resorts Corp. | 28,999,900 | 3,296,129 | ||
* | Cebu Air, Inc. | 2,141,840 | 1,891,221 | ||
* | Cebu Holdings, Inc. | 2,065,000 | 256,380 | ||
* | CEMEX Holdings Philippines, Inc. | 23,615,267 | 571,924 | ||
Century Pacific Food, Inc. | 5,370,650 | 2,687,869 | |||
Century Properties Group, Inc. | 1,153,062 | 9,682 | |||
* | Chelsea Logistics and Infrastructure Holdings Corp. | 991,100 | 52,527 | ||
China Banking Corp. | 1,704,390 | 838,473 | |||
COL Financial Group, Inc. | 1,337,000 | 114,835 | |||
Cosco Capital, Inc. | 15,058,700 | 1,476,621 | |||
D&L Industries, Inc. | 18,125,100 | 2,903,184 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
PHILIPPINES — (Continued) | |||||
DMCI Holdings, Inc. | 29,615,600 | $3,556,673 | |||
* | DoubleDragon Properties Corp. | 3,565,190 | 721,173 | ||
Eagle Cement Corp. | 436,200 | 126,533 | |||
* | East West Banking Corp. | 5,879,550 | 1,111,115 | ||
* | EEI Corp. | 2,997,700 | 455,815 | ||
Emperador, Inc. | 4,131,000 | 1,154,971 | |||
* | Empire East Land Holdings, Inc. | 1,470,000 | 8,225 | ||
Filinvest Development Corp. | 267,400 | 41,362 | |||
Filinvest Land, Inc. | 123,979,687 | 2,755,998 | |||
First Philippine Holdings Corp. | 2,595,920 | 3,830,046 | |||
Global Ferronickel Holdings, Inc. | 13,213,756 | 635,637 | |||
* | Global-Estate Resorts, Inc. | 488,000 | 8,033 | ||
Globe Telecom, Inc. | 107,630 | 4,007,096 | |||
GT Capital Holdings, Inc. | 333,732 | 3,630,668 | |||
Holcim Philippines, Inc. | 155,100 | 19,715 | |||
* | Integrated Micro-Electronics, Inc. | 5,987,440 | 1,066,696 | ||
International Container Terminal Services, Inc. | 3,417,922 | 10,632,300 | |||
JG Summit Holdings, Inc. | 7,538,076 | 8,447,222 | |||
Jollibee Foods Corp. | 1,520,447 | 5,779,011 | |||
LT Group, Inc. | 11,630,200 | 2,275,228 | |||
* | MacroAsia Corp. | 1,308,396 | 117,475 | ||
Manila Electric Co. | 626,170 | 3,323,976 | |||
* | Manila Water Co., Inc. | 10,346,400 | 3,354,537 | ||
* | Max's Group, Inc. | 1,368,500 | 163,893 | ||
* | Megawide Construction Corp. | 5,708,370 | 690,800 | ||
Megaworld Corp. | 72,222,300 | 4,011,273 | |||
Metro Pacific Corp. COM | 225,000 | 0 | |||
Metro Pacific Investments Corp. | 56,240,500 | 3,937,839 | |||
Metropolitan Bank & Trust Co. | 4,450,029 | 3,827,940 | |||
Nickel Asia Corp. | 21,346,340 | 2,595,230 | |||
* | Petron Corp. | 21,583,000 | 1,316,236 | ||
Philex Mining Corp. | 2,787,050 | 342,353 | |||
* | Philippine National Bank | 2,615,466 | 1,052,218 | ||
Philippine Stock Exchange, Inc. (The) | 84,552 | 379,622 | |||
Philtown Properties, Inc. | 16,675 | 0 | |||
* | Phoenix Petroleum Philippines, Inc. | 2,579,970 | 668,227 | ||
* | Pilipinas Shell Petroleum Corp. | 1,357,940 | 497,203 | ||
PLDT, Inc., Sponsored ADR | 155,727 | 3,812,197 | |||
PLDT, Inc. | 305,790 | 7,502,482 | |||
PNB Holdings Corp. | 410,332 | 2,616 | |||
Premium Leisure Corp. | 25,386,000 | 203,705 | |||
Puregold Price Club, Inc. | 6,600,480 | 5,326,234 | |||
* | PXP Energy Corp. | 2,088,200 | 290,347 | ||
RFM Corp. | 6,096,300 | 539,250 | |||
Rizal Commercial Banking Corp. | 2,919,464 | 1,166,060 | |||
Robinsons Land Corp. | 21,320,518 | 6,871,147 | |||
Robinsons Retail Holdings, Inc. | 2,024,350 | 2,176,405 | |||
San Miguel Corp. | 3,759,750 | 7,824,105 | |||
San Miguel Food and Beverage, Inc. | 606,460 | 1,012,767 | |||
Security Bank Corp. | 1,452,758 | 3,197,477 | |||
Semirara Mining & Power Corp. | 7,291,500 | 2,382,071 | |||
Shakey's Pizza Asia Ventures, Inc. | 366,600 | 55,009 | |||
SM Investments Corp. | 255,470 | 4,657,651 | |||
SM Prime Holdings, Inc. | 18,782,090 | 11,829,025 | |||
* | SSI Group, Inc. | 5,019,000 | 115,545 | ||
STI Education Systems Holdings, Inc. | 342,000 | 2,356 | |||
* | Top Frontier Investment Holdings, Inc. | 155,417 | 426,444 | ||
Union Bank of the Philippines | 1,482,222 | 2,272,932 | |||
Universal Robina Corp. | 2,399,700 | 6,085,384 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
PHILIPPINES — (Continued) | |||||
Vista Land & Lifescapes, Inc. | 57,715,800 | $3,937,981 | |||
Vistamalls, Inc. | 912,800 | 70,273 | |||
Wilcon Depot, Inc. | 1,812,000 | 798,404 | |||
TOTAL PHILIPPINES | 215,905,774 | ||||
POLAND — (0.8%) | |||||
AB SA | 2,455 | 37,176 | |||
* | Agora SA | 196,939 | 482,890 | ||
#* | Alior Bank SA | 564,973 | 5,414,306 | ||
# | Alumetal SA | 12,496 | 193,991 | ||
# | Amica SA | 27,806 | 1,082,811 | ||
#* | AmRest Holdings SE | 223,521 | 1,521,707 | ||
Apator SA | 37,049 | 233,476 | |||
Asseco Poland SA | 3,508 | 73,012 | |||
* | Bank Handlowy w Warszawie SA | 142,186 | 1,670,042 | ||
#* | Bank Millennium SA | 3,430,720 | 4,392,786 | ||
* | Bank Polska Kasa Opieki SA | 217,632 | 5,315,306 | ||
#* | Bioton SA | 193,900 | 251,015 | ||
#* | Boryszew SA | 1,622,099 | 1,423,573 | ||
Budimex SA | 85,473 | 6,478,894 | |||
* | CCC SA | 184,437 | 5,821,145 | ||
# | CD Projekt SA | 81,730 | 3,935,682 | ||
Ciech SA | 212,608 | 2,640,509 | |||
# | ComArch SA | 12,830 | 909,038 | ||
Cyfrowy Polsat SA | 891,735 | 7,910,213 | |||
Develia SA | 1,220,181 | 1,073,653 | |||
* | Dino Polska SA | 103,902 | 8,318,200 | ||
Dom Development SA | 13,920 | 504,779 | |||
Echo Investment SA | 10,980 | 12,974 | |||
* | Enea SA | 1,825,793 | 4,049,722 | ||
# | Eurocash SA | 517,450 | 1,647,765 | ||
Fabryki Mebli Forte SA | 102,533 | 1,528,819 | |||
#* | Famur SA | 535,751 | 306,368 | ||
Firma Oponiarska Debica SA | 16,334 | 345,083 | |||
#* | Globe Trade Centre SA | 254,305 | 436,903 | ||
* | Grupa Azoty SA | 244,855 | 1,901,499 | ||
* | Grupa Azoty Zaklady Chemiczne Police SA | 30,071 | 96,432 | ||
Grupa Kety SA | 63,927 | 11,525,395 | |||
# | Grupa Lotos SA | 513,607 | 7,078,307 | ||
#* | ING Bank Slaski SA | 93,472 | 4,632,106 | ||
Inter Cars SA | 26,821 | 2,853,972 | |||
#* | Jastrzebska Spolka Weglowa SA | 182,982 | 1,652,019 | ||
Kernel Holding SA | 497,998 | 6,889,957 | |||
KGHM Polska Miedz SA | 449,182 | 22,679,596 | |||
KRUK SA | 113,253 | 8,904,337 | |||
Lentex SA | 29,742 | 79,551 | |||
LPP SA | 5,604 | 20,156,877 | |||
#* | Lubelski Wegiel Bogdanka SA | 83,922 | 557,202 | ||
#* | mBank SA | 44,198 | 3,678,318 | ||
NEWAG SA | 511 | 3,372 | |||
* | Orange Polska SA | 2,477,609 | 4,921,361 | ||
* | PGE Polska Grupa Energetyczna SA | 2,670,793 | 6,008,845 | ||
#* | PKP Cargo SA | 108,706 | 535,776 | ||
Polski Koncern Naftowy Orlen SA | 1,297,796 | 24,586,123 | |||
Polskie Gornictwo Naftowe i Gazownictwo SA | 3,185,653 | 5,197,635 | |||
* | Powszechna Kasa Oszczednosci Bank Polski SA | 1,358,185 | 13,340,809 | ||
* | Powszechny Zaklad Ubezpieczen SA | 971,039 | 9,469,459 | ||
* | Santander Bank Polska SA | 66,142 | 4,402,565 | ||
Stalexport Autostrady SA | 662,634 | 639,627 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
POLAND — (Continued) | |||||
* | Tauron Polska Energia SA | 7,760,427 | $6,541,449 | ||
* | VRG SA | 988,725 | 912,194 | ||
Warsaw Stock Exchange | 91,641 | 1,034,250 | |||
Wawel SA | 590 | 91,570 | |||
#* | Zespol Elektrowni Patnow Adamow Konin SA | 36,197 | 86,499 | ||
TOTAL POLAND | 238,468,940 | ||||
QATAR — (0.3%) | |||||
Aamal Co. | 7,228,180 | 1,880,107 | |||
Al Khaleej Takaful Group QSC | 1,206,910 | 1,551,204 | |||
Al Khalij Commercial Bank PQSC | 912,597 | 543,559 | |||
Al Meera Consumer Goods Co. QSC | 334,490 | 1,844,250 | |||
Alijarah Holding Co., QPSC | 2,568,406 | 743,722 | |||
Baladna | 1,141,387 | 457,919 | |||
Barwa Real Estate Co. | 3,447,538 | 2,894,256 | |||
Commercial Bank PSQC (The) | 1,654,461 | 2,502,705 | |||
Doha Bank QPSC | 1,786,828 | 1,448,963 | |||
Doha Insurance Co. QSC | 332,752 | 175,170 | |||
* | Gulf International Services QSC | 4,937,633 | 1,912,037 | ||
Gulf Warehousing Co. | 281,875 | 399,001 | |||
Industries Qatar QSC | 952,949 | 3,496,739 | |||
* | Investment Holding Group | 3,283,580 | 946,797 | ||
Mannai Corp. QSC | 149,145 | 152,254 | |||
Masraf Al Rayan QSC | 5,331,548 | 6,332,948 | |||
Mazaya Real Estate Development QPSC | 5,164,832 | 1,471,516 | |||
Medicare Group | 684,024 | 1,614,923 | |||
Mesaieed Petrochemical Holding Co. | 3,097,622 | 1,627,876 | |||
Ooredoo QPSC | 980,457 | 1,906,472 | |||
Qatar Electricity & Water Co. QSC | 1,001,239 | 4,547,559 | |||
* | Qatar First Bank | 2,682,691 | 1,298,553 | ||
Qatar Fuel QSC | 572,669 | 2,822,421 | |||
Qatar Gas Transport Co., Ltd. | 6,948,850 | 5,784,760 | |||
Qatar Industrial Manufacturing Co. QSC | 91,751 | 71,553 | |||
* | Qatar Insurance Co. SAQ | 1,245,935 | 852,486 | ||
Qatar International Islamic Bank QSC | 1,339,073 | 3,386,937 | |||
Qatar Islamic Bank SAQ | 1,370,320 | 6,476,512 | |||
Qatar Islamic Insurance Group | 20,529 | 46,674 | |||
Qatar National Bank QPSC | 4,044,864 | 20,186,678 | |||
Qatar National Cement Co., QSC | 378,873 | 526,536 | |||
Qatar Navigation QSC | 347,563 | 710,165 | |||
* | Salam International Investment, Ltd. QSC | 7,000,178 | 1,689,756 | ||
United Development Co. QSC | 9,822,447 | 3,938,666 | |||
Vodafone Qatar QSC | 6,502,581 | 2,807,674 | |||
Widam Food Co. | 342,758 | 382,258 | |||
Zad Holding Co. | 32,599 | 138,621 | |||
TOTAL QATAR | 89,570,227 | ||||
RUSSIA — (0.9%) | |||||
Etalon Group P.L.C., GDR | 617,685 | 1,014,929 | |||
Etalon Group P.L.C., GDR | 5,973 | 9,808 | |||
Gazprom PJSC, Sponsored ADR | 4,286,740 | 33,361,541 | |||
Gazprom PJSC, Sponsored ADR | 32,378 | 252,548 | |||
Globaltrans Investment P.L.C., GDR | 193,097 | 1,516,829 | |||
Globaltrans Investment P.L.C., GDR | 198,556 | 1,560,650 | |||
Lukoil PJSC, Sponsored ADR | 2,503 | 214,983 | |||
Lukoil PJSC, Sponsored ADR | 635,884 | 54,486,212 | |||
Magnitogorsk Iron & Steel Works PJSC, GDR | 610,579 | 7,510,745 | |||
Magnitogorsk Iron & Steel Works PJSC, GDR | 108 | 1,328 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
RUSSIA — (Continued) | |||||
* | Mail.Ru Group, Ltd., GDR | 73,768 | $1,526,328 | ||
* | Mail.Ru Group, Ltd., GDR | 3,292 | 68,276 | ||
* | Mechel PJSC, Sponsored ADR | 121,664 | 265,226 | ||
MMC Norilsk Nickel PJSC, ADR | 61,618 | 2,125,821 | |||
MMC Norilsk Nickel PJSC, ADR | 1,034,973 | 35,803,719 | |||
Mobile TeleSystems PJSC, Sponsored ADR | 149,281 | 1,282,324 | |||
Novatek PJSC, GDR | 20,342 | 4,526,644 | |||
Novatek PJSC, GDR | 316 | 70,342 | |||
Novolipetsk Steel PJSC, GDR | 165,121 | 5,793,059 | |||
Novolipetsk Steel PJSC, GDR | 323 | 11,331 | |||
PhosAgro PJSC, GDR | 284,627 | 5,415,981 | |||
PhosAgro PJSC, GDR | 3,734 | 71,058 | |||
Polyus PJSC, GDR | 6,695 | 644,729 | |||
Ros Agro P.L.C., GDR | 135,725 | 1,974,066 | |||
Ros Agro P.L.C., GDR | 564 | 8,223 | |||
Rosneft Oil Co. PJSC, GDR | 9,094 | 66,914 | |||
Rosneft Oil Co. PJSC, GDR | 2,466,636 | 18,148,109 | |||
Rostelecom PJSC, Sponsored ADR | 240,907 | 1,885,097 | |||
Rostelecom PJSC, Sponsored ADR | 164,180 | 1,287,802 | |||
RusHydro PJSC, ADR | 556 | 601 | |||
RusHydro PJSC, ADR | 4,546,019 | 4,873,023 | |||
Sberbank of Russia PJSC, Sponsored ADR | 3,020,548 | 50,266,422 | |||
Severstal PAO, GDR | 284,906 | 7,011,575 | |||
Severstal PAO, GDR | 1,124 | 27,650 | |||
Tatneft PJSC, Sponsored ADR | 385,847 | 15,380,951 | |||
Tatneft PJSC, Sponsored ADR | 1,571 | 62,691 | |||
* | VEON, Ltd., ADR | 1,741,608 | 3,047,814 | ||
VTB Bank PJSC, GDR | 3,938,248 | 5,134,916 | |||
VTB Bank PJSC, GDR | 3,691,879 | 4,821,594 | |||
X5 Retail Group NV, GDR | 219,793 | 7,115,559 | |||
X5 Retail Group NV, GDR | 650 | 21,047 | |||
TOTAL RUSSIA | 278,668,465 | ||||
SAUDI ARABIA — (2.8%) | |||||
Abdullah Al Othaim Markets Co. | 209,099 | 6,579,579 | |||
Abdullah Saad Mohammed Abo Moati Stationaries Co. | 28,633 | 395,767 | |||
Advanced Petrochemical Co. | 380,210 | 7,521,397 | |||
* | Al Alamiya for Cooperative Insurance Co. | 134,922 | 1,177,732 | ||
Al Babtain Power & Telecommunication Co. | 188,507 | 2,028,176 | |||
* | Al Etihad Cooperative Insurance Co. | 229,079 | 1,484,521 | ||
* | Al Gassim Investment Holding Co. | 6,913 | 58,075 | ||
Al Hammadi Co. for Development and Investment | 310,733 | 3,334,613 | |||
* | Al Hassan Ghazi Ibrahim Shaker Co. | 196,133 | 1,714,221 | ||
* | Al Jouf Cement Co. | 681,829 | 2,552,123 | ||
* | Al Kathiri Holding Co. | 35,045 | 789,860 | ||
Al Khaleej Training and Education Co. | 252,745 | 2,001,372 | |||
Al Moammar Information Systems Co. | 114,190 | 4,695,870 | |||
Al Rajhi Bank | 2,676,919 | 79,197,294 | |||
* | Al Rajhi Co. for Co-operative Insurance | 175,384 | 4,287,526 | ||
* | Al Sagr Cooperative Insurance Co. | 133,735 | 671,986 | ||
Al Yamamah Steel Industries Co. | 186,662 | 2,684,942 | |||
* | AlAbdullatif Industrial Investment Co. | 283,480 | 2,684,606 | ||
* | Alahli Takaful Co. | 56,359 | 578,080 | ||
Alandalus Property Co. | 272,192 | 2,200,350 | |||
Alaseel Co. | 51,255 | 1,193,026 | |||
Aldrees Petroleum and Transport Services Co. | 202,177 | 3,676,687 | |||
Alinma Bank | 5,222,110 | 30,219,737 | |||
* | AlJazira Takaful Ta'awuni Co. | 230,758 | 1,952,745 | ||
* | Allianz Saudi Fransi Cooperative Insurance Co. | 248,078 | 1,768,602 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SAUDI ARABIA — (Continued) | |||||
Almarai Co. JSC | 785,684 | $12,325,447 | |||
* | Alujain Holding | 41,334 | 680,877 | ||
Arab National Bank | 539,257 | 3,232,233 | |||
Arabian Cement Co. | 481,398 | 5,988,537 | |||
Arabian Centres Co., Ltd. | 506,493 | 3,428,307 | |||
Arabian Pipes Co. | 137,630 | 782,142 | |||
* | Arabian Shield Cooperative Insurance Co. | 234,272 | 1,494,469 | ||
Arriyadh Development Co. | 981,989 | 7,530,109 | |||
* | Aseer Trading Tourism & Manufacturing Co. | 539,136 | 3,753,633 | ||
Astra Industrial Group | 305,110 | 3,821,366 | |||
* | AXA Cooperative Insurance Co. | 233,983 | 2,674,253 | ||
Baazeem Trading Co. | 5,626 | 218,621 | |||
* | Bank AlBilad | 1,624,040 | 15,887,825 | ||
* | Bank Al-Jazira | 3,735,385 | 19,270,503 | ||
Banque Saudi Fransi | 428,800 | 4,234,523 | |||
* | Basic Chemical Industries, Ltd. | 107,210 | 1,188,075 | ||
* | Batic Investments and Logistic Co. | 49,494 | 522,098 | ||
Bawan Co. | 215,746 | 2,291,690 | |||
Bupa Arabia for Cooperative Insurance Co. | 224,219 | 8,245,033 | |||
* | Buruj Cooperative Insurance Co. | 117,616 | 978,894 | ||
* | Chubb Arabia Cooperative Insurance Co. | 96,055 | 855,071 | ||
City Cement Co. | 642,676 | 5,276,894 | |||
Co. for Cooperative Insurance (The) | 346,368 | 7,791,221 | |||
Dallah Healthcare Co. | 178,674 | 3,679,942 | |||
* | Dar Al Arkan Real Estate Development Co. | 5,977,938 | 16,782,138 | ||
Dr Sulaiman Al Habib Medical Services Group Co. | 17,319 | 788,183 | |||
* | Dur Hospitality Co. | 458,969 | 4,176,355 | ||
Eastern Province Cement Co. | 333,746 | 4,392,604 | |||
Electrical Industries Co. | 133,853 | 1,240,171 | |||
* | Emaar Economic City | 3,813,903 | 13,804,250 | ||
Etihad Etisalat Co. | 2,037,051 | 17,495,860 | |||
Fitaihi Holding Group | 229,575 | 2,097,088 | |||
* | Gulf Union Cooperative Insurance Co. | 76,923 | 436,449 | ||
Hail Cement Co. | 516,672 | 2,630,892 | |||
Halwani Brothers Co. | 112,468 | 3,126,127 | |||
Herfy Food Services Co. | 129,576 | 2,309,108 | |||
Jarir Marketing Co. | 177,929 | 9,544,110 | |||
* | Jazan Energy and Development Co. | 179,806 | 1,278,950 | ||
* | L'Azurde Co. for Jewelry | 48,761 | 353,602 | ||
* | Leejam Sports Co. JSC | 116,717 | 2,333,114 | ||
Maharah Human Resources Co., Ltd. | 166,826 | 3,407,485 | |||
* | Malath Cooperative Insurance Co. | 129,275 | 1,175,328 | ||
* | Mediterranean & Gulf Insurance & Reinsurance Co. (The) | 236,701 | 1,591,700 | ||
* | Methanol Chemicals Co. | 309,040 | 2,489,304 | ||
* | Middle East Healthcare Co. | 236,525 | 2,413,957 | ||
* | Middle East Paper Co. | 278,785 | 2,822,461 | ||
* | Middle East Specialized Cables Co. | 40,829 | 275,304 | ||
* | Mobile Telecommunications Co. Saudi Arabia | 4,322,304 | 16,349,046 | ||
Mouwasat Medical Services Co. | 115,903 | 5,575,358 | |||
Najran Cement Co. | 838,733 | 5,304,559 | |||
* | Nama Chemicals Co. | 142,297 | 1,832,214 | ||
* | National Agriculture Development Co. (The) | 359,322 | 3,757,109 | ||
* | National Co., for Glass Manufacturing (The) | 157,748 | 1,790,014 | ||
National Co., for Learning & Education | 44,485 | 742,568 | |||
National Gas & Industrialization Co. | 167,713 | 2,002,580 | |||
National Gypsum | 102,046 | 1,380,692 | |||
* | National Industrialization Co. | 2,998,424 | 17,282,461 | ||
National Medical Care Co. | 134,953 | 2,532,439 | |||
National Petrochemical Co. | 363,467 | 4,491,836 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SAUDI ARABIA — (Continued) | |||||
Northern Region Cement Co. | 897,092 | $4,434,264 | |||
Qassim Cement Co. (The) | 236,490 | 5,431,418 | |||
* | Rabigh Refining & Petrochemical Co. | 1,649,767 | 11,361,382 | ||
Riyad Bank | 2,361,462 | 16,527,095 | |||
SABIC Agri-Nutrients Co. | 388,138 | 13,266,484 | |||
Sahara International Petrochemical Co. | 1,682,017 | 15,028,664 | |||
* | Salama Cooperative Insurance Co. | 128,935 | 940,123 | ||
* | Saudi Arabian Cooperative Insurance Co. | 136,644 | 852,739 | ||
* | Saudi Arabian Mining Co. | 1,092,434 | 20,297,700 | ||
Saudi Automotive Services Co. | 214,971 | 2,073,482 | |||
Saudi Basic Industries Corp. | 1,270,994 | 40,882,034 | |||
* | Saudi British Bank (The) | 1,370,499 | 11,252,531 | ||
Saudi Cement Co. | 386,032 | 6,677,449 | |||
* | Saudi Ceramic Co. | 330,165 | 5,422,074 | ||
Saudi Chemical Co., Holding. | 267,616 | 2,962,764 | |||
Saudi Co. For Hardware CJSC | 122,135 | 2,315,913 | |||
Saudi Electricity Co. | 1,468,628 | 10,139,068 | |||
* | Saudi Ground Services Co. | 211,426 | 1,966,854 | ||
Saudi Industrial Investment Group | 1,044,762 | 10,294,668 | |||
Saudi Industrial Services Co. | 261,021 | 3,379,657 | |||
Saudi Investment Bank (The) | 214,118 | 985,318 | |||
* | Saudi Kayan Petrochemical Co. | 3,724,870 | 19,220,750 | ||
* | Saudi Marketing Co. | 197,787 | 2,006,665 | ||
Saudi National Bank(The) | 3,042,429 | 44,671,699 | |||
* | Saudi Paper Manufacturing Co. | 41,137 | 721,076 | ||
Saudi Pharmaceutical Industries & Medical Appliances Corp. | 167,389 | 2,686,289 | |||
* | Saudi Printing & Packaging Co. | 151,868 | 1,225,218 | ||
* | Saudi Public Transport Co. | 516,049 | 3,717,564 | ||
* | Saudi Re for Cooperative Reinsurance Co. | 474,710 | 2,316,739 | ||
* | Saudi Real Estate Co. | 618,374 | 4,342,996 | ||
* | Saudi Research & Media Group | 266,300 | 12,545,426 | ||
* | Saudi Steel Pipe Co. | 8,624 | 73,313 | ||
Saudi Telecom Co. | 1,278,119 | 45,626,303 | |||
Saudia Dairy & Foodstuff Co. | 79,001 | 3,614,441 | |||
Savola Group (The) | 1,250,906 | 14,324,635 | |||
* | Seera Group Holding | 1,317,774 | 7,502,524 | ||
Southern Province Cement Co. | 255,361 | 5,815,587 | |||
* | Tabuk Cement Co. | 450,015 | 2,819,572 | ||
* | Takween Advanced Industries Co. | 247,914 | 1,546,795 | ||
Umm Al-Qura Cement Co. | 353,236 | 3,117,451 | |||
* | United Co-operative Assurance Co. | 7,031 | 54,090 | ||
United Electronics Co. | 166,385 | 5,948,940 | |||
United International Transportation Co. | 219,395 | 2,815,320 | |||
United Wire Factories Co. | 71,378 | 765,637 | |||
* | Walaa Cooperative Insurance Co. | 350,268 | 2,301,527 | ||
* | Yamama Cement Co. | 683,237 | 6,190,393 | ||
Yanbu Cement Co. | 291,590 | 3,628,560 | |||
Yanbu National Petrochemical Co. | 610,421 | 11,118,630 | |||
Zahrat Al Waha For Trading Co. | 60,231 | 1,472,354 | |||
* | Zamil Industrial Investment Co. | 287,678 | 3,123,841 | ||
TOTAL SAUDI ARABIA | 843,412,082 | ||||
SOUTH AFRICA — (4.4%) | |||||
#* | Absa Group, Ltd. | 4,672,153 | 43,466,546 | ||
Adcock Ingram Holdings, Ltd. | 461,960 | 1,410,881 | |||
* | Adcorp Holdings, Ltd. | 391,159 | 161,413 | ||
Advtech, Ltd. | 4,512,654 | 4,435,693 | |||
AECI, Ltd. | 1,355,872 | 9,232,786 | |||
# | African Rainbow Minerals, Ltd. | 1,176,640 | 23,948,365 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH AFRICA — (Continued) | |||||
Afrimat, Ltd. | 128,505 | $517,865 | |||
# | Alexander Forbes Group Holdings, Ltd. | 1,844,172 | 443,419 | ||
Allied Electronics Corp., Ltd., Class A | 390,373 | 282,419 | |||
Alviva Holdings, Ltd. | 1,103,920 | 987,431 | |||
# | Anglo American Platinum, Ltd. | 147,645 | 19,325,966 | ||
AngloGold Ashanti, Ltd., Sponsored ADR | 1,854,514 | 37,183,006 | |||
* | Aspen Pharmacare Holdings, Ltd. | 1,677,293 | 20,663,771 | ||
Astral Foods, Ltd. | 368,273 | 3,862,812 | |||
AVI, Ltd. | 1,815,953 | 8,984,771 | |||
Balwin Properties, Ltd. | 21,544 | 5,669 | |||
Barloworld, Ltd. | 2,809,693 | 20,727,810 | |||
* | Bid Corp., Ltd. | 1,247,632 | 27,402,902 | ||
Bidvest Group, Ltd. (The) | 1,908,784 | 26,039,926 | |||
* | Blue Label Telecoms, Ltd. | 3,285,003 | 1,016,034 | ||
#* | Brait P.L.C. | 4,298,176 | 840,576 | ||
# | Capitec Bank Holdings, Ltd. | 164,223 | 18,229,200 | ||
Cashbuild, Ltd. | 195,822 | 3,557,078 | |||
* | Caxton and CTP Publishers and Printers, Ltd. | 47,312 | 26,435 | ||
#* | City Lodge Hotels, Ltd. | 3,259,319 | 888,355 | ||
Clicks Group, Ltd. | 1,038,404 | 18,798,325 | |||
Coronation Fund Managers, Ltd. | 1,526,900 | 5,045,749 | |||
#* | Curro Holdings, Ltd. | 618,170 | 496,991 | ||
DataTec, Ltd. | 3,503,626 | 5,629,770 | |||
Dis-Chem Pharmacies, Ltd. | 518,557 | 1,105,955 | |||
#* | Discovery, Ltd. | 2,611,471 | 20,936,234 | ||
* | Distell Group Holdings, Ltd. | 348,539 | 4,064,608 | ||
* | enX Group, Ltd. | 132,524 | 51,914 | ||
Exxaro Resources, Ltd. | 1,825,078 | 22,596,008 | |||
* | Famous Brands, Ltd. | 471,701 | 1,772,190 | ||
FirstRand, Ltd. | 14,991,431 | 55,611,314 | |||
#* | Foschini Group, Ltd. (The) | 2,900,176 | 30,613,511 | ||
Gold Fields, Ltd., Sponsored ADR | 5,172,323 | 50,792,212 | |||
* | Grand Parade Investments, Ltd. | 370,203 | 73,238 | ||
#* | Grindrod Shipping Holdings, Ltd. | 91,890 | 918,215 | ||
#* | Grindrod, Ltd. | 3,956,265 | 1,200,632 | ||
Harmony Gold Mining Co., Ltd. | 1,159,704 | 4,754,999 | |||
# | Harmony Gold Mining Co., Ltd., Sponsored ADR | 3,556,376 | 14,581,142 | ||
Hudaco Industries, Ltd. | 251,825 | 2,201,871 | |||
# | Impala Platinum Holdings, Ltd. | 4,066,677 | 73,307,686 | ||
# | Imperial Logistics, Ltd. | 1,640,662 | 6,843,676 | ||
Investec, Ltd. | 1,962,374 | 7,321,538 | |||
Italtile, Ltd. | 481,636 | 526,148 | |||
# | JSE, Ltd. | 716,253 | 5,010,355 | ||
* | KAP Industrial Holdings, Ltd. | 9,505,303 | 2,568,490 | ||
Kumba Iron Ore, Ltd. | 204,791 | 10,865,044 | |||
# | Lewis Group, Ltd. | 1,080,995 | 2,838,274 | ||
* | Liberty Holdings, Ltd. | 1,269,525 | 7,116,705 | ||
#* | Life Healthcare Group Holdings, Ltd. | 11,396,385 | 18,358,347 | ||
* | Long4Life, Ltd. | 1,677,020 | 481,057 | ||
* | Massmart Holdings, Ltd. | 818,898 | 3,221,051 | ||
Metair Investments, Ltd. | 1,551,838 | 2,556,830 | |||
MiX Telematics, Ltd., Sponsored ADR | 40,982 | 547,520 | |||
Momentum Metropolitan Holdings | 10,666,244 | 13,999,196 | |||
Motus Holdings, Ltd. | 203,092 | 1,180,327 | |||
Mpact, Ltd. | 1,430,779 | 2,418,377 | |||
# | Mr. Price Group, Ltd. | 1,003,802 | 14,928,335 | ||
#* | MTN Group, Ltd. | 12,175,419 | 87,452,743 | ||
MultiChoice Group, Ltd. | 904,538 | 7,490,717 | |||
* | Murray & Roberts Holdings, Ltd. | 3,803,533 | 2,586,070 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH AFRICA — (Continued) | |||||
#* | Nampak, Ltd. | 5,378,922 | $1,029,327 | ||
# | Naspers, Ltd., Class N | 422,036 | 81,444,595 | ||
* | Nedbank Group, Ltd. | 2,217,897 | 25,642,572 | ||
# | NEPI Rockcastle P.L.C. | 1,299,977 | 8,806,079 | ||
* | Netcare, Ltd. | 7,828,869 | 8,136,520 | ||
# | Ninety One, Ltd. | 1,014,684 | 3,135,260 | ||
#* | Northam Platinum, Ltd. | 1,705,372 | 26,854,836 | ||
Oceana Group, Ltd. | 719,262 | 3,067,258 | |||
# | Old Mutual, Ltd. | 4,390,195 | 3,872,237 | ||
* | Omnia Holdings, Ltd. | 1,517,741 | 5,775,300 | ||
* | Pepkor Holdings, Ltd. | 116,435 | 166,453 | ||
Pick n Pay Stores, Ltd. | 2,158,823 | 7,700,694 | |||
* | PPC, Ltd. | 11,864,052 | 2,957,390 | ||
# | PSG Group, Ltd. | 876,431 | 4,543,800 | ||
PSG Konsult, Ltd. | 39,653 | 29,442 | |||
Raubex Group, Ltd. | 1,679,856 | 3,260,508 | |||
RCL Foods, Ltd. | 218,443 | 137,021 | |||
# | Reunert, Ltd. | 1,660,225 | 5,376,505 | ||
RFG Holdings, Ltd. | 538,736 | 448,114 | |||
Royal Bafokeng Platinum, Ltd. | 552,294 | 4,373,519 | |||
Sanlam, Ltd. | 7,662,939 | 30,287,428 | |||
* | Santam, Ltd. | 303,908 | 5,198,267 | ||
#* | Sappi, Ltd. | 5,600,617 | 15,732,233 | ||
* | Sasol, Ltd. | 1,488,189 | 22,187,339 | ||
#* | Sasol, Ltd., Sponsored ADR | 721,280 | 10,775,923 | ||
Shoprite Holdings, Ltd. | 2,050,845 | 22,468,014 | |||
# | Sibanye Stillwater, Ltd. | 9,957,163 | 43,395,228 | ||
Sibanye Stillwater, Ltd., ADR | 1,394,379 | 24,206,425 | |||
SPAR Group, Ltd. (The) | 1,122,618 | 14,088,183 | |||
#* | Spur Corp., Ltd. | 574,906 | 720,297 | ||
Standard Bank Group, Ltd. | 6,411,631 | 54,037,800 | |||
#* | Steinhoff International Holdings NV | 8,597,559 | 947,316 | ||
* | Sun International, Ltd. | 2,231,983 | 2,748,074 | ||
* | Super Group, Ltd. | 4,646,665 | 10,107,734 | ||
* | Telkom SA SOC, Ltd. | 2,723,241 | 7,884,629 | ||
Tiger Brands, Ltd. | 1,241,203 | 16,341,804 | |||
* | Tongaat Hulett Pvt, Ltd. | 700,961 | 323,333 | ||
Transaction Capital, Ltd. | 1,472,330 | 3,623,278 | |||
Trencor, Ltd. | 752,676 | 213,348 | |||
Truworths International, Ltd. | 2,377,283 | 10,039,188 | |||
* | Tsogo Sun Gaming, Ltd. | 2,652,806 | 1,465,370 | ||
* | Tsogo Sun Hotels, Ltd. | 45,493 | 9,301 | ||
Vodacom Group, Ltd. | 2,732,181 | 24,339,208 | |||
* | Wilson Bayly Holmes-Ovcon, Ltd. | 619,287 | 4,664,868 | ||
* | Woolworths Holdings, Ltd. | 5,672,242 | 21,645,277 | ||
TOTAL SOUTH AFRICA | 1,330,711,788 | ||||
SOUTH KOREA — (14.6%) | |||||
* | 3S Korea Co., Ltd. | 69,140 | 197,420 | ||
ABco Electronics Co., Ltd. | 47,446 | 338,610 | |||
* | Able C&C Co., Ltd. | 33,758 | 263,422 | ||
# | ABOV Semiconductor Co., Ltd. | 76,705 | 955,017 | ||
#* | Abpro Bio Co., Ltd. | 780,310 | 791,761 | ||
#* | ACT Co., Ltd. | 19,800 | 14,459 | ||
* | Actoz Soft Co., Ltd. | 21,729 | 222,289 | ||
Actro Co., Ltd. | 1,907 | 14,490 | |||
* | Advanced Digital Chips, Inc. | 113,317 | 110,567 | ||
Advanced Nano Products Co., Ltd. | 23,322 | 750,780 | |||
Advanced Process Systems Corp. | 41,489 | 1,082,100 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
# | Aekyung Industrial Co., Ltd. | 13,477 | $292,724 | ||
Aekyung Petrochemical Co., Ltd. | 95,349 | 1,087,372 | |||
# | AfreecaTV Co., Ltd. | 63,363 | 7,307,384 | ||
AFW Co., Ltd. | 2,116 | 14,073 | |||
#* | Agabang&Company | 129,782 | 685,996 | ||
Ahn-Gook Pharmaceutical Co., Ltd. | 22,194 | 251,258 | |||
# | Ahnlab, Inc. | 30,912 | 1,821,060 | ||
AJ Networks Co., Ltd. | 129,852 | 662,808 | |||
#* | Ajin Industrial Co., Ltd. | 222,120 | 681,219 | ||
AJINEXTEK Co., Ltd. | 13,275 | 113,085 | |||
AK Holdings, Inc. | 34,481 | 834,221 | |||
* | Alpha Holdings, Inc. | 12,267 | 43,640 | ||
* | Alteogen, Inc. | 29,107 | 2,028,541 | ||
#* | ALUKO Co., Ltd. | 318,003 | 1,319,328 | ||
* | Amicogen, Inc. | 20,515 | 705,992 | ||
* | Aminologics Co., Ltd. | 99,988 | 253,447 | ||
# | Amorepacific Corp. | 53,321 | 10,278,894 | ||
# | AMOREPACIFIC Group | 124,401 | 6,235,413 | ||
* | Amotech Co., Ltd. | 32,159 | 843,412 | ||
* | Anam Electronics Co., Ltd. | 188,961 | 518,853 | ||
#* | Ananti, Inc. | 147,942 | 1,511,205 | ||
* | Apact Co., Ltd. | 25,621 | 162,786 | ||
* | Aprogen Healthcare & Games, Inc. | 243,740 | 185,612 | ||
* | Aprogen Medicines, Inc. | 11,732 | 21,036 | ||
* | Aprogen pharmaceuticals, Inc. | 822,950 | 860,258 | ||
#* | APS Holdings Corp. | 73,111 | 1,241,175 | ||
#* | Ascendio Co., Ltd. | 37,653 | 79,288 | ||
* | Asia Business Daily Co., Ltd. (The) | 55,250 | 228,440 | ||
Asia Cement Co., Ltd. | 12,482 | 1,289,817 | |||
ASIA Holdings Co., Ltd. | 8,398 | 946,815 | |||
Asia Pacific Satellite, Inc. | 14,333 | 197,918 | |||
Asia Paper Manufacturing Co., Ltd. | 39,622 | 1,860,477 | |||
* | Asiana Airlines, Inc. | 65,155 | 1,024,484 | ||
Atec Co., Ltd. | 21,173 | 588,276 | |||
#* | A-Tech Solution Co., Ltd. | 36,570 | 540,990 | ||
Atinum Investment Co., Ltd. | 233,113 | 871,327 | |||
#* | AUK Corp. | 162,034 | 385,849 | ||
# | Aurora World Corp. | 31,833 | 301,761 | ||
Austem Co., Ltd. | 119,678 | 363,085 | |||
# | Autech Corp. | 58,656 | 681,543 | ||
Avaco Co., Ltd. | 89,288 | 999,914 | |||
Avatec Co., Ltd. | 14,678 | 282,267 | |||
Baiksan Co., Ltd. | 48,293 | 460,300 | |||
#* | Barun Electronics Co., Ltd. | 8,951 | 30,495 | ||
* | Barunson Entertainment & Arts Corp. | 207,350 | 255,051 | ||
# | Bcworld Pharm Co., Ltd. | 29,936 | 502,435 | ||
BGF Co., Ltd. | 254,624 | 1,371,041 | |||
BGF retail Co., Ltd. | 10,730 | 1,508,591 | |||
# | BH Co., Ltd. | 168,927 | 2,820,113 | ||
* | BHI Co., Ltd. | 32,827 | 154,113 | ||
#* | Binex Co., Ltd. | 78,514 | 1,290,316 | ||
Binggrae Co., Ltd. | 29,393 | 1,554,703 | |||
* | Biolog Device Co., Ltd. | 111,345 | 435,319 | ||
#* | BioSmart Co., Ltd. | 70,049 | 441,351 | ||
* | Biotoxtech Co., Ltd. | 41,407 | 386,369 | ||
BIT Computer Co., Ltd. | 42,093 | 388,444 | |||
Bixolon Co., Ltd. | 15,244 | 77,825 | |||
BK Tops Co., Ltd. | 1,856 | 13,360 | |||
* | Bluecom Co., Ltd. | 81,486 | 758,562 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
BNK Financial Group, Inc. | 1,220,942 | $8,218,534 | |||
# | Boditech Med, Inc. | 64,797 | 1,259,117 | ||
* | Bohae Brewery Co., Ltd. | 385,716 | 381,698 | ||
BoKwang Industry Co., Ltd. | 62,071 | 388,833 | |||
Bolak Co., Ltd. | 39,990 | 86,369 | |||
Bookook Securities Co., Ltd. | 8,890 | 189,280 | |||
Boryung Pharmaceutical Co., Ltd. | 134,572 | 2,104,325 | |||
#* | Bosung Power Technology Co., Ltd. | 152,717 | 594,569 | ||
* | Bridge Biotherapeutics, Inc. | 2,081 | 23,338 | ||
* | Bubang Co., Ltd. | 36,879 | 105,613 | ||
# | Bukwang Pharmaceutical Co., Ltd. | 90,019 | 1,627,285 | ||
Busan City Gas Co., Ltd. | 5,299 | 281,835 | |||
Busan Industrial Co., Ltd. | 1,044 | 141,424 | |||
BusinessOn Communication Co., Ltd. | 2,812 | 54,849 | |||
BYC Co., Ltd. | 354 | 121,886 | |||
* | BYON Co., Ltd. | 143,012 | 163,126 | ||
Byucksan Corp. | 191,136 | 707,347 | |||
* | Cafe24 Corp. | 34,046 | 940,461 | ||
* | CammSys Corp. | 337,355 | 622,774 | ||
Camus Engineering & Construction, Inc. | 23,726 | 50,027 | |||
* | Capro Corp. | 245,346 | 1,005,815 | ||
# | Caregen Co., Ltd. | 12,761 | 749,201 | ||
* | Carelabs Co., Ltd. | 14,782 | 128,543 | ||
Cell Biotech Co., Ltd. | 15,137 | 257,776 | |||
* | Celltrion Healthcare Co., Ltd. | 93,944 | 8,791,829 | ||
#* | Celltrion Pharm, Inc. | 27,429 | 3,320,521 | ||
#* | Celltrion, Inc. | 234,042 | 51,666,181 | ||
* | CENTRAL MOTEK Co., Ltd. | 11,805 | 276,479 | ||
#* | Chabiotech Co., Ltd. | 70,297 | 1,587,708 | ||
# | Changhae Ethanol Co., Ltd. | 22,808 | 273,831 | ||
* | Charm Engineering Co., Ltd. | 173,620 | 243,264 | ||
* | Cheil Bio Co., Ltd. | 20,862 | 65,299 | ||
# | Cheil Worldwide, Inc. | 361,815 | 7,621,608 | ||
* | Chemon, Inc. | 57,194 | 194,439 | ||
# | Chemtronics Co., Ltd. | 87,309 | 1,746,911 | ||
* | Chemtros Co., Ltd. | 42,601 | 266,564 | ||
# | Cheryong Electric Co., Ltd. | 36,800 | 224,152 | ||
#* | ChinHung International, Inc. | 203,168 | 429,142 | ||
Chinyang Holdings Corp. | 108,748 | 313,446 | |||
Chips&Media, Inc. | 4,878 | 59,784 | |||
* | Choa Pharmaceutical Co. | 83,140 | 358,103 | ||
Chokwang Paint, Ltd. | 41,828 | 304,700 | |||
# | Chong Kun Dang Pharmaceutical Corp. | 36,556 | 4,138,369 | ||
# | Chongkundang Holdings Corp. | 18,849 | 1,648,906 | ||
# | Choong Ang Vaccine Laboratory | 25,530 | 382,287 | ||
* | CHOROKBAEM Co Co., Ltd. | 200,784 | 283,350 | ||
* | Chorokbaem Media Co., Ltd. | 499,529 | 1,120,363 | ||
Chosun Refractories Co., Ltd. | 3,426 | 270,085 | |||
Chunbo Co., Ltd. | 7,620 | 1,498,362 | |||
# | Chungdahm Learning, Inc. | 41,020 | 1,216,045 | ||
* | CITYLABS Co., Ltd. | 45,143 | 26,958 | ||
CJ CheilJedang Corp. | 41,017 | 16,675,522 | |||
CJ Corp. | 121,313 | 10,342,882 | |||
CJ ENM Co., Ltd. | 35,673 | 5,066,401 | |||
* | CJ Freshway Corp. | 47,755 | 1,411,439 | ||
#* | CJ Logistics Corp. | 36,273 | 5,551,100 | ||
#* | CJ Seafood Corp. | 101,038 | 411,834 | ||
# | CKD Bio Corp. | 22,227 | 1,099,698 | ||
# | Classys, Inc. | 48,796 | 940,589 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Clean & Science Co., Ltd. | 41,158 | $817,622 | |||
# | CLIO Cosmetics Co., Ltd. | 14,021 | 272,418 | ||
#* | Cloud Air Co., Ltd. | 157,306 | 298,010 | ||
#* | CMG Pharmaceutical Co., Ltd. | 261,029 | 1,095,993 | ||
* | CoAsia Corp. | 33,178 | 295,178 | ||
* | CoAsia Optics Corp. | 150,001 | 403,611 | ||
* | CODI-M Co., Ltd. | 560,402 | 148,991 | ||
Com2uSCorp | 42,292 | 4,186,440 | |||
Commax Co., Ltd. | 60,943 | 433,630 | |||
* | Comtec Systems Co., Ltd. | 151,511 | 174,760 | ||
* | Coreana Cosmetics Co., Ltd. | 107,894 | 445,526 | ||
* | Corentec Co., Ltd. | 5,051 | 71,431 | ||
Cosmax BTI, Inc. | 18,769 | 287,927 | |||
* | COSMAX NBT, Inc. | 50,417 | 442,709 | ||
#* | Cosmax, Inc. | 41,567 | 4,481,275 | ||
* | Cosmecca Korea Co., Ltd. | 21,062 | 297,306 | ||
* | CosmoAM&T Co., Ltd. | 69,185 | 2,545,671 | ||
* | Cosmochemical Co., Ltd. | 47,412 | 543,503 | ||
Coway Co., Ltd. | 200,792 | 14,955,347 | |||
# | Coweaver Co., Ltd. | 28,980 | 233,060 | ||
Cowell Fashion Co., Ltd. | 213,994 | 1,354,903 | |||
#* | Creative & Innovative System | 130,591 | 1,333,958 | ||
Crown Confectionery Co., Ltd. | 19,479 | 211,729 | |||
CROWNHAITAI Holdings Co., Ltd. | 49,318 | 486,126 | |||
#* | CrystalGenomics, Inc. | 153,895 | 1,028,501 | ||
# | CS Wind Corp. | 41,880 | 2,998,857 | ||
* | CTC BIO, Inc. | 54,395 | 448,480 | ||
Cuckoo Holdings Co., Ltd. | 6,369 | 709,020 | |||
# | Cuckoo Homesys Co., Ltd. | 33,059 | 1,301,805 | ||
* | Curexo, Inc. | 9,638 | 79,168 | ||
* | Curo Co., Ltd. | 458,866 | 236,013 | ||
* | CUROCOM Co., Ltd. | 105,414 | 141,234 | ||
Cymechs, Inc. | 29,356 | 515,193 | |||
* | D&C Media Co., Ltd. | 3,081 | 124,987 | ||
# | D.I Corp. | 80,638 | 634,568 | ||
* | DA Technology Co., Ltd. | 8,114 | 44,336 | ||
Dae Han Flour Mills Co., Ltd. | 6,711 | 1,024,302 | |||
Dae Hwa Pharmaceutical Co., Ltd. | 37,256 | 379,614 | |||
Dae Hyun Co., Ltd. | 179,333 | 437,880 | |||
# | Dae Won Chemical Co., Ltd. | 127,040 | 314,134 | ||
Dae Won Kang Up Co., Ltd. | 220,492 | 781,637 | |||
* | Dae Young Packaging Co., Ltd. | 322,708 | 865,071 | ||
* | Dae Yu Co., Ltd. | 13,432 | 111,005 | ||
# | Daea TI Co., Ltd. | 256,268 | 1,584,738 | ||
Daebongls Co., Ltd. | 18,298 | 173,725 | |||
#* | Daechang Co., Ltd. | 411,555 | 922,920 | ||
Daechang Forging Co., Ltd. | 18,020 | 134,477 | |||
Daedong Corp. | 137,516 | 1,490,832 | |||
Daeduck Co., Ltd. | 66,004 | 446,220 | |||
Daeduck Electronics Co., Ltd. | 81,787 | 1,111,314 | |||
* | Daehan New Pharm Co., Ltd. | 84,566 | 831,267 | ||
Daehan Steel Co., Ltd. | 87,799 | 1,668,145 | |||
* | Dae-Il Corp. | 30,719 | 180,583 | ||
Daejoo Co., Ltd. | 28,720 | 69,420 | |||
# | Daejoo Electronic Materials Co., Ltd. | 40,099 | 2,010,675 | ||
Daejung Chemicals & Metals Co., Ltd. | 8,322 | 183,798 | |||
Daekyo Co., Ltd. | 103,434 | 429,723 | |||
Daelim B&Co Co., Ltd. | 63,415 | 463,987 | |||
* | Daemyung Sonoseason Co., Ltd. | 130,075 | 170,940 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
# | Daeryuk Can Co., Ltd. | 73,845 | $429,351 | ||
# | Daesang Corp. | 194,483 | 4,592,879 | ||
Daesang Holdings Co., Ltd. | 121,302 | 1,177,195 | |||
* | Daesung Eltec Co., Ltd. | 144,906 | 156,539 | ||
Daesung Energy Co., Ltd. | 13,173 | 73,182 | |||
* | Daesung Fine Tech Co., Ltd. | 63,349 | 145,022 | ||
Daesung Holdings Co., Ltd. | 19,133 | 635,818 | |||
* | Daesung Industrial Co., Ltd. | 102,667 | 441,346 | ||
* | Daesung Private Equity, Inc. | 60,041 | 235,970 | ||
* | Daewon Cable Co., Ltd. | 42,694 | 98,334 | ||
* | Daewon Media Co., Ltd. | 44,582 | 1,327,519 | ||
Daewon Pharmaceutical Co., Ltd. | 113,210 | 1,557,282 | |||
Daewon San Up Co., Ltd. | 74,525 | 542,128 | |||
#* | Daewoo Electronic Components Co., Ltd. | 117,721 | 256,599 | ||
#* | Daewoo Engineering & Construction Co., Ltd. | 864,251 | 5,600,744 | ||
#* | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 221,872 | 6,284,461 | ||
# | Daewoong Co., Ltd. | 76,207 | 2,454,188 | ||
# | Daewoong Pharmaceutical Co., Ltd. | 9,577 | 1,422,220 | ||
* | Dahaam E-Tec Co., Ltd. | 1,420 | 67,775 | ||
Daihan Pharmaceutical Co., Ltd. | 43,089 | 1,213,533 | |||
Daishin Information & Communication | 67,690 | 146,685 | |||
Daishin Securities Co., Ltd. | 218,995 | 3,414,340 | |||
#* | Danal Co., Ltd. | 227,028 | 1,483,073 | ||
# | Danawa Co., Ltd. | 37,501 | 981,403 | ||
Daou Data Corp. | 128,774 | 1,587,855 | |||
Daou Technology, Inc. | 221,230 | 5,142,302 | |||
* | Dasan Networks, Inc. | 120,068 | 1,037,309 | ||
# | Dawonsys Co., Ltd. | 86,912 | 1,432,888 | ||
#* | Dayou Automotive Seat Technology Co., Ltd. | 397,667 | 477,340 | ||
* | Dayou Plus Co., Ltd. | 397,817 | 510,048 | ||
DB Financial Investment Co., Ltd. | 254,590 | 1,507,249 | |||
# | DB HiTek Co., Ltd. | 159,454 | 8,485,821 | ||
# | DB Insurance Co., Ltd. | 394,302 | 19,590,862 | ||
* | DB, Inc. | 744,696 | 807,848 | ||
DCM Corp. | 29,903 | 510,175 | |||
Dentium Co., Ltd. | 14,000 | 880,077 | |||
# | Deutsch Motors, Inc. | 184,790 | 1,418,527 | ||
#* | Development Advance Solution Co., Ltd. | 31,713 | 178,507 | ||
Device ENG Co., Ltd. | 5,847 | 192,090 | |||
* | Dexter Studios Co., Ltd. | 13,549 | 135,014 | ||
DGB Financial Group, Inc. | 1,059,765 | 8,691,261 | |||
DHP Korea Co., Ltd. | 62,019 | 429,526 | |||
DI Dong Il Corp. | 11,564 | 3,037,397 | |||
Digital Chosun Co., Ltd. | 58,393 | 192,878 | |||
Digital Daesung Co., Ltd. | 28,947 | 221,775 | |||
* | Digital Imaging Technology Co., Ltd. | 6,500 | 65,283 | ||
# | Digital Power Communications Co., Ltd. | 169,180 | 1,937,323 | ||
* | DIO Corp. | 47,458 | 2,019,840 | ||
# | Display Tech Co., Ltd. | 15,091 | 76,390 | ||
DL Construction Co., Ltd. | 18,618 | 542,806 | |||
* | DL E&C Co., Ltd. | 94,526 | 12,050,260 | ||
# | DL Holdings Co., Ltd. | 75,397 | 5,181,013 | ||
DMS Co., Ltd. | 102,584 | 747,749 | |||
DNF Co., Ltd. | 22,732 | 591,424 | |||
Dohwa Engineering Co., Ltd. | 4,996 | 39,351 | |||
Dong A Eltek Co., Ltd. | 49,726 | 541,039 | |||
Dong Ah Tire & Rubber Co., Ltd. | 29,142 | 311,908 | |||
Dong-A Hwasung Co., Ltd. | 21,862 | 259,255 | |||
Dong-A Socio Holdings Co., Ltd. | 6,581 | 719,145 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Dong-A ST Co., Ltd. | 21,928 | $1,559,344 | |||
# | Dong-Ah Geological Engineering Co., Ltd. | 84,428 | 1,568,936 | ||
#* | Dongbang Transport Logistics Co., Ltd. | 122,253 | 671,840 | ||
Dongbu Corp. | 65,579 | 811,017 | |||
# | Dongil Industries Co., Ltd. | 12,557 | 1,191,014 | ||
# | Dongjin Semichem Co., Ltd. | 243,568 | 6,208,847 | ||
Dongkoo Bio & Pharma Co., Ltd. | 32,960 | 267,599 | |||
DongKook Pharmaceutical Co., Ltd. | 114,750 | 2,518,488 | |||
Dongkuk Industries Co., Ltd. | 285,557 | 947,866 | |||
Dongkuk Steel Mill Co., Ltd. | 462,040 | 8,528,491 | |||
# | Dongkuk Structures & Construction Co., Ltd. | 143,610 | 763,990 | ||
# | Dongsuh Cos., Inc. | 67,390 | 1,778,495 | ||
Dongsung Chemical Co., Ltd. | 232,300 | 1,225,408 | |||
Dongsung Finetec Co., Ltd. | 59,725 | 636,397 | |||
#* | Dongwha Enterprise Co., Ltd. | 29,398 | 1,909,699 | ||
# | Dongwha Pharm Co., Ltd. | 99,438 | 1,270,138 | ||
Dongwon Development Co., Ltd. | 399,421 | 2,238,658 | |||
Dongwon F&B Co., Ltd. | 9,285 | 1,790,876 | |||
Dongwon Industries Co., Ltd. | 12,703 | 2,684,139 | |||
Dongwon Systems Corp. | 34,291 | 1,287,172 | |||
* | Dongwoo Farm To Table Co., Ltd. | 15,270 | 43,499 | ||
Dongwoon Anatech Co., Ltd. | 27,811 | 169,362 | |||
Dongyang E&P, Inc. | 46,307 | 735,177 | |||
* | Dongyang Steel Pipe Co., Ltd. | 197,431 | 314,548 | ||
* | Doosan Bobcat, Inc. | 136,980 | 5,502,314 | ||
# | Doosan Co., Ltd. | 47,691 | 4,018,513 | ||
#* | Doosan Fuel Cell Co., Ltd. | 131,483 | 5,619,856 | ||
* | Doosan Heavy Industries & Construction Co., Ltd. | 1,202,098 | 22,735,977 | ||
#* | Doosan Infracore Co., Ltd. | 370,016 | 5,197,266 | ||
# | DoubleUGames Co., Ltd. | 62,404 | 3,304,939 | ||
Douzone Bizon Co., Ltd. | 84,506 | 6,153,332 | |||
DRB Holding Co., Ltd. | 31,713 | 203,339 | |||
* | Dream Security Co., Ltd. | 47,562 | 220,122 | ||
Dreamtech Co., Ltd. | 93,541 | 1,034,279 | |||
#* | Dreamus Co. | 34,638 | 164,717 | ||
Drgem Corp. | 15,105 | 171,693 | |||
* | DRTECH Corp. | 65,035 | 89,468 | ||
* | DSK Co., Ltd. | 16,109 | 150,179 | ||
DTR Automotive Corp. | 35,869 | 1,245,173 | |||
* | Duksan Hi-Metal Co., Ltd. | 15,631 | 214,645 | ||
#* | Duksan Neolux Co., Ltd. | 57,947 | 3,088,760 | ||
DY Corp. | 120,530 | 601,539 | |||
DY POWER Corp. | 65,903 | 964,587 | |||
DYPNF Co., Ltd. | 5,346 | 184,563 | |||
* | E Investment&Development Co., Ltd. | 1,364,762 | 629,033 | ||
#* | E& Corp. Co., Ltd. | 39,354 | 362,797 | ||
* | E&M Co., Ltd. (The) | 90,732 | 76,986 | ||
E1 Corp. | 19,152 | 932,005 | |||
Eagle Veterinary Technology Co., Ltd. | 13,501 | 99,233 | |||
Eagon Industrial, Ltd. | 26,278 | 349,842 | |||
Easy Bio, Inc. | 154,386 | 907,633 | |||
# | Easy Holdings Co., Ltd. | 289,666 | 1,298,317 | ||
# | Echo Marketing, Inc. | 48,780 | 1,071,339 | ||
* | EcoBio Holdings Co., Ltd. | 30,883 | 257,819 | ||
Ecopro BM Co., Ltd. | 9,689 | 2,442,467 | |||
Ecopro Co., Ltd. | 78,275 | 4,905,001 | |||
#* | Ecopro HN Co., Ltd. | 64,059 | 5,953,390 | ||
e-Credible Co., Ltd. | 8,423 | 152,737 | |||
Eehwa Construction Co., Ltd. | 22,703 | 159,398 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
#* | EG Corp. | 12,698 | $147,724 | ||
* | Ehwa Technologies Information Co., Ltd. | 276,300 | 549,777 | ||
* | Elcomtec Co., Ltd. | 135,076 | 186,148 | ||
Elentec Co., Ltd. | 53,227 | 338,389 | |||
e-LITECOM Co., Ltd. | 32,562 | 286,364 | |||
E-MART, Inc. | 64,566 | 9,470,322 | |||
#* | EMKOREA Co., Ltd. | 90,778 | 390,823 | ||
* | EM-Tech Co., Ltd. | 64,472 | 1,189,379 | ||
#* | EMW Co., Ltd. | 94,607 | 42,872 | ||
* | Enex Co., Ltd. | 121,879 | 319,833 | ||
# | ENF Technology Co., Ltd. | 85,541 | 2,549,715 | ||
* | Enplus Co., Ltd. | 59,008 | 196,014 | ||
# | Eo Technics Co., Ltd. | 21,133 | 2,130,875 | ||
* | e-Starco Co., Ltd. | 52,487 | 184,769 | ||
Estechpharma Co., Ltd. | 52,748 | 553,687 | |||
* | ESTsoft Corp. | 17,169 | 235,381 | ||
* | E-TRON Co., Ltd. | 1,461,912 | 876,826 | ||
# | Eugene Corp. | 407,293 | 1,900,838 | ||
Eugene Investment & Securities Co., Ltd. | 626,404 | 2,186,769 | |||
# | Eugene Technology Co., Ltd. | 51,018 | 2,025,203 | ||
Eusu Holdings Co., Ltd. | 82,415 | 461,696 | |||
* | EV Advanced Material Co., Ltd. | 25,329 | 114,480 | ||
Ewon Comfortech Co., Ltd. | 3,238 | 23,872 | |||
* | E-World | 68,625 | 204,493 | ||
* | Exax, Inc. | 148,256 | 308,834 | ||
* | Exem Co., Ltd. | 46,689 | 197,288 | ||
Exicon Co., Ltd. | 16,129 | 205,394 | |||
* | F&F Co., Ltd. | 16,346 | 8,526,327 | ||
# | F&F Holdings Co., Ltd. | 16,510 | 535,851 | ||
* | Fantagio Corp. | 815,512 | 86,503 | ||
Farmsco | 72,024 | 451,463 | |||
FarmStory Co., Ltd. | 104,260 | 248,436 | |||
Fila Holdings Corp. | 255,580 | 11,616,520 | |||
* | Fine DNC Co., Ltd. | 47,807 | 108,111 | ||
# | Fine Semitech Corp. | 90,675 | 2,094,054 | ||
* | Fine Technix Co., Ltd. | 39,139 | 291,948 | ||
* | Finetek Co., Ltd. | 82,202 | 112,868 | ||
* | Firstec Co., Ltd. | 71,326 | 156,753 | ||
* | Foosung Co., Ltd. | 221,721 | 2,551,876 | ||
Fursys, Inc. | 12,434 | 388,229 | |||
* | FutureChem Co., Ltd. | 28,166 | 383,564 | ||
* | Futurestream Networks Co., Ltd. | 165,588 | 161,781 | ||
* | G.U.ON Co., Ltd. | 128,715 | 47,209 | ||
Gabia, Inc. | 40,503 | 565,381 | |||
Galaxia Moneytree Co., Ltd. | 29,422 | 179,626 | |||
* | Gamevil, Inc. | 19,646 | 604,265 | ||
Gaon Cable Co., Ltd. | 12,454 | 372,987 | |||
* | Gemvaxlink Co., Ltd. | 247,214 | 375,740 | ||
* | Genematrix, Inc. | 35,405 | 382,741 | ||
#* | Genexine, Inc. | 18,859 | 1,373,979 | ||
* | Genie Music Corp. | 61,071 | 332,013 | ||
Genoray Co., Ltd. | 16,685 | 146,062 | |||
Geumhwa PSC Co., Ltd. | 2,366 | 68,142 | |||
* | Gigalane Co., Ltd. | 22,598 | 46,281 | ||
# | Global Standard Technology Co., Ltd. | 59,859 | 1,572,356 | ||
#* | GMB Korea Corp. | 62,781 | 372,020 | ||
GnCenergy Co., Ltd. | 35,497 | 169,966 | |||
#* | GNCO Co., Ltd. | 343,226 | 301,515 | ||
GOLFZON Co., Ltd. | 22,537 | 2,949,186 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Golfzon Newdin Holdings Co., Ltd. | 155,291 | $1,241,893 | |||
* | Good People Co., Ltd. | 56,672 | 38,984 | ||
#* | Grand Korea Leisure Co., Ltd. | 130,529 | 1,807,317 | ||
Green Cross Cell Corp. | 11,917 | 410,996 | |||
Green Cross Corp. | 10,559 | 2,686,500 | |||
# | Green Cross Holdings Corp. | 78,818 | 2,163,458 | ||
Green Cross LabCell Corp. | 23,218 | 1,952,885 | |||
* | Green Cross Medical Science Corp. | 18,639 | 181,142 | ||
Green Cross Wellbeing Corp. | 4,443 | 42,296 | |||
* | Green Non-Life Insurance Co., Ltd. | 14,915 | 0 | ||
GS Engineering & Construction Corp. | 381,827 | 14,644,682 | |||
#* | GS Global Corp. | 370,284 | 873,786 | ||
GS Holdings Corp. | 372,790 | 13,879,065 | |||
GS Retail Co., Ltd. | 285,783 | 8,777,100 | |||
* | G-treeBNT Co., Ltd. | 59,346 | 527,815 | ||
Gwangju Shinsegae Co., Ltd. | 3,500 | 564,826 | |||
Haatz, Inc. | 16,516 | 168,447 | |||
Hae In Corp. | 15,042 | 87,908 | |||
HAESUNG DS Co., Ltd. | 54,775 | 2,091,770 | |||
Haitai Confectionery & Foods Co., Ltd. | 40,768 | 362,060 | |||
# | Halla Corp. | 171,933 | 837,600 | ||
Halla Holdings Corp. | 52,417 | 2,099,289 | |||
* | Han Chang Corp. | 124,544 | 193,190 | ||
Han Kuk Carbon Co., Ltd. | 148,693 | 1,503,266 | |||
Hana Financial Group, Inc. | 1,014,001 | 38,256,837 | |||
* | Hana Micron, Inc. | 221,060 | 3,023,377 | ||
Hana Pharm Co., Ltd. | 10,113 | 189,234 | |||
* | Hanall Biopharma Co., Ltd. | 76,301 | 1,475,387 | ||
HanChang Paper Co., Ltd. | 165,675 | 354,846 | |||
* | Hancom MDS, Inc. | 13,827 | 274,725 | ||
* | Hancom, Inc. | 81,461 | 1,669,039 | ||
Handok, Inc. | 40,605 | 942,008 | |||
Handsome Co., Ltd. | 102,866 | 3,507,894 | |||
Hanil Holdings Co., Ltd. | 70,534 | 825,571 | |||
Hanil Hyundai Cement Co., Ltd. | 10,024 | 319,107 | |||
#* | Hanjin Heavy Industries & Construction Co., Ltd. | 118,080 | 821,828 | ||
* | Hanjin Heavy Industries & Construction Holdings Co., Ltd. | 9,351 | 45,608 | ||
#* | Hanjin Kal Corp. | 14,027 | 792,802 | ||
# | Hanjin Transportation Co., Ltd. | 64,178 | 2,280,367 | ||
Hankook & Company Co., Ltd. | 865 | 13,525 | |||
* | Hankook Cosmetics Manufacturing Co., Ltd. | 5,885 | 168,407 | ||
Hankook Shell Oil Co., Ltd. | 5,183 | 1,235,082 | |||
Hankook Tire & Technology Co., Ltd. | 460,011 | 19,362,029 | |||
* | Hankuk Steel Wire Co., Ltd. | 36,302 | 186,646 | ||
Hanla IMS Co., Ltd. | 4,352 | 30,871 | |||
Hanmi Pharm Co., Ltd. | 11,238 | 3,129,174 | |||
# | Hanmi Science Co., Ltd. | 20,050 | 1,248,715 | ||
Hanmi Semiconductor Co., Ltd. | 80,009 | 2,554,417 | |||
HanmiGlobal Co., Ltd. | 60,298 | 588,077 | |||
Hanon Systems | 605,874 | 8,238,169 | |||
* | Hans Biomed Corp. | 34,558 | 484,595 | ||
# | Hansae Co., Ltd. | 79,799 | 1,457,378 | ||
# | Hansae Yes24 Holdings Co., Ltd. | 106,208 | 1,020,888 | ||
Hanshin Construction | 73,802 | 1,476,910 | |||
# | Hanshin Machinery Co. | 130,040 | 428,192 | ||
# | Hansol Chemical Co., Ltd. | 45,571 | 10,611,027 | ||
Hansol Holdings Co., Ltd. | 401,909 | 1,534,934 | |||
#* | Hansol HomeDeco Co., Ltd. | 481,896 | 973,232 | ||
Hansol Paper Co., Ltd. | 172,203 | 2,398,264 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | Hansol Technics Co., Ltd. | 195,654 | $1,411,918 | ||
# | Hanssem Co., Ltd. | 34,741 | 3,629,151 | ||
Hanwha Aerospace Co., Ltd. | 228,050 | 10,287,022 | |||
Hanwha Corp. | 325,907 | 8,467,773 | |||
* | Hanwha General Insurance Co., Ltd. | 517,920 | 2,084,429 | ||
* | Hanwha Investment & Securities Co., Ltd. | 765,510 | 3,073,908 | ||
# | Hanwha Life Insurance Co., Ltd. | 1,932,465 | 5,708,273 | ||
#* | Hanwha Solutions Corp. | 533,534 | 18,156,345 | ||
Hanyang Eng Co., Ltd. | 87,410 | 1,286,364 | |||
Hanyang Securities Co., Ltd. | 11,785 | 161,958 | |||
* | Harim Co., Ltd. | 208,762 | 576,751 | ||
Harim Holdings Co., Ltd. | 127,655 | 1,088,133 | |||
* | HB SOLUTION Co., Ltd. | 18,954 | 475,325 | ||
# | HB Technology Co., Ltd. | 253,292 | 685,988 | ||
HDC Hyundai Development Co. Engineering & Construction, Class E | 60,334 | 1,631,024 | |||
HDC Hyundai Engineering Plastics Co., Ltd. | 103,147 | 529,181 | |||
# | HDC I-Controls Co., Ltd. | 22,652 | 277,053 | ||
#* | Helixmith Co., Ltd. | 33,831 | 830,064 | ||
* | Heung-A Shipping Co., Ltd. | 104,579 | 17,593 | ||
* | Heungkuk Fire & Marine Insurance Co., Ltd. | 157,831 | 568,654 | ||
* | HFR, Inc. | 8,592 | 166,990 | ||
High Tech Pharm Co., Ltd. | 23,431 | 365,966 | |||
HIMS Co., Ltd. | 9,239 | 88,958 | |||
# | Hite Jinro Co., Ltd. | 140,592 | 4,214,251 | ||
Hitejinro Holdings Co., Ltd. | 49,977 | 661,735 | |||
* | HJ Magnolia Yongpyong Hotel & Resort Corp. | 161,365 | 835,247 | ||
#* | HLB Life Science Co., Ltd. | 209,310 | 1,912,529 | ||
* | HLB POWER Co., Ltd. | 44,657 | 96,081 | ||
#* | HLB, Inc. | 103,089 | 3,236,526 | ||
HLscience Co., Ltd. | 3,955 | 137,017 | |||
#* | HMM Co., Ltd. | 448,173 | 15,612,606 | ||
* | Home Center Holdings Co., Ltd. | 247,482 | 262,691 | ||
* | Homecast Co., Ltd. | 85,344 | 293,468 | ||
# | Hotel Shilla Co., Ltd. | 60,639 | 4,935,063 | ||
HS Industries Co., Ltd. | 358,795 | 2,289,607 | |||
* | HSD Engine Co., Ltd. | 104,384 | 772,958 | ||
Huchems Fine Chemical Corp. | 118,372 | 2,525,783 | |||
* | Hugel, Inc. | 13,778 | 2,871,125 | ||
* | Humax Co., Ltd. | 101,677 | 458,468 | ||
Humedix Co., Ltd. | 31,665 | 924,373 | |||
* | Huneed Technologies | 79,988 | 517,678 | ||
# | Huons Co., Ltd. | 56,532 | 2,981,555 | ||
Huons Global Co., Ltd. | 45,418 | 2,577,088 | |||
# | Huvis Corp. | 133,799 | 1,373,809 | ||
# | Huvitz Co., Ltd. | 57,550 | 474,295 | ||
# | Hwa Shin Co., Ltd. | 95,901 | 821,335 | ||
# | Hwacheon Machine Tool Co., Ltd. | 3,319 | 106,938 | ||
#* | Hwail Pharm Co., Ltd. | 193,972 | 607,552 | ||
# | Hwangkum Steel & Technology Co., Ltd. | 61,355 | 532,823 | ||
Hwaseung Corp Co., Ltd. | 213,558 | 594,842 | |||
# | Hwaseung Enterprise Co., Ltd. | 55,525 | 782,422 | ||
* | Hwaseung R&A Co., Ltd. | 78,976 | 441,262 | ||
HwaSung Industrial Co., Ltd. | 73,583 | 826,108 | |||
Hy-Lok Corp. | 58,543 | 879,477 | |||
* | Hyosung Advanced Materials Corp. | 15,504 | 8,303,266 | ||
* | Hyosung Chemical Corp. | 18,064 | 6,176,706 | ||
Hyosung Corp. | 45,067 | 4,807,216 | |||
Hyosung TNC Corp. | 12,992 | 10,077,176 | |||
HyosungITX Co., Ltd. | 8,136 | 164,904 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Hyundai Autoever Corp. | 3,618 | $403,668 | |||
Hyundai Bioland Co., Ltd. | 41,103 | 757,363 | |||
# | Hyundai BNG Steel Co., Ltd. | 85,559 | 1,668,818 | ||
* | Hyundai Construction Equipment Co., Ltd. | 82,893 | 4,084,958 | ||
Hyundai Corp Holdings, Inc. | 28,838 | 375,992 | |||
# | Hyundai Corp. | 49,866 | 850,164 | ||
Hyundai Department Store Co., Ltd. | 62,528 | 4,355,729 | |||
* | Hyundai Electric & Energy System Co., Ltd. | 90,416 | 1,853,663 | ||
Hyundai Elevator Co., Ltd. | 89,125 | 4,189,735 | |||
Hyundai Energy Solutions Co., Ltd. | 862 | 22,632 | |||
Hyundai Engineering & Construction Co., Ltd. | 231,117 | 11,007,656 | |||
Hyundai Ezwel Co., Ltd. | 36,910 | 392,311 | |||
Hyundai Futurenet Co., Ltd. | 294,319 | 1,178,692 | |||
Hyundai Glovis Co., Ltd. | 96,034 | 16,275,896 | |||
Hyundai Greenfood Co., Ltd. | 291,096 | 2,548,040 | |||
Hyundai Heavy Industries Holdings Co., Ltd. | 165,085 | 9,845,875 | |||
Hyundai Home Shopping Network Corp. | 40,309 | 2,850,958 | |||
Hyundai HT Co., Ltd. | 42,954 | 377,993 | |||
Hyundai Livart Furniture Co., Ltd. | 86,141 | 1,459,257 | |||
Hyundai Marine & Fire Insurance Co., Ltd. | 592,001 | 13,356,396 | |||
#* | Hyundai Mipo Dockyard Co., Ltd. | 95,906 | 7,009,445 | ||
Hyundai Mobis Co., Ltd. | 125,992 | 29,272,339 | |||
Hyundai Motor Co. | 249,886 | 47,557,029 | |||
Hyundai Motor Securities Co., Ltd. | 124,275 | 1,380,311 | |||
Hyundai Pharmaceutical Co., Ltd. | 54,210 | 309,405 | |||
#* | Hyundai Rotem Co., Ltd. | 190,050 | 4,114,750 | ||
Hyundai Steel Co. | 301,346 | 14,175,161 | |||
# | Hyundai Wia Corp. | 102,644 | 8,761,323 | ||
* | Hyungji Elite, Inc. | 62,811 | 254,776 | ||
Hyungkuk F&B Co., Ltd. | 31,975 | 122,373 | |||
# | HyVision System, Inc. | 47,645 | 776,851 | ||
* | I&C Technology Co., Ltd. | 23,375 | 93,572 | ||
i3system, Inc. | 20,792 | 353,293 | |||
#* | iA, Inc. | 623,338 | 629,812 | ||
ICD Co., Ltd. | 65,269 | 855,604 | |||
* | iCRAFT Co., Ltd. | 18,151 | 107,977 | ||
#* | Icure Pharm, Inc. | 3,261 | 117,308 | ||
IDIS Holdings Co., Ltd. | 6,345 | 77,275 | |||
* | IHQ, Inc. | 567,618 | 906,408 | ||
* | Il Dong Pharmaceutical Co., Ltd. | 37,971 | 502,987 | ||
Iljin Diamond Co., Ltd. | 17,918 | 738,005 | |||
* | Iljin Display Co., Ltd. | 62,856 | 231,201 | ||
Iljin Electric Co., Ltd. | 86,144 | 484,855 | |||
Iljin Holdings Co., Ltd. | 104,126 | 540,009 | |||
# | Iljin Materials Co., Ltd. | 35,973 | 2,519,376 | ||
Iljin Power Co., Ltd. | 26,649 | 250,426 | |||
# | Ilshin Spinning Co., Ltd. | 10,804 | 938,701 | ||
#* | Ilshin Stone Co., Ltd. | 134,868 | 367,089 | ||
ilShinbiobase Co., Ltd. | 80,228 | 428,664 | |||
Ilsung Pharmaceuticals Co., Ltd. | 3,744 | 267,602 | |||
# | Ilyang Pharmaceutical Co., Ltd. | 61,164 | 1,786,637 | ||
* | IM Co., Ltd. | 118,926 | 135,355 | ||
iMarketKorea, Inc. | 110,659 | 1,160,414 | |||
InBody Co., Ltd. | 68,482 | 1,735,265 | |||
* | INCON Co., Ltd. | 15,665 | 33,729 | ||
* | Incross Co., Ltd. | 9,948 | 448,328 | ||
Industrial Bank of Korea | 1,156,649 | 10,348,838 | |||
#* | Infinitt Healthcare Co., Ltd. | 44,793 | 331,244 | ||
* | Infinity NT Co., Ltd. | 348,388 | 110,513 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
InfoBank Corp. | 9,752 | $99,418 | |||
INITECH Co., Ltd. | 30,861 | 196,393 | |||
* | INNO Instrument, Inc. | 63,674 | 121,717 | ||
Innocean Worldwide, Inc. | 29,242 | 1,561,318 | |||
Innometry Co., Ltd. | 863 | 12,492 | |||
InnoWireless, Inc. | 21,914 | 897,360 | |||
#* | Innox Advanced Materials Co., Ltd. | 55,676 | 3,449,018 | ||
* | Inscobee, Inc. | 138,198 | 436,002 | ||
#* | Insun ENT Co., Ltd. | 84,076 | 918,661 | ||
* | Insung Information Co., Ltd. | 20,573 | 52,266 | ||
Intekplus Co., Ltd. | 19,893 | 463,042 | |||
Intellian Technologies, Inc. | 11,677 | 600,412 | |||
Intelligent Digital Integrated Security Co., Ltd. | 20,066 | 444,377 | |||
* | Interflex Co., Ltd. | 52,039 | 645,380 | ||
Interojo Co., Ltd. | 57,041 | 1,486,532 | |||
Interpark Corp. | 233,731 | 1,717,012 | |||
INTOPS Co., Ltd. | 96,905 | 2,394,878 | |||
* | IntroMedic Co., Ltd. | 18,295 | 71,963 | ||
* | iNtRON Biotechnology, Inc. | 69,559 | 1,464,689 | ||
Inzi Controls Co., Ltd. | 42,989 | 582,931 | |||
INZI Display Co., Ltd. | 124,958 | 348,856 | |||
* | Iones Co., Ltd. | 61,514 | 510,188 | ||
# | IS Dongseo Co., Ltd. | 96,812 | 4,599,065 | ||
ISC Co., Ltd. | 53,055 | 1,202,141 | |||
i-SENS, Inc. | 58,633 | 1,654,954 | |||
ISU Chemical Co., Ltd. | 105,222 | 1,080,729 | |||
* | IsuPetasys Co., Ltd. | 118,399 | 384,151 | ||
* | ITCEN Co., Ltd. | 28,459 | 145,082 | ||
ITM Semiconductor Co., Ltd. | 1,621 | 67,292 | |||
It's Hanbul Co., Ltd. | 16,497 | 357,101 | |||
* | Jaeyoung Solutec Co., Ltd. | 142,634 | 141,389 | ||
#* | Jahwa Electronics Co., Ltd. | 89,186 | 1,538,930 | ||
# | JASTECH, Ltd. | 37,761 | 259,668 | ||
* | Jayjun Cosmetic Co., Ltd. | 176,594 | 289,219 | ||
JB Financial Group Co., Ltd. | 1,374,752 | 9,239,379 | |||
JC Hyun System, Inc. | 45,010 | 314,657 | |||
* | Jcontentree Corp. | 18,689 | 791,444 | ||
Jeil Pharmaceutical Co., Ltd. | 880 | 31,845 | |||
* | Jeju Air Co., Ltd. | 252 | 4,915 | ||
* | Jeju Semiconductor Corp. | 83,002 | 420,288 | ||
#* | Jeongsan Aikang Co., Ltd. | 125,996 | 298,267 | ||
# | Jinro Distillers Co., Ltd. | 10,945 | 307,812 | ||
Jinsung T.E.C. | 55,826 | 609,156 | |||
JLS Co., Ltd. | 38,347 | 238,446 | |||
* | JNK Heaters Co., Ltd. | 62,512 | 361,361 | ||
* | JNTC Co., Ltd. | 42,727 | 357,227 | ||
* | Jooyontech Co., Ltd. | 83,454 | 118,467 | ||
* | JoyCity Corp. | 36,445 | 371,159 | ||
* | Jungdawn Co., Ltd. | 51,190 | 172,526 | ||
#* | Jusung Engineering Co., Ltd. | 176,373 | 2,189,511 | ||
# | JVM Co., Ltd. | 30,718 | 462,140 | ||
# | JW Holdings Corp. | 125,649 | 484,817 | ||
JW Life Science Corp. | 35,153 | 561,527 | |||
JW Pharmaceutical Corp. | 40,096 | 1,007,944 | |||
* | JW Shinyak Corp. | 64,929 | 280,149 | ||
# | JYP Entertainment Corp. | 180,607 | 6,296,344 | ||
Kakao Corp. | 168,563 | 21,578,579 | |||
* | Kanglim Co., Ltd. | 17,922 | 66,383 | ||
Kangnam Jevisco Co., Ltd. | 26,553 | 731,058 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | Kangstem Biotech Co., Ltd. | 38,060 | $199,904 | ||
* | Kangwon Land, Inc. | 265,495 | 5,970,392 | ||
# | KAON Media Co., Ltd. | 120,767 | 1,859,699 | ||
KB Financial Group, Inc. | 1,155,887 | 51,339,721 | |||
* | KB Financial Group, Inc., ADR | 433,519 | 19,200,557 | ||
KC Co., Ltd. | 56,156 | 1,227,590 | |||
KC Green Holdings Co., Ltd. | 87,283 | 485,981 | |||
KC Tech Co., Ltd. | 66,992 | 1,666,582 | |||
KCC Corp. | 27,646 | 8,544,721 | |||
# | KCC Engineering & Construction Co., Ltd. | 64,429 | 571,762 | ||
KCC Glass Corp. | 73,102 | 4,730,300 | |||
KCI, Ltd. | 7,564 | 65,817 | |||
KCO Energy, Inc. | 70 | 0 | |||
* | KEC Corp. | 325,581 | 660,783 | ||
# | KEPCO Engineering & Construction Co., Inc. | 43,939 | 2,036,470 | ||
# | KEPCO Plant Service & Engineering Co., Ltd. | 96,518 | 3,579,178 | ||
#* | KEYEAST Co., Ltd. | 84,786 | 1,067,969 | ||
# | Kginicis Co., Ltd. | 111,969 | 2,105,346 | ||
KGMobilians Co., Ltd. | 75,381 | 688,971 | |||
* | KH Electron Co., Ltd. | 259,940 | 238,731 | ||
#* | KH FEELUX Co., Ltd. | 537,540 | 1,529,595 | ||
#* | KH Vatec Co., Ltd. | 79,037 | 1,514,938 | ||
Kia Corp. | 772,035 | 56,382,183 | |||
* | KineMaster Corp. | 12,611 | 294,212 | ||
KINX, Inc. | 6,680 | 368,071 | |||
KISCO Corp. | 130,306 | 1,075,313 | |||
KISCO Holdings Co., Ltd. | 45,474 | 830,445 | |||
KISWIRE, Ltd. | 61,657 | 1,336,547 | |||
# | KIWOOM Securities Co., Ltd. | 89,212 | 9,164,814 | ||
KleanNara Co., Ltd. | 65,743 | 373,488 | |||
KL-Net Corp. | 116,727 | 481,904 | |||
KM Corp. | 6,884 | 60,265 | |||
* | KMH Co., Ltd. | 119,777 | 1,177,564 | ||
* | KMH Hitech Co., Ltd. | 113,025 | 192,112 | ||
#* | KMW Co., Ltd. | 40,886 | 1,891,860 | ||
Kocom Co., Ltd. | 25,809 | 183,600 | |||
# | Koentec Co., Ltd. | 75,676 | 607,900 | ||
Koh Young Technology, Inc. | 168,805 | 3,590,594 | |||
# | Kolmar BNH Co., Ltd. | 52,184 | 2,168,832 | ||
# | Kolmar Korea Co., Ltd. | 28,987 | 1,382,806 | ||
Kolmar Korea Holdings Co., Ltd. | 50,051 | 1,263,510 | |||
Kolon Corp. | 50,494 | 1,344,500 | |||
Kolon Global Corp. | 68,716 | 1,450,394 | |||
Kolon Industries, Inc. | 158,006 | 11,128,710 | |||
* | Kolon Plastic, Inc. | 69,690 | 451,582 | ||
Komelon Corp. | 7,669 | 96,585 | |||
KoMiCo, Ltd. | 21,244 | 1,205,562 | |||
* | Komipharm International Co., Ltd. | 28,225 | 283,721 | ||
Korea Aerospace Industries, Ltd. | 242,168 | 6,834,045 | |||
* | Korea Airport Service Co., Ltd. | 97 | 3,898 | ||
# | Korea Alcohol Industrial Co., Ltd. | 74,450 | 897,607 | ||
Korea Arlico Pharm Co., Ltd. | 8,151 | 66,225 | |||
Korea Asset In Trust Co., Ltd. | 255,135 | 1,009,317 | |||
Korea Business News Co., Ltd. | 16,872 | 120,212 | |||
Korea Cast Iron Pipe Industries Co., Ltd. | 29,890 | 265,262 | |||
#* | Korea Circuit Co., Ltd. | 61,216 | 809,740 | ||
Korea District Heating Corp. | 17,444 | 642,455 | |||
Korea Electric Power Corp., Sponsored ADR | 672,517 | 7,243,008 | |||
Korea Electric Power Corp. | 328,559 | 7,121,420 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Korea Electric Terminal Co., Ltd. | 47,531 | $3,915,393 | |||
Korea Electronic Certification Authority, Inc. | 46,611 | 428,405 | |||
Korea Electronic Power Industrial Development Co., Ltd. | 93,274 | 1,123,559 | |||
Korea Export Packaging Industrial Co., Ltd. | 9,242 | 224,602 | |||
Korea Flange Co., Ltd. | 151,815 | 432,765 | |||
* | Korea Gas Corp. | 130,926 | 4,098,609 | ||
Korea Industrial Co., Ltd. | 10,455 | 37,421 | |||
* | Korea Information & Communications Co., Ltd. | 43,059 | 370,235 | ||
Korea Information Certificate Authority, Inc. | 54,701 | 369,531 | |||
Korea Investment Holdings Co., Ltd. | 267,099 | 22,317,706 | |||
#* | Korea Line Corp. | 1,388,886 | 3,745,522 | ||
# | Korea Petrochemical Ind Co., Ltd. | 22,544 | 4,997,468 | ||
Korea Ratings Corp. | 175 | 13,008 | |||
Korea Real Estate Investment & Trust Co., Ltd. | 771,733 | 1,477,833 | |||
* | Korea Shipbuilding & Offshore Engineering Co., Ltd. | 91,463 | 10,391,977 | ||
# | Korea United Pharm, Inc. | 48,035 | 2,224,895 | ||
# | Korea Zinc Co., Ltd. | 30,565 | 14,551,501 | ||
* | Korean Air Lines Co., Ltd. | 1,171,453 | 30,402,223 | ||
Korean Drug Co., Ltd. | 11,632 | 111,898 | |||
Korean Reinsurance Co. | 602,451 | 4,993,009 | |||
# | Kortek Corp. | 64,017 | 573,395 | ||
* | KOSES Co., Ltd. | 16,065 | 146,288 | ||
* | KPM Tech Co., Ltd. | 338,712 | 887,495 | ||
KPX Chemical Co., Ltd. | 15,304 | 852,139 | |||
* | KSIGN Co., Ltd. | 111,591 | 247,768 | ||
KSS LINE, Ltd. | 136,658 | 1,403,619 | |||
* | KT Alpha Co., Ltd. | 95,811 | 833,569 | ||
KT Corp., Sponsored ADR | 309,798 | 4,457,993 | |||
KT Corp. | 35,348 | 1,038,405 | |||
KT Skylife Co., Ltd. | 180,547 | 1,714,397 | |||
# | KT Submarine Co., Ltd. | 92,378 | 579,525 | ||
KT&G Corp. | 340,403 | 24,369,384 | |||
# | KTB Investment & Securities Co., Ltd. | 309,983 | 2,038,743 | ||
# | KTCS Corp. | 235,785 | 636,995 | ||
Ktis Corp. | 209,053 | 520,492 | |||
* | Kuk Young G&M | 88,852 | 203,917 | ||
Kukbo Design Co., Ltd. | 21,962 | 428,966 | |||
# | Kukdo Chemical Co., Ltd. | 21,325 | 1,761,544 | ||
Kukdong Corp. | 102,129 | 314,067 | |||
Kukdong Oil & Chemicals Co., Ltd. | 45,496 | 183,231 | |||
#* | Kuk-il Paper Manufacturing Co., Ltd. | 363,623 | 1,648,863 | ||
* | Kukje Pharma Co., Ltd. | 31,876 | 196,232 | ||
* | Kum Yang Co., Ltd. | 61,888 | 273,655 | ||
# | Kumho Petrochemical Co., Ltd. | 94,050 | 16,660,558 | ||
#* | Kumho Tire Co., Inc. | 609,813 | 3,548,783 | ||
KUMHOE&C Co., Ltd. | 97,708 | 1,063,516 | |||
Kumkang Kind Co., Ltd. | 118,779 | 862,652 | |||
Kwang Dong Pharmaceutical Co., Ltd. | 232,081 | 1,786,436 | |||
Kwang Myung Electric Co., Ltd. | 106,295 | 322,989 | |||
Kyeryong Construction Industrial Co., Ltd. | 64,593 | 1,840,171 | |||
Kyobo Securities Co., Ltd. | 117,850 | 876,175 | |||
Kyongbo Pharmaceutical Co., Ltd. | 55,105 | 641,130 | |||
Kyung Dong Navien Co., Ltd. | 35,842 | 2,295,953 | |||
* | Kyung Nam Pharm Co., Ltd. | 20,368 | 125,034 | ||
Kyung Nong Corp. | 12,631 | 197,965 | |||
# | Kyungbang Co., Ltd. | 84,291 | 997,284 | ||
* | Kyungchang Industrial Co., Ltd. | 12,186 | 29,783 | ||
KyungDong City Gas Co., Ltd. | 21,115 | 435,000 | |||
Kyungdong Pharm Co., Ltd. | 65,234 | 590,763 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Kyung-In Synthetic Corp. | 97,671 | $578,862 | |||
L&C Bio Co., Ltd. | 36,625 | 1,081,111 | |||
# | L&F Co., Ltd. | 39,354 | 3,681,942 | ||
# | LB Semicon, Inc. | 243,850 | 2,827,032 | ||
Leadcorp, Inc. (The) | 120,465 | 962,930 | |||
* | Leaders Cosmetics Co., Ltd. | 24,125 | 100,492 | ||
LEENO Industrial, Inc. | 43,827 | 6,821,698 | |||
* | Leenos Corp. | 85,201 | 113,743 | ||
LF Corp. | 138,946 | 2,229,181 | |||
LG Chem, Ltd. | 106,149 | 77,966,819 | |||
LG Corp. | 190,776 | 15,635,348 | |||
#* | LG Display Co., Ltd., ADR | 512,387 | 4,883,048 | ||
#* | LG Display Co., Ltd. | 1,624,028 | 31,204,306 | ||
LG Electronics, Inc. | 692,683 | 94,883,067 | |||
LG HelloVision Co., Ltd. | 251,531 | 1,592,028 | |||
LG Household & Health Care, Ltd. | 27,426 | 34,749,557 | |||
LG Innotek Co., Ltd. | 82,722 | 16,351,093 | |||
LG Uplus Corp. | 1,320,165 | 16,718,564 | |||
# | LIG Nex1 Co., Ltd. | 48,734 | 1,817,748 | ||
# | Lion Chemtech Co., Ltd. | 53,078 | 455,269 | ||
LMS Co., Ltd. | 33,118 | 318,720 | |||
* | Lock & Lock Co., Ltd. | 87,156 | 1,004,455 | ||
* | Longtu Korea, Inc. | 2,592 | 14,979 | ||
# | LOT Vacuum Co., Ltd. | 57,892 | 860,375 | ||
# | Lotte Chemical Corp. | 72,008 | 16,248,268 | ||
# | Lotte Chilsung Beverage Co., Ltd. | 12,676 | 1,597,624 | ||
Lotte Confectionery Co., Ltd. | 4,033 | 497,763 | |||
# | Lotte Corp. | 70,584 | 2,317,366 | ||
* | Lotte Data Communication Co. | 8,090 | 289,715 | ||
LOTTE Fine Chemical Co., Ltd. | 153,724 | 9,700,167 | |||
Lotte Food Co., Ltd. | 2,883 | 1,098,324 | |||
# | LOTTE Himart Co., Ltd. | 67,421 | 2,091,751 | ||
* | Lotte Non-Life Insurance Co., Ltd. | 564,461 | 908,935 | ||
# | Lotte Shopping Co., Ltd. | 40,801 | 3,817,771 | ||
# | LS Cable & System Asia, Ltd. | 52,587 | 414,337 | ||
LS Corp. | 93,201 | 5,898,225 | |||
LS Electric Co., Ltd. | 105,020 | 5,937,047 | |||
* | Lumens Co., Ltd. | 208,051 | 242,640 | ||
* | Lutronic Corp. | 71,530 | 1,036,217 | ||
* | LVMC Holdings | 333,787 | 1,006,559 | ||
LX Hausys, Ltd. | 58,590 | 5,091,868 | |||
* | LX Holdings Corp. | 92,514 | 840,488 | ||
LX International Corp. | 223,277 | 6,006,497 | |||
LX Semicon Co., Ltd. | 52,466 | 5,476,487 | |||
Macquarie Korea Infrastructure Fund | 1,339,920 | 14,328,332 | |||
Maeil Dairies Co., Ltd. | 12,464 | 830,817 | |||
Maeil Holdings Co., Ltd. | 46,573 | 425,252 | |||
MAKUS, Inc. | 27,519 | 152,936 | |||
#* | Mando Corp. | 150,869 | 8,110,566 | ||
#* | Maniker Co., Ltd. | 735,403 | 433,817 | ||
# | Mcnex Co., Ltd. | 69,880 | 2,882,036 | ||
ME2ON Co., Ltd. | 194,785 | 1,073,399 | |||
Mediana Co., Ltd. | 14,857 | 173,997 | |||
#* | Medience Co., Ltd. | 37,164 | 150,239 | ||
* | Medipost Co., Ltd. | 36,910 | 943,515 | ||
# | Medy-Tox, Inc. | 27,799 | 4,891,378 | ||
* | Meerecompany, Inc. | 15,910 | 444,042 | ||
# | MegaMD Co., Ltd. | 34,084 | 160,711 | ||
# | MegaStudy Co., Ltd. | 49,775 | 600,453 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
MegaStudyEdu Co., Ltd. | 64,900 | $4,491,592 | |||
* | Mercury Corp. | 14,321 | 128,539 | ||
Meritz Financial Group, Inc. | 297,335 | 6,497,306 | |||
Meritz Fire & Marine Insurance Co., Ltd. | 500,359 | 11,107,547 | |||
Meritz Securities Co., Ltd. | 1,834,640 | 7,840,591 | |||
META BIOMED Co., Ltd. | 46,200 | 123,080 | |||
* | Metalabs Co., Ltd. | 38,168 | 39,494 | ||
* | Mgame Corp. | 85,404 | 741,734 | ||
Mi Chang Oil Industrial Co., Ltd. | 3,141 | 227,306 | |||
* | MiCo, Ltd. | 168,474 | 2,035,392 | ||
Minwise Co., Ltd. | 56,145 | 1,007,387 | |||
Mirae Asset Life Insurance Co., Ltd. | 453,305 | 1,608,448 | |||
Mirae Asset Securities Co., Ltd. | 1,291,908 | 10,049,866 | |||
Mirae Asset Venture Investment Co., Ltd. | 61,552 | 464,875 | |||
* | Mirae Corp. | 9,573 | 129,472 | ||
Miwon Chemicals Co., Ltd. | 1,485 | 105,196 | |||
Miwon Commercial Co., Ltd. | 3,977 | 726,470 | |||
Miwon Holdings Co., Ltd. | 267 | 30,036 | |||
Miwon Specialty Chemical Co., Ltd. | 9,978 | 1,541,568 | |||
MK Electron Co., Ltd. | 117,641 | 2,100,835 | |||
* | MNTech Co., Ltd. | 113,061 | 449,735 | ||
* | Mobile Appliance, Inc. | 78,325 | 291,455 | ||
# | MOM'S TOUCH&Co. | 194,781 | 792,660 | ||
Monalisa Co., Ltd. | 53,629 | 228,525 | |||
Moorim P&P Co., Ltd. | 182,856 | 797,955 | |||
# | Moorim Paper Co., Ltd. | 184,050 | 509,697 | ||
Motonic Corp. | 42,474 | 413,033 | |||
Motrex Co., Ltd. | 11,224 | 60,499 | |||
* | MP Daesan, Inc. | 104,321 | 73,403 | ||
mPlus Corp. | 28,410 | 365,639 | |||
Mr Blue Corp. | 28,684 | 262,073 | |||
Muhak Co., Ltd. | 85,392 | 606,295 | |||
# | Multicampus Co., Ltd. | 17,880 | 627,605 | ||
* | MyungMoon Pharm Co., Ltd. | 69,474 | 339,934 | ||
N2Tech Co., Ltd. | 45,136 | 78,677 | |||
* | Naintech Co., Ltd. | 35,787 | 128,403 | ||
# | Nam Hwa Construction Co., Ltd. | 34,033 | 379,293 | ||
Namhae Chemical Corp. | 97,701 | 1,072,102 | |||
* | NamKwang Engineering & Construction Co., Ltd. | 4,022 | 57,257 | ||
#* | Namsun Aluminum Co., Ltd. | 456,303 | 1,669,508 | ||
Namsung Corp. | 39,569 | 116,853 | |||
* | Namu Tech Co., Ltd. | 44,462 | 132,243 | ||
* | Namuga Co., Ltd. | 32,504 | 287,074 | ||
Namyang Dairy Products Co., Ltd. | 2,107 | 1,107,147 | |||
* | NanoenTek, Inc. | 6,498 | 46,069 | ||
* | Nanos Co., Ltd. | 27,337 | 151,340 | ||
Nasmedia Co., Ltd. | 24,618 | 866,820 | |||
* | Nat Games Co., Ltd. | 27,807 | 306,874 | ||
#* | Nature & Environment Co., Ltd. | 118,457 | 259,042 | ||
NAVER Corp. | 124,187 | 46,806,248 | |||
* | NC& Co., Ltd. | 19,756 | 85,696 | ||
NCSoft Corp. | 34,283 | 24,588,573 | |||
* | NDFOS Co., Ltd. | 36,508 | 328,535 | ||
NeoPharm Co., Ltd. | 32,942 | 906,730 | |||
Neorigin Co., Ltd. | 11,739 | 19,646 | |||
#* | Neowiz | 71,991 | 1,627,555 | ||
* | Neowiz Holdings Corp. | 24,725 | 621,719 | ||
#* | NEPES Corp. | 95,431 | 3,161,420 | ||
Netmarble Corp. | 28,980 | 3,498,067 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
Newtree Co., Ltd. | 2,515 | $72,389 | |||
Nexen Corp. | 186,961 | 829,832 | |||
# | Nexen Tire Corp. | 307,849 | 2,482,810 | ||
* | Nexon GT Co., Ltd. | 18,389 | 194,792 | ||
#* | Next Entertainment World Co., Ltd. | 44,760 | 361,436 | ||
NextEye Co., Ltd. | 189,843 | 281,025 | |||
* | Nexturnbioscience Co., Ltd. | 35,634 | 225,731 | ||
NH Investment & Securities Co., Ltd. | 515,094 | 5,696,899 | |||
* | NHN Corp. | 42,986 | 2,886,279 | ||
#* | NHN KCP Corp. | 85,389 | 3,916,301 | ||
NICE Holdings Co., Ltd. | 195,645 | 3,174,972 | |||
Nice Information & Telecommunication, Inc. | 50,685 | 1,494,280 | |||
NICE Information Service Co., Ltd. | 249,980 | 5,217,447 | |||
NICE Total Cash Management Co., Ltd. | 144,784 | 928,553 | |||
* | NK Co., Ltd. | 195,316 | 209,196 | ||
#* | NKMax Co., Ltd. | 49,049 | 590,942 | ||
Nong Shim Holdings Co., Ltd. | 14,980 | 1,034,335 | |||
Nong Woo Bio Co., Ltd. | 29,169 | 356,506 | |||
# | NongShim Co., Ltd. | 16,116 | 4,608,524 | ||
Noroo Holdings Co., Ltd. | 17,027 | 209,625 | |||
# | NOROO Paint & Coatings Co., Ltd. | 73,272 | 768,372 | ||
# | NOVAREX Co., Ltd. | 10,173 | 429,439 | ||
NPC | 89,214 | 450,119 | |||
* | NS Co., Ltd. | 19,935 | 183,858 | ||
# | NS Shopping Co., Ltd. | 97,062 | 1,029,878 | ||
* | NSN Co., Ltd. | 77,948 | 90,219 | ||
* | nTels Co., Ltd. | 6,889 | 77,303 | ||
* | Nuintek Co., Ltd. | 39,134 | 140,382 | ||
* | NuriFlex Co., Ltd. | 46,052 | 348,255 | ||
* | NUVOTEC Co., Ltd. | 46,960 | 62,395 | ||
Oceanbridge Co., Ltd. | 15,321 | 212,097 | |||
#* | OCI Co., Ltd. | 56,929 | 5,648,326 | ||
#* | Omnisystem Co., Ltd. | 130,001 | 312,282 | ||
Openbase, Inc. | 89,344 | 455,676 | |||
Opto Device Technology Co., Ltd. | 63,837 | 428,731 | |||
# | OptoElectronics Solutions Co., Ltd. | 37,611 | 1,365,175 | ||
#* | OPTRON-TEC, Inc. | 133,046 | 994,407 | ||
* | Orbitech Co., Ltd. | 60,366 | 378,448 | ||
#* | Orientbio, Inc. | 138,146 | 152,648 | ||
Orion Corp. | 30,176 | 3,084,506 | |||
# | Orion Holdings Corp. | 208,868 | 3,052,057 | ||
#* | OSANGJAIEL Co., Ltd. | 36,313 | 228,353 | ||
# | Osstem Implant Co., Ltd. | 78,173 | 8,795,883 | ||
* | Osung Advanced Materials Co., Ltd. | 277,822 | 794,496 | ||
# | Ottogi Corp. | 6,172 | 2,890,998 | ||
Paik Kwang Industrial Co., Ltd. | 169,605 | 1,034,227 | |||
* | Pan Entertainment Co., Ltd. | 34,459 | 193,726 | ||
# | Pan Ocean Co., Ltd. | 1,009,579 | 6,638,401 | ||
Pang Rim Co., Ltd. | 34,057 | 69,126 | |||
* | Pan-Pacific Co., Ltd. | 215,720 | 439,971 | ||
#* | Paradise Co., Ltd. | 156,603 | 2,284,794 | ||
# | Park Systems Corp. | 8,045 | 894,194 | ||
# | Partron Co., Ltd. | 335,922 | 2,986,818 | ||
* | Paru Co., Ltd. | 54,666 | 60,916 | ||
Paseco Co., Ltd. | 13,267 | 245,098 | |||
#* | Pearl Abyss Corp. | 57,820 | 3,722,758 | ||
People & Technology, Inc. | 67,212 | 1,554,213 | |||
* | PharmAbcine | 8,006 | 75,256 | ||
PharmaResearch Co., Ltd. | 12,639 | 977,594 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | PharmGen Science, Inc. | 51,632 | $527,015 | ||
* | Pharmicell Co., Ltd. | 153,962 | 2,249,009 | ||
#* | Philoptics Co., Ltd. | 18,475 | 183,639 | ||
* | Phoenix Materials Co., Ltd. | 44,939 | 50,567 | ||
PI Advanced Materials Co., Ltd. | 85,454 | 3,975,280 | |||
PJ Electronics Co., Ltd. | 11,504 | 125,571 | |||
PLAYWITH, Inc. | 24,475 | 243,188 | |||
Point Engineering Co., Ltd. | 69,045 | 222,472 | |||
* | Polaris Office Corp. | 51,428 | 88,581 | ||
* | POLUS BioPharm, Inc. | 44,171 | 8,820 | ||
# | Poongsan Corp. | 15,027 | 503,701 | ||
POSCO, Sponsored ADR | 346,815 | 27,394,917 | |||
POSCO | 186,218 | 59,227,879 | |||
# | POSCO Chemical Co., Ltd. | 40,116 | 5,384,084 | ||
# | Posco ICT Co., Ltd. | 261,944 | 1,808,512 | ||
Posco International Corp. | 377,319 | 8,497,142 | |||
Posco M-Tech Co., Ltd. | 120,524 | 917,038 | |||
#* | Power Logics Co., Ltd. | 171,065 | 1,296,840 | ||
* | PowerNet Technologies Corp. | 22,645 | 112,058 | ||
# | Protec Co., Ltd. | 26,109 | 623,378 | ||
PS TEC Co., Ltd. | 37,133 | 187,533 | |||
# | PSK, Inc. | 54,167 | 2,001,867 | ||
Pulmuone Co., Ltd. | 105,860 | 1,787,508 | |||
* | Puloon Technology, Inc. | 17,744 | 217,649 | ||
Pungkuk Alcohol Industry Co., Ltd. | 27,641 | 456,005 | |||
Pyeong Hwa Automotive Co., Ltd. | 70,469 | 669,617 | |||
QSI Co., Ltd. | 8,102 | 117,853 | |||
Rayence Co., Ltd. | 31,992 | 385,614 | |||
* | Redrover Co., Ltd. | 124,001 | 36,990 | ||
# | Reyon Pharmaceutical Co., Ltd. | 22,037 | 980,922 | ||
# | RFHIC Corp. | 31,105 | 996,609 | ||
* | RFTech Co., Ltd. | 101,888 | 625,404 | ||
* | RingNet Co., Ltd. | 17,199 | 105,385 | ||
* | Robostar Co., Ltd. | 12,771 | 284,183 | ||
* | Robotis Co., Ltd. | 9,432 | 128,890 | ||
# | Rsupport Co., Ltd. | 56,877 | 480,732 | ||
S Net Systems, Inc. | 58,918 | 385,493 | |||
# | S&S Tech Corp. | 39,811 | 1,101,213 | ||
* | S.Y. Co., Ltd. | 147,219 | 527,423 | ||
S-1 Corp. | 82,528 | 5,782,041 | |||
Sajo Industries Co., Ltd. | 14,263 | 859,502 | |||
Sajodaerim Corp. | 11,052 | 258,016 | |||
* | Sajodongaone Co., Ltd. | 234,886 | 306,566 | ||
#* | Sam Chun Dang Pharm Co., Ltd. | 33,712 | 1,647,023 | ||
#* | SAM KANG M&T Co., Ltd. | 69,895 | 1,022,269 | ||
# | Sam Young Electronics Co., Ltd. | 80,306 | 922,198 | ||
Sam Yung Trading Co., Ltd. | 88,339 | 1,251,642 | |||
Sambo Corrugated Board Co., Ltd. | 17,238 | 241,237 | |||
#* | Sambo Motors Co., Ltd. | 77,790 | 456,432 | ||
* | Sambu Engineering & Construction Co., Ltd. | 242,187 | 728,919 | ||
Samchully Co., Ltd. | 12,649 | 987,155 | |||
Samchuly Bicycle Co., Ltd. | 26,803 | 290,453 | |||
# | Samho Development Co., Ltd. | 131,743 | 700,244 | ||
* | SAMHWA NETWORKS Co., Ltd. | 37,921 | 108,807 | ||
SAMHWA Paints Industrial Co., Ltd. | 41,472 | 407,798 | |||
Samick Musical Instruments Co., Ltd. | 248,383 | 408,106 | |||
Samick THK Co., Ltd. | 36,331 | 423,512 | |||
Samil Pharmaceutical Co., Ltd. | 17,972 | 142,285 | |||
Samji Electronics Co., Ltd. | 51,364 | 597,468 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
# | Samjin LND Co., Ltd. | 95,857 | $309,371 | ||
Samjin Pharmaceutical Co., Ltd. | 78,034 | 1,823,521 | |||
* | Samkee Corp. | 249,407 | 1,015,471 | ||
#* | Sammok S-Form Co., Ltd. | 29,195 | 381,111 | ||
# | SAMPYO Cement Co., Ltd. | 212,168 | 1,037,534 | ||
* | Samsung Biologics Co., Ltd. | 9,089 | 7,031,871 | ||
Samsung C&T Corp. | 167,098 | 20,584,066 | |||
# | Samsung Card Co., Ltd. | 129,168 | 3,933,643 | ||
Samsung Electro-Mechanics Co., Ltd. | 240,915 | 40,238,963 | |||
Samsung Electronics Co., Ltd. | 17,111,392 | 1,169,330,776 | |||
* | Samsung Engineering Co., Ltd. | 584,231 | 11,876,763 | ||
Samsung Fire & Marine Insurance Co., Ltd. | 134,688 | 25,125,772 | |||
#* | Samsung Heavy Industries Co., Ltd. | 1,348,972 | 7,669,878 | ||
Samsung Life Insurance Co., Ltd. | 154,077 | 10,109,936 | |||
#* | Samsung Pharmaceutical Co., Ltd. | 188,018 | 1,193,081 | ||
Samsung Publishing Co., Ltd. | 10,594 | 383,385 | |||
Samsung SDI Co., Ltd. | 45,401 | 29,308,103 | |||
Samsung SDS Co., Ltd. | 62,750 | 9,969,458 | |||
Samsung Securities Co., Ltd. | 264,678 | 10,197,052 | |||
SAMT Co., Ltd. | 320,421 | 1,176,310 | |||
# | Samwha Capacitor Co., Ltd. | 41,217 | 2,183,292 | ||
# | Samwha Electric Co., Ltd. | 16,326 | 481,653 | ||
Samyang Corp. | 25,145 | 1,392,179 | |||
# | Samyang Foods Co., Ltd. | 27,260 | 2,175,862 | ||
Samyang Holdings Corp. | 25,027 | 2,370,088 | |||
Samyang Tongsang Co., Ltd. | 11,508 | 778,896 | |||
* | Samyoung Chemical Co., Ltd. | 25,400 | 72,127 | ||
Samyung ENC Co., Ltd. | 15,520 | 111,920 | |||
# | Sang-A Frontec Co., Ltd. | 27,525 | 1,298,654 | ||
* | Sangbo Corp. | 126,479 | 263,293 | ||
#* | Sangsangin Co., Ltd. | 298,441 | 2,018,196 | ||
Sangsin Energy Display Precision Co., Ltd. | 35,859 | 517,521 | |||
# | SaraminHR Co., Ltd. | 39,297 | 1,691,093 | ||
Satrec Initiative Co., Ltd. | 24,782 | 1,141,547 | |||
SAVEZONE I&C Corp. | 104,700 | 325,844 | |||
* | SBI Investment Korea Co., Ltd. | 208,357 | 370,900 | ||
* | SBS Media Holdings Co., Ltd. | 204,321 | 397,455 | ||
#* | SBW | 1,464,679 | 1,035,487 | ||
SCI Information Service, Inc. | 44,129 | 144,430 | |||
* | S-Connect Co., Ltd. | 230,038 | 426,664 | ||
* | SD Biotechnologies Co., Ltd. | 36,398 | 150,392 | ||
#* | SDN Co., Ltd. | 201,770 | 531,454 | ||
Seah Besteel Corp. | 93,184 | 2,545,200 | |||
SeAH Holdings Corp. | 495 | 44,979 | |||
SeAH Steel Corp. | 14,287 | 1,318,440 | |||
# | SeAH Steel Holdings Corp. | 12,030 | 818,724 | ||
Sebang Co., Ltd. | 83,997 | 969,389 | |||
# | Sebang Global Battery Co., Ltd. | 42,017 | 3,196,461 | ||
# | Seegene, Inc. | 107,895 | 6,580,492 | ||
Sejin Heavy Industries Co., Ltd. | 51,741 | 302,042 | |||
Sejong Industrial Co., Ltd. | 91,862 | 775,176 | |||
* | Sejong Telecom, Inc. | 1,779,080 | 1,067,588 | ||
* | Sekonix Co., Ltd. | 45,425 | 190,744 | ||
* | Selvas AI, Inc. | 76,838 | 326,179 | ||
Sempio Co. | 3,053 | 147,892 | |||
Sempio Foods Co. | 8,613 | 428,173 | |||
Semyung Electric Machinery Co., Ltd. | 4,892 | 25,425 | |||
# | S-Energy Co., Ltd. | 122,545 | 513,198 | ||
# | Seobu T&D | 208,602 | 1,589,516 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
# | Seohan Co., Ltd. | 523,713 | $959,229 | ||
* | Seojin System Co., Ltd. | 27,595 | 997,298 | ||
* | Seoul Auction Co., Ltd. | 23,287 | 428,198 | ||
* | Seoul Food Industrial Co., Ltd. | 1,169,428 | 413,239 | ||
* | Seoul Pharma Co., Ltd. | 20,628 | 164,459 | ||
# | Seoul Semiconductor Co., Ltd. | 193,052 | 3,095,433 | ||
# | Seoul Viosys Co., Ltd. | 41,139 | 589,519 | ||
# | Seoulin Bioscience Co., Ltd. | 28,953 | 544,759 | ||
SEOWONINTECH Co., Ltd. | 30,019 | 193,865 | |||
Seoyon Co., Ltd. | 124,856 | 1,788,626 | |||
Seoyon E-Hwa Co., Ltd. | 36,254 | 252,035 | |||
Sewha P&C, Inc. | 18,342 | 63,112 | |||
* | Sewon E&C Co., Ltd. | 445,165 | 404,671 | ||
Sewon Precision Industry Co., Ltd. | 8,303 | 10,949 | |||
SEWOONMEDICAL Co., Ltd. | 119,343 | 539,950 | |||
# | SFA Engineering Corp. | 118,581 | 4,195,351 | ||
#* | SFA Semicon Co., Ltd. | 400,382 | 2,496,428 | ||
S-Fuelcell Co., Ltd. | 8,855 | 265,694 | |||
* | SG Corp. | 380,523 | 273,146 | ||
* | SG Global Co., Ltd. | 42,966 | 115,710 | ||
SGC e Tec E&C Co., Ltd. | 10,203 | 657,336 | |||
#* | SH Energy & Chemical Co., Ltd. | 492,639 | 478,021 | ||
Shin Heung Energy & Electronics Co., Ltd. | 13,747 | 743,931 | |||
Shin Poong Paper Manufacturing Co., Ltd. | 26,742 | 74,345 | |||
# | Shin Poong Pharmaceutical Co., Ltd. | 35,436 | 1,956,088 | ||
Shindaeyang Paper Co., Ltd. | 15,591 | 1,314,086 | |||
Shinhan Financial Group Co., Ltd. | 1,478,212 | 50,101,278 | |||
* | Shinhan Financial Group Co., Ltd., ADR | 293,330 | 9,888,154 | ||
Shinil Electronics Co., Ltd. | 224,260 | 440,313 | |||
Shinsegae Engineering & Construction Co., Ltd. | 20,226 | 788,579 | |||
Shinsegae Food Co., Ltd. | 12,767 | 1,086,093 | |||
# | Shinsegae International, Inc. | 10,333 | 1,746,530 | ||
Shinsegae, Inc. | 44,588 | 10,325,484 | |||
Shinsung Delta Tech Co., Ltd. | 40,572 | 571,399 | |||
* | Shinsung E&G Co., Ltd. | 295,801 | 678,337 | ||
#* | Shinsung Tongsang Co., Ltd. | 473,213 | 1,644,632 | ||
Shinwha Intertek Corp. | 234,318 | 758,915 | |||
* | Shinwon Corp. | 300,027 | 597,078 | ||
Shinyoung Securities Co., Ltd. | 26,629 | 1,490,751 | |||
* | SHOWBOX Corp. | 272,156 | 1,030,755 | ||
* | Signetics Corp. | 272,494 | 437,034 | ||
# | SIGONG TECH Co., Ltd. | 54,078 | 360,632 | ||
Silla Co., Ltd. | 40,398 | 447,575 | |||
SIMMTECH Co., Ltd. | 125,218 | 2,707,663 | |||
Simmtech Holding Co., Ltd. | 22,283 | 57,369 | |||
SIMPAC, Inc. | 77,838 | 474,390 | |||
* | Sindoh Co., Ltd. | 29,934 | 832,381 | ||
Sinil Pharm Co., Ltd. | 25,346 | 358,698 | |||
* | SinSin Pharmaceutical Co., Ltd. | 16,393 | 119,891 | ||
SK Chemicals Co., Ltd. | 22,793 | 4,703,180 | |||
SK D&D Co., Ltd. | 26,089 | 839,150 | |||
# | SK Discovery Co., Ltd. | 95,363 | 4,048,092 | ||
SK Gas, Ltd. | 6,355 | 644,760 | |||
SK Hynix, Inc. | 1,893,883 | 185,404,086 | |||
* | SK Innovation Co., Ltd. | 99,025 | 21,846,953 | ||
# | SK Materials Co., Ltd. | 20,083 | 7,343,299 | ||
SK Networks Co., Ltd. | 1,450,125 | 7,814,162 | |||
SK Securities Co., Ltd. | 2,444,970 | 2,072,284 | |||
SK Telecom Co., Ltd., Sponsored ADR | 28,295 | 822,536 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
SK Telecom Co., Ltd. | 82,399 | $21,583,133 | |||
SK, Inc. | 85,829 | 20,030,957 | |||
SKC Co., Ltd. | 59,577 | 8,398,751 | |||
SL Corp. | 96,561 | 2,777,199 | |||
* | SM Culture & Contents Co., Ltd. | 92,494 | 304,685 | ||
* | SM Entertainment Co., Ltd. | 61,750 | 3,168,601 | ||
* | S-MAC Co., Ltd. | 1,142,822 | 1,329,164 | ||
SMCore, Inc. | 32,004 | 213,936 | |||
* | SMEC Co., Ltd. | 156,448 | 284,731 | ||
SNT Dynamics Co., Ltd. | 137,823 | 1,288,896 | |||
SNT Energy Co., Ltd. | 5,847 | 109,577 | |||
SNT Holdings Co., Ltd. | 52,159 | 939,253 | |||
# | SNT Motiv Co., Ltd. | 69,815 | 3,732,171 | ||
* | SNU Precision Co., Ltd. | 78,370 | 309,927 | ||
S-Oil Corp. | 76,152 | 6,502,205 | |||
#* | Solborn, Inc. | 47,461 | 287,135 | ||
* | Solid, Inc. | 118,528 | 743,286 | ||
Solus Advanced Materials Co., Ltd. | 78,978 | 4,125,977 | |||
Songwon Industrial Co., Ltd. | 150,359 | 2,528,103 | |||
#* | Sonokong Co., Ltd. | 62,623 | 155,343 | ||
Soosan Heavy Industries Co., Ltd. | 68,745 | 225,230 | |||
# | Soulbrain Co., Ltd. | 15,919 | 4,713,272 | ||
#* | Soulbrain Holdings Co., Ltd. | 34,719 | 1,145,966 | ||
# | SPC Samlip Co., Ltd. | 18,575 | 1,337,766 | ||
Speco Co., Ltd. | 5,217 | 33,433 | |||
SPG Co., Ltd. | 49,432 | 533,850 | |||
Spigen Korea Co., Ltd. | 17,324 | 814,804 | |||
# | Ssangyong C&E Co., Ltd. | 504,185 | 3,494,741 | ||
* | Ssangyong Motor Co. | 175,845 | 158,799 | ||
#* | ST Pharm Co., Ltd. | 12,504 | 1,168,393 | ||
* | Straffic Co., Ltd. | 17,585 | 112,362 | ||
#* | Studio Dragon Corp. | 28,193 | 2,263,721 | ||
Suheung Co., Ltd. | 46,167 | 2,206,153 | |||
Sun Kwang Co., Ltd. | 26,496 | 1,116,126 | |||
#* | SundayToz Corp. | 23,349 | 461,357 | ||
Sung Bo Chemicals Co., Ltd. | 60,663 | 262,230 | |||
# | Sung Kwang Bend Co., Ltd. | 146,579 | 1,246,023 | ||
#* | Sungchang Enterprise Holdings, Ltd. | 298,320 | 781,807 | ||
Sungdo Engineering & Construction Co., Ltd. | 75,720 | 432,595 | |||
Sungshin Cement Co., Ltd. | 151,889 | 1,541,167 | |||
# | Sungwoo Hitech Co., Ltd. | 417,416 | 2,393,641 | ||
# | Sunjin Co., Ltd. | 92,108 | 1,256,762 | ||
#* | Sunny Electronics Corp. | 119,120 | 352,641 | ||
* | Suprema, Inc. | 23,021 | 562,610 | ||
SurplusGlobal, Inc. | 37,864 | 192,665 | |||
SV Investment Corp. | 98,552 | 348,741 | |||
* | Synergy Innovation Co., Ltd. | 46,900 | 210,185 | ||
* | Synopex, Inc. | 309,966 | 1,007,908 | ||
Systems Technology, Inc. | 67,715 | 1,007,886 | |||
* | T Scientific Co., Ltd. | 20,656 | 67,281 | ||
Tae Kyung Industrial Co., Ltd. | 49,374 | 288,601 | |||
# | Taekwang Industrial Co., Ltd. | 2,280 | 2,224,849 | ||
* | Taewoong Co., Ltd. | 65,836 | 536,590 | ||
# | Taeyoung Engineering & Construction Co., Ltd. | 199,845 | 2,131,737 | ||
#* | Taihan Electric Wire Co., Ltd. | 942,855 | 2,126,408 | ||
* | Taihan Fiberoptics Co., Ltd. | 284,013 | 832,823 | ||
* | Taihan Textile Co., Ltd. | 3,340 | 127,810 | ||
* | Tailim Packaging Co., Ltd. | 86,426 | 374,179 | ||
TCC Steel | 20,704 | 114,860 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
TechWing, Inc. | 74,580 | $1,724,144 | |||
* | Tego Science, Inc. | 10,886 | 263,436 | ||
#* | Telcon RF Pharmaceutical, Inc. | 175,381 | 770,202 | ||
* | Telechips, Inc. | 38,499 | 611,448 | ||
TES Co., Ltd. | 58,139 | 1,494,427 | |||
Tesna, Inc. | 22,388 | 992,484 | |||
* | Theragen Etex Co., Ltd. | 74,648 | 533,239 | ||
* | Thinkware Systems Corp. | 54,296 | 750,126 | ||
* | TK Chemical Corp. | 345,077 | 2,225,681 | ||
TK Corp. | 113,007 | 1,234,364 | |||
* | TOBESOFT Co., Ltd. | 32,350 | 65,684 | ||
# | Tokai Carbon Korea Co., Ltd. | 33,048 | 5,603,928 | ||
Tongyang Life Insurance Co., Ltd. | 334,633 | 1,560,517 | |||
# | Tongyang, Inc. | 994,398 | 1,752,874 | ||
* | Tonymoly Co., Ltd. | 15,374 | 105,605 | ||
* | Top Engineering Co., Ltd. | 77,846 | 576,434 | ||
# | Toptec Co., Ltd. | 95,895 | 944,020 | ||
* | Tovis Co., Ltd. | 108,388 | 727,728 | ||
TS Corp. | 300,710 | 815,530 | |||
# | TSE Co., Ltd. | 13,867 | 933,174 | ||
* | TY Holdings Co., Ltd. | 192,662 | 5,352,130 | ||
#* | TYM., Corp. | 697,095 | 1,277,820 | ||
UBCare Co., Ltd. | 73,933 | 580,333 | |||
# | Ubiquoss Holdings, Inc. | 26,027 | 463,362 | ||
# | Ubiquoss, Inc. | 37,938 | 759,834 | ||
* | Ubivelox, Inc. | 13,445 | 180,672 | ||
* | UIL Co., Ltd. | 73,832 | 251,508 | ||
Uju Electronics Co., Ltd. | 50,213 | 1,217,704 | |||
Uni-Chem Co., Ltd. | 21,981 | 31,446 | |||
* | Unick Corp. | 63,959 | 425,770 | ||
Unid Co., Ltd. | 45,519 | 4,675,024 | |||
* | Union Korea Pharm Co., Ltd. | 12,296 | 150,458 | ||
Union Materials Corp. | 59,762 | 200,490 | |||
Union Semiconductor Equipment & Materials Co., Ltd. | 92,662 | 1,190,642 | |||
# | Uniquest Corp. | 67,054 | 642,394 | ||
* | Unitekno Co., Ltd. | 17,555 | 131,964 | ||
#* | UniTest, Inc. | 51,310 | 1,046,538 | ||
Unitrontech Co., Ltd. | 10,180 | 66,792 | |||
UTI, Inc. | 19,228 | 219,545 | |||
V One Tech Co., Ltd. | 2,361 | 23,043 | |||
Value Added Technology Co., Ltd. | 47,834 | 1,498,461 | |||
* | Very Good Tour Co., Ltd. | 15,471 | 193,394 | ||
Viatron Technologies, Inc. | 47,800 | 441,049 | |||
* | VICTEK Co., Ltd. | 75,937 | 423,887 | ||
#* | Vidente Co., Ltd. | 133,248 | 1,202,575 | ||
Vieworks Co., Ltd. | 39,106 | 1,251,288 | |||
* | Vina Tech Co., Ltd. | 6,213 | 280,688 | ||
Visang Education, Inc. | 43,584 | 445,333 | |||
Vitzrocell Co., Ltd. | 84,933 | 1,231,426 | |||
* | Vivien Corp. | 37,287 | 115,817 | ||
* | Vivozon Healthcare, Inc. | 203,412 | 283,414 | ||
#* | VT GMP Co., Ltd. | 20,525 | 156,103 | ||
Webcash Corp. | 18,699 | 559,858 | |||
#* | Webzen, Inc. | 65,124 | 1,651,951 | ||
* | Welcron Co., Ltd. | 23,706 | 99,296 | ||
Wemade Co., Ltd. | 33,329 | 1,637,538 | |||
Whanin Pharmaceutical Co., Ltd. | 50,225 | 935,319 | |||
* | WI Co., Ltd. | 96,880 | 165,255 | ||
Wiable Corp. | 63,593 | 236,341 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
SOUTH KOREA — (Continued) | |||||
* | WillBes & Co. (The) | 375,945 | $770,298 | ||
# | Winix, Inc. | 52,263 | 949,428 | ||
* | Winpac, Inc. | 129,679 | 284,811 | ||
# | Wins Co., Ltd. | 39,739 | 591,578 | ||
# | WiSoL Co., Ltd. | 197,113 | 2,206,537 | ||
* | WIZIT Co., Ltd. | 316,484 | 372,591 | ||
* | WONIK CUBE Corp. | 64,656 | 235,673 | ||
#* | Wonik Holdings Co., Ltd. | 282,483 | 1,504,426 | ||
# | WONIK IPS Co., Ltd. | 90,796 | 3,666,820 | ||
# | Wonik Materials Co., Ltd. | 49,893 | 1,495,271 | ||
* | Wonik Pne Co., Ltd. | 52,975 | 1,096,447 | ||
* | Wonik QnC Corp. | 56,492 | 1,518,047 | ||
* | WooGene B&G Co., Ltd. | 33,519 | 76,166 | ||
Woojin Plaimm Co., Ltd. | 9,262 | 36,602 | |||
Woojin, Inc. | 50,775 | 407,838 | |||
Woongjin Thinkbig Co., Ltd. | 153,641 | 547,845 | |||
* | Wooree Bio Co., Ltd. | 103,413 | 473,978 | ||
Woori Financial Group, Inc. | 1,741,192 | 16,416,692 | |||
Woori Investment Bank Co., Ltd. | 2,043,055 | 1,744,559 | |||
#* | Woori Technology, Inc. | 183,605 | 400,043 | ||
Woorison F&G Co., Ltd. | 172,798 | 388,091 | |||
Woory Industrial Co., Ltd. | 33,002 | 648,352 | |||
#* | Woosu AMS Co., Ltd. | 82,772 | 408,940 | ||
WooSung Feed Co., Ltd. | 13,384 | 425,959 | |||
Worldex Industry & Trading Co., Ltd. | 35,901 | 827,285 | |||
* | Wysiwyg Studios Co., Ltd. | 22,353 | 317,332 | ||
Y G-1 Co., Ltd. | 113,580 | 914,293 | |||
* | Y2 Solution | 19,090 | 7,593 | ||
YAS Co., Ltd. | 15,882 | 221,206 | |||
* | Y-entec Co., Ltd. | 43,756 | 556,032 | ||
Yeong Hwa Metal Co., Ltd. | 96,533 | 185,143 | |||
* | Yest Co., Ltd. | 24,600 | 268,738 | ||
#* | YG Entertainment, Inc. | 30,750 | 1,412,248 | ||
* | YG PLUS | 46,019 | 272,070 | ||
* | YIK Corp. | 56,364 | 306,937 | ||
* | YJM Games Co., Ltd. | 128,890 | 302,846 | ||
YMC Co., Ltd. | 39,216 | 282,659 | |||
* | YMT Co., Ltd. | 17,359 | 326,816 | ||
Yonwoo Co., Ltd. | 22,062 | 497,434 | |||
Yoosung Enterprise Co., Ltd. | 119,745 | 382,099 | |||
Youlchon Chemical Co., Ltd. | 56,292 | 1,039,051 | |||
# | Young Poong Corp. | 2,563 | 1,526,928 | ||
Young Poong Precision Corp. | 60,056 | 540,880 | |||
Youngone Corp. | 147,354 | 5,105,573 | |||
Youngone Holdings Co., Ltd. | 40,502 | 1,628,269 | |||
* | YoungWoo DSP Co., Ltd. | 112,767 | 263,333 | ||
YTN Co., Ltd. | 12,525 | 42,049 | |||
Yuanta Securities Korea Co., Ltd. | 804,299 | 3,128,012 | |||
Yuhan Corp. | 113,273 | 6,072,356 | |||
YuHwa Securities Co., Ltd. | 32,205 | 78,975 | |||
* | Yujin Robot Co., Ltd. | 33,080 | 120,972 | ||
#* | Yungjin Pharmaceutical Co., Ltd. | 265,384 | 1,277,304 | ||
Yuyu Pharma, Inc. | 29,378 | 250,436 | |||
# | Zeus Co., Ltd. | 33,358 | 771,828 | ||
* | Zinitix Co., Ltd. | 12,353 | 35,438 | ||
Zinus, Inc. | 23,034 | 2,085,221 | |||
TOTAL SOUTH KOREA | 4,388,502,087 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (16.2%) | |||||
Aaeon Technology, Inc. | 5,000 | $11,997 | |||
# | ABC Taiwan Electronics Corp. | 440,613 | 481,966 | ||
Ability Enterprise Co., Ltd. | 1,813,974 | 1,020,940 | |||
#* | Ability Opto-Electronics Technology Co., Ltd. | 376,471 | 1,054,953 | ||
# | AcBel Polytech, Inc. | 2,332,468 | 2,256,361 | ||
Accton Technology Corp. | 1,764,369 | 20,654,968 | |||
Ace Pillar Co., Ltd. | 190,000 | 237,813 | |||
# | Acer, Inc. | 11,705,595 | 11,427,165 | ||
# | ACES Electronic Co., Ltd. | 871,000 | 1,724,635 | ||
#* | Acon Holding, Inc. | 1,339,000 | 442,710 | ||
# | Acter Group Corp., Ltd. | 315,561 | 2,135,496 | ||
Action Electronics Co., Ltd. | 1,084,000 | 487,510 | |||
# | Actron Technology Corp. | 319,757 | 2,403,891 | ||
# | A-DATA Technology Co., Ltd. | 957,465 | 3,749,976 | ||
# | Addcn Technology Co., Ltd. | 134,146 | 1,181,422 | ||
# | Advanced Ceramic X Corp. | 206,000 | 3,434,663 | ||
# | Advanced International Multitech Co., Ltd. | 867,000 | 2,337,891 | ||
* | Advanced Lithium Electrochemistry Cayman Co., Ltd. | 34,313 | 30,110 | ||
#* | Advanced Optoelectronic Technology, Inc. | 451,000 | 495,624 | ||
Advanced Power Electronics Corp. | 59,000 | 260,470 | |||
# | Advancetek Enterprise Co., Ltd. | 1,501,662 | 1,001,995 | ||
Advantech Co., Ltd. | 942,465 | 12,301,139 | |||
Aerospace Industrial Development Corp. | 2,710,000 | 2,890,293 | |||
#* | AGV Products Corp. | 2,882,603 | 1,106,266 | ||
Airmate Cayman International Co., Ltd. | 19,682 | 18,125 | |||
Airtac International Group | 228,299 | 7,377,587 | |||
# | Alcor Micro Corp. | 189,000 | 386,814 | ||
#* | ALI Corp. | 1,134,256 | 1,209,616 | ||
# | Allied Circuit Co., Ltd. | 92,000 | 400,190 | ||
# | Allis Electric Co., Ltd. | 666,855 | 634,178 | ||
# | Alltek Technology Corp. | 829,304 | 909,800 | ||
# | Alltop Technology Co., Ltd. | 73,531 | 512,690 | ||
# | Alpha Networks, Inc. | 2,383,873 | 2,406,153 | ||
# | Altek Corp. | 1,787,159 | 2,586,525 | ||
# | Amazing Microelectronic Corp. | 450,085 | 2,407,839 | ||
* | Ambassador Hotel (The) | 1,675,000 | 1,691,686 | ||
# | Ampire Co., Ltd. | 330,000 | 287,831 | ||
# | AMPOC Far-East Co., Ltd. | 551,567 | 768,512 | ||
#* | AmTRAN Technology Co., Ltd. | 5,710,944 | 3,503,518 | ||
# | Anderson Industrial Corp. | 296,247 | 126,354 | ||
Anji Technology Co., Ltd. | 71,000 | 114,269 | |||
# | Anpec Electronics Corp. | 426,702 | 2,743,694 | ||
# | Apacer Technology, Inc. | 588,005 | 985,470 | ||
# | APAQ Technology Co., Ltd. | 259,520 | 550,503 | ||
# | APCB, Inc. | 1,086,000 | 840,246 | ||
# | Apex Biotechnology Corp. | 510,625 | 437,411 | ||
# | Apex International Co., Ltd. | 791,916 | 1,639,607 | ||
# | Apex Medical Corp. | 308,463 | 360,896 | ||
# | Apex Science & Engineering | 652,870 | 280,831 | ||
Apogee Optocom Co., Ltd. | 22,000 | 55,383 | |||
# | Arcadyan Technology Corp. | 711,759 | 2,486,503 | ||
Ardentec Corp. | 3,183,993 | 6,763,409 | |||
# | Argosy Research, Inc. | 88,391 | 332,651 | ||
# | ASE Technology Holding Co., Ltd. | 12,589,387 | 55,397,596 | ||
ASE Technology Holding Co., Ltd. , ADR | 140,935 | 1,250,093 | |||
# | Asia Cement Corp. | 8,693,655 | 16,137,933 | ||
# | Asia Electronic Material Co., Ltd. | 211,000 | 193,774 | ||
# | Asia Optical Co., Inc. | 981,000 | 3,021,231 | ||
* | Asia Pacific Telecom Co., Ltd. | 6,898,415 | 1,986,116 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
#* | Asia Plastic Recycling Holding, Ltd. | 1,370,533 | $390,410 | ||
# | Asia Polymer Corp. | 2,379,273 | 3,029,270 | ||
# | Asia Tech Image, Inc. | 306,000 | 609,237 | ||
# | Asia Vital Components Co., Ltd. | 1,714,864 | 4,634,714 | ||
# | ASMedia Technology, Inc. | 82,048 | 5,774,762 | ||
ASPEED Technology, Inc. | 100,999 | 8,134,304 | |||
# | ASROCK, Inc. | 202,000 | 1,221,752 | ||
# | Asustek Computer, Inc. | 1,562,861 | 19,649,270 | ||
Aten International Co., Ltd. | 525,715 | 1,570,062 | |||
# | AU Optronics Corp. | 23,278,497 | 17,254,887 | ||
Auden Techno Corp. | 47,000 | 347,719 | |||
# | Audix Corp. | 575,375 | 1,125,323 | ||
# | AURAS Technology Co., Ltd. | 516,303 | 3,304,363 | ||
# | Aurona Industries, Inc. | 463,000 | 344,809 | ||
# | Aurora Corp. | 337,258 | 1,131,682 | ||
# | Avalue Technology, Inc. | 333,000 | 649,450 | ||
AVY Precision Technology, Inc. | 805,396 | 767,755 | |||
Awea Mechantronic Co., Ltd. | 161,062 | 219,803 | |||
# | Axiomtek Co., Ltd. | 314,000 | 619,131 | ||
* | Azurewave Technologies, Inc. | 156,000 | 125,915 | ||
Bank of Kaohsiung Co., Ltd. | 4,465,321 | 1,806,892 | |||
# | Baolong International Co., Ltd. | 140,000 | 101,649 | ||
Basso Industry Corp. | 728,284 | 1,287,119 | |||
# | BenQ Materials Corp. | 1,015,000 | 1,498,725 | ||
BES Engineering Corp. | 9,274,050 | 2,895,163 | |||
# | Bin Chuan Enterprise Co., Ltd. | 732,257 | 745,768 | ||
# | Bionet Corp. | 41,000 | 66,649 | ||
Bionime Corp. | 157,000 | 389,196 | |||
#* | Biostar Microtech International Corp. | 797,712 | 739,061 | ||
# | Bioteque Corp. | 389,680 | 1,519,782 | ||
# | Bizlink Holding, Inc. | 748,291 | 6,908,609 | ||
# | Bon Fame Co., Ltd. | 142,000 | 224,096 | ||
Brave C&H Supply Co., Ltd. | 23,000 | 104,773 | |||
# | Bright Led Electronics Corp. | 507,180 | 550,939 | ||
Brighten Optix Corp. | 21,000 | 196,982 | |||
#* | Brighton-Best International Taiwan, Inc. | 425,749 | 615,980 | ||
Browave Corp. | 19,000 | 29,974 | |||
# | C Sun Manufacturing, Ltd. | 777,740 | 1,630,534 | ||
* | Cameo Communications, Inc. | 1,510,435 | 707,338 | ||
# | Capital Futures Corp. | 619,808 | 881,861 | ||
Capital Securities Corp. | 10,875,614 | 6,239,190 | |||
# | Career Technology MFG. Co., Ltd. | 3,699,001 | 3,890,057 | ||
# | Carnival Industrial Corp. | 623,530 | 331,988 | ||
# | Caswell, Inc. | 97,000 | 400,514 | ||
Catcher Technology Co., Ltd. | 2,450,872 | 16,246,620 | |||
Cathay Chemical Works | 32,000 | 26,236 | |||
Cathay Financial Holding Co., Ltd. | 15,536,816 | 30,239,503 | |||
Cathay Real Estate Development Co., Ltd. | 4,735,600 | 3,541,696 | |||
# | Cayman Engley Industrial Co., Ltd. | 303,801 | 939,476 | ||
CCP Contact Probes Co., Ltd. | 46,000 | 67,850 | |||
# | Celxpert Energy Corp. | 558,000 | 944,527 | ||
# | Center Laboratories, Inc. | 1,490,975 | 3,747,470 | ||
# | Central Reinsurance Co., Ltd. | 960,312 | 1,035,002 | ||
Chailease Holding Co., Ltd. | 4,707,003 | 39,061,663 | |||
#* | Chain Chon Industrial Co., Ltd. | 966,000 | 901,851 | ||
# | ChainQui Construction Development Co., Ltd. | 730,946 | 552,501 | ||
#* | Champion Building Materials Co., Ltd. | 2,162,390 | 927,494 | ||
Chang Hwa Commercial Bank, Ltd. | 21,548,169 | 12,769,701 | |||
# | Chang Wah Electromaterials, Inc. | 1,908,190 | 2,571,886 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | Chang Wah Technology Co., Ltd. | 502,980 | $1,830,152 | ||
# | Channel Well Technology Co., Ltd. | 997,000 | 1,905,396 | ||
# | Chant Sincere Co., Ltd. | 124,000 | 143,592 | ||
Charoen Pokphand Enterprise | 1,028,620 | 2,891,308 | |||
CHC Healthcare Group | 560,000 | 700,385 | |||
# | CHC Resources Corp. | 447,048 | 753,198 | ||
# | Chen Full International Co., Ltd. | 489,000 | 686,259 | ||
# | Chenbro Micom Co., Ltd. | 481,000 | 1,285,612 | ||
* | Cheng Fwa Industrial Co., Ltd. | 58,000 | 21,694 | ||
# | Cheng Loong Corp. | 4,775,160 | 7,207,063 | ||
#* | Cheng Mei Materials Technology Corp. | 4,278,200 | 2,009,575 | ||
Cheng Shin Rubber Industry Co., Ltd. | 7,889,508 | 12,193,319 | |||
Cheng Uei Precision Industry Co., Ltd. | 3,159,630 | 4,577,902 | |||
# | Chenming Electronic Technology Corp. | 748,708 | 363,176 | ||
Chi Hua Fitness Co., Ltd. | 16,000 | 60,676 | |||
# | Chia Chang Co., Ltd. | 766,000 | 1,375,760 | ||
# | Chia Hsin Cement Corp. | 3,080,747 | 2,481,429 | ||
# | Chian Hsing Forging Industrial Co., Ltd. | 262,000 | 407,128 | ||
Chicony Electronics Co., Ltd. | 3,314,689 | 9,562,524 | |||
# | Chicony Power Technology Co., Ltd. | 1,127,696 | 2,802,239 | ||
Chief Telecom, Inc. | 5,000 | 53,521 | |||
# | Chieftek Precision Co., Ltd. | 364,375 | 1,314,372 | ||
# | Chien Kuo Construction Co., Ltd. | 1,153,364 | 588,860 | ||
Chilisin Electronics Corp. | 1,255,925 | 4,833,359 | |||
# | Chime Ball Technology Co., Ltd. | 162,282 | 191,563 | ||
* | China Airlines, Ltd. | 15,642,057 | 9,665,879 | ||
# | China Bills Finance Corp. | 3,836,000 | 2,326,382 | ||
# | China Chemical & Pharmaceutical Co., Ltd. | 1,479,000 | 1,246,654 | ||
China Development Financial Holding Corp. | 33,951,157 | 17,161,402 | |||
China Ecotek Corp. | 132,000 | 192,494 | |||
# | China Electric Manufacturing Corp. | 1,740,658 | 696,055 | ||
# | China Fineblanking Technology Co., Ltd. | 297,620 | 454,393 | ||
# | China General Plastics Corp. | 2,599,626 | 3,698,165 | ||
# | China Glaze Co., Ltd. | 706,022 | 356,269 | ||
China Life Insurance Co., Ltd. | 3,686,223 | 3,476,228 | |||
#* | China Man-Made Fiber Corp. | 7,543,488 | 2,937,244 | ||
China Metal Products | 2,390,405 | 2,839,741 | |||
# | China Motor Corp. | 1,550,286 | 3,683,199 | ||
# | China Petrochemical Development Corp. | 21,278,941 | 10,042,662 | ||
# | China Steel Chemical Corp. | 927,998 | 3,689,410 | ||
China Steel Corp. | 21,405,440 | 27,916,307 | |||
# | China Steel Structure Co., Ltd. | 538,000 | 840,939 | ||
# | China Wire & Cable Co., Ltd. | 906,680 | 937,025 | ||
# | Chinese Maritime Transport, Ltd. | 573,964 | 1,217,873 | ||
# | Ching Feng Home Fashions Co., Ltd. | 656,659 | 534,106 | ||
Chin-Poon Industrial Co., Ltd. | 2,600,617 | 3,006,721 | |||
Chipbond Technology Corp. | 4,741,000 | 12,741,359 | |||
ChipMOS Techinologies, Inc. | 2,687,155 | 5,149,742 | |||
ChipMOS Technologies, Inc., ADR | 62,027 | 2,383,714 | |||
Chlitina Holding, Ltd. | 350,000 | 2,567,152 | |||
Chong Hong Construction Co., Ltd. | 1,068,739 | 3,068,078 | |||
Chroma ATE, Inc. | 1,257,705 | 8,859,693 | |||
# | Chun YU Works & Co., Ltd. | 1,416,000 | 1,683,618 | ||
# | Chun Yuan Steel Industry Co., Ltd. | 2,745,177 | 2,825,560 | ||
# | Chung Hsin Electric & Machinery Manufacturing Corp. | 2,580,500 | 4,675,454 | ||
#* | Chung Hung Steel Corp. | 4,630,926 | 8,137,949 | ||
Chung Hwa Food Industrial Co., Ltd. | 22,650 | 111,446 | |||
#* | Chung Hwa Pulp Corp. | 2,861,308 | 2,618,005 | ||
# | Chunghwa Chemical Synthesis & Biotech Co., Ltd. | 212,000 | 463,298 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | Chunghwa Precision Test Tech Co., Ltd. | 130,000 | $3,114,654 | ||
# | Chunghwa Telecom Co., Ltd., Sponsored ADR | 267,050 | 11,071,893 | ||
Chunghwa Telecom Co., Ltd. | 6,972,000 | 28,769,696 | |||
# | Chyang Sheng Dyeing & Finishing Co., Ltd. | 1,406,000 | 735,723 | ||
Cleanaway Co., Ltd. | 537,000 | 3,227,562 | |||
Clevo Co. | 3,333,482 | 3,543,094 | |||
CMC Magnetics Corp. | 7,532,944 | 2,643,008 | |||
# | CoAsia Electronics Corp. | 500,454 | 268,122 | ||
Collins Co., Ltd. | 280,060 | 146,414 | |||
# | Compal Electronics, Inc. | 25,092,560 | 19,409,777 | ||
# | Compeq Manufacturing Co., Ltd. | 6,634,000 | 10,191,624 | ||
# | Compucase Enterprise | 358,000 | 546,661 | ||
# | Concord Securities Co., Ltd. | 3,557,671 | 2,052,678 | ||
# | Concraft Holding Co., Ltd. | 478,931 | 1,218,762 | ||
# | Continental Holdings Corp. | 2,637,250 | 2,260,915 | ||
# | Contrel Technology Co., Ltd. | 726,000 | 541,157 | ||
# | Coremax Corp. | 356,233 | 1,377,608 | ||
# | Coretronic Corp. | 2,614,600 | 5,161,562 | ||
# | Co-Tech Development Corp. | 918,800 | 2,607,827 | ||
Cowealth Medical Holding Co., Ltd. | 180,369 | 173,923 | |||
#* | Coxon Precise Industrial Co., Ltd. | 365,000 | 200,954 | ||
Creative Sensor, Inc. | 583,000 | 596,315 | |||
#* | CSBC Corp. Taiwan | 1,949,712 | 1,682,098 | ||
CTBC Financial Holding Co., Ltd. | 64,354,931 | 52,700,422 | |||
# | CTCI Corp. | 3,308,896 | 4,530,607 | ||
#* | C-Tech United Corp. | 174,819 | 171,531 | ||
# | Cub Elecparts, Inc. | 308,765 | 1,949,961 | ||
# | CviLux Corp. | 649,378 | 1,085,667 | ||
Cyberlink Corp. | 68,504 | 190,837 | |||
# | CyberPower Systems, Inc. | 264,000 | 757,805 | ||
# | CyberTAN Technology, Inc. | 2,224,873 | 1,555,162 | ||
# | Cypress Technology Co., Ltd. | 295,589 | 534,270 | ||
# | DA CIN Construction Co., Ltd. | 1,710,809 | 1,837,413 | ||
Dadi Early-Childhood Education Group, Ltd. | 131,502 | 864,299 | |||
Dafeng TV, Ltd. | 396,061 | 622,635 | |||
# | Da-Li Development Co., Ltd. | 1,415,115 | 1,578,303 | ||
* | Danen Technology Corp. | 464,279 | 326,298 | ||
Darfon Electronics Corp. | 1,236,700 | 2,085,772 | |||
#* | Darwin Precisions Corp. | 2,699,304 | 1,289,445 | ||
# | Daxin Materials Corp. | 334,500 | 1,074,649 | ||
# | De Licacy Industrial Co., Ltd. | 1,599,469 | 1,017,033 | ||
# | Delpha Construction Co., Ltd. | 1,214,805 | 610,474 | ||
Delta Electronics, Inc. | 3,084,028 | 31,777,644 | |||
Depo Auto Parts Ind Co., Ltd. | 902,634 | 1,977,141 | |||
# | Dimerco Data System Corp. | 56,000 | 144,555 | ||
# | Dimerco Express Corp. | 825,000 | 3,002,507 | ||
# | D-Link Corp. | 2,596,758 | 1,804,057 | ||
# | Draytek Corp. | 173,000 | 159,995 | ||
# | Dyaco International, Inc. | 161,408 | 477,202 | ||
# | DYNACOLOR, Inc. | 243,000 | 291,630 | ||
#* | Dynamic Electronics Co., Ltd. | 1,097,693 | 868,104 | ||
# | Dynapack International Technology Corp. | 828,000 | 3,013,536 | ||
E & R Engineering Corp. | 136,000 | 337,421 | |||
# | E Ink Holdings, Inc. | 3,194,000 | 9,236,337 | ||
E.Sun Financial Holding Co., Ltd. | 38,379,201 | 36,400,492 | |||
Eastern Media International Corp. | 2,503,615 | 4,157,486 | |||
# | Eclat Textile Co., Ltd. | 761,518 | 16,626,210 | ||
# | ECOVE Environment Corp. | 166,000 | 1,407,916 | ||
#* | Edimax Technology Co., Ltd. | 1,152,423 | 457,101 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | Edison Opto Corp. | 663,000 | $656,970 | ||
# | Edom Technology Co., Ltd. | 1,191,038 | 1,571,927 | ||
# | eGalax_eMPIA Technology, Inc. | 329,451 | 1,339,434 | ||
# | Egis Technology, Inc. | 463,000 | 2,515,914 | ||
# | Elan Microelectronics Corp. | 1,424,026 | 9,253,783 | ||
# | E-LIFE MALL Corp. | 407,000 | 1,207,840 | ||
# | Elite Advanced Laser Corp. | 839,320 | 1,838,205 | ||
Elite Material Co., Ltd. | 1,760,839 | 14,239,519 | |||
# | Elite Semiconductor Microelectronics Technology, Inc. | 1,240,390 | 8,068,965 | ||
#* | Elitegroup Computer Systems Co., Ltd. | 1,973,028 | 1,529,128 | ||
eMemory Technology, Inc. | 190,000 | 8,936,520 | |||
# | Emerging Display Technologies Corp. | 789,000 | 531,002 | ||
# | Ennoconn Corp. | 403,751 | 3,245,493 | ||
#* | Ennostar, Inc. | 4,235,431 | 12,466,851 | ||
EnTie Commercial Bank Co., Ltd. | 2,316,166 | 1,376,385 | |||
#* | Epileds Technologies, Inc. | 362,000 | 349,778 | ||
Eslite Spectrum Corp. (The) | 33,550 | 74,513 | |||
# | Eson Precision Ind. Co., Ltd. | 700,000 | 1,674,988 | ||
Eternal Materials Co., Ltd. | 5,301,999 | 7,366,344 | |||
# | Eurocharm Holdings Co., Ltd. | 157,000 | 869,022 | ||
Eva Airways Corp. | 14,428,695 | 9,427,346 | |||
* | Everest Textile Co., Ltd. | 2,349,808 | 993,584 | ||
Evergreen International Storage & Transport Corp. | 3,054,000 | 3,526,866 | |||
* | Evergreen Marine Corp. Taiwan, Ltd. | 9,552,920 | 45,433,939 | ||
# | Everlight Chemical Industrial Corp. | 2,920,756 | 2,040,585 | ||
Everlight Electronics Co., Ltd. | 3,376,570 | 7,590,512 | |||
#* | Everspring Industry Co., Ltd. | 545,000 | 523,685 | ||
# | Excellence Opto, Inc. | 141,000 | 134,018 | ||
# | Excelliance Mos Corp. | 147,000 | 1,277,563 | ||
Excelsior Medical Co., Ltd. | 1,006,707 | 2,016,389 | |||
EZconn Corp. | 348,600 | 423,397 | |||
Far Eastern Department Stores, Ltd. | 10,149,000 | 8,282,207 | |||
# | Far Eastern International Bank | 23,453,041 | 9,026,227 | ||
Far Eastern New Century Corp. | 10,225,705 | 10,836,376 | |||
Far EasTone Telecommunications Co., Ltd. | 6,684,000 | 14,486,436 | |||
Faraday Technology Corp. | 1,044,893 | 4,230,009 | |||
Farcent Enterprise Co., Ltd. | 24,000 | 59,722 | |||
# | Farglory F T Z Investment Holding Co., Ltd. | 725,385 | 964,933 | ||
Farglory Land Development Co., Ltd. | 2,111,105 | 4,231,286 | |||
#* | Federal Corp. | 2,518,938 | 2,593,531 | ||
# | Feedback Technology Corp. | 167,200 | 355,691 | ||
Feng Hsin Steel Co., Ltd. | 2,769,131 | 8,083,069 | |||
Feng TAY Enterprise Co., Ltd. | 1,243,785 | 10,290,650 | |||
First Financial Holding Co., Ltd. | 25,934,335 | 21,110,742 | |||
# | First Hi-Tec Enterprise Co., Ltd. | 331,496 | 848,920 | ||
# | First Hotel | 1,220,293 | 629,826 | ||
# | First Insurance Co., Ltd. (The) | 2,157,640 | 1,007,102 | ||
# | First Steamship Co., Ltd. | 4,441,961 | 2,704,416 | ||
#* | FIT Holding Co., Ltd. | 895,436 | 1,156,385 | ||
# | Fitipower Integrated Technology, Inc. | 140,000 | 1,413,429 | ||
# | FLEXium Interconnect, Inc. | 1,867,724 | 8,720,336 | ||
Flytech Technology Co., Ltd. | 645,070 | 1,522,336 | |||
# | FocalTech Systems Co., Ltd. | 243,000 | 2,426,261 | ||
# | Forest Water Environment Engineering Co., Ltd. | 229,277 | 327,346 | ||
# | Formosa Advanced Technologies Co., Ltd. | 1,321,000 | 1,958,528 | ||
Formosa Chemicals & Fibre Corp. | 5,726,198 | 16,861,868 | |||
Formosa International Hotels Corp. | 330,975 | 1,787,757 | |||
#* | Formosa Laboratories, Inc. | 583,467 | 1,425,513 | ||
# | Formosa Oilseed Processing Co., Ltd. | 304,891 | 491,616 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | Formosa Optical Technology Co., Ltd. | 200,000 | $451,381 | ||
Formosa Petrochemical Corp. | 1,294,000 | 4,508,761 | |||
Formosa Plastics Corp. | 5,036,770 | 18,016,855 | |||
Formosa Sumco Technology Corp. | 86,000 | 580,583 | |||
# | Formosa Taffeta Co., Ltd. | 3,516,460 | 4,096,906 | ||
Formosan Rubber Group, Inc. | 1,704,143 | 1,458,483 | |||
# | Formosan Union Chemical | 2,129,936 | 1,589,359 | ||
# | Fortune Electric Co., Ltd. | 752,304 | 1,169,992 | ||
# | Founding Construction & Development Co., Ltd. | 1,418,882 | 863,756 | ||
# | Foxconn Technology Co., Ltd. | 3,063,241 | 6,775,986 | ||
# | Foxsemicon Integrated Technology, Inc. | 425,402 | 3,567,092 | ||
# | Froch Enterprise Co., Ltd. | 1,166,384 | 1,828,994 | ||
# | FSP Technology, Inc. | 848,619 | 1,252,696 | ||
Fubon Financial Holding Co., Ltd. | 18,706,387 | 50,285,748 | |||
# | Fulgent Sun International Holding Co., Ltd. | 808,730 | 2,688,240 | ||
Fullerton Technology Co., Ltd. | 652,670 | 417,963 | |||
#* | Fulltech Fiber Glass Corp. | 2,364,215 | 1,658,898 | ||
Fusheng Precision Co., Ltd. | 9,000 | 69,764 | |||
# | Fwusow Industry Co., Ltd. | 962,294 | 771,830 | ||
# | G Shank Enterprise Co., Ltd. | 1,087,510 | 2,137,021 | ||
# | Gamania Digital Entertainment Co., Ltd. | 192,000 | 438,311 | ||
# | GCS Holdings, Inc. | 365,000 | 629,158 | ||
# | GEM Services, Inc. | 421,970 | 1,803,270 | ||
Gemtek Technology Corp. | 2,158,574 | 2,541,596 | |||
# | General Interface Solution Holding, Ltd. | 1,483,000 | 6,207,859 | ||
General Plastic Industrial Co., Ltd. | 563,478 | 502,022 | |||
# | Generalplus Technology, Inc. | 303,000 | 920,161 | ||
#* | GeneReach Biotechnology Corp. | 70,000 | 307,130 | ||
# | Genesys Logic, Inc. | 527,000 | 2,514,930 | ||
# | Genius Electronic Optical Co., Ltd. | 430,576 | 8,028,508 | ||
Genmont Biotech, Inc. | 76,314 | 66,104 | |||
Genovate Biotechnology Co., Ltd. | 53,000 | 48,247 | |||
# | GeoVision, Inc. | 215,840 | 300,402 | ||
Getac Technology Corp. | 2,285,281 | 4,597,057 | |||
Giant Manufacturing Co., Ltd. | 1,294,363 | 14,906,502 | |||
# | Giantplus Technology Co., Ltd. | 1,742,000 | 829,814 | ||
# | Gigabyte Technology Co., Ltd. | 2,726,750 | 9,797,160 | ||
# | Gigasolar Materials Corp. | 21,820 | 179,768 | ||
#* | Gigastorage Corp. | 574,760 | 542,256 | ||
Ginko International Co., Ltd. | 318,150 | 2,578,392 | |||
# | Global Brands Manufacture, Ltd. | 2,359,973 | 3,008,078 | ||
# | Global Lighting Technologies, Inc. | 276,000 | 894,288 | ||
Global Mixed Mode Technology, Inc. | 277,000 | 2,710,271 | |||
# | Global PMX Co., Ltd. | 288,000 | 1,788,472 | ||
Global Unichip Corp. | 337,000 | 4,994,257 | |||
# | Globalwafers Co., Ltd. | 656,779 | 19,955,012 | ||
Globe Union Industrial Corp. | 1,621,820 | 1,001,785 | |||
# | Gloria Material Technology Corp. | 3,777,885 | 3,687,039 | ||
#* | GlycoNex, Inc. | 108,000 | 113,881 | ||
* | Gold Circuit Electronics, Ltd. | 1,640,747 | 4,216,369 | ||
Golden Friends Corp. | 104,400 | 220,697 | |||
# | Goldsun Building Materials Co., Ltd. | 5,662,965 | 4,605,005 | ||
# | Good Will Instrument Co., Ltd. | 205,342 | 181,902 | ||
# | Gourmet Master Co., Ltd. | 619,102 | 3,257,551 | ||
# | Grand Fortune Securities Co., Ltd. | 1,150,115 | 719,407 | ||
# | Grand Ocean Retail Group, Ltd. | 691,000 | 511,454 | ||
#* | Grand Pacific Petrochemical | 5,343,000 | 5,585,441 | ||
# | Grand Plastic Technology Corp. | 124,000 | 1,807,053 | ||
# | GrandTech CG Systems, Inc. | 320,600 | 566,122 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | Grape King Bio, Ltd. | 750,000 | $4,574,303 | ||
Great China Metal Industry | 1,132,000 | 1,150,961 | |||
Great Taipei Gas Co., Ltd. | 1,484,000 | 1,770,714 | |||
Great Tree Pharmacy Co., Ltd. | 118,000 | 1,009,289 | |||
Great Wall Enterprise Co., Ltd. | 3,653,240 | 7,859,610 | |||
Greatek Electronics, Inc. | 1,986,000 | 6,784,203 | |||
* | Green Energy Technology, Inc. | 2,077,221 | 4,457 | ||
GTM Holdings Corp. | 1,004,550 | 900,961 | |||
# | Hannstar Board Corp. | 3,260,831 | 5,543,290 | ||
#* | HannStar Display Corp. | 13,891,323 | 9,482,402 | ||
# | HannsTouch Solution, Inc. | 3,855,862 | 1,863,448 | ||
# | Hanpin Electron Co., Ltd. | 361,000 | 395,261 | ||
#* | Harvatek Corp. | 1,001,839 | 1,040,760 | ||
Heran Co., Ltd. | 3,000 | 12,260 | |||
Hey Song Corp. | 1,965,500 | 2,524,508 | |||
# | Hi-Clearance, Inc. | 111,978 | 560,851 | ||
# | Highlight Tech Corp. | 445,842 | 675,803 | ||
# | Highwealth Construction Corp. | 3,579,243 | 6,286,691 | ||
# | HIM International Music, Inc. | 91,200 | 296,233 | ||
# | Hiroca Holdings, Ltd. | 420,221 | 1,002,762 | ||
# | Hitron Technology, Inc. | 826,997 | 600,561 | ||
Hiwin Technologies Corp. | 887,795 | 10,214,933 | |||
* | Ho Tung Chemical Corp. | 6,768,828 | 2,726,886 | ||
# | Hocheng Corp. | 1,761,300 | 729,006 | ||
Hold-Key Electric Wire & Cable Co., Ltd. | 91,901 | 50,638 | |||
# | Holiday Entertainment Co., Ltd. | 513,400 | 1,181,592 | ||
# | Holtek Semiconductor, Inc. | 1,034,000 | 4,999,114 | ||
Holy Stone Enterprise Co., Ltd. | 801,675 | 3,596,259 | |||
Hon Hai Precision Industry Co., Ltd. | 22,635,403 | 89,448,774 | |||
Hong Pu Real Estate Development Co., Ltd. | 1,691,554 | 1,316,244 | |||
# | Hong TAI Electric Industrial | 1,346,000 | 1,132,596 | ||
# | Hong YI Fiber Industry Co. | 1,021,680 | 940,716 | ||
# | Horizon Securities Co., Ltd. | 2,115,000 | 1,702,912 | ||
# | Hota Industrial Manufacturing Co., Ltd. | 1,187,219 | 4,150,664 | ||
Hotai Finance Co., Ltd. | 96,000 | 295,688 | |||
Hotai Motor Co., Ltd. | 891,000 | 18,861,208 | |||
# | Hotron Precision Electronic Industrial Co., Ltd. | 336,159 | 894,809 | ||
Howarm United Industries Co. | 115,310 | 0 | |||
# | Hsin Yung Chien Co., Ltd. | 219,555 | 1,158,183 | ||
# | Hsing TA Cement Co. | 496,222 | 451,236 | ||
#* | HTC Corp. | 2,509,619 | 3,535,271 | ||
Hu Lane Associate, Inc. | 404,555 | 1,966,534 | |||
# | HUA ENG Wire & Cable Co., Ltd. | 2,300,000 | 2,088,453 | ||
Hua Nan Financial Holdings Co., Ltd. | 22,992,868 | 15,887,580 | |||
Huaku Development Co., Ltd. | 1,480,400 | 4,501,160 | |||
# | Huang Hsiang Construction Corp. | 961,735 | 1,487,041 | ||
# | Hung Ching Development & Construction Co., Ltd. | 903,000 | 845,590 | ||
# | Hung Sheng Construction, Ltd. | 3,260,603 | 2,433,095 | ||
# | Huxen Corp. | 219,072 | 427,160 | ||
#* | Hwa Fong Rubber Industrial Co., Ltd. | 1,225,096 | 798,176 | ||
#* | Hwacom Systems, Inc. | 113,000 | 74,304 | ||
Hycon Technology Corp. | 58,000 | 361,749 | |||
# | Ibase Technology, Inc. | 794,345 | 1,117,205 | ||
IBF Financial Holdings Co., Ltd. | 16,136,141 | 9,500,798 | |||
Ichia Technologies, Inc. | 1,401,255 | 947,571 | |||
#* | I-Chiun Precision Industry Co., Ltd. | 1,029,211 | 2,090,194 | ||
IEI Integration Corp. | 637,173 | 1,205,379 | |||
# | Infortrend Technology, Inc. | 1,508,866 | 992,702 | ||
# | Info-Tek Corp. | 475,000 | 854,330 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | Innodisk Corp. | 494,121 | $4,251,666 | ||
# | Innolux Corp. | 28,140,151 | 18,886,385 | ||
# | Inpaq Technology Co., Ltd. | 394,550 | 949,839 | ||
Insyde Software Corp. | 22,000 | 78,850 | |||
# | Intai Technology Corp. | 220,800 | 678,442 | ||
# | Integrated Service Technology, Inc. | 666,669 | 1,211,221 | ||
IntelliEPI, Inc. | 50,000 | 101,647 | |||
# | International CSRC Investment Holdings Co. | 4,450,083 | 4,275,699 | ||
# | International Games System Co., Ltd. | 237,000 | 7,395,817 | ||
# | Inventec Corp. | 11,447,276 | 9,618,348 | ||
# | Iron Force Industrial Co., Ltd. | 239,682 | 622,604 | ||
# | I-Sheng Electric Wire & Cable Co., Ltd. | 605,000 | 979,188 | ||
# | ITE Technology, Inc. | 897,646 | 4,071,245 | ||
# | ITEQ Corp. | 1,256,608 | 6,183,598 | ||
J Touch Corp. | 22,100 | 0 | |||
# | Jarllytec Co., Ltd. | 359,828 | 891,794 | ||
# | Jentech Precision Industrial Co., Ltd. | 236,156 | 2,778,673 | ||
Jess-Link Products Co., Ltd. | 540,450 | 706,296 | |||
Jia Wei Lifestyle, Inc. | 9,000 | 26,447 | |||
# | Jih Lin Technology Co., Ltd. | 265,000 | 1,072,599 | ||
Jinan Acetate Chemical Co., Ltd. | 5,060 | 18,118 | |||
# | Jinli Group Holdings, Ltd. | 688,681 | 344,188 | ||
Johnson Health Tech Co., Ltd. | 89,000 | 242,203 | |||
# | Jourdeness Group, Ltd. | 237,000 | 646,740 | ||
# | K Laser Technology, Inc. | 917,459 | 730,846 | ||
# | Kaimei Electronic Corp. | 492,314 | 1,813,764 | ||
# | Kaori Heat Treatment Co., Ltd. | 535,321 | 935,311 | ||
# | Kaulin Manufacturing Co., Ltd. | 1,285,684 | 699,039 | ||
KEE TAI Properties Co., Ltd. | 3,388,101 | 1,285,994 | |||
Kenda Rubber Industrial Co., Ltd. | 3,141,885 | 4,283,324 | |||
# | Kenmec Mechanical Engineering Co., Ltd. | 1,366,000 | 1,317,257 | ||
# | Kerry TJ Logistics Co., Ltd. | 1,082,000 | 2,129,179 | ||
# | Key Ware Electronics Co., Ltd. | 238,992 | 166,362 | ||
Keystone Microtech Corp. | 71,000 | 884,459 | |||
# | Kindom Development Co., Ltd. | 2,350,000 | 3,624,940 | ||
# | King Chou Marine Technology Co., Ltd. | 539,800 | 727,508 | ||
King Slide Works Co., Ltd. | 297,450 | 3,964,743 | |||
King Yuan Electronics Co., Ltd. | 8,127,032 | 13,548,007 | |||
King's Town Bank Co., Ltd. | 6,942,653 | 10,037,677 | |||
#* | King's Town Construction Co., Ltd. | 685,690 | 871,886 | ||
# | Kinik Co. | 607,000 | 1,404,912 | ||
#* | Kinko Optical Co., Ltd. | 445,772 | 542,253 | ||
# | Kinpo Electronics | 7,707,892 | 3,542,186 | ||
# | Kinsus Interconnect Technology Corp. | 1,592,476 | 10,545,596 | ||
KMC Kuei Meng International, Inc. | 387,951 | 3,345,134 | |||
# | KNH Enterprise Co., Ltd. | 719,150 | 873,017 | ||
# | KS Terminals, Inc. | 730,290 | 2,359,840 | ||
Kung Long Batteries Industrial Co., Ltd. | 485,000 | 2,716,775 | |||
#* | Kung Sing Engineering Corp. | 3,475,578 | 1,209,713 | ||
# | Kuo Toong International Co., Ltd. | 848,735 | 741,742 | ||
# | Kuo Yang Construction Co., Ltd. | 1,240,517 | 1,309,167 | ||
# | Kwong Fong Industries Corp. | 534,733 | 194,071 | ||
Kwong Lung Enterprise Co., Ltd. | 618,000 | 969,855 | |||
# | KYE Systems Corp. | 1,412,107 | 599,964 | ||
L&K Engineering Co., Ltd. | 1,065,000 | 1,190,835 | |||
# | La Kaffa International Co., Ltd. | 151,947 | 605,129 | ||
* | LAN FA Textile | 1,456,412 | 682,056 | ||
# | Land Mark Optoelectronics Corp. | 307,600 | 2,611,878 | ||
# | Lanner Electronics, Inc. | 548,705 | 1,153,360 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | Largan Precision Co., Ltd. | 267,234 | $28,121,400 | ||
Laser Tek Taiwan Co., Ltd. | 434,144 | 522,949 | |||
* | Laster Tech Corp., Ltd. | 110,404 | 198,529 | ||
# | Leader Electronics, Inc. | 324,886 | 203,624 | ||
* | Leadtek Research, Inc. | 75,000 | 164,270 | ||
#* | Lealea Enterprise Co., Ltd. | 4,323,965 | 1,828,510 | ||
# | Ledlink Optics, Inc. | 565,858 | 624,118 | ||
# | LEE CHI Enterprises Co., Ltd. | 1,060,000 | 1,210,968 | ||
# | Lelon Electronics Corp. | 483,122 | 1,251,600 | ||
# | Lemtech Holdings Co., Ltd. | 153,973 | 1,057,412 | ||
* | Leofoo Development Co., Ltd. | 623,010 | 403,579 | ||
# | Li Cheng Enterprise Co., Ltd. | 522,057 | 418,038 | ||
#* | Li Peng Enterprise Co., Ltd. | 3,859,060 | 1,574,198 | ||
# | Lian HWA Food Corp. | 383,181 | 1,030,113 | ||
Lida Holdings, Ltd. | 400,000 | 430,075 | |||
Lien Hwa Industrial Holdings Corp. | 2,937,652 | 5,517,572 | |||
Lifestyle Global Enterprise, Inc. | 120,000 | 201,774 | |||
#* | Lingsen Precision Industries, Ltd. | 2,327,490 | 2,234,216 | ||
Lite-On Technology Corp. | 11,195,419 | 25,731,903 | |||
#* | Long Bon International Co., Ltd. | 2,276,276 | 1,517,434 | ||
# | Long Da Construction & Development Corp. | 354,000 | 281,613 | ||
# | Longchen Paper & Packaging Co., Ltd. | 6,138,590 | 6,229,254 | ||
# | Longwell Co. | 638,000 | 1,589,270 | ||
# | Lotes Co., Ltd. | 443,062 | 9,074,472 | ||
# | Lu Hai Holding Corp. | 356,715 | 633,829 | ||
# | Lucky Cement Corp. | 1,196,000 | 549,090 | ||
Lumax International Corp., Ltd. | 479,126 | 1,176,183 | |||
# | Lung Yen Life Service Corp. | 809,000 | 1,401,751 | ||
#* | LuxNet Corp. | 489,952 | 335,618 | ||
# | Macauto Industrial Co., Ltd. | 359,000 | 1,252,182 | ||
# | Machvision, Inc. | 251,890 | 2,350,754 | ||
# | Macroblock, Inc. | 205,790 | 1,153,853 | ||
Macronix International Co., Ltd. | 9,172,837 | 13,708,438 | |||
# | Makalot Industrial Co., Ltd. | 1,375,670 | 11,709,170 | ||
Marketech International Corp. | 112,000 | 447,257 | |||
# | Materials Analysis Technology, Inc. | 409,932 | 2,224,368 | ||
# | Mayer Steel Pipe Corp. | 752,905 | 961,631 | ||
# | Maywufa Co., Ltd. | 178,462 | 126,713 | ||
MediaTek, Inc. | 2,443,823 | 79,907,751 | |||
* | Medigen Vaccine Biologics Corp. | 17,000 | 168,781 | ||
Mega Financial Holding Co., Ltd. | 15,954,220 | 18,895,574 | |||
# | Meiloon Industrial Co. | 474,889 | 568,503 | ||
Mercuries & Associates Holding, Ltd. | 3,393,376 | 2,824,446 | |||
* | Mercuries Life Insurance Co., Ltd. | 11,024,184 | 3,644,551 | ||
# | Merida Industry Co., Ltd. | 570,588 | 6,852,830 | ||
# | Merry Electronics Co., Ltd. | 609,754 | 2,430,212 | ||
* | Microbio Co., Ltd. | 232,000 | 475,013 | ||
# | Micro-Star International Co., Ltd. | 2,910,465 | 15,462,519 | ||
# | Mildef Crete, Inc. | 282,000 | 634,177 | ||
#* | MIN AIK Technology Co., Ltd. | 854,249 | 746,783 | ||
# | Mirle Automation Corp. | 1,072,512 | 1,716,803 | ||
Mitac Holdings Corp. | 5,646,535 | 5,751,393 | |||
MJ International Co., Ltd. | 24,000 | 47,258 | |||
# | Mobiletron Electronics Co., Ltd. | 526,960 | 1,072,844 | ||
# | momo.com, Inc. | 146,900 | 8,202,531 | ||
# | MPI Corp. | 359,000 | 2,005,686 | ||
# | Nak Sealing Technologies Corp. | 306,549 | 1,051,805 | ||
Namchow Holdings Co., Ltd. | 1,387,000 | 2,506,776 | |||
# | Nan Kang Rubber Tire Co., Ltd. | 2,749,197 | 3,915,625 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | Nan Liu Enterprise Co., Ltd. | 264,000 | $1,250,493 | ||
Nan Pao Resins Chemical Co., Ltd. | 6,000 | 32,214 | |||
# | Nan Ren Lake Leisure Amusement Co., Ltd. | 687,000 | 444,202 | ||
Nan Ya Plastics Corp. | 7,350,584 | 22,940,139 | |||
# | Nan Ya Printed Circuit Board Corp. | 392,211 | 5,604,232 | ||
# | Nang Kuang Pharmaceutical Co., Ltd. | 267,000 | 364,337 | ||
# | Nantex Industry Co., Ltd. | 1,544,363 | 6,804,761 | ||
# | Nanya Technology Corp. | 3,341,751 | 8,694,168 | ||
# | National Petroleum Co., Ltd. | 643,000 | 1,114,662 | ||
# | Netronix, Inc. | 247,000 | 553,399 | ||
New Best Wire Industrial Co., Ltd. | 110,200 | 172,574 | |||
# | New Era Electronics Co., Ltd. | 445,000 | 388,331 | ||
* | Newmax Technology Co., Ltd. | 70,000 | 108,670 | ||
Nexcom International Co., Ltd. | 644,267 | 530,312 | |||
Nichidenbo Corp. | 1,073,552 | 2,191,060 | |||
# | Nidec Chaun-Choung Technology Corp. | 153,000 | 1,126,896 | ||
#* | Nien Hsing Textile Co., Ltd. | 719,656 | 597,509 | ||
Nien Made Enterprise Co., Ltd. | 690,000 | 11,584,613 | |||
# | Niko Semiconductor Co., Ltd. | 121,000 | 358,679 | ||
# | Nishoku Technology, Inc. | 232,800 | 875,653 | ||
# | Nova Technology Corp. | 64,000 | 348,385 | ||
# | Novatek Microelectronics Corp. | 1,471,000 | 27,059,521 | ||
# | O-Bank Co., Ltd. | 2,522,961 | 633,564 | ||
#* | Ocean Plastics Co., Ltd. | 784,000 | 1,017,549 | ||
* | Oneness Biotech Co., Ltd. | 206,000 | 1,423,184 | ||
# | OptoTech Corp. | 2,771,537 | 3,176,975 | ||
# | Orient Europharma Co., Ltd. | 202,000 | 299,927 | ||
Orient Semiconductor Electronics, Ltd. | 1,737,637 | 1,687,831 | |||
* | Oriental Union Chemical Corp. | 3,555,819 | 2,857,429 | ||
# | O-TA Precision Industry Co., Ltd. | 388,683 | 2,274,803 | ||
# | Pacific Construction Co. | 1,133,276 | 400,588 | ||
# | Pacific Hospital Supply Co., Ltd. | 387,706 | 984,453 | ||
PADAUK Technology Co., Ltd. | 5,000 | 42,803 | |||
# | Paiho Shih Holdings Corp. | 733,656 | 1,059,956 | ||
# | Pan Jit International, Inc. | 1,527,074 | 5,641,625 | ||
# | Pan-International Industrial Corp. | 1,435,854 | 2,160,961 | ||
# | Panion & BF Biotech, Inc. | 40,000 | 116,545 | ||
Parade Technologies, Ltd. | 192,805 | 11,839,437 | |||
#* | Paragon Technologies Co., Ltd. | 258,626 | 224,449 | ||
Parpro Corp. | 61,000 | 56,034 | |||
# | PCL Technologies, Inc. | 305,067 | 958,002 | ||
# | P-Duke Technology Co., Ltd. | 364,646 | 991,796 | ||
# | Pegatron Corp. | 8,126,293 | 19,590,834 | ||
Pegavision Corp. | 72,000 | 1,156,745 | |||
* | Pharmally International Holding Co., Ltd. | 422,490 | 160,332 | ||
#* | Phihong Technology Co., Ltd. | 2,221,101 | 3,034,224 | ||
Phison Electronics Corp. | 468,000 | 7,998,028 | |||
# | Phoenix Tours International, Inc. | 245,535 | 382,045 | ||
* | Phytohealth Corp. | 103,000 | 81,659 | ||
# | Pixart Imaging, Inc. | 645,000 | 4,499,315 | ||
# | Planet Technology Corp. | 181,000 | 440,525 | ||
# | Plastron Precision Co., Ltd. | 375,491 | 176,127 | ||
# | Plotech Co., Ltd. | 612,000 | 588,567 | ||
# | Polytronics Technology Corp. | 397,239 | 2,103,884 | ||
# | Posiflex Technology, Inc. | 142,939 | 394,424 | ||
Pou Chen Corp. | 8,470,005 | 10,712,683 | |||
# | Power Wind Health Industry, Inc. | 170,779 | 957,020 | ||
Powertech Technology, Inc. | 4,433,580 | 17,569,054 | |||
#* | Poya International Co., Ltd. | 229,515 | 4,907,508 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
President Chain Store Corp. | 1,828,728 | $18,368,416 | |||
President Securities Corp. | 7,116,966 | 6,890,037 | |||
# | Primax Electronics, Ltd. | 2,354,000 | 5,190,919 | ||
Prince Housing & Development Corp. | 8,830,141 | 3,778,607 | |||
# | Pro Hawk Corp. | 65,000 | 436,181 | ||
Prodisc Technology, Inc. | 603,000 | 0 | |||
# | Promate Electronic Co., Ltd. | 890,000 | 1,345,829 | ||
# | Prosperity Dielectrics Co., Ltd. | 639,687 | 1,556,891 | ||
Qisda Corp. | 10,447,525 | 11,067,730 | |||
QST International Corp. | 317,000 | 727,703 | |||
# | Qualipoly Chemical Corp. | 658,893 | 831,081 | ||
Quang Viet Enterprise Co., Ltd. | 180,000 | 747,273 | |||
Quanta Computer, Inc. | 9,201,436 | 25,489,292 | |||
# | Quanta Storage, Inc. | 1,051,000 | 1,426,326 | ||
#* | Quintain Steel Co., Ltd. | 2,025,215 | 2,090,091 | ||
Radiant Opto-Electronics Corp. | 2,489,692 | 9,413,761 | |||
Radium Life Tech Co., Ltd. | 5,996,858 | 2,407,308 | |||
# | Rafael Microelectronics, Inc. | 124,000 | 915,364 | ||
* | RDC Semiconductor Co., Ltd. | 41,000 | 616,276 | ||
Realtek Semiconductor Corp. | 1,166,861 | 24,636,870 | |||
Rechi Precision Co., Ltd. | 2,316,292 | 1,675,789 | |||
Rexon Industrial Corp., Ltd. | 279,559 | 773,491 | |||
Rich Development Co., Ltd. | 3,708,769 | 1,247,366 | |||
# | RichWave Technology Corp. | 238,100 | 3,426,157 | ||
* | Right WAY Industrial Co., Ltd. | 295,767 | 107,112 | ||
* | Ritek Corp. | 5,288,593 | 1,808,490 | ||
#* | Roo Hsing Co., Ltd. | 3,209,000 | 1,016,672 | ||
* | Rotam Global Agrosciences, Ltd. | 217,217 | 95,575 | ||
Ruentex Development Co., Ltd. | 2,892,740 | 6,468,656 | |||
# | Ruentex Engineering & Construction Co. | 212,000 | 1,079,716 | ||
Ruentex Industries, Ltd. | 2,110,294 | 7,407,750 | |||
Run Long Construction Co., Ltd. | 27,000 | 58,663 | |||
# | Samebest Co., Ltd. | 133,160 | 176,928 | ||
Sampo Corp. | 2,061,895 | 2,234,133 | |||
# | San Fang Chemical Industry Co., Ltd. | 1,152,659 | 967,766 | ||
# | San Far Property, Ltd. | 1,127,902 | 617,239 | ||
# | San Shing Fastech Corp. | 670,622 | 1,392,435 | ||
Sanitar Co., Ltd. | 265,000 | 360,070 | |||
Sanyang Motor Co., Ltd. | 3,674,802 | 3,785,928 | |||
* | Savior Lifetec Corp. | 198,000 | 178,433 | ||
# | SCI Pharmtech, Inc. | 324,312 | 1,044,707 | ||
# | Scientech Corp. | 251,000 | 536,829 | ||
ScinoPharm Taiwan, Ltd. | 12,000 | 11,085 | |||
SciVision Biotech, Inc. | 6,000 | 12,563 | |||
# | SDI Corp. | 896,000 | 4,625,301 | ||
# | Sea Sonic Electronics Co., Ltd. | 186,000 | 684,406 | ||
Senao International Co., Ltd. | 458,547 | 523,291 | |||
# | Senao Networks, Inc. | 143,000 | 504,772 | ||
# | Sercomm Corp. | 1,382,000 | 3,216,874 | ||
# | Sesoda Corp. | 1,203,910 | 1,461,976 | ||
Shanghai Commercial & Savings Bank, Ltd. (The) | 238,000 | 356,015 | |||
Shan-Loong Transportation Co., Ltd. | 588,247 | 750,752 | |||
#* | Sharehope Medicine Co., Ltd. | 395,855 | 424,911 | ||
# | Sheng Yu Steel Co., Ltd. | 1,009,000 | 1,661,577 | ||
# | ShenMao Technology, Inc. | 580,450 | 1,164,610 | ||
Shieh Yih Machinery Industry Co., Ltd. | 412,000 | 172,591 | |||
# | Shih Her Technologies, Inc. | 349,000 | 719,104 | ||
# | Shihlin Electric & Engineering Corp. | 1,628,787 | 3,117,706 | ||
Shin Hai Gas Corp. | 8,242 | 14,354 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Shin Kong Financial Holding Co., Ltd. | 38,062,614 | $12,496,433 | |||
Shin Shin Natural Gas Co. | 9,480 | 13,882 | |||
# | Shin Zu Shing Co., Ltd. | 1,021,127 | 3,917,573 | ||
# | Shinih Enterprise Co., Ltd. | 119,000 | 95,883 | ||
#* | Shining Building Business Co., Ltd. | 2,706,622 | 1,144,455 | ||
# | Shinkong Insurance Co., Ltd. | 1,949,784 | 2,903,069 | ||
Shinkong Synthetic Fibers Corp. | 7,389,844 | 5,442,629 | |||
# | Shinkong Textile Co., Ltd. | 869,169 | 1,289,408 | ||
# | Shiny Chemical Industrial Co., Ltd. | 496,660 | 2,566,141 | ||
# | ShunSin Technology Holding, Ltd. | 181,000 | 692,358 | ||
* | Shuttle, Inc. | 1,998,000 | 846,334 | ||
Sigurd Microelectronics Corp. | 2,756,523 | 6,343,046 | |||
Silergy Corp. | 113,000 | 15,332,374 | |||
* | Silitech Technology Corp. | 69,521 | 84,509 | ||
Simplo Technology Co., Ltd. | 672,880 | 8,901,256 | |||
Sinbon Electronics Co., Ltd. | 1,174,849 | 10,106,331 | |||
Sincere Navigation Corp. | 2,669,741 | 3,675,007 | |||
# | Single Well Industrial Corp. | 257,351 | 254,547 | ||
# | Sinher Technology, Inc. | 415,000 | 671,928 | ||
# | Sinmag Equipment Corp. | 265,519 | 1,050,131 | ||
Sino American Electronic Co., Ltd. | 247,836 | 0 | |||
Sino-American Silicon Products, Inc. | 2,796,000 | 18,966,330 | |||
# | Sinon Corp. | 3,335,740 | 2,746,240 | ||
SinoPac Financial Holdings Co., Ltd. | 32,969,497 | 16,597,754 | |||
#* | Sinphar Pharmaceutical Co., Ltd. | 116,147 | 122,137 | ||
Sinyi Realty, Inc. | 1,399,314 | 1,514,818 | |||
# | Sirtec International Co., Ltd. | 743,000 | 728,490 | ||
# | Sitronix Technology Corp. | 660,774 | 9,126,201 | ||
# | Siward Crystal Technology Co., Ltd. | 1,148,705 | 1,543,883 | ||
Soft-World International Corp. | 344,000 | 1,278,620 | |||
# | Solar Applied Materials Technology Co. | 2,812,531 | 4,744,243 | ||
# | Solomon Technology Corp. | 673,000 | 440,005 | ||
# | Solteam, Inc. | 387,930 | 1,071,856 | ||
# | Sonix Technology Co., Ltd. | 911,000 | 3,516,167 | ||
# | Southeast Cement Co., Ltd. | 1,181,000 | 761,721 | ||
# | Speed Tech Corp. | 298,000 | 830,952 | ||
# | Spirox Corp. | 415,745 | 447,426 | ||
# | Sporton International, Inc. | 327,479 | 2,834,254 | ||
St Shine Optical Co., Ltd. | 297,000 | 4,086,980 | |||
# | Standard Chemical & Pharmaceutical Co., Ltd. | 545,040 | 744,425 | ||
# | Standard Foods Corp. | 2,124,734 | 3,992,848 | ||
Stark Technology, Inc. | 585,520 | 1,450,476 | |||
Sunjuice Holdings Co., Ltd. | 15,000 | 270,878 | |||
Sunko INK Co., Ltd. | 278,800 | 99,706 | |||
SunMax Biotechnology Co., Ltd. | 5,000 | 12,896 | |||
# | Sunny Friend Environmental Technology Co., Ltd. | 430,000 | 3,130,066 | ||
# | Sunonwealth Electric Machine Industry Co., Ltd. | 1,464,001 | 2,294,967 | ||
# | Sunplus Technology Co., Ltd. | 2,288,153 | 3,586,121 | ||
# | Sunrex Technology Corp. | 690,145 | 1,369,316 | ||
# | Sunspring Metal Corp. | 751,000 | 830,920 | ||
Supreme Electronics Co., Ltd. | 2,406,910 | 3,822,911 | |||
# | Sweeten Real Estate Development Co., Ltd. | 1,111,353 | 994,183 | ||
# | Symtek Automation Asia Co., Ltd. | 322,257 | 1,232,522 | ||
Syncmold Enterprise Corp. | 724,000 | 2,129,225 | |||
SYNergy ScienTech Corp. | 21,000 | 29,075 | |||
Synmosa Biopharma Corp. | 254,302 | 230,113 | |||
Synnex Technology International Corp. | 4,786,732 | 9,091,590 | |||
Sysage Technology Co., Ltd. | 16,000 | 22,884 | |||
Systex Corp. | 818,293 | 2,564,924 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | T3EX Global Holdings Corp. | 688,409 | $4,526,950 | ||
# | TA Chen Stainless Pipe | 6,906,095 | 12,910,604 | ||
# | Ta Liang Technology Co., Ltd. | 259,000 | 748,846 | ||
# | Ta Ya Electric Wire & Cable | 2,882,900 | 2,818,275 | ||
# | Ta Yih Industrial Co., Ltd. | 220,000 | 360,276 | ||
# | Tah Hsin Industrial Corp. | 319,410 | 789,095 | ||
TAI Roun Products Co., Ltd. | 207,000 | 125,928 | |||
# | TA-I Technology Co., Ltd. | 355,834 | 873,328 | ||
#* | Tai Tung Communication Co., Ltd. | 675,813 | 418,937 | ||
Taichung Commercial Bank Co., Ltd. | 25,693,379 | 10,941,804 | |||
# | TaiDoc Technology Corp. | 304,532 | 2,329,508 | ||
# | Taiflex Scientific Co., Ltd. | 1,200,460 | 2,393,831 | ||
# | Taimide Tech, Inc. | 590,940 | 1,090,485 | ||
# | Tainan Enterprises Co., Ltd. | 690,289 | 444,810 | ||
# | Tainan Spinning Co., Ltd. | 4,596,791 | 3,995,164 | ||
# | Tai-Saw Technology Co., Ltd. | 309,960 | 400,791 | ||
Taishin Financial Holding Co., Ltd. | 39,416,279 | 23,918,455 | |||
# | TaiSol Electronics Co., Ltd. | 80,000 | 144,251 | ||
# | Taisun Enterprise Co., Ltd. | 815,775 | 847,562 | ||
# | Taita Chemical Co., Ltd. | 1,565,189 | 2,423,034 | ||
# | Taiwan Business Bank | 19,315,703 | 6,554,948 | ||
Taiwan Cement Corp. | 19,645,539 | 37,049,696 | |||
#* | Taiwan Chinsan Electronic Industrial Co., Ltd. | 654,691 | 1,144,973 | ||
# | Taiwan Cogeneration Corp. | 1,711,657 | 2,348,481 | ||
Taiwan Cooperative Financial Holding Co., Ltd. | 22,104,627 | 17,279,986 | |||
Taiwan FamilyMart Co., Ltd. | 118,000 | 1,136,080 | |||
# | Taiwan Fertilizer Co., Ltd. | 4,032,000 | 8,641,704 | ||
Taiwan Fire & Marine Insurance Co., Ltd. | 1,348,880 | 946,231 | |||
# | Taiwan FU Hsing Industrial Co., Ltd. | 1,024,000 | 1,573,655 | ||
# | Taiwan Glass Industry Corp. | 4,778,904 | 6,558,338 | ||
Taiwan High Speed Rail Corp. | 6,436,000 | 6,995,757 | |||
Taiwan Hon Chuan Enterprise Co., Ltd. | 2,153,545 | 6,023,206 | |||
# | Taiwan Hopax Chemicals Manufacturing Co., Ltd. | 1,094,000 | 2,082,813 | ||
Taiwan Kolin Co., Ltd. | 508,000 | 0 | |||
#* | Taiwan Land Development Corp. | 6,008,009 | 1,363,024 | ||
Taiwan Mobile Co., Ltd. | 4,988,900 | 18,564,598 | |||
Taiwan Navigation Co., Ltd. | 1,005,720 | 1,604,413 | |||
Taiwan Paiho, Ltd. | 1,874,152 | 6,230,080 | |||
Taiwan PCB Techvest Co., Ltd. | 2,196,816 | 3,656,345 | |||
# | Taiwan Sakura Corp. | 1,139,243 | 2,665,111 | ||
Taiwan Sanyo Electric Co., Ltd. | 403,650 | 492,976 | |||
Taiwan Secom Co., Ltd. | 1,603,405 | 5,393,483 | |||
# | Taiwan Semiconductor Co., Ltd. | 1,463,000 | 4,216,575 | ||
Taiwan Semiconductor Manufacturing Co., Ltd., Sponsored ADR | 3,788,624 | 441,905,103 | |||
Taiwan Semiconductor Manufacturing Co., Ltd. | 41,439,652 | 866,067,833 | |||
# | Taiwan Shin Kong Security Co., Ltd. | 1,481,226 | 2,095,462 | ||
# | Taiwan Styrene Monomer | 2,809,404 | 1,967,162 | ||
# | Taiwan Surface Mounting Technology Corp. | 1,559,674 | 7,004,632 | ||
# | Taiwan Taxi Co., Ltd. | 143,545 | 419,556 | ||
#* | Taiwan TEA Corp. | 5,794,896 | 4,283,376 | ||
# | Taiwan Union Technology Corp. | 1,370,000 | 5,717,888 | ||
Taiyen Biotech Co., Ltd. | 660,910 | 758,641 | |||
#* | Tatung Co., Ltd. | 7,297,588 | 6,827,825 | ||
Tayih Lun An Co., Ltd. | 45,000 | 32,260 | |||
* | TBI Motion Technology Co., Ltd. | 63,000 | 122,403 | ||
TCI Co., Ltd. | 486,282 | 5,689,388 | |||
Te Chang Construction Co., Ltd. | 421,980 | 433,635 | |||
# | Teco Electric and Machinery Co., Ltd. | 7,195,000 | 8,007,388 | ||
# | Tehmag Foods Corp. | 92,600 | 1,131,281 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Ten Ren Tea Co., Ltd. | 171,170 | $211,637 | |||
Tera Autotech Corp. | 24,863 | 19,092 | |||
# | Test Research, Inc. | 954,370 | 1,968,551 | ||
Test-Rite International Co., Ltd. | 1,533,166 | 1,381,470 | |||
#* | Tex-Ray Industrial Co., Ltd. | 990,000 | 526,985 | ||
Thermaltake Technology Co., Ltd. | 21,000 | 42,847 | |||
# | Thinking Electronic Industrial Co., Ltd. | 434,058 | 3,437,060 | ||
# | Thye Ming Industrial Co., Ltd. | 760,992 | 1,134,863 | ||
Tofu Restaurant Co., Ltd. | 11,000 | 60,804 | |||
* | Ton Yi Industrial Corp. | 6,072,300 | 3,236,436 | ||
# | Tong Hsing Electronic Industries, Ltd. | 546,972 | 4,802,793 | ||
Tong Yang Industry Co., Ltd. | 2,884,341 | 3,767,644 | |||
* | Tong-Tai Machine & Tool Co., Ltd. | 1,559,804 | 992,043 | ||
# | TOPBI International Holdings, Ltd. | 667,872 | 366,472 | ||
Topco Scientific Co., Ltd. | 974,050 | 4,521,883 | |||
# | Topco Technologies Corp. | 260,468 | 711,892 | ||
# | Topkey Corp. | 95,000 | 506,853 | ||
# | Topoint Technology Co., Ltd. | 1,059,993 | 1,771,424 | ||
# | Toung Loong Textile Manufacturing | 565,000 | 840,448 | ||
# | TPK Holding Co., Ltd. | 2,884,000 | 4,437,056 | ||
# | Trade-Van Information Services Co. | 331,000 | 595,955 | ||
Transcend Information, Inc. | 815,870 | 2,046,904 | |||
Tripod Technology Corp. | 2,367,660 | 10,180,946 | |||
* | TrueLight Corp. | 136,000 | 150,424 | ||
# | Tsang Yow Industrial Co., Ltd. | 383,000 | 376,978 | ||
# | Tsann Kuen Enterprise Co., Ltd. | 709,441 | 938,616 | ||
# | TSC Auto ID Technology Co., Ltd. | 193,570 | 1,599,989 | ||
TSRC Corp. | 2,880,154 | 3,131,657 | |||
# | Ttet Union Corp. | 245,000 | 1,468,331 | ||
# | TTFB Co., Ltd. | 81,000 | 716,539 | ||
# | TTY Biopharm Co., Ltd. | 1,315,991 | 3,786,141 | ||
Tung Ho Steel Enterprise Corp. | 5,286,645 | 8,847,874 | |||
#* | Tung Thih Electronic Co., Ltd. | 107,000 | 921,326 | ||
# | TURVO International Co., Ltd. | 305,515 | 1,409,954 | ||
TXC Corp. | 1,660,762 | 7,162,854 | |||
TYC Brother Industrial Co., Ltd. | 1,673,333 | 1,304,925 | |||
* | Tycoons Group Enterprise | 3,527,353 | 2,566,426 | ||
# | Tyntek Corp. | 1,560,413 | 1,456,004 | ||
UDE Corp. | 521,000 | 527,101 | |||
# | Ultra Chip, Inc. | 360,811 | 2,076,228 | ||
U-Ming Marine Transport Corp. | 2,017,200 | 4,529,151 | |||
# | Unimicron Technology Corp. | 5,656,563 | 29,721,150 | ||
#* | Union Bank Of Taiwan | 9,431,701 | 4,080,886 | ||
Uni-President Enterprises Corp. | 17,538,734 | 45,997,664 | |||
# | Unitech Computer Co., Ltd. | 531,365 | 563,327 | ||
# | Unitech Printed Circuit Board Corp. | 3,627,839 | 2,710,705 | ||
# | United Integrated Services Co., Ltd. | 1,130,640 | 7,927,250 | ||
# | United Microelectronics Corp. | 32,603,441 | 68,178,579 | ||
United Orthopedic Corp. | 479,468 | 585,634 | |||
# | United Radiant Technology | 569,000 | 393,763 | ||
* | United Renewable Energy Co., Ltd. | 11,150,313 | 4,824,559 | ||
Unity Opto Technology Co., Ltd. | 3,736,276 | 103,210 | |||
Univacco Technology, Inc. | 52,000 | 39,640 | |||
# | Universal Cement Corp. | 2,660,790 | 2,183,371 | ||
# | Universal Microwave Technology, Inc. | 267,643 | 650,265 | ||
Universal Vision Biotechnology Co., Ltd. | 115,000 | 1,473,218 | |||
#* | Unizyx Holding Corp. | 1,575,496 | 1,543,426 | ||
# | UPC Technology Corp. | 5,260,684 | 5,010,411 | ||
# | Userjoy Technology Co., Ltd. | 257,595 | 858,951 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
# | USI Corp. | 4,732,226 | $5,563,273 | ||
#* | Usun Technology Co., Ltd. | 273,100 | 365,873 | ||
# | Utechzone Co., Ltd. | 300,000 | 642,528 | ||
# | Vanguard International Semiconductor Corp. | 3,018,000 | 12,504,295 | ||
# | Ve Wong Corp. | 704,524 | 851,025 | ||
#* | Victory New Materials, Ltd. Co. | 815,500 | 330,010 | ||
# | Visual Photonics Epitaxy Co., Ltd. | 797,224 | 3,912,097 | ||
# | Vivotek, Inc. | 171,504 | 491,503 | ||
Voltronic Power Technology Corp. | 246,007 | 11,986,849 | |||
# | Wafer Works Corp. | 2,633,909 | 6,599,099 | ||
# | Waffer Technology Corp. | 524,000 | 358,368 | ||
# | Wah Hong Industrial Corp. | 364,280 | 451,577 | ||
Wah Lee Industrial Corp. | 1,341,000 | 4,267,262 | |||
# | Walsin Lihwa Corp. | 8,958,307 | 9,174,278 | ||
Walsin Technology Corp. | 1,606,496 | 11,569,230 | |||
#* | Walton Advanced Engineering, Inc. | 1,917,662 | 1,533,364 | ||
Wan Hai Lines, Ltd. | 1,999,026 | 16,046,139 | |||
# | WAN HWA Enterprise Co. | 428,452 | 189,291 | ||
* | Ways Technical Corp., Ltd. | 30,000 | 23,554 | ||
Wei Chuan Foods Corp. | 1,556,000 | 1,195,212 | |||
Wei Mon Industry Co., Ltd. | 2,514,674 | 0 | |||
# | Weikeng Industrial Co., Ltd. | 2,211,979 | 1,902,524 | ||
Well Shin Technology Co., Ltd. | 631,443 | 1,148,585 | |||
#* | Wha Yu Industrial Co., Ltd. | 322,000 | 214,313 | ||
# | Wholetech System Hitech, Ltd. | 254,000 | 372,426 | ||
# | Win Semiconductors Corp. | 1,136,248 | 14,100,485 | ||
Winbond Electronics Corp. | 15,525,188 | 19,149,471 | |||
# | Winmate, Inc. | 127,000 | 338,931 | ||
# | Winstek Semiconductor Co., Ltd. | 523,000 | 546,301 | ||
Wintek Corp. | 6,349,135 | 77,897 | |||
WinWay Technology Co., Ltd. | 19,000 | 196,430 | |||
# | Wisdom Marine Lines Co., Ltd. | 1,989,849 | 5,569,125 | ||
# | Wistron Corp. | 16,945,169 | 16,850,640 | ||
# | Wistron NeWeb Corp. | 1,824,515 | 4,857,112 | ||
Wiwynn Corp. | 15,000 | 504,311 | |||
# | Wowprime Corp. | 537,000 | 3,060,745 | ||
WPG Holdings, Ltd. | 9,430,957 | 18,436,676 | |||
# | WT Microelectronics Co., Ltd. | 2,222,789 | 4,948,146 | ||
# | WUS Printed Circuit Co., Ltd. | 1,091,507 | 1,170,963 | ||
# | XAC Automation Corp. | 212,000 | 219,252 | ||
#* | XinTec, Inc. | 598,000 | 3,607,608 | ||
* | X-Legend Entertainment Co., Ltd. | 10,000 | 21,695 | ||
XPEC Entertainment, Inc. | 63,985 | 0 | |||
Xxentria Technology Materials Corp. | 684,736 | 1,767,340 | |||
# | Yageo Corp. | 963,227 | 19,425,060 | ||
* | Yang Ming Marine Transport Corp. | 5,659,491 | 23,846,750 | ||
# | YC INOX Co., Ltd. | 2,377,858 | 3,699,293 | ||
YCC Parts Manufacturing Co., Ltd. | 51,000 | 69,576 | |||
# | Yea Shin International Development Co., Ltd. | 1,240,715 | 921,475 | ||
# | Yem Chio Co., Ltd. | 2,565,762 | 1,571,719 | ||
# | Yeong Guan Energy Technology Group Co., Ltd. | 588,031 | 1,493,242 | ||
# | YFC-Boneagle Electric Co., Ltd. | 738,000 | 648,371 | ||
# | YFY, Inc. | 10,376,997 | 14,790,202 | ||
# | Yi Jinn Industrial Co., Ltd. | 1,392,096 | 898,415 | ||
#* | Yieh Phui Enterprise Co., Ltd. | 6,787,342 | 8,569,568 | ||
YONGGU Group, Inc. | 4,000 | 10,765 | |||
# | Yonyu Plastics Co., Ltd. | 512,050 | 627,151 | ||
# | Young Fast Optoelectronics Co., Ltd. | 760,137 | 809,096 | ||
# | Youngtek Electronics Corp. | 601,569 | 1,971,369 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TAIWAN — (Continued) | |||||
Yuanta Financial Holding Co., Ltd. | 36,888,513 | $33,550,398 | |||
Yuanta Futures Co., Ltd. | 54,145 | 95,387 | |||
Yulon Finance Corp. | 1,141,220 | 6,741,207 | |||
* | Yulon Motor Co., Ltd. | 3,373,946 | 4,829,887 | ||
Yung Chi Paint & Varnish Manufacturing Co., Ltd. | 385,350 | 1,054,703 | |||
# | Yungshin Construction & Development Co., Ltd. | 491,200 | 906,093 | ||
# | YungShin Global Holding Corp. | 1,102,400 | 1,744,699 | ||
# | Zeng Hsing Industrial Co., Ltd. | 320,974 | 1,872,376 | ||
# | Zenitron Corp. | 1,124,000 | 1,127,086 | ||
# | Zero One Technology Co., Ltd. | 721,000 | 1,125,230 | ||
# | Zhen Ding Technology Holding, Ltd. | 3,082,350 | 11,557,537 | ||
#* | Zig Sheng Industrial Co., Ltd. | 4,021,638 | 3,045,342 | ||
ZillTek Technology Corp. | 63,000 | 824,727 | |||
#* | Zinwell Corp. | 1,806,979 | 1,315,909 | ||
# | Zippy Technology Corp. | 666,028 | 977,210 | ||
# | ZongTai Real Estate Development Co., Ltd. | 670,625 | 1,032,225 | ||
TOTAL TAIWAN | 4,852,238,074 | ||||
THAILAND — (1.9%) | |||||
AAPICO Hitech PCL | 176,660 | 112,873 | |||
AAPICO Hitech PCL | 1,112,688 | 710,929 | |||
Advanced Info Service PCL | 2,888,509 | 15,775,078 | |||
Advanced Information Technology PCL, Class F | 695,100 | 454,694 | |||
AEON Thana Sinsap Thailand PCL | 446,000 | 2,306,838 | |||
AEON Thana Sinsap Thailand PCL | 11,200 | 57,930 | |||
After You PCL | 956,100 | 286,532 | |||
Airports of Thailand PCL | 7,417,200 | 12,750,340 | |||
AJ Plast PCL | 1,573,600 | 914,452 | |||
Allianz Ayudhya Capital PCL | 136,500 | 144,318 | |||
Amanah Leasing PCL | 2,391,900 | 347,860 | |||
Amata Corp. PCL | 3,854,300 | 2,134,274 | |||
* | Ananda Development PCL | 10,028,900 | 533,980 | ||
AP Thailand PCL | 15,864,136 | 3,813,088 | |||
Asia Plus Group Holdings PCL | 13,886,400 | 1,470,287 | |||
Asia Plus Group Holdings PCL | 468,800 | 49,636 | |||
Asia Sermkij Leasing PCL | 1,738,350 | 1,996,584 | |||
Asian Insulators PCL | 8,781,560 | 534,361 | |||
Asian Sea Corp. PCL | 246,150 | 145,290 | |||
* | Asset World Corp. PCL | 15,154,000 | 1,687,492 | ||
B Grimm Power PCL | 2,900,500 | 3,485,807 | |||
Bangchak Corp. PCL | 5,955,500 | 4,185,656 | |||
* | Bangkok Airways PCL | 4,599,800 | 1,364,511 | ||
* | Bangkok Aviation Fuel Services PCL | 793,342 | 598,612 | ||
Bangkok Bank PCL | 672,700 | 2,097,870 | |||
Bangkok Bank PCL | 201,600 | 628,706 | |||
Bangkok Chain Hospital PCL | 6,922,650 | 5,528,853 | |||
Bangkok Commercial Asset Management PCL | 3,990,500 | 2,003,294 | |||
Bangkok Dusit Medical Services PCL, Class F | 16,350,200 | 11,192,804 | |||
Bangkok Expressway & Metro PCL | 15,690,855 | 3,652,089 | |||
Bangkok Insurance PCL | 34,340 | 281,051 | |||
Bangkok Land PCL | 110,006,104 | 3,480,835 | |||
Bangkok Life Assurance PCL | 2,687,140 | 2,084,797 | |||
* | Bangkok Ranch PCL | 4,024,200 | 374,657 | ||
Banpu PCL | 14,970,910 | 6,058,054 | |||
Banpu Power PCL | 3,091,700 | 1,636,741 | |||
BCPG PCL | 1,438,600 | 639,037 | |||
* | BEC World PCL | 4,471,100 | 1,782,046 | ||
Berli Jucker PCL | 3,785,250 | 3,915,677 | |||
* | Better World Green PCL | 9,686,900 | 191,572 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
BTS Group Holdings PCL | 11,818,400 | $3,056,405 | |||
Bumrungrad Hospital PCL | 1,389,200 | 5,072,001 | |||
Buriram Sugar PCL | 631,460 | 130,644 | |||
Cal-Comp Electronics Thailand PCL, Class F | 20,895,580 | 2,047,122 | |||
Carabao Group PCL, Class F | 817,100 | 3,604,762 | |||
Central Pattana PCL | 5,290,900 | 7,565,902 | |||
Central Retail Corp. PCL | 1,242,817 | 1,172,201 | |||
CH Karnchang PCL | 6,053,867 | 3,370,678 | |||
Charoen Pokphand Foods PCL | 15,948,500 | 12,616,141 | |||
Charoong Thai Wire & Cable PCL, Class F | 1,035,900 | 241,109 | |||
Chayo Group PCL | 1,610,026 | 641,708 | |||
Chularat Hospital PCL, Class F | 30,762,500 | 3,949,730 | |||
CIMB Thai Bank PCL | 1,623,900 | 36,562 | |||
CK Power PCL | 2,355,600 | 422,851 | |||
Com7 PCL, Class F | 2,184,500 | 4,303,533 | |||
Communication & System Solution PCL | 1,612,000 | 92,205 | |||
* | Country Group Development PCL | 16,464,100 | 265,489 | ||
* | Country Group Holdings PCL | 3,932,111 | 125,617 | ||
CP ALL PCL | 14,350,100 | 25,759,668 | |||
Delta Electronics Thailand PCL | 481,600 | 8,557,219 | |||
* | Demco PCL | 847,400 | 124,271 | ||
Dhipaya Insurance PCL | 3,327,000 | 2,859,595 | |||
Do Day Dream PCL | 147,500 | 80,330 | |||
* | DOD Biotech PCL | 303,700 | 118,274 | ||
Dohome PCL | 1,479,600 | 1,120,926 | |||
Dynasty Ceramic PCL | 27,050,560 | 2,617,199 | |||
Eastern Polymer Group PCL, Class F | 4,707,900 | 1,733,189 | |||
Eastern Power Group PCL | 2,018,104 | 325,426 | |||
Eastern Water Resources Development and Management PCL, Class F | 3,742,700 | 1,133,030 | |||
Ekachai Medical Care PCL | 382,400 | 93,077 | |||
Electricity Generating PCL | 830,300 | 4,319,808 | |||
Energy Absolute PCL | 3,490,400 | 6,318,667 | |||
* | Erawan Group PCL (The) | 6,420,240 | 531,317 | ||
Exotic Food PCL, Class F | 197,900 | 130,659 | |||
Forth Corp. PCL | 935,400 | 318,749 | |||
Forth Smart Service PCL | 1,733,800 | 553,888 | |||
GFPT PCL | 4,290,822 | 1,657,973 | |||
Global Green Chemicals PCL, Class F | 1,861,000 | 583,199 | |||
Global Power Synergy PCL, Class F | 1,850,926 | 4,322,159 | |||
Gulf Energy Development PCL | 2,001,700 | 2,040,221 | |||
Gunkul Engineering PCL | 19,801,100 | 2,795,379 | |||
Haad Thip PCL | 95,100 | 99,100 | |||
Hana Microelectronics PCL | 1,885,257 | 4,373,647 | |||
Home Product Center PCL | 17,312,415 | 7,005,556 | |||
Humanica PCL | 55,700 | 16,099 | |||
ICC International PCL | 51,000 | 48,684 | |||
Ichitan Group PCL | 2,800,100 | 962,687 | |||
Indorama Ventures PCL | 4,733,700 | 5,220,860 | |||
Interlink Communication PCL | 858,350 | 191,949 | |||
Intouch Holdings PCL | 843,114 | 1,654,548 | |||
Intouch Holdings PCL, Class F | 834,900 | 1,638,429 | |||
IRPC PCL | 36,446,490 | 3,903,298 | |||
* | Italian-Thai Development PCL | 25,835,419 | 1,572,095 | ||
ITV PCL | 183,700 | 0 | |||
Jasmine International PCL | 27,889,500 | 2,511,688 | |||
JKN Global Media PCL | 463,800 | 129,118 | |||
JMT Network Services PCL, Class F | 661,800 | 815,483 | |||
Jubilee Enterprise PCL | 144,800 | 101,328 | |||
JWD Infologistics PCL | 1,377,000 | 682,896 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
Kang Yong Electric PCL | 1,400 | $16,996 | |||
Karmarts PCL | 3,894,466 | 426,564 | |||
Kasikornbank PCL | 786,800 | 2,465,670 | |||
Kasikornbank PCL | 1,549,600 | 4,856,128 | |||
KCE Electronics PCL | 3,342,764 | 7,983,783 | |||
KGI Securities Thailand PCL | 1,685,600 | 328,222 | |||
* | Khon Kaen Sugar Industry PCL | 11,204,948 | 1,179,558 | ||
* | Khonburi Sugar PCL | 284,500 | 40,856 | ||
Kiatnakin Phatra Bank PCL | 1,570,007 | 2,436,156 | |||
Krung Thai Bank PCL | 5,659,575 | 1,739,156 | |||
Krungthai Card PCL | 2,156,600 | 4,051,724 | |||
Lam Soon Thailand PCL | 2,756,000 | 427,644 | |||
Land & Houses PCL | 11,875,000 | 2,818,133 | |||
Land & Houses PCL | 10,333,780 | 2,452,376 | |||
Lanna Resources PCL | 1,824,250 | 993,507 | |||
LH Financial Group PCL | 45,625,427 | 1,485,334 | |||
* | Loxley PCL | 11,146,635 | 915,674 | ||
LPN Development PCL | 7,621,296 | 1,131,571 | |||
* | MBK PCL | 6,763,364 | 2,592,786 | ||
MC Group PCL | 108,600 | 29,572 | |||
MCS Steel PCL | 2,948,400 | 1,291,761 | |||
Mega Lifesciences PCL | 2,227,400 | 2,693,821 | |||
Millcon Steel PCL | 2,553,713 | 88,575 | |||
* | Minor International PCL | 4,437,139 | 4,016,274 | ||
MK Restaurants Group PCL | 1,267,200 | 1,898,824 | |||
* | Mono Next PCL, Class F | 5,846,300 | 291,715 | ||
Muangthai Capital PCL | 2,648,400 | 4,814,540 | |||
Namyong Terminal PCL | 3,039,300 | 466,980 | |||
Nava Nakorn PCL | 638,800 | 45,868 | |||
* | Nawarat Patanakarn PCL | 1,260,400 | 34,897 | ||
Netbay PCL | 589,900 | 441,516 | |||
Noble Development PCL | 988,200 | 205,953 | |||
Origin Property PCL, Class F | 6,873,900 | 1,809,059 | |||
Osotspa PCL | 2,753,500 | 2,953,096 | |||
PCS Machine Group Holding PCL | 1,542,500 | 244,040 | |||
Plan B Media PCL, Class F | 12,372,000 | 1,976,207 | |||
* | Platinum Group PCL (The), Class F | 1,577,800 | 134,414 | ||
Polyplex Thailand PCL | 2,533,987 | 1,873,458 | |||
Power Line Engineering PCL | 136,400 | 3,320 | |||
* | Power Solution Technologies PCL, Class F | 1,010,500 | 70,713 | ||
Praram 9 Hospital PCL | 87,400 | 29,251 | |||
Premier Marketing PCL | 2,121,700 | 871,467 | |||
Prima Marine PCL | 4,358,700 | 881,885 | |||
* | Principal Capital PCL | 1,408,000 | 194,488 | ||
Property Perfect PCL | 51,908,740 | 710,700 | |||
Pruksa Holding PCL | 5,688,800 | 2,180,844 | |||
PTG Energy PCL | 6,547,300 | 3,127,485 | |||
PTT Exploration & Production PCL | 6,408,669 | 20,083,453 | |||
PTT Global Chemical PCL | 3,761,711 | 6,495,082 | |||
PTT PCL | 30,400,200 | 32,141,384 | |||
Pylon PCL | 1,567,100 | 195,485 | |||
Quality Houses PCL | 48,823,404 | 3,268,015 | |||
* | Raimon Land PCL | 18,218,700 | 493,334 | ||
Rajthanee Hospital PCL | 233,400 | 262,746 | |||
Ratch Group PCL | 2,832,801 | 3,663,012 | |||
Ratchthani Leasing PCL | 13,621,812 | 1,923,031 | |||
Regional Container Lines PCL | 2,642,200 | 4,622,393 | |||
Rojana Industrial Park PCL | 7,217,612 | 1,493,261 | |||
* | RS PCL | 3,333,400 | 1,896,542 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
S 11 Group PCL | 1,074,300 | $222,263 | |||
Sabina PCL | 201,000 | 117,417 | |||
Saha Pathana Inter-Holding PCL | 33,600 | 62,359 | |||
Sahakol Equipment PCL | 5,765,900 | 421,029 | |||
Sahamitr Pressure Container PCL | 478,500 | 154,320 | |||
Saha-Union PCL | 723,700 | 754,141 | |||
* | Samart Corp. PCL | 4,322,600 | 907,460 | ||
* | Samart Telcoms PCL | 2,507,300 | 465,339 | ||
Sansiri PCL | 85,172,285 | 3,031,918 | |||
Sappe PCL | 587,900 | 456,118 | |||
SC Asset Corp. PCL | 15,411,516 | 1,397,317 | |||
SEAFCO PCL | 4,373,184 | 582,781 | |||
Sena Development PCL | 2,521,850 | 288,496 | |||
Sermsang Power Corp. Co., Ltd. | 1,192,290 | 453,446 | |||
Siam Cement PCL (The) | 1,097,700 | 13,893,457 | |||
Siam Cement PCL (The) | 737,000 | 9,283,274 | |||
Siam City Cement PCL | 561,288 | 2,757,983 | |||
Siam City Cement PCL | 5,224 | 25,669 | |||
Siam Commercial Bank PCL (The) | 2,583,269 | 7,348,769 | |||
Siam Future Development PCL | 7,563,002 | 2,669,227 | |||
Siam Global House PCL | 5,163,641 | 3,581,989 | |||
* | Siam Wellness Group PCL, Class F | 1,824,450 | 366,361 | ||
Siamgas & Petrochemicals PCL | 6,070,500 | 1,994,718 | |||
Singer Thailand PCL | 475,400 | 582,181 | |||
* | Singha Estate PCL | 20,646,217 | 1,180,950 | ||
Sino-Thai Engineering & Construction PCL | 5,172,800 | 1,920,078 | |||
SISB PCL | 104,500 | 29,251 | |||
SNC Former PCL | 1,058,000 | 457,096 | |||
Somboon Advance Technology PCL | 2,521,625 | 1,588,123 | |||
SPCG PCL | 4,017,500 | 2,126,858 | |||
Sri Trang Agro-Industry PCL | 4,645,740 | 5,335,869 | |||
Srisawad Corp. PCL | 3,414,322 | 6,648,410 | |||
Srisawad Finance PCL | 74,100 | 73,271 | |||
* | Srithai Superware PCL | 6,242,600 | 267,805 | ||
Srivichai Vejvivat PCL | 218,400 | 88,377 | |||
* | Star Petroleum Refining PCL | 6,701,200 | 1,712,636 | ||
* | STP & I PCL | 7,742,433 | 951,683 | ||
Supalai PCL | 9,892,525 | 6,350,720 | |||
Super Energy Corp. PCL | 121,924,700 | 3,375,720 | |||
Susco PCL | 1,402,300 | 131,409 | |||
Synnex Thailand PCL | 536,860 | 405,085 | |||
Syntec Construction PCL | 6,911,000 | 378,483 | |||
TAC Consumer PCL, Class F | 1,024,200 | 188,527 | |||
Taokaenoi Food & Marketing PCL, Class F | 2,568,400 | 535,287 | |||
* | Tata Steel Thailand PCL | 10,635,600 | 530,688 | ||
Thai Agro Energy PCL | 980,300 | 73,968 | |||
Thai Nakarin Hospital PCL | 155,500 | 149,030 | |||
Thai Oil PCL | 3,390,300 | 4,538,623 | |||
Thai Rayon PCL | 6,000 | 5,659 | |||
Thai Rayon PCL | 20,400 | 19,241 | |||
Thai Reinsurance PCL | 9,194,700 | 383,258 | |||
Thai Solar Energy PCL, Class F | 4,081,790 | 350,214 | |||
Thai Stanley Electric PCL | 7,500 | 38,336 | |||
Thai Stanley Electric PCL, Class F | 174,200 | 890,412 | |||
Thai Union Group PCL, Class F | 12,557,760 | 8,482,004 | |||
Thai Vegetable Oil PCL | 2,817,225 | 2,700,010 | |||
Thai Wah PCL, Class F | 3,143,200 | 559,450 | |||
Thaicom PCL | 4,550,900 | 1,467,697 | |||
Thaifoods Group PCL | 7,412,200 | 1,037,381 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
Thaire Life Assurance PCL | 1,244,700 | $103,007 | |||
Thanachart Capital PCL | 1,679,400 | 1,660,622 | |||
Thitikorn PCL | 1,629,300 | 438,710 | |||
Thoresen Thai Agencies PCL | 6,341,600 | 3,029,227 | |||
Tipco Asphalt PCL | 1,259,700 | 724,373 | |||
Tipco Asphalt PCL | 3,394,300 | 1,951,845 | |||
TIPCO Foods PCL | 1,523,700 | 447,363 | |||
Tisco Financial Group PCL | 90 | 241 | |||
Tisco Financial Group PCL | 1,175,400 | 3,147,036 | |||
TKS Technologies PCL | 305,000 | 85,837 | |||
TMBThanachart Bank PCL | 85,301,625 | 2,517,459 | |||
TMT Steel PCL | 3,093,000 | 959,872 | |||
TOA Paint Thailand PCL | 925,800 | 1,014,035 | |||
Total Access Communication PCL | 3,153,400 | 3,693,798 | |||
Total Access Communication PCL | 916,100 | 1,052,188 | |||
TPC Power Holdings Co., Ltd. | 1,573,000 | 526,447 | |||
TPI Polene PCL | 66,486,110 | 3,378,164 | |||
TPI Polene Power PCL | 9,612,200 | 1,286,793 | |||
TQM Corp. PCL | 380,100 | 1,295,237 | |||
True Corp. PCL | 83,734,548 | 8,203,400 | |||
* | TTCL PCL | 852,178 | 96,451 | ||
TTW PCL | 7,128,600 | 2,515,913 | |||
* | U City PCL, Class F | 15,922,939 | 440,857 | ||
Union Auction PCL | 428,200 | 126,372 | |||
* | Unique Engineering & Construction PCL | 5,374,505 | 997,474 | ||
United Paper PCL | 2,283,600 | 1,278,413 | |||
* | United Power of Asia PCL | 9,814,000 | 116,451 | ||
Univanich Palm Oil PCL | 1,299,900 | 257,073 | |||
Univentures PCL | 5,186,900 | 602,843 | |||
* | Vanachai Group PCL | 6,576,740 | 1,600,789 | ||
Vinythai PCL | 2,116,800 | 2,415,152 | |||
WHA Corp. PCL | 26,583,700 | 2,474,971 | |||
WHA Utilities and Power PCL | 3,614,400 | 461,869 | |||
Workpoint Entertainment PCL | 1,606,380 | 938,389 | |||
TOTAL THAILAND | 554,034,464 | ||||
TURKEY — (0.5%) | |||||
* | Afyon Cimento Sanayi TAS | 607,536 | 271,389 | ||
Agesa Hayat ve Emeklilik A.S., Class A | 111,545 | 240,311 | |||
Akbank T.A.S. | 9,138,190 | 5,707,984 | |||
Akcansa Cimento A.S. | 54,323 | 93,927 | |||
Aksa Akrilik Kimya Sanayii A.S. | 1,362,326 | 2,637,777 | |||
#* | Aksa Enerji Uretim A.S., Class B | 806,772 | 1,219,740 | ||
Aksigorta A.S. | 622,781 | 590,717 | |||
# | Alarko Holding A.S. | 622,104 | 696,855 | ||
#* | Albaraka Turk Katilim Bankasi A.S. | 4,389,778 | 782,449 | ||
# | Alkim Alkali Kimya A.S. | 244,774 | 434,971 | ||
Anadolu Anonim Turk Sigorta Sirketi | 1,517,133 | 1,178,506 | |||
Anadolu Efes Biracilik Ve Malt Sanayii A.S. | 573,452 | 1,512,149 | |||
Anadolu Hayat Emeklilik A.S. | 426,292 | 464,005 | |||
# | Arcelik A.S. | 790,010 | 3,094,950 | ||
Aselsan Elektronik Sanayi Ve Ticaret A.S. | 1,353,140 | 2,488,496 | |||
Aygaz A.S. | 285,711 | 492,118 | |||
* | Bagfas Bandirma Gubre Fabrikalari A.S. | 191,293 | 373,027 | ||
* | Bera Holding A.S. | 1,753,491 | 2,302,418 | ||
* | Besiktas Futbol Yatirimlari Sanayi ve Ticaret A.S. | 485,675 | 370,989 | ||
BIM Birlesik Magazalar A.S. | 1,091,078 | 8,211,921 | |||
Bizim Toptan Satis Magazalari A.S. | 60,446 | 82,359 | |||
* | Borusan Mannesmann Boru Sanayi ve Ticaret A.S. | 172,526 | 525,359 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TURKEY — (Continued) | |||||
Borusan Yatirim ve Pazarlama A.S. | 2,670 | $94,217 | |||
Brisa Bridgestone Sabanci Sanayi ve Ticaret A.S. | 205,704 | 570,267 | |||
* | Bursa Cimento Fabrikasi A.S. | 382,939 | 150,464 | ||
Cemtas Celik Makina Sanayi Ve Ticaret A.S. | 183,194 | 295,684 | |||
* | Cimsa Cimento Sanayi VE Ticaret A.S. | 275,091 | 783,769 | ||
Coca-Cola Icecek A.S. | 355,563 | 3,575,919 | |||
Deva Holding A.S. | 174,912 | 529,268 | |||
# | Dogan Sirketler Grubu Holding A.S. | 4,545,573 | 1,412,780 | ||
Dogus Otomotiv Servis ve Ticaret A.S. | 143,377 | 434,357 | |||
# | EGE Endustri VE Ticaret A.S. | 6,944 | 1,050,992 | ||
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret A.S. | 609,286 | 423,362 | |||
Enerjisa Enerji A.S. | 1,103,502 | 1,336,277 | |||
Enka Insaat ve Sanayi A.S. | 2,750,803 | 3,029,387 | |||
Erbosan Erciyas Boru Sanayii ve Ticaret A.S. | 35,963 | 598,438 | |||
Eregli Demir ve Celik Fabrikalari TAS | 1,608,201 | 3,820,431 | |||
* | Fenerbahce Futbol A.S. | 236,837 | 1,024,339 | ||
# | Ford Otomotiv Sanayi A.S. | 173,167 | 3,546,393 | ||
* | Global Yatirim Holding A.S. | 480,756 | 175,354 | ||
# | Goldas Kuyumculuk Sanayi Ithalat Ve B | 61,429 | 0 | ||
Goodyear Lastikleri TAS | 406,821 | 351,566 | |||
* | Gozde Girisim Sermayesi Yatirim Ortakligi A.S. | 913,519 | 597,799 | ||
* | GSD Holding A.S. | 2,231,315 | 483,359 | ||
* | Gubre Fabrikalari TAS | 138,251 | 819,677 | ||
#* | Hektas Ticaret TAS | 2,933,323 | 2,800,126 | ||
#* | Ihlas Holding A.S. | 4,342,095 | 293,247 | ||
#* | Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim A.S. | 610,163 | 844,759 | ||
#* | Is Finansal Kiralama A.S. | 483,788 | 165,985 | ||
Is Yatirim Menkul Degerler A.S., Class A | 1,041,821 | 1,679,951 | |||
#* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class A | 583,082 | 494,094 | ||
#* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class D | 4,894,375 | 4,559,696 | ||
# | Kartonsan Karton Sanayi ve Ticaret A.S. | 109,778 | 675,406 | ||
* | Kerevitas Gida Sanayi ve Ticaret A.S. | 197,574 | 104,801 | ||
KOC Holding A.S. | 867,105 | 2,115,576 | |||
* | Konya Cimento Sanayii A.S. | 3,105 | 328,432 | ||
* | Kordsa Teknik Tekstil A.S. | 314,383 | 872,123 | ||
* | Koza Altin Isletmeleri A.S. | 190,930 | 2,363,166 | ||
#* | Koza Anadolu Metal Madencilik Isletmeleri A.S. | 1,350,085 | 2,173,534 | ||
Logo Yazilim Sanayi Ve Ticaret A.S. | 381,600 | 1,638,314 | |||
Mavi Giyim Sanayi Ve Ticaret AS, Class B | 16,782 | 106,568 | |||
#* | Metro Ticari ve Mali Yatirimlar Holding A.S. | 1,762,056 | 336,383 | ||
* | Migros Ticaret A.S. | 494,849 | 2,002,344 | ||
* | MLP Saglik Hizmetleri A.S. | 6,210 | 16,579 | ||
* | NET Holding A.S. | 1,606,416 | 755,485 | ||
* | Netas Telekomunikasyon A.S. | 153,037 | 349,834 | ||
Nuh Cimento Sanayi A.S. | 267,266 | 1,215,023 | |||
# | Otokar Otomotiv Ve Savunma Sanayi A.S. | 48,021 | 1,664,987 | ||
#* | Oyak Cimento Fabrikalari A.S. | 148,965 | 113,942 | ||
#* | Pegasus Hava Tasimaciligi A.S. | 113,658 | 951,341 | ||
* | Petkim Petrokimya Holding A.S. | 4,872,598 | 3,282,002 | ||
Polisan Holding A.S. | 716,128 | 234,038 | |||
Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret A.S. | 1,194,160 | 1,732,847 | |||
#* | Sasa Polyester Sanayi A.S. | 352,705 | 1,205,160 | ||
#* | Sekerbank Turk A.S. | 2,878,049 | 354,585 | ||
# | Selcuk Ecza Deposu Ticaret ve Sanayi A.S. | 665,021 | 664,120 | ||
# | Tat Gida Sanayi A.S. | 239,350 | 247,804 | ||
* | TAV Havalimanlari Holding A.S. | 829,807 | 2,220,842 | ||
# | Tekfen Holding A.S. | 740,457 | 1,249,567 | ||
Tofas Turk Otomobil Fabrikasi A.S. | 603,478 | 2,345,820 | |||
* | Turcas Petrol A.S. | 450,747 | 184,418 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
TURKEY — (Continued) | |||||
* | Turk Hava Yollari AO | 2,612,247 | $3,942,885 | ||
# | Turk Telekomunikasyon A.S. | 2,341,298 | 1,815,139 | ||
Turk Traktor ve Ziraat Makineleri A.S. | 38,668 | 781,635 | |||
# | Turkcell Iletisim Hizmetleri A.S. | 4,915,643 | 8,991,718 | ||
# | Turkcell Iletisim Hizmetleri A.S., ADR | 141,521 | 643,921 | ||
Turkiye Garanti Bankasi A.S. | 7,632,871 | 7,705,310 | |||
#* | Turkiye Halk Bankasi A.S. | 1,617,197 | 881,509 | ||
# | Turkiye Is Bankasi A.S., Class C | 4,218,042 | 2,639,707 | ||
* | Turkiye Petrol Rafinerileri A.S. | 147,301 | 1,640,468 | ||
# | Turkiye Sinai Kalkinma Bankasi A.S. | 11,874,122 | 1,766,781 | ||
# | Turkiye Sise ve Cam Fabrikalari A.S. | 3,080,067 | 2,774,470 | ||
#* | Turkiye Vakiflar Bankasi TAO, Class D | 2,924,115 | 1,201,231 | ||
# | Ulker Biskuvi Sanayi A.S. | 1,030,668 | 2,439,775 | ||
# | Vestel Elektronik Sanayi ve Ticaret A.S. | 626,462 | 2,224,183 | ||
# | Yapi ve Kredi Bankasi A.S. | 6,653,329 | 1,886,372 | ||
Yatas Yatak ve Yorgan Sanayi ve Ticaret A.S. | 837,976 | 1,318,065 | |||
* | Zorlu Enerji Elektrik Uretim A.S. | 1,603,291 | 337,835 | ||
TOTAL TURKEY | 144,210,419 | ||||
UNITED ARAB EMIRATES — (0.4%) | |||||
Abu Dhabi Commercial Bank PJSC | 4,062,311 | 7,749,815 | |||
Abu Dhabi Islamic Bank PJSC | 4,795,450 | 7,214,518 | |||
Abu Dhabi National Insurance Co. PSC | 8,503 | 11,365 | |||
Abu Dhabi National Oil Co for Distribution PJSC | 2,837,245 | 3,367,393 | |||
* | Abu Dhabi Ship Building Co. PJSC | 248,792 | 325,573 | ||
Agthia Group PJSC | 1,202,079 | 2,041,112 | |||
* | Air Arabia PJSC | 3,740,041 | 1,380,617 | ||
* | Ajman Bank PJSC | 335,171 | 68,479 | ||
Aldar Properties PJSC | 16,847,221 | 18,183,454 | |||
* | Amanat Holdings PJSC | 4,021,490 | 1,158,696 | ||
* | Amlak Finance PJSC | 3,580,841 | 266,778 | ||
* | Arabtec Holding PJSC | 1,809,860 | 48,977 | ||
Aramex PJSC | 2,872,097 | 2,779,696 | |||
* | DAMAC Properties Dubai Co. PJSC | 5,721,301 | 1,910,449 | ||
Dana Gas PJSC | 16,257,712 | 3,899,642 | |||
* | Deyaar Development PJSC | 14,644,937 | 1,155,348 | ||
* | Dubai Financial Market PJSC | 9,241,763 | 2,755,787 | ||
Dubai Investments PJSC | 4,497,662 | 2,082,354 | |||
Dubai Islamic Bank PJSC | 6,053,130 | 7,958,354 | |||
* | Emaar Development PJSC | 3,656,128 | 3,729,027 | ||
* | Emaar Malls PJSC | 9,509,852 | 4,909,876 | ||
Emaar Properties PJSC | 12,654,941 | 13,679,302 | |||
Emirates Integrated Telecommunications Co. PJSC | 45,719 | 82,711 | |||
Emirates NBD Bank PJSC | 809,842 | 2,957,651 | |||
Emirates Telecommunications Group Co. PJSC | 2,674,536 | 16,601,397 | |||
* | Eshraq Investments PJSC | 10,144,093 | 967,137 | ||
First Abu Dhabi Bank PJSC | 3,945,866 | 17,801,484 | |||
* | Gulf Navigation Holding PJSC | 388,585 | 30,437 | ||
* | International Holding Co. PJSC | 16,916 | 610,854 | ||
Islamic Arab Insurance Co. | 3,250,706 | 725,173 | |||
* | Manazel Real Estate PJSC | 5,324,448 | 561,945 | ||
National Central Cooling Co. PJSC | 287,891 | 216,352 | |||
* | RAK Properties PJSC | 8,589,787 | 1,627,697 | ||
* | Ras Al Khaimah Cement Co. PSC | 588,540 | 529,277 | ||
Ras Al Khaimah Ceramics | 719,492 | 447,762 | |||
SHUAA Capital PSC | 2,840,518 | 593,089 | |||
* | Union Properties PJSC | 1,815,760 | 121,757 | ||
TOTAL UNITED ARAB EMIRATES | 130,551,335 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
UNITED KINGDOM — (0.0%) | |||||
* | Bytes Technology Group P.L.C. | 146,389 | $942,286 | ||
UNITED STATES — (0.0%) | |||||
# | Sempra Energy | 52,793 | 6,960,813 | ||
TOTAL COMMON STOCKS | 29,111,473,935 | ||||
PREFERRED STOCKS — (1.0%) | |||||
BRAZIL — (1.0%) | |||||
* | Alpargatas SA | 353,581 | 3,493,549 | ||
Banco ABC Brasil SA | 585,730 | 1,675,683 | |||
Banco Bradesco SA | 9,672,472 | 45,035,750 | |||
Banco do Estado do Rio Grande do Sul SA Class B | 1,360,228 | 3,222,813 | |||
Banco Inter SA | 404,497 | 1,853,856 | |||
Banco Pan SA | 564,589 | 2,229,846 | |||
Centrais Eletricas Brasileiras SA Class B | 630,303 | 4,907,366 | |||
Centrais Eletricas Santa Catarina | 66,063 | 948,025 | |||
Cia de Saneamento do Parana | 5,415,406 | 4,117,507 | |||
Cia de Transmissao de Energia Eletrica Paulista | 1,018,995 | 4,721,039 | |||
Cia Energetica de Minas Gerais | 3,242,552 | 7,433,605 | |||
Cia Energetica de Sao Paulo Class B | 1,117,787 | 5,004,904 | |||
Cia Energetica do Ceara Class A | 85,030 | 977,765 | |||
Cia Ferro Ligas da Bahia - FERBASA | 420,282 | 4,172,761 | |||
Cia Paranaense de Energia | 5,225,310 | 6,140,047 | |||
Eucatex SA Industria e Comercio | 182,459 | 323,001 | |||
Gerdau SA | 2,290,526 | 13,545,471 | |||
* | Gol Linhas Aereas Inteligentes SA | 80,117 | 316,886 | ||
Itau Unibanco Holding SA | 6,829,838 | 39,733,901 | |||
Lojas Americanas SA | 1,311,532 | 1,785,391 | |||
Marcopolo SA | 3,615,445 | 2,089,471 | |||
Petroleo Brasileiro SA | 22,001,222 | 113,675,973 | |||
Randon SA Implementos e Participacoes | 1,143,626 | 2,981,892 | |||
Schulz SA | 251,080 | 498,954 | |||
* | Taurus Armas SA | 203,900 | 1,023,758 | ||
Unipar Carbocloro SA | 504,025 | 8,856,783 | |||
Usinas Siderurgicas de Minas Gerais SA Usiminas Class A | 2,462,582 | 9,725,975 | |||
TOTAL BRAZIL | 290,491,972 | ||||
CHILE — (0.0%) | |||||
Coca-Cola Embonor SA Class B | 329,325 | 399,242 | |||
Embotelladora Andina SA Class B | 1,123,248 | 2,686,435 | |||
TOTAL CHILE | 3,085,677 | ||||
COLOMBIA — (0.0%) | |||||
Banco Davivienda SA | 441,150 | 3,264,829 | |||
Bancolombia SA | 245,604 | 1,760,648 | |||
Grupo Argos SA | 93,838 | 194,790 | |||
Grupo Aval Acciones y Valores SA | 9,700,478 | 2,561,446 | |||
Grupo de Inversiones Suramericana SA | 227,135 | 953,522 | |||
TOTAL COLOMBIA | 8,735,235 | ||||
PHILIPPINES — (0.0%) | |||||
Cebu Air, Inc., 6.000% | 1,187,747 | 1,053,886 | |||
SOUTH KOREA — (0.0%) | |||||
AMOREPACIFIC Group | 6,521 | 231,103 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (0.0%) | |||||
* | U City PCL | 28,578,717 | $669,525 | ||
TOTAL PREFERRED STOCKS | 304,267,398 | ||||
RIGHTS/WARRANTS — (0.0%) | |||||
BRAZIL — (0.0%) | |||||
* | Gafisa SA Rights 08/23/21 | 116,834 | 1,795 | ||
GREECE — (0.0%) | |||||
* | Ellaktor SA Rights 08/03/21 | 80,915 | 23,396 | ||
INDONESIA — (0.0%) | |||||
* | Citra Marga Nusaphala Persada Tbk PT Warrants 11/14/25 | 597,045 | 28,691 | ||
MALAYSIA — (0.0%) | |||||
* | Frontken Corp. Bhd Warrants 05/03/26 | 1,770,600 | 142,655 | ||
* | Scientex BHD Warrants 01/14/26 | 77,526 | 22,045 | ||
* | SKP Resources Bhd Warrants 04/25/26 | 852,179 | 34,330 | ||
TOTAL MALAYSIA | 199,030 | ||||
SOUTH KOREA — (0.0%) | |||||
* | Advanced Digital Chips Inc. Rights 08/09/21 | 57,078 | 19,799 | ||
* | Comtec Systems Co., Ltd. Rights Exp 07/26/21 | 52,813 | 12,673 | ||
#* | Kukdo Chemical Co., Ltd. Rights 08/12/21 | 5,011 | 139,624 | ||
* | Macquariem Korea Infrastructure Fund Rights 08/05/21 | 117,553 | 10,220 | ||
* | Pharmabcine Rights 08/10/21 | 3,541 | 7,388 | ||
* | TYC Brother Industrial Co., Ltd. Rights Exp 06/23/21 | 120,327 | 0 | ||
TOTAL SOUTH KOREA | 189,704 | ||||
TAIWAN — (0.0%) | |||||
* | Chen Full International Co., Ltd. Rights 09/02/21 | 40,058 | 0 | ||
* | Everest Textile Co., Ltd. Rights 09/10/21 | 1,429,021 | 91,981 | ||
* | Fitipower Integrated Technology Rights Exp 07/14/21 | 10,560 | 9,440 | ||
* | I Chiun Precision Industry Co., Ltd. Rights 08/16/21 | 81,538 | 39,071 | ||
* | ITEQ Corp. Rights Exp 07/19/21 | 150,963 | 37,788 | ||
* | Shin Kong Financial Holding Co., Ltd. Rights 08/13/21 | 2,143,585 | 74,353 | ||
TOTAL TAIWAN | 252,633 | ||||
THAILAND — (0.0%) | |||||
* | BTS W6 Warrants 07/22/22 | 590,920 | 0 | ||
* | BTS W7 Warrants 07/21/22 | 1,181,840 | 0 | ||
* | BTS W8 Warrants 07/22/22 | 2,363,680 | 0 | ||
* | Chayo Group PCL Warrants 06/23/23 | 149,006 | 22,486 | ||
* | Erawan Group PCL (The) Warrants 06/14/24 | 459,542 | 14,960 | ||
* | Grande Asset Hotels Foreign Rights Exp 06/03/19 | 215,843 | 0 | ||
* | MBK PCL Warrants 05/15/24 | 292,515 | 84,548 | ||
* | Millcon Steel PCL Rights 05/23/24 | 31,922 | 369 | ||
* | Noble W2 Warrants 01/05/22 | 82,350 | 0 | ||
* | RS PCL Warrants 05/23/24 | 442,680 | 46,063 | ||
* | Samart Corp. PCL Warrants 05/17/24 | 492,735 | 23,987 | ||
* | Samart Telcoms PCL Rights 05/17/24 | 410,883 | 21,252 | ||
* | Sermsang Power Corp. Co., Ltd. Warrants 02/22/22 | 119,229 | 12,261 |
Emerging Markets Core Equity Portfolio
CONTINUED
Shares | Value» | ||||
THAILAND — (Continued) | |||||
* | Sermsang Power Corp. Co., Ltd. Warrants 05/22/25 | 248,072 | $22,190 | ||
TOTAL THAILAND | 248,116 | ||||
TOTAL RIGHTS/WARRANTS | 943,365 | ||||
TOTAL INVESTMENT SECURITIES (Cost $19,525,308,287) | 29,416,757,853 |
Value† | ||||
SECURITIES LENDING COLLATERAL — (1.9%) | ||||
@§ | The DFA Short Term Investment Fund | 49,849,826 | 576,762,484 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $20,101,997,215)^^ | $29,993,520,337 |
As of July 31, 2021, Emerging Markets Core Equity 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 | 1,057 | 09/17/21 | $227,425,864 | $231,985,075 | $4,559,211 | |||||
Total Futures Contracts | $227,425,864 | $231,985,075 | $4,559,211 |
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 | ||||
Bonds | |||||||
India | — | $73,155 | — | $73,155 | |||
Common Stocks | |||||||
Belgium | — | 3,944,059 | — | 3,944,059 | |||
Brazil | $1,225,928,498 | — | — | 1,225,928,498 | |||
Chile | 163,228,776 | — | — | 163,228,776 | |||
China | 1,306,240,862 | 7,822,524,807 | — | 9,128,765,669 | |||
Colombia | 42,059,614 | — | — | 42,059,614 | |||
Czech Republic | — | 29,246,493 | — | 29,246,493 | |||
Egypt | 233,821 | 13,946,698 | — | 14,180,519 | |||
Greece | — | 56,176,655 | — | 56,176,655 | |||
Hong Kong | 10,286,953 | 14,345,018 | — | 24,631,971 | |||
Hungary | — | 70,895,073 | — | 70,895,073 | |||
India | 190,234,040 | 3,515,477,496 | — | 3,705,711,536 | |||
Indonesia | 14,753,578 | 386,263,386 | — | 401,016,964 | |||
Malaysia | — | 465,594,158 | — | 465,594,158 | |||
Mexico | 687,729,234 | 22,627 | — | 687,751,861 | |||
Peru | 18,165,335 | — | — | 18,165,335 | |||
Philippines | 3,812,197 | 212,093,577 | — | 215,905,774 | |||
Poland | — | 238,468,940 | — | 238,468,940 | |||
Qatar | — | 89,570,227 | — | 89,570,227 | |||
Russia | 16,520,055 | 262,148,410 | — | 278,668,465 | |||
Saudi Arabia | 2,006,665 | 841,405,417 | — | 843,412,082 | |||
South Africa | 138,086,228 | 1,192,625,560 | — | 1,330,711,788 | |||
South Korea | 89,681,804 | 4,298,820,283 | — | 4,388,502,087 | |||
Taiwan | 456,610,803 | 4,395,627,271 | — | 4,852,238,074 |
Emerging Markets Core Equity Portfolio
CONTINUED
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Thailand | $554,034,464 | — | — | $554,034,464 | |||
Turkey | 643,921 | $143,566,498 | — | 144,210,419 | |||
United Arab Emirates | — | 130,551,335 | — | 130,551,335 | |||
United Kingdom | — | 942,286 | — | 942,286 | |||
United States | 6,960,813 | — | — | 6,960,813 | |||
Preferred Stocks | |||||||
Brazil | 290,491,972 | — | — | 290,491,972 | |||
Chile | 3,085,677 | — | — | 3,085,677 | |||
Colombia | 8,735,235 | — | — | 8,735,235 | |||
Philippines | — | 1,053,886 | — | 1,053,886 | |||
South Korea | — | 231,103 | — | 231,103 | |||
Thailand | 669,525 | — | — | 669,525 | |||
Rights/Warrants | |||||||
Brazil | — | 1,795 | — | 1,795 | |||
Greece | — | 23,396 | — | 23,396 | |||
Indonesia | — | 28,691 | — | 28,691 | |||
Malaysia | — | 199,030 | — | 199,030 | |||
South Korea | — | 189,704 | — | 189,704 | |||
Taiwan | — | 252,633 | — | 252,633 | |||
Thailand | — | 248,116 | — | 248,116 | |||
Securities Lending Collateral | — | 576,762,484 | — | 576,762,484 | |||
Futures Contracts** | 4,559,211 | — | — | 4,559,211 | |||
TOTAL | $5,234,759,281 | $24,763,320,267 | — | $29,998,079,548 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
U.S. Large Cap Equity Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | ||||
COMMON STOCKS — (99.3%) | |||||
COMMUNICATION SERVICES — (10.7%) | |||||
Activision Blizzard, Inc. | 33,967 | $2,840,321 | |||
* | Alphabet, Inc., Class A | 12,785 | 34,449,566 | ||
* | Alphabet, Inc., Class C | 12,532 | 33,891,791 | ||
* | Altice USA, Inc., Class A | 10,421 | 320,237 | ||
AT&T, Inc. | 376,126 | 10,550,334 | |||
Cable One, Inc. | 641 | 1,210,202 | |||
#* | Charter Communications, Inc., Class A | 8,231 | 6,124,276 | ||
Comcast Corp., Class A | 283,704 | 16,690,306 | |||
#* | Discovery, Inc., Class A | 21,517 | 624,208 | ||
* | Discovery, Inc., Class C | 40,952 | 1,110,209 | ||
* | DISH Network Corp., Class A | 30,038 | 1,258,292 | ||
Electronic Arts, Inc. | 17,244 | 2,482,446 | |||
* | Facebook, Inc., Class A | 116,865 | 41,638,999 | ||
Fox Corp., Class A | 34,757 | 1,239,435 | |||
Fox Corp., Class B | 26,067 | 866,467 | |||
* | IAC/InterActiveCorp | 2,068 | 283,916 | ||
Interpublic Group of Cos., Inc. (The) | 69,400 | 2,453,984 | |||
* | Liberty Broadband Corp., Class A | 2,108 | 361,880 | ||
* | Liberty Broadband Corp., Class C | 12,426 | 2,205,491 | ||
* | Liberty Media Corp.-Liberty Formula One, Class A | 1,915 | 79,396 | ||
* | Liberty Media Corp.-Liberty Formula One, Class C | 24,880 | 1,167,618 | ||
* | Liberty Media Corp.-Liberty SiriusXM, Class A | 8,443 | 394,204 | ||
* | Liberty Media Corp.-Liberty SiriusXM, Class C | 17,636 | 814,783 | ||
* | Live Nation Entertainment, Inc. | 8,634 | 681,136 | ||
Lumen Technologies, Inc. | 174,306 | 2,173,596 | |||
* | Match Group, Inc. | 13,161 | 2,096,152 | ||
* | Netflix, Inc. | 17,536 | 9,076,108 | ||
New York Times Co. (The), Class A | 12,013 | 525,929 | |||
News Corp., Class A | 30,333 | 747,102 | |||
News Corp., Class B | 17,470 | 410,720 | |||
Omnicom Group, Inc. | 32,803 | 2,388,714 | |||
* | Pinterest, Inc., Class A | 13,691 | 806,400 | ||
* | Roku, Inc. | 3,149 | 1,348,748 | ||
# | Sirius XM Holdings, Inc. | 73,704 | 476,865 | ||
#* | Snap, Inc., Class A | 24,862 | 1,850,230 | ||
* | Spotify Technology SA | 2,794 | 638,904 | ||
* | Take-Two Interactive Software, Inc. | 7,849 | 1,361,174 | ||
* | T-Mobile US, Inc. | 29,794 | 4,290,932 | ||
* | Twitter, Inc. | 25,787 | 1,798,643 | ||
Verizon Communications, Inc. | 330,179 | 18,417,385 | |||
# | ViacomCBS, Inc., Class A | 868 | 38,652 | ||
ViacomCBS, Inc., Class B | 48,997 | 2,005,447 | |||
* | Vimeo, Inc. | 3,357 | 150,394 | ||
* | Walt Disney Co. (The) | 67,564 | 11,892,615 | ||
Warner Music Group Corp., Class A | 2,458 | 92,888 | |||
* | Zillow Group, Inc., Class A | 7,062 | 756,552 | ||
#* | Zillow Group, Inc., Class C | 9,662 | 1,026,684 | ||
* | Zynga, Inc., Class A | 86,080 | 869,408 | ||
TOTAL COMMUNICATION SERVICES | 228,979,739 | ||||
CONSUMER DISCRETIONARY — (11.4%) | |||||
Advance Auto Parts, Inc. | 7,704 | 1,633,710 | |||
* | Amazon.com, Inc. | 19,164 | 63,769,935 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
CONSUMER DISCRETIONARY — (Continued) | |||||
* | Aptiv P.L.C. | 14,325 | $2,390,126 | ||
Aramark | 20,322 | 713,912 | |||
Autoliv, Inc. | 6,474 | 653,097 | |||
* | AutoNation, Inc. | 300 | 36,399 | ||
* | AutoZone, Inc. | 975 | 1,582,981 | ||
Bath & Body Works, Inc. | 15,849 | 1,269,029 | |||
Best Buy Co., Inc. | 30,827 | 3,463,413 | |||
* | Booking Holdings, Inc. | 1,064 | 2,317,669 | ||
BorgWarner, Inc. | 24,939 | 1,221,512 | |||
* | Bright Horizons Family Solutions, Inc. | 4,732 | 707,434 | ||
* | Burlington Stores, Inc. | 1,710 | 572,508 | ||
* | Caesars Entertainment, Inc. | 15,188 | 1,326,824 | ||
* | Capri Holdings, Ltd. | 2,200 | 123,882 | ||
* | CarMax, Inc. | 20,731 | 2,776,917 | ||
#* | Carnival Corp. | 66,617 | 1,442,258 | ||
#* | Carvana Co. | 1,784 | 602,207 | ||
#* | Chegg, Inc. | 8,610 | 763,104 | ||
#* | Chewy, Inc., Class A | 2,699 | 225,906 | ||
* | Chipotle Mexican Grill, Inc. | 1,110 | 2,068,418 | ||
Churchill Downs, Inc. | 2,600 | 483,080 | |||
Darden Restaurants, Inc. | 7,254 | 1,058,214 | |||
* | Deckers Outdoor Corp. | 2,689 | 1,104,776 | ||
# | Dick's Sporting Goods, Inc. | 5,249 | 546,631 | ||
Dollar General Corp. | 13,937 | 3,242,304 | |||
* | Dollar Tree, Inc. | 29,035 | 2,897,403 | ||
Domino's Pizza, Inc. | 1,659 | 871,788 | |||
DR Horton, Inc. | 36,935 | 3,524,707 | |||
eBay, Inc. | 46,607 | 3,179,064 | |||
* | Etsy, Inc. | 4,630 | 849,651 | ||
* | Expedia Group, Inc. | 3,602 | 579,454 | ||
* | Five Below, Inc. | 5,074 | 986,487 | ||
* | Floor & Decor Holdings, Inc., Class A | 8,043 | 981,326 | ||
* | Ford Motor Co. | 160,349 | 2,236,869 | ||
Gap, Inc. (The) | 37,817 | 1,103,122 | |||
Garmin, Ltd. | 19,421 | 3,052,981 | |||
* | General Motors Co. | 79,950 | 4,544,358 | ||
Gentex Corp. | 38,439 | 1,308,079 | |||
Genuine Parts Co. | 15,878 | 2,015,236 | |||
Hasbro, Inc. | 17,370 | 1,727,273 | |||
* | Hilton Worldwide Holdings, Inc. | 11,715 | 1,539,937 | ||
Home Depot, Inc. (The) | 46,264 | 15,183,382 | |||
* | Hyatt Hotels Corp., Class A | 294 | 23,482 | ||
Kohl's Corp. | 8,581 | 435,915 | |||
* | Las Vegas Sands Corp. | 11,709 | 495,876 | ||
Lear Corp. | 6,405 | 1,120,747 | |||
Lennar Corp., Class A | 24,214 | 2,546,102 | |||
Lennar Corp., Class B | 1,823 | 157,416 | |||
Levi Strauss & Co., Class A | 5,125 | 141,040 | |||
Lithia Motors, Inc., Class A | 3,716 | 1,401,750 | |||
* | LKQ Corp. | 36,848 | 1,870,036 | ||
Lowe's Cos., Inc. | 36,480 | 7,029,331 | |||
* | Lululemon Athletica, Inc. | 5,376 | 2,151,314 | ||
* | Marriott International, Inc., Class A | 13,157 | 1,920,659 | ||
McDonald's Corp. | 30,648 | 7,438,576 | |||
MGM Resorts International | 28,027 | 1,051,853 | |||
* | Mohawk Industries, Inc. | 5,504 | 1,072,730 | ||
Newell Brands, Inc. | 37,607 | 930,773 | |||
NIKE, Inc., Class B | 49,904 | 8,359,419 | |||
#* | Norwegian Cruise Line Holdings, Ltd. | 30,865 | 741,686 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
CONSUMER DISCRETIONARY — (Continued) | |||||
* | NVR, Inc. | 402 | $2,099,485 | ||
* | O'Reilly Automotive, Inc. | 3,105 | 1,874,923 | ||
* | Peloton Interactive, Inc., Class A | 8,733 | 1,030,931 | ||
#* | Penn National Gaming, Inc. | 11,099 | 758,950 | ||
Pool Corp. | 2,589 | 1,237,076 | |||
PulteGroup, Inc. | 34,755 | 1,907,007 | |||
Ralph Lauren Corp. | 3,600 | 408,672 | |||
#* | RH | 1,509 | 1,002,097 | ||
Ross Stores, Inc. | 12,863 | 1,578,161 | |||
#* | Royal Caribbean Cruises, Ltd. | 19,439 | 1,494,276 | ||
Service Corp. International | 31,732 | 1,982,933 | |||
Starbucks Corp. | 48,390 | 5,875,998 | |||
* | Tapestry, Inc. | 25,897 | 1,095,443 | ||
Target Corp. | 31,433 | 8,205,585 | |||
* | Tesla, Inc. | 21,902 | 15,051,054 | ||
TJX Cos., Inc. (The) | 53,033 | 3,649,201 | |||
Tractor Supply Co. | 10,104 | 1,828,117 | |||
* | Ulta Beauty, Inc. | 3,847 | 1,291,823 | ||
* | Under Armour, Inc., Class A | 13,004 | 265,932 | ||
* | Under Armour, Inc., Class C | 15,214 | 266,549 | ||
* | Vail Resorts, Inc. | 3,206 | 978,471 | ||
VF Corp. | 21,451 | 1,720,370 | |||
#* | Wayfair, Inc., Class A | 2,776 | 670,015 | ||
Whirlpool Corp. | 11,760 | 2,605,310 | |||
# | Williams-Sonoma, Inc. | 9,262 | 1,405,045 | ||
* | Wynn Resorts, Ltd. | 6,089 | 598,731 | ||
Yum! Brands, Inc. | 13,047 | 1,714,245 | |||
TOTAL CONSUMER DISCRETIONARY | 244,162,468 | ||||
CONSUMER STAPLES — (6.1%) | |||||
Altria Group, Inc. | 103,375 | 4,966,135 | |||
Archer-Daniels-Midland Co. | 43,323 | 2,587,250 | |||
#* | Beyond Meat, Inc. | 2,661 | 326,505 | ||
#* | Boston Beer Co., Inc. (The), Class A | 607 | 430,970 | ||
Brown-Forman Corp., Class A | 3,116 | 208,429 | |||
Brown-Forman Corp., Class B | 20,812 | 1,475,987 | |||
Bunge, Ltd. | 15,002 | 1,164,605 | |||
# | Campbell Soup Co. | 32,963 | 1,441,142 | ||
Church & Dwight Co., Inc. | 21,130 | 1,829,435 | |||
Clorox Co. (The) | 6,475 | 1,171,263 | |||
Coca-Cola Co. (The) | 204,227 | 11,647,066 | |||
Colgate-Palmolive Co. | 35,913 | 2,855,083 | |||
Conagra Brands, Inc. | 42,947 | 1,438,295 | |||
Constellation Brands, Inc., Class A | 8,442 | 1,893,878 | |||
Costco Wholesale Corp. | 22,042 | 9,471,888 | |||
* | Darling Ingredients, Inc. | 19,863 | 1,371,937 | ||
Estee Lauder Cos., Inc. (The), Class A | 11,738 | 3,918,497 | |||
General Mills, Inc. | 57,188 | 3,366,086 | |||
Hershey Co. (The) | 8,730 | 1,561,622 | |||
Hormel Foods Corp. | 47,469 | 2,201,612 | |||
JM Smucker Co. (The) | 11,956 | 1,567,551 | |||
Kellogg Co. | 33,268 | 2,107,860 | |||
Keurig Dr Pepper, Inc. | 23,660 | 833,069 | |||
Kimberly-Clark Corp. | 14,860 | 2,016,799 | |||
Kraft Heinz Co. (The) | 26,540 | 1,020,994 | |||
Kroger Co. (The) | 105,546 | 4,295,722 | |||
Lamb Weston Holdings, Inc. | 12,104 | 808,184 | |||
McCormick & Co., Inc. | 17,928 | 1,509,000 | |||
McCormick & Co., Inc. | 612 | 51,509 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
CONSUMER STAPLES — (Continued) | |||||
* | Molson Coors Beverage Co., Class B | 21,566 | $1,054,362 | ||
Mondelez International, Inc., Class A | 59,110 | 3,739,299 | |||
* | Monster Beverage Corp. | 19,555 | 1,844,428 | ||
PepsiCo, Inc. | 74,464 | 11,687,125 | |||
Philip Morris International, Inc. | 64,433 | 6,449,099 | |||
Procter & Gamble Co. (The) | 124,570 | 17,717,591 | |||
Sysco Corp. | 28,709 | 2,130,208 | |||
Tyson Foods, Inc., Class A | 30,784 | 2,199,825 | |||
* | US Foods Holding Corp. | 14,901 | 511,700 | ||
Walgreens Boots Alliance, Inc. | 41,451 | 1,954,415 | |||
Walmart, Inc. | 79,532 | 11,337,287 | |||
TOTAL CONSUMER STAPLES | 130,163,712 | ||||
ENERGY — (2.6%) | |||||
Baker Hughes Co. | 53,555 | 1,137,508 | |||
* | Cheniere Energy, Inc. | 13,234 | 1,123,964 | ||
Chevron Corp. | 72,140 | 7,344,573 | |||
ConocoPhillips | 69,201 | 3,879,408 | |||
Continental Resources, Inc. | 16,493 | 563,236 | |||
Devon Energy Corp. | 52,997 | 1,369,443 | |||
Diamondback Energy, Inc. | 11,317 | 872,880 | |||
* | DTE Midstream LLC | 4,215 | 178,716 | ||
EOG Resources, Inc. | 33,926 | 2,471,848 | |||
Exxon Mobil Corp. | 157,133 | 9,046,147 | |||
Halliburton Co. | 103,783 | 2,146,232 | |||
Hess Corp. | 34,057 | 2,603,317 | |||
Kinder Morgan, Inc. | 108,265 | 1,881,646 | |||
Marathon Oil Corp. | 62,489 | 724,248 | |||
Marathon Petroleum Corp. | 54,909 | 3,032,075 | |||
Occidental Petroleum Corp. | 98,098 | 2,560,358 | |||
ONEOK, Inc. | 37,953 | 1,972,417 | |||
Phillips 66 | 24,896 | 1,828,113 | |||
Pioneer Natural Resources Co. | 16,705 | 2,428,406 | |||
Schlumberger, N.V. | 90,017 | 2,595,190 | |||
Targa Resources Corp. | 27,261 | 1,147,961 | |||
# | Texas Pacific Land Corp. | 233 | 347,764 | ||
Valero Energy Corp. | 31,696 | 2,122,681 | |||
Williams Cos., Inc. (The) | 104,801 | 2,625,265 | |||
TOTAL ENERGY | 56,003,396 | ||||
FINANCIALS — (11.4%) | |||||
Aflac, Inc. | 49,485 | 2,721,675 | |||
* | Alleghany Corp. | 1,440 | 954,864 | ||
Allstate Corp. (The) | 23,629 | 3,072,951 | |||
Ally Financial, Inc. | 52,249 | 2,683,509 | |||
American Express Co. | 43,776 | 7,465,121 | |||
American Financial Group, Inc. | 5,790 | 732,377 | |||
American International Group, Inc. | 40,279 | 1,907,211 | |||
Ameriprise Financial, Inc. | 14,135 | 3,640,611 | |||
Aon P.L.C., Class A | 12,949 | 3,367,128 | |||
* | Arch Capital Group, Ltd. | 30,990 | 1,208,610 | ||
Ares Management Corp., Class A | 7,408 | 530,487 | |||
Arthur J Gallagher & Co. | 20,478 | 2,852,790 | |||
Assurant, Inc. | 4,759 | 751,018 | |||
* | Athene Holding, Ltd., Class A | 21,893 | 1,414,726 | ||
Bank of America Corp. | 290,728 | 11,152,326 | |||
Bank of New York Mellon Corp. (The) | 30,893 | 1,585,738 | |||
* | Berkshire Hathaway, Inc., Class B | 68,126 | 18,958,785 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
FINANCIALS — (Continued) | |||||
BlackRock, Inc. | 6,888 | $5,973,067 | |||
Blackstone Group, Inc. (The) | 29,831 | 3,438,619 | |||
Brown & Brown, Inc. | 31,425 | 1,709,520 | |||
Capital One Financial Corp. | 18,382 | 2,972,369 | |||
Cboe Global Markets, Inc. | 12,656 | 1,499,356 | |||
Charles Schwab Corp. (The) | 56,050 | 3,808,598 | |||
Chubb, Ltd. | 16,855 | 2,844,113 | |||
Cincinnati Financial Corp. | 13,946 | 1,643,954 | |||
Citigroup, Inc. | 77,723 | 5,255,629 | |||
Citizens Financial Group, Inc. | 33,028 | 1,392,460 | |||
CME Group, Inc. | 13,755 | 2,917,848 | |||
CNA Financial Corp. | 6,080 | 267,581 | |||
Comerica, Inc. | 10,311 | 707,953 | |||
# | Commerce Bancshares, Inc. | 14,883 | 1,052,675 | ||
Discover Financial Services | 32,014 | 3,979,981 | |||
East West Bancorp, Inc. | 15,398 | 1,095,568 | |||
Equitable Holdings, Inc. | 40,353 | 1,245,697 | |||
Erie Indemnity Co., Class A | 4,776 | 883,035 | |||
Everest Re Group, Ltd. | 4,304 | 1,088,180 | |||
FactSet Research Systems, Inc. | 3,388 | 1,210,465 | |||
Fidelity National Financial, Inc. | 36,583 | 1,631,968 | |||
Fifth Third Bancorp | 54,688 | 1,984,628 | |||
First Horizon Corp. | 53,453 | 825,849 | |||
First Republic Bank | 13,847 | 2,700,442 | |||
Franklin Resources, Inc. | 36,956 | 1,092,050 | |||
Globe Life, Inc. | 14,492 | 1,349,350 | |||
Goldman Sachs Group, Inc. (The) | 13,788 | 5,168,845 | |||
Hartford Financial Services Group, Inc. (The) | 37,905 | 2,411,516 | |||
Huntington Bancshares, Inc. | 90,043 | 1,267,805 | |||
Interactive Brokers Group, Inc., Class A | 5,300 | 327,858 | |||
Intercontinental Exchange, Inc. | 25,646 | 3,073,160 | |||
Invesco, Ltd. | 35,261 | 859,663 | |||
JPMorgan Chase & Co. | 150,358 | 22,821,337 | |||
KeyCorp | 75,257 | 1,479,553 | |||
KKR & Co., Inc. | 26,231 | 1,672,489 | |||
Lincoln National Corp. | 19,683 | 1,212,866 | |||
Loews Corp. | 20,407 | 1,094,427 | |||
LPL Financial Holdings, Inc. | 10,135 | 1,429,440 | |||
M&T Bank Corp. | 10,334 | 1,383,206 | |||
* | Markel Corp. | 1,056 | 1,273,716 | ||
MarketAxess Holdings, Inc. | 1,856 | 881,916 | |||
Marsh & McLennan Cos., Inc. | 26,983 | 3,972,437 | |||
MetLife, Inc. | 28,000 | 1,615,600 | |||
Moody's Corp. | 9,694 | 3,644,944 | |||
Morgan Stanley | 70,736 | 6,789,241 | |||
Morningstar, Inc. | 4,414 | 1,115,109 | |||
MSCI, Inc., Class A | 3,490 | 2,079,900 | |||
Nasdaq, Inc. | 18,135 | 3,386,349 | |||
Northern Trust Corp. | 21,845 | 2,465,208 | |||
PNC Financial Services Group, Inc. (The) | 15,976 | 2,914,182 | |||
Principal Financial Group, Inc. | 24,811 | 1,541,507 | |||
Progressive Corp. (The) | 37,314 | 3,550,800 | |||
Prudential Financial, Inc. | 15,276 | 1,531,877 | |||
Raymond James Financial, Inc. | 14,831 | 1,920,318 | |||
Regions Financial Corp. | 74,541 | 1,434,914 | |||
Reinsurance Group of America, Inc. | 3,812 | 420,006 | |||
RenaissanceRe Holdings, Ltd. | 5,085 | 776,429 | |||
S&P Global, Inc. | 10,392 | 4,455,258 | |||
Santander Consumer USA Holdings, Inc. | 19,281 | 791,099 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
FINANCIALS — (Continued) | |||||
SEI Investments Co. | 18,771 | $1,141,277 | |||
Signature Bank | 3,804 | 863,394 | |||
State Street Corp. | 26,967 | 2,349,904 | |||
* | SVB Financial Group | 5,512 | 3,031,380 | ||
Synchrony Financial | 60,987 | 2,867,609 | |||
T Rowe Price Group, Inc. | 17,145 | 3,500,323 | |||
Tradeweb Markets, Inc., Class A | 6,784 | 588,376 | |||
Travelers Cos., Inc. (The) | 23,366 | 3,479,665 | |||
Truist Financial Corp. | 50,076 | 2,725,637 | |||
U.S. Bancorp. | 54,769 | 3,041,870 | |||
Voya Financial, Inc. | 9,928 | 639,363 | |||
Wells Fargo & Co. | 146,284 | 6,720,287 | |||
Western Alliance Bancorp | 9,808 | 910,379 | |||
Willis Towers Watson P.L.C. | 10,001 | 2,061,006 | |||
WR Berkley Corp. | 17,033 | 1,246,305 | |||
Zions Bancorp NA | 7,160 | 373,394 | |||
TOTAL FINANCIALS | 245,874,026 | ||||
HEALTH CARE — (13.7%) | |||||
* | 10X Genomics, Inc., Class A | 1,294 | 237,100 | ||
Abbott Laboratories | 84,511 | 10,224,141 | |||
AbbVie, Inc. | 93,295 | 10,850,208 | |||
* | ABIOMED, Inc. | 3,339 | 1,092,320 | ||
* | Acceleron Pharma, Inc. | 925 | 115,681 | ||
Agilent Technologies, Inc. | 14,063 | 2,154,873 | |||
* | Align Technology, Inc. | 2,319 | 1,613,560 | ||
#* | Alnylam Pharmaceuticals, Inc. | 3,749 | 670,846 | ||
* | Amedisys, Inc. | 2,200 | 573,364 | ||
AmerisourceBergen Corp. | 11,102 | 1,356,331 | |||
Amgen, Inc. | 31,777 | 7,675,417 | |||
Anthem, Inc. | 12,486 | 4,794,749 | |||
AstraZeneca P.L.C., Sponsored ADR | 31,096 | 1,779,935 | |||
* | Avantor, Inc. | 34,936 | 1,312,895 | ||
Baxter International, Inc. | 35,838 | 2,772,069 | |||
Becton Dickinson and Co. | 10,944 | 2,798,928 | |||
* | Biogen, Inc. | 11,131 | 3,636,832 | ||
* | BioMarin Pharmaceutical, Inc. | 11,388 | 873,801 | ||
* | Bio-Rad Laboratories, Inc., Class A | 1,921 | 1,420,599 | ||
Bio-Techne Corp. | 2,847 | 1,372,937 | |||
* | Boston Scientific Corp. | 51,954 | 2,369,102 | ||
#* | Bridgebio Pharma, Inc. | 2,423 | 129,509 | ||
Bristol-Myers Squibb Co. | 107,788 | 7,315,572 | |||
Bruker Corp. | 12,075 | 993,169 | |||
Cardinal Health, Inc. | 36,997 | 2,196,882 | |||
* | Catalent, Inc. | 15,212 | 1,822,550 | ||
* | Centene Corp. | 29,273 | 2,008,421 | ||
Cerner Corp. | 28,301 | 2,275,117 | |||
* | Charles River Laboratories International, Inc. | 3,962 | 1,612,217 | ||
Chemed Corp. | 1,883 | 896,346 | |||
Cigna Corp. | 18,329 | 4,206,322 | |||
Cooper Cos., Inc. (The) | 3,819 | 1,610,740 | |||
* | CRISPR Therapeutics AG | 3,480 | 421,150 | ||
CVS Health Corp. | 66,363 | 5,465,657 | |||
Danaher Corp. | 24,873 | 7,399,469 | |||
* | DaVita, Inc. | 16,882 | 2,030,060 | ||
* | Denali Therapeutics, Inc. | 9,200 | 469,476 | ||
DENTSPLY SIRONA, Inc. | 16,929 | 1,117,991 | |||
* | DexCom, Inc. | 3,078 | 1,586,740 | ||
* | Edwards Lifesciences Corp. | 21,113 | 2,370,357 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
HEALTH CARE — (Continued) | |||||
* | Elanco Animal Health, Inc. | 35,778 | $1,304,824 | ||
Eli Lilly and Co. | 42,293 | 10,298,345 | |||
Encompass Health Corp. | 13,865 | 1,154,261 | |||
* | Exact Sciences Corp. | 9,085 | 979,726 | ||
* | Fate Therapeutics, Inc. | 1,826 | 151,193 | ||
Gilead Sciences, Inc. | 64,522 | 4,406,207 | |||
#* | Guardant Health, Inc. | 6,342 | 696,352 | ||
HCA Healthcare, Inc. | 11,562 | 2,869,688 | |||
* | Henry Schein, Inc. | 18,666 | 1,496,080 | ||
* | Hologic, Inc. | 23,901 | 1,793,531 | ||
* | Horizon Therapeutics P.L.C. | 16,733 | 1,673,635 | ||
Humana, Inc. | 7,830 | 3,334,484 | |||
* | IDEXX Laboratories, Inc. | 4,742 | 3,217,589 | ||
* | Illumina, Inc. | 3,774 | 1,870,960 | ||
* | Incyte Corp. | 8,511 | 658,326 | ||
* | Insulet Corp. | 2,033 | 568,610 | ||
* | Intellia Therapeutics, Inc. | 4,005 | 568,109 | ||
* | Intuitive Surgical, Inc. | 3,810 | 3,777,463 | ||
* | IQVIA Holdings, Inc. | 10,997 | 2,723,957 | ||
* | Jazz Pharmaceuticals P.L.C. | 7,605 | 1,289,200 | ||
Johnson & Johnson | 153,595 | 26,449,059 | |||
* | Laboratory Corp. of America Holdings | 8,812 | 2,609,674 | ||
* | Masimo Corp. | 4,654 | 1,267,703 | ||
McKesson Corp. | 8,119 | 1,654,896 | |||
Medtronic P.L.C. | 50,262 | 6,599,903 | |||
Merck & Co., Inc. | 144,699 | 11,123,012 | |||
* | Mettler-Toledo International, Inc. | 1,416 | 2,086,773 | ||
* | Mirati Therapeutics, Inc. | 2,509 | 401,591 | ||
* | Moderna, Inc. | 10,099 | 3,571,006 | ||
* | Molina Healthcare, Inc. | 10,229 | 2,792,619 | ||
* | Natera, Inc. | 3,951 | 452,469 | ||
* | Neurocrine Biosciences, Inc. | 5,618 | 523,654 | ||
* | Novavax, Inc. | 2,810 | 503,917 | ||
* | Novocure, Ltd. | 2,637 | 406,124 | ||
* | Organon & Co. | 14,469 | 419,746 | ||
* | Penumbra, Inc. | 1,878 | 499,980 | ||
PerkinElmer, Inc. | 12,250 | 2,232,317 | |||
Pfizer, Inc. | 281,677 | 12,058,592 | |||
Quest Diagnostics, Inc. | 14,739 | 2,089,990 | |||
* | Regeneron Pharmaceuticals, Inc. | 4,912 | 2,822,484 | ||
* | Repligen Corp. | 4,145 | 1,018,427 | ||
ResMed, Inc. | 7,852 | 2,134,174 | |||
# | Royalty Pharma P.L.C., Class A | 11,796 | 450,607 | ||
* | Seagen, Inc. | 6,515 | 999,336 | ||
STERIS P.L.C. | 8,863 | 1,931,691 | |||
Stryker Corp. | 13,648 | 3,697,789 | |||
* | Syneos Health, Inc. | 6,600 | 591,822 | ||
#* | Teladoc Health, Inc. | 7,900 | 1,172,755 | ||
Teleflex, Inc. | 3,423 | 1,360,403 | |||
Thermo Fisher Scientific, Inc. | 18,348 | 9,908,103 | |||
* | United Therapeutics Corp. | 3,200 | 582,176 | ||
UnitedHealth Group, Inc. | 51,981 | 21,427,608 | |||
Universal Health Services, Inc., Class B | 9,183 | 1,473,045 | |||
* | Veeva Systems, Inc., Class A | 4,424 | 1,471,909 | ||
* | Vertex Pharmaceuticals, Inc. | 9,583 | 1,931,741 | ||
Viatris, Inc. | 98,854 | 1,390,876 | |||
* | Waters Corp. | 3,547 | 1,382,656 | ||
West Pharmaceutical Services, Inc. | 3,940 | 1,622,216 | |||
Zimmer Biomet Holdings, Inc. | 16,096 | 2,630,408 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
HEALTH CARE — (Continued) | |||||
Zoetis, Inc. | 26,373 | $5,345,807 | |||
TOTAL HEALTH CARE | 293,545,031 | ||||
INDUSTRIALS — (11.3%) | |||||
3M Co. | 35,336 | 6,994,408 | |||
# | ADT, Inc. | 33,052 | 346,715 | ||
* | AECOM | 10,806 | 680,346 | ||
AGCO Corp. | 9,734 | 1,285,959 | |||
* | Alaska Air Group, Inc. | 6,700 | 388,801 | ||
Allegion P.L.C. | 8,851 | 1,209,047 | |||
AMERCO | 2,734 | 1,607,483 | |||
* | American Airlines Group, Inc. | 15,200 | 309,776 | ||
AMETEK, Inc. | 25,440 | 3,537,432 | |||
AO Smith Corp. | 19,515 | 1,372,490 | |||
* | Axon Enterprise, Inc. | 1,949 | 362,553 | ||
* | Boeing Co. (The) | 22,441 | 5,082,438 | ||
Booz Allen Hamilton Holding Corp., Class A | 16,632 | 1,427,192 | |||
* | Builders FirstSource, Inc. | 16,400 | 729,800 | ||
Carlisle Cos., Inc. | 7,637 | 1,544,507 | |||
Carrier Global Corp. | 68,992 | 3,811,808 | |||
Caterpillar, Inc. | 35,902 | 7,422,738 | |||
CH Robinson Worldwide, Inc. | 15,827 | 1,411,294 | |||
Cintas Corp. | 10,381 | 4,091,983 | |||
#* | Clarivate P.L.C. | 10,924 | 249,067 | ||
* | Copart, Inc. | 14,879 | 2,187,213 | ||
* | CoStar Group, Inc. | 21,040 | 1,869,404 | ||
CSX Corp. | 144,960 | 4,685,107 | |||
Cummins, Inc. | 19,405 | 4,503,900 | |||
Deere & Co. | 16,908 | 6,113,764 | |||
* | Delta Air Lines, Inc. | 16,533 | 659,667 | ||
Donaldson Co., Inc. | 9,555 | 632,445 | |||
Dover Corp. | 15,592 | 2,605,735 | |||
Eaton Corp. P.L.C. | 19,885 | 3,142,824 | |||
Emerson Electric Co. | 36,252 | 3,657,464 | |||
Equifax, Inc. | 8,946 | 2,331,328 | |||
Expeditors International of Washington, Inc. | 14,061 | 1,803,323 | |||
Fastenal Co. | 51,094 | 2,798,418 | |||
FedEx Corp. | 16,324 | 4,569,904 | |||
Fortive Corp. | 26,250 | 1,907,325 | |||
Fortune Brands Home & Security, Inc. | 20,152 | 1,964,215 | |||
* | Generac Holdings, Inc. | 3,793 | 1,590,632 | ||
General Dynamics Corp. | 18,410 | 3,608,912 | |||
General Electric Co. | 333,883 | 4,323,785 | |||
Graco, Inc. | 20,394 | 1,592,363 | |||
HEICO Corp. | 4,109 | 555,742 | |||
HEICO Corp., Class A | 5,853 | 709,910 | |||
Honeywell International, Inc. | 35,355 | 8,265,645 | |||
* | Howmet Aerospace, Inc. | 39,288 | 1,289,432 | ||
Hubbell, Inc. | 9,655 | 1,935,441 | |||
Huntington Ingalls Industries, Inc. | 3,381 | 693,545 | |||
IDEX Corp. | 5,108 | 1,157,933 | |||
IHS Markit, Ltd. | 21,845 | 2,552,370 | |||
Illinois Tool Works, Inc. | 17,877 | 4,052,180 | |||
* | Ingersoll Rand, Inc. | 32,526 | 1,589,546 | ||
Jacobs Engineering Group, Inc. | 10,097 | 1,365,619 | |||
JB Hunt Transport Services, Inc. | 11,663 | 1,964,632 | |||
Johnson Controls International P.L.C. | 28,101 | 2,006,973 | |||
Kansas City Southern | 9,978 | 2,672,108 | |||
Knight-Swift Transportation Holdings, Inc. | 20,768 | 1,031,962 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
INDUSTRIALS — (Continued) | |||||
L3Harris Technologies, Inc. | 8,087 | $1,833,646 | |||
Leidos Holdings, Inc. | 18,976 | 2,019,426 | |||
Lennox International, Inc. | 2,835 | 933,934 | |||
Lockheed Martin Corp. | 13,376 | 4,971,458 | |||
* | Lyft, Inc., Class A | 10,357 | 572,949 | ||
Masco Corp. | 12,984 | 775,275 | |||
#* | MasTec, Inc. | 2,612 | 264,413 | ||
* | Middleby Corp. (The) | 2,145 | 410,746 | ||
Nielsen Holdings P.L.C. | 28,220 | 668,532 | |||
Nordson Corp. | 5,277 | 1,193,288 | |||
Norfolk Southern Corp. | 12,468 | 3,214,624 | |||
Northrop Grumman Corp. | 10,314 | 3,744,188 | |||
Old Dominion Freight Line, Inc. | 10,204 | 2,746,407 | |||
Oshkosh Corp. | 2,300 | 274,965 | |||
Otis Worldwide Corp. | 18,551 | 1,661,242 | |||
Owens Corning | 10,319 | 992,275 | |||
PACCAR, Inc. | 40,842 | 3,389,478 | |||
Parker-Hannifin Corp. | 12,944 | 4,038,916 | |||
Pentair P.L.C. | 23,752 | 1,749,810 | |||
* | Plug Power, Inc. | 14,717 | 401,480 | ||
Quanta Services, Inc. | 13,631 | 1,239,058 | |||
Raytheon Technologies Corp. | 56,976 | 4,954,063 | |||
Republic Services, Inc. | 40,949 | 4,846,724 | |||
Robert Half International, Inc. | 11,628 | 1,141,986 | |||
Rockwell Automation, Inc. | 6,095 | 1,873,725 | |||
Rollins, Inc. | 20,878 | 800,254 | |||
Roper Technologies, Inc. | 5,466 | 2,685,664 | |||
* | Sensata Technologies Holding P.L.C. | 13,480 | 790,198 | ||
Snap-on, Inc. | 7,521 | 1,639,428 | |||
* | Southwest Airlines Co. | 45,857 | 2,316,696 | ||
Stanley Black & Decker, Inc. | 14,992 | 2,954,174 | |||
#* | Sunrun, Inc. | 14,009 | 742,057 | ||
* | Teledyne Technologies, Inc. | 3,795 | 1,718,262 | ||
Textron, Inc. | 21,106 | 1,456,525 | |||
Toro Co. (The) | 13,627 | 1,549,935 | |||
Trane Technologies P.L.C. | 13,135 | 2,674,417 | |||
* | TransDigm Group, Inc. | 2,146 | 1,375,779 | ||
TransUnion | 16,504 | 1,981,470 | |||
* | Trex Co., Inc. | 13,726 | 1,332,795 | ||
* | Uber Technologies, Inc. | 29,580 | 1,285,547 | ||
Union Pacific Corp. | 42,772 | 9,356,803 | |||
* | United Airlines Holdings, Inc. | 25,091 | 1,172,251 | ||
United Parcel Service, Inc., Class B | 38,913 | 7,446,392 | |||
* | United Rentals, Inc. | 12,781 | 4,211,979 | ||
Verisk Analytics, Inc., Class A | 9,476 | 1,799,871 | |||
Waste Management, Inc. | 26,258 | 3,893,011 | |||
Watsco, Inc. | 3,162 | 893,075 | |||
Westinghouse Air Brake Technologies Corp. | 14,655 | 1,243,770 | |||
WW Grainger, Inc. | 4,222 | 1,877,017 | |||
* | XPO Logistics, Inc. | 15,696 | 2,176,878 | ||
Xylem, Inc. | 11,956 | 1,504,663 | |||
TOTAL INDUSTRIALS | 243,048,122 | ||||
INFORMATION TECHNOLOGY — (26.2%) | |||||
Accenture P.L.C., Class A | 39,801 | 12,643,982 | |||
* | Adobe, Inc. | 19,845 | 12,336,247 | ||
* | Advanced Micro Devices, Inc. | 47,982 | 5,095,209 | ||
* | Akamai Technologies, Inc. | 16,533 | 1,982,637 | ||
Amdocs, Ltd. | 19,202 | 1,480,666 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
INFORMATION TECHNOLOGY — (Continued) | |||||
Amphenol Corp., Class A | 34,486 | $2,499,890 | |||
Analog Devices, Inc. | 16,654 | 2,788,213 | |||
* | Anaplan, Inc. | 2,928 | 167,482 | ||
* | ANSYS, Inc. | 4,455 | 1,641,489 | ||
Apple, Inc. | 795,528 | 116,035,714 | |||
Applied Materials, Inc. | 49,157 | 6,878,539 | |||
* | Arista Networks, Inc. | 5,123 | 1,948,738 | ||
* | Arrow Electronics, Inc. | 2,794 | 331,285 | ||
#* | Aspen Technology, Inc. | 7,818 | 1,143,461 | ||
* | Atlassian Corp. P.L.C., Class A | 3,892 | 1,265,367 | ||
* | Autodesk, Inc. | 9,645 | 3,097,299 | ||
Automatic Data Processing, Inc. | 23,539 | 4,934,481 | |||
* | Avalara, Inc. | 4,579 | 765,471 | ||
* | Bill.Com Holdings, Inc. | 2,612 | 540,214 | ||
* | Black Knight, Inc. | 11,932 | 988,089 | ||
Broadcom, Inc. | 21,823 | 10,592,884 | |||
Broadridge Financial Solutions, Inc. | 10,454 | 1,813,664 | |||
* | Cadence Design Systems, Inc. | 12,379 | 1,827,759 | ||
CDW Corp. | 8,066 | 1,478,901 | |||
* | Ceridian HCM Holding, Inc. | 8,464 | 832,858 | ||
* | Ciena Corp. | 21,657 | 1,259,138 | ||
Cisco Systems, Inc. | 228,736 | 12,665,112 | |||
Citrix Systems, Inc. | 5,477 | 551,808 | |||
* | Cloudflare, Inc., Class A | 3,637 | 431,457 | ||
Cognex Corp. | 12,975 | 1,173,070 | |||
Cognizant Technology Solutions Corp., Class A | 37,689 | 2,771,272 | |||
* | Concentrix Corp. | 4,700 | 769,531 | ||
Corning, Inc. | 69,592 | 2,913,121 | |||
* | Coupa Software, Inc. | 1,724 | 374,108 | ||
#* | Cree, Inc. | 6,917 | 641,621 | ||
* | Crowdstrike Holdings, Inc., Class A | 4,868 | 1,234,573 | ||
* | Datadog, Inc., Class A | 4,230 | 468,261 | ||
* | Dell Technologies, Inc., Class C | 10,042 | 970,258 | ||
* | DocuSign, Inc. | 4,816 | 1,435,361 | ||
Dolby Laboratories, Inc., Class A | 6,404 | 621,828 | |||
* | Dropbox, Inc., Class A | 16,311 | 513,633 | ||
* | DXC Technology Co. | 18,560 | 742,029 | ||
* | Dynatrace, Inc. | 9,205 | 587,923 | ||
* | Elastic N.V. | 5,282 | 782,053 | ||
* | Enphase Energy, Inc. | 4,650 | 881,640 | ||
Entegris, Inc. | 13,368 | 1,612,716 | |||
* | EPAM Systems, Inc. | 2,883 | 1,613,903 | ||
* | F5 Networks, Inc. | 7,289 | 1,505,251 | ||
* | Fair Isaac Corp. | 1,781 | 933,084 | ||
Fidelity National Information Services, Inc. | 23,228 | 3,462,133 | |||
* | First Solar, Inc. | 7,786 | 669,907 | ||
* | Fiserv, Inc. | 21,476 | 2,472,102 | ||
* | Five9, Inc. | 3,172 | 638,492 | ||
* | FleetCor Technologies, Inc. | 7,508 | 1,938,716 | ||
* | Flex, Ltd. | 52,100 | 936,237 | ||
* | Fortinet, Inc. | 8,340 | 2,270,482 | ||
* | Gartner, Inc. | 7,103 | 1,880,377 | ||
Genpact, Ltd. | 28,087 | 1,399,013 | |||
Global Payments, Inc. | 11,158 | 2,158,069 | |||
* | Globant SA | 2,100 | 502,236 | ||
* | GoDaddy, Inc., Class A | 7,667 | 642,878 | ||
* | Guidewire Software, Inc. | 6,023 | 693,850 | ||
Hewlett Packard Enterprise Co. | 101,266 | 1,468,357 | |||
HP, Inc. | 47,001 | 1,356,919 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
INFORMATION TECHNOLOGY — (Continued) | |||||
* | HubSpot, Inc. | 1,208 | $719,992 | ||
Intel Corp. | 257,129 | 13,812,970 | |||
International Business Machines Corp. | 63,143 | 8,900,637 | |||
Intuit, Inc. | 9,138 | 4,842,866 | |||
* | IPG Photonics Corp. | 5,941 | 1,296,089 | ||
Jabil, Inc. | 10,127 | 602,962 | |||
Jack Henry & Associates, Inc. | 6,830 | 1,189,035 | |||
Juniper Networks, Inc. | 28,091 | 790,481 | |||
* | Keysight Technologies, Inc. | 15,734 | 2,589,030 | ||
KLA Corp. | 8,506 | 2,961,449 | |||
Lam Research Corp. | 7,295 | 4,649,906 | |||
* | Manhattan Associates, Inc. | 5,216 | 832,630 | ||
Marvell Technology, Inc. | 56,705 | 3,431,220 | |||
Mastercard, Inc., Class A | 47,587 | 18,365,727 | |||
Maxim Integrated Products, Inc. | 17,156 | 1,714,056 | |||
Microchip Technology, Inc. | 17,404 | 2,490,860 | |||
* | Micron Technology, Inc. | 57,070 | 4,427,491 | ||
Microsoft Corp. | 318,006 | 90,603,089 | |||
MKS Instruments, Inc. | 3,049 | 476,986 | |||
#* | MongoDB, Inc. | 1,556 | 558,480 | ||
Monolithic Power Systems, Inc. | 2,167 | 973,546 | |||
Motorola Solutions, Inc. | 7,367 | 1,649,619 | |||
NetApp, Inc. | 12,665 | 1,008,007 | |||
NortonLifeLock, Inc. | 22,329 | 554,206 | |||
* | Nuance Communications, Inc. | 17,200 | 944,280 | ||
NVIDIA Corp. | 97,236 | 18,960,048 | |||
NXP Semiconductors NV | 2,371 | 489,351 | |||
#* | Okta, Inc. | 3,266 | 809,282 | ||
* | ON Semiconductor Corp. | 49,103 | 1,917,963 | ||
Oracle Corp. | 103,459 | 9,015,417 | |||
* | Palantir Technologies, Inc., Class A | 13,998 | 303,897 | ||
* | Palo Alto Networks, Inc. | 2,466 | 984,057 | ||
Paychex, Inc. | 27,825 | 3,167,041 | |||
* | Paycom Software, Inc. | 2,768 | 1,107,200 | ||
* | Paylocity Holding Corp. | 3,400 | 705,364 | ||
* | PayPal Holdings, Inc. | 37,226 | 10,256,880 | ||
Pegasystems, Inc. | 4,414 | 563,403 | |||
* | PTC, Inc. | 7,206 | 976,053 | ||
* | Qorvo, Inc. | 12,423 | 2,355,277 | ||
QUALCOMM, Inc. | 60,153 | 9,010,919 | |||
* | RingCentral, Inc., Class A | 2,159 | 577,036 | ||
* | salesforce.com, Inc. | 32,878 | 7,954,175 | ||
# | Seagate Technology Holdings P.L.C | 16,277 | 1,430,748 | ||
* | ServiceNow, Inc. | 5,604 | 3,294,536 | ||
Skyworks Solutions, Inc. | 14,017 | 2,586,277 | |||
* | SolarEdge Technologies, Inc. | 3,802 | 986,543 | ||
* | Splunk, Inc. | 5,032 | 714,443 | ||
* | Square, Inc., Class A | 9,451 | 2,336,854 | ||
SS&C Technologies Holdings, Inc. | 27,465 | 2,152,981 | |||
* | Synopsys, Inc. | 6,262 | 1,803,393 | ||
TE Connectivity, Ltd. | 16,830 | 2,481,920 | |||
Teradyne, Inc. | 16,406 | 2,083,562 | |||
Texas Instruments, Inc. | 49,493 | 9,434,356 | |||
* | Trade Desk, Inc. (The), Class A | 14,880 | 1,218,821 | ||
* | Trimble, Inc. | 19,461 | 1,663,916 | ||
* | Twilio, Inc., Class A | 4,438 | 1,657,992 | ||
* | Tyler Technologies, Inc. | 2,067 | 1,018,287 | ||
# | Ubiquiti, Inc. | 404 | 126,492 | ||
Universal Display Corp. | 4,752 | 1,114,296 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
INFORMATION TECHNOLOGY — (Continued) | |||||
* | VeriSign, Inc. | 4,386 | $948,999 | ||
# | Visa, Inc., Class A | 82,332 | 20,285,781 | ||
* | VMware, Inc., Class A | 4,647 | 714,430 | ||
* | Western Digital Corp. | 31,687 | 2,057,437 | ||
Western Union Co. (The) | 33,535 | 778,347 | |||
* | WEX, Inc. | 2,459 | 466,546 | ||
* | Workday, Inc., Class A | 4,820 | 1,129,808 | ||
Xilinx, Inc. | 13,650 | 2,045,316 | |||
* | Zebra Technologies Corp., Class A | 3,413 | 1,885,614 | ||
* | Zendesk, Inc. | 3,012 | 393,156 | ||
* | Zoom Video Communications, Inc., Class A | 4,478 | 1,693,132 | ||
* | Zscaler, Inc. | 2,717 | 640,967 | ||
TOTAL INFORMATION TECHNOLOGY | 563,736,985 | ||||
MATERIALS — (3.8%) | |||||
Air Products & Chemicals, Inc. | 11,701 | 3,405,342 | |||
Albemarle Corp. | 12,044 | 2,481,546 | |||
Amcor P.L.C. | 167,728 | 1,938,936 | |||
AptarGroup, Inc. | 10,979 | 1,415,413 | |||
Avery Dennison Corp. | 8,592 | 1,810,163 | |||
Ball Corp. | 23,950 | 1,937,076 | |||
* | Berry Global Group, Inc. | 10,910 | 701,404 | ||
Celanese Corp., Class A | 12,318 | 1,918,775 | |||
CF Industries Holdings, Inc. | 14,518 | 685,975 | |||
#* | Cleveland-Cliffs, Inc. | 21,756 | 543,900 | ||
Corteva, Inc. | 57,252 | 2,449,240 | |||
Crown Holdings, Inc. | 17,454 | 1,741,211 | |||
Dow, Inc. | 55,993 | 3,480,525 | |||
DuPont de Nemours, Inc. | 14,507 | 1,088,750 | |||
Eastman Chemical Co. | 15,192 | 1,712,442 | |||
Ecolab, Inc. | 13,186 | 2,911,864 | |||
FMC Corp. | 16,378 | 1,751,627 | |||
Freeport-McMoRan, Inc. | 126,058 | 4,802,810 | |||
International Flavors & Fragrances, Inc. | 18,621 | 2,805,067 | |||
International Paper Co. | 47,160 | 2,723,962 | |||
Linde P.L.C. | 21,882 | 6,726,308 | |||
LyondellBasell Industries NV, Class A | 49,908 | 4,957,362 | |||
Martin Marietta Materials, Inc. | 6,247 | 2,269,535 | |||
Mosaic Co. (The) | 28,274 | 882,997 | |||
Newmont Corp. | 42,951 | 2,698,182 | |||
Nucor Corp. | 28,534 | 2,968,107 | |||
Packaging Corp. of America | 12,009 | 1,699,273 | |||
PPG Industries, Inc. | 16,396 | 2,681,074 | |||
Reliance Steel & Aluminum Co. | 8,877 | 1,395,020 | |||
Royal Gold, Inc. | 5,680 | 690,234 | |||
RPM International, Inc. | 13,586 | 1,176,412 | |||
Scotts Miracle-Gro Co. (The) | 5,810 | 1,028,138 | |||
Sherwin-Williams Co. (The) | 12,990 | 3,780,480 | |||
# | Southern Copper Corp. | 8,004 | 525,383 | ||
Steel Dynamics, Inc. | 23,061 | 1,486,281 | |||
Vulcan Materials Co. | 14,403 | 2,592,396 | |||
Westlake Chemical Corp. | 6,774 | 561,700 | |||
WestRock Co. | 21,069 | 1,036,805 | |||
TOTAL MATERIALS | 81,461,715 | ||||
REAL ESTATE — (0.2%) | |||||
* | CBRE Group, Inc., Class A | 36,710 | 3,541,047 |
U.S. Large Cap Equity Portfolio
CONTINUED
Shares | Value† | ||||
REAL ESTATE — (Continued) | |||||
* | Jones Lang LaSalle, Inc. | 3,869 | $861,123 | ||
TOTAL REAL ESTATE | 4,402,170 | ||||
UTILITIES — (1.9%) | |||||
AES Corp. (The) | 34,749 | 823,551 | |||
Alliant Energy Corp. | 10,392 | 608,244 | |||
Ameren Corp. | 10,230 | 858,502 | |||
American Electric Power Co., Inc. | 19,408 | 1,710,233 | |||
American Water Works Co., Inc. | 7,542 | 1,282,970 | |||
Atmos Energy Corp. | 5,126 | 505,372 | |||
# | Avangrid, Inc. | 5,483 | 285,884 | ||
CenterPoint Energy, Inc. | 31,601 | 804,561 | |||
CMS Energy Corp. | 12,185 | 752,911 | |||
Consolidated Edison, Inc. | 14,385 | 1,061,181 | |||
Dominion Energy, Inc. | 31,007 | 2,321,494 | |||
DTE Energy Co. | 8,431 | 989,125 | |||
Duke Energy Corp. | 29,549 | 3,105,895 | |||
Edison International | 15,924 | 867,858 | |||
Entergy Corp. | 8,412 | 865,763 | |||
# | Essential Utilities, Inc. | 12,986 | 637,872 | ||
Evergy, Inc. | 9,533 | 621,742 | |||
Eversource Energy | 14,259 | 1,230,124 | |||
Exelon Corp. | 38,689 | 1,810,645 | |||
FirstEnergy Corp. | 22,399 | 858,330 | |||
NextEra Energy, Inc. | 75,682 | 5,895,628 | |||
NiSource, Inc. | 20,159 | 499,338 | |||
NRG Energy, Inc. | 38,625 | 1,592,895 | |||
#* | PG&E Corp. | 45,405 | 399,110 | ||
Pinnacle West Capital Corp. | 5,870 | 490,439 | |||
PPL Corp. | 34,251 | 971,701 | |||
Public Service Enterprise Group, Inc. | 20,696 | 1,287,912 | |||
Sempra Energy | 11,302 | 1,476,606 | |||
Southern Co. (The) | 41,471 | 2,648,753 | |||
UGI Corp. | 17,137 | 788,131 | |||
Vistra Corp. | 49,971 | 956,945 | |||
WEC Energy Group, Inc. | 12,873 | 1,211,864 | |||
Xcel Energy, Inc. | 20,820 | 1,420,965 | |||
TOTAL UTILITIES | 41,642,544 | ||||
TOTAL COMMON STOCKS Cost ($1,085,707,046) | 2,133,019,908 |
TEMPORARY CASH INVESTMENTS — (0.1%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 1,010,883 | 1,010,883 | ||
SECURITIES LENDING COLLATERAL — (0.6%) | ||||
@§ | The DFA Short Term Investment Fund | 1,194,806 | 13,823,910 | |
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $1,100,539,758)^^ | $2,147,854,701 |
U.S. Large Cap Equity 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 | |||||||
Communication Services | $228,979,739 | — | — | $228,979,739 | |||
Consumer Discretionary | 244,162,468 | — | — | 244,162,468 | |||
Consumer Staples | 130,163,712 | — | — | 130,163,712 | |||
Energy | 56,003,396 | — | — | 56,003,396 | |||
Financials | 245,874,026 | — | — | 245,874,026 | |||
Health Care | 293,545,031 | — | — | 293,545,031 | |||
Industrials | 243,048,122 | — | — | 243,048,122 | |||
Information Technology | 563,736,985 | — | — | 563,736,985 | |||
Materials | 81,461,715 | — | — | 81,461,715 | |||
Real Estate | 4,402,170 | — | — | 4,402,170 | |||
Utilities | 41,642,544 | — | — | 41,642,544 | |||
Temporary Cash Investments | 1,010,883 | — | — | 1,010,883 | |||
Securities Lending Collateral | — | $13,823,910 | — | 13,823,910 | |||
TOTAL | $2,134,030,791 | $13,823,910 | — | $2,147,854,701 |
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
As of July 31, 2021, DFA Commodity Strategy Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying consolidated financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 21,156,368 | NZD | 29,832,644 | Bank of America Corp. | 08/17/21 | $372,785 | ||||
Total Appreciation | $372,785 | |||||||||
USD | 59,531,229 | NOK | 526,248,362 | JP Morgan | 08/27/21 | $(39,646) | ||||
USD | 107,021,465 | CAD | 134,776,134 | Citibank, N.A. | 09/07/21 | (1,003,840) | ||||
USD | 62,375,930 | CAD | 79,208,761 | Citibank, N.A. | 09/10/21 | (1,111,401) | ||||
Total (Depreciation) | $(2,154,887) | |||||||||
Total Appreciation (Depreciation) | $(1,782,102) |
As of July 31, 2021, DFA Commodity Strategy 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: | ||||||||||
CBOT Corn Futures | 199 | 12/14/21 | $5,521,956 | $5,425,238 | $(96,718) | |||||
CBOT Soybean Meal Futures | 73 | 12/14/21 | 2,825,350 | 2,583,470 | (241,880) | |||||
CBOT Soybean Oil Futures | 107 | 12/14/21 | 3,993,610 | 4,047,168 | 53,558 | |||||
CBOT Soybean Oil Futures | 75 | 11/12/21 | 5,248,094 | 5,059,687 | (188,407) | |||||
CBOT Wheat Futures | 79 | 12/14/21 | 2,773,170 | 2,816,350 | 43,180 | |||||
CME Lean Hogs Futures | 55 | 10/14/21 | 1,867,922 | 1,936,550 | 68,628 | |||||
CME Live Cattle Futures | 74 | 10/29/21 | 3,717,199 | 3,765,120 | 47,921 | |||||
COMEX Copper Futures | 51 | 12/29/21 | 5,672,674 | 5,680,763 | 8,089 | |||||
COMEX Gold 100 Troy Oz. Futures | 67 | 12/29/21 | 12,170,382 | 12,175,240 | 4,858 | |||||
COMEX Silver Futures | 28 | 12/29/21 | 3,572,608 | 3,584,000 | 11,392 | |||||
Gasoline RBOB Futures | 31 | 10/29/21 | 2,724,271 | 2,788,363 | 64,092 | |||||
ICE Brent Crude Oil Futures | 111 | 09/30/21 | 7,940,307 | 8,279,489 | 339,182 | |||||
KCBT Hard Red Winter Wheat Futures | 46 | 12/14/21 | 1,566,595 | 1,573,775 | 7,180 | |||||
LME Nickel Futures | 32 | 09/13/21 | 3,471,444 | 3,753,792 | 282,348 | |||||
LME Nickel Futures | 22 | 11/15/21 | 2,608,419 | 2,580,600 | (27,819) | |||||
LME Primary Aluminium Futures | 106 | 09/13/21 | 6,539,935 | 6,876,750 | 336,815 | |||||
LME Primary Aluminium Futures | 73 | 11/15/21 | 4,734,379 | 4,723,100 | (11,279) | |||||
LME Zinc Futures | 40 | 11/15/21 | 2,976,180 | 3,028,500 | 52,320 | |||||
LME Zinc Futures | 58 | 09/13/21 | 4,353,775 | 4,400,750 | 46,975 | |||||
Low Su Gasoil G Futures | 52 | 11/11/21 | 3,123,800 | 3,183,700 | 59,900 | |||||
Natural Gas Futures | 264 | 10/27/21 | 10,643,490 | 10,512,480 | (131,010) | |||||
NY Harbor ULSD Futures | 28 | 10/29/21 | 2,531,822 | 2,581,085 | 49,263 | |||||
NYBOT CSC ’C’ Coffee Futures | 53 | 12/20/21 | 4,061,447 | 3,626,194 | (435,253) | |||||
NYBOT CSC No. 11 World Sugar Futures | 150 | 09/30/21 | 2,942,199 | 3,008,880 | 66,681 | |||||
NYBOT CTN No. 2 Cotton Futures | 33 | 12/08/21 | 1,420,122 | 1,474,935 | 54,813 | |||||
WTI CRUDE FUTURE | 141 | 10/20/21 | 9,991,028 | 10,212,630 | 221,602 | |||||
Total | $118,992,178 | $119,678,609 | $686,431 | |||||||
Short Position contracts: | ||||||||||
LME Nickel Futures | (32) | 09/13/21 | (3,688,488) | (3,753,792) | (65,304) | |||||
LME Primary Aluminium Futures | (106) | 09/13/21 | (6,752,651) | (6,876,750) | (124,099) | |||||
LME Zinc Futures | (58) | 09/13/21 | (4,279,388) | (4,400,750) | (121,362) | |||||
Total | $(14,720,527) | $(15,031,292) | $(310,765) | |||||||
Total Futures Contracts | $104,271,651 | $104,647,317 | $375,666 |
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
As of July 31, 2021, DFA Commodity Strategy Portfolio had entered into the following outstanding Total Return Swaps:
Reference Entity* | Counterparty | Notional Amount | Payments received (paid) by the Fund** | Expiration Date | Upfront Premiums Paid | Upfront Premiums Received | Market Value | Unrealized Appreciation (Depreciation) | |||||||||
BofA Merrill Lynch Commodity MLBXPPDM Total Return Index (1) | Bank of America Corp. | USD | 182,487,339 | 3 Month USD UST 13-Week Bill High Discount Rate plus 0.14% | 09/29/21 | — | — | $1,085,870 | $1,085,870 | ||||||||
BofA Merrill Lynch Total Return Index (2) | Bank of America Corp. | USD | 199,153,154 | 3 Month USD UST 13-Week Bill High Discount Rate plus 0.19% | 09/29/21 | — | — | 1,701,478 | 1,701,478 | ||||||||
Citi Commodities Pre-Roll RS Total Return Index (3) | Citibank, N.A. | USD | 245,092,814 | 3 Month USD UST 13-Week Bill High Discount Rate plus 0.18% | 09/30/21 | — | — | (262,673) | (262,673) | ||||||||
Citi Custom CIVICS H Total Return Index (4) | Citibank, N.A. | USD | 115,022,216 | 3 Month USD UST 13-Week Bill High Discount Rate plus 0.14% | 09/30/21 | — | — | (456,377) | (456,377) | ||||||||
Credit Suisse Custom 141 Total Return Index (5) | Credit Suisse | USD | 204,738,782 | 3 Month USD UST 13-Week Bill High Discount Rate plus 0.18% | 08/30/21 | — | — | 1,251,875 | 1,251,875 | ||||||||
Credit Suisse Custom 57 Total Return Index (6) | Credit Suisse | USD | 174,982,506 | 3 Month USD UST 13-Week Bill High Discount Rate plus 0.14% | 08/30/21 | — | — | 764,246 | 764,246 | ||||||||
UBS UBSIB190 Custom Strategy (7) | UBS AG | USD | 403,786,160 | 3 Month USD UST 13-Week Bill High Discount Rate plus 0.14% | 10/27/21 | — | — | 244,781 | 244,781 | ||||||||
Total | — | — | $4,329,200 | $4,329,200 |
* | Portfolio receives the price appreciation of the reference entity at maturity. |
** | Payments received (paid) by the Fund are exchanged at maturity. |
(1) The following table represents the individual positions within the Total Return Swap as of July 31, 2021:
Referenced Commodity — Long Position
Futures Contract | % of Index | Notional Amount | ||
CBOT Soybean Oil Futures | 3.86% | $ 7,047,739 | ||
CBOT Corn Futures | 5.18% | 9,447,346 | ||
NYMEX Light Sweet Crude Oil Futures | 9.74% | 17,767,593 | ||
ICE Brent Crude Oil Futures | 7.89% | 14,406,193 | ||
NYBOT CTN No. 2 Cotton Futures | 1.42% | 2,594,694 | ||
COMEX Gold 100 Troy Oz. Futures | 11.68% | 21,308,801 | ||
COMEX Copper Futures | 5.46% | 9,961,998 | ||
NYMEX NY Harbor ULSD Futures | 2.49% | 4,548,258 | ||
NYBOT CSC 'C' Coffee Futures | 3.46% | 6,316,897 | ||
KCBT Hard Red Winter Wheat Futures | 1.51% | 2,752,478 |
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Futures Contract | % of Index | Notional Amount | ||
LME Primary Aluminum Futures | 4.50% | 8,207,924 | ||
CME Live Cattle Futures | 3.57% | 6,519,709 | ||
CME Lean Hogs Futures | 1.85% | 3,368,223 | ||
LME Nickel Futures | 2.46% | 4,491,426 | ||
LME Zinc Futures | 2.86% | 5,222,920 | ||
NYMEX Henry Hub Natural Gas Futures | 10.03% | 18,300,323 | ||
ICE Gasoil Futures | 3.07% | 5,599,625 | ||
CBOT Soybean Futures | 4.86% | 8,873,446 | ||
NYBOT CSC No. 11 World Sugar Futures | 2.88% | 5,254,220 | ||
COMEX Silver Futures | 3.43% | 6,264,231 | ||
CBOT Soybean Meal Futures | 2.47% | 4,514,804 | ||
CBOT Wheat Futures | 2.69% | 4,907,064 | ||
NYMEX Reformulated Gasoline Blend Futures | 2.64% | 4,811,427 | ||
Total Notional Amount | $ 182,487,339 |
(2) The following table represents the individual positions within the Total Return Swap as of July 31, 2021:
Referenced Commodity — Long Position
Futures Contract | % of Index | Notional Amount | ||
CBOT Soybean Oil Futures | 3.84% | $ 7,618,383 | ||
CBOT Corn Futures | 5.18% | 10,323,879 | ||
NYMEX Light Sweet Crude Oil Futures | 11.86% | 23,626,492 | ||
ICE Brent Crude Oil Futures | 9.41% | 18,744,664 | ||
NYBOT CTN No. 2 Cotton Futures | 1.41% | 2,816,219 | ||
COMEX Gold 100 Troy Oz. Futures | 9.28% | 18,486,956 | ||
COMEX Copper Futures | 5.43% | 10,823,053 | ||
NYMEX NY Harbor ULSD Futures | 2.48% | 4,944,348 | ||
NYBOT CSC 'C' Coffee Futures | 2.71% | 5,401,253 | ||
KCBT Hard Red Winter Wheat Futures | 1.18% | 2,346,601 | ||
LME Primary Aluminum Futures | 4.45% | 8,864,950 | ||
CME Live Cattle Futures | 2.85% | 5,668,159 | ||
CME Lean Hogs Futures | 2.20% | 4,382,574 | ||
LME Nickel Futures | 2.45% | 4,871,916 | ||
LME Zinc Futures | 2.27% | 4,523,238 | ||
NYMEX Henry Hub Natural Gas Futures | 12.05% | 23,994,800 | ||
ICE Gasoil Futures | 3.06% | 6,094,505 | ||
CBOT Soybean Futures | 4.85% | 9,655,374 | ||
NYBOT CSC No. 11 World Sugar Futures | 2.30% | 4,584,065 | ||
COMEX Silver Futures | 2.72% | 5,423,713 | ||
CBOT Soybean Meal Futures | 2.48% | 4,935,517 | ||
CBOT Wheat Futures | 2.11% | 4,197,024 | ||
NYMEX Reformulated Gasoline Blend Futures | 3.43% | 6,825,471 | ||
Total Notional Amount | $ 199,153,154 |
(3) The following table represents the individual positions within the Total Return Swap as of July 31, 2021:
Referenced Commodity — Long Position
Futures Contract | % of Index | Notional Amount | ||
CBOT Soybean Oil Futures | 3.84% | $ 9,375,756 | ||
CBOT Corn Futures | 5.18% | 12,705,340 | ||
NYMEX Light Sweet Crude Oil Futures | 11.86% | 29,076,533 | ||
ICE Brent Crude Oil Futures | 9.41% | 23,068,590 | ||
NYBOT CTN No. 2 Cotton Futures | 1.41% | 3,465,850 | ||
COMEX Gold 100 Troy Oz. Futures | 9.28% | 22,751,435 |
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Futures Contract | % of Index | Notional Amount | ||
COMEX Copper Futures | 5.43% | 13,319,662 | ||
NYMEX NY Harbor ULSD Futures | 2.48% | 6,084,886 | ||
NYBOT CSC 'C' Coffee Futures | 2.71% | 6,647,187 | ||
KCBT Hard Red Winter Wheat Futures | 1.18% | 2,887,903 | ||
LME Primary Aluminum Futures | 4.45% | 10,909,873 | ||
CME Live Cattle Futures | 2.85% | 6,975,661 | ||
CME Lean Hogs Futures | 2.20% | 5,393,525 | ||
LME Nickel Futures | 2.45% | 5,995,745 | ||
LME Zinc Futures | 2.27% | 5,566,636 | ||
NYMEX Henry Hub Natural Gas Futures | 12.05% | 29,529,801 | ||
ICE Gasoil Futures | 3.06% | 7,500,355 | ||
CBOT Soybean Futures | 4.85% | 11,882,628 | ||
NYBOT CSC No. 11 World Sugar Futures | 2.30% | 5,641,494 | ||
COMEX Silver Futures | 2.72% | 6,674,828 | ||
CBOT Soybean Meal Futures | 2.48% | 6,074,018 | ||
CBOT Wheat Futures | 2.11% | 5,165,172 | ||
NYMEX Reformulated Gasoline Blend Futures | 3.43% | 8,399,936 | ||
Total Notional Amount | $ 245,092,814 |
(4) The following table represents the individual positions within the Total Return Swap as of July 31, 2021:
Referenced Commodity — Long Position
Futures Contract | % of Index | Notional Amount | ||
CBOT Soybean Oil Futures | 3.86% | $ 4,442,208 | ||
CBOT Corn Futures | 5.18% | 5,954,685 | ||
NYMEX Light Sweet Crude Oil Futures | 9.74% | 11,198,957 | ||
ICE Brent Crude Oil Futures | 7.89% | 9,080,259 | ||
NYBOT CTN No. 2 Cotton Futures | 1.42% | 1,635,442 | ||
COMEX Gold 100 Troy Oz. Futures | 11.68% | 13,430,989 | ||
COMEX Copper Futures | 5.46% | 6,279,072 | ||
NYMEX NY Harbor ULSD Futures | 2.49% | 2,866,778 | ||
NYBOT CSC 'C' Coffee Futures | 3.46% | 3,981,555 | ||
KCBT Hard Red Winter Wheat Futures | 1.51% | 1,734,893 | ||
LME Primary Aluminum Futures | 4.50% | 5,173,475 | ||
CME Live Cattle Futures | 3.57% | 4,109,388 | ||
CME Lean Hogs Futures | 1.85% | 2,122,999 | ||
LME Nickel Futures | 2.46% | 2,830,957 | ||
LME Zinc Futures | 2.86% | 3,292,019 | ||
NYMEX Henry Hub Natural Gas Futures | 10.03% | 11,534,738 | ||
ICE Gasoil Futures | 3.07% | 3,529,458 | ||
CBOT Soybean Futures | 4.86% | 5,592,955 | ||
NYBOT CSC No. 11 World Sugar Futures | 2.88% | 3,311,748 | ||
COMEX Silver Futures | 3.43% | 3,948,360 | ||
CBOT Soybean Meal Futures | 2.47% | 2,845,692 | ||
CBOT Wheat Futures | 2.69% | 3,092,934 | ||
NYMEX Reformulated Gasoline Blend Futures | 2.64% | 3,032,655 | ||
Total Notional Amount | $ 115,022,216 |
(5) The following table represents the individual positions within the Total Return Swap as of July 31, 2021:
Referenced Commodity — Long Position
Futures Contract | % of Index | Notional Amount | ||
CBOT Soybean Oil Futures | 3.84% | $ 7,832,057 | ||
CBOT Corn Futures | 5.18% | 10,613,432 |
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Futures Contract | % of Index | Notional Amount | ||
NYMEX Light Sweet Crude Oil Futures | 11.86% | 24,289,141 | ||
ICE Brent Crude Oil Futures | 9.41% | 19,270,394 | ||
NYBOT CTN No. 2 Cotton Futures | 1.41% | 2,895,205 | ||
COMEX Gold 100 Troy Oz. Futures | 9.28% | 19,005,457 | ||
COMEX Copper Futures | 5.43% | 11,126,606 | ||
NYMEX NY Harbor ULSD Futures | 2.48% | 5,083,022 | ||
NYBOT CSC 'C' Coffee Futures | 2.71% | 5,552,741 | ||
KCBT Hard Red Winter Wheat Futures | 1.18% | 2,412,416 | ||
LME Primary Aluminum Futures | 4.45% | 9,113,584 | ||
CME Live Cattle Futures | 2.85% | 5,827,133 | ||
CME Lean Hogs Futures | 2.20% | 4,505,492 | ||
LME Nickel Futures | 2.45% | 5,008,558 | ||
LME Zinc Futures | 2.27% | 4,650,101 | ||
NYMEX Henry Hub Natural Gas Futures | 12.05% | 24,667,779 | ||
ICE Gasoil Futures | 3.06% | 6,265,437 | ||
CBOT Soybean Futures | 4.85% | 9,926,178 | ||
NYBOT CSC No. 11 World Sugar Futures | 2.30% | 4,712,634 | ||
COMEX Silver Futures | 2.72% | 5,575,831 | ||
CBOT Soybean Meal Futures | 2.48% | 5,073,943 | ||
CBOT Wheat Futures | 2.11% | 4,314,737 | ||
NYMEX Reformulated Gasoline Blend Futures | 3.43% | 7,016,904 | ||
Total Notional Amount | $ 204,738,782 |
(6) The following table represents the individual positions within the Total Return Swap as of July 31, 2021:
Referenced Commodity — Long Position
Futures Contract | % of Index | Notional Amount | ||
CBOT Soybean Oil Futures | 3.86% | $ 6,757,899 | ||
CBOT Corn Futures | 5.18% | 9,058,822 | ||
NYMEX Light Sweet Crude Oil Futures | 9.74% | 17,036,897 | ||
ICE Brent Crude Oil Futures | 7.89% | 13,813,735 | ||
NYBOT CTN No. 2 Cotton Futures | 1.42% | 2,487,987 | ||
COMEX Gold 100 Troy Oz. Futures | 11.68% | 20,432,471 | ||
COMEX Copper Futures | 5.46% | 9,552,309 | ||
NYMEX NY Harbor ULSD Futures | 2.49% | 4,361,209 | ||
NYBOT CSC 'C' Coffee Futures | 3.46% | 6,057,113 | ||
KCBT Hard Red Winter Wheat Futures | 1.51% | 2,639,281 | ||
LME Primary Aluminum Futures | 4.50% | 7,870,371 | ||
CME Live Cattle Futures | 3.57% | 6,251,584 | ||
CME Lean Hogs Futures | 1.85% | 3,229,704 | ||
LME Nickel Futures | 2.46% | 4,306,715 | ||
LME Zinc Futures | 2.86% | 5,008,127 | ||
NYMEX Henry Hub Natural Gas Futures | 10.03% | 17,547,718 | ||
ICE Gasoil Futures | 3.07% | 5,369,340 | ||
CBOT Soybean Futures | 4.86% | 8,508,524 | ||
NYBOT CSC No. 11 World Sugar Futures | 2.88% | 5,038,139 | ||
COMEX Silver Futures | 3.43% | 6,006,613 | ||
CBOT Soybean Meal Futures | 2.47% | 4,329,132 | ||
CBOT Wheat Futures | 2.69% | 4,705,260 | ||
NYMEX Reformulated Gasoline Blend Futures | 2.64% | 4,613,556 | ||
Total Notional Amount | $ 174,982,506 |
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
(7) The following table represents the individual positions within the Total Return Swap as of July 31, 2021:
Referenced Commodity — Long Position
Futures Contract | % of Index | Notional Amount | ||
CBOT Soybean Oil Futures | 3.86% | $ 15,594,393 | ||
CBOT Corn Futures | 5.18% | 20,903,958 | ||
NYMEX Light Sweet Crude Oil Futures | 9.74% | 39,314,005 | ||
ICE Brent Crude Oil Futures | 7.89% | 31,876,301 | ||
NYBOT CTN No. 2 Cotton Futures | 1.42% | 5,741,229 | ||
COMEX Gold 100 Troy Oz. Futures | 11.68% | 47,149,566 | ||
COMEX Copper Futures | 5.46% | 22,042,719 | ||
NYMEX NY Harbor ULSD Futures | 2.49% | 10,063,840 | ||
NYBOT CSC 'C' Coffee Futures | 3.46% | 13,977,274 | ||
KCBT Hard Red Winter Wheat Futures | 1.51% | 6,090,353 | ||
LME Primary Aluminum Futures | 4.50% | 18,161,513 | ||
CME Live Cattle Futures | 3.57% | 14,426,032 | ||
CME Lean Hogs Futures | 1.85% | 7,452,800 | ||
LME Nickel Futures | 2.46% | 9,938,090 | ||
LME Zinc Futures | 2.86% | 11,556,654 | ||
NYMEX Henry Hub Natural Gas Futures | 10.03% | 40,492,766 | ||
ICE Gasoil Futures | 3.07% | 12,390,181 | ||
CBOT Soybean Futures | 4.86% | 19,634,101 | ||
NYBOT CSC No. 11 World Sugar Futures | 2.88% | 11,625,911 | ||
COMEX Silver Futures | 3.43% | 13,860,741 | ||
CBOT Soybean Meal Futures | 2.47% | 9,989,818 | ||
CBOT Wheat Futures | 2.69% | 10,857,764 | ||
NYMEX Reformulated Gasoline Blend Futures | 2.64% | 10,646,151 | ||
Total Notional Amount | $ 403,786,160 |
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 | — | $10,552,560 | — | $10,552,560 | |||
Canada | — | 204,754,145 | — | 204,754,145 | |||
Denmark | — | 9,707,617 | — | 9,707,617 | |||
France | — | 11,683,040 | — | 11,683,040 | |||
Germany | — | 26,772,558 | — | 26,772,558 | |||
Ireland | — | 8,158,087 | — | 8,158,087 | |||
Italy | — | 8,000,886 | — | 8,000,886 | |||
Japan | — | 15,963,997 | — | 15,963,997 | |||
Netherlands | — | 17,097,112 | — | 17,097,112 | |||
New Zealand | — | 20,659,594 | — | 20,659,594 | |||
Norway | — | 32,336,555 | — | 32,336,555 | |||
Spain | — | 6,361,491 | — | 6,361,491 | |||
Supranational Organization Obligations | — | 23,903,035 | — | 23,903,035 | |||
Sweden | — | 19,409,031 | — | 19,409,031 | |||
Switzerland | — | 11,542,347 | — | 11,542,347 | |||
United Kingdom | — | 17,780,611 | — | 17,780,611 | |||
United States | — | 261,434,481 | — | 261,434,481 | |||
U.S. Treasury Obligations | — | 699,457,899 | — | 699,457,899 | |||
Commercial Paper | — | 80,544,333 | — | 80,544,333 | |||
Securities Lending Collateral | — | 567,021 | — | 567,021 | |||
Forward Currency Contracts** | — | (1,782,102) | — | (1,782,102) |
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Futures Contracts** | $375,666 | — | — | $375,666 | |||
Swap Agreements** | — | $4,329,200 | — | 4,329,200 | |||
TOTAL | $375,666 | $1,489,233,498 | — | $1,489,609,164 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA One-Year 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 | — | $99,993,557 | — | $99,993,557 | |||
Bonds | — | 1,537,385,678 | — | 1,537,385,678 | |||
Certificates of Deposit | — | 337,536,542 | — | 337,536,542 | |||
U.S. Treasury Obligations | — | 462,144,512 | — | 462,144,512 | |||
Commercial Paper | — | 3,575,425,810 | — | 3,575,425,810 | |||
Securities Lending Collateral | — | 2,591,202 | — | 2,591,202 | |||
TOTAL | — | $6,015,077,301 | — | $6,015,077,301 |
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
As of July 31, 2021, DFA Two-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 95,570,579 | NZD | 136,231,883 | Goldman Sachs International | 08/02/21 | $657,825 | ||||
USD | 26,109,444 | NZD | 36,623,733 | HSBC Bank | 08/02/21 | 593,689 | ||||
USD | 107,567,235 | AUD | 141,945,423 | Citibank, N.A. | 08/06/21 | 3,399,347 | ||||
USD | 102,535,301 | CAD | 126,717,759 | Citibank, N.A. | 08/09/21 | 966,778 | ||||
EUR | 2,859,157 | USD | 3,374,747 | Citibank, N.A. | 08/09/21 | 17,319 | ||||
USD | 6,866,114 | NOK | 60,059,957 | Goldman Sachs International | 08/10/21 | 67,802 | ||||
USD | 15,051,744 | SGD | 20,238,033 | HSBC Bank | 08/10/21 | 115,595 | ||||
USD | 76,671,516 | NOK | 653,045,638 | JP Morgan | 08/10/21 | 2,751,919 | ||||
USD | 76,281,786 | AUD | 126,346,112 | Citibank, N.A. | 08/11/21 | 2,308,563 | ||||
USD | 77,991,332 | NOK | 664,493,373 | State Street Bank and Trust | 08/11/21 | 2,775,665 | ||||
USD | 80,769,795 | SEK | 693,488,247 | Citibank, N.A. | 08/12/21 | 204,783 | ||||
USD | 97,714,797 | CAD | 121,003,126 | Citibank, N.A. | 08/20/21 | 727,827 | ||||
EUR | 1,336,999 | USD | 1,579,838 | Citibank, N.A. | 08/20/21 | 6,696 | ||||
USD | 96,930,429 | EUR | 81,454,669 | State Street Bank and Trust | 08/20/21 | 273,177 | ||||
CAD | 10,387,935 | USD | 8,325,014 | Bank of America Corp. | 08/23/21 | 1,145 | ||||
EUR | 3,875,217 | USD | 4,577,205 | Citibank, N.A. | 08/25/21 | 21,721 | ||||
USD | 86,675,966 | SEK | 252,957,946 | Bank of America Corp. | 08/27/21 | 257,609 | ||||
USD | 81,237,558 | NOK | 707,752,413 | Citibank, N.A. | 08/27/21 | 1,120,577 | ||||
USD | 121,408,472 | NZD | 173,728,865 | Citibank, N.A. | 09/15/21 | 392,474 | ||||
Total Appreciation | $16,660,511 | |||||||||
NZD | 172,855,616 | USD | 120,813,976 | Citibank, N.A. | 08/02/21 | $(385,466) | ||||
AUD | 6,370,431 | USD | 4,770,723 | Bank of America Corp. | 08/06/21 | (95,726) | ||||
AUD | 41,582,550 | USD | 30,851,424 | Mellon Bank | 08/06/21 | (335,707) | ||||
USD | 95,386,388 | EUR | 80,472,303 | State Street Bank and Trust | 08/09/21 | (84,875) | ||||
SGD | 10,377,481 | USD | 7,713,804 | Citibank, N.A. | 08/10/21 | (54,977) | ||||
SGD | 9,860,552 | USD | 7,309,375 | HSBC Bank | 08/10/21 | (32,054) | ||||
USD | 104,118,683 | CAD | 130,082,697 | Mellon Bank | 08/10/21 | (146,830) | ||||
USD | 82,838,975 | GBP | 59,905,203 | State Street Bank and Trust | 08/10/21 | (430,508) | ||||
USD | 22,894,312 | GBP | 16,479,881 | UBS AG | 08/13/21 | (13,231) | ||||
CAD | 10,736,389 | USD | 8,629,553 | Bank of America Corp. | 08/23/21 | (24,100) | ||||
USD | 34,040,652 | CAD | 42,758,694 | Mellon Bank | 08/23/21 | (231,386) | ||||
USD | 84,919,028 | CAD | 108,354,166 | State Street Bank and Trust | 08/23/21 | (1,929,230) | ||||
USD | 81,840,952 | EUR | 69,151,903 | State Street Bank and Trust | 08/24/21 | (223,702) |
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 105,223,677 | CAD | 131,540,171 | Citibank, N.A. | 08/25/21 | $(208,465) | ||||
USD | 13,267,180 | EUR | 11,191,288 | State Street Bank and Trust | 08/25/21 | (14,116) | ||||
USD | 99,297,615 | CAD | 124,894,643 | Morgan Stanley and Co. International | 08/26/21 | (807,900) | ||||
USD | 95,554,105 | CAD | 119,350,957 | Bank of America Corp. | 08/27/21 | (107,940) | ||||
USD | 1,676,696 | CAD | 2,097,791 | Citibank, N.A. | 08/27/21 | (4,723) | ||||
USD | 80,579,456 | GBP | 58,205,042 | State Street Bank and Trust | 08/27/21 | (330,066) | ||||
USD | 103,529,042 | CAD | 129,982,069 | State Street Bank and Trust | 08/30/21 | (653,727) | ||||
USD | 97,796,592 | CAD | 122,995,351 | UBS AG | 08/31/21 | (786,109) | ||||
USD | 83,910,916 | GBP | 60,508,869 | JP Morgan | 09/02/21 | (202,315) | ||||
USD | 100,638,012 | GBP | 72,842,285 | Citibank, N.A. | 09/07/21 | (621,241) | ||||
USD | 83,203,375 | EUR | 70,455,209 | UBS AG | 09/07/21 | (430,918) | ||||
USD | 89,624,322 | EUR | 76,120,176 | State Street Bank and Trust | 09/09/21 | (738,286) | ||||
USD | 227,424,859 | CAD | 1,244,847,482 | Citibank, N.A. | 09/10/21 | (4,014,053) | ||||
USD | 91,281,884 | EUR | 77,349,047 | State Street Bank and Trust | 09/13/21 | (547,005) | ||||
Total (Depreciation) | $(13,454,656) | |||||||||
Total Appreciation (Depreciation) | $3,205,855 |
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 | — | $8,000,117 | — | $8,000,117 | |||
Bonds | |||||||
Australia | — | 183,275,637 | — | 183,275,637 | |||
Belgium | — | 20,728,668 | — | 20,728,668 | |||
Canada | — | 1,156,758,608 | — | 1,156,758,608 | |||
Finland | — | 51,239,077 | — | 51,239,077 | |||
France | — | 102,814,563 | — | 102,814,563 | |||
Germany | — | 441,038,200 | — | 441,038,200 | |||
Japan | — | 66,446,903 | — | 66,446,903 | |||
Netherlands | — | 91,626,978 | — | 91,626,978 | |||
New Zealand | — | 27,102,996 | — | 27,102,996 | |||
Norway | — | 295,377,562 | — | 295,377,562 | |||
Singapore | — | 10,492,533 | — | 10,492,533 | |||
Supranational Organization Obligations | — | 716,028,583 | — | 716,028,583 | |||
Sweden | — | 207,023,782 | — | 207,023,782 | |||
Switzerland | — | 11,839,067 | — | 11,839,067 | |||
United States | — | 158,699,829 | — | 158,699,829 | |||
Certificates of Deposit | |||||||
Australia | — | 24,999,818 | — | 24,999,818 | |||
Sweden | — | 50,003,607 | — | 50,003,607 | |||
U.S. Treasury Obligations | — | 899,603,132 | — | 899,603,132 | |||
Commercial Paper | — | 1,196,981,900 | — | 1,196,981,900 | |||
Securities Lending Collateral | — | 15,911,368 | — | 15,911,368 | |||
Forward Currency Contracts** | — | 3,205,855 | — | 3,205,855 | |||
TOTAL | — | $5,739,198,783 | — | $5,739,198,783 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA Selectively Hedged Global Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
As of July 31, 2021, DFA Selectively Hedged Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 12,377,514 | NOK | 105,500,000 | Barclays Capital | 08/02/21 | $436,033 | ||||
USD | 7,129,593 | NOK | 61,008,028 | JP Morgan | 08/02/21 | 224,132 | ||||
USD | 13,474,604 | NOK | 114,500,000 | State Street Bank and Trust | 08/02/21 | 514,418 | ||||
USD | 2,882,231 | AUD | 3,808,942 | Citibank, N.A. | 08/09/21 | 86,957 | ||||
USD | 114,535,539 | AUD | 152,572,647 | State Street Bank and Trust | 08/09/21 | 2,566,808 | ||||
EUR | 11,939,645 | USD | 14,096,838 | Bank of America Corp. | 08/24/21 | 72,300 | ||||
USD | 4,922,531 | CAD | 6,140,120 | Citibank, N.A. | 08/26/21 | 1,103 | ||||
EUR | 10,713,610 | USD | 12,710,472 | JP Morgan | 09/01/21 | 5,658 | ||||
SEK | 12,900,171 | USD | 1,483,480 | Citibank, N.A. | 09/07/21 | 15,494 | ||||
EUR | 22,558,343 | USD | 26,588,341 | Barclays Capital | 09/09/21 | 190,770 | ||||
EUR | 800,411 | USD | 948,841 | Citibank, N.A. | 09/09/21 | 1,330 | ||||
EUR | 19,526,234 | USD | 23,043,388 | HSBC Bank | 09/09/21 | 136,294 | ||||
EUR | 8,026,696 | USD | 9,482,356 | JP Morgan | 09/09/21 | 46,172 | ||||
USD | 16,500,850 | NOK | 144,532,300 | State Street Bank and Trust | 09/16/21 | 139,478 | ||||
Total Appreciation | $4,436,947 | |||||||||
NOK | 45,244,819 | USD | 5,426,188 | Barclays Capital | 08/02/21 | $(304,954) | ||||
NOK | 44,000,000 | USD | 5,283,577 | Natwest Markets PLC | 08/02/21 | (303,243) | ||||
NOK | 191,763,209 | USD | 22,147,836 | State Street Bank and Trust | 08/02/21 | (442,275) |
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 60,022,454 | EUR | 50,738,136 | Natwest Markets PLC | 08/24/21 | $(190,027) | ||||
USD | 4,106,122 | CAD | 5,145,060 | Citibank, N.A. | 08/26/21 | (17,745) | ||||
USD | 35,838,022 | CAD | 45,044,028 | Mellon Bank | 08/26/21 | (265,653) | ||||
USD | 127,930,770 | CAD | 160,763,320 | Barclays Capital | 08/31/21 | (923,549) | ||||
USD | 45,867,974 | EUR | 38,755,643 | Bank of America Corp. | 09/01/21 | (131,627) | ||||
USD | 38,741,743 | GBP | 27,886,453 | HSBC Bank | 09/01/21 | (23,054) | ||||
USD | 12,508,009 | SEK | 108,494,905 | Citibank, N.A. | 09/07/21 | (98,883) | ||||
USD | 59,954,617 | EUR | 50,911,684 | UBS AG | 09/09/21 | (482,875) | ||||
Total (Depreciation) | $(3,183,885) | |||||||||
Total Appreciation (Depreciation) | $1,253,062 |
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 | — | $83,448,531 | — | $83,448,531 | |||
Austria | — | 297,324 | — | 297,324 | |||
Belgium | — | 7,172,532 | — | 7,172,532 | |||
Bermuda | — | 6,196,827 | — | 6,196,827 | |||
Canada | — | 251,456,941 | — | 251,456,941 | |||
Denmark | — | 376,542 | — | 376,542 | |||
Finland | — | 7,440,123 | — | 7,440,123 | |||
France | — | 27,260,755 | — | 27,260,755 | |||
Germany | — | 68,960,085 | — | 68,960,085 | |||
Ireland | — | 1,855,578 | — | 1,855,578 | |||
Italy | — | 11,085,070 | — | 11,085,070 | |||
Japan | — | 22,482,544 | — | 22,482,544 | |||
Netherlands | — | 42,151,989 | — | 42,151,989 | |||
Norway | — | 43,062,051 | — | 43,062,051 | |||
Singapore | — | 3,480,740 | — | 3,480,740 | |||
Spain | — | 16,796,567 | — | 16,796,567 | |||
Supranational Organization Obligations | — | 161,670,946 | — | 161,670,946 | |||
Sweden | — | 18,521,180 | — | 18,521,180 | |||
Switzerland | — | 12,066,637 | — | 12,066,637 | |||
United Kingdom | — | 27,252,765 | — | 27,252,765 | |||
United States | — | 334,312,114 | — | 334,312,114 | |||
U.S. Treasury Obligations | — | 51,139,521 | — | 51,139,521 | |||
Securities Lending Collateral | — | 943,224 | — | 943,224 | |||
Forward Currency Contracts** | — | 1,253,062 | — | 1,253,062 | |||
TOTAL | — | $1,200,683,648 | — | $1,200,683,648 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA Short-Term Government Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Face Amount | Value† | ||||
(000) | |||||
U.S. TREASURY OBLIGATIONS — (99.7%) | |||||
U.S. Treasury Notes | |||||
∞ | 0.375%, 12/31/25 | 123,000 | $121,712,344 | ||
∞ | 0.375%, 01/31/26 | 200,000 | 197,734,376 | ||
∞ | 1.625%, 02/15/26 | 190,000 | 198,386,718 | ||
∞ | 0.500%, 02/28/26 | 201,000 | 199,712,344 | ||
∞ | 2.500%, 02/28/26 | 172,000 | 186,445,313 | ||
∞ | 0.750%, 05/31/26 | 178,000 | 178,611,875 | ||
∞ | 0.875%, 06/30/26 | 8,500 | 8,577,031 | ||
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.055%, FRN | |||||
(r) | 0.105%, 10/31/22 | 167,750 | 167,830,723 | ||
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.114%, FRN | |||||
(r) | 0.164%, 04/30/22 | 242,750 | 242,937,498 | ||
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.154%, FRN | |||||
(r) | 0.204%, 01/31/22 | 242,500 | 242,680,442 | ||
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.300%, FRN | |||||
(r) | 0.350%, 10/31/21 | 22,650 | 22,666,931 | ||
TOTAL U.S. TREASURY OBLIGATIONS Cost ($1,766,359,751) | 1,767,295,595 |
Shares | ||||
TEMPORARY CASH INVESTMENTS — (0.3%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 4,901,407 | 4,901,407 | ||
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $1,771,261,158)^^ | $1,772,197,002 |
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 | — | $1,767,295,595 | — | $1,767,295,595 | |||
Temporary Cash Investments | $4,901,407 | — | — | 4,901,407 | |||
TOTAL | $4,901,407 | $1,767,295,595 | — | $1,772,197,002 |
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
As of July 31, 2021, DFA Five-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 113,466,622 | NOK | 942,342,335 | HSBC Bank | 08/02/21 | $6,803,464 | ||||
USD | 76,115,819 | EUR | 62,892,257 | State Street Bank and Trust | 08/02/21 | 1,509,912 | ||||
USD | 123,495,099 | CAD | 149,069,465 | Barclays Capital | 08/03/21 | 4,010,116 | ||||
CAD | 15,104,375 | USD | 12,008,128 | Citibank, N.A. | 08/03/21 | 98,617 | ||||
USD | 182,795,496 | EUR | 200,565,505 | State Street Bank and Trust | 08/03/21 | 7,646,727 | ||||
CAD | 74,351,459 | USD | 59,150,554 | Goldman Sachs International | 08/04/21 | 444,969 | ||||
CAD | 81,821,837 | USD | 65,365,174 | JP Morgan | 08/04/21 | 218,141 | ||||
USD | 204,911,544 | EUR | 217,986,528 | State Street Bank and Trust | 08/04/21 | 6,405,380 | ||||
USD | 15,329,145 | NZD | 21,790,408 | Bank of America Corp. | 08/05/21 | 147,829 | ||||
EUR | 40,596,966 | USD | 48,082,921 | Barclays Capital | 08/05/21 | 77,064 | ||||
USD | 143,458,419 | EUR | 124,548,511 | State Street Bank and Trust | 08/05/21 | 4,053,133 | ||||
USD | 30,180,547 | NZD | 42,480,606 | UBS AG | 08/05/21 | 584,430 | ||||
EUR | 35,106,198 | USD | 41,626,486 | Bank of America Corp. | 08/06/21 | 20,630 | ||||
USD | 55,771,189 | AUD | 73,758,779 | Citibank, N.A. | 08/06/21 | 1,642,665 | ||||
USD | 28,166,246 | AUD | 37,559,151 | Goldman Sachs International | 08/06/21 | 603,135 | ||||
USD | 28,205,164 | AUD | 37,329,191 | HSBC Bank | 08/06/21 | 810,811 | ||||
USD | 88,215,287 | EUR | 72,111,752 | State Street Bank and Trust | 08/06/21 | 2,667,815 | ||||
EUR | 56,975,580 | USD | 67,436,450 | Bank of America Corp. | 08/09/21 | 158,615 | ||||
USD | 97,163,788 | AUD | 129,311,681 | HSBC Bank | 08/09/21 | 2,265,620 | ||||
USD | 123,476,285 | EUR | 101,770,139 | JP Morgan | 08/09/21 | 2,737,554 | ||||
USD | 21,497,735 | AUD | 28,678,892 | State Street Bank and Trust | 08/09/21 | 451,111 | ||||
USD | 100,764,180 | AUD | 132,677,357 | Bank of America Corp. | 08/12/21 | 3,394,458 | ||||
USD | 19,928,863 | AUD | 26,639,125 | HSBC Bank | 08/12/21 | 378,848 | ||||
USD | 56,187,551 | SEK | 476,730,578 | Bank of America Corp. | 08/13/21 | 803,600 | ||||
EUR | 32,891,439 | USD | 38,843,817 | Bank of America Corp. | 08/13/21 | 181,158 | ||||
CAD | 53,476,505 | USD | 42,186,737 | Citibank, N.A. | 08/13/21 | 676,293 | ||||
USD | 103,005,450 | AUD | 137,824,732 | JP Morgan | 08/13/21 | 1,857,695 | ||||
USD | 82,318,977 | EUR | 69,041,010 | State Street Bank and Trust | 08/13/21 | 403,324 | ||||
GBP | 20,739,348 | USD | 28,545,753 | Bank of America Corp. | 08/16/21 | 282,789 | ||||
USD | 14,909,378 | SEK | 128,018,433 | Citibank, N.A. | 08/16/21 | 36,531 | ||||
USD | 28,725,809 | AUD | 38,979,885 | Bank of America Corp. | 08/17/21 | 118,466 | ||||
USD | 46,782,183 | AUD | 63,083,843 | Barclays Capital | 08/17/21 | 484,941 |
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 107,675,172 | NOK | 923,706,757 | Citibank, N.A. | 08/17/21 | $3,116,186 | ||||
USD | 807,427 | NOK | 7,051,806 | Goldman Sachs International | 08/17/21 | 9,198 | ||||
USD | 93,103,103 | CAD | 115,837,567 | State Street Bank and Trust | 08/17/21 | 791,868 | ||||
GBP | 39,231,834 | USD | 54,117,070 | Bank of America Corp. | 08/18/21 | 417,045 | ||||
GBP | 12,363,424 | USD | 17,134,583 | Citibank, N.A. | 08/18/21 | 51,164 | ||||
USD | 60,066,667 | CAD | 74,517,572 | Citibank, N.A. | 08/20/21 | 339,007 | ||||
USD | 58,371,662 | CAD | 72,280,730 | HSBC Bank | 08/20/21 | 436,886 | ||||
GBP | 12,621,908 | USD | 17,439,458 | Bank of America Corp. | 08/24/21 | 105,847 | ||||
GBP | 3,579,461 | USD | 4,972,630 | Mellon Bank | 08/24/21 | 3,062 | ||||
USD | 121,650,741 | AUD | 163,151,749 | Citibank, N.A. | 08/25/21 | 1,909,296 | ||||
GBP | 958,624 | USD | 1,310,039 | Citibank, N.A. | 08/25/21 | 22,516 | ||||
CAD | 69,696,911 | USD | 55,443,457 | HSBC Bank | 08/25/21 | 420,045 | ||||
GBP | 15,615,022 | USD | 21,692,779 | Mellon Bank | 08/25/21 | 13,209 | ||||
GBP | 5,944,983 | USD | 8,213,508 | Societe General | 08/25/21 | 50,440 | ||||
CAD | 83,976,786 | USD | 66,617,313 | UBS AG | 08/25/21 | 691,801 | ||||
USD | 101,020,559 | AUD | 137,141,282 | Bank of America Corp. | 08/27/21 | 367,979 | ||||
CAD | 39,654,090 | USD | 31,766,085 | Bank of America Corp. | 08/30/21 | 17,321 | ||||
EUR | 697,006 | USD | 821,226 | Citibank, N.A. | 09/02/21 | 6,076 | ||||
EUR | 7,176,117 | USD | 8,515,025 | JP Morgan | 09/02/21 | 2,570 | ||||
CAD | 3,353,488 | USD | 2,667,800 | Citibank, N.A. | 09/08/21 | 20,079 | ||||
CAD | 149,756,151 | USD | 119,268,138 | Morgan Stanley and Co. International | 09/08/21 | 764,023 | ||||
USD | 110,114,037 | AUD | 149,286,805 | Morgan Stanley and Co. International | 09/09/21 | 540,911 | ||||
EUR | 10,909,760 | USD | 12,856,162 | HSBC Bank | 09/10/21 | 95,128 | ||||
USD | 111,794,218 | AUD | 151,430,788 | Bank of America Corp. | 09/13/21 | 645,294 | ||||
GBP | 15,809,284 | USD | 21,843,078 | Barclays Capital | 09/13/21 | 134,034 | ||||
GBP | 21,535,394 | USD | 29,665,524 | HSBC Bank | 09/13/21 | 271,680 | ||||
USD | 108,472,967 | NOK | 949,262,749 | State Street Bank and Trust | 09/15/21 | 1,014,356 | ||||
USD | 211,019,961 | AUD | 274,096,922 | UBS AG | 09/15/21 | 795,654 | ||||
Total Appreciation | $65,028,516 | |||||||||
EUR | 62,892,257 | USD | 76,488,880 | Royal Bank Of Canada | 08/02/21 | $(1,882,973) | ||||
NOK | 942,342,335 | USD | 107,665,136 | State Street Bank and Trust | 08/02/21 | (1,001,978) | ||||
EUR | 61,812,078 | USD | 75,576,915 | Barclays Capital | 08/03/21 | (2,252,371) | ||||
AUD | 272,718,517 | USD | 209,991,985 | UBS AG | 08/03/21 | (789,522) | ||||
EUR | 6,501,549 | USD | 7,917,629 | State Street Bank and Trust | 08/04/21 | (205,022) | ||||
EUR | 55,311,683 | USD | 67,474,144 | UBS AG | 08/04/21 | (1,859,426) | ||||
EUR | 13,207,180 | USD | 15,671,151 | Barclays Capital | 08/05/21 | (3,537) | ||||
EUR | 17,350,676 | USD | 20,597,718 | Citibank, N.A. | 08/05/21 | (14,695) | ||||
EUR | 29,009,158 | USD | 34,660,911 | JP Morgan | 08/05/21 | (247,486) | ||||
EUR | 7,337,869 | USD | 8,973,825 | Royal Bank Of Canada | 08/05/21 | (268,946) | ||||
EUR | 44,794,559 | USD | 53,512,288 | JP Morgan | 08/09/21 | (368,623) | ||||
SEK | 41,064,870 | USD | 4,787,991 | Bank of America Corp. | 08/13/21 | (17,299) | ||||
USD | 122,910,751 | CAD | 153,586,730 | HSBC Bank | 08/13/21 | (193,639) | ||||
SEK | 435,665,708 | USD | 50,846,728 | Morgan Stanley and Co. International | 08/13/21 | (233,469) | ||||
CAD | 145,541,098 | USD | 116,995,580 | Royal Bank Of Canada | 08/13/21 | (340,006) | ||||
USD | 36,209,048 | CAD | 45,430,873 | State Street Bank and Trust | 08/13/21 | (205,165) | ||||
SEK | 128,018,433 | USD | 14,922,953 | Bank of America Corp. | 08/16/21 | (50,107) | ||||
USD | 78,554,307 | GBP | 56,824,816 | HSBC Bank | 08/16/21 | (434,510) | ||||
USD | 2,694,550 | AUD | 3,674,995 | Citibank, N.A. | 08/17/21 | (2,529) | ||||
USD | 8,036,425 | AUD | 10,957,078 | UBS AG | 08/17/21 | (4,976) | ||||
USD | 70,951,131 | GBP | 51,595,258 | HSBC Bank | 08/18/21 | (768,731) | ||||
USD | 14,105,234 | SGD | 19,197,980 | Citibank, N.A. | 08/20/21 | (63,200) | ||||
USD | 56,777,291 | GBP | 41,017,285 | Citibank, N.A. | 08/24/21 | (239,506) | ||||
USD | 122,959,920 | CAD | 153,673,697 | Bank of America Corp. | 08/25/21 | (212,696) | ||||
USD | 31,189,821 | GBP | 22,518,629 | Citibank, N.A. | 08/25/21 | (112,669) | ||||
AUD | 272,563 | USD | 201,137 | Citibank, N.A. | 08/25/21 | (1,095) | ||||
AUD | 3,652,260 | USD | 2,688,554 | HSBC Bank | 08/25/21 | (8,063) | ||||
USD | 112,234,113 | CAD | 141,044,711 | State Street Bank and Trust | 08/26/21 | (815,999) | ||||
USD | 82,890,090 | CAD | 104,230,699 | JP Morgan | 08/30/21 | (652,532) | ||||
USD | 19,166,979 | SEK | 166,332,349 | Bank of America Corp. | 09/01/21 | (159,607) | ||||
USD | 26,863,749 | EUR | 22,824,013 | UBS AG | 09/02/21 | (226,906) | ||||
USD | 84,815,939 | CAD | 106,594,509 | Bank of America Corp. | 09/03/21 | (620,973) |
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 102,102,004 | AUD | 139,495,542 | Bank of America Corp. | 09/08/21 | $(284,059) | ||||
USD | 119,992,115 | CAD | 153,109,639 | State Street Bank and Trust | 09/08/21 | (2,727,925) | ||||
USD | 12,854,973 | EUR | 10,909,760 | Citibank, N.A. | 09/10/21 | (96,316) | ||||
USD | 51,439,254 | GBP | 37,344,678 | Bank of America Corp. | 09/13/21 | (475,062) | ||||
USD | 116,681,349 | CAD | 146,699,656 | State Street Bank and Trust | 09/14/21 | (901,708) | ||||
Total (Depreciation) | $(18,743,326) | |||||||||
Total Appreciation (Depreciation) | $46,285,190 |
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 | — | $1,147,577,997 | — | $1,147,577,997 | |||
Austria | — | 34,985,124 | — | 34,985,124 | |||
Belgium | — | 122,010,796 | — | 122,010,796 | |||
Canada | — | 1,700,821,232 | — | 1,700,821,232 | |||
Denmark | — | 97,985,147 | — | 97,985,147 | |||
Finland | — | 122,516,146 | — | 122,516,146 | |||
France | — | 548,115,767 | — | 548,115,767 | |||
Germany | — | 615,509,283 | — | 615,509,283 | |||
Netherlands | — | 264,690,199 | — | 264,690,199 | |||
New Zealand | — | 56,721,165 | — | 56,721,165 | |||
Norway | — | 194,860,176 | — | 194,860,176 | |||
Singapore | — | 19,271,955 | — | 19,271,955 | |||
Supranational Organization Obligations | — | 2,069,354,312 | — | 2,069,354,312 | |||
Sweden | — | 39,242,851 | — | 39,242,851 | |||
Switzerland | — | 50,938,442 | — | 50,938,442 | |||
United Kingdom | — | 25,237,009 | — | 25,237,009 | |||
United States | — | 362,640,343 | — | 362,640,343 | |||
U.S. Treasury Obligations | — | 6,156,941,994 | — | 6,156,941,994 | |||
Securities Lending Collateral | — | 118,514,099 | — | 118,514,099 | |||
Forward Currency Contracts** | — | 46,285,190 | — | 46,285,190 | |||
TOTAL | — | $13,794,219,227 | — | $13,794,219,227 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA World ex U.S. Government Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
DFA World ex U.S. Government Fixed Income Portfolio
CONTINUED
As of July 31, 2021, DFA World ex U.S. Government Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 2,016,761 | AUD | 2,740,529 | Barclays Capital | 08/10/21 | $5,552 | ||||
USD | 2,807,937 | AUD | 3,755,147 | Goldman Sachs International | 08/10/21 | 52,126 | ||||
USD | 82,982,955 | AUD | 109,499,740 | UBS AG | 08/10/21 | 2,623,737 | ||||
USD | 1,581,693 | NZD | 2,258,961 | Goldman Sachs International | 08/11/21 | 7,902 | ||||
USD | 67,756,456 | NZD | 95,969,055 | UBS AG | 08/11/21 | 896,014 |
DFA World ex U.S. Government Fixed Income Portfolio
CONTINUED
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 54,925,186 | CAD | 68,192,167 | JP Morgan | 08/18/21 | $267,384 | ||||
USD | 84,588,072 | AUD | 113,296,043 | UBS AG | 08/18/21 | 1,439,710 | ||||
USD | 62,798,695 | SGD | 84,450,429 | Bank of America Corp. | 08/23/21 | 473,023 | ||||
USD | 6,701,441 | GBP | 4,798,109 | JP Morgan | 09/13/21 | 31,399 | ||||
Total Appreciation | $5,796,847 | |||||||||
USD | 87,139,849 | EUR | 73,647,041 | JP Morgan | 08/18/21 | $(249,196) | ||||
USD | 134,309,559 | GBP | 97,127,536 | Bank of America Corp. | 08/19/21 | (702,658) | ||||
USD | 71,319,270 | CAD | 89,163,794 | Bank of America Corp. | 08/23/21 | (147,480) | ||||
USD | 828,828 | SGD | 1,126,963 | Citibank, N.A. | 08/23/21 | (2,888) | ||||
USD | 58,694,322 | EUR | 49,555,450 | Goldman Sachs International | 08/25/21 | (115,765) | ||||
USD | 58,647,263 | EUR | 49,555,449 | JP Morgan | 08/25/21 | (162,822) | ||||
USD | 95,354,489 | EUR | 80,810,211 | State Street Bank and Trust | 08/27/21 | (550,988) | ||||
USD | 132,131,621 | GBP | 96,193,009 | State Street Bank and Trust | 08/31/21 | (1,585,404) | ||||
USD | 36,782,876 | SEK | 318,025,774 | Bank of America Corp. | 09/01/21 | (169,362) | ||||
USD | 58,144,389 | EUR | 49,228,410 | JP Morgan | 09/01/21 | (285,481) | ||||
USD | 86,358,720 | EUR | 73,019,978 | State Street Bank and Trust | 09/03/21 | (313,035) | ||||
USD | 157,741,768 | JPY | 5,852,791,282 | Citibank, N.A. | 09/08/21 | (2,162,461) | ||||
USD | 114,143,455 | EUR | 96,662,685 | UBS AG | 09/08/21 | (602,921) | ||||
USD | 117,018,115 | EUR | 99,299,786 | State Street Bank and Trust | 09/09/21 | (861,114) | ||||
USD | 85,785,952 | GBP | 62,296,511 | Bank of America Corp. | 09/13/21 | (814,894) | ||||
USD | 77,998,993 | EUR | 66,208,683 | UBS AG | 09/13/21 | (604,042) | ||||
Total (Depreciation) | $(9,330,511) | |||||||||
Total Appreciation (Depreciation) | $(3,533,664) |
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 | — | $133,435,504 | — | $133,435,504 | |||
Belgium | — | 12,319,319 | — | 12,319,319 | |||
Canada | — | 227,453,383 | — | 227,453,383 | |||
Finland | — | 102,953,775 | — | 102,953,775 | |||
France | — | 393,413,342 | — | 393,413,342 | |||
Germany | — | 103,597,736 | — | 103,597,736 | |||
Netherlands | — | 29,086,764 | — | 29,086,764 | |||
New Zealand | — | 67,879,440 | — | 67,879,440 | |||
Norway | — | 104,157,915 | — | 104,157,915 | |||
Singapore | — | 62,779,069 | — | 62,779,069 | |||
Supranational Organization Obligations | — | 240,870,164 | — | 240,870,164 | |||
Sweden | — | 23,452,372 | — | 23,452,372 | |||
United Kingdom | — | 228,572,622 | — | 228,572,622 | |||
U.S. Treasury Obligations | — | 71,104,726 | — | 71,104,726 | |||
Forward Currency Contracts** | — | (3,533,664) | — | (3,533,664) | |||
TOTAL | — | $1,797,542,467 | — | $1,797,542,467 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA Intermediate Government Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
DFA Intermediate Government 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 | — | $1,256,426,621 | — | $1,256,426,621 | |||
U.S. Treasury Obligations | — | 5,000,366,944 | — | 5,000,366,944 | |||
Temporary Cash Investments | $13,905,910 | — | — | 13,905,910 | |||
TOTAL | $13,905,910 | $6,256,793,565 | — | $6,270,699,475 |
DFA Short-Term Extended Quality Portfolio
CONTINUED
As of July 31, 2021, DFA Short-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 277,332,173 | AUD | 347,355,652 | State Street Bank and Trust | 08/03/21 | $11,259,956 | ||||
USD | 39,511,335 | SEK | 339,300,782 | Citibank, N.A. | 08/12/21 | 93,549 | ||||
USD | 139,227,821 | NOK | 1,193,778,462 | Citibank, N.A. | 08/16/21 | 4,098,566 | ||||
EUR | 27,612,977 | USD | 32,580,898 | Bank of America Corp. | 08/24/21 | 188,257 | ||||
USD | 129,069,903 | AUD | 171,372,434 | Citibank, N.A. | 08/24/21 | 3,295,648 | ||||
EUR | 29,358,424 | USD | 34,638,067 | Mellon Bank | 08/24/21 | 202,463 | ||||
EUR | 30,154,170 | USD | 35,552,104 | State Street Bank and Trust | 08/24/21 | 232,761 | ||||
USD | 128,349,544 | SEK | 674,412,866 | Bank of America Corp. | 08/27/21 | 255,884 | ||||
SEK | 175,521,516 | USD | 20,182,729 | State Street Bank and Trust | 08/27/21 | 210,737 | ||||
EUR | 13,455,220 | USD | 15,896,279 | State Street Bank and Trust | 09/01/21 | 73,904 | ||||
EUR | 69,162,475 | USD | 81,944,018 | JP Morgan | 09/02/21 | 147,451 | ||||
EUR | 4,068,489 | USD | 4,800,378 | Mellon Bank | 09/02/21 | 28,661 | ||||
EUR | 24,148,843 | USD | 28,460,732 | Barclays Capital | 09/08/21 | 205,885 | ||||
USD | 132,401,249 | CAD | 165,141,191 | HSBC Bank | 09/15/21 | 36,752 | ||||
USD | 129,449,444 | AUD | 175,115,552 | State Street Bank and Trust | 09/15/21 | 914,851 | ||||
Total Appreciation | $21,245,325 | |||||||||
AUD | 7,967,178 | USD | 5,965,780 | Bank of America Corp. | 08/03/21 | $(119,065) | ||||
CAD | 164,949,250 | USD | 132,252,100 | HSBC Bank | 08/03/21 | (38,851) | ||||
AUD | 174,439,224 | USD | 128,924,542 | State Street Bank and Trust | 08/03/21 | (912,289) | ||||
USD | 63,844,454 | GBP | 46,182,291 | HSBC Bank | 08/16/21 | (350,819) | ||||
USD | 79,908,729 | CAD | 101,339,403 | Mellon Bank | 08/20/21 | (1,317,285) | ||||
USD | 40,598,974 | CAD | 50,927,589 | State Street Bank and Trust | 08/20/21 | (220,736) | ||||
USD | 103,181,681 | EUR | 87,125,571 | State Street Bank and Trust | 08/24/21 | (212,869) | ||||
USD | 115,387,922 | CAD | 144,115,961 | HSBC Bank | 08/27/21 | (123,741) | ||||
USD | 89,014,480 | EUR | 75,447,509 | State Street Bank and Trust | 08/27/21 | (526,548) | ||||
USD | 79,817,854 | CAD | 100,024,151 | Citibank, N.A. | 08/31/21 | (353,070) | ||||
USD | 8,113,713 | CAD | 10,124,125 | State Street Bank and Trust | 08/31/21 | (932) | ||||
USD | 104,296,185 | EUR | 88,289,741 | State Street Bank and Trust | 09/01/21 | (496,110) | ||||
USD | 92,468,382 | EUR | 78,198,038 | State Street Bank and Trust | 09/02/21 | (347,727) | ||||
USD | 73,326,274 | EUR | 62,234,003 | Bank of America Corp. | 09/03/21 | (542,965) | ||||
USD | 63,700,922 | SEK | 552,916,809 | UBS AG | 09/07/21 | (546,910) | ||||
USD | 98,516,849 | EUR | 83,620,167 | UBS AG | 09/08/21 | (747,011) | ||||
USD | 72,207,765 | EUR | 61,324,760 | State Street Bank and Trust | 09/09/21 | (591,137) | ||||
USD | 91,314,356 | EUR | 77,509,450 | Bank of America Corp. | 09/10/21 | (699,340) | ||||
USD | 133,976,220 | NOK | 1,204,366,808 | HSBC Bank | 09/10/21 | (2,360,677) | ||||
EUR | 4,243,527 | USD | 5,049,461 | HSBC Bank | 09/10/21 | (11,849) | ||||
USD | 4,381,322 | NZD | 6,313,877 | Bank of America Corp. | 09/14/21 | (16,823) | ||||
Total (Depreciation) | $(10,536,754) | |||||||||
Total Appreciation (Depreciation) | $10,708,571 |
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 | — | $6,821,349,242 | — | $6,821,349,242 | |||
U.S. Treasury Obligations | — | 326,011,830 | — | 326,011,830 |
DFA Short-Term Extended Quality Portfolio
CONTINUED
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Securities Lending Collateral | — | $67,689,028 | — | $67,689,028 | |||
Forward Currency Contracts** | — | 10,708,571 | — | 10,708,571 | |||
TOTAL | — | $7,225,758,671 | — | $7,225,758,671 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA Intermediate-Term Extended Quality 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 | — | $103,870,832 | — | $103,870,832 | |||
Bonds | — | 1,982,973,043 | — | 1,982,973,043 | |||
U.S. Treasury Obligations | — | 43,278,516 | — | 43,278,516 | |||
Securities Lending Collateral | — | 34,630,220 | — | 34,630,220 | |||
TOTAL | — | $2,164,752,611 | — | $2,164,752,611 |
DFA Targeted Credit Portfolio
CONTINUED
As of July 31, 2021, DFA Targeted Credit Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Foreign Exchange Appreciation (Depreciation) | ||||||
USD | 2,020,622 | CAD | 2,516,548 | Citibank, N.A. | 08/18/21 | $3,543 | ||||
USD | 21,414,893 | CAD | 26,587,298 | State Street Bank and Trust | 08/18/21 | 104,479 | ||||
EUR | 13,378,855 | USD | 15,773,765 | Citibank, N.A. | 08/24/21 | 103,327 | ||||
EUR | 4,845,178 | USD | 5,743,292 | Citibank, N.A. | 09/09/21 | 8,441 | ||||
EUR | 10,417,873 | USD | 12,329,983 | State Street Bank and Trust | 09/09/21 | 37,122 | ||||
Total Appreciation | $256,912 | |||||||||
USD | 819,685 | CAD | 1,029,883 | Citibank, N.A. | 08/18/21 | $(5,793) | ||||
USD | 58,125,748 | EUR | 49,138,154 | State Street Bank and Trust | 08/24/21 | (187,985) | ||||
USD | 53,315,400 | EUR | 45,245,460 | State Street Bank and Trust | 09/08/21 | (394,598) | ||||
USD | 53,421,852 | EUR | 45,344,031 | Citibank, N.A. | 09/09/21 | (406,254) | ||||
USD | 2,951,704 | GBP | 2,143,572 | Citibank, N.A. | 09/13/21 | (28,161) | ||||
Total (Depreciation) | $(1,022,791) | |||||||||
Total Appreciation (Depreciation) | $(765,879) |
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 | — | $27,507,611 | — | $27,507,611 | |||
Canada | — | 38,370,681 | — | 38,370,681 | |||
Denmark | — | 3,423,083 | — | 3,423,083 | |||
Finland | — | 6,891,266 | — | 6,891,266 | |||
France | — | 14,059,255 | — | 14,059,255 | |||
Germany | — | 32,002,058 | — | 32,002,058 | |||
Ireland | — | 6,087,272 | — | 6,087,272 | |||
Italy | — | 8,214,837 | — | 8,214,837 | |||
Japan | — | 67,854,015 | — | 67,854,015 | |||
Luxembourg | — | 3,601,631 | — | 3,601,631 | |||
Netherlands | — | 15,490,210 | — | 15,490,210 | |||
Norway | — | 2,774,105 | — | 2,774,105 | |||
Spain | — | 8,138,491 | — | 8,138,491 | |||
Sweden | — | 1,855,123 | — | 1,855,123 |
DFA Targeted Credit Portfolio
CONTINUED
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Switzerland | — | $10,871,844 | — | $10,871,844 | |||
United Kingdom | — | 56,759,469 | — | 56,759,469 | |||
United States | — | 560,339,874 | — | 560,339,874 | |||
U.S. Treasury Obligations | — | 32,759,063 | — | 32,759,063 | |||
Securities Lending Collateral | — | 9,610,646 | — | 9,610,646 | |||
Forward Currency Contracts** | — | (765,879) | — | (765,879) | |||
TOTAL | — | $905,844,655 | — | $905,844,655 | |||
** Valued at the unrealized appreciation/(depreciation) on the investment. |
DFA Investment Grade 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 | — | $2,182,107,868 | — | $2,182,107,868 | |||
Bonds | |||||||
Australia | — | 185,410,988 | — | 185,410,988 | |||
Belgium | — | 19,513,613 | — | 19,513,613 | |||
Canada | — | 93,764,243 | — | 93,764,243 | |||
Denmark | — | 2,261,111 | — | 2,261,111 | |||
France | — | 100,096,657 | — | 100,096,657 | |||
Germany | — | 120,989,202 | — | 120,989,202 | |||
Ireland | — | 1,736,330 | — | 1,736,330 | |||
Italy | — | 32,783,266 | — | 32,783,266 | |||
Japan | — | 164,644,783 | — | 164,644,783 | |||
Netherlands | — | 156,857,885 | — | 156,857,885 | |||
Norway | — | 14,113,411 | — | 14,113,411 | |||
Spain | — | 75,648,201 | — | 75,648,201 |
DFA Investment Grade Portfolio
CONTINUED
Investments in Securities (Market Value) | |||||||
Level 1 | Level 2 | Level 3 | Total | ||||
Supranational Organization Obligations | — | $2,534,507 | — | $2,534,507 | |||
Switzerland | — | 146,963,637 | — | 146,963,637 | |||
United Kingdom | — | 240,269,615 | — | 240,269,615 | |||
United States | — | 5,376,091,629 | — | 5,376,091,629 | |||
U.S. Treasury Obligations | — | 4,444,963,198 | — | 4,444,963,198 | |||
Securities Lending Collateral | — | 490,084,302 | — | 490,084,302 | |||
TOTAL | — | $13,850,834,446 | — | $13,850,834,446 |
DFA Inflation-Protected Securities Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Face Amount± | Value† | ||||
(000) | |||||
U.S. TREASURY OBLIGATIONS — (99.3%) | |||||
Treasury Inflation Protected Security | |||||
0.625%, 01/15/26 | 242,000 | $308,612,045 | |||
0.125%, 07/15/26 | 396,950 | 496,288,589 | |||
0.375%, 01/15/27 | 462,000 | 581,121,425 | |||
2.375%, 01/15/27 | 182,500 | 303,524,063 | |||
0.375%, 07/15/27 | 401,500 | 503,550,711 | |||
0.500%, 01/15/28 | 203,600 | 254,969,073 | |||
1.750%, 01/15/28 | 241,700 | 383,404,813 | |||
3.625%, 04/15/28 | 227,500 | 520,530,803 | |||
0.750%, 07/15/28 | 91,000 | 114,783,393 | |||
0.875%, 01/15/29 | 445,500 | 564,086,135 | |||
2.500%, 01/15/29 | 329,500 | 544,718,652 | |||
3.875%, 04/15/29 | 262,745 | 618,775,904 | |||
0.250%, 07/15/29 | 159,500 | 191,936,279 | |||
0.125%, 01/15/30 | 162,000 | 191,453,155 | |||
0.125%, 07/15/30 | 10,000 | 11,923,595 | |||
3.375%, 04/15/32 | 217,000 | 498,516,165 | |||
2.125%, 02/15/40 | 306,000 | 583,887,023 | |||
2.125%, 02/15/41 | 143,000 | 272,465,488 | |||
TOTAL U.S. TREASURY OBLIGATIONS Cost ($6,175,726,123) | 6,944,547,311 |
Shares | ||||
TEMPORARY CASH INVESTMENTS — (0.7%) | ||||
State Street Institutional U.S. Government Money Market Fund 0.025% | 47,001,067 | 47,001,067 | ||
TOTAL INVESTMENTS — (100.0%) | ||||
(Cost $6,222,727,190)^^ | $6,991,548,378 |
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 | — | $6,944,547,311 | — | $6,944,547,311 | |||
Temporary Cash Investments | $47,001,067 | — | — | 47,001,067 | |||
TOTAL | $47,001,067 | $6,944,547,311 | — | $6,991,548,378 |
DFA Short-Term Municipal Bond 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 | ||||
Certificates of Deposit | — | $30,836,004 | — | $30,836,004 | |||
Municipal Bonds | — | 2,420,672,729 | — | 2,420,672,729 | |||
TOTAL | — | $2,451,508,733 | — | $2,451,508,733 |
DFA Intermediate-Term Municipal Bond 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 | ||||
Municipal Bonds | — | $2,127,189,387 | — | $2,127,189,387 | |||
TOTAL | — | $2,127,189,387 | — | $2,127,189,387 |
DFA Selective State Municipal Bond 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 | ||||
Municipal Bonds | — | $244,723,529 | — | $244,723,529 | |||
TOTAL | — | $244,723,529 | — | $244,723,529 |
DFA California Short-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
DFA California Short-Term Municipal Bond 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 | ||||
Municipal Bonds | — | $866,773,007 | — | $866,773,007 | |||
TOTAL | — | $866,773,007 | — | $866,773,007 |
DFA California Intermediate-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
DFA California Intermediate-Term Municipal Bond 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 | ||||
Municipal Bonds | — | $623,175,532 | — | $623,175,532 | |||
TOTAL | — | $623,175,532 | — | $623,175,532 |
DFA NY Municipal Bond 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 | ||||
Municipal Bonds | — | $116,140,135 | — | $116,140,135 | |||
TOTAL | — | $116,140,135 | — | $116,140,135 |
Dimensional Retirement Income Fund
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | |||
AFFILIATED INVESTMENT COMPANIES — (100.0%) | ||||
Investment in DFA Inflation-Protected Securities Portfolio of DFA Investment Dimensions Group Inc. | 2,371,042 | $32,269,877 | ||
Investment in DFA One-Year Fixed Income Portfolio of DFA Investment Dimensions Group Inc. | 2,085,581 | 21,481,487 | ||
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. | 128,796 | 4,497,538 | ||
Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. | 136,335 | 4,496,341 | ||
Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. | 74,280 | 2,041,220 | ||
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 50,156 | 1,289,010 | ||
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 62,760 | 1,021,104 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $60,622,824)^^ | $67,096,577 |
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 | $67,096,577 | — | — | $67,096,577 | |||
TOTAL | $67,096,577 | — | — | $67,096,577 |
Dimensional 2045 Target Date Retirement Income Fund
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | |||
AFFILIATED INVESTMENT COMPANIES — (99.9%) | ||||
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. | 803,482 | $28,057,571 | ||
Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. | 848,501 | 27,983,565 | ||
Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. | 461,497 | 12,681,930 | ||
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 307,946 | 7,914,214 | ||
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 390,218 | 6,348,851 | ||
Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. | 565,270 | 5,624,440 | ||
Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc. | 508,539 | 5,624,440 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $65,161,210) | $94,235,011 |
TEMPORARY CASH INVESTMENTS — (0.1%) | |||
State Street Institutional U.S. Government Money Market Fund, 0.025% (Cost $106,896) | 106,896 | 106,896 | |
TOTAL INVESTMENTS — (100.0%) (Cost $65,268,106)^^ | $94,341,907 |
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 | $94,235,011 | — | — | $94,235,011 | |||
Temporary Cash Investments | 106,896 | — | — | 106,896 | |||
TOTAL | $94,341,907 | — | — | $94,341,907 |
Dimensional 2050 Target Date Retirement Income Fund
SCHEDULE OF INVESTMENTS
July 31, 2021
(Unaudited)
Shares | Value† | |||
AFFILIATED INVESTMENT COMPANIES — (99.9%) | ||||
Investment in U.S. Core Equity 1 Portfolio of DFA Investment Dimensions Group Inc. | 646,636 | $22,580,523 | ||
Investment in U.S. Large Company Portfolio of Dimensional Investment Group Inc. | 682,095 | 22,495,493 | ||
Investment in Large Cap International Portfolio of DFA Investment Dimensions Group Inc. | 370,776 | 10,188,930 | ||
Investment in Emerging Markets Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 247,891 | 6,370,797 | ||
Investment in International Core Equity Portfolio of DFA Investment Dimensions Group Inc. | 314,070 | 5,109,917 | ||
Investment in DFA Short-Term Extended Quality Portfolio of DFA Investment Dimensions Group Inc. | 159,706 | 1,766,350 | ||
Investment in DFA Two-Year Global Fixed Income Portfolio of DFA Investment Dimensions Group Inc. | 177,523 | 1,766,349 | ||
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES (Cost $45,690,073) | $70,278,359 |
TEMPORARY CASH INVESTMENTS — (0.1%) | |||
State Street Institutional U.S. Government Money Market Fund, 0.025% (Cost $90,032) | 90,032 | 90,032 | |
TOTAL INVESTMENTS — (100.0%) (Cost $45,780,105)^^ | $70,368,391 |
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 | $70,278,359 | — | — | $70,278,359 | |||
Temporary Cash Investments | 90,032 | — | — | 90,032 | |||
TOTAL | $70,368,391 | — | — | $70,368,391 |
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.