NPORT-EX 2 edgar_5.htm
DFA INVESTMENT DIMENSIONS GROUP INC.
FORM N-Q REPORT
January 31, 2020
(UNAUDITED)
Table of Contents
Definitions of Abbreviations and Footnotes
Emerging Markets Portfolio
Emerging Markets Small Cap Portfolio
Emerging Markets Value Portfolio
Emerging Markets Core Equity Portfolio
U.S. Large Cap Equity 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 Portfolio
DFA Intermediate Government Fixed Income Portfolio
DFA Short-Term Extended Quality Portfolio
DFA Intermediate-Term Extended Quality Portfolio
DFA Targeted Credit Portfolio
DFA Investment Grade Portfolio
DFA Inflation-Protected Securities Portfolio
DFA Short-Term Municipal Bond Portfolio
DFA Intermediate-Term Municipal Bond Portfolio
DFA California Short-Term Municipal Bond Portfolio
DFA California Intermediate-Term Municipal Bond Portfolio
DFA NY Municipal Bond Portfolio
Dimensional Retirement Income Fund
Dimensional 2045 Target Date Retirement Income Fund
Dimensional 2050 Target Date Retirement Income Fund
Notes to Financial Statements
Organization
Security Valuation
Financial Instruments
Federal Tax Cost
Recently Issued Accounting Standards
Other
Subsequent Event Evaluations
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
P.L.C. Public Limited Company
SA Special Assessment
CPI Consumer Price Index
ADR American Depositary Receipt
REIT Real Estate Investment Trust
ST Special Tax
CP Certificate Participation
GDR Global Depositary Receipt
LIBOR London Interbank Offered Rate
USTMMR U.S. Treasury Money Market Rate
AGM Assured Guaranty Municipal Corporation
ETM Escrowed to Maturity
GO General Obligation
PSF-GTD Public School Fund Guarantee
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 WITHHLDG State Aid Withholding
ST GTD State Guaranteed
AMBAC American Municipal Bond Assurance Corporation
SCH BD RES FD School Board Resolution Fund
FGIC Federal Guaranty Insurance Corporation
CAD Canadian Dollars
DKK Danish Krone
EUR Euro
GBP British Pounds
NOK Norwegian Krone
SEK Swedish Krona
USD United States Dollar
AUD Australian Dollars
CHF Swiss Franc
ILS Israeli New Shekel
JPY Japanese Yen
NZD New Zealand Dollars
SGD Singapore Dollars
    
CONTINUED
Investment Footnotes
^ Denominated in USD, unless otherwise noted.
† See Security Valuation Note within the Notes to Schedules of Investments.
(r) The adjustable rate shown is effective as of January 31, 2020
Ω Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. The Fund’s Advisor has deemed this security to be liquid based upon procedures approved by the Board of Trustees.
# Total or Partial Securities on Loan.
@ Security purchased with cash proceeds from Securities on Loan.
§ Affiliated Fund.
^^ See Federal Tax Cost Note within the Notes to Schedules of Investments.
* Non-Income Producing Securities.
» Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments.
± 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).
† See Note B to Financial Statements.
Emerging Markets Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Emerging Markets Series of

The DFA Investment Trust Company
  $5,802,786,420
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^
  $5,802,786,420
Summary of the Portfolio's Master Fund's investments as of January 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Small Cap Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Emerging Markets Small Cap Series of

The DFA Investment Trust Company
  $6,410,818,308
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^
  $6,410,818,308
Summary of the Portfolio's Master Fund's investments as of January 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Value Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in Dimensional Emerging Markets Value Fund
  $16,384,996,355
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^
  $16,384,996,355
Summary of the Portfolio's Master Fund's investments as of January 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Core Equity Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Shares   Value»
COMMON STOCKS — (95.8%)
BRAZIL — (7.4%)
 
AES Tiete Energia SA
  2,287,727   $8,146,415
 
AES Tiete Energia SA
  681   584
 
Aliansce Sonae Shopping Centers SA
  981,461   12,052,271
 
Alliar Medicos A Frente SA
  276,819   1,358,692
 
Alupar Investimento SA
  1,230,146   8,496,642
 
Ambev SA, ADR
  16,187,016   67,337,990
 
Ambev SA
  1,591,620   6,633,918
 
Anima Holding SA
  251,359   2,166,362
 
Arezzo Industria e Comercio SA
  545,880   7,686,117
 
Atacadao S.A.
  680,305   3,588,495
#*
Azul SA, ADR
  490,811   20,368,631
*
B2W Cia Digital
  34,100   566,927
 
B3 SA - Brasil Bolsa Balcao
  3,836,897   43,183,682
#
Banco Bradesco SA, ADR
  9,144,346   69,771,362
 
Banco Bradesco SA
  4,942,795   36,182,838
 
Banco BTG Pactual SA
  354,135   6,201,869
 
Banco do Brasil SA
  2,975,292   33,722,662
 
Banco Santander Brasil SA
  1,141,049   11,209,063
 
BB Seguridade Participacoes SA
  3,311,761   26,895,589
 
BK Brasil Operacao e Assessoria a Restaurantes SA
  78,186   298,679
 
BR Malls Participacoes SA
  5,097,940   21,903,072
*
BR Properties SA
  709,294   2,578,739
*
Brasil Brokers Participacoes SA
  26,501   29,269
 
BrasilAgro - Co. Brasileira de Propriedades Agricolas
  269,703   1,226,152
#
Braskem SA, Sponsored ADR
  559,977   8,231,662
*
BRF SA
  1,993,468   14,220,438
 
Camil Alimentos S.A.
  501,366   1,052,464
 
CCR SA
  10,546,856   44,920,061
 
Centrais Eletricas Brasileiras SA
  614,000   5,623,005
#
Cia Brasileira de Distribuicao
  150,971   3,001,303
 
Cia de Locacao das Americas
  869,742   4,794,893
 
Cia de Saneamento Basico do Estado de Sao Paulo
  1,492,504   21,258,755
 
Cia de Saneamento Basico do Estado de Sao Paulo, ADR
  518,652   7,344,112
 
Cia de Saneamento de Minas Gerais-COPASA
  477,437   7,513,953
 
Cia de Saneamento do Parana
  416,186   9,854,121
 
Cia de Saneamento do Parana
  25,300   129,968
#
Cia Energetica de Minas Gerais, Sponsored ADR
  732,209   2,533,441
 
Cia Energetica de Minas Gerais
  767,939   2,985,613
 
Cia Hering
  723,076   4,190,619
#
Cia Paranaense de Energia, Sponsored ADR
  120,245   2,053,785
 
Cia Paranaense de Energia
  161,023   2,951,549
#
Cia Siderurgica Nacional SA, Sponsored ADR
  3,613,990   10,805,830
 
Cia Siderurgica Nacional SA
  4,805,090   14,473,839
 
Cielo SA
  5,833,219   9,629,864
 
Cogna Educacao
  10,156,793   27,558,477
 
Construtora Tenda SA
  950,461   7,940,852
*
Cosan Logistica SA
  1,351,626   6,523,633
 
Cosan SA
  889,067   16,545,706
 
CSU Cardsystem SA
  317,798   842,247
 
CVC Brasil Operadora e Agencia de Viagens SA
  1,175,060   10,014,872
 
Cyrela Brazil Realty SA Empreendimentos e Participacoes
  2,414,737   17,930,378
*
Cyrela Commercial Properties SA Empreendimentos e Participacoes
  15,734   95,265
 
Dimed SA Distribuidora da Medicamentos
  1,500   197,018
 
Direcional Engenharia SA
  1,230,696   4,689,898
 
Duratex SA
  3,372,801   12,364,679
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
BRAZIL — (Continued)
*
EcoRodovias Infraestrutura e Logistica SA
  2,557,343   $10,587,421
 
EDP - Energias do Brasil SA
  2,692,128   14,049,657
 
Embraer SA
  274,400   1,162,288
 
Embraer SA, Sponsored ADR
  1,389,409   23,397,648
 
Enauta Participacoes SA
  944,887   3,596,334
 
Energisa SA
  1,219,400   15,708,751
*
Eneva SA
  310,000   3,165,437
 
Engie Brasil Energia SA
  1,180,061   14,342,263
 
Equatorial Energia SA
  8,919,261   49,650,956
*
Even Construtora e Incorporadora SA
  1,313,719   5,132,050
 
Ez Tec Empreendimentos e Participacoes SA
  973,450   12,638,074
 
Fleury SA
  1,995,788   14,446,698
 
Fras-Le SA
  138,600   222,661
*
Gafisa SA
  189,389   359,974
 
Gafisa SA, ADR
  103,158   390,957
#
Gerdau SA, Sponsored ADR
  3,257,958   15,247,243
 
Gerdau SA
  392,770   1,676,513
#
Gol Linhas Aereas Inteligentes SA, ADR
  320,560   5,138,569
 
Grendene SA
  1,386,884   3,714,463
 
Guararapes Confeccoes SA
  807,228   5,469,985
 
Hapvida Participacoes e Investimentos S.A.
  199,600   2,799,695
*
Helbor Empreendimentos SA
  3,913,058   3,938,094
 
Hypera SA
  1,222,388   10,152,791
 
Iguatemi Empresa de Shopping Centers SA
  60,572   753,862
 
Industrias Romi SA
  172,935   666,688
 
Instituto Hermes Pardini SA
  248,360   1,699,189
 
International Meal Co. Alimentacao SA, Class A
  992,527   2,016,295
 
Iochpe-Maxion SA
  1,511,393   7,665,310
 
IRB Brasil Resseguros S/A
  714,000   7,474,109
 
Itau Unibanco Holding SA
  1,658,959   11,404,229
 
JBS SA
  9,741,475   62,735,226
 
JHSF Participacoes SA
  2,133,091   3,919,915
 
JSL SA
  487,411   3,537,275
 
Kepler Weber SA
  155,204   1,083,594
 
Klabin SA
  3,233,629   15,667,539
 
Light SA
  1,893,788   10,126,499
 
Localiza Rent a Car SA
  2,531,159   31,697,113
 
LOG Commercial Properties e Participacoes SA
  348,077   2,568,353
*
Lojas Americanas S.A.
  4,833   26,215
 
Lojas Americanas SA
  360,590   1,955,941
*
Lojas Americanas SA
  13,882   89,303
 
Lojas Renner SA
  5,046,996   67,704,180
 
M Dias Branco SA
  103,765   995,588
 
Magazine Luiza SA
  4,618,222   60,172,976
 
Mahle-Metal Leve SA
  523,699   3,803,073
 
Marcopolo SA
  621,900   627,331
*
Marfrig Global Foods SA
  69,501   178,029
*
Marisa Lojas SA
  865,738   2,710,864
*
Mills Estruturas e Servicos de Engenharia SA
  1,446,706   3,104,476
*
Minerva SA
  205,754   573,167
 
Movida Participacoes SA
  485,946   2,388,540
 
MRV Engenharia e Participacoes SA
  1,960,780   9,555,288
 
Multiplan Empreendimentos Imobiliarios SA
  83,300   674,554
 
Natura & Co. Holding SA
  3,762,000   41,796,096
 
Notre Dame Intermedica Participacoes S.A.
  231,573   3,796,465
 
Odontoprev SA
  2,842,395   11,721,080
*
Omega Geracao SA
  48,239   447,179
*
Paranapanema SA
  132,219   786,043
*
Petro Rio SA
  848,780   9,499,375
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
BRAZIL — (Continued)
 
Petroleo Brasileiro SA, Sponsored ADR
  4,065,689   $53,870,379
 
Petroleo Brasileiro SA, Sponsored ADR
  1,709,461   24,120,495
 
Petroleo Brasileiro SA
  19,448,656   137,829,055
 
Porto Seguro SA
  1,187,022   18,329,465
 
Portobello SA
  1,102,634   1,539,661
*
Profarma Distribuidora de Produtos Farmaceuticos SA
  178,775   270,922
 
Qualicorp Consultoria e Corretora de Seguros SA
  3,039,374   29,424,286
 
Raia Drogasil SA
  1,654,572   47,992,092
 
Restoque Comercio e Confeccoes de Roupas SA
  142,648   566,249
*
Rumo SA
  5,112,775   27,697,282
 
Santos Brasil Participacoes SA
  2,093,992   3,676,930
 
Sao Carlos Empreendimentos e Participacoes SA
  21,500   259,450
 
Sao Martinho SA
  2,176,916   12,743,493
 
Ser Educacional SA
  369,785   2,639,594
 
SLC Agricola SA
  1,034,157   5,500,886
 
Smiles Fidelidade SA
  685,161   6,156,306
*
Springs Global Participacoes SA
  86,971   257,505
 
Sul America SA
  2,458,327   36,163,686
 
Suzano SA
  3,857,008   35,727,714
#*
Suzano SA, Sponsored ADR
  224,264   2,065,473
 
T4F Entretenimento SA
  361,892   435,190
*
Technos SA
  228,016   147,481
*
Tecnisa SA
  4,215,920   1,801,507
 
Tegma Gestao Logistica SA
  374,952   3,480,209
 
Telefonica Brasil SA, ADR
  592,017   8,217,196
*
Terra Santa Agro SA
  12,700   58,301
 
TIM Participacoes SA, ADR
  309,336   6,016,585
 
TIM Participacoes SA
  3,318,337   12,978,598
 
Transmissora Alianca de Energia Eletrica SA
  2,175,271   15,725,585
 
Trisul SA
  90,036   342,686
 
Tupy SA
  720,373   4,186,729
 
Ultrapar Participacoes SA
  2,196,700   12,956,765
#
Ultrapar Participacoes SA, Sponsored ADR
  74,790   439,765
 
Usinas Siderurgicas de Minas Gerais SA
  279,134   668,733
 
Vale SA, Sponsored ADR
  2,810,743   32,970,016
 
Vale SA
  20,424,690   239,749,026
 
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao S.A
  963,949   3,954,743
*
Via Varejo SA
  5,339,230   17,454,168
*
Vulcabras Azaleia SA
  662,486   1,317,980
 
WEG SA
  1,384,640   12,741,947
 
Wiz Solucoes e Corretagem de Seguros SA
  705,190   2,572,051
 
YDUQS Part
  2,747,345   33,814,168
TOTAL BRAZIL
      2,135,348,153
CHILE — (0.9%)
 
AES Gener SA
  17,060,820   3,173,394
 
Aguas Andinas SA, Class A
  20,726,769   7,770,207
 
Banco de Chile
  14,742,399   1,451,781
#
Banco de Chile, ADR
  316,377   6,295,905
 
Banco de Credito e Inversiones SA
  173,701   7,252,316
 
Banco Santander Chile, ADR
  731,780   14,664,871
 
Besalco SA
  2,753,662   1,357,216
 
CAP SA
  1,193,527   7,096,807
 
Cementos BIO BIO SA
  180,149   177,475
 
Cencosud SA
  7,136,537   8,824,261
 
Cia Cervecerias Unidas SA
  333,902   2,947,785
 
Cia Cervecerias Unidas SA, Sponsored ADR
  283,673   5,055,053
 
Cia Pesquera Camanchaca SA
  49,415   4,105
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHILE — (Continued)
*
Cia Sud Americana de Vapores SA
  189,056,601   $5,943,585
 
Colbun SA
  37,698,779   5,487,536
 
Cristalerias de Chile SA
  59,157   379,557
 
Embotelladora Andina SA, ADR, Class B
  70,431   1,092,385
*
Empresa Nacional de Telecomunicaciones SA
  1,251,928   8,209,684
 
Empresas CMPC SA
  5,224,482   11,976,109
 
Empresas COPEC SA
  1,215,155   10,840,488
 
Empresas Hites SA
  1,284,893   304,752
*
Empresas La Polar SA
  12,148,264   224,263
 
Enel Americas SA, ADR
  3,089,720   30,279,252
 
Enel Americas SA
  109,926,251   21,633,623
 
Enel Chile SA, ADR
  2,417,197   11,409,170
 
Enel Chile SA
  49,354,004   4,678,286
 
Engie Energia Chile SA
  5,052,914   7,068,544
*
Enjoy SA
  1,885,576   44,818
 
Forus SA
  593,586   807,472
 
Grupo Security SA
  2,640,638   597,287
 
Hortifrut SA
  22,571   36,660
 
Instituto de Diagnostico SA
  4,394   10,064
 
Inversiones Aguas Metropolitanas SA
  5,095,067   4,772,199
 
Inversiones La Construccion SA
  295,203   2,692,244
 
Itau CorpBanca
  997,868,314   4,851,664
 
Itau CorpBanca
  67,090   483,719
#
Latam Airlines Group SA, Sponsored ADR
  1,290,486   10,672,319
 
Latam Airlines Group SA
  76,266   633,340
*
Masisa SA
  15,805,533   579,698
 
Molibdenos y Metales SA
  84,984   839,548
 
Multiexport Foods SA
  3,808,329   1,688,632
 
Parque Arauco SA
  4,818,758   11,015,571
 
PAZ Corp. SA
  1,378,694   1,133,421
 
Plaza SA
  13,960   25,119
 
Ripley Corp. SA
  8,172,476   3,815,513
 
SACI Falabella
  2,268,911   8,895,790
 
Salfacorp SA
  2,439,445   1,264,177
 
Sigdo Koppers SA
  1,838,995   2,274,990
 
SMU SA
  1,083,455   188,001
 
Sociedad Matriz SAAM SA
  26,998,141   2,142,210
#
Sociedad Quimica y Minera de Chile SA, Sponsored ADR
  341,596   9,598,848
 
Socovesa SA
  1,574,885   462,271
 
SONDA SA
  3,954,459   3,058,231
 
Vina Concha y Toro SA
  2,984,552   5,361,788
TOTAL CHILE
      263,544,004
CHINA — (21.6%)
*
21Vianet Group, Inc., ADR
  366,907   3,390,221
 
361 Degrees International, Ltd.
  6,049,000   947,587
*
3SBio, Inc.
  7,549,000   9,588,686
#*
500.com, Ltd., ADR, Class A
  28,494   195,184
#*
51job, Inc., ADR
  109,930   7,931,449
*
58.com, Inc., ADR
  377,021   20,969,908
 
AAC Technologies Holdings, Inc.
  4,892,500   34,412,965
 
AAG Energy Holdings, Ltd.
  167,000   26,796
 
Agile Group Holdings, Ltd.
  14,224,465   18,718,518
 
Agricultural Bank of China, Ltd., Class H
  114,646,460   44,262,544
 
Air China, Ltd., Class H
  10,246,000   8,408,576
 
Ajisen China Holdings, Ltd.
  3,611,000   1,015,976
 
AKM Industrial Co., Ltd.
  240,000   39,004
*
Alibaba Group Holding, Ltd., Sponsored ADR
  1,618,047   334,272,330
#*
Alibaba Health Information Technology, Ltd.
  3,148,000   4,385,734
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Alibaba Pictures Group, Ltd.
  36,000,000   $5,092,550
#*
Aluminum Corp. of China, Ltd., ADR
  225,375   1,656,506
*
Aluminum Corp. of China, Ltd., Class H
  19,446,000   5,684,999
 
AMVIG Holdings, Ltd.
  1,738,000   418,646
 
Angang Steel Co., Ltd., Class H
  16,429,908   5,491,417
 
Anhui Conch Cement Co., Ltd., Class H
  7,260,000   46,338,325
 
Anhui Expressway Co., Ltd., Class H
  2,724,000   1,523,148
 
ANTA Sports Products, Ltd.
  4,603,000   40,074,540
#
Anton Oilfield Services Group
  21,244,000   1,962,136
*
Aowei Holdings, Ltd.
  187,000   38,189
 
APT Satellite Holdings, Ltd.
  202,000   75,132
*
Art Group Holdings, Ltd.
  455,000   14,385
 
Asia Cement China Holdings Corp.
  4,666,500   5,858,340
*
Asia Television Holdings, Ltd.
  2,090,000   19,274
*
Asian Citrus Holdings, Ltd.
  3,478,000   50,379
#
Ausnutria Dairy Corp., Ltd.
  2,913,000   3,534,666
#
AVIC International Holding HK, Ltd.
  16,594,207   328,096
#*
AVIC International Holdings, Ltd., Class H
  1,756,000   1,828,676
 
AviChina Industry & Technology Co., Ltd., Class H
  12,699,212   5,283,148
 
BAIC Motor Corp., Ltd., Class H
  13,260,000   6,535,794
*
Baidu, Inc., Sponsored ADR
  630,238   77,872,207
 
BAIOO Family Interactive, Ltd.
  5,858,000   624,662
 
Bank of China, Ltd., Class H
  213,358,702   82,532,863
 
Bank of Chongqing Co., Ltd., Class H
  2,734,000   1,450,919
 
Bank of Communications Co., Ltd., Class H
  24,620,618   15,771,115
#*
Baoye Group Co., Ltd., Class H
  1,572,440   876,562
#*
Baozun, Inc., Sponsored ADR
  303,260   9,131,159
 
BBI Life Sciences Corp.
  346,500   148,776
 
BBMG Corp., Class H
  14,503,404   3,874,774
 
Beijing Capital International Airport Co., Ltd., Class H
  9,638,000   7,762,554
#
Beijing Capital Land, Ltd., Class H
  16,745,999   4,379,202
#*
Beijing Enterprises Clean Energy Group, Ltd.
  65,400,000   441,024
#*
Beijing Enterprises Environment Group, Ltd.
  702,000   52,751
 
Beijing Enterprises Holdings, Ltd.
  2,679,528   11,715,971
#*
Beijing Enterprises Medical & Health Group, Ltd.
  13,284,000   297,899
 
Beijing Enterprises Water Group, Ltd.
  20,918,469   9,302,850
#*
Beijing Gas Blue Sky Holdings, Ltd.
  4,368,000   115,960
 
Beijing Jingneng Clean Energy Co., Ltd., Class H
  8,474,000   1,346,595
 
Beijing North Star Co., Ltd., Class H
  6,674,000   1,897,101
#*
Beijing Properties Holdings, Ltd.
  5,540,967   134,386
 
Beijing Urban Construction Design & Development Group Co., Ltd., Class H
  1,521,000   440,611
#
Best Pacific International Holdings, Ltd.
  2,202,000   599,267
 
BII Railway Transportation Technology Holdings Co., Ltd.
  1,820,000   119,117
*
Bitauto Holdings, Ltd., ADR
  347,641   5,249,379
 
Bosideng International Holdings, Ltd.
  29,280,157   9,626,478
#
Boyaa Interactive International, Ltd.
  2,348,000   281,049
 
Brilliance China Automotive Holdings, Ltd.
  14,582,000   12,924,181
*
Brilliant Circle Holdings International, Ltd.
  60,000   4,898
#
BYD Co., Ltd., Class H
  3,150,300   16,399,906
#
BYD Electronic International Co., Ltd.
  8,293,222   15,919,108
 
C C Land Holdings, Ltd.
  13,761,530   3,188,252
#
CA Cultural Technology Group, Ltd.
  3,621,000   990,898
 
Cabbeen Fashion, Ltd.
  1,829,000   346,477
#
Canvest Environmental Protection Group Co., Ltd.
  2,812,000   1,188,446
*
Capital Environment Holdings, Ltd.
  3,860,000   68,241
*
CAR, Inc.
  6,308,000   4,180,895
 
Carrianna Group Holdings Co., Ltd.
  2,236,877   208,954
*
CECEP COSTIN New Materials Group, Ltd.
  2,583,000   37,415
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Central China Real Estate, Ltd.
  6,182,074   $3,550,307
 
Central China Securities Co., Ltd., Class H
  4,443,000   853,404
*
Century Sunshine Group Holdings, Ltd.
  12,975,000   341,156
#*
CGN Meiya Power Holdings Co., Ltd.
  11,028,000   1,382,528
 
CGN Power Co., Ltd., Class H
  31,290,000   7,678,592
 
Changshouhua Food Co., Ltd.
  1,543,000   536,695
#
Changyou.com, Ltd., ADR
  73,390   783,071
#
Chaowei Power Holdings, Ltd.
  5,438,000   1,798,205
 
Cheetah Mobile, Inc., ADR
  203,417   703,823
#
China Aerospace International Holdings, Ltd.
  14,554,600   810,694
 
China Agri-Industries Holdings, Ltd.
  17,391,800   9,289,267
 
China Aircraft Leasing Group Holdings, Ltd.
  1,454,500   1,483,541
*
China All Access Holdings, Ltd.
  3,800,000   82,023
 
China Animal Healthcare, Ltd.
  1,485,000   35,851
 
China Aoyuan Group, Ltd.
  12,915,000   17,211,235
#*
China Automobile New Retail Holdings, Ltd.
  512,000   48,323
 
China BlueChemical, Ltd., Class H
  16,129,122   3,420,796
*
China Chengtong Development Group, Ltd.
  546,000   15,829
 
China Cinda Asset Management Co., Ltd., Class H
  40,204,000   8,040,904
 
China CITIC Bank Corp., Ltd., Class H
  22,015,607   11,492,319
 
China Coal Energy Co., Ltd., Class H
  10,563,168   3,593,603
 
China Common Rich Renewable Energy Investments, Ltd.
  37,310,000   4,503,660
 
China Communications Construction Co., Ltd., Class H
  14,114,387   9,974,519
 
China Communications Services Corp., Ltd., Class H
  14,707,327   9,871,577
 
China Conch Venture Holdings, Ltd.
  5,957,500   26,490,671
 
China Construction Bank Corp., Class H
  270,910,302   205,224,303
 
China Datang Corp. Renewable Power Co., Ltd., Class H
  13,839,000   1,311,973
#*
China Dili Group
  10,827,661   3,311,034
*
China Distance Education Holdings, Ltd., ADR
  59,444   454,747
 
China Dongxiang Group Co., Ltd.
  23,695,888   2,435,167
#*
China Dynamics Holdings, Ltd.
  8,230,000   90,474
#*
China Eastern Airlines Corp., Ltd., ADR
  980   22,334
*
China Eastern Airlines Corp., Ltd., Class H
  8,334,000   3,794,610
#
China Electronics Huada Technology Co., Ltd.
  2,942,000   282,696
 
China Electronics Optics Valley Union Holding Co., Ltd.
  4,356,000   252,789
#
China Energy Engineering Corp., Ltd., Class H
  2,854,000   334,595
 
China Everbright Bank Co., Ltd., Class H
  7,353,000   2,949,835
 
China Everbright Greentech Ltd.
  579,000   272,744
 
China Everbright International, Ltd.
  16,235,777   11,515,591
 
China Everbright, Ltd.
  8,548,896   13,113,035
#
China Evergrande Group
  15,835,000   34,990,027
 
China Fiber Optic Network System Group, Ltd.
  4,584,800   30,992
 
China Financial Services Holdings, Ltd.
  1,424,000   71,920
 
China Flavors & Fragrances Co., Ltd.
  122,000   20,314
 
China Foods, Ltd.
  7,836,000   2,943,543
 
China Galaxy Securities Co., Ltd., Class H
  11,035,500   5,473,567
#
China Gas Holdings, Ltd.
  7,434,000   29,367,359
 
China Glass Holdings, Ltd.
  4,448,000   178,966
 
China Grand Pharmaceutical and Healthcare Holdings, Ltd., Class A
  4,160,000   2,616,827
#*
China Greenland Broad Greenstate Group Co., Ltd.
  5,504,000   170,185
 
China Hanking Holdings, Ltd.
  3,770,000   890,132
 
China Harmony New Energy Auto Holding, Ltd.
  6,466,000   3,312,940
#*
China High Precision Automation Group, Ltd.
  1,360,000   40,056
 
China High Speed Transmission Equipment Group Co., Ltd.
  1,839,000   1,099,167
 
China Hongqiao Group, Ltd.
  7,359,500   3,616,479
 
China Huarong Asset Management Co., Ltd., Class H
  64,867,000   8,515,946
*
China Huiyuan Juice Group, Ltd.
  3,039,500   548,876
*
China Index Holdings, Ltd., ADR
  23,280   70,772
#
China International Capital Corp., Ltd., Class H
  6,116,000   10,591,776
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
China International Marine Containers Group Co., Ltd., Class H
  2,323,260   $2,041,766
#
China Jinmao Holdings Group, Ltd.
  21,000,976   14,039,606
 
China Lesso Group Holdings, Ltd.
  11,001,000   14,140,561
#
China Life Insurance Co., Ltd., ADR
  881,250   10,495,687
 
China Life Insurance Co., Ltd., Class H
  15,015,000   35,856,333
 
China Lilang, Ltd.
  3,561,000   2,521,684
*
China Logistics Property Holdings Co., Ltd.
  790,000   309,738
*
China Longevity Group Co., Ltd.
  893,399   29,563
 
China Longyuan Power Group Corp., Ltd., Class H
  13,308,000   7,868,529
 
China Machinery Engineering Corp., Class H
  5,910,000   2,196,853
#
China Maple Leaf Educational Systems, Ltd.
  11,288,000   4,023,270
 
China Medical System Holdings, Ltd.
  11,750,800   15,639,349
 
China Meidong Auto Holdings, Ltd.
  1,950,000   2,389,306
 
China Mengniu Dairy Co., Ltd.
  5,843,000   21,429,376
 
China Merchants Bank Co., Ltd., Class H
  20,102,646   96,926,124
 
China Merchants Land, Ltd.
  11,874,000   1,774,709
 
China Merchants Port Holdings Co., Ltd.
  6,292,958   9,680,206
 
China Merchants Securities Co., Ltd., Class H
  436,600   499,288
 
China Minsheng Banking Corp., Ltd., Class H
  17,601,460   12,287,995
#*
China Minsheng Financial Holding Corp., Ltd.
  1,620,000   20,968
 
China Mobile, Ltd.
  13,173,000   108,277,470
#
China Mobile, Ltd., Sponsored ADR
  2,518,833   103,372,906
*
China Modern Dairy Holdings, Ltd.
  3,782,000   468,821
#
China Molybdenum Co., Ltd., Class H
  17,565,000   6,442,401
 
China National Building Material Co., Ltd., Class H
  39,608,150   37,863,231
#
China New Town Development Co., Ltd.
  6,821,177   131,474
#
China Oil & Gas Group, Ltd.
  30,020,000   999,346
 
China Oilfield Services, Ltd., Class H
  12,006,000   17,420,448
 
China Oriental Group Co., Ltd.
  12,644,000   4,343,220
 
China Overseas Grand Oceans Group, Ltd.
  15,048,500   9,832,697
 
China Overseas Land & Investment, Ltd.
  21,556,033   69,290,326
 
China Overseas Property Holdings, Ltd.
  11,796,344   7,152,416
 
China Pacific Insurance Group Co., Ltd., Class H
  10,943,865   36,503,375
 
China Petroleum & Chemical Corp., ADR
  211,889   11,109,330
 
China Petroleum & Chemical Corp., Class H
  129,258,400   68,070,243
*
China Pioneer Pharma Holdings, Ltd.
  2,974,000   717,556
 
China Power International Development, Ltd.
  31,521,600   6,097,104
*
China Properties Group, Ltd.
  2,545,000   230,862
 
China Railway Construction Corp., Ltd., Class H
  9,628,187   9,394,601
 
China Railway Group, Ltd., Class H
  15,165,000   8,317,497
 
China Railway Signal & Communication Corp., Ltd., Class H
  5,972,000   2,876,164
*
China Rare Earth Holdings, Ltd.
  8,262,399   371,223
 
China Reinsurance Group Corp., Class H
  8,676,000   1,231,954
 
China Resources Beer Holdings Co., Ltd.
  3,939,661   18,227,771
 
China Resources Cement Holdings, Ltd.
  19,284,946   21,575,089
 
China Resources Gas Group, Ltd.
  4,236,000   22,326,089
 
China Resources Land, Ltd.
  14,146,610   58,848,794
#
China Resources Medical Holdings Co., Ltd.
  3,211,000   1,706,163
 
China Resources Pharmaceutical Group, Ltd.
  2,570,000   2,150,231
 
China Resources Power Holdings Co., Ltd.
  8,386,820   11,259,301
*
China Ruifeng Renewable Energy Holdings, Ltd.
  2,076,000   78,424
#
China Sanjiang Fine Chemicals Co., Ltd.
  5,368,000   1,097,704
 
China SCE Group Holdings, Ltd.
  25,004,400   13,137,152
#*
China Shengmu Organic Milk, Ltd.
  5,244,000   143,412
 
China Shenhua Energy Co., Ltd., Class H
  25,934,000   45,574,773
 
China Shineway Pharmaceutical Group, Ltd.
  2,026,000   1,752,391
*
China Silver Group, Ltd.
  6,522,000   637,074
 
China South City Holdings, Ltd.
  39,768,711   4,426,925
#
China Southern Airlines Co., Ltd., Sponsored ADR
  41,944   1,158,074
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
China Southern Airlines Co., Ltd., Class H
  14,246,000   $7,871,613
 
China Starch Holdings, Ltd.
  12,525,000   232,335
 
China State Construction International Holdings, Ltd.
  9,703,460   7,712,621
 
China Sunshine Paper Holdings Co., Ltd.
  1,914,500   302,620
 
China Suntien Green Energy Corp., Ltd., Class H
  9,709,000   2,502,160
 
China Taiping Insurance Holdings Co., Ltd.
  8,440,130   17,532,651
#
China Telecom Corp., Ltd., ADR
  154,138   5,966,682
 
China Telecom Corp., Ltd., Class H
  18,830,000   7,326,489
#
China Tian Lun Gas Holdings, Ltd.
  1,522,000   1,280,009
*
China Tianrui Group Cement Co., Ltd.
  22,000   19,933
 
China Traditional Chinese Medicine Holdings Co., Ltd.
  12,926,000   5,972,878
 
China Travel International Investment Hong Kong, Ltd.
  20,429,892   3,258,774
 
China Unicom Hong Kong, Ltd.
  29,320,000   24,459,308
#
China Unicom Hong Kong, Ltd., ADR
  1,134,668   9,474,478
 
China Vanke Co., Ltd., Class H
  8,664,200   30,544,417
 
China Vast Industrial Urban Development Co., Ltd.
  963,000   336,273
#
China Water Affairs Group, Ltd.
  5,394,000   4,207,484
#*
China Water Industry Group, Ltd.
  4,764,000   261,691
 
China Wood Optimization Holding, Ltd.
  2,540,000   639,862
 
China XLX Fertiliser, Ltd.
  1,057,000   310,671
 
China Yuhua Education Corp., Ltd.
  6,262,000   4,336,488
#*
China Yurun Food Group, Ltd.
  9,515,000   788,628
#
China ZhengTong Auto Services Holdings, Ltd.
  14,779,500   3,932,259
 
China Zhongwang Holdings, Ltd.
  13,691,579   4,532,894
#
Chinasoft International, Ltd.
  17,258,000   10,078,040
 
Chongqing Machinery & Electric Co., Ltd., Class H
  1,001,962   64,044
 
Chongqing Rural Commercial Bank Co., Ltd., Class H
  18,931,000   8,655,176
*
Chu Kong Petroleum & Natural Gas Steel Pipe Holdings, Ltd.
  774,000   24,722
 
Chu Kong Shipping Enterprise Group Co., Ltd.
  166,000   24,457
 
CIFI Holdings Group Co., Ltd.
  24,436,015   16,779,251
 
CIMC Enric Holdings, Ltd.
  4,166,000   2,126,532
#*
CIMC-TianDa Holdings Co., Ltd.
  5,295,000   150,274
 
CITIC Dameng Holdings, Ltd.
  3,547,000   144,845
 
CITIC Resources Holdings, Ltd.
  19,864,000   1,132,629
#
CITIC Securities Co., Ltd., Class H
  4,918,500   9,449,561
 
CITIC, Ltd.
  9,194,567   10,397,098
#*
Citychamp Watch & Jewellery Group, Ltd.
  10,412,000   2,235,967
#
Clear Media, Ltd.
  460,000   325,050
 
CNOOC, Ltd.
  54,676,000   81,852,019
#
CNOOC, Ltd., Sponsored ADR
  289,518   43,717,218
#*
COFCO Meat Holdings, Ltd.
  3,649,000   771,058
#*
Cogobuy Group
  3,081,000   428,786
#
Colour Life Services Group Co., Ltd.
  3,372,000   1,576,913
 
Comba Telecom Systems Holdings, Ltd.
  9,912,210   3,575,404
 
Concord New Energy Group, Ltd.
  36,685,909   1,662,892
 
Consun Pharmaceutical Group, Ltd.
  3,884,000   1,989,267
*
Coolpad Group, Ltd.
  23,872,600   606,405
 
COSCO SHIPPING Development Co., Ltd., Class H
  12,876,300   1,362,514
 
COSCO SHIPPING Energy Transportation Co., Ltd., Class H
  11,318,000   4,921,285
*
COSCO SHIPPING Holdings Co., Ltd., Class H
  12,939,500   4,618,158
#
COSCO SHIPPING International Hong Kong Co., Ltd.
  3,914,000   1,168,061
 
COSCO SHIPPING Ports, Ltd.
  10,883,239   7,697,691
 
Cosmo Lady China Holdings Co., Ltd.
  3,495,000   450,254
 
Country Garden Holdings Co., Ltd.
  38,308,649   48,445,476
 
Country Garden Services Holdings Co., Ltd.
  6,480,673   20,936,867
#
CP Pokphand Co., Ltd.
  27,419,658   2,386,382
#
CPMC Holdings, Ltd.
  3,797,000   1,435,990
#
CRCC High-Tech Equipment Corp., Ltd., Class H
  2,033,000   299,016
 
CRRC Corp., Ltd., Class H
  6,815,324   4,493,706
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
CSC Financial Co., Ltd., Class H
  1,439,500   $1,124,769
#
CSPC Pharmaceutical Group, Ltd.
  19,984,000   43,834,188
#*
CSSC Offshore and Marine Engineering Group Co., Ltd., Class H
  242,000   156,923
#*
CT Environmental Group, Ltd.
  17,816,000   292,475
#*
CWT International, Ltd.
  23,990,000   76,604
*
Cybernaut International Holdings Co., Ltd.
  492,000   9,499
 
Da Ming International Holdings, Ltd.
  112,000   23,546
 
Dali Foods Group Co., Ltd.
  8,791,500   6,182,811
 
Datang International Power Generation Co., Ltd., Class H
  12,518,000   2,180,244
 
Dawnrays Pharmaceutical Holdings, Ltd.
  5,328,982   993,660
#*
DBA Telecommunication Asia Holdings, Ltd.
  1,020,000   49,985
#*
Differ Group Holding Co., Ltd.
  7,668,000   448,106
 
Digital China Holdings, Ltd.
  6,459,000   3,278,839
 
Dongfang Electric Corp., Ltd., Class H
  1,866,000   971,889
 
Dongfeng Motor Group Co., Ltd., Class H
  14,054,000   10,502,275
#
Dongjiang Environmental Co., Ltd., Class H
  1,342,795   1,016,890
 
Dongyue Group, Ltd.
  10,854,000   4,933,062
#
Dynagreen Environmental Protection Group Co., Ltd., Class H
  2,387,000   921,500
 
E-Commodities Holdings, Ltd.
  5,976,000   243,895
 
EEKA Fashion Holdings, Ltd.
  911,000   963,070
 
Embry Holdings, Ltd.
  509,000   95,891
 
ENN Energy Holdings, Ltd.
  2,577,000   29,957,361
 
Essex Bio-technology, Ltd.
  871,000   596,543
 
EVA Precision Industrial Holdings, Ltd.
  5,064,516   395,401
 
Everbright Securities Co., Ltd., Class H
  710,800   485,989
*
EverChina International Holdings Co., Ltd.
  18,107,500   505,271
*
Fang Holdings, Ltd., ADR
  43,408   112,861
#
Fanhua, Inc., ADR
  100,150   2,364,542
 
Fantasia Holdings Group Co., Ltd.
  16,870,019   3,010,032
 
Far East Horizon, Ltd.
  9,448,000   8,347,438
*
First Tractor Co., Ltd., Class H
  1,998,000   379,969
#
Flat Glass Group Co., Ltd., Class H
  2,355,000   1,490,077
 
Fosun International, Ltd.
  6,099,120   8,065,839
#
Fu Shou Yuan International Group, Ltd.
  7,268,000   6,098,559
 
Fufeng Group, Ltd.
  11,351,800   4,386,585
#
Fuguiniao Co., Ltd., Class H
  782,600   73,306
#*
Fullshare Holdings, Ltd.
  29,170,017   569,526
#
Fuyao Glass Industry Group Co., Ltd., Class H
  2,918,400   8,351,174
*
GCL New Energy Holdings, Ltd.
  5,994,000   106,834
#*
GCL-Poly Energy Holdings, Ltd.
  147,035,320   5,588,368
#*
GDS Holdings, Ltd., ADR
  141,650   7,324,721
 
Geely Automobile Holdings, Ltd.
  23,435,000   37,135,257
 
Gemdale Properties & Investment Corp., Ltd.
  19,510,000   2,632,172
 
Genertec Universal Medical Group Co., Ltd.
  6,234,000   4,259,833
 
GF Securities Co., Ltd., Class H
  2,813,400   3,072,921
#*
Glorious Property Holdings, Ltd.
  17,149,712   379,108
#
Golden Eagle Retail Group, Ltd.
  3,128,000   3,223,387
*
Golden Meditech Holdings, Ltd.
  232,000   23,614
 
Golden Throat Holdings Group Co., Ltd.
  1,082,500   159,107
 
Goldlion Holdings, Ltd.
  1,288,866   358,863
 
Goldpac Group, Ltd.
  1,532,000   338,797
#*
GOME Retail Holdings, Ltd.
  91,893,660   8,432,432
*
Grand Baoxin Auto Group, Ltd.
  6,200,864   992,294
#
Great Wall Motor Co., Ltd., Class H
  16,852,750   11,135,646
 
Greatview Aseptic Packaging Co., Ltd.
  6,054,000   2,413,831
 
Greenland Hong Kong Holdings, Ltd.
  7,921,275   2,987,928
 
Greentown China Holdings, Ltd.
  8,769,000   10,415,809
 
Greentown Service Group Co., Ltd.
  5,726,000   6,040,646
 
Guangdong Investment, Ltd.
  8,906,000   18,076,241
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Guangdong Land Holdings, Ltd.
  3,385,361   $541,857
 
Guangshen Railway Co., Ltd., Sponsored ADR
  68,574   942,893
 
Guangshen Railway Co., Ltd., Class H
  4,792,000   1,325,433
 
Guangzhou Automobile Group Co., Ltd., Class H
  7,059,690   7,075,562
 
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., Class H
  1,350,000   4,324,144
 
Guangzhou R&F Properties Co., Ltd., Class H
  10,897,132   16,438,041
 
Guolian Securities Co., Ltd., Class H
  271,500   90,809
#
Guorui Properties, Ltd.
  5,022,000   986,530
 
Guotai Junan Securities Co., Ltd., Class H
  166,600   265,622
*
Haichang Ocean Park Holdings, Ltd.
  3,362,000   303,025
 
Haier Electronics Group Co., Ltd.
  6,920,000   20,785,729
*
Hailiang Education Group, Inc., ADR
  17,328   1,232,021
*
Hainan Meilan International Airport Co., Ltd., Class H
  913,000   655,974
 
Haitian International Holdings, Ltd.
  4,808,000   10,394,924
 
Haitong Securities Co., Ltd., Class H
  6,759,600   6,532,293
*
Harbin Bank Co., Ltd., Class H
  663,000   119,600
#*
Harbin Electric Co., Ltd., Class H
  6,284,587   1,641,218
*
Harmonicare Medical Holdings, Ltd.
  898,000   88,452
 
HC Group, Inc.
  25,000   6,534
#*
HC Group, Inc.
  2,770,000   719,379
#
Health and Happiness H&H International Holdings, Ltd.
  2,012,500   8,436,087
 
Henderson Investment, Ltd.
  811,000   64,484
 
Hengan International Group Co., Ltd.
  4,107,622   29,920,500
#
Hengdeli Holdings, Ltd.
  14,196,800   537,806
#*
HengTen Networks Group, Ltd.
  19,236,000   250,021
*
Hi Sun Technology China, Ltd.
  6,771,000   989,137
 
Hilong Holding, Ltd.
  5,953,000   568,991
#
Hisense Home Appliances Group Co., Ltd., Class H
  2,610,000   2,654,917
 
HKC Holdings, Ltd.
  1,112,088   911,432
*
Honghua Group, Ltd.
  17,136,000   937,633
#
Honworld Group, Ltd.
  718,500   256,887
 
Hopefluent Group Holdings, Ltd.
  1,139,973   242,104
 
Hopson Development Holdings, Ltd.
  5,272,000   4,817,554
*
HOSA International, Ltd.
  2,198,000   15,396
*
Hua Han Health Industry Holdings, Ltd.
  22,200,041   1,514,951
#
Hua Hong Semiconductor, Ltd.
  3,822,000   9,123,198
 
Huadian Fuxin Energy Corp., Ltd., Class H
  14,484,000   2,476,526
 
Huadian Power International Corp., Ltd., Class H
  7,910,000   2,608,971
#
Huaneng Power International, Inc., Sponsored ADR
  105,868   2,054,898
 
Huaneng Power International, Inc., Class H
  12,854,000   6,066,273
 
Huaneng Renewables Corp., Ltd., Class H
  40,576,000   16,596,392
*
Huanxi Media Group, Ltd.
  790,000   181,392
 
Huatai Securities Co., Ltd., Class H
  2,982,800   4,681,721
 
Huaxi Holdings Co., Ltd.
  232,000   60,017
 
Huazhong In-Vehicle Holdings Co., Ltd.
  3,418,000   469,643
#
Huazhu Group, Ltd., ADR
  706,061   24,359,104
 
Huishang Bank Corp., Ltd., Class H
  2,676,400   987,499
 
IMAX China Holding, Inc.
  1,238,000   2,305,224
 
Industrial & Commercial Bank of China, Ltd., Class H
  248,874,725   165,196,375
 
Inner Mongolia Yitai Coal Co., Ltd., Class H
  55,700   35,911
#
Inspur International, Ltd.
  548,000   196,158
*
JD.com, Inc., ADR
  1,210,955   45,640,894
*
Jiangnan Group, Ltd.
  14,829,000   616,389
 
Jiangsu Expressway Co., Ltd., Class H
  5,058,000   6,266,892
 
Jiangxi Copper Co., Ltd., Class H
  6,295,000   7,422,712
 
Jiayuan International Group, Ltd.
  1,647,869   590,998
#
Jinchuan Group International Resources Co., Ltd.
  5,991,000   496,493
 
Jingrui Holdings, Ltd.
  1,994,000   587,568
#*
JinkoSolar Holding Co., Ltd., ADR
  483,231   9,036,420
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
JNBY Design, Ltd.
  1,502,000   $1,739,162
 
Joy City Property, Ltd.
  11,752,000   1,171,243
*
JOYY, Inc.
  341,944   20,697,870
 
Ju Teng International Holdings, Ltd.
  6,442,090   1,481,210
*
Jumei International Holding, Ltd., ADR
  12,031   198,515
 
Jutal Offshore Oil Services, Ltd.
  196,000   14,883
 
K Wah International Holdings, Ltd.
  3,256,064   1,587,088
*
Kai Yuan Holdings, Ltd.
  16,790,000   100,296
 
Kaisa Group Holdings, Ltd.
  21,948,684   9,101,565
*
Kangda International Environmental Co., Ltd.
  3,066,000   306,063
#*
Kasen International Holdings, Ltd.
  3,749,000   1,633,800
 
Kingboard Holdings, Ltd.
  5,776,666   15,200,916
 
Kingboard Laminates Holdings, Ltd.
  9,229,484   9,429,600
#
Kingdee International Software Group Co., Ltd.
  4,985,600   5,323,895
#*
Kong Sun Holdings, Ltd.
  575,000   4,533
#*
KuangChi Science, Ltd.
  5,700,000   173,543
 
Kunlun Energy Co., Ltd.
  24,240,000   18,775,657
 
KWG Group Holdings, Ltd.
  14,543,144   18,832,553
 
KWG Property Holding, Ltd.
  263,500   341,218
 
Lai Fung Holdings, Ltd.
  551,515   624,685
 
Lee & Man Chemical Co., Ltd.
  1,081,339   479,534
 
Lee & Man Paper Manufacturing, Ltd.
  10,434,200   7,206,972
 
Lee's Pharmaceutical Holdings, Ltd.
  1,784,000   959,073
 
Legend Holdings Corp., Class H
  336,600   625,647
 
Lenovo Group, Ltd.
  65,524,000   42,754,532
 
Leoch International Technology, Ltd.
  2,600,000   201,976
#*
Lexinfintech Holdings, Ltd., ADR
  507,284   6,746,877
 
Li Ning Co., Ltd.
  7,191,583   21,002,140
#*
Lifestyle China Group, Ltd.
  2,141,500   572,878
*
Lifetech Scientific Corp.
  10,906,000   1,953,309
#*
Link Motion, Inc., Sponsored ADR
  206,737   5,975
 
Livzon Pharmaceutical Group, Inc., Class H
  659,617   2,261,705
 
LK Technology Holdings, Ltd.
  637,500   35,510
 
Logan Property Holdings Co., Ltd.
  11,208,000   16,941,928
 
Longfor Group Holdings, Ltd.
  7,546,500   31,847,360
 
Lonking Holdings, Ltd.
  19,409,000   5,090,790
#
Luye Pharma Group, Ltd.
  15,376,500   9,864,409
 
LVGEM China Real Estate Investment Co., Ltd.
  1,408,000   475,867
#
Maanshan Iron & Steel Co., Ltd., Class H
  4,930,177   1,743,765
 
Maoye International Holdings, Ltd.
  7,441,000   475,173
 
Metallurgical Corp. of China, Ltd., Class H
  7,446,000   1,450,043
 
Min Xin Holdings, Ltd.
  720,000   276,334
#*
Mingfa Group International Co., Ltd.
  4,986,000   36,143
 
Mingyuan Medicare Development Co., Ltd.
  4,480,000   24,861
#
Minmetals Land, Ltd.
  9,483,644   1,462,342
#*
Minsheng Education Group Co., Ltd.
  642,000   98,410
 
Minth Group, Ltd.
  5,905,000   18,061,629
#*
MMG, Ltd.
  26,869,999   6,010,527
 
MOBI Development Co., Ltd.
  733,000   96,890
#
Modern Land China Co., Ltd.
  1,646,000   228,739
 
Momo, Inc., Sponsored ADR
  1,173,161   35,898,727
#
Nan Hai Corp., Ltd.
  35,000,000   418,868
*
Nature Home Holding Co., Ltd.
  1,578,000   293,718
 
NetDragon Websoft Holdings, Ltd.
  402,500   972,165
 
NetEase, Inc., ADR
  262,311   84,138,876
#*
New Century Healthcare Holding Co., Ltd.
  58,000   17,634
 
New China Life Insurance Co., Ltd., Class H
  2,976,700   11,103,650
*
New Oriental Education & Technology Group, Inc., Sponsored ADR
  202,137   24,569,752
*
New World Department Store China, Ltd.
  2,929,538   470,832
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Nexteer Automotive Group, Ltd.
  7,142,000   $5,250,617
 
Nine Dragons Paper Holdings, Ltd.
  15,553,000   14,697,741
#*
Noah Holdings, Ltd., ADR
  87,175   2,957,848
*
North Mining Shares Co., Ltd.
  3,140,000   5,663
#
NVC International Holdings, Ltd.
  10,086,000   310,839
 
O-Net Technologies Group, Ltd.
  2,511,000   1,299,205
 
Orient Securities Co., Ltd., Class H
  1,076,000   592,213
 
Overseas Chinese Town Asia Holdings, Ltd.
  1,419,817   435,305
#*
Ozner Water International Holding, Ltd.
  1,811,000   138,130
#
Pacific Online, Ltd.
  2,485,195   500,202
#*
Panda Green Energy Group, Ltd.
  7,846,000   256,135
*
Parkson Retail Group, Ltd.
  7,287,500   507,057
 
PAX Global Technology, Ltd.
  6,018,000   2,788,686
 
People's Insurance Co. Group of China, Ltd. (The), Class H
  16,639,000   5,953,405
 
PetroChina Co., Ltd., ADR
  221,687   9,756,445
 
PetroChina Co., Ltd., Class H
  125,980,000   55,549,887
 
Phoenix Media Investment Holdings, Ltd.
  5,334,000   339,103
 
Phoenix New Media, Ltd., ADR
  126,855   229,608
 
PICC Property & Casualty Co., Ltd., Class H
  15,829,398   16,928,749
 
Ping An Insurance Group Co. of China, Ltd., Class H
  28,354,500   320,628,459
 
Poly Culture Group Corp., Ltd., Class H
  105,600   69,399
 
Poly Property Group Co., Ltd.
  18,246,068   7,067,453
 
Postal Savings Bank of China Co., Ltd., Class H
  23,538,000   14,646,391
 
Pou Sheng International Holdings, Ltd.
  10,604,609   3,158,265
 
Powerlong Real Estate Holdings, Ltd.
  13,682,715   7,489,134
 
Prosperity International Holdings HK, Ltd.
  62,400   579
#*
PW Medtech Group, Ltd.
  4,651,000   762,077
#*
Q Technology Group Co., Ltd.
  4,278,000   6,031,716
 
Qingdao Port International Co., Ltd., Class H
  2,200,000   1,427,086
 
Qingling Motors Co., Ltd., Class H
  4,396,000   1,026,670
#
Qinhuangdao Port Co., Ltd., Class H
  1,912,500   329,950
#*
Qinqin Foodstuffs Group Cayman Co., Ltd.
  328,724   103,963
*
Real Gold Mining, Ltd.
  640,000   21,672
 
Red Star Macalline Group Corp., Ltd., Class H
  1,324,704   994,068
 
Redco Properties Group Ltd.
  7,898,000   3,474,738
*
Renren, Inc., ADR
  900   1,569
*
REXLot Holdings, Ltd.
  3,197,569   3,252
 
Road King Infrastructure, Ltd.
  2,150,000   3,609,411
 
Ronshine China Holdings, Ltd.
  2,351,000   2,486,251
 
Sany Heavy Equipment International Holdings Co., Ltd.
  7,618,500   3,683,597
#
Seaspan Corp.
  741,135   8,945,499
#
Seazen Group, Ltd.
  17,524,000   17,592,200
*
Secoo Holding, Ltd., ADR
  25,888   164,648
#*
Semiconductor Manufacturing International Corp.
  16,391,196   29,929,294
 
Shandong Chenming Paper Holdings, Ltd., Class H
  3,731,533   1,454,830
 
Shandong Weigao Group Medical Polymer Co., Ltd., Class H
  9,784,000   11,666,957
 
Shandong Xinhua Pharmaceutical Co., Ltd., Class H
  1,229,200   784,023
 
Shanghai Electric Group Co., Ltd., Class H
  8,388,000   2,479,074
 
Shanghai Fosun Pharmaceutical Group Co., Ltd., Class H
  2,778,500   7,388,250
 
Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co., Ltd., Class H
  1,774,000   1,031,193
*
Shanghai Haohai Biological Technology Co., Ltd., Class H
  62,500   310,876
 
Shanghai Industrial Holdings, Ltd.
  3,549,000   6,251,117
 
Shanghai Industrial Urban Development Group, Ltd.
  18,327,025   2,108,807
 
Shanghai Jin Jiang Capital Co., Ltd., Class H
  15,844,000   2,661,486
 
Shanghai Pharmaceuticals Holding Co., Ltd., Class H
  3,769,500   7,019,846
 
Shanghai Prime Machinery Co., Ltd., Class H
  5,126,000   478,202
*
Shanghai Zendai Property, Ltd.
  10,965,000   62,473
 
Shengjing Bank Co., Ltd., Class H
  702,500   620,289
 
Shenguan Holdings Group, Ltd.
  6,774,000   274,350
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Shenwan Hongyuan Group Co., Ltd.
  80,800   $18,827
 
Shenzhen Expressway Co., Ltd., Class H
  4,056,000   5,247,975
 
Shenzhen International Holdings, Ltd.
  7,238,328   14,458,977
 
Shenzhen Investment, Ltd.
  26,899,674   9,289,008
 
Shenzhou International Group Holdings, Ltd.
  2,506,100   33,130,187
 
Shenzhou Space Park Group LT
  3,080,000   37,912
 
Shimao Property Holdings, Ltd.
  9,967,183   32,164,056
 
Shougang Concord International Enterprises Co., Ltd.
  61,754,200   2,717,325
 
Shougang Fushan Resources Group, Ltd.
  19,078,461   3,755,926
 
Shui On Land, Ltd.
  33,292,776   6,637,053
*
Shunfeng International Clean Energy, Ltd.
  8,130,000   108,205
 
Sichuan Expressway Co., Ltd., Class H
  4,788,000   1,307,597
 
Sihuan Pharmaceutical Holdings Group, Ltd.
  33,744,000   3,804,796
*
Silver Grant International Holdings Group, Ltd.
  8,004,000   1,200,363
*
SINA Corp.
  262,143   10,155,420
#
Sino Biopharmaceutical, Ltd.
  32,492,997   42,909,470
 
Sinofert Holdings, Ltd.
  16,374,673   1,593,287
 
Sino-I Technology, Ltd.
  5,320,000   33,046
*
Sinolink Worldwide Holdings, Ltd.
  15,111,492   743,046
 
Sino-Ocean Group Holding, Ltd.
  23,303,962   8,380,314
 
Sinopec Engineering Group Co., Ltd., Class H
  7,799,500   4,202,735
 
Sinopec Kantons Holdings, Ltd.
  7,438,000   2,895,020
*
Sinopec Oilfield Service Corp., Class H
  4,332,000   436,027
 
Sinopec Shanghai Petrochemical Co., Ltd., Sponsored ADR
  31,247   796,161
 
Sinopec Shanghai Petrochemical Co., Ltd., Class H
  16,637,000   4,230,107
 
Sinopharm Group Co., Ltd., Class H
  5,510,400   17,930,442
#
Sinosoft Technology Group, Ltd.
  5,215,400   1,004,423
 
Sinotrans, Ltd., Class H
  16,608,000   5,082,132
 
Sinotruk Hong Kong, Ltd.
  6,117,000   10,503,150
 
Skyfame Realty Holdings, Ltd.
  21,572,000   2,795,189
#*
Skyworth Group, Ltd.
  15,890,811   4,242,611
#*
SMI Holdings Group, Ltd.
  4,693,951   302,188
 
SOHO China, Ltd.
  18,032,339   6,875,149
*
Sohu.com, Ltd., ADR
  110,251   1,171,968
#*
Sparkle Roll Group, Ltd.
  9,328,000   294,000
 
Springland International Holdings, Ltd.
  3,574,000   1,025,031
*
SPT Energy Group, Inc.
  3,612,000   276,574
*
SRE Group, Ltd.
  18,349,714   114,962
 
SSY Group, Ltd.
  15,218,506   13,909,420
*
Starrise Media Holdings, Ltd.
  1,702,000   262,250
 
Suchuang Gas Corp., Ltd.
  302,000   70,816
 
Sun Art Retail Group, Ltd.
  14,202,500   16,874,666
#
Sun King Power Electronics Group
  2,560,000   376,192
 
Sunac China Holdings, Ltd.
  13,867,000   66,881,420
 
Sunny Optical Technology Group Co., Ltd.
  3,119,000   49,562,171
#*
Sunshine 100 China Holdings, Ltd.
  244,000   44,206
*
Superb Summit International Group, Ltd.
  95,000   3,349
#
Symphony Holdings, Ltd.
  6,420,000   701,650
*
TAL Education Group, ADR
  667,337   33,300,116
#*
Tarena International, Inc., ADR
  139,950   319,086
*
Taung Gold International, Ltd.
  57,770,000   275,104
 
TCL Electronics Holdings, Ltd.
  4,963,932   2,223,528
*
Tech Pro Technology Development, Ltd.
  37,652,000   62,054
 
Ten Pao Group Holdings, Ltd.
  60,000   6,763
 
Tencent Holdings, Ltd.
  16,584,000   790,893,817
#
Tenfu Cayman Holdings Co., Ltd.
  101,000   78,687
#*
Tenwow International Holdings, Ltd.
  2,865,000   26,302
 
Texhong Textile Group, Ltd.
  2,534,500   2,642,939
*
Textainer Group Holdings, Ltd.
  133,234   1,278,322
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Tian An China Investment Co., Ltd.
  1,191,357   $492,335
*
Tian Ge Interactive Holdings, Ltd.
  1,474,000   330,836
 
Tian Shan Development Holding, Ltd.
  1,584,000   611,655
 
Tiangong International Co., Ltd.
  4,718,000   1,599,310
#
Tianjin Capital Environmental Protection Group Co., Ltd., Class H
  1,840,000   589,543
 
Tianjin Development Holdings, Ltd.
  2,553,800   680,061
 
Tianjin Port Development Holdings, Ltd.
  14,545,200   1,298,485
#
Tianneng Power International, Ltd.
  7,339,952   4,913,411
 
Tianyun International Holdings, Ltd.
  1,450,000   172,569
#*
Tibet Water Resources, Ltd.
  6,597,000   432,216
 
Tingyi Cayman Islands Holding Corp.
  11,626,000   19,613,613
#
Tomson Group, Ltd.
  2,363,780   601,327
 
Tong Ren Tang Technologies Co., Ltd., Class H
  3,893,000   3,603,117
 
Tongda Group Holdings, Ltd.
  47,530,000   4,997,627
#
Top Spring International Holdings, Ltd.
  397,500   67,121
#*
Tou Rong Chang Fu Group, Ltd.
  5,680,000   32,398
 
Towngas China Co., Ltd.
  5,440,351   3,370,254
 
TravelSky Technology, Ltd., Class H
  4,066,938   8,800,888
 
Trigiant Group, Ltd.
  5,424,000   1,169,252
*
Trip.com Group Ltd., ADR
  882,029   28,339,592
*
Truly International Holdings, Ltd.
  9,951,000   1,296,995
 
Tsaker Chemical Group, Ltd.
  220,500   48,441
#
Tsingtao Brewery Co., Ltd., Class H
  1,706,000   9,436,076
#*
Tuniu Corp., Sponsored ADR
  80,591   154,735
 
Uni-President China Holdings, Ltd.
  8,425,308   8,575,485
 
United Energy Group, Ltd.
  32,109,100   5,664,156
#*
V1 Group, Ltd.
  13,654,600   325,867
 
Vinda International Holdings, Ltd.
  857,000   2,071,961
*
Vipshop Holdings, Ltd., ADR
  3,088,795   39,320,360
 
Wanguo International Mining Group, Ltd.
  284,000   54,830
 
Want Want China Holdings, Ltd.
  35,404,000   29,224,223
 
Wasion Holdings, Ltd.
  4,128,000   1,627,034
#*
Weibo Corp., Sponsored ADR
  501,190   21,360,718
 
Weichai Power Co., Ltd., Class H
  11,989,120   20,989,716
 
Weiqiao Textile Co., Class H
  3,082,500   797,231
 
West China Cement, Ltd.
  33,700,000   5,415,045
#
Wisdom Education International Holdings Co., Ltd.
  1,282,000   482,767
 
Wison Engineering Services Co., Ltd.
  397,000   38,200
#
Xiabuxiabu Catering Management China Holdings Co., Ltd.
  3,022,000   3,212,911
 
Xiamen International Port Co., Ltd., Class H
  7,153,338   868,215
 
Xingda International Holdings, Ltd.
  7,736,796   2,095,185
 
Xingfa Aluminium Holdings, Ltd.
  348,000   322,299
 
Xinhua Winshare Publishing and Media Co., Ltd., Class H
  2,537,000   1,747,595
 
Xinjiang Goldwind Science & Technology Co., Ltd., Class H
  4,077,584   4,272,607
*
Xinming China Holdings, Ltd.
  368,000   60,064
#
Xinyi Solar Holdings, Ltd.
  28,457,573   19,887,544
 
Xinyuan Real Estate Co., Ltd., ADR
  101,025   335,403
 
Xtep International Holdings, Ltd.
  7,134,148   3,229,777
*
Xunlei, Ltd., ADR
  82,053   347,084
#
Yadea Group Holdings, Ltd.
  6,682,000   1,721,623
*
Yanchang Petroleum International, Ltd.
  18,030,000   105,001
#
Yangtze Optical Fibre and Cable Joint Stock, Ltd. Co., Class H
  750,000   1,275,925
 
Yanzhou Coal Mining Co., Ltd., Class H
  17,058,000   12,586,017
#
Yashili International Holdings, Ltd.
  3,046,000   262,193
 
YiChang HEC ChangJiang Pharmaceutical Co., Ltd., Class H
  624,400   3,578,666
*
Yida China Holdings, Ltd.
  612,000   115,080
 
Yihai International Holding, Ltd.
  2,327,000   13,075,567
 
Yip's Chemical Holdings, Ltd.
  1,348,000   424,694
#*
Yiren Digital, Ltd., ADR
  150,597   689,734
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Youyuan International Holdings, Ltd.
  4,273,760   $107,303
*
YuanShengTai Dairy Farm, Ltd.
  4,726,000   163,034
 
Yuexiu Property Co., Ltd.
  67,287,784   13,469,045
 
Yuexiu Transport Infrastructure, Ltd.
  4,239,415   3,691,988
 
Yum China Holdings, Inc.
  1,158,333   49,889,402
 
Yunnan Water Investment Co., Ltd., Class H
  227,000   45,467
 
Yuzhou Properties Co., Ltd.
  23,549,835   10,865,699
#
Zhaojin Mining Industry Co., Ltd., Class H
  4,859,666   5,598,911
 
Zhejiang Expressway Co., Ltd., Class H
  7,276,000   5,939,889
 
Zhengzhou Coal Mining Machinery Group Co., Ltd., Class H
  1,743,000   865,262
#*
Zhong An Group, Ltd.
  12,902,888   371,586
 
Zhongsheng Group Holdings, Ltd.
  5,634,500   20,736,843
#
Zhongyu Gas Holdings, Ltd.
  1,544,550   1,392,307
 
Zhou Hei Ya International Holdings Co., Ltd.
  4,137,500   2,030,689
#*
Zhuguang Holdings Group Co., Ltd.
  822,000   120,686
#
Zhuhai Holdings Investment Group, Ltd.
  1,360,000   208,868
 
Zhuzhou CRRC Times Electric Co., Ltd., Class H
  1,805,850   6,080,731
 
Zijin Mining Group Co., Ltd., Class H
  32,764,000   14,376,957
 
Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H
  8,399,000   6,166,545
*
ZTE Corp., Class H
  2,075,992   6,651,406
 
ZTO Express Cayman, Inc., ADR
  568,531   12,348,493
TOTAL CHINA
      6,239,537,339
COLOMBIA — (0.3%)
 
Banco de Bogota SA
  91,924   2,392,174
 
Bancolombia SA, Sponsored ADR
  301,584   15,824,113
 
Bancolombia SA
  780,095   9,680,477
 
Bolsa de Valores de Colombia
  20,739   66,704
 
Celsia SA ESP
  1,299,891   1,723,686
 
Cementos Argos SA
  1,901,389   3,613,751
*
CEMEX Latam Holdings SA
  1,164,625   1,426,836
*
Constructora Conconcreto SA
  19,345   2,692
*
Corp. Financiera Colombiana SA
  299,162   2,842,913
#
Ecopetrol SA, Sponsored ADR
  207,704   3,842,524
 
Ecopetrol SA
  21,604,701   20,088,582
*
Empresa de Telecomunicaciones de Bogota
  2,559,373   193,076
 
Grupo Argos SA
  405,195   2,070,997
 
Grupo Aval Acciones y Valores SA
  164,769   1,392,298
 
Grupo de Inversiones Suramericana SA
  549,128   5,138,040
*
Grupo Energia Bogota SA ESP
  3,724,144   2,607,990
 
Grupo Nutresa SA
  471,389   3,412,746
 
Interconexion Electrica SA ESP
  2,411,467   13,256,017
 
Mineros SA
  47,961   42,912
 
Promigas SA ESP
  27,701   59,938
TOTAL COLOMBIA
      89,678,466
CZECH REPUBLIC — (0.2%)
 
CEZ A.S.
  992,422   21,723,671
 
Komercni banka A.S.
  191,995   6,599,003
 
Moneta Money Bank A.S.
  2,881,502   10,521,596
 
O2 Czech Republic A.S.
  377,664   3,889,275
 
Philip Morris CR A.S.
  3,783   2,565,369
TOTAL CZECH REPUBLIC
      45,298,914
EGYPT — (0.1%)
#
Commercial International Bank Egypt S.A.E., GDR
  3,828,381   20,163,321
 
Commercial International Bank Egypt S.A.E., GDR
  432,889   2,276,996
 
Egyptian Financial Group-Hermes Holding Co., GDR
  72,912   140,720
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
EGYPT — (Continued)
 
Egyptian Financial Group-Hermes Holding Co., GDR
  18,996   $36,544
TOTAL EGYPT
      22,617,581
GREECE — (0.3%)
 
Aegean Airlines SA
  204,088   1,891,815
*
Alpha Bank AE
  530,025   1,060,827
 
Athens Water Supply & Sewage Co. SA
  121,179   997,549
*
Attica Bank SA
  38,927   15,628
 
AUTOHELLAS SA
  11,683   99,720
 
Bank of Greece
  3,023   53,157
*
Ellaktor SA
  518,178   977,686
*
Eurobank Ergasias SA
  668,694   613,541
*
FF Group
  156,853   576,435
 
Fourlis Holdings SA
  192,550   1,212,538
*
GEK Terna Holding Real Estate Construction SA
  288,834   2,617,917
 
Hellenic Exchanges - Athens Stock Exchange SA
  351,775   1,820,229
 
Hellenic Petroleum SA
  423,440   3,698,511
 
Hellenic Telecommunications Organization SA
  1,023,770   15,289,598
 
Holding Co. ADMIE IPTO SA
  620,938   1,586,514
*
Intracom Holdings SA
  250,949   231,902
*
Intralot SA-Integrated Lottery Systems & Services
  726,755   293,525
 
JUMBO SA
  463,930   9,435,481
*
LAMDA Development SA
  256,284   2,292,340
*
Marfin Investment Group Holdings SA
  5,841,842   665,356
 
Motor Oil Hellas Corinth Refineries SA
  287,114   6,096,548
 
Mytilineos SA
  317,358   3,251,854
*
National Bank of Greece SA
  290,542   922,251
 
OPAP SA
  745,570   9,283,886
*
Piraeus Bank SA
  527,233   1,872,346
 
Piraeus Port Authority SA
  25,605   615,217
*
Public Power Corp. SA
  525,419   2,432,156
 
Sarantis SA
  25,496   251,276
*
Terna Energy SA
  184,185   1,656,616
*
Titan Cement International SA
  240,937   4,932,267
TOTAL GREECE
      76,744,686
HONG KONG — (0.0%)
 
HUISHAN DAIRY
  1,990,720   22,120
*
Leyou Technologies Holdings, Ltd.
  905,000   290,291
TOTAL HONG KONG
      312,411
HUNGARY — (0.3%)
 
CIG Pannonia Life Insurance P.L.C., Class A
  71,774   42,063
 
Magyar Telekom Telecommunications P.L.C.
  4,517,212   6,734,377
 
Magyar Telekom Telecommunications P.L.C., Sponsored ADR
  36,206   276,252
 
MOL Hungarian Oil & Gas P.L.C.
  4,416,158   37,447,593
 
OTP Bank P.L.C.
  914,215   42,348,230
 
Richter Gedeon Nyrt
  626,111   13,459,236
TOTAL HUNGARY
      100,307,751
INDIA — (12.2%)
*
3M India, Ltd.
  8,720   2,796,360
*
5Paisa Capital, Ltd.
  18,325   48,094
 
Aarti Drugs, Ltd.
  38,487   329,444
 
Aarti Industries, Ltd.
  529,566   7,338,021
*
Aarti Surfactants, Ltd.
  27,128   30,295
 
ABB India, Ltd.
  122,480   2,236,027
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
ABB Powar Products & System India, Ltd.
  24,496   $260,897
 
Abbott India, Ltd.
  9,321   1,636,553
 
ACC, Ltd.
  326,816   6,885,457
*
Accelya Kale Solutions, Ltd.
  3,197   47,110
 
Action Construction Equipment, Ltd.
  165,096   199,167
 
Adani Enterprises, Ltd.
  2,164,224   6,919,579
 
Adani Gas, Ltd.
  2,599,564   6,032,155
*
Adani Green Energy, Ltd.
  2,028,508   5,346,622
 
Adani Ports & Special Economic Zone, Ltd.
  4,556,580   23,540,041
*
Adani Power, Ltd.
  11,143,027   9,503,762
*
Adani Transmissions, Ltd.
  1,864,458   8,684,511
*
Aditya Birla Capital, Ltd.
  2,263,199   3,132,392
*
Aditya Birla Fashion and Retail, Ltd.
  2,084,261   6,820,957
 
Advanced Enzyme Technologies, Ltd.
  75,148   178,708
 
Aegis Logistics, Ltd.
  685,032   2,015,964
 
Agro Tech Foods, Ltd.
  51,860   502,643
 
Ahluwalia Contracts India, Ltd.
  25,428   117,638
 
AIA Engineering, Ltd.
  225,693   5,635,032
 
Ajanta Pharma, Ltd.
  340,233   5,263,604
 
Akzo Nobel India, Ltd.
  89,137   2,554,376
 
Alembic Pharmaceuticals, Ltd.
  530,410   4,669,270
 
Alembic, Ltd.
  1,003,056   806,509
 
Alkyl Amines Chemicals
  6,717   123,024
*
Allahabad Bank
  4,089,126   1,014,670
 
Allcargo Logistics, Ltd.
  670,750   1,057,127
 
Amara Raja Batteries, Ltd.
  633,280   6,830,859
 
Ambuja Cements, Ltd.
  2,308,654   6,617,155
 
Amrutanjan Health Care, Ltd.
  4,325   27,421
*
Amtek Auto, Ltd.
  876,612   6,334
 
Anant Raj, Ltd.
  1,131,445   575,682
*
Andhra Bank
  3,127,819   702,150
 
Andhra Sugars, Ltd. (The)
  6,071   26,971
*
Anup Engineering, Ltd.
  63,184   533,636
 
Apar Industries, Ltd.
  135,145   734,352
 
APL Apollo Tubes, Ltd.
  61,073   1,679,276
 
Apollo Hospitals Enterprise, Ltd.
  436,559   10,175,433
 
Apollo Tyres, Ltd.
  3,579,570   8,338,674
*
Arvind Fashions, Ltd.
  341,192   1,880,515
 
Arvind, Ltd.
  1,820,693   1,097,731
 
Asahi India Glass, Ltd.
  388,763   1,308,470
 
Ashiana Housing, Ltd.
  122,201   190,455
 
Ashok Leyland, Ltd.
  12,195,721   13,990,470
*
Ashoka Buildcon, Ltd.
  803,736   1,280,268
 
Asian Paints, Ltd.
  1,411,925   35,506,346
 
Astra Microwave Products, Ltd.
  90,438   118,728
 
Astral Polytechnik, Ltd.
  237,559   3,993,325
 
AstraZeneca Pharma India, Ltd.
  4,481   166,120
 
Atul, Ltd.
  111,614   7,677,083
 
Aurobindo Pharma, Ltd.
  2,548,529   17,191,810
 
Automotive Axles, Ltd.
  55,913   652,321
 
Avanti Feeds, Ltd.
  243,671   2,261,751
 
Axis Bank, Ltd.
  4,107,465   42,023,931
 
Bajaj Auto, Ltd.
  426,279   18,956,193
*
Bajaj Consumer Care, Ltd.
  582,691   1,834,023
 
Bajaj Electricals, Ltd.
  290,425   1,515,124
 
Bajaj Finance, Ltd.
  673,807   41,204,883
 
Bajaj Finserv, Ltd.
  166,745   22,037,698
*
Bajaj Hindusthan Sugar, Ltd.
  4,746,193   420,507
 
Bajaj Holdings & Investment, Ltd.
  194,689   9,440,941
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Balaji Amines, Ltd.
  104,011   $566,850
 
Balkrishna Industries, Ltd.
  709,229   10,608,734
 
Balmer Lawrie & Co., Ltd.
  675,136   1,135,743
 
Balrampur Chini Mills, Ltd.
  1,925,403   4,460,245
 
Banco Products India, Ltd.
  104,639   150,851
 
Bandhan Bank, Ltd.
  781,714   4,920,057
*
Bank of Baroda
  3,302,125   4,259,429
*
Bank of Maharashtra
  1,404,196   257,423
 
Bannari Amman Sugars, Ltd.
  3,050   62,417
 
BASF India, Ltd.
  51,162   710,862
 
Bata India, Ltd.
  262,044   6,617,650
 
Bayer CropScience, Ltd.
  4,225   244,128
 
BEML, Ltd.
  168,659   2,304,659
 
Berger Paints India, Ltd.
  1,813,628   14,219,644
 
Bhansali Engineering Polymers, Ltd.
  841,362   588,938
 
Bharat Dyanamics, Ltd.
  5,585   22,540
 
Bharat Electronics, Ltd.
  3,735,261   4,711,211
 
Bharat Forge, Ltd.
  1,925,232   13,196,859
 
Bharat Heavy Electricals, Ltd.
  6,135,772   3,664,489
 
Bharat Petroleum Corp., Ltd.
  3,197,774   20,491,636
 
Bharat Rasayan, Ltd.
  3,791   342,159
*
Bharti Airtel, Ltd.
  10,998,855   76,525,517
 
Bharti Infratel, Ltd.
  1,814,623   6,315,164
 
Biocon, Ltd.
  964,674   3,960,526
 
Birla Corp., Ltd.
  168,566   1,872,729
 
Birla Tyres, Ltd.
  8,965   521
*
Birlasoft, Ltd.
  1,984,793   2,238,102
 
Bliss Gvs Pharma, Ltd.
  667,531   1,346,439
 
BLS International Services, Ltd.
  15,689   14,646
 
Blue Dart Express, Ltd.
  39,281   1,483,710
 
Blue Star, Ltd.
  299,039   3,480,907
 
Bodal Chemicals, Ltd.
  819,591   843,756
 
Bombay Dyeing & Manufacturing Co., Ltd.
  614,471   810,328
 
Borosil Glass Works, Ltd.
  41,997   101,537
 
Bosch, Ltd.
  17,882   3,471,440
 
Brigade Enterprises, Ltd.
  562,221   1,865,658
 
Britannia Industries, Ltd.
  271,134   12,093,260
 
BSE, Ltd.
  49,666   371,187
 
Cadila Healthcare, Ltd.
  1,597,176   5,920,236
 
Can Fin Homes, Ltd.
  626,247   4,239,750
*
Canara Bank
  1,293,684   3,651,010
 
Capacit'e Infraprojects, Ltd.
  76,425   206,345
 
Caplin Point Laboratories, Ltd.
  211,963   849,168
 
Carborundum Universal, Ltd.
  431,628   2,027,505
 
Care Ratings, Ltd.
  180,833   1,660,271
 
Castrol India, Ltd.
  2,091,193   3,926,152
 
CCL Products India, Ltd.
  651,307   2,046,123
 
Ceat, Ltd.
  311,187   4,353,862
 
Central Depository Services India, Ltd.
  61,224   226,735
 
Century Plyboards India, Ltd.
  813,692   1,941,427
 
Century Textiles & Industries, Ltd.
  347,348   3,092,088
 
Cera Sanitaryware, Ltd.
  34,646   1,313,317
 
CESC, Ltd.
  627,545   6,211,316
*
CG Power and Industrial Solutions, Ltd.
  4,680,880   629,863
 
Chambal Fertilizers & Chemicals, Ltd.
  1,986,034   5,023,094
*
Chennai Petroleum Corp., Ltd.
  272,140   474,915
 
Chennai Super Kings Cricket, Ltd.
  2,606,099   15,409
*
Cholamandalam Financial Holdings, Ltd.
  481,315   3,654,327
 
Cholamandalam Investment and Finance Co., Ltd.
  2,002,316   9,114,961
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
*
Cigniti Technologies, Ltd.
  8,421   $32,039
 
Cipla, Ltd.
  1,741,409   10,900,999
 
City Union Bank, Ltd.
  1,910,457   6,161,315
 
Coal India, Ltd.
  3,050,359   7,820,453
 
Cochin Shipyard, Ltd.
  44,300   235,745
*
Coffee Day Enterprises, Ltd.
  227,184   102,512
 
Colgate-Palmolive India, Ltd.
  586,812   10,945,041
 
Container Corp. Of India, Ltd.
  784,156   6,249,603
 
Coromandel International, Ltd.
  976,023   8,633,485
*
Corp. Bank
  1,826,034   598,242
*
Cox & Kings, Ltd.
  947,540   12,577
 
CRISIL, Ltd.
  115,868   2,766,303
 
Crompton Greaves Consumer Electricals, Ltd.
  4,121,569   16,174,260
 
Cummins India, Ltd.
  328,292   2,640,415
 
Cyient, Ltd.
  322,814   2,228,023
 
Dabur India, Ltd.
  2,185,378   15,178,549
*
Dalmia Bharat, Ltd.
  424,030   5,189,103
 
DB Corp., Ltd.
  329,413   634,997
 
DCB Bank, Ltd.
  2,543,822   6,377,031
 
DCM Shriram, Ltd.
  429,753   2,231,520
 
Deepak Fertilisers & Petrochemicals Corp., Ltd.
  359,744   561,230
 
Deepak Nitrite, Ltd.
  241,579   1,308,813
 
Delta Corp., Ltd.
  849,325   2,142,903
 
Dhampur Sugar Mills, Ltd.
  286,159   814,740
 
Dhanuka Agritech, Ltd.
  93,014   673,632
 
Dilip Buildcon, Ltd.
  318,464   1,853,754
*
Dish TV India, Ltd.
  6,231,116   1,126,280
 
Dishman Carbogen Amcis, Ltd.
  721,202   755,149
 
Divi's Laboratories, Ltd.
  460,366   12,571,993
 
Dixon Technologies India, Ltd.
  2,096   135,095
 
DLF, Ltd.
  2,551,247   9,277,752
 
Dr Lal PathLabs, Ltd.
  99,177   2,461,585
 
Dr Reddy's Laboratories, Ltd., ADR
  336,987   14,719,592
 
Dr Reddy's Laboratories, Ltd.
  333,379   14,568,210
 
Dredging Corp. of India, Ltd.
  2,235   10,333
*
Dynamatic Technologies, Ltd.
  7,283   99,028
 
eClerx Services, Ltd.
  181,875   1,592,746
 
Edelweiss Financial Services, Ltd.
  3,384,019   4,503,560
 
Eicher Motors, Ltd.
  59,774   16,897,565
 
EID Parry India, Ltd.
  779,645   2,494,496
 
EIH Associated Hotels
  1,507   6,226
 
EIH, Ltd.
  979,204   1,921,326
*
Electrosteel Castings, Ltd.
  347,403   72,255
 
Elgi Equipments, Ltd.
  119,334   420,361
 
Emami, Ltd.
  824,232   3,407,575
 
Endurance Technologies, Ltd.
  39,134   594,939
 
Engineers India, Ltd.
  1,593,126   2,024,482
 
Entertainment Network India, Ltd.
  47,731   167,571
*
Eris Lifesciences, Ltd.
  16,839   123,146
 
Escorts, Ltd.
  918,291   10,286,366
 
Essel Propack, Ltd.
  256,742   645,100
*
Excel Crop Care, Ltd.
  2,462   110,207
 
Excel Industries, Ltd.
  6,518   80,586
 
Exide Industries, Ltd.
  2,083,929   5,729,864
*
FDC, Ltd.
  466,855   1,532,531
 
Federal Bank, Ltd.
  13,118,340   16,781,798
 
Finolex Cables, Ltd.
  597,121   3,328,537
 
Finolex Industries, Ltd.
  488,624   3,875,469
 
Firstsource Solutions, Ltd.
  2,776,049   1,696,481
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
*
Fortis Healthcare, Ltd.
  1,097,830   $2,351,693
*
Future Enterprises, Ltd.
  1,933,513   646,438
 
Future Lifestyle Fashions, Ltd.
  58,028   337,277
*
Future Retail, Ltd.
  810,120   3,737,015
 
Gabriel India, Ltd.
  791,415   1,255,358
 
GAIL India, Ltd.
  9,285,447   15,649,482
 
Galaxy Surfactants, Ltd.
  685   15,493
 
Garware Technical Fibres, Ltd.
  59,217   1,238,894
 
Gateway Distriparks, Ltd.
  728,215   1,413,820
*
Gayatri Projects, Ltd.
  190,466   145,147
 
GE Power India, Ltd.
  45,539   438,745
 
GE T&D India, Ltd.
  152,570   357,373
 
General Insurance Corp. of India
  36,391   126,921
*
GFL, Ltd.
  242,231   481,045
 
GHCL, Ltd.
  427,748   1,112,223
 
GIC Housing Finance, Ltd.
  250,117   536,847
 
Gillette India, Ltd.
  27,507   2,405,528
 
GlaxoSmithKline Consumer Healthcare, Ltd.
  46,331   5,721,336
 
GlaxoSmithKline Pharmaceuticals, Ltd.
  48,509   1,128,551
 
Glenmark Pharmaceuticals, Ltd.
  1,067,896   4,627,895
*
GMR Infrastructure, Ltd.
  10,602,094   3,373,573
 
GOCL Corp., Ltd.
  29,857   120,888
 
Godfrey Phillips India, Ltd.
  143,120   2,418,037
 
Godrej Agrovet, Ltd.
  6,017   46,957
 
Godrej Consumer Products, Ltd.
  1,646,395   15,496,174
 
Godrej Industries, Ltd.
  306,719   1,766,565
*
Godrej Properties, Ltd.
  216,272   3,276,927
 
Granules India, Ltd.
  1,263,179   2,579,357
 
Graphite India, Ltd.
  284,329   1,180,867
 
Grasim Industries, Ltd.
  1,092,338   11,885,070
 
Great Eastern Shipping Co., Ltd. (The)
  541,931   2,281,316
 
Greaves Cotton, Ltd.
  1,095,178   2,070,367
*
Greenpanel Industries, Ltd.
  304,107   238,196
 
Greenply Industries, Ltd.
  316,384   676,941
 
Grindwell Norton, Ltd.
  58,381   519,499
 
Gujarat Alkalies & Chemicals, Ltd.
  273,697   1,518,148
 
Gujarat Ambuja Exports, Ltd.
  264,213   567,953
*
Gujarat Fluorochemicals, Ltd.
  266,329   2,306,186
 
Gujarat Gas, Ltd.
  1,267,645   5,122,515
 
Gujarat Industries Power Co., Ltd.
  230,702   259,583
 
Gujarat Mineral Development Corp., Ltd.
  928,174   791,790
 
Gujarat Narmada Valley Fertilizers & Chemicals, Ltd.
  599,376   1,630,550
 
Gujarat Pipavav Port, Ltd.
  1,452,353   1,776,334
 
Gujarat State Fertilizers & Chemicals, Ltd.
  886,282   1,060,010
 
Gujarat State Petronet, Ltd.
  1,593,460   5,644,456
 
Gulf Oil Lubricants India, Ltd.
  124,557   1,407,537
*
GVK Power & Infrastructure, Ltd.
  4,900,817   299,084
 
Hatsun Agro Products, Ltd.
  70,541   627,400
 
Havells India, Ltd.
  1,499,982   12,678,772
 
HBL Power Systems, Ltd.
  313,844   83,980
 
HCL Technologies, Ltd.
  7,106,452   58,928,652
 
HDFC Bank Ltd.
  5,989,118   102,417,136
 
HDFC Life Insurance Co., Ltd.
  399,247   3,351,872
*
HealthCare Global Enterprises, Ltd.
  12,428   20,269
 
HEG, Ltd.
  78,554   1,175,600
 
HeidelbergCement India, Ltd.
  1,063,538   2,974,600
*
Hemisphere Properties India, Ltd.
  709,341   1,243,577
 
Heritage Foods, Ltd.
  110,117   571,655
 
Hero MotoCorp, Ltd.
  404,200   14,102,527
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Hester Biosciences, Ltd.
  4,356   $97,087
 
Hexaware Technologies, Ltd.
  1,517,434   7,756,260
 
HFCL, Ltd.
  8,827,474   2,088,257
 
Hikal, Ltd.
  360,924   625,158
 
HIL, Ltd.
  10,997   215,713
 
Himadri Speciality Chemical, Ltd.
  939,511   868,897
 
Himatsingka Seide, Ltd.
  398,183   709,917
 
Hindalco Industries, Ltd.
  6,540,795   17,260,604
 
Hinduja Global Solutions, Ltd.
  65,465   616,605
*
Hindustan Construction Co., Ltd.
  208,061   31,770
*
Hindustan Oil Exploration Co., Ltd.
  197,864   284,461
 
Hindustan Petroleum Corp., Ltd.
  3,152,502   10,283,760
 
Hindustan Unilever, Ltd.
  2,140,531   61,031,305
 
Honda SIEL Power Products, Ltd.
  9,298   156,634
 
Honeywell Automation India, Ltd.
  8,512   3,302,691
*
Housing Development & Infrastructure, Ltd.
  1,216,429   44,361
 
Housing Development Finance Corp., Ltd.
  3,425,204   115,873,397
 
HT Media, Ltd.
  23,689   5,121
 
Huhtamaki PPL, Ltd.
  109,072   378,852
 
ICICI Bank, Ltd., Sponsored ADR
  3,501,226   51,047,875
 
ICICI Bank, Ltd.
  197,870   1,458,401
 
ICICI Lombard General Insurance Co., Ltd.
  39,175   725,739
 
ICICI Prudential Life Insurance Co., Ltd.
  708,898   5,075,842
 
ICICI Securities, Ltd.
  25,892   170,761
 
ICRA, Ltd.
  1,187   48,862
*
IDFC First Bank, Ltd.
  11,008,851   6,263,104
 
IDFC, Ltd.
  8,697,276   4,256,674
*
IFB Industries, Ltd.
  35,245   296,227
*
IFCI, Ltd.
  8,678,793   779,353
 
IIFL Finance, Ltd.
  1,078,536   2,545,469
*
IIFL Securities, Ltd.
  1,078,536   818,639
 
IIFL Wealth Management, Ltd.
  154,077   2,882,294
 
India Cements, Ltd. (The)
  2,166,739   2,480,726
 
India Glycols, Ltd.
  130,172   500,113
 
Indiabulls Housing Finance, Ltd.
  3,027,210   12,993,913
*
Indiabulls Integrated Services, Ltd.
  50,548   84,010
*
Indiabulls Real Estate, Ltd.
  3,091,140   4,506,906
 
Indiabulls Ventures, Ltd.
  1,005,797   2,491,444
 
Indiabulls Ventures, Ltd.
  203,485   206,985
*
Indian Bank
  1,267,584   1,838,507
 
Indian Hotels Co., Ltd. (The)
  2,724,364   5,444,380
 
Indian Hume Pipe Co., Ltd.
  82,136   297,057
 
Indian Oil Corp., Ltd.
  6,279,620   9,974,509
*
Indian Overseas Bank
  3,449,194   490,711
 
Indo Count Industries, Ltd.
  856,164   635,097
 
Indoco Remedies, Ltd.
  266,696   838,041
 
Indraprastha Gas, Ltd.
  1,810,600   12,844,550
 
IndusInd Bank, Ltd.
  837,781   14,679,428
 
INEOS Styrolution India, Ltd.
  23,972   268,149
 
Infibeam Avenues, Ltd.
  1,622,856   1,301,790
 
Info Edge India, Ltd.
  36,321   1,444,061
 
Infosys, Ltd., Sponsored ADR
  7,416,008   81,279,448
 
Infosys, Ltd.
  12,734,298   139,377,952
 
Ingersoll-Rand India, Ltd.
  75,325   703,383
 
Inox Leisure, Ltd.
  682,582   3,863,222
 
Insecticides India, Ltd.
  31,162   241,491
*
Intellect Design Arena, Ltd.
  440,972   1,046,201
 
InterGlobe Aviation, Ltd.
  125,978   2,442,435
 
Ipca Laboratories, Ltd.
  401,140   7,032,824
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
*
IRB Infrastructure Developers, Ltd.
  1,626,203   $2,349,375
 
ITC, Ltd.
  13,190,874   43,432,084
 
ITD Cementation India, Ltd.
  529,668   447,616
 
J Kumar Infraprojects, Ltd.
  287,353   622,606
 
Jagran Prakashan, Ltd.
  996,847   942,817
 
Jai Corp., Ltd.
  461,293   718,904
*
Jain Irrigation Systems, Ltd.
  4,317,964   428,704
*
Jaiprakash Associates, Ltd.
  15,122,559   401,594
*
Jaiprakash Power Ventures, Ltd.
  8,915,158   287,909
*
Jammu & Kashmir Bank, Ltd. (The)
  2,423,179   930,648
 
Jamna Auto Industries, Ltd.
  1,836,996   1,079,693
 
JB Chemicals & Pharmaceuticals, Ltd.
  252,680   1,756,868
 
Jindal Photo Imaging, Ltd.
  48,659   41,051
 
Jindal Poly Films, Ltd.
  194,636   637,627
 
Jindal Saw, Ltd.
  1,631,263   2,050,479
*
Jindal Stainless Hisar, Ltd.
  888,373   954,973
*
Jindal Stainless, Ltd.
  609,902   341,972
*
Jindal Steel & Power, Ltd.
  3,303,727   8,105,433
 
JK Cement, Ltd.
  198,664   3,849,193
 
JK Lakshmi Cement, Ltd.
  330,685   1,652,515
 
JK Paper, Ltd.
  864,045   1,551,296
 
JK Tyre & Industries, Ltd.
  1,026,899   1,063,980
 
JM Financial, Ltd.
  2,910,238   4,300,650
 
JMC Projects India, Ltd.
  122,380   167,273
 
Johnson Controls-Hitachi Air Conditioning India, Ltd.
  64,470   2,174,167
 
JSW Energy, Ltd.
  4,683,812   4,117,819
 
JSW Steel, Ltd.
  9,387,775   32,698,927
 
JTEKT India, Ltd.
  160,829   186,708
 
Jubilant Foodworks, Ltd.
  733,588   19,434,544
 
Jubilant Life Sciences, Ltd.
  977,854   7,901,943
*
Just Dial, Ltd.
  332,855   2,609,675
 
Jyothy Labs Ltd.
  650,061   1,408,161
 
Kajaria Ceramics, Ltd.
  861,718   7,006,343
 
Kalpataru Power Transmission, Ltd.
  619,348   3,874,510
 
Kalyani Steels, Ltd.
  178,214   546,800
 
Kansai Nerolac Paints, Ltd.
  648,499   4,587,955
 
Karnataka Bank, Ltd. (The)
  2,037,968   2,100,922
 
Karur Vysya Bank, Ltd. (The)
  3,595,434   2,441,808
 
Kaveri Seed Co., Ltd.
  287,838   1,906,423
 
KCP, Ltd. (The)
  502,380   449,618
 
KEC International, Ltd.
  1,190,758   5,636,120
 
KEI Industries, Ltd.
  633,507   5,009,349
 
Kewal Kiran Clothing, Ltd.
  454   6,243
 
Kiri Industries, Ltd.
  121,934   654,809
 
Kirloskar Brothers, Ltd.
  90,012   186,238
 
Kirloskar Oil Engines, Ltd.
  147,627   303,449
 
KNR Constructions, Ltd.
  348,858   1,486,049
 
Kolte-Patil Developers, Ltd.
  301,715   1,120,027
 
Kotak Mahindra Bank, Ltd.
  1,786,619   42,191,847
*
KPIT Technologies, Ltd.
  1,778,899   2,456,350
 
KPR Mill, Ltd.
  111,209   1,060,675
 
KRBL, Ltd.
  646,907   2,388,599
 
KSB, Ltd.
  21,421   221,942
 
L&T Finance Holdings, Ltd.
  5,025,072   8,212,991
 
LA Opala RG, Ltd.
  107,650   277,354
 
Lakshmi Machine Works, Ltd.
  21,061   966,999
*
Lakshmi Vilas Bank, Ltd. (The)
  936,413   198,630
*
Lanco Infratech, Ltd.
  978,499   772
 
Larsen & Toubro Infotech, Ltd.
  184,566   5,005,824
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Larsen & Toubro, Ltd.
  1,840,287   $35,268,696
 
Laurus Labs, Ltd.
  59,747   360,334
 
LG Balakrishnan & Bros, Ltd.
  53,475   231,356
 
LIC Housing Finance, Ltd.
  2,725,482   16,725,544
 
Linde India, Ltd.
  52,952   551,473
 
LT Foods, Ltd.
  1,278,157   478,198
 
Lumax Industries, Ltd.
  11,696   243,323
 
Lupin, Ltd.
  1,573,979   15,799,348
 
LUX Industries, Ltd.
  60,119   1,248,243
 
Magma Fincorp, Ltd.
  543,068   440,906
 
Mahanagar Gas, Ltd.
  160,796   2,641,178
 
Maharashtra Scooters, Ltd.
  6,499   397,364
 
Maharashtra Seamless, Ltd.
  245,651   1,331,065
 
Mahindra & Mahindra Financial Services, Ltd.
  2,213,652   11,404,783
 
Mahindra & Mahindra, Ltd.
  3,297,283   26,230,115
*
Mahindra CIE Automotive, Ltd.
  613,565   1,504,179
*
Mahindra Holidays & Resorts India, Ltd.
  505,020   1,686,272
 
Mahindra Lifespace Developers, Ltd.
  190,436   1,119,886
 
Mahindra Logistics, Ltd.
  12,013   71,997
 
Majesco, Ltd.
  97,897   536,565
 
Manappuram Finance, Ltd.
  6,473,321   16,976,768
 
Mangalam Cement, Ltd.
  821   3,281
 
Mangalore Refinery & Petrochemicals, Ltd.
  1,640,497   1,056,769
 
Marico, Ltd.
  3,185,376   14,150,155
 
Marksans Pharma, Ltd.
  2,335,721   604,690
 
Maruti Suzuki India, Ltd.
  415,540   40,207,194
 
MAS Financial Services, Ltd.
  7,234   99,804
 
Mastek, Ltd.
  86,955   538,290
*
Max Financial Services, Ltd.
  1,008,482   7,148,035
*
Max India, Ltd.
  836,816   1,012,242
 
Mayur Uniquoters, Ltd.
  125,960   408,060
 
Meghmani Organics, Ltd.
  1,409,203   1,081,321
 
Minda Corp., Ltd.
  757,732   1,123,170
 
Minda Industries, Ltd.
  667,906   3,683,789
 
Mindtree, Ltd.
  178,842   2,217,834
 
Mishra Dhatu Nigam, Ltd.
  14,785   33,375
 
MM Forgings, Ltd.
  13,582   89,401
 
MOIL, Ltd.
  644,598   1,378,969
*
Morepen Laboratories, Ltd.
  1,896,828   391,597
 
Motherson Sumi Systems, Ltd.
  5,894,987   10,977,918
 
Motilal Oswal Financial Services, Ltd.
  247,643   2,747,574
 
Mphasis, Ltd.
  605,498   7,851,483
 
MPS, Ltd.
  30,914   155,958
 
MRF, Ltd.
  9,848   9,591,442
 
Multi Commodity Exchange of India, Ltd.
  57,372   994,340
*
Muthoot Capital Services, Ltd.
  35,971   299,970
 
Muthoot Finance, Ltd.
  1,163,289   12,365,216
 
Narayana Hrudayalaya, Ltd.
  30,558   161,782
 
Natco Pharma, Ltd.
  599,828   5,327,838
 
National Aluminium Co., Ltd.
  6,055,539   3,613,417
 
Nava Bharat Ventures, Ltd.
  697,414   699,451
 
Navin Fluorine International, Ltd.
  133,734   2,160,222
 
Navneet Education, Ltd.
  755,978   968,161
 
NBCC India, Ltd.
  2,976,255   1,402,465
 
NCC, Ltd.
  5,481,333   4,173,571
 
NESCO, Ltd.
  219,806   2,301,919
 
Nestle India, Ltd.
  102,135   21,960,578
*
Network18 Media & Investments, Ltd.
  268,691   98,755
 
Neuland Laboratories, Ltd.
  24,295   143,700
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
NHPC, Ltd.
  10,295,531   $3,514,394
 
NIIT Technologies, Ltd.
  42,402   1,146,608
 
NIIT, Ltd.
  751,046   1,032,719
 
Nilkamal, Ltd.
  83,141   1,645,829
 
NLC India, Ltd.
  749,864   614,828
 
NOCIL, Ltd.
  820,513   1,096,351
 
NRB Bearings, Ltd.
  312,497   418,131
 
NTPC, Ltd.
  6,090,532   9,633,846
 
Nucleus Software Exports, Ltd.
  56,335   238,884
 
Oberoi Realty, Ltd.
  570,347   4,359,434
 
Oil & Natural Gas Corp., Ltd.
  5,994,313   9,242,339
 
Oil India, Ltd.
  1,117,674   2,032,141
 
Omaxe, Ltd.
  540,425   1,174,016
*
Oracle Financial Services Software, Ltd.
  97,096   3,974,020
 
Orient Cement, Ltd.
  609,895   656,176
 
Orient Electric, Ltd.
  218,209   756,475
 
Orient Refractories, Ltd.
  203,893   721,084
*
Oriental Bank of Commerce
  2,726,542   1,911,788
 
Oriental Carbon & Chemicals, Ltd.
  6,014   84,326
 
Page Industries, Ltd.
  31,237   10,674,259
 
Paisalo Digital, Ltd.
  15,106   54,704
 
Parag Milk Foods, Ltd.
  297,545   577,353
*
PC Jeweller, Ltd.
  2,004,138   625,778
 
Persistent Systems, Ltd.
  355,044   3,448,685
 
Petronet LNG, Ltd.
  5,707,049   21,277,233
 
Pfizer, Ltd.
  76,735   4,441,047
 
Phillips Carbon Black, Ltd.
  621,818   1,084,891
 
Phoenix Mills, Ltd. (The)
  344,000   4,167,966
 
PI Industries, Ltd.
  581,800   12,568,180
 
Pidilite Industries, Ltd.
  750,412   15,818,962
 
Piramal Enterprises, Ltd.
  419,590   9,057,537
 
Piramal Enterprises, Ltd.
  55,608   1,204,194
 
PNB Housing Finance, Ltd.
  158,265   960,569
 
PNC Infratech, Ltd.
  104,489   290,802
 
Poly Medicure, Ltd.
  53,069   203,808
 
Polyplex Corp., Ltd.
  81,708   615,239
*
Power Finance Corp., Ltd.
  6,037,198   9,832,289
 
Power Grid Corp. of India, Ltd.
  5,373,544   14,088,956
 
Power Mech Projects, Ltd.
  17,532   180,668
*
Prabhat Dairy, Ltd.
  59,997   71,800
 
Praj Industries, Ltd.
  441,545   698,301
 
Prakash Industries, Ltd.
  650,924   405,172
 
Prestige Estates Projects, Ltd.
  858,342   4,625,324
*
Prime Focus, Ltd.
  99,429   60,303
 
Prism Johnson, Ltd.
  499,248   478,580
*
Procter & Gamble Health, Ltd.
  50,266   3,116,544
 
Procter & Gamble Hygiene & Health Care, Ltd.
  29,714   4,597,050
 
PSP Projects, Ltd.
  11,848   85,050
 
PTC India Financial Services, Ltd.
  2,393,781   484,231
 
PTC India, Ltd.
  2,599,343   2,108,959
*
Punjab National Bank
  4,436,746   3,748,779
 
Puravankara, Ltd.
  53,055   49,788
 
PVR, Ltd.
  271,563   7,408,189
*
Quess Corp., Ltd.
  97,280   859,952
 
Quick Heal Technologies, Ltd.
  155,325   274,185
 
Radico Khaitan, Ltd.
  492,021   2,733,339
 
Rain Industries Ltd.
  1,540,045   2,335,353
 
Rajesh Exports, Ltd.
  652,804   6,581,192
 
Rallis India, Ltd.
  686,402   2,256,168
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Ramco Cements, Ltd. (The)
  634,223   $6,943,506
 
Ramco Industries, Ltd.
  170,553   446,628
 
Ramkrishna Forgings, Ltd.
  113,386   558,362
 
Rane Holdings, Ltd.
  14,529   156,376
 
Rashtriya Chemicals & Fertilizers, Ltd.
  1,625,168   1,220,658
 
Ratnamani Metals & Tubes, Ltd.
  42,810   738,030
 
Raymond, Ltd.
  394,213   3,535,385
 
RBL Bank, Ltd.
  684,121   3,048,001
 
REC, Ltd.
  7,357,535   14,761,254
 
Redington India, Ltd.
  1,789,791   2,884,021
 
Relaxo Footwears, Ltd.
  206,620   2,128,181
*
Reliance Capital, Ltd.
  539,791   68,710
*
Reliance Communications, Ltd.
  9,283,948   103,567
 
Reliance Industries, Ltd., GDR
  155,156   6,062,505
 
Reliance Industries, Ltd.
  11,554,051   227,630,631
 
Reliance Industries, Ltd., GDR
  22,821   892,301
*
Reliance Infrastructure, Ltd.
  751,506   227,256
*
Reliance Power, Ltd.
  6,603,189   161,481
 
Repco Home Finance, Ltd.
  518,531   2,410,664
*
RP-SG Business Process Services, Ltd.
  131,534   621,313
 
Sadbhav Engineering, Ltd.
  510,222   936,545
 
Sadbhav Infrastructure Project, Ltd.
  69,153   39,873
 
Sagar Cements, Ltd.
  4,371   33,049
*
Sanghi Industries, Ltd.
  204,903   112,652
 
Sanofi India, Ltd.
  46,749   4,333,791
 
Saregama India, Ltd.
  29,176   171,128
 
Sasken Technologies, Ltd.
  20,205   165,962
 
Savita Oil Technologies, Ltd.
  491   5,959
 
SBI Life Insurance Co., Ltd.
  88,857   1,233,188
 
Schaeffler India, Ltd.
  28,297   1,813,795
 
Sequent Scientific, Ltd.
  266,455   339,756
 
Seshasayee Paper & Boards, Ltd.
  3,105   7,104
*
SH Kelkar & Co., Ltd.
  106,361   167,015
 
Shankara Building Products, Ltd.
  37,658   202,488
 
Sharda Cropchem, Ltd.
  132,225   435,402
*
Sheela Foam, Ltd.
  4,039   83,608
 
Shilpa Medicare, Ltd.
  62,597   234,331
*
Shipping Corp. of India, Ltd.
  1,401,161   1,178,823
 
Shoppers Stop, Ltd.
  89,085   518,266
 
Shree Cement, Ltd.
  37,366   12,032,888
 
Shriram City Union Finance, Ltd.
  36,098   684,667
 
Shriram Transport Finance Co., Ltd.
  1,072,239   15,274,419
 
Siemens, Ltd.
  215,658   4,522,619
*
Sintex Plastics Technology, Ltd.
  1,145,726   17,668
 
Siyaram Silk Mills, Ltd.
  47,551   150,013
 
SKF India, Ltd.
  91,184   2,636,644
 
SML ISUZU, Ltd.
  58,068   456,470
 
Sobha, Ltd.
  601,222   3,778,217
 
Solar Industries India, Ltd.
  127,348   2,270,263
 
Solara Active Pharma Sciences, Ltd.
  53,545   346,592
 
Somany Ceramics, Ltd.
  80,219   240,822
*
Somany Home Innovation, Ltd.
  323,214   711,132
 
Sonata Software, Ltd.
  679,805   3,200,569
 
South Indian Bank, Ltd. (The)
  11,036,247   1,621,412
*
Spencer's Retail Ltd.
  214,261   257,965
 
Srei Infrastructure Finance, Ltd.
  1,229,535   172,720
 
SRF, Ltd.
  233,885   12,381,943
 
Srikalahasthi Pipes, Ltd.
  101,100   279,685
*
Star Cement, Ltd.
  185,669   216,672
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
*
State Bank of India
  4,684,592   $20,805,894
*
State Bank of India, GDR
  13,057   578,857
*
State Bank of India, GDR
  1,550   68,820
 
Steel Authority of India, Ltd.
  7,668,474   4,973,115
 
Sterlite Technologies, Ltd.
  1,560,140   2,715,860
 
Strides Pharma Science, Ltd.
  565,613   3,660,945
 
Subros, Ltd.
  173,639   593,513
 
Sudarshan Chemical Industries
  279,818   1,783,038
 
Sun Pharmaceutical Industries, Ltd.
  2,283,136   13,920,767
 
Sun TV Network, Ltd.
  1,017,949   6,699,887
 
Sundaram Finance Holdings, Ltd.
  91,918   87,676
 
Sundaram Finance, Ltd.
  114,613   2,636,673
 
Sundaram-Clayton, Ltd.
  6,069   187,571
 
Sundram Fasteners, Ltd.
  786,266   5,639,351
 
Sunteck Realty, Ltd.
  411,400   2,294,869
 
Suprajit Engineering, Ltd.
  250,249   713,592
 
Supreme Industries, Ltd.
  408,973   8,016,606
 
Supreme Petrochem, Ltd.
  230,846   599,336
 
Surya Roshni, Ltd.
  216,890   543,599
 
Suven Life Sciences, Ltd.
  473,353   155,202
 
Suven Pharmaceuticals, Ltd.
  473,353   1,865,020
*
Suzlon Energy, Ltd.
  21,192,664   705,822
 
Swan Energy, Ltd.
  50,703   78,306
 
Swaraj Engines, Ltd.
  21,440   369,372
 
Symphony, Ltd.
  119,458   2,026,170
*
Syndicate Bank
  7,498,483   2,534,111
 
Syngene International, Ltd.
  512,657   2,248,899
 
TAKE Solutions, Ltd.
  739,289   989,204
 
Tasty Bite Eatables, Ltd.
  225   25,753
 
Tata Chemicals, Ltd.
  763,814   8,038,943
 
Tata Communications, Ltd.
  709,341   4,091,228
 
Tata Consultancy Services, Ltd.
  3,896,968   113,845,247
 
Tata Elxsi, Ltd.
  226,824   3,015,011
 
Tata Global Beverages, Ltd.
  2,901,057   15,587,964
 
Tata Metaliks, Ltd.
  167,122   1,456,472
#*
Tata Motors, Ltd., Sponsored ADR
  247,865   3,006,602
*
Tata Motors, Ltd.
  15,045,682   36,963,966
 
Tata Power Co., Ltd. (The)
  7,686,521   6,205,258
*
Tata Sponge Iron, Ltd.
  200,659   1,107,175
 
Tata Steel, Ltd.
  3,166,936   19,290,704
 
TCI Express, Ltd.
  167,462   2,078,263
 
Tech Mahindra, Ltd.
  3,293,080   36,892,760
*
Techno Electric & Engineering Co., Ltd.
  251,349   1,052,339
 
Tejas Networks, Ltd.
  29,014   33,269
 
Texmaco Rail & Engineering, Ltd.
  784,559   415,074
 
Thermax, Ltd.
  157,398   2,388,399
 
Thirumalai Chemicals, Ltd.
  698,321   636,182
 
Thomas Cook India, Ltd.
  407,390   320,136
 
Thyrocare Technologies, Ltd.
  64,929   507,120
 
Tide Water Oil Co India, Ltd.
  7,242   474,626
 
Time Technoplast, Ltd.
  1,091,465   828,508
 
Timken India, Ltd.
  169,851   2,354,823
 
Tinplate Co. of India, Ltd. (The)
  366,355   729,577
 
Titan Co., Ltd.
  1,325,225   21,984,757
 
Torrent Pharmaceuticals, Ltd.
  362,880   9,792,752
 
Torrent Power, Ltd.
  1,502,047   6,495,371
 
Tourism Finance Corp. of India, Ltd.
  64,118   64,900
 
Transport Corp. of India, Ltd.
  362,262   1,350,413
 
Trent, Ltd.
  335,830   2,783,376
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Trident, Ltd.
  12,100,580   $1,060,572
 
Triveni Engineering & Industries, Ltd.
  1,056,769   1,170,260
 
Triveni Turbine, Ltd.
  689,421   948,196
 
TTK Prestige, Ltd.
  30,912   2,499,888
 
Tube Investments of India, Ltd.
  480,897   3,475,245
 
TV Today Network, Ltd.
  300,463   1,016,628
*
TV18 Broadcast, Ltd.
  5,925,306   2,126,819
 
TVS Srichakra, Ltd.
  23,344   556,946
*
UCO Bank
  2,841,300   620,689
 
Uflex, Ltd.
  384,134   1,127,422
 
UltraTech Cement, Ltd.
  327,736   20,277,224
 
Unichem Laboratories, Ltd.
  299,370   691,412
*
Union Bank of India
  3,935,977   2,716,961
*
Unitech, Ltd.
  399,220   9,209
 
United Breweries, Ltd.
  477,376   8,419,893
*
United Spirits, Ltd.
  1,664,465   14,472,362
 
UPL, Ltd.
  4,821,995   35,495,542
*
VA Tech Wabag, Ltd.
  274,785   824,418
 
Vaibhav Global, Ltd.
  33,547   502,318
 
Vakrangee, Ltd.
  2,647,903   1,860,419
 
Vardhman Textiles, Ltd.
  165,854   2,411,619
 
Varun Beverages, Ltd.
  15,606   168,551
 
Vedanta, Ltd.
  14,124,326   27,011,863
 
Vedanta, Ltd., ADR
  319,264   2,522,186
 
Venky's India, Ltd.
  52,815   1,236,325
 
Vesuvius India, Ltd.
  9,596   146,543
 
V-Guard Industries, Ltd.
  1,326,076   4,174,353
 
Vinati Organics, Ltd.
  124,374   3,897,316
 
Vindhya Telelinks, Ltd.
  15,571   190,191
 
VIP Industries, Ltd.
  700,482   4,536,293
 
V-Mart Retail, Ltd.
  51,305   1,433,254
*
Vodafone Idea, Ltd.
  58,779,832   4,375,168
 
Voltas, Ltd.
  486,941   4,739,453
 
VRL Logistics, Ltd.
  412,615   1,599,338
 
VST Industries, Ltd.
  28,150   1,749,976
 
VST Tillers Tractors, Ltd.
  10,910   207,558
 
WABCO India, Ltd.
  31,559   3,010,307
 
Welspun Corp., Ltd.
  1,101,802   2,647,559
 
Welspun Enterprises, Ltd.
  592,682   653,395
 
Welspun India, Ltd.
  3,517,899   2,122,908
 
West Coast Paper Mills, Ltd.
  280,000   890,823
 
Wheels India, Ltd.
  4,388   36,644
 
Whirlpool of India, Ltd.
  150,593   5,192,510
 
Wipro, Ltd.
  6,010,508   19,966,530
*
Wockhardt, Ltd.
  304,194   1,496,255
 
Wonderla Holidays, Ltd.
  58,499   203,346
 
Yes Bank, Ltd.
  12,651,241   6,930,445
 
Zee Entertainment Enterprises, Ltd.
  2,643,528   9,915,628
 
Zee Learn, Ltd.
  431,939   113,514
 
Zensar Technologies, Ltd.
  656,787   1,571,468
 
Zydus Wellness, Ltd.
  58,987   1,237,985
TOTAL INDIA
      3,514,901,044
INDONESIA — (2.5%)
 
Ace Hardware Indonesia Tbk PT
  67,869,800   8,538,462
 
Adaro Energy Tbk PT
  202,749,200   18,019,114
 
Adhi Karya Persero Tbk PT
  26,562,579   1,995,583
*
Agung Podomoro Land Tbk PT
  73,478,700   771,457
 
AKR Corporindo Tbk PT
  11,836,300   2,856,818
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDONESIA — (Continued)
*
Alam Sutera Realty Tbk PT
  150,402,000   $2,175,976
 
Aneka Tambang Tbk
  114,179,919   5,999,195
 
Arwana Citramulia Tbk PT
  18,995,100   596,351
 
Asahimas Flat Glass Tbk PT
  476,500   116,309
 
Astra Agro Lestari Tbk PT
  4,879,522   4,233,411
 
Astra International Tbk PT
  79,554,400   36,725,281
 
Astra Otoparts Tbk PT
  1,183,800   103,792
*
Astrindo Nusantara Infrastructure Tbk PT
  23,591,300   86,308
*
Asuransi Kresna Mitra Tbk PT
  1,160,200   114,567
*
Bakrie Telecom Tbk PT
  35,294,139   48,463
*
Bank Artha Graha Internasional Tbk PT
  18,584,000   74,650
*
Bank Bukopin Tbk
  62,572,100   1,023,606
 
Bank Central Asia Tbk PT
  27,776,800   65,637,118
 
Bank Danamon Indonesia Tbk PT
  12,730,654   3,233,443
*
Bank Ina Perdana PT
  2,332,500   158,264
 
Bank Mandiri Persero Tbk PT
  46,183,436   25,252,885
 
Bank Maybank Indonesia Tbk PT
  3,700,300   54,150
 
Bank Negara Indonesia Persero Tbk PT
  39,267,730   20,573,836
*
Bank Pan Indonesia Tbk PT
  39,963,100   3,383,077
 
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT
  37,701,800   2,713,578
 
Bank Pembangunan Daerah Jawa Timur Tbk PT
  52,428,700   2,399,635
*
Bank Permata Tbk PT
  35,403,719   3,033,226
 
Bank Rakyat Indonesia Persero Tbk PT
  281,291,900   91,449,338
 
Bank Tabungan Negara Persero Tbk PT
  46,100,835   6,274,822
 
Barito Pacific Tbk PT
  262,740,200   25,045,890
 
Bayan Resources Tbk PT
  949,000   943,633
 
Bekasi Fajar Industrial Estate Tbk PT
  59,492,300   725,994
*
Berlian Laju Tanker Tbk PT
  13,416,966   6,878
*
Bintang Oto Global Tbk PT
  1,919,800   220,698
 
BISI International Tbk PT
  12,624,712   923,150
 
Blue Bird Tbk PT
  780,400   134,241
*
Buana Lintas Lautan Tbk PT
  12,216,500   157,975
 
Bukit Asam Tbk PT
  40,830,500   6,559,833
*
Bumi Resources Tbk PT
  70,678,500   273,182
*
Bumi Serpong Damai Tbk PT
  61,442,000   4,981,816
*
Bumi Teknokultura Unggul Tbk PT
  24,398,900   89,471
*
Capital Financial Indonesia Tbk PT
  572,300   17,510
 
Catur Sentosa Adiprana Tbk PT
  864,200   26,053
 
Charoen Pokphand Indonesia Tbk PT
  43,116,960   20,898,455
 
Ciputra Development Tbk PT
  141,325,415   9,182,040
*
Citra Marga Nusaphala Persada Tbk PT
  13,387,781   1,956,189
*
City Retail Developments Tbk PT
  11,633,200   127,342
*
Clipan Finance Indonesia Tbk PT
  2,919,000   53,836
*
Delta Dunia Makmur Tbk PT
  93,016,100   1,490,497
 
Dharma Satya Nusantara Tbk PT
  3,624,400   108,889
*
Eagle High Plantations Tbk PT
  151,674,700   1,273,005
 
Elnusa Tbk PT
  58,342,800   1,154,148
 
Erajaya Swasembada Tbk PT
  17,076,400   1,970,002
*
Gajah Tunggal Tbk PT
  25,364,600   916,939
*
Garuda Indonesia Persero Tbk PT
  52,238,653   1,543,837
*
Global Mediacom Tbk PT
  102,651,300   2,553,525
 
Gudang Garam Tbk PT
  3,528,800   14,378,008
*
Hanson International Tbk PT
  637,185,300   2,333,157
 
Harum Energy Tbk PT
  11,369,500   1,107,273
 
Hexindo Adiperkasa Tbk PT
  615,356   139,370
 
Indah Kiat Pulp & Paper Corp. Tbk PT
  20,822,800   10,208,917
 
Indika Energy Tbk PT
  21,820,100   1,518,822
 
Indo Tambangraya Megah Tbk PT
  4,737,900   3,469,272
 
Indocement Tunggal Prakarsa Tbk PT
  4,114,400   4,930,569
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDONESIA — (Continued)
 
Indofood CBP Sukses Makmur Tbk PT
  10,648,700   $8,836,533
 
Indofood Sukses Makmur Tbk PT
  42,707,600   24,470,881
 
Indomobil Sukses Internasional Tbk PT
  2,605,300   179,689
 
Indo-Rama Synthetics Tbk PT
  151,200   25,967
*
Indosat Tbk PT
  8,142,100   1,357,917
 
Industri dan Perdagangan Bintraco Dharma Tbk PT
  15,258,000   105,003
 
Industri Jamu Dan Farmasi Sido Muncul Tbk PT
  10,668,500   931,826
*
Inti Agri Resources Tbk PT
  10,879,700   39,838
*
Intikeramik Alamasri Industri Tbk PT
  6,837,200   25,514
 
Intiland Development Tbk PT
  96,109,400   2,051,831
 
Japfa Comfeed Indonesia Tbk PT
  56,876,100   6,212,307
 
Jasa Marga Persero Tbk PT
  13,944,793   4,675,150
 
Jaya Real Property Tbk PT
  4,465,600   174,600
 
Kalbe Farma Tbk PT
  87,111,000   9,086,931
 
Kapuas Prima Coal Tbk PT
  37,262,800   971,265
*
Kawasan Industri Jababeka Tbk PT
  156,386,645   3,391,007
 
KMI Wire & Cable Tbk PT
  29,680,500   1,045,296
*
Krakatau Steel Persero Tbk PT
  49,581,737   984,249
*
Kresna Graha Investama Tbk PT
  101,741,900   3,567,443
 
Link Net Tbk PT
  4,669,800   1,254,228
*
Lippo Cikarang Tbk PT
  24,347,785   1,317,120
*
Lippo Karawaci Tbk PT
  541,349,162   9,099,055
*
M Cash Integrasi PT
  403,200   66,110
 
Malindo Feedmill Tbk PT
  15,969,000   1,039,218
 
Matahari Department Store Tbk PT
  20,408,300   4,383,523
 
Mayora Indah Tbk PT
  42,332,525   5,953,541
*
Medco Energi Internasional Tbk PT
  99,815,500   5,106,265
 
Media Nusantara Citra Tbk PT
  59,373,793   6,874,232
*
Mega Manunggal Property Tbk PT
  504,800   6,210
 
Metrodata Electronics Tbk PT
  3,461,400   424,008
 
Metropolitan Kentjana Tbk PT
  11,400   12,199
*
Minna Padi Investama Sekuritas Tbk PT
  121,800   447
 
Mitra Adiperkasa Tbk PT
  103,210,300   7,250,480
 
Mitra Keluarga Karyasehat Tbk PT
  9,938,600   1,884,255
*
MNC Investama Tbk PT
  192,282,200   914,384
*
MNC Land Tbk PT
  269,000   2,873
*
MNC Sky Vision Tbk PT
  1,928,500   183,030
*
Modernland Realty Tbk PT
  53,517,000   754,239
*
Multipolar Tbk PT
  17,675,400   86,413
 
Nippon Indosari Corpindo Tbk PT
  20,103,089   1,912,112
 
Pabrik Kertas Tjiwi Kimia Tbk PT
  4,890,800   3,244,509
*
Pacific Strategic Financial Tbk PT
  284,700   14,602
 
Pakuwon Jati Tbk PT
  133,262,800   5,058,062
 
Pan Brothers Tbk PT
  42,792,100   876,132
*
Panin Financial Tbk PT
  213,341,200   4,058,518
*
Paninvest Tbk PT
  5,860,000   420,200
*
Pelayaran Tamarin Samudra Tbk PT
  22,703,500   339,034
 
Perusahaan Gas Negara Tbk PT
  61,588,200   7,633,123
 
Perusahaan Perkebunan London Sumatra Indonesia Tbk PT
  48,209,700   4,139,626
*
Pool Advista Indonesia Tbk PT
  8,941,700   102,153
 
PP Persero Tbk PT
  37,342,390   3,744,494
 
PP Properti Tbk PT
  78,481,600   303,886
 
Puradelta Lestari Tbk PT
  27,746,800   561,945
 
Ramayana Lestari Sentosa Tbk PT
  27,052,700   2,114,420
*
Resource Alam Indonesia Tbk PT
  2,034,000   32,420
*
Rimo International Lestari Tbk PT
  151,291,900   555,375
*
Salim Ivomas Pratama Tbk PT
  44,356,400   1,195,161
*
Sampoerna Agro Tbk PT
  5,442,659   961,769
 
Sarana Menara Nusantara Tbk PT
  12,575,200   775,909
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDONESIA — (Continued)
 
Sawit Sumbermas Sarana Tbk PT
  39,255,200   $2,299,173
 
Selamat Sempurna Tbk PT
  17,373,600   1,762,435
 
Semen Baturaja Persero Tbk PT
  13,569,800   310,568
 
Semen Indonesia Persero Tbk PT
  9,961,900   8,678,581
*
Sentul City Tbk PT
  272,435,100   1,154,327
*
Siloam International Hospitals Tbk PT
  2,201,425   1,061,973
*
Sinar Mas Multiartha Tbk PT
  278,500   321,728
*
Sitara Propertindo Tbk PT
  29,109,300   422,090
*
Smartfren Telecom Tbk PT
  16,495,700   124,081
 
Sri Rejeki Isman Tbk PT
  153,300,900   2,464,912
*
Sugih Energy Tbk PT
  58,447,900   160,512
 
Sumber Alfaria Trijaya Tbk PT
  969,100   56,807
 
Summarecon Agung Tbk PT
  70,177,664   4,336,183
 
Surya Citra Media Tbk PT
  42,573,600   4,457,194
*
Surya Esa Perkasa Tbk PT
  22,019,400   375,569
 
Surya Semesta Internusa Tbk PT
  60,152,000   2,880,782
 
Telekomunikasi Indonesia Persero Tbk PT
  55,290,600   15,336,335
#
Telekomunikasi Indonesia Persero Tbk PT, Sponsored ADR
  937,901   25,857,931
 
Tempo Scan Pacific Tbk PT
  1,009,000   95,215
*
Tiga Pilar Sejahtera Food Tbk
  35,980,639   83,002
 
Timah Tbk PT
  41,121,567   2,126,982
 
Tiphone Mobile Indonesia Tbk PT
  19,297,500   290,950
 
Total Bangun Persada Tbk PT
  12,914,800   385,660
*
Totalindo Eka Persada Tbk PT
  19,260,400   253,378
 
Tower Bersama Infrastructure Tbk PT
  66,513,200   5,632,773
*
Trada Alam Minera Tbk PT
  173,119,000   633,903
 
Trias Sentosa Tbk PT
  3,690,500   110,148
 
Tunas Baru Lampung Tbk PT
  28,844,600   1,758,007
 
Tunas Ridean Tbk PT
  8,038,500   576,855
 
Ultrajaya Milk Industry & Trading Co. Tbk PT
  10,837,000   1,340,015
 
Unilever Indonesia Tbk PT
  27,116,000   15,750,126
 
United Tractors Tbk PT
  12,713,746   17,766,136
*
Vale Indonesia Tbk PT
  20,974,850   4,820,451
*
Visi Media Asia Tbk PT
  82,276,300   299,395
 
Waskita Beton Precast Tbk PT
  150,811,400   2,861,189
 
Waskita Karya Persero Tbk PT
  59,724,851   5,356,201
 
Wijaya Karya Beton Tbk PT
  46,119,900   1,289,489
 
Wijaya Karya Persero Tbk PT
  39,795,822   5,474,816
*
XL Axiata Tbk PT
  36,658,800   7,742,388
TOTAL INDONESIA
      728,559,918
MALAYSIA — (2.6%)
#
Duopharma Biotech Bhd
  1,215,459   470,352
#
7-Eleven Malaysia Holdings Bhd, Class B
  2,198,485   749,702
 
Aeon Co. M Bhd
  5,551,500   1,836,520
 
AEON Credit Service M Bhd
  852,240   2,697,087
 
AFFIN Bank Bhd
  4,133,066   1,850,756
 
AirAsia Group Bhd
  18,981,900   6,593,820
#*
AirAsia X Bhd
  26,735,800   842,784
 
Ajinomoto Malaysia Bhd
  32,600   112,937
 
Alliance Bank Malaysia Bhd
  8,571,400   5,097,925
 
Allianz Malaysia Bhd
  27,400   96,325
 
AMMB Holdings Bhd
  13,322,950   11,985,135
 
Amway Malaysia Holdings Bhd
  101,900   139,473
#
Ann Joo Resources Bhd
  2,326,050   620,631
 
APM Automotive Holdings Bhd
  189,700   100,855
 
Astro Malaysia Holdings Bhd
  9,487,700   2,765,646
 
ATA IMS Bhd
  27,500   11,477
#
Axiata Group Bhd
  17,042,935   17,800,169
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MALAYSIA — (Continued)
 
Batu Kawan Bhd
  387,650   $1,539,258
*
Berjaya Assets Bhd
  1,549,900   111,432
*
Berjaya Corp. Bhd
  39,012,163   2,272,178
 
Berjaya Food Bhd
  245,400   77,495
*
Berjaya Land Bhd
  3,329,400   144,799
 
Berjaya Sports Toto Bhd
  6,562,598   4,038,898
*
Bermaz Auto Bhd
  7,203,400   3,241,514
 
BIMB Holdings Bhd
  4,207,699   4,057,262
#*
Borneo Oil Bhd
  9,879,600   108,128
#
Boustead Holdings Bhd
  4,950,731   990,076
#
Boustead Plantations Bhd
  3,265,000   475,551
#
British American Tobacco Malaysia Bhd
  913,600   2,620,829
*
Bumi Armada Bhd
  27,563,350   2,363,029
 
Bursa Malaysia Bhd
  6,460,100   8,717,908
 
CAB Cakaran Corp. Bhd
  2,175,800   195,742
 
Cahya Mata Sarawak Bhd
  4,750,100   2,489,817
#
Can-One Bhd
  637,500   445,770
#
Carlsberg Brewery Malaysia Bhd, Class B
  1,354,900   10,781,891
 
CB Industrial Product Holding Bhd
  3,066,720   682,072
 
CIMB Group Holdings Bhd
  20,953,199   25,126,976
 
CJ Century Logistics Holdings Bhd, Class B
  174,800   15,754
*
Coastal Contracts Bhd
  1,852,777   576,818
 
Comfort Glove Bhd
  307,200   67,201
#
CSC Steel Holdings Bhd
  1,215,100   304,837
#
Cypark Resources Bhd
  2,823,350   911,221
 
D&O Green Technologies Bhd
  7,516,300   1,444,982
#
Dagang NeXchange Bhd
  12,577,600   731,306
#
Datasonic Group Bhd
  6,968,000   2,461,614
#*
Dayang Enterprise Holdings Bhd
  5,999,563   4,007,500
 
Dialog Group Bhd
  8,683,584   6,901,065
 
DiGi.Com Bhd
  13,219,420   13,571,748
 
DRB-Hicom Bhd
  11,253,400   6,190,208
 
Dutch Lady Milk Industries Bhd
  81,800   817,428
#
Eastern & Oriental Bhd
  8,520,653   1,161,011
*
Eco World Development Group Bhd
  5,749,500   893,270
#*
Eco World International Bhd
  504,300   92,056
#
Ekovest BHD
  12,678,250   1,957,416
 
Engtex Group Bhd
  938,500   174,925
 
Evergreen Fibreboard Bhd
  6,291,350   373,099
#*
FGV Holdings Bhd
  16,256,100   4,761,343
 
Fraser & Neave Holdings Bhd
  231,400   1,854,649
#
Frontken Corp. Bhd
  8,026,400   4,538,355
#
Gabungan AQRS Bhd
  3,361,507   863,249
#
Gadang Holdings Bhd
  6,973,900   1,004,316
 
Gamuda Bhd
  8,702,200   8,158,005
 
Gas Malaysia Bhd
  568,700   380,892
 
Genting Bhd
  13,763,400   18,412,924
 
Genting Malaysia Bhd
  9,732,100   7,134,109
#
Genting Plantations Bhd
  1,013,600   2,580,713
#
George Kent Malaysia Bhd
  4,603,387   970,143
#
Globetronics Technology Bhd
  6,771,845   3,852,712
 
Glomac Bhd
  2,693,940   228,606
 
Guan Chong Bhd
  780,000   569,886
 
GuocoLand Malaysia Bhd
  910,900   149,846
#
Hai-O Enterprise Bhd
  1,896,700   923,176
 
HAP Seng Consolidated Bhd
  6,282,940   14,904,533
 
Hap Seng Plantations Holdings Bhd
  39,000   15,857
 
Hartalega Holdings Bhd
  8,526,200   12,292,658
#
Heineken Malaysia Bhd
  879,200   5,965,603
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MALAYSIA — (Continued)
#*
Hengyuan Refining Co. Bhd
  1,526,500   $1,325,449
#
HeveaBoard Bhd
  5,229,900   583,671
 
Hiap Teck Venture Bhd
  10,677,200   516,161
#*
Hibiscus Petroleum Bhd
  6,806,700   1,400,813
 
Hock Seng LEE Bhd
  664,513   212,351
 
Hong Leong Bank Bhd
  1,571,965   6,114,335
 
Hong Leong Financial Group Bhd
  1,435,798   5,650,766
 
Hong Leong Industries Bhd
  546,400   1,272,311
#*
HSS Engineers Bhd
  1,076,400   205,638
 
Hup Seng Industries Bhd
  1,335,300   293,180
 
IGB Bhd
  481,813   399,737
 
IHH Healthcare Bhd
  2,288,200   3,168,984
 
IJM Corp. Bhd
  21,681,326   11,137,752
 
IJM Plantations Bhd
  1,061,100   487,828
 
Inari Amertron Bhd
  23,016,732   9,730,748
 
Inch Kenneth Kajang Rubber P.L.C.
  113,000   16,607
 
Insas Bhd
  5,808,102   1,220,845
#
IOI Corp. Bhd
  6,819,177   7,515,014
#
IOI Properties Group Bhd
  8,914,719   2,530,878
*
Iris Corp. Bhd
  17,215,200   561,691
#*
Iskandar Waterfront City Bhd
  4,469,200   787,476
#*
JAKS Resources Bhd
  5,539,300   1,670,729
*
Jaya Tiasa Holdings Bhd
  4,604,339   814,042
 
JHM Consolidation Bhd
  1,188,900   422,028
 
Keck Seng Malaysia Bhd
  338,000   370,861
 
Kenanga Investment Bank Bhd
  1,293,220   131,980
 
Kerjaya Prospek Group Bhd
  2,172,160   701,458
#
Kim Loong Resources Bhd
  794,260   244,432
 
Kimlun Corp. Bhd
  881,442   235,555
*
KNM Group Bhd
  21,686,581   1,361,248
 
Kossan Rubber Industries
  7,245,400   8,636,271
 
KPJ Healthcare Bhd
  9,422,900   2,249,203
*
Kretam Holdings Bhd
  4,088,700   423,313
*
KSL Holdings Bhd
  6,620,111   1,162,077
#
Kuala Lumpur Kepong Bhd
  792,822   4,396,203
 
Kumpulan Fima BHD
  909,400   359,215
 
Land & General Bhd
  22,149,620   725,814
*
Landmarks Bhd
  1,904,692   208,330
 
LBS Bina Group Bhd
  8,863,200   1,024,329
 
Lii Hen Industries Bhd
  1,273,600   897,871
#
Lingkaran Trans Kota Holdings Bhd
  1,146,400   1,311,843
 
Lotte Chemical Titan Holding Bhd
  46,700   23,316
#
LPI Capital Bhd
  463,340   1,688,134
 
Magni-Tech Industries Bhd
  2,433,500   1,452,292
 
Magnum Bhd
  5,294,200   3,288,259
#
Mah Sing Group Bhd
  12,958,151   2,113,668
#
Malakoff Corp. Bhd
  11,529,700   2,297,435
 
Malayan Banking Bhd
  15,267,558   31,332,632
#
Malayan Flour Mills Bhd
  4,397,100   611,174
*
Malayan United Industries Bhd
  3,994,900   179,231
 
Malaysia Airports Holdings Bhd
  6,889,345   11,281,931
 
Malaysia Building Society Bhd
  16,015,102   3,101,826
*
Malaysia Marine and Heavy Engineering Holdings Bhd
  2,804,100   474,674
#*
Malaysian Bulk Carriers Bhd
  4,295,323   510,350
#
Malaysian Pacific Industries Bhd
  1,173,225   3,404,048
 
Malaysian Resources Corp. Bhd
  20,720,600   3,366,152
 
Malton Bhd
  4,136,600   437,190
 
Matrix Concepts Holdings Bhd
  4,270,337   1,987,235
 
Maxis Bhd
  6,468,115   8,336,598
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MALAYSIA — (Continued)
#
MBM Resources BHD
  1,445,910   $1,333,410
 
Media Chinese International, Ltd.
  905,600   48,369
#*
Media Prima Bhd
  8,765,820   447,391
#
Mega First Corp. Bhd
  1,466,400   1,856,774
 
MISC Bhd
  5,747,460   10,737,042
#
MKH Bhd
  3,092,375   1,172,746
#
MMC Corp. Bhd
  7,112,200   1,523,477
 
MNRB Holdings Bhd
  3,915,340   968,764
*
MPHB Capital Bhd
  958,500   243,220
#
Muda Holdings Bhd
  992,400   322,774
 
Muhibbah Engineering M Bhd
  3,929,500   1,621,789
*
Mulpha International Bhd
  1,885,140   825,603
 
My EG Services Bhd
  14,815,200   3,729,070
 
Nestle Malaysia Bhd
  131,500   4,622,129
#
NTPM Holdings Bhd
  1,527,800   178,214
*
OCK Group Bhd
  2,278,500   319,110
 
Oriental Holdings BHD
  860,640   1,348,805
 
OSK Holdings Bhd
  8,549,367   1,997,491
 
Padini Holdings Bhd
  5,337,700   4,306,926
 
Panasonic Manufacturing Malaysia Bhd
  84,700   715,357
 
Pantech Group Holdings Bhd
  1,728,110   203,572
#
Paramount Corp. Bhd
  2,052,775   659,878
#*
Pentamaster Corp. Bhd
  3,059,430   3,631,929
#
Petron Malaysia Refining & Marketing Bhd
  878,100   1,027,178
 
Petronas Chemicals Group Bhd
  12,139,400   18,262,362
 
Petronas Dagangan Bhd
  1,079,700   5,834,338
 
Petronas Gas Bhd
  2,236,708   8,723,139
#
PIE Industrial Bhd
  875,500   267,101
#
Pos Malaysia Bhd
  3,338,900   1,165,285
 
Power Root Bhd
  36,800   19,077
 
PPB Group Bhd
  2,422,040   10,973,555
 
Press Metal Aluminium Holdings Bhd
  8,939,280   10,595,073
 
Public Bank Bhd
  11,255,611   50,899,471
#
QL Resources Bhd
  5,178,987   10,479,872
 
Ranhill Holdings Bhd
  674,160   161,247
 
RGB International Bhd
  7,248,228   333,656
#
RHB Bank Bhd
  5,884,619   8,172,952
*
Salcon Bhd
  3,994,487   202,818
 
Sam Engineering & Equipment M Bhd
  87,300   164,156
 
Sapura Energy Bhd
  51,071,188   3,030,249
#
Sarawak Oil Palms Bhd
  951,691   789,016
 
Scientex Bhd
  2,483,228   5,482,597
 
SEG International BHD
  533,828   82,016
 
Serba Dinamik Holdings Bhd
  8,429,610   4,607,596
 
Shangri-La Hotels Malaysia Bhd
  382,300   438,437
 
Sime Darby Bhd
  10,357,087   5,487,333
#
Sime Darby Plantation Bhd
  7,077,487   8,723,334
#
Sime Darby Property Bhd
  8,357,887   1,585,184
 
SKP Resources Bhd
  8,795,200   3,208,801
 
SP Setia Bhd Group
  4,929,459   1,568,436
*
Sumatec Resources Bhd
  786,700   960
 
Sunway Bhd
  14,112,890   6,177,885
 
Sunway Construction Group Bhd
  3,577,519   1,575,424
#
Supermax Corp. Bhd
  10,873,036   4,695,408
 
Suria Capital Holdings Bhd
  335,580   106,658
 
Syarikat Takaful Malaysia Keluarga Bhd
  3,266,300   3,614,061
 
Ta Ann Holdings Bhd
  2,407,823   1,884,290
 
TA Enterprise Bhd
  12,862,100   1,756,066
#
TA Global Bhd
  9,633,540   553,153
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MALAYSIA — (Continued)
 
Taliworks Corp. Bhd
  2,956,666   $600,774
 
Tambun Indah Land Bhd
  2,204,100   356,502
 
Tan Chong Motor Holdings Bhd
  1,342,000   420,747
 
Telekom Malaysia Bhd
  6,899,602   6,479,331
 
Tenaga Nasional Bhd
  9,934,181   30,073,226
 
Thong Guan Industries Bhd
  363,600   313,595
 
TIME dotCom Bhd
  1,663,760   3,755,950
#
Top Glove Corp. Bhd
  12,811,120   18,245,076
 
Tropicana Corp. Bhd
  5,719,476   1,220,133
 
TSH Resources Bhd
  2,895,750   840,947
 
Tune Protect Group Bhd
  5,741,700   703,274
#
Uchi Technologies Bhd
  2,598,640   1,671,593
 
UEM Edgenta Bhd
  2,609,400   1,691,939
*
UEM Sunrise Bhd
  19,338,745   2,811,890
 
UMW Holdings Bhd
  3,474,406   3,311,819
 
Unisem M Bhd
  29,700   16,049
 
United Malacca Bhd
  218,650   280,142
 
United Plantations Bhd
  176,600   1,121,942
 
UOA Development Bhd
  5,757,100   2,773,272
*
Velesto Energy Bhd
  22,792,392   1,906,341
 
ViTrox Corp. Bhd
  894,200   2,024,885
*
Vivocom International Holdings Bhd
  1,801,033   8,790
#*
Vizione Holdings Bhd
  1,241,742   248,436
 
VS Industry Bhd
  13,817,300   4,512,036
#*
Wah Seong Corp. Bhd
  3,193,739   915,092
#*
WCE Holdings Bhd
  1,397,100   117,880
#*
WCT Holdings Bhd
  11,561,589   2,148,393
 
Wellcall Holdings Bhd
  3,231,850   859,634
 
Westports Holdings Bhd
  6,528,500   6,266,003
#
WTK Holdings Bhd
  2,932,850   345,112
 
Yinson Holdings Bhd
  3,110,500   4,686,717
*
YNH Property Bhd
  4,424,693   2,893,154
 
YTL Corp. Bhd
  38,754,318   8,439,646
 
YTL Power International Bhd
  9,408,759   1,717,833
TOTAL MALAYSIA
      754,072,612
MEXICO — (3.0%)
#
ALEATICA S.A.B. de C.V.
  54,542   84,257
 
Alfa S.A.B. de C.V., Class A
  30,738,314   23,116,162
#
Alpek S.A.B. de C.V.
  7,322,228   6,870,583
#*
Alsea S.A.B. de C.V.
  6,393,511   15,524,029
 
America Movil S.A.B. de C.V.
  48,410,715   40,044,427
#
America Movil S.A.B. de C.V., Sponsored ADR, Class L
  4,109,882   68,552,831
 
Arca Continental S.A.B. de C.V.
  2,213,178   12,532,616
#*
Axtel S.A.B. de C.V.
  11,691,331   1,973,769
 
Banco del Bajio SA
  641,585   1,059,716
 
Becle S.A.B. de C.V.
  1,044,520   1,939,732
*
Bio Pappel S.A.B. de C.V.
  222,356   269,009
 
Bolsa Mexicana de Valores S.A.B. de C.V.
  4,365,169   10,162,408
 
Cemex S.A.B. de C.V.
  19,242,144   7,729,241
 
Cemex S.A.B. de C.V., Sponsored ADR
  4,752,007   19,198,109
 
Coca-Cola Femsa S.A.B. de C.V., Sponsored ADR
  139,908   8,527,393
 
Coca-Cola Femsa S.A.B. de C.V.
  328,303   2,005,905
 
Consorcio ARA S.A.B. de C.V.
  11,335,581   2,513,619
*
Controladora Vuela Cia de Aviacion S.A.B. de C.V., ADR
  409,913   5,324,770
*
Controladora Vuela Cia de Aviacion S.A.B. de C.V., Class A
  1,056,165   1,373,342
*
Corp Interamericana de Entretenimiento S.A.B. de C.V., Class B
  222,600   172,173
 
Corp. Actinver S.A.B. de C.V.
  61,598   35,533
 
Corp. Inmobiliaria Vesta S.A.B. de C.V.
  5,341,280   9,752,278
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MEXICO — (Continued)
 
Corp. Moctezuma S.A.B. de C.V.
  395,000   $1,219,147
 
Credito Real S.A.B. de C.V. SOFOM ER
  1,604,188   2,029,059
 
Cydsa S.A.B. de C.V.
  6,129   7,778
#
Dine S.A.B. de C.V.
  7,300   4,566
#
El Puerto de Liverpool S.A.B. de C.V.
  830,372   4,412,127
#*
Elementia S.A.B. de C.V.
  60,292   35,131
#*
Empresas ICA S.A.B. de C.V.
  4,691,828   3,636
*
Financiera Independencia S.A.B. de C.V. SOFOM ENR
  123,395   66,610
 
Fomento Economico Mexicano S.A.B. de C.V., Sponsored ADR
  299,061   26,966,330
#*
Genomma Lab Internacional S.A.B. de C.V., Class B
  8,229,942   9,695,351
 
Gentera S.A.B. de C.V.
  8,097,479   9,170,758
 
Gruma S.A.B. de C.V., Class B
  2,042,453   21,708,123
#*
Grupo Aeromexico S.A.B. de C.V.
  1,246,570   942,737
 
Grupo Aeroportuario del Centro Norte S.A.B. de C.V.
  3,381,545   25,734,496
 
Grupo Aeroportuario del Centro Norte S.A.B. de C.V., ADR
  100   6,074
 
Grupo Aeroportuario del Pacifico S.A.B. de C.V., ADR
  138,605   17,142,666
#
Grupo Aeroportuario del Pacifico S.A.B. de C.V., Class B
  1,211,228   14,997,805
 
Grupo Aeroportuario del Sureste S.A.B. de C.V., ADR
  30,294   5,840,380
#
Grupo Aeroportuario del Sureste S.A.B. de C.V., Class B
  805,713   15,495,120
 
Grupo Bimbo S.A.B. de C.V.
  8,948,375   16,054,082
 
Grupo Carso S.A.B. de C.V.
  2,785,028   10,041,754
#
Grupo Cementos de Chihuahua S.A.B. de C.V.
  914,717   4,744,591
 
Grupo Comercial Chedraui S.A. de C.V.
  3,554,030   4,668,362
 
Grupo Elektra S.A.B. de C.V.
  295,545   21,592,436
*
Grupo Famsa S.A.B. de C.V., Class A
  2,953,526   645,554
 
Grupo Financiero Banorte S.A.B. de C.V.
  12,263,023   75,575,082
 
Grupo Financiero Inbursa S.A.B. de C.V.
  10,504,860   11,958,378
#*
Grupo GICSA SAB de CV
  815,515   297,799
*
Grupo Gigante S.A.B. de C.V., Series *
  41,000   83,625
#
Grupo Herdez S.A.B. de C.V.
  2,355,446   4,694,562
*
Grupo Hotelero Santa Fe S.A.B. de C.V.
  306,056   104,473
 
Grupo Industrial Saltillo S.A.B. de C.V.
  277,199   337,412
 
Grupo KUO S.A.B. de C.V., Class B
  271,325   767,932
#
Grupo Lala S.A.B. de C.V.
  2,955,013   2,652,326
 
Grupo Mexico S.A.B. de C.V., Class B
  23,717,220   63,047,602
#*
Grupo Pochteca S.A.B. de C.V.
  387,811   133,201
#
Grupo Rotoplas S.A.B. de C.V.
  324,310   270,323
 
Grupo Sanborns S.A.B. de C.V.
  611,992   754,646
*
Grupo Simec S.A.B. de C.V., Sponsored ADR
  8,806   90,482
#*
Grupo Simec S.A.B. de C.V., Class B
  1,362,207   4,707,582
#*
Grupo Sports World S.A.B. de C.V.
  218,149   229,746
#
Grupo Televisa S.A.B., Sponsored ADR
  2,153,350   23,945,252
#
Grupo Televisa S.A.B.
  3,812,773   8,472,829
#*
Grupo Traxion S.A.B. de C.V.
  115,439   100,621
#*
Hoteles City Express S.A.B. de C.V.
  2,812,424   2,112,053
*
Impulsora del Desarrollo y el Empleo en America Latina S.A.B. de C.V.
  2,275,386   4,816,779
 
Industrias Bachoco S.A.B. de C.V., Sponsored ADR
  51,000   2,465,340
 
Industrias Bachoco S.A.B. de C.V., Class B
  1,487,230   5,967,653
#*
Industrias CH S.A.B. de C.V.
  2,269,408   11,228,438
#
Industrias Penoles S.A.B. de C.V.
  1,124,238   11,669,871
#
Infraestructura Energetica Nova S.A.B. de C.V.
  2,404,398   11,299,544
 
Kimberly-Clark de Mexico S.A.B. de C.V., Class A
  10,554,526   21,834,639
#*
La Comer S.A.B. de C.V.
  5,656,656   7,184,766
 
Megacable Holdings S.A.B. de C.V.
  2,774,845   10,400,070
#*
Minera Frisco S.A.B. de C.V.
  1,407,312   236,470
#*
Minera Frisco S.A.B. de C.V., Class A1
  2,388,099   398,111
 
Nemak S.A.B. de C.V.
  5,246,819   2,179,753
#
Orbia Advance Corp. S.A.B. de C.V.
  10,209,948   24,126,071
#
Organizacion Cultiba S.A.B. de C.V.
  194,351   123,427
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MEXICO — (Continued)
 
Organizacion Soriana S.A.B. de C.V., Class B
  3,396,280   $4,302,979
 
Promotora y Operadora de Infraestructura S.A.B. de C.V.
  1,257,622   13,600,860
 
Promotora y Operadora de Infraestructura S.A.B. de C.V., Class L
  23,958   181,287
 
Qualitas Controladora S.A.B. de C.V.
  1,409,214   6,353,414
#
Regional S.A.B. de C.V.
  2,904,493   16,541,107
#*
Telesites S.A.B. de C.V.
  6,671,514   4,907,732
 
TV Azteca S.A.B. de C.V.
  8,129,277   342,027
 
Unifin Financiera S.A.B. de C.V.
  799,130   1,218,012
 
Vitro S.A.B. de C.V., Class A
  421,013   923,553
 
Wal-Mart de Mexico S.A.B. de C.V.
  18,521,329   54,195,141
TOTAL MEXICO
      868,819,545
PERU — (0.1%)
#
Cementos Pacasmayo SAA, ADR
  35,916   330,806
 
Cia de Minas Buenaventura SAA, ADR
  157,251   2,033,255
 
Credicorp, Ltd.
  163,353   33,745,463
*
Fossal SAA, ADR
  3,794   1,020
*
Grana y Montero SAA, Sponsored ADR
  241,360   530,992
TOTAL PERU
      36,641,536
PHILIPPINES — (1.1%)
*
8990 Holdings, Inc.
  507,700   146,968
 
A Soriano Corp.
  818,000   99,803
 
Aboitiz Equity Ventures, Inc.
  6,218,960   6,006,325
 
Aboitiz Power Corp.
  5,917,100   3,769,277
*
AC Energy Philippines, Inc.
  14,122,000   548,660
 
ACR Mining Corp.
  11,905   786
*
AgriNurture, Inc.
  201,600   47,589
 
Alliance Global Group, Inc.
  30,331,494   6,433,904
 
Alsons Consolidated Resources, Inc.
  3,329,000   78,239
 
Altus Property Ventures, Inc.
  439,315   33,586
*
Apex Mining Co., Inc.
  13,799,000   268,844
*
Atlas Consolidated Mining & Development Corp.
  2,979,300   140,432
 
Ayala Corp.
  1,097,740   15,632,398
 
Ayala Land, Inc.
  23,565,820   19,182,534
 
Bank of the Philippine Islands
  3,487,476   5,654,600
 
BDO Unibank, Inc.
  5,931,143   17,224,695
 
Belle Corp.
  30,837,700   951,883
 
Bloomberry Resorts Corp.
  35,634,700   6,297,873
 
Cebu Air, Inc.
  2,776,110   4,092,568
 
Cebu Holdings, Inc.
  2,065,000   270,784
*
CEMEX Holdings Philippines, Inc.
  30,378,267   845,825
 
Century Pacific Food, Inc.
  5,402,950   1,592,983
 
Century Properties Group, Inc.
  1,153,062   11,034
 
Chelsea Logistics and Infrastructure Holdings Corp.
  1,584,100   157,448
 
China Banking Corp.
  1,704,390   841,628
 
China Lotsynergy Holdings Ltd.
  1,686,000   84,223
 
COL Financial Group, Inc.
  133,700   48,585
 
Cosco Capital, Inc.
  16,153,600   1,937,519
 
D&L Industries, Inc.
  24,472,100   4,242,610
 
DMCI Holdings, Inc.
  37,136,100   4,442,278
*
DoubleDragon Properties Corp.
  3,565,190   1,112,228
 
Eagle Cement Corp.
  436,200   108,806
*
East West Banking Corp.
  7,016,850   1,544,294
 
EEI Corp.
  4,629,600   763,283
 
Emperador, Inc.
  4,131,000   585,920
*
Empire East Land Holdings, Inc.
  9,270,000   73,253
 
Filinvest Development Corp.
  267,400   68,215
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
PHILIPPINES — (Continued)
 
Filinvest Land, Inc.
  147,291,687   $4,216,399
 
First Gen Corp.
  12,603,800   5,025,959
 
First Philippine Holdings Corp.
  2,644,930   3,461,570
*
Global Ferronickel Holdings, Inc.
  14,965,756   429,868
*
Global-Estate Resorts, Inc.
  647,000   13,275
 
Globe Telecom, Inc.
  213,920   7,958,433
 
GT Capital Holdings, Inc.
  367,492   4,872,065
*
Holcim Philippines, Inc.
  155,100   38,687
 
Integrated Micro-Electronics, Inc.
  6,861,640   944,992
 
International Container Terminal Services, Inc.
  4,868,972   12,413,089
 
JG Summit Holdings, Inc.
  7,393,650   10,143,366
 
Jollibee Foods Corp.
  2,374,117   8,908,089
*
Lepanto Consolidated Mining Co.
  19,291,244   37,021
 
Lopez Holdings Corp.
  21,058,200   1,538,980
 
LT Group, Inc.
  13,590,800   2,626,119
 
MacroAsia Corp.
  1,720,630   308,802
 
Manila Electric Co.
  1,206,710   6,079,001
 
Manila Water Co., Inc.
  10,346,400   2,475,157
 
Max's Group, Inc.
  1,623,500   318,933
 
Megawide Construction Corp.
  9,032,770   2,587,913
 
Megaworld Corp.
  91,478,300   7,268,238
 
Metro Pacific Investments Corp.
  77,299,500   4,869,443
 
Metro Retail Stores Group, Inc.
  1,646,000   63,421
 
Metropolitan Bank & Trust Co.
  4,798,669   5,404,566
 
Nickel Asia Corp.
  21,346,340   1,199,666
 
Pepsi-Cola Products Philippines, Inc.
  12,190,791   443,266
 
Petron Corp.
  24,252,000   1,722,686
*
Philex Mining Corp.
  2,787,050   158,329
*
Philippine National Bank
  3,161,766   1,977,895
 
Philippine Stock Exchange, Inc. (The)
  84,552   295,534
 
Phoenix Petroleum Philippines, Inc.
  2,579,970   603,436
 
Pilipinas Shell Petroleum Corp.
  1,357,940   798,869
#
PLDT, Inc., Sponsored ADR
  283,393   5,432,644
 
PLDT, Inc.
  307,745   5,986,985
 
Premium Leisure Corp.
  46,815,000   496,665
 
Puregold Price Club, Inc.
  6,982,980   5,229,304
*
PXP Energy Corp.
  2,744,600   464,646
 
RFM Corp.
  6,096,300   601,920
 
Rizal Commercial Banking Corp.
  2,919,464   1,145,359
 
Robinsons Land Corp.
  22,797,718   11,403,106
 
Robinsons Retail Holdings, Inc.
  2,024,350   3,077,425
 
San Miguel Corp.
  3,824,910   10,488,660
 
San Miguel Food and Beverage, Inc.
  606,460   866,693
 
Security Bank Corp.
  1,764,158   6,119,603
 
Semirara Mining & Power Corp.
  8,697,000   3,751,539
 
Shakey's Pizza Asia Ventures, Inc.
  366,600   68,565
 
SM Investments Corp.
  372,575   7,086,015
 
SM Prime Holdings, Inc.
  23,658,690   18,038,078
 
SSI Group, Inc.
  6,515,000   284,191
 
STI Education Systems Holdings, Inc.
  18,553,000   223,458
*
Top Frontier Investment Holdings, Inc.
  155,417   570,946
 
Union Bank Of Philippines
  1,482,222   1,852,917
 
Universal Robina Corp.
  3,846,430   10,960,214
 
Vista Land & Lifescapes, Inc.
  60,324,800   8,311,928
 
Vistamalls, Inc.
  912,800   95,135
 
Wilcon Depot, Inc.
  1,812,000   671,806
TOTAL PHILIPPINES
      307,772,749
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
POLAND — (1.1%)
*
AB SA
  2,455   $15,895
 
Agora SA
  200,677   640,224
*
Alior Bank SA
  741,575   5,070,864
 
Alumetal SA
  12,496   141,527
 
Amica SA
  30,867   1,166,715
*
AmRest Holdings SE
  223,521   2,780,591
 
Apator SA
  37,049   201,380
 
Bank Handlowy w Warszawie SA
  153,842   2,237,674
#*
Bank Millennium SA
  3,806,250   5,833,061
 
Bank Polska Kasa Opieki SA
  203,274   5,185,233
#*
Bioton SA
  361,374   331,646
*
Boryszew SA
  1,773,783   2,035,432
#
Budimex SA
  104,422   4,969,033
#
CCC SA
  197,569   4,926,469
 
CD Projekt SA
  106,667   7,740,672
#*
Ciech SA
  425,772   4,259,057
 
ComArch SA
  12,830   677,983
 
Cyfrowy Polsat SA
  1,467,167   10,283,890
 
Develia SA
  1,220,181   860,843
*
Dino Polska SA
  159,693   6,685,331
 
Dom Development SA
  13,920   341,552
#
Echo Investment SA
  77,840   102,925
#*
Enea SA
  2,477,456   4,583,933
*
Energa SA
  1,067,891   1,974,569
 
Eurocash SA
  776,433   3,897,178
*
Fabryki Mebli Forte SA
  109,669   905,532
 
Famur SA
  535,751   440,826
 
Firma Oponiarska Debica SA
  16,334   347,415
#*
Getin Noble Bank SA
  4,003,505   321,884
 
Globe Trade Centre SA
  296,005   720,175
#*
Grupa Azoty SA
  244,855   1,570,049
*
Grupa Azoty Zaklady Chemiczne Police SA
  43,991   116,105
 
Grupa Kety SA
  64,967   6,072,168
 
Grupa Lotos SA
  1,369,854   27,185,408
#
ING Bank Slaski SA
  119,720   6,256,774
#
Inter Cars SA
  26,821   1,642,822
#
Jastrzebska Spolka Weglowa SA
  503,539   2,434,975
 
Kernel Holding SA
  546,752   6,630,154
*
KGHM Polska Miedz SA
  1,172,869   27,569,313
 
KRUK SA
  152,214   6,430,992
*
Lentex SA
  29,742   57,776
 
LPP SA
  6,045   13,173,150
#
Lubelski Wegiel Bogdanka SA
  86,138   662,394
#*
mBank SA
  70,936   6,797,203
*
Netia SA
  906,948   1,064,894
 
Neuca SA
  7,790   783,641
 
NEWAG SA
  511   2,897
*
Orange Polska SA
  4,915,487   8,868,851
#*
PGE Polska Grupa Energetyczna SA
  4,545,183   8,068,571
 
PKP Cargo SA
  108,706   497,089
 
Polski Koncern Naftowy Orlen S.A.
  2,185,406   42,638,446
#
Polskie Gornictwo Naftowe i Gazownictwo SA
  3,775,322   3,504,153
 
Powszechna Kasa Oszczednosci Bank Polski SA
  2,405,705   21,201,241
 
Powszechny Zaklad Ubezpieczen SA
  2,248,472   23,296,053
#
Santander Bank Polska SA
  88,659   6,560,589
 
Stalexport Autostrady SA
  715,197   547,562
 
Stalprodukt SA
  10,002   510,966
#*
Tauron Polska Energia SA
  11,663,514   4,473,689
 
VRG SA
  988,725   990,200
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
POLAND — (Continued)
 
Warsaw Stock Exchange
  205,045   $2,211,514
 
Wawel SA
  590   100,169
*
Zespol Elektrowni Patnow Adamow Konin SA
  49,544   96,073
TOTAL POLAND
      311,695,390
RUSSIA — (1.6%)
 
Etalon Group P.L.C., GDR
  650,174   1,495,790
 
Etalon Group P.L.C., GDR
  365,867   841,494
 
Gazprom PJSC, Sponsored ADR
  6,583,688   46,149,243
 
Gazprom PJSC, Sponsored ADR
  1,653,324   11,556,735
 
Globaltrans Investment P.L.C., GDR
  193,097   1,673,157
 
Globaltrans Investment P.L.C., GDR
  306,322   2,655,812
 
Lukoil PJSC, Sponsored ADR
  85,841   8,766,941
 
Lukoil PJSC, Sponsored ADR
  868,336   88,348,315
 
Magnitogorsk Iron & Steel Works PJSC, GDR
  724,938   6,630,567
 
Magnitogorsk Iron & Steel Works PJSC, GDR
  1,272   11,677
*
Mail.Ru Group, Ltd., GDR
  83,777   1,971,193
*
Mail.Ru Group, Ltd., GDR
  51,069   1,202,164
*
Mechel PJSC, Sponsored ADR
  303,830   914,530
 
MMC Norilsk Nickel PJSC, ADR
  293,397   9,464,987
 
MMC Norilsk Nickel PJSC, ADR
  1,034,973   33,377,405
 
Mobile TeleSystems PJSC, Sponsored ADR
  149,281   1,521,173
 
Novatek PJSC, GDR
  57,860   10,412,780
 
Novatek PJSC, GDR
  316   56,880
 
Novolipetsk Steel PJSC, GDR
  348,244   7,523,249
 
Novolipetsk Steel PJSC, GDR
  98,256   2,126,260
 
O'Key Group SA, GDR
  71,285   89,044
 
PhosAgro PJSC, GDR
  307,967   3,906,702
 
PhosAgro PJSC, GDR
  96,394   1,223,240
 
POLYUS PJSC
  6,695   409,065
 
Ros Agro P.L.C., GDR
  135,725   1,386,372
 
Ros Agro P.L.C., GDR
  12,318   125,644
 
Rosneft Oil Co. PJSC, GDR
  1,250,178   9,368,834
 
Rosneft Oil Co. PJSC, GDR
  2,952,866   22,097,156
 
Rostelecom PJSC, Sponsored ADR
  240,907   1,970,619
 
Rostelecom PJSC, Sponsored ADR
  164,180   1,317,352
 
RusHydro PJSC, ADR
  16,841   16,504
 
RusHydro PJSC, ADR
  4,579,241   4,644,092
 
Sberbank of Russia PJSC, Sponsored ADR
  4,893,078   78,049,605
 
Severstal PJSC, GDR
  650,882   9,151,877
 
Severstal PJSC, GDR
  83,677   1,179,846
 
Tatneft PJSC, Sponsored ADR
  723,504   51,948,209
 
Tatneft PJSC, Sponsored ADR
  1,571   112,759
 
TMK PJSC, GDR
  384,091   1,332,796
 
TMK PJSC, GDR
  80,338   278,666
 
VEON, Ltd.
  2,944,610   7,626,540
 
VTB Bank PJSC, GDR
  3,938,248   5,607,214
 
VTB Bank PJSC, GDR
  4,773,542   6,816,618
 
X5 Retail Group NV, GDR
  398,885   14,601,950
 
X5 Retail Group NV, GDR
  53,370   1,960,280
TOTAL RUSSIA
      461,921,336
SOUTH AFRICA — (5.8%)
 
Absa Group, Ltd.
  6,880,410   62,613,089
#
Adcock Ingram Holdings, Ltd.
  701,410   2,367,350
#
Adcorp Holdings, Ltd.
  391,159   311,940
 
Advtech, Ltd.
  4,665,918   3,330,135
 
AECI, Ltd.
  1,505,901   10,467,226
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH AFRICA — (Continued)
 
African Oxygen, Ltd.
  788,354   $1,136,227
 
African Phoenix Investments, Ltd.
  4,780,514   127,129
 
African Rainbow Minerals, Ltd.
  1,844,613   20,660,659
 
Afrimat, Ltd.
  128,505   280,481
 
Alexander Forbes Group Holdings, Ltd.
  1,844,172   642,309
 
Allied Electronics Corp., Ltd., Class A
  390,373   589,965
 
Alviva Holdings, Ltd.
  1,442,572   1,356,971
 
Anglo American Platinum, Ltd.
  308,849   24,640,663
 
AngloGold Ashanti, Ltd.
  127,905   2,609,405
 
AngloGold Ashanti, Ltd., Sponsored ADR
  4,007,886   81,600,559
#*
ArcelorMittal South Africa, Ltd.
  1,769,762   151,848
*
Ascendis Health, Ltd.
  834,386   55,321
*
Aspen Pharmacare Holdings, Ltd.
  1,677,293   12,910,922
 
Assore, Ltd.
  251,813   4,056,686
 
Astral Foods, Ltd.
  638,271   8,507,366
#
AVI, Ltd.
  3,909,029   20,036,054
 
Balwin Properties, Ltd.
  21,544   4,783
 
Barloworld, Ltd.
  3,941,509   24,356,593
#
Bid Corp., Ltd.
  1,932,784   42,640,888
#
Bidvest Group, Ltd. (The)
  3,291,815   45,288,588
*
Blue Label Telecoms, Ltd.
  5,266,000   959,810
#*
Brait SE
  1,641,851   894,179
 
Capitec Bank Holdings, Ltd.
  306,160   27,350,911
 
Cashbuild, Ltd.
  269,183   3,545,820
 
Caxton and CTP Publishers and Printers, Ltd.
  433,083   211,207
 
City Lodge Hotels, Ltd.
  363,116   1,719,526
#
Clicks Group, Ltd.
  2,284,939   36,865,846
 
Coronation Fund Managers, Ltd.
  2,467,040   6,847,762
 
Curro Holdings, Ltd.
  426,015   454,226
 
DataTec, Ltd.
  3,761,420   8,351,266
#
Dis-Chem Pharmacies, Ltd.
  518,557   885,365
#
Discovery, Ltd.
  2,826,453   21,936,035
 
Distell Group Holdings, Ltd.
  348,539   3,029,941
*
enX Group, Ltd.
  187,307   125,363
#*
EOH Holdings, Ltd.
  1,239,331   674,084
#
Exxaro Resources, Ltd.
  2,285,591   18,511,876
#
Famous Brands, Ltd.
  804,759   3,887,796
 
FirstRand, Ltd.
  24,083,485   92,298,561
#
Foschini Group, Ltd. (The)
  2,325,093   21,295,391
 
Gold Fields, Ltd.
  1,088,393   7,045,908
 
Gold Fields, Ltd., Sponsored ADR
  10,013,640   64,087,296
*
Grand Parade Investments, Ltd.
  885,554   191,885
#*
Grindrod Shipping Holdings, Ltd.
  148,785   803,890
 
Grindrod, Ltd.
  6,240,480   1,999,465
*
Harmony Gold Mining Co., Ltd.
  2,443,400   8,248,169
#*
Harmony Gold Mining Co., Ltd., Sponsored ADR
  4,160,002   13,977,607
 
Hudaco Industries, Ltd.
  339,423   2,291,718
 
Hulamin, Ltd.
  249,298   30,137
#*
Impala Platinum Holdings, Ltd.
  4,628,686   43,493,934
#
Imperial Logistics, Ltd.
  2,380,058   8,004,951
 
Investec, Ltd.
  2,335,907   12,946,753
#*
Invicta Holdings, Ltd.
  139,879   143,960
 
Italtile, Ltd.
  481,636   418,378
#
JSE, Ltd.
  991,119   7,206,515
 
KAP Industrial Holdings, Ltd.
  9,505,303   2,335,192
 
Kumba Iron Ore, Ltd.
  637,130   14,732,102
#
Lewis Group, Ltd.
  1,279,414   2,512,566
 
Liberty Holdings, Ltd.
  2,090,041   14,610,425
 
Life Healthcare Group Holdings, Ltd.
  16,127,252   26,920,530
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH AFRICA — (Continued)
*
Long4Life, Ltd.
  1,677,020   $416,687
#
Massmart Holdings, Ltd.
  1,504,451   5,322,350
 
Merafe Resources, Ltd.
  11,698,336   493,470
#
Metair Investments, Ltd.
  1,716,735   2,644,319
 
MiX Telematics, Ltd., Sponsored ADR
  40,982   536,045
 
Momentum Metropolitan Holdings
  14,002,106   18,654,887
 
Motus Holdings Ltd.
  194,235   1,039,872
 
Mpact, Ltd.
  1,816,748   1,870,135
 
Mr. Price Group, Ltd.
  1,772,264   19,968,144
#
MTN Group, Ltd.
  15,515,059   83,058,107
#*
MultiChoice Group, Ltd.
  904,538   6,429,771
 
Murray & Roberts Holdings, Ltd.
  4,260,045   3,020,025
*
Nampak, Ltd.
  7,185,786   2,332,779
 
Naspers, Ltd., Class N
  513,058   83,216,216
 
Nedbank Group, Ltd.
  2,468,422   32,041,693
 
NEPI Rockcastle P.L.C.
  1,201,647   9,822,519
 
Netcare, Ltd.
  10,377,594   13,824,945
#*
Northam Platinum, Ltd.
  3,645,624   30,471,491
 
Novus Holdings, Ltd.
  161,502   23,824
 
Oceana Group, Ltd.
  781,163   3,286,130
 
Old Mutual, Ltd.
  4,195,756   4,821,788
#*
Omnia Holdings, Ltd.
  1,714,488   3,803,009
#
Peregrine Holdings, Ltd.
  2,941,815   3,730,790
 
Pick n Pay Stores, Ltd.
  3,835,073   16,550,887
#
Pioneer Foods Group, Ltd.
  1,076,559   7,792,551
*
PPC, Ltd.
  14,441,527   2,209,481
 
PSG Group, Ltd.
  876,431   12,482,453
 
PSG Konsult, Ltd.
  39,653   23,864
 
Raubex Group, Ltd.
  1,725,394   2,726,482
 
RCL Foods, Ltd.
  218,443   175,044
 
Reunert, Ltd.
  2,210,742   8,966,810
#
Rhodes Food Group Pty, Ltd.
  538,736   584,111
*
Royal Bafokeng Platinum, Ltd.
  550,153   1,887,527
#
Sanlam, Ltd.
  9,521,624   46,623,335
#
Santam, Ltd.
  355,065   6,656,281
*
Sappi, Ltd.
  6,439,075   16,314,984
 
Sasol, Ltd.
  1,932,095   30,693,378
#
Sasol, Ltd., Sponsored ADR
  1,128,917   17,803,021
 
Shoprite Holdings, Ltd.
  3,413,393   26,493,298
#*
Sibanye Gold, Ltd.
  12,138,470   31,264,136
#*
Sibanye Gold, Ltd., Sponsored ADR
  2,222,764   22,672,196
 
SPAR Group, Ltd. (The)
  2,064,710   26,270,884
 
Spur Corp., Ltd.
  574,906   917,469
#*
Stadio Holdings, Ltd.
  610,868   75,985
 
Standard Bank Group, Ltd.
  9,354,999   97,579,761
#*
Steinhoff International Holdings NV
  10,257,445   614,544
*
Sun International, Ltd.
  1,333,978   3,088,688
#*
Super Group, Ltd.
  5,137,727   8,534,103
 
Telkom SA SOC, Ltd.
  3,814,898   8,135,755
 
Tiger Brands, Ltd.
  1,278,910   16,724,862
*
Tongaat Hulett, Ltd.
  1,197,561   395,275
 
Transaction Capital, Ltd.
  1,472,330   2,377,814
*
Trencor, Ltd.
  952,307   589,374
#
Truworths International, Ltd.
  4,559,239   13,311,664
 
Tsogo Sun Gaming, Ltd.
  4,751,774   3,431,077
*
Tsogo Sun Hotels, Ltd.
  45,493   11,260
#
Vodacom Group, Ltd.
  3,855,428   29,969,111
 
Wilson Bayly Holmes-Ovcon, Ltd.
  685,196   5,949,185
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH AFRICA — (Continued)
 
Woolworths Holdings, Ltd.
  8,088,958   $23,706,863
TOTAL SOUTH AFRICA
      1,677,022,012
SOUTH KOREA — (14.4%)
*
3S Korea Co., Ltd.
  61,927   132,513
#
ABco Electronics Co., Ltd.
  72,227   310,583
#*
Able C&C Co., Ltd.
  33,758   273,341
#
ABOV Semiconductor Co., Ltd.
  85,642   504,812
#*
Abpro Bio Co., Ltd.
  1,006,949   548,847
#*
Ace Technologies Corp.
  95,509   640,894
#*
Actoz Soft Co., Ltd.
  38,947   360,045
#
ADTechnology Co., Ltd.
  13,196   299,955
#*
Advanced Cosmeceutical Technology Co., Ltd.
  19,800   27,910
#*
Advanced Digital Chips, Inc.
  279,649   234,200
#
Advanced Nano Products Co., Ltd.
  26,042   339,205
 
Advanced Process Systems Corp.
  16,979   416,053
#
Aekyung Petrochemical Co., Ltd.
  161,334   1,054,371
#
AfreecaTV Co., Ltd.
  84,123   3,760,214
#*
Agabang&Company
  159,212   567,095
#
Ahn-Gook Pharmaceutical Co., Ltd.
  29,784   259,482
#
Ahnlab, Inc.
  34,822   1,897,037
 
AJ Networks Co., Ltd.
  154,753   634,177
#*
Ajin Industrial Co., Ltd.
  222,120   443,869
 
AK Holdings, Inc.
  65,829   1,661,025
#
ALUKO Co., Ltd.
  326,239   663,314
*
Aminologics Co., Ltd.
  99,988   142,583
#
Amorepacific Corp.
  80,001   12,382,813
 
AMOREPACIFIC Group
  69,455   4,154,585
#*
Amotech Co., Ltd.
  34,667   749,482
*
Anam Electronics Co., Ltd.
  17,717   28,004
#*
Ananti, Inc.
  134,572   1,007,096
 
Anapass, Inc.
  25,109   572,194
*
Aprogen Healthcare & Games, Inc.
  172,736   106,527
#*
Aprogen KIC, Inc.
  11,732   25,252
#*
Aprogen pharmaceuticals, Inc.
  70,958   77,606
#*
APS Holdings Corp.
  95,108   834,739
#
Asia Cement Co., Ltd.
  20,821   1,162,205
 
ASIA Holdings Co., Ltd.
  13,085   1,114,223
#
Asia Paper Manufacturing Co., Ltd.
  62,764   1,814,479
*
Asiana Airlines, Inc.
  1,495,642   5,645,436
#
Atec Co., Ltd.
  32,288   235,075
#*
A-Tech Solution Co., Ltd.
  36,570   208,798
#
Atinum Investment Co., Ltd.
  233,113   362,814
#
AUK Corp.
  263,933   449,274
#
Aurora World Corp.
  54,431   518,109
#
Austem Co., Ltd.
  211,715   358,455
#
Autech Corp.
  108,700   1,007,550
#
Avaco Co., Ltd.
  101,289   483,490
 
Avatec Co., Ltd.
  19,435   121,688
 
Baiksan Co., Ltd.
  114,849   696,761
#*
Barun Electronics Co., Ltd.
  447,625   29,435
#*
Barunson Entertainment & Arts Corp.
  269,424   402,092
#
Bcworld Pharm Co., Ltd.
  29,936   337,023
 
BGF Co., Ltd.
  792,493   3,378,427
 
BGF retail Co., Ltd.
  2,274   312,987
#*
BH Co., Ltd.
  180,247   3,122,305
*
Binex Co., Ltd.
  125,311   753,092
 
Binggrae Co., Ltd.
  33,118   1,464,970
#*
Biolog Device Co., Ltd.
  170,537   246,011
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
BioSmart Co., Ltd.
  109,622   $374,620
#*
Biotoxtech Co., Ltd.
  43,650   235,188
#*
Biovill Co., Ltd.
  109,654   28,205
#
BIT Computer Co., Ltd.
  42,093   195,429
 
Bixolon Co., Ltd.
  35,044   156,632
#*
Bluecom Co., Ltd.
  136,842   427,025
 
BNK Financial Group, Inc.
  1,972,568   11,125,665
#
Boditech Med, Inc.
  64,797   749,004
#*
Bohae Brewery Co., Ltd.
  813,709   695,149
#
BoKwang Industry Co., Ltd.
  87,621   330,244
#
Bolak Co., Ltd.
  39,990   73,742
 
Bookook Securities Co., Ltd.
  12,042   206,459
#*
Boryung Medience Co., Ltd.
  37,164   405,138
 
Boryung Pharmaceutical Co., Ltd.
  126,397   1,423,731
#*
Bosung Power Technology Co., Ltd.
  202,613   325,041
#*
Brain Contents Co., Ltd.
  586,519   301,396
#*
Bubang Co., Ltd.
  137,799   276,837
#
Bukwang Pharmaceutical Co., Ltd.
  54,440   619,928
 
Busan City Gas Co., Ltd.
  1,989   57,564
 
BYC Co., Ltd.
  588   109,688
#*
BYON Co., Ltd.
  146,553   142,372
 
Byucksan Corp.
  449,707   627,897
#*
CammSys Corp.
  574,596   1,512,852
 
Capro Corp.
  371,761   926,527
*
Caregen Co., Ltd.
  12,761   307,154
 
Castec Korea Co., Ltd.
  6,753   15,011
 
Cell Biotech Co., Ltd.
  21,735   302,623
#*
Celltrion Pharm, Inc.
  49,846   1,717,912
#*
Celltrion, Inc.
  248,945   33,912,099
 
Changhae Ethanol Co., Ltd.
  61,859   642,268
#*
Charm Engineering Co., Ltd.
  304,191   368,890
 
Cheil Worldwide, Inc.
  356,350   6,300,213
#
Chemtronics Co., Ltd.
  87,309   1,107,425
#
Cheryong Electric Co., Ltd.
  41,558   188,620
#
Cheryong Industrial Co. Ltd/new
  18,070   78,200
#*
ChinHung International, Inc.
  115,198   214,243
 
Chinyang Holdings Corp.
  149,111   309,083
#*
Choa Pharmaceutical Co.
  83,140   320,637
 
Choheung Corp.
  245   28,209
#
Chokwang Paint, Ltd.
  53,005   229,431
 
Chong Kun Dang Pharmaceutical Corp.
  55,099   4,256,835
 
Chongkundang Holdings Corp.
  23,773   2,221,602
#
Choong Ang Vaccine Laboratory
  25,530   382,050
#*
Chorokbaem Media Co., Ltd.
  421,680   445,257
#
Chosun Refractories Co., Ltd.
  3,426   229,575
#
Chungdahm Learning, Inc.
  63,000   913,960
 
CJ CGV Co., Ltd.
  133,334   2,902,097
 
CJ CheilJedang Corp.
  67,650   13,350,786
 
CJ Corp.
  150,626   10,378,425
 
CJ ENM Co., Ltd.
  23,369   2,672,911
 
CJ Freshway Corp.
  66,872   1,433,226
*
CJ Logistics Corp.
  37,770   4,589,107
*
CJ Seafood Corp.
  101,038   206,977
#
CKD Bio Corp.
  32,094   752,967
#
Clean & Science Co., Ltd.
  44,547   1,109,075
*
CLIO Cosmetics Co., Ltd.
  14,021   275,238
#*
CMG Pharmaceutical Co., Ltd.
  335,957   991,742
#*
CODI-M Co., Ltd.
  243,891   101,212
 
Com2uSCorp
  46,460   3,921,728
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
Commax Co., Ltd.
  59,749   $193,838
#*
Coreana Cosmetics Co., Ltd.
  119,739   462,860
 
Cosmax BTI, Inc.
  40,292   396,066
#
COSMAX NBT Inc.
  76,140   420,340
#
Cosmax, Inc.
  52,064   2,943,095
 
Cosmecca Korea Co., Ltd.
  18,819   171,066
#*
CosmoAM&T Co., Ltd.
  69,185   589,051
#*
Cosmochemical Co., Ltd.
  47,412   346,923
#*
COSON Co., Ltd.
  69,638   331,813
#
Coweaver Co., Ltd.
  28,980   208,731
 
COWELL FASHION Co., Ltd.
  374,930   1,602,704
*
Creative & Innovative System
  130,591   318,802
#
Crown Confectionery Co., Ltd.
  29,181   198,076
 
CROWNHAITAI Holdings Co., Ltd.
  99,867   838,838
#*
CrucialTec Co., Ltd.
  299,117   215,007
#
CS Wind Corp.
  29,266   894,517
#*
CTC BIO, Inc.
  54,395   281,999
#*
CTGen Co., Ltd.
  181,494   283,610
 
Cuckoo Holdings Co., Ltd.
  7,181   633,494
 
Cuckoo Homesys Co., Ltd.
  26,782   850,063
#*
Curo Co., Ltd.
  327,762   272,661
*
CUROCOM Co., Ltd.
  105,165   244,580
#
Cymechs, Inc.
  31,013   299,503
#
D.I Corp.
  171,175   468,591
#*
DA Technology Co., Ltd.
  40,570   34,945
#
Dae Dong Industrial Co., Ltd.
  149,055   645,291
 
Dae Han Flour Mills Co., Ltd.
  11,693   1,326,114
 
Dae Hwa Pharmaceutical Co., Ltd.
  55,150   507,478
#
Dae Hyun Co., Ltd.
  307,246   577,604
#*
Dae Won Chemical Co., Ltd.
  217,139   248,600
 
Dae Won Kang Up Co., Ltd.
  220,492   616,960
#*
Dae Young Packaging Co., Ltd.
  447,378   522,340
#
Daea TI Co., Ltd.
  256,268   990,382
#
Daebongls Co., Ltd.
  28,219   165,028
#
Daechang Co., Ltd.
  481,457   520,248
 
Daechang Forging Co., Ltd.
  3,604   85,465
 
Daeduck Electronics Co.
  321,983   2,430,423
#*
Daehan New Pharm Co., Ltd.
  112,949   1,014,421
 
Daehan Steel Co., Ltd.
  149,064   681,486
#
Dae-Il Corp.
  279,663   444,061
#*
Daejoo Electronic Materials Co., Ltd.
  40,099   611,328
 
Daekyo Co., Ltd.
  163,496   780,101
#
Daelim B&Co Co., Ltd.
  91,182   301,827
#*
Daelim C&S Co., Ltd.
  24,536   137,285
 
Daelim Industrial Co., Ltd.
  237,111   15,932,263
*
Daemyung Corp. Co., Ltd.
  260,364   300,472
#
Daeryuk Can Co., Ltd.
  102,785   346,459
 
Daesang Corp.
  255,245   4,452,252
#
Daesang Holdings Co., Ltd.
  199,491   984,506
 
Daesung Energy Co., Ltd.
  13,173   55,113
#*
Daesung Industrial Co., Ltd.
  169,597   468,315
#*
Daewon Cable Co., Ltd.
  128,775   112,746
 
Daewon Media Co., Ltd.
  63,778   335,233
#
Daewon Pharmaceutical Co., Ltd.
  104,680   1,381,778
#
Daewon San Up Co., Ltd.
  94,430   425,537
#*
Daewoo Electronic Components Co., Ltd.
  117,721   226,220
*
Daewoo Engineering & Construction Co., Ltd.
  864,251   3,123,386
*
Daewoo Shipbuilding & Marine Engineering Co., Ltd.
  221,872   4,552,104
 
Daewoong Co., Ltd.
  130,911   1,249,297
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
Daewoong Pharmaceutical Co., Ltd.
  7,169   $702,026
*
Dahaam E-Tec Co., Ltd.
  1,420   34,432
 
Daihan Pharmaceutical Co., Ltd.
  47,140   1,212,787
 
Daishin Information & Communication
  14,863   15,977
 
Daishin Securities Co., Ltd.
  421,922   3,729,472
#*
Danal Co., Ltd.
  227,028   568,593
#
Danawa Co., Ltd.
  37,501   752,370
#
Daou Data Corp.
  238,888   1,572,627
 
Daou Technology, Inc.
  352,981   5,248,620
#*
Dasan Networks, Inc.
  95,640   599,907
#
Dawonsys Co., Ltd.
  71,118   980,948
#*
Dayou Automotive Seat Technology Co., Ltd.
  741,131   514,912
#*
Dayou Plus Co., Ltd.
  397,817   231,135
 
DB Financial Investment Co., Ltd.
  354,509   1,142,740
 
DB HiTek Co., Ltd.
  381,826   8,549,280
 
DB Insurance Co., Ltd.
  566,951   20,067,155
#*
DB, Inc.
  744,696   490,170
#
DCM Corp.
  31,333   307,365
 
Dentium Co., Ltd.
  8,968   363,373
#*
Deutsch Motors, Inc.
  181,168   1,203,469
#
Development Advance Solution Co., Ltd.
  31,713   147,702
 
DGB Financial Group, Inc.
  1,332,948   7,216,621
#
DHP Korea Co., Ltd.
  71,327   454,600
#
DI Dong Il Corp.
  12,250   737,212
 
Digital Chosun Co., Ltd.
  123,267   221,213
 
Digital Daesung Co., Ltd.
  16,113   101,613
#
Digital Power Communications Co., Ltd.
  176,453   862,697
*
DIO Corp.
  64,820   2,042,843
#*
Diostech Co., Ltd.
  348,722   185,554
#
Display Tech Co., Ltd.
  15,091   45,090
#
DMS Co., Ltd.
  176,749   762,593
 
DNF Co., Ltd.
  68,026   550,954
 
Dohwa Engineering Co., Ltd.
  4,996   33,242
#
Dong A Eltek Co., Ltd.
  119,019   733,837
#
Dong Ah Tire & Rubber Co., Ltd.
  42,233   410,663
 
Dong-A Socio Holdings Co., Ltd.
  13,357   1,047,492
 
Dong-A ST Co., Ltd.
  22,383   1,752,954
#
Dong-Ah Geological Engineering Co., Ltd.
  123,923   1,637,703
 
Dongbang Transport Logistics Co., Ltd.
  107,587   125,044
 
Dongbu Corp.
  67,969   475,149
#
Dongil Industries Co., Ltd.
  15,216   676,065
#
Dongjin Semichem Co., Ltd.
  317,117   4,577,989
 
DongKook Pharmaceutical Co., Ltd.
  24,890   1,816,434
 
Dongkuk Industries Co., Ltd.
  359,661   724,711
*
Dongkuk Steel Mill Co., Ltd.
  784,623   3,202,877
#
Dongkuk Structures & Construction Co., Ltd.
  309,453   577,382
 
Dongsuh Cos., Inc.
  67,390   915,015
#
Dongsung Chemical Co., Ltd.
  22,347   316,247
 
DONGSUNG Corp.
  203,647   776,252
#*
Dongsung Finetec Co., Ltd.
  59,725   478,440
#
Dongwha Enterprise Co., Ltd.
  56,324   792,878
 
Dongwha Pharm Co., Ltd.
  108,894   720,118
 
Dongwon Development Co., Ltd.
  573,098   1,867,209
 
Dongwon F&B Co., Ltd.
  9,421   1,647,503
 
Dongwon Industries Co., Ltd.
  15,316   2,588,519
 
Dongwon Systems Corp.
  34,291   721,146
#
Dongwoo Farm To Table Co., Ltd.
  15,270   40,384
 
Dongyang E&P, Inc.
  55,195   718,344
*
Dongyang Steel Pipe Co., Ltd.
  197,431   160,308
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
Doosan Bobcat, Inc.
  136,980   $3,522,208
 
Doosan Co., Ltd.
  52,117   2,722,783
*
Doosan Fuel Cell Co., Ltd.
  174,279   1,074,798
#*
Doosan Heavy Industries & Construction Co., Ltd.
  1,466,483   6,638,866
#*
Doosan Infracore Co., Ltd.
  1,632,154   6,648,109
*
Doosan Solus Co., Ltd.
  96,063   2,065,334
 
DoubleUGames Co., Ltd.
  62,404   2,444,925
 
Douzone Bizon Co., Ltd.
  155,291   11,638,397
 
DRB Holding Co., Ltd.
  74,120   318,465
#*
Dream Security Co., Ltd.
  28,339   61,371
*
Dreamus Co.
  11,216   51,552
#*
DRTECH Corp.
  44,089   62,954
#
DSR Wire Corp.
  72,923   261,676
 
DTR Automotive Corp.
  46,437   1,125,497
*
Duk San Neolux Co., Ltd.
  61,343   1,431,301
#
DY Corp.
  172,085   721,627
#
DY POWER Corp.
  74,445   627,238
 
e Tec E&C, Ltd.
  21,350   1,130,590
 
E1 Corp.
  26,236   974,146
 
Eagon Holdings Co., Ltd.
  13,353   27,806
#
Eagon Industrial, Ltd.
  65,244   352,341
 
Easy Bio, Inc.
  429,929   1,641,049
*
EcoBio Holdings Co., Ltd.
  28,594   109,327
#
Ecopro Co., Ltd.
  162,129   2,733,177
 
e-Credible Co., Ltd.
  6,969   108,008
 
Eehwa Construction Co., Ltd.
  31,109   108,211
#*
EG Corp.
  18,162   132,193
#*
Ehwa Technologies Information Co., Ltd.
  2,945,380   517,528
#
Elcomtec Co., Ltd.
  135,076   216,467
 
e-LITECOM Co., Ltd.
  72,326   283,651
#*
ELK Corp.
  287,694   71,239
 
E-MART, Inc.
  114,675   10,570,661
#*
EMKOREA Co., Ltd.
  75,370   238,030
#
EM-Tech Co., Ltd.
  118,971   897,263
#*
EMW Co., Ltd.
  94,607   41,376
#
Enex Co., Ltd.
  107,373   107,797
#
ENF Technology Co., Ltd.
  134,995   3,116,892
#
Eo Technics Co., Ltd.
  17,025   1,479,179
#*
eSang Networks Co., Ltd.
  25,658   154,406
*
Esmo Corp.
  210,884   238,858
#
Estechpharma Co., Ltd.
  62,295   508,798
#*
ESTsoft Corp.
  3,612   20,268
#*
E-TRON Co., Ltd.
  1,461,912   286,960
 
Eugene Corp.
  573,182   1,969,480
#
Eugene Investment & Securities Co., Ltd.
  926,332   1,797,191
#
Eugene Technology Co., Ltd.
  100,665   1,410,437
*
Eusu Holdings Co., Ltd.
  109,013   567,206
#
EVERDIGM Corp.
  82,015   284,259
#*
EXA E&C, Inc.
  34,309   40,564
#*
Exem Co., Ltd.
  37,161   89,150
#
Ezwelfare Co., Ltd.
  11,115   106,221
#
F&F Co., Ltd.
  46,090   3,876,519
#
Farmsco
  153,401   515,911
*
FarmStory Co., Ltd.
  308,866   253,850
*
Feelingk Co., Ltd.
  274,119   293,438
#*
Feelux Co., Ltd.
  334,117   1,718,941
#
Fila Holdings Corp.
  301,526   11,039,245
#
Fine DNC Co., Ltd.
  74,533   121,378
#
Fine Semitech Corp.
  115,195   799,608
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#*
Fine Technix Co., Ltd.
  256,249   $850,098
#*
Firstec Co., Ltd.
  82,270   141,595
#*
FN Republic Co., Ltd.
  80,912   49,663
#*
Foosung Co., Ltd.
  298,571   2,079,606
 
Fursys, Inc.
  12,434   297,756
#
Gabia, Inc.
  40,503   304,968
#
Galaxia Communications Co., Ltd.
  51,661   145,410
#*
Gamevil, Inc.
  27,186   630,388
#
Gaon Cable Co., Ltd.
  18,127   302,360
#*
Genie Music Corp.
  48,198   122,244
#
Geumhwa PSC Co., Ltd.
  2,366   54,739
#*
Gigalane Co., Ltd.
  146,662   181,159
#*
Global Standard Technology Co., Ltd.
  66,410   800,892
#
GMB Korea Corp.
  114,072   498,926
#*
GNCO Co., Ltd.
  415,936   477,897
 
GOLFZON Co., Ltd.
  32,833   1,544,356
#
Golfzon Newdin Holdings Co., Ltd.
  272,674   815,151
#*
Good People Co., Ltd.
  57,754   120,563
#
Grand Korea Leisure Co., Ltd.
  190,505   2,901,532
 
Green Cross Cell Corp.
  6,130   190,662
 
Green Cross Corp.
  17,590   1,804,028
 
Green Cross Holdings Corp.
  106,203   1,811,798
 
GS Engineering & Construction Corp.
  429,529   9,967,415
#
GS Global Corp.
  605,582   998,800
 
GS Holdings Corp.
  614,357   23,417,060
 
GS Home Shopping, Inc.
  25,886   2,821,038
#
GS Retail Co., Ltd.
  177,855   5,892,007
*
G-SMATT GLOBAL Co., Ltd.
  717,710   119,355
 
Gwangju Shinsegae Co., Ltd.
  3,623   493,835
#*
GY Commerce Co., Ltd.
  128,715   45,561
#
Hae In Corp.
  32,128   107,630
 
HAESUNG DS Co., Ltd.
  58,460   863,068
 
Haesung Industrial Co., Ltd.
  7,907   63,383
#
Haimarrow Food Service Co., Ltd.
  194,781   449,122
#
Haitai Confectionery & Foods Co., Ltd.
  42,981   249,675
#*
Halla Corp.
  233,345   521,660
 
Halla Holdings Corp.
  99,323   3,473,854
#
Han Kuk Carbon Co., Ltd.
  138,589   874,953
 
Hana Financial Group, Inc.
  1,621,903   44,822,248
#
Hana Micron, Inc.
  244,422   1,232,031
#
Hana Tour Service, Inc.
  85,253   3,179,418
#*
Hanall Biopharma Co., Ltd.
  70,885   1,488,520
#
Hancom MDS, Inc.
  22,665   210,619
 
Hancom, Inc.
  106,856   986,220
#
Handok, Inc.
  42,817   830,983
 
Handsome Co., Ltd.
  102,866   2,348,685
 
Hanil Cement Co., Ltd.
  19,051   1,226,136
#
Hanil Holdings Co., Ltd.
  15,629   495,852
 
Hanil Hyundai Cement Co., Ltd.
  5,301   124,991
*
Hanil Vacuum Co., Ltd.
  387,776   290,109
#*
Hanjin Heavy Industries & Construction Co., Ltd.
  189,876   681,033
*
Hanjin Heavy Industries & Construction Holdings Co., Ltd.
  28,985   57,064
#
Hanjin Kal Corp.
  66,886   2,290,526
#
Hanjin Transportation Co., Ltd.
  77,710   2,136,348
 
Hankook AtlasBX Co., Ltd.
  255   10,665
#*
Hankook Cosmetics Co., Ltd.
  48,304   515,630
#
Hankook Cosmetics Manufacturing Co., Ltd.
  11,093   272,681
#
Hankook Shell Oil Co., Ltd.
  7,524   1,886,244
 
Hankook Tire & Technology Co., Ltd.
  556,282   13,274,438
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
Hankuk Paper Manufacturing Co., Ltd.
  26,909   $365,452
*
Hankuk Steel Wire Co., Ltd.
  5,197   12,046
 
Hanla IMS Co., Ltd.
  10,249   58,729
#
Hanmi Pharm Co., Ltd.
  21,611   5,029,264
#
Hanmi Science Co., Ltd.
  32,585   871,090
#
Hanmi Semiconductor Co., Ltd.
  103,913   746,443
#
HanmiGlobal Co., Ltd.
  62,832   443,311
#
Hanon Systems
  1,150,124   10,078,324
#
Hans Biomed Corp.
  42,947   813,726
 
Hansae Co., Ltd.
  79,799   1,004,986
#
Hansae Yes24 Holdings Co., Ltd.
  117,917   617,807
#
Hanshin Construction
  105,064   1,183,293
#
Hanshin Machinery Co.
  185,958   233,551
 
Hansol Chemical Co., Ltd.
  77,155   7,013,035
*
Hansol Holdings Co., Ltd.
  505,107   1,472,915
#
Hansol HomeDeco Co., Ltd.
  738,046   639,839
 
Hansol Paper Co., Ltd.
  243,038   2,893,032
#*
Hansol Technics Co., Ltd.
  211,781   1,532,323
#
Hanssem Co., Ltd.
  38,943   2,307,104
*
Hanwha Aerospace Co., Ltd.
  285,800   7,728,350
 
Hanwha Corp.
  507,075   9,110,864
 
Hanwha General Insurance Co., Ltd.
  801,301   1,563,144
#*
Hanwha Investment & Securities Co., Ltd.
  1,391,250   2,231,197
#
Hanwha Life Insurance Co., Ltd.
  3,044,722   5,185,850
*
Hanwha Solutions Corp.
  714,886   9,918,270
 
Hanyang Eng Co., Ltd.
  101,151   988,441
 
Hanyang Securities Co., Ltd.
  35,079   281,173
*
Harim Co., Ltd.
  217,724   468,755
#
Harim Holdings Co., Ltd.
  76,884   497,010
#
HB Technology Co., Ltd.
  253,292   548,698
 
HDC Holdings Co., Ltd.
  496,747   4,141,984
#
HDC Hyundai Engineering Plastics Co., Ltd.
  201,697   711,054
#
HDC I-Controls Co., Ltd.
  33,489   262,387
#*
Heung-A Shipping Co., Ltd.
  500,663   167,373
#*
Heungkuk Fire & Marine Insurance Co., Ltd.
  157,831   386,837
#
High Tech Pharm Co., Ltd.
  21,787   204,125
#*
Hisem Co., Ltd.
  25,621   139,691
 
Hite Jinro Co., Ltd.
  113,423   2,834,574
#
Hitejinro Holdings Co., Ltd.
  81,560   963,036
 
HizeAero Co., Ltd.
  528   2,829
#
HJ Magnolia Yongpyong Hotel & Resort Corp.
  180,903   796,915
#*
Home Center Holdings Co., Ltd.
  250,718   262,764
*
Homecast Co., Ltd.
  111,903   363,814
#
Hotel Shilla Co., Ltd.
  175,082   12,646,252
 
HS Industries Co., Ltd.
  488,914   4,594,311
 
HS R&A Co., Ltd.
  452,448   777,716
#*
HSD Engine Co., Ltd.
  143,168   481,616
*
Huayi Brothers Korea Co., Ltd.
  5,415   10,988
 
Huchems Fine Chemical Corp.
  196,900   3,207,665
*
Hugel, Inc.
  5,354   1,950,894
#*
Humax Co., Ltd.
  158,691   604,364
#
Humedix Co., Ltd.
  35,256   587,390
#*
Huneed Technologies
  79,988   428,182
 
Huons Co., Ltd.
  63,190   2,507,930
 
Huons Global Co., Ltd.
  50,954   1,286,226
 
Husteel Co., Ltd.
  21,233   160,184
#
Huvis Corp.
  176,751   836,849
#
Huvitz Co., Ltd.
  63,825   560,668
#
Hwa Shin Co., Ltd.
  206,077   569,165
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
Hwacheon Machine Tool Co., Ltd.
  5,581   $180,139
#
Hwail Pharm Co., Ltd.
  46,878   254,757
*
Hwajin Co., Ltd.
  149,308   71,876
#
Hwangkum Steel & Technology Co., Ltd.
  96,732   531,871
 
HwaSung Industrial Co., Ltd.
  116,514   1,052,015
 
Hy-Lok Corp.
  77,519   1,010,642
#*
Hyosung Advanced Materials Corp.
  28,092   2,324,661
 
Hyosung Chemical Corp.
  20,005   1,963,697
 
Hyosung Corp.
  120,208   7,128,868
 
Hyosung TNC Co., Ltd.
  27,137   3,733,363
 
HyosungITX Co., Ltd.
  8,136   104,594
#*
Hyulim ROBOT Co., Ltd.
  413,500   328,598
#*
Hyundai Bioscience Co., Ltd.
  56,841   551,721
#
Hyundai BNG Steel Co., Ltd.
  122,568   843,061
#
Hyundai Construction Equipment Co., Ltd.
  120,429   2,650,861
#
Hyundai Corp Holdings, Inc.
  49,640   428,328
#
Hyundai Corp.
  83,465   1,095,952
 
Hyundai Department Store Co., Ltd.
  102,105   6,627,546
#*
Hyundai Electric & Energy System Co., Ltd.
  90,416   735,113
*
Hyundai Elevator Co., Ltd.
  60,381   3,030,115
 
Hyundai Engineering & Construction Co., Ltd.
  241,841   7,635,011
 
Hyundai Glovis Co., Ltd.
  119,013   14,598,023
 
Hyundai Greenfood Co., Ltd.
  319,398   2,743,831
 
Hyundai Heavy Industries Holdings Co., Ltd.
  51,983   11,830,086
 
Hyundai Home Shopping Network Corp.
  44,472   2,791,522
 
Hyundai Hy Communications & Networks Co., Ltd.
  378,360   1,205,560
 
Hyundai Livart Furniture Co., Ltd.
  99,740   921,658
 
Hyundai Marine & Fire Insurance Co., Ltd.
  699,173   12,826,285
#*
Hyundai Merchant Marine Co., Ltd.
  398,875   1,151,047
 
Hyundai Mipo Dockyard Co., Ltd.
  182,566   6,267,706
 
Hyundai Mobis Co., Ltd.
  137,870   26,363,988
 
Hyundai Motor Co.
  450,000   46,715,463
 
Hyundai Motor Securities Co., Ltd.
  201,620   1,589,680
#
Hyundai Pharmaceutical Co., Ltd.
  39,143   160,129
#*
Hyundai Rotem Co., Ltd.
  121,924   1,429,064
 
Hyundai Steel Co.
  428,544   10,052,081
#
Hyundai Telecommunication Co., Ltd.
  61,342   383,882
 
Hyundai Wia Corp.
  187,553   6,655,322
#
HyVision System, Inc.
  65,481   655,551
#*
I&C Technology Co., Ltd.
  23,375   99,828
#
i3system, Inc.
  25,071   414,891
#*
iA, Inc.
  794,287   312,732
#
ICD Co., Ltd.
  74,096   953,524
*
i-Components Co., Ltd.
  9,199   34,467
#*
IHQ, Inc.
  769,078   1,029,498
 
Il Dong Pharmaceutical Co., Ltd.
  29,619   386,389
#
Iljin Diamond Co., Ltd.
  39,444   876,817
#
Iljin Display Co., Ltd.
  64,403   311,845
#*
Iljin Electric Co., Ltd.
  175,194   466,513
#
Iljin Holdings Co., Ltd.
  125,195   476,712
#*
Iljin Materials Co., Ltd.
  67,969   2,689,510
#
Ilshin Spinning Co., Ltd.
  14,976   847,806
#*
Ilshin Stone Co., Ltd.
  177,068   328,300
#
ilShinbiobase Co., Ltd.
  119,594   207,069
#
Ilsung Pharmaceuticals Co., Ltd.
  4,015   276,168
*
Ilyang Pharmaceutical Co., Ltd.
  48,569   971,268
#*
IM Co., Ltd.
  293,173   255,685
 
iMarketKorea, Inc.
  169,902   1,318,926
*
In the F Co., Ltd.
  25,740   41,813
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
InBody Co., Ltd.
  78,092   $1,360,336
#*
INCON Co., Ltd.
  39,163   47,808
*
Incross Co., Ltd.
  9,948   237,673
*
Industrial Bank of Korea
  1,687,888   15,121,115
#*
Infinitt Healthcare Co., Ltd.
  44,793   215,216
 
InfoBank Corp.
  26,681   132,759
#
INITECH Co., Ltd.
  84,793   382,811
#*
InkTec Co., Ltd.
  12,681   36,203
 
Innocean Worldwide, Inc.
  32,430   1,921,757
#*
InnoWireless, Inc.
  21,914   545,339
*
Innox Advanced Materials Co., Ltd.
  59,126   2,314,860
#*
Inscobee, Inc.
  301,722   703,586
#*
Insun ENT Co., Ltd.
  84,076   512,730
 
Intelligent Digital Integrated Security Co., Ltd.
  25,059   478,587
*
Interflex Co., Ltd.
  52,039   568,297
 
Interojo Co., Ltd.
  55,380   1,247,984
#
Interpark Corp.
  97,512   377,833
 
Interpark Holdings Corp.
  493,832   828,251
 
INTOPS Co., Ltd.
  146,012   1,339,607
#
INVENIA Co., Ltd.
  114,465   227,069
 
Inzi Controls Co., Ltd.
  122,524   476,602
#
INZI Display Co., Ltd.
  124,958   203,628
#*
Iones Co., Ltd.
  61,365   338,636
 
IS Dongseo Co., Ltd.
  146,887   3,516,442
#
ISC Co., Ltd.
  53,055   523,266
 
i-SENS, Inc.
  63,448   1,215,047
 
ISU Chemical Co., Ltd.
  114,539   877,197
#
IsuPetasys Co., Ltd.
  174,438   546,543
 
It's Hanbul Co., Ltd.
  16,919   247,259
 
J.ESTINA Co., Ltd.
  39,967   113,588
 
Jahwa Electronics Co., Ltd.
  109,039   902,757
#
JASTECH, Ltd.
  50,194   473,966
#*
Jayjun Cosmetic Co., Ltd.
  165,486   540,355
 
JB Financial Group Co., Ltd.
  2,132,704   9,094,918
#
JC Hyun System, Inc.
  68,514   266,113
*
Jcontentree Corp.
  32,131   1,042,123
#*
Jeju Semiconductor Corp.
  83,002   254,065
 
Jejuair Co., Ltd.
  62,710   1,143,389
#*
Jeongsan Aikang Co., Ltd.
  125,996   208,806
 
Jinro Distillers Co., Ltd.
  10,945   278,224
#
Jinsung T.E.C.
  76,654   394,307
 
JLS Co., Ltd.
  38,347   239,337
#*
JNK Heaters Co., Ltd.
  21,580   73,790
#
JS Corp.
  25,640   226,988
 
Jusung Engineering Co., Ltd.
  358,325   2,040,089
#
JVM Co., Ltd.
  20,440   459,950
 
JW Holdings Corp.
  137,230   624,563
#
JW Life Science Corp.
  35,153   558,317
 
JW Pharmaceutical Corp.
  49,206   1,197,113
 
JYP Entertainment Corp.
  199,482   4,068,019
*
Kakao Corp.
  52,246   6,887,039
*
Kanglim Co., Ltd.
  84,900   130,718
 
Kangnam Jevisco Co., Ltd.
  37,717   607,521
#
Kangwon Land, Inc.
  285,010   6,561,028
#
KAON Media Co., Ltd.
  131,806   776,693
*
KB Financial Group, Inc.
  1,441,654   53,031,802
#*
KB Financial Group, Inc., ADR
  536,821   19,610,071
#*
KB Metal Co., Ltd.
  62,702   79,518
*
KBI Dongkook Industrial Co., Ltd.
  32,465   17,523
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
KC Co., Ltd.
  89,715   $1,194,879
#
KC Cottrell Co., Ltd.
  5,541   30,590
#
KC Green Holdings Co., Ltd.
  162,216   654,856
#
KC Tech Co., Ltd.
  70,767   1,197,478
 
KCC Corp.
  32,238   5,402,465
#
KCC Engineering & Construction Co., Ltd.
  75,650   378,870
*
KCC Glass Corp.
  30,292   866,689
 
KCI, Ltd.
  7,564   59,558
*
KD Corp.
  1,359,692   21,177
#*
KEC Corp.
  981,363   800,538
#
KEPCO Engineering & Construction Co., Inc.
  48,067   785,683
 
KEPCO Plant Service & Engineering Co., Ltd.
  96,518   3,023,933
#
Keyang Electric Machinery Co., Ltd.
  222,030   527,498
#*
KEYEAST Co., Ltd.
  696,440   1,769,206
 
KG Chemical Corp.
  119,033   1,179,503
 
KG Eco Technology Service Co., Ltd.
  213,349   539,996
 
Kginicis Co., Ltd.
  111,969   1,646,538
 
KGMobilians Co., Ltd.
  93,901   440,388
#*
KH Vatec Co., Ltd.
  79,037   1,297,400
 
Kia Motors Corp.
  1,036,278   35,246,718
 
KINX, Inc.
  4,462   169,860
 
KISCO Corp.
  228,086   828,102
 
KISCO Holdings Co., Ltd.
  45,474   455,826
#
Kishin Corp.
  42,990   133,881
 
KISWIRE, Ltd.
  69,676   1,045,011
#*
Kiwi Media Group Co., Ltd.
  1,506,170   142,169
#
KIWOOM Securities Co., Ltd.
  93,161   5,451,790
#
KL-Net Corp.
  124,486   226,988
#
KM Corp.
  6,557   98,843
 
KMH Co., Ltd.
  137,247   614,318
*
KMH Hitech Co., Ltd.
  53,654   51,922
#*
KMW Co., Ltd.
  28,876   1,170,197
#
Kocom Co., Ltd.
  25,809   130,138
#*
Kodaco Co., Ltd.
  447,742   309,223
#
Koentec Co., Ltd.
  54,279   386,747
 
Koh Young Technology, Inc.
  62,189   4,743,344
#
Kolmar BNH Co., Ltd.
  83,967   1,848,720
 
Kolmar Korea Holdings Co., Ltd.
  50,051   882,086
#
Kolon Corp.
  64,267   818,986
#
Kolon Global Corp.
  95,385   698,489
 
Kolon Industries, Inc.
  186,779   6,544,248
*
Kolon Life Science, Inc.
  8,013   115,282
#
Kolon Plastic, Inc.
  99,256   330,947
 
Komelon Corp.
  19,563   129,860
 
KoMiCo, Ltd.
  10,430   233,678
*
KONA I Co., Ltd.
  22,571   288,508
 
Kook Soon Dang Brewery Co., Ltd.
  146,832   414,787
 
Korea Aerospace Industries, Ltd.
  242,168   6,054,967
 
Korea Airport Service Co., Ltd.
  449   14,252
#
Korea Alcohol Industrial Co., Ltd.
  165,769   1,190,151
#
Korea Asset In Trust Co., Ltd.
  255,135   626,075
#
Korea Autoglass Corp.
  100,799   1,259,733
#
Korea Cast Iron Pipe Industries Co., Ltd.
  40,223   317,523
#*
Korea Circuit Co., Ltd.
  90,732   744,199
#*
Korea District Heating Corp.
  24,437   851,979
#*
Korea Electric Power Corp., Sponsored ADR
  692,013   7,314,577
*
Korea Electric Power Corp.
  433,914   9,179,416
 
Korea Electric Terminal Co., Ltd.
  48,134   1,532,714
#
Korea Electronic Certification Authority, Inc.
  55,793   185,730
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
Korea Electronic Power Industrial Development Co., Ltd.
  93,274   $257,893
#
Korea Export Packaging Industrial Co., Ltd.
  11,845   196,400
#*
Korea Flange Co., Ltd.
  151,815   243,533
 
Korea Gas Corp.
  178,798   4,844,916
#
Korea Industrial Co., Ltd.
  46,780   112,574
*
Korea Information & Communications Co., Ltd.
  121,928   770,578
#
Korea Information Certificate Authority, Inc.
  100,701   299,352
 
Korea Investment Holdings Co., Ltd.
  317,164   17,444,239
*
Korea Line Corp.
  149,833   2,551,023
#*
Korea Materials & Analysis Corp.
  24,997   215,215
 
Korea Petrochemical Ind Co., Ltd.
  42,668   3,295,148
 
Korea Petroleum Industries Co.
  772   65,361
 
Korea Real Estate Investment & Trust Co., Ltd.
  771,733   1,293,655
#*
Korea Shipbuilding & Offshore Engineering Co., Ltd.
  102,210   9,631,169
#
Korea United Pharm, Inc.
  57,626   791,394
 
Korea Zinc Co., Ltd.
  33,804   10,723,749
 
Korean Air Lines Co., Ltd.
  601,067   11,784,040
 
Korean Reinsurance Co.
  1,038,385   7,484,299
#
Kortek Corp.
  111,940   1,119,976
#*
Kossen Co., Ltd.
  45,400   43,955
 
KPX Chemical Co., Ltd.
  17,193   772,898
#*
KSIGN Co., Ltd.
  111,591   100,803
 
KSS LINE, Ltd.
  151,083   881,688
*
KT Corp., Sponsored ADR
  309,798   3,228,095
*
KT Corp.
  35,348   748,095
*
KT Hitel Co., Ltd.
  100,170   426,357
 
KT Skylife Co., Ltd.
  263,871   1,913,028
#
KT Submarine Co., Ltd.
  115,335   388,760
*
KT&G Corp.
  370,129   29,411,804
#*
KTB Investment & Securities Co., Ltd.
  503,002   893,658
#
KTCS Corp.
  321,749   553,988
#
Ktis Corp.
  280,627   491,184
#*
Kuk Young G&M
  79,758   150,591
#
Kukbo Design Co., Ltd.
  27,509   371,853
 
Kukdo Chemical Co., Ltd.
  38,132   1,318,251
#
Kukdong Oil & Chemicals Co., Ltd.
  45,496   127,830
#*
Kuk-il Paper Manufacturing Co., Ltd.
  363,623   1,565,046
#
Kukje Pharma Co., Ltd.
  71,970   450,803
 
Kum Yang Co., Ltd.
  19,425   39,696
#
Kumho Industrial Co., Ltd.
  111,650   879,409
 
Kumho Petrochemical Co., Ltd.
  151,174   8,184,895
*
Kumho Tire Co., Inc.
  829,056   2,646,853
#
Kumkang Kind Co., Ltd.
  179,720   513,270
 
Kwang Dong Pharmaceutical Co., Ltd.
  292,368   1,563,778
#*
Kwang Myung Electric Co., Ltd.
  169,029   299,830
 
Kyeryong Construction Industrial Co., Ltd.
  67,676   1,009,446
 
Kyobo Securities Co., Ltd.
  235,155   1,703,085
#
Kyongbo Pharmaceutical Co., Ltd.
  86,475   602,719
#
Kyung Dong Navien Co., Ltd.
  40,008   1,364,233
*
Kyung Nam Pharm Co., Ltd.
  38,065   271,471
#
Kyung Nong Corp.
  12,631   106,989
#
Kyungbang Co., Ltd.
  115,350   881,077
 
KyungDong City Gas Co., Ltd.
  25,727   398,648
#
KyungDong Invest Co., Ltd.
  7,800   247,915
#
Kyungdong Pharm Co., Ltd.
  83,939   561,254
 
Kyung-In Synthetic Corp.
  115,595   802,183
#
L&F Co., Ltd.
  98,268   1,853,325
#*
L&K Biomed Co., Ltd.
  26,871   59,267
#*
LabGenomics Co., Ltd.
  30,845   186,377
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#*
LB Semicon, Inc.
  450,341   $2,880,936
#
LEADCORP, Inc. (The)
  236,251   1,176,060
#*
Leaders Cosmetics Co., Ltd.
  49,944   205,578
#*
Lee Ku Industrial Co., Ltd.
  244,339   325,028
 
LEENO Industrial, Inc.
  78,837   5,334,091
#*
Leenos Corp.
  156,588   169,762
 
LF Corp.
  225,037   2,812,040
 
LG Chem, Ltd.
  124,289   34,656,684
 
LG Corp.
  348,908   20,503,985
#*
LG Display Co., Ltd., ADR
  861,502   5,393,003
#*
LG Display Co., Ltd.
  2,421,307   30,670,529
 
LG Electronics, Inc.
  989,883   53,977,215
#
LG Hausys, Ltd.
  92,626   3,778,370
 
LG HelloVision Co., Ltd.
  420,712   1,790,515
#
LG Household & Health Care, Ltd.
  41,152   43,041,748
 
LG Innotek Co., Ltd.
  124,919   15,567,530
 
LG International Corp.
  365,288   3,680,712
 
LG Uplus Corp.
  1,204,736   13,334,593
 
LIG Nex1 Co., Ltd.
  51,457   1,194,850
#
Lion Chemtech Co., Ltd.
  55,748   355,099
*
LIS Co., Ltd.
  5,982   51,105
#*
Liveplex Co., Ltd.
  572,745   368,874
#
LMS Co., Ltd.
  35,029   431,308
#
Lock & Lock Co., Ltd.
  87,156   1,012,500
*
LONGTU KOREA, Inc.
  2,592   11,643
#
LOT Vacuum Co., Ltd.
  57,892   447,070
 
Lotte Chemical Corp.
  131,632   20,646,969
 
Lotte Chilsung Beverage Co., Ltd.
  11,265   1,163,506
 
Lotte Confectionery Co., Ltd.
  787   90,363
 
Lotte Corp.
  70,584   2,071,146
 
LOTTE Fine Chemical Co., Ltd.
  153,724   4,974,611
 
Lotte Food Co., Ltd.
  2,883   866,332
 
LOTTE Himart Co., Ltd.
  96,642   2,151,213
#*
Lotte Non-Life Insurance Co., Ltd.
  1,040,245   1,461,400
 
Lotte Shopping Co., Ltd.
  55,105   5,290,758
*
Lotte Tour Development Co., Ltd.
  21,895   233,842
 
LS Cable & System Asia, Ltd.
  52,587   342,473
 
LS Corp.
  132,376   4,368,508
 
LS Industrial Systems Co., Ltd.
  111,632   4,878,993
#*
Lumens Co., Ltd.
  335,317   670,089
#*
Lutronic Corp.
  73,632   456,851
#*
LVMC Holdings
  314,071   1,067,899
 
Macquarie Korea Infrastructure Fund
  1,906,632   18,553,022
#*
Macrogen, Inc.
  36,543   686,888
 
Maeil Holdings Co., Ltd.
  94,205   808,625
*
Magicmicro Co., Ltd.
  50,554   26,140
#
MAKUS, Inc.
  17,927   53,442
#
Mando Corp.
  307,973   8,561,479
#*
Maniker Co., Ltd.
  611,854   396,201
 
Mcnex Co., Ltd.
  121,950   3,539,305
#*
ME2ON Co., Ltd.
  194,785   859,646
*
Mediana Co., Ltd.
  4,014   27,173
*
Medipost Co., Ltd.
  9,503   255,596
 
Medy-Tox, Inc.
  32,924   8,837,540
#
Meerecompany, Inc.
  15,911   384,512
#
MegaStudy Co., Ltd.
  72,590   693,981
 
MegaStudyEdu Co., Ltd.
  64,900   2,393,363
*
Melfas, Inc.
  142,313   187,260
 
Meritz Financial Group, Inc.
  376,168   3,358,351
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
Meritz Fire & Marine Insurance Co., Ltd.
  528,017   $6,929,573
 
Meritz Securities Co., Ltd.
  2,553,691   7,756,454
#
META BIOMED Co., Ltd.
  82,539   188,992
#*
Mgame Corp.
  85,404   253,431
 
Mi Chang Oil Industrial Co., Ltd.
  3,580   225,110
#
MiCo, Ltd.
  311,402   1,646,350
#
Minwise Co., Ltd.
  66,136   796,312
#
Mirae Asset Daewoo Co., Ltd.
  2,090,382   11,879,822
 
Mirae Asset Life Insurance Co., Ltd.
  473,966   1,661,230
*
Mirae Corp.
  3,368,576   348,523
 
Miwon Chemicals Co., Ltd.
  1,485   55,112
 
Miwon Commercial Co., Ltd.
  3,977   195,191
#
Miwon Specialty Chemical Co., Ltd.
  10,292   641,079
#
MK Electron Co., Ltd.
  254,997   1,641,710
#*
MNTech Co., Ltd.
  175,607   475,748
#
Mobase Co., Ltd.
  145,928   519,923
*
Mobile Appliance, Inc.
  30,044   107,296
#
Modetour Network, Inc.
  56,822   693,668
#
Monalisa Co., Ltd.
  53,629   408,684
 
MonAmi Co., Ltd.
  38,910   101,765
 
Moorim P&P Co., Ltd.
  349,407   1,131,994
#
Moorim Paper Co., Ltd.
  293,130   621,856
#
Motonic Corp.
  78,258   582,796
#*
MP Group, Inc.
  104,321   21,581
#
Muhak Co., Ltd.
  156,505   1,075,047
#
Multicampus Co., Ltd.
  17,880   518,080
#*
MyungMoon Pharm Co., Ltd.
  108,824   421,067
#
Nam Hwa Construction Co., Ltd.
  34,033   392,262
 
Namhae Chemical Corp.
  108,812   700,536
#*
NamKwang Engineering & Construction Co., Ltd.
  4,022   33,368
#*
Namsun Aluminum Co., Ltd.
  565,100   1,878,577
#*
Namuga Co., Ltd.
  8,126   275,248
 
Namyang Dairy Products Co., Ltd.
  3,559   1,226,730
 
Namyeung Vivien
  456   6,226
*
NanoenTek, Inc.
  6,498   30,137
 
Nasmedia Co., Ltd.
  22,380   708,457
*
Nature & Environment Co., Ltd.
  51,916   42,959
 
NAVER Corp.
  256,688   38,279,523
 
NCSoft Corp.
  55,244   29,265,366
 
NeoPharm Co., Ltd.
  44,390   1,502,156
*
Neowiz
  79,516   1,128,350
*
NEOWIZ HOLDINGS Corp.
  58,920   671,272
#
NEPES Corp.
  232,391   4,510,224
#*
Netmarble Corp.
  28,980   2,149,007
#*
Neuros Co., Ltd.
  64,486   194,928
*
New Power Plasma Co., Ltd.
  11,645   40,476
 
Nexen Corp.
  271,028   1,299,663
 
Nexen Tire Corp.
  460,853   3,121,161
#*
Next Entertainment World Co., Ltd.
  93,608   353,039
#
NextEye Co., Ltd.
  28,610   30,059
 
Nexturn Co., Ltd.
  20,902   164,270
 
NH Investment & Securities Co., Ltd.
  1,153,135   10,504,565
*
NHN BUGS Corp.
  25,784   121,321
#*
NHN Corp.
  37,488   2,355,439
#
NHN KCP Corp.
  146,216   2,928,640
 
NI Steel Co., Ltd.
  21,389   37,358
 
NICE Holdings Co., Ltd.
  224,447   4,161,060
#
Nice Information & Telecommunication, Inc.
  66,159   1,575,251
 
NICE Information Service Co., Ltd.
  361,764   5,035,547
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
NICE Total Cash Management Co., Ltd.
  192,224   $1,205,767
#*
NK Co., Ltd.
  350,691   311,900
#
Nong Shim Holdings Co., Ltd.
  20,456   1,324,861
#
Nong Woo Bio Co., Ltd.
  34,543   312,107
 
NongShim Co., Ltd.
  13,641   2,623,911
 
Noroo Holdings Co., Ltd.
  18,672   169,251
#
NOROO Paint & Coatings Co., Ltd.
  106,101   655,826
 
NPC
  89,214   283,969
 
NS Shopping Co., Ltd.
  158,003   1,156,745
*
nTels Co., Ltd.
  4,593   35,240
#
Nuri Telecom Co., Ltd.
  48,568   231,289
*
NUVOTEC Co., Ltd.
  46,960   49,494
#
OCI Co., Ltd.
  126,036   5,818,541
#*
Omnisystem Co., Ltd.
  169,658   253,220
#
Openbase, Inc.
  155,472   397,328
#
Opto Device Technology Co., Ltd.
  119,365   463,394
#
OptoElectronics Solutions Co., Ltd.
  44,988   1,572,220
#
OPTRON-TEC, Inc.
  241,367   1,273,901
#*
Orbitech Co., Ltd.
  88,496   232,435
#*
Orientbio, Inc.
  374,028   95,476
 
Orion Corp.
  30,176   2,577,416
 
Orion Holdings Corp.
  354,159   4,574,969
#*
OSANGJAIEL Co., Ltd.
  38,370   192,016
*
Osstem Implant Co., Ltd.
  102,960   3,620,476
#*
Osung Advanced Materials Co., Ltd.
  266,954   506,115
 
Ottogi Corp.
  4,097   1,730,661
#
Paik Kwang Industrial Co., Ltd.
  169,605   448,196
*
Pan Ocean Co., Ltd.
  1,007,039   3,320,446
 
Pang Rim Co., Ltd.
  51,450   84,814
#
Pan-Pacific Co., Ltd.
  306,517   600,162
#*
PaperCorea, Inc.
  238,581   103,004
#
Paradise Co., Ltd.
  104,217   1,462,273
 
Partron Co., Ltd.
  335,922   3,091,794
#*
Paru Co., Ltd.
  106,491   407,554
*
Pearl Abyss Corp.
  10,593   1,600,205
*
People & Technology, Inc.
  39,631   239,564
 
Pharma Research Products Co., Ltd.
  14,922   480,303
#*
Pharmicell Co., Ltd.
  97,848   629,098
*
Phoenix Materials Co., Ltd.
  92,189   50,324
#
PNE Solution Co., Ltd.
  52,975   472,542
#*
Pobis TNC Co., Ltd.
  249,537   290,872
#*
POLUS BioPharm, Inc.
  44,171   34,050
 
POSCO, Sponsored ADR
  503,689   22,368,828
 
POSCO
  240,194   43,515,575
#
POSCO Chemical Co., Ltd.
  90,776   4,292,209
#
POSCO Coated & Color Steel Co., Ltd.
  29,123   375,285
 
Posco ICT Co., Ltd.
  340,025   1,390,583
 
Posco International Corp.
  393,955   5,517,564
#
Posco M-Tech Co., Ltd.
  145,597   508,816
#*
Power Logics Co., Ltd.
  335,861   2,470,450
#
Protec Co., Ltd.
  60,332   823,325
 
PS TEC Co., Ltd.
  57,269   188,301
#
PSK, Inc.
  116,894   2,173,402
#
Pulmuone Co., Ltd.
  105,860   929,638
#
Pungkuk Alcohol Industry Co., Ltd.
  41,625   543,380
#
Pyeong Hwa Automotive Co., Ltd.
  124,743   832,486
#*
RaonSecure Co., Ltd.
  154,242   321,865
 
Rayence Co., Ltd.
  42,910   441,214
*
Redrover Co., Ltd.
  372,004   142,796
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
Reyon Pharmaceutical Co., Ltd.
  34,246   $394,179
#
RFHIC Corp.
  10,310   238,829
#*
RFTech Co., Ltd.
  93,446   624,660
 
Robostar Co., Ltd.
  22,559   302,075
#
S Net Systems, Inc.
  112,746   618,535
#
S&S Tech Corp.
  101,706   1,284,320
#
S&T Corp.
  9,902   138,540
 
S&T Dynamics Co., Ltd.
  229,210   1,255,897
 
S&T Holdings Co., Ltd.
  83,154   1,040,732
#
S&T Motiv Co., Ltd.
  81,910   2,670,544
#*
S.Y. Co., Ltd.
  93,024   337,037
 
S-1 Corp.
  108,513   8,284,780
 
Sajo Industries Co., Ltd.
  30,598   844,444
 
Sajodaerim Corp.
  2,461   29,567
#*
Sajodongaone Co., Ltd.
  125,260   100,860
 
Sam Chun Dang Pharm Co., Ltd.
  55,821   1,329,028
#*
SAM KANG M&T Co., Ltd.
  98,799   329,454
#
Sam Young Electronics Co., Ltd.
  122,389   850,073
#
Sam Yung Trading Co., Ltd.
  97,142   1,298,594
#
Sam-A Pharm Co., Ltd.
  6,959   94,905
 
Sambo Corrugated Board Co., Ltd.
  17,238   120,621
#
Sambo Motors Co., Ltd.
  141,368   619,344
#*
Sambon Electronics Co., Ltd.
  62,983   123,810
 
Samchully Co., Ltd.
  18,410   1,209,913
#*
Samchuly Bicycle Co., Ltd.
  48,697   228,846
#
Samho Development Co., Ltd.
  214,360   723,988
 
Samho International Co., Ltd.
  18,618   273,341
 
SAMHWA Paints Industrial Co., Ltd.
  103,623   419,348
#
Samick Musical Instruments Co., Ltd.
  393,989   584,489
#
Samick THK Co., Ltd.
  54,188   606,300
#
Samil Pharmaceutical Co., Ltd.
  11,145   184,552
#
Samji Electronics Co., Ltd.
  55,909   426,920
#
Samjin LND Co., Ltd.
  95,857   195,206
 
Samjin Pharmaceutical Co., Ltd.
  91,459   1,803,041
#
Samkee Automotive Co., Ltd.
  275,558   509,207
#
Samkwang Glass Co., Ltd.
  31,398   735,809
 
Sammok S-Form Co., Ltd.
  46,050   296,600
*
SAMPYO Cement Co., Ltd.
  273,064   719,059
*
Samsung Biologics Co., Ltd.
  13,209   5,308,953
 
Samsung C&T Corp.
  148,246   13,340,742
 
Samsung Card Co., Ltd.
  207,653   6,586,106
 
Samsung Climate Control Co., Ltd.
  5,930   36,029
 
Samsung Electro-Mechanics Co., Ltd.
  240,915   24,700,382
 
Samsung Electronics Co., Ltd., GDR
  3,727   4,340,663
 
Samsung Electronics Co., Ltd.
  29,166,210   1,351,357,692
 
Samsung Electronics Co., Ltd. , GDR
  5,831   6,833,932
*
Samsung Engineering Co., Ltd.
  328,787   4,677,612
 
Samsung Fire & Marine Insurance Co., Ltd.
  200,973   35,384,421
*
Samsung Heavy Industries Co., Ltd.
  1,025,714   5,647,616
 
Samsung Life Insurance Co., Ltd.
  295,117   17,077,164
#*
Samsung Pharmaceutical Co., Ltd.
  259,051   836,766
#
Samsung Publishing Co., Ltd.
  4,454   76,174
 
Samsung SDI Co., Ltd.
  70,426   16,031,642
 
Samsung SDS Co., Ltd.
  84,588   13,633,901
 
Samsung Securities Co., Ltd.
  406,214   11,867,151
 
SAMT Co., Ltd.
  445,063   894,976
#
Samwha Capacitor Co., Ltd.
  98,324   4,392,405
#
Samwha Electric Co., Ltd.
  16,326   210,457
 
Samyang Corp.
  36,455   1,283,730
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
Samyang Foods Co., Ltd.
  30,750   $2,594,123
 
Samyang Holdings Corp.
  43,826   2,034,905
 
Samyang Tongsang Co., Ltd.
  19,244   988,837
#
Samyoung M-Tek Co., Ltd.
  34,531   102,389
#
Sang-A Frontec Co., Ltd.
  48,694   620,764
#*
Sangbo Corp.
  235,139   195,878
#*
Sangsangin Co., Ltd.
  442,992   2,953,629
 
Sangsin Brake
  37,481   104,276
#
Sangsin Energy Display Precision Co., Ltd.
  25,727   190,256
 
SaraminHR Co., Ltd.
  39,297   941,480
#
Satrec Initiative Co., Ltd.
  22,982   360,870
 
SAVEZONE I&C Corp.
  143,205   345,579
#*
SBI Investment Korea Co., Ltd.
  481,492   264,936
*
SBS Media Holdings Co., Ltd.
  508,074   867,761
#*
SBW
  1,170,901   1,319,328
#*
S-Connect Co., Ltd.
  343,277   575,357
#*
SD Biotechnologies Co., Ltd.
  48,996   259,631
#*
SDN Co., Ltd.
  211,886   442,495
 
Seah Besteel Corp.
  164,939   1,770,485
 
SeAH Holdings Corp.
  4,471   267,519
 
SeAH Steel Corp.
  24,017   1,052,225
#
SeAH Steel Holdings Corp.
  24,648   835,167
 
Sebang Co., Ltd.
  105,536   883,225
 
Sebang Global Battery Co., Ltd.
  87,285   2,444,031
#
Sebo Manufacturing Engineer Corp.
  39,280   234,550
*
Seegene, Inc.
  83,259   2,077,498
#
Sejin Heavy Industries Co., Ltd.
  21,401   71,989
#
Sejong Industrial Co., Ltd.
  136,337   514,301
*
Sejong Telecom, Inc.
  2,263,649   621,218
#*
Sejoong Co., Ltd.
  79,996   169,832
#*
Sekonix Co., Ltd.
  123,313   694,614
#*
Selvas AI, Inc.
  76,838   91,386
#
Sempio Foods Co.
  8,094   209,903
 
Semyung Electric Machinery Co., Ltd.
  17,399   60,835
#
S-Energy Co., Ltd.
  123,445   376,512
*
Seobu T&D
  204,512   1,254,073
#
Seohan Co., Ltd.
  1,093,556   974,409
 
Seohee Construction Co., Ltd.
  2,244,426   2,019,693
 
Seojin System Co., Ltd.
  18,316   406,412
#
Seondo Electric Co., Ltd.
  46,925   106,804
#
Seoul Auction Co., Ltd.
  30,422   140,897
#*
Seoul Electronics & Telecom
  73,908   64,777
#*
Seoul Food Industrial Co., Ltd.
  1,169,428   152,440
#*
Seoul Pharma Co., Ltd.
  20,628   111,579
 
Seoul Semiconductor Co., Ltd.
  396,151   4,695,168
#
Seoulin Bioscience Co., Ltd.
  27,867   247,032
 
SEOWONINTECH Co., Ltd.
  65,539   344,994
#
Seoyon Co., Ltd.
  138,573   441,926
#
Seoyon E-Hwa Co., Ltd.
  124,082   511,977
 
Sewha P&C, Inc.
  6,930   16,524
#*
Sewon Cellontech Co., Ltd.
  223,062   472,973
 
Sewon Precision Industry Co., Ltd.
  8,303   42,269
 
SEWOONMEDICAL Co., Ltd.
  127,783   362,845
 
SFA Engineering Corp.
  123,721   4,180,737
*
SFA Semicon Co., Ltd.
  1,070,992   4,942,207
#*
SFC Co., Ltd.
  79,611   45,463
#*
SG Corp.
  522,102   381,802
#*
SG&G Corp.
  236,478   358,477
#
SH Energy & Chemical Co., Ltd.
  492,639   423,697
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#*
Shin Poong Pharmaceutical Co., Ltd.
  158,406   $872,014
 
Shindaeyang Paper Co., Ltd.
  15,591   830,304
*
Shinhan Financial Group Co., Ltd.
  1,529,585   49,915,455
#*
Shinhan Financial Group Co., Ltd., ADR
  361,100   11,696,029
#
Shinil Industrial Co., Ltd.
  319,495   479,080
 
Shinsegae Engineering & Construction Co., Ltd.
  32,198   676,521
#
Shinsegae Food Co., Ltd.
  16,628   935,117
 
Shinsegae Information & Communication Co., Ltd.
  7,911   740,348
#
Shinsegae International, Inc.
  8,380   1,419,416
 
Shinsegae, Inc.
  52,754   11,699,572
#*
Shinsung E&G Co., Ltd.
  564,999   418,322
#*
Shinsung Tongsang Co., Ltd.
  811,922   881,293
#*
Shinwha Intertek Corp.
  240,196   588,212
#*
Shinwon Corp.
  361,319   493,847
 
Shinyoung Securities Co., Ltd.
  28,077   1,247,372
#
SHOWBOX Corp.
  371,974   1,009,812
*
Signetics Corp.
  512,874   440,751
#
SIGONG TECH Co., Ltd.
  82,362   327,575
#
Silicon Works Co., Ltd.
  55,413   1,692,025
#
Silla Co., Ltd.
  77,145   720,304
#
SIMMTECH Co., Ltd.
  174,246   1,578,212
 
SIMPAC, Inc.
  189,059   403,506
 
Sindoh Co., Ltd.
  42,433   1,204,886
#
Sinil Pharm Co., Ltd.
  21,225   132,821
#
SinSin Pharmaceutical Co., Ltd.
  16,393   91,955
#
SK Bioland Co., Ltd.
  61,103   1,055,661
#
SK Chemicals Co., Ltd.
  11,069   533,536
 
SK D&D Co., Ltd.
  28,916   658,675
#
SK Discovery Co., Ltd.
  163,954   3,175,862
 
SK Holdings Co., Ltd.
  184,987   36,163,217
 
SK Hynix, Inc.
  3,402,137   258,856,139
 
SK Innovation Co., Ltd.
  246,674   26,548,711
 
SK Materials Co., Ltd.
  36,946   4,812,278
 
SK Networks Co., Ltd.
  1,480,375   6,114,850
#
SK Securities Co., Ltd.
  4,773,194   2,305,327
 
SK Telecom Co., Ltd., Sponsored ADR
  122,524   2,598,734
 
SK Telecom Co., Ltd.
  56,504   10,824,212
#
SKC Co., Ltd.
  167,491   7,225,282
#*
SKC Solmics Co., Ltd.
  352,720   978,525
#
SKCKOLONPI, Inc.
  120,232   3,864,946
 
SL Corp.
  126,374   1,761,347
*
SM Culture & Contents Co., Ltd.
  166,837   201,914
*
SM Entertainment Co., Ltd.
  53,663   1,453,910
#*
S-MAC Co., Ltd.
  861,286   753,030
 
SMCore, Inc.
  6,422   47,375
#
SMEC Co., Ltd.
  224,187   394,347
*
SNTEKBM Co., Ltd.
  10,554   11,382
*
SNU Precision Co., Ltd.
  91,106   204,786
#
S-Oil Corp.
  87,595   5,514,784
#*
Solborn, Inc.
  104,854   339,593
*
Solco Biomedical Co., Ltd.
  314,868   39,321
#*
Solid, Inc.
  242,308   1,083,587
 
Songwon Industrial Co., Ltd.
  157,879   1,716,155
#*
Sonokong Co., Ltd.
  62,623   81,701
#*
Soosan Heavy Industries Co., Ltd.
  69,489   112,014
 
Soulbrain Co., Ltd.
  67,840   5,512,957
 
SPC Samlip Co., Ltd.
  19,009   1,208,404
 
SPG Co., Ltd.
  64,437   345,963
 
Spigen Korea Co., Ltd.
  23,255   1,010,240
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
Ssangyong Cement Industrial Co., Ltd.
  673,748   $2,776,267
#*
Ssangyong Motor Co.
  365,833   592,694
 
ST Pharm Co., Ltd.
  31,978   730,986
#
Suheung Co., Ltd.
  63,764   1,909,075
 
Sun Kwang Co., Ltd.
  26,496   342,895
 
Sunchang Corp.
  45,473   152,689
#*
SundayToz Corp.
  33,549   496,589
#
Sung Bo Chemicals Co., Ltd.
  63,949   225,354
 
Sung Kwang Bend Co., Ltd.
  216,109   1,701,648
#*
Sungchang Enterprise Holdings, Ltd.
  684,564   875,727
#
Sungdo Engineering & Construction Co., Ltd.
  106,967   300,030
#
Sungshin Cement Co., Ltd.
  251,692   1,320,034
 
Sungwoo Hitech Co., Ltd.
  697,998   2,095,780
#
Sunjin Co., Ltd.
  109,151   790,316
#*
Sunny Electronics Corp.
  119,120   433,558
#*
Suprema HQ, Inc.
  22,380   128,291
#*
Suprema, Inc.
  23,673   882,652
#
SurplusGlobal, Inc.
  51,265   110,574
#*
Synopex, Inc.
  577,794   1,190,338
#
Systems Technology, Inc.
  67,715   983,001
 
Tae Kyung Industrial Co., Ltd.
  86,957   388,567
 
Taekwang Industrial Co., Ltd.
  3,514   2,736,117
#*
Taewoong Co., Ltd.
  121,826   750,704
#
Taeyoung Engineering & Construction Co., Ltd.
  493,857   5,657,830
#*
Taihan Electric Wire Co., Ltd.
  942,855   469,653
#*
Taihan Fiberoptics Co., Ltd.
  303,742   673,655
 
Taihan Textile Co., Ltd.
  3,055   50,586
 
Tailim Packaging Co., Ltd.
  141,994   431,555
#*
TBH Global Co., Ltd.
  193,148   385,685
#
TechWing, Inc.
  99,978   1,391,350
*
Tego Science, Inc.
  414   6,601
*
Telcon RF Pharmaceutical, Inc.
  175,381   704,635
 
Telechips, Inc.
  52,440   456,453
#
TES Co., Ltd.
  61,557   1,195,836
#
Tesna, Inc.
  51,281   2,723,212
*
Theragen Etex Co., Ltd.
  21,162   133,802
*
Thinkware Systems Corp.
  90,865   530,755
#*
TK Chemical Corp.
  610,002   1,333,974
 
TK Corp.
  159,582   1,339,270
#*
TOBESOFT Co., Ltd.
  71,055   147,433
#
Tokai Carbon Korea Co., Ltd.
  52,591   2,597,678
#
Tong Yang Moolsan Co., Ltd.
  900,036   792,683
 
Tongyang Life Insurance Co., Ltd.
  507,561   1,521,312
#
Tongyang, Inc.
  1,662,011   1,513,033
#
Tonymoly Co., Ltd.
  29,196   250,506
#
Top Engineering Co., Ltd.
  158,313   1,153,567
 
Toptec Co., Ltd.
  107,674   929,146
#
Tovis Co., Ltd.
  180,517   1,296,674
#
TS Corp.
  39,358   625,990
#*
T'way Holdings, Inc.
  294,644   345,275
#
UBCare Co., Ltd.
  73,933   320,618
#
Ubiquoss Holdings, Inc.
  45,496   990,424
#
Ubiquoss, Inc.
  24,418   564,983
 
UIL Co., Ltd.
  84,771   336,220
 
Uju Electronics Co., Ltd.
  53,381   436,684
*
Uni-Chem Co., Ltd.
  21,981   33,039
#*
Unick Corp.
  107,839   531,857
 
Unid Co., Ltd.
  62,642   2,299,231
#
Union Semiconductor Equipment & Materials Co., Ltd.
  130,981   648,906
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
Uniquest Corp.
  70,197   $387,896
#*
Unison Co., Ltd.
  399,271   303,352
#
UniTest, Inc.
  94,767   1,214,227
 
Value Added Technology Co., Ltd.
  67,499   1,742,053
#
Very Good Tour Co., Ltd.
  29,456   139,144
 
Viatron Technologies, Inc.
  65,940   478,818
#
VICTEK Co., Ltd.
  75,937   199,441
#
Vieworks Co., Ltd.
  51,455   1,529,612
#
Visang Education, Inc.
  96,185   573,680
*
Vitzrocell Co., Ltd.
  89,663   1,262,774
#*
W Holding Co., Ltd.
  470,616   120,142
*
Webzen, Inc.
  99,814   1,205,026
#*
Welcron Co., Ltd.
  97,149   688,665
#
Wemade Co., Ltd.
  38,376   1,009,155
#
Whanin Pharmaceutical Co., Ltd.
  69,473   871,381
#*
WillBes & Co. (The)
  657,045   846,463
#
Winix, Inc.
  66,686   1,374,063
 
Wins Co., Ltd.
  39,739   445,777
#
WiSoL Co., Ltd.
  322,084   3,574,720
#*
WIZIT Co., Ltd.
  316,484   208,734
*
Won Ik Corp.
  32,392   101,675
#*
WONIK CUBE Corp.
  90,466   138,793
*
Wonik Holdings Co., Ltd.
  414,719   1,796,353
 
WONIK IPS Co., Ltd.
  67,811   1,917,459
 
Wonik Materials Co., Ltd.
  69,786   1,493,297
#*
Wonik QnC Corp.
  56,940   705,102
#*
Woojin, Inc.
  10,731   33,359
*
Woongjin Co., Ltd.
  142,336   147,218
 
Woongjin Coway Co., Ltd.
  231,722   17,001,964
#*
Woongjin Energy Co., Ltd.
  183,851   52,872
*
Woori Financial Group, Inc., Sponsored ADR
  4,916   124,866
 
Woori Financial Group, Inc.
  2,296,833   19,390,013
*
Woori Investment Bank Co., Ltd.
  1,609,403   777,316
#
Woori Technology Investment Co., Ltd.
  59,779   136,960
#*
Woori Technology, Inc.
  183,605   137,856
#*
Wooridul Pharmaceutical, Ltd.
  54,746   290,575
#
Woorison F&G Co., Ltd.
  416,005   589,370
#
Woory Industrial Co., Ltd.
  42,882   781,543
#
Wooshin Systems Co., Ltd.
  82,751   327,750
#*
Woosu AMS Co., Ltd.
  132,228   350,604
#*
WooSung Feed Co., Ltd.
  256,220   625,748
#
Worldex Industry & Trading Co., Ltd.
  18,504   118,609
 
Y G-1 Co., Ltd.
  223,121   1,247,476
#*
YeaRimDang Publishing Co., Ltd.
  184,790   505,641
#*
Yeong Hwa Metal Co., Ltd.
  164,987   202,916
 
YES24 Co., Ltd.
  17,223   95,443
#*
Yest Co., Ltd.
  20,395   167,257
 
YG Entertainment, Inc.
  40,685   1,061,649
#*
YIK Corp.
  14,394   53,013
#*
YJM Games Co., Ltd.
  188,851   277,871
#
YMC Co., Ltd.
  82,207   559,606
*
Yonwoo Co., Ltd.
  22,729   377,871
 
Yoosung Enterprise Co., Ltd.
  173,620   364,168
#
YooSung T&S Co., Ltd.
  140,682   305,938
#
Youlchon Chemical Co., Ltd.
  57,701   601,696
 
Young Poong Corp.
  2,669   1,398,315
#
Young Poong Precision Corp.
  110,690   724,049
*
Youngone Corp.
  151,540   3,907,862
 
Youngone Holdings Co., Ltd.
  40,502   1,404,719
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#*
YoungWoo DSP Co., Ltd.
  112,767   $213,007
 
YTN Co., Ltd.
  18,296   30,568
*
Yuanta Securities Korea Co., Ltd.
  1,196,112   2,677,571
 
Yuhan Corp.
  25,767   4,674,410
 
YuHwa Securities Co., Ltd.
  10,267   100,210
#*
Yungjin Pharmaceutical Co., Ltd.
  265,384   1,225,471
*
Yuyang DNU Co., Ltd.
  38,183   129,233
#
Yuyu Pharma, Inc.
  20,868   197,586
#
Zeus Co., Ltd.
  63,074   712,073
TOTAL SOUTH KOREA
      4,152,386,571
SPAIN — (0.0%)
*
Banco Santander SA
  363,868   1,519,366
TAIWAN — (16.3%)
 
Aaeon Technology, Inc.
  5,000   11,636
 
ABC Taiwan Electronics Corp.
  712,613   443,305
 
Ability Enterprise Co., Ltd.
  3,397,974   1,618,157
#
Ability Opto-Electronics Technology Co., Ltd.
  618,471   835,083
 
AcBel Polytech, Inc.
  2,328,468   1,774,988
 
Accton Technology Corp.
  3,510,369   18,658,221
 
Ace Pillar Co., Ltd.
  351,000   235,152
 
Acer, Inc.
  18,911,595   10,458,707
#
ACES Electronic Co., Ltd.
  1,103,000   974,808
*
Acon Holding, Inc.
  1,730,000   432,682
 
Acter Group Corp., Ltd.
  620,705   3,493,344
 
Action Electronics Co., Ltd.
  1,682,000   451,807
#
Actron Technology Corp.
  701,757   2,326,310
#
A-DATA Technology Co., Ltd.
  1,057,465   2,437,337
 
Addcn Technology Co., Ltd.
  169,146   1,298,864
#
Adlink Technology, Inc.
  721,107   1,097,008
 
Advanced Ceramic X Corp.
  380,000   3,774,483
 
Advanced International Multitech Co., Ltd.
  1,442,000   1,796,842
*
Advanced Lithium Electrochemistry Cayman Co., Ltd.
  205,511   98,619
*
Advanced Optoelectronic Technology, Inc.
  781,000   435,224
 
Advanced Power Electronics Corp.
  78,000   65,500
#
Advanced Wireless Semiconductor Co.
  1,059,000   3,119,580
 
Advancetek Enterprise Co., Ltd.
  1,549,662   962,500
 
Advantech Co., Ltd.
  1,419,458   13,539,046
 
Aerospace Industrial Development Corp.
  3,097,000   3,441,291
*
AGV Products Corp.
  5,413,603   1,229,869
*
Airmate Cayman International Co., Ltd.
  19,297   18,415
 
Airtac International Group
  837,299   12,654,773
#
Alchip Technologies, Ltd.
  621,000   4,649,837
 
Alcor Micro Corp.
  463,000   196,502
 
Alexander Marine Co., Ltd.
  52,000   70,091
#*
ALI Corp.
  1,876,256   973,462
 
All Ring Tech Co., Ltd.
  630,000   858,784
 
Allied Circuit Co., Ltd.
  209,000   638,026
 
Allis Electric Co., Ltd.
  1,329,100   912,781
#
Alltek Technology Corp.
  829,304   529,609
 
Alltop Technology Co., Ltd.
  610,000   1,402,548
#
Alpha Networks, Inc.
  3,180,100   2,115,491
 
Altek Corp.
  2,832,159   1,906,216
#
Amazing Microelectronic Corp.
  678,577   2,058,893
 
Ambassador Hotel (The)
  1,850,000   1,569,745
 
Ampire Co., Ltd.
  368,000   248,630
 
AMPOC Far-East Co., Ltd.
  763,567   698,880
*
AmTRAN Technology Co., Ltd.
  8,790,944   2,973,388
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Anderson Industrial Corp.
  765,705   $214,022
#
Anpec Electronics Corp.
  596,702   1,382,185
 
Apacer Technology, Inc.
  724,005   999,682
 
APAQ Technology Co., Ltd.
  404,520   447,408
 
APCB, Inc.
  1,713,000   1,347,598
#
Apex Biotechnology Corp.
  839,625   711,956
#
Apex International Co., Ltd.
  1,491,916   2,595,041
 
Apex Medical Corp.
  464,463   367,393
*
Apex Science & Engineering
  980,870   404,904
#
Arcadyan Technology Corp.
  1,404,760   3,609,453
 
Ardentec Corp.
  4,911,993   4,386,473
 
Argosy Research, Inc.
  82,000   165,561
 
ASE Technology Holding Co., Ltd., ADR
  1,021,465   4,841,744
 
ASE Technology Holding Co., Ltd.
  22,471,387   54,223,700
 
Asia Cement Corp.
  12,178,655   18,114,862
 
Asia Electronic Material Co., Ltd.
  319,000   156,926
#
Asia Optical Co., Inc.
  2,126,000   5,992,329
*
Asia Pacific Telecom Co., Ltd.
  6,898,415   1,785,651
*
Asia Plastic Recycling Holding, Ltd.
  2,970,533   549,591
 
Asia Polymer Corp.
  4,022,260   1,952,945
 
Asia Tech Image, Inc.
  470,000   818,629
#
Asia Vital Components Co., Ltd.
  3,255,864   3,602,216
#
ASMedia Technology, Inc.
  234,048   6,060,313
 
ASPEED Technology, Inc.
  167,999   5,144,452
 
ASROCK, Inc.
  242,000   713,335
 
Asustek Computer, Inc.
  2,602,861   19,169,632
 
Aten International Co., Ltd.
  825,715   2,287,888
 
AU Optronics Corp., Sponsored ADR
  881,662   2,838,952
#
AU Optronics Corp.
  87,449,497   29,010,289
 
Audix Corp.
  739,375   1,006,059
#
AURAS Technology Co., Ltd.
  516,303   2,745,239
 
Aurona Industries, Inc.
  514,000   299,248
 
Aurora Corp.
  395,258   1,172,821
 
Avalue Technology, Inc.
  436,000   1,040,009
 
Avermedia Technologies
  2,740,037   861,719
 
AVY Precision Technology, Inc.
  1,076,408   1,058,277
 
Awea Mechantronic Co., Ltd.
  216,062   217,529
 
Axiomtek Co., Ltd.
  580,000   1,087,198
*
Azurewave Technologies, Inc.
  78,000   39,882
 
Bank of Kaohsiung Co., Ltd.
  5,680,571   1,825,255
 
Baolong International Co., Ltd.
  321,000   138,805
 
Basso Industry Corp.
  1,135,284   1,781,031
 
BenQ Materials Corp.
  1,731,000   959,377
#
BES Engineering Corp.
  16,421,050   3,977,714
#
Bin Chuan Enterprise Co., Ltd.
  1,127,257   698,779
#
Bionet Corp.
  162,000   191,550
 
Bionime Corp.
  172,000   486,886
#*
Biostar Microtech International Corp.
  1,800,712   632,954
 
Bioteque Corp.
  599,680   2,318,511
#
Bizlink Holding, Inc.
  1,317,291   9,623,348
#*
Boardtek Electronics Corp.
  771,000   568,283
 
Bon Fame Co., Ltd.
  157,000   270,879
 
Bright Led Electronics Corp.
  1,128,180   560,099
 
Brighton-Best International Taiwan, Inc.
  425,749   392,212
 
C Sun Manufacturing, Ltd.
  1,535,740   1,198,055
*
Cameo Communications, Inc.
  2,503,116   593,284
 
Capital Futures Corp.
  627,400   884,961
 
Capital Securities Corp.
  21,580,554   7,257,099
#
Career Technology MFG. Co., Ltd.
  3,809,766   3,705,567
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
*
Carnival Industrial Corp.
  1,438,226   $450,342
 
Casetek Holdings, Ltd.
  2,185,221   3,032,268
 
Caswell, Inc.
  97,000   355,612
 
Catcher Technology Co., Ltd.
  3,672,872   29,085,811
 
Cathay Chemical Works
  35,000   20,712
 
Cathay Financial Holding Co., Ltd.
  28,895,816   38,676,166
 
Cathay Real Estate Development Co., Ltd.
  6,621,600   4,471,438
#
Cayman Engley Industrial Co., Ltd.
  308,801   891,303
 
CCP Contact Probes Co., Ltd.
  46,000   49,145
 
Celxpert Energy Corp.
  765,000   724,687
#
Center Laboratories, Inc.
  1,811,967   3,126,989
 
Central Reinsurance Co., Ltd.
  1,488,312   966,669
 
Chailease Holding Co., Ltd.
  8,113,657   33,645,838
*
Chain Chon Industrial Co., Ltd.
  2,063,000   660,412
 
ChainQui Construction Development Co., Ltd.
  784,497   570,713
*
Champion Building Materials Co., Ltd.
  3,478,390   721,029
 
Chang Hwa Commercial Bank, Ltd.
  23,629,278   16,737,141
 
Chang Wah Electromaterials, Inc.
  266,520   1,427,744
 
Chang Wah Technology Co., Ltd.
  502,980   481,538
 
Channel Well Technology Co., Ltd.
  1,503,000   1,232,296
 
Chant Sincere Co., Ltd.
  361,000   291,694
 
Charoen Pokphand Enterprise
  2,382,620   4,955,420
 
Chaun-Choung Technology Corp.
  246,000   1,668,791
#
CHC Healthcare Group
  560,000   699,133
 
CHC Resources Corp.
  447,048   731,234
 
Chen Full International Co., Ltd.
  923,000   1,049,254
 
Chenbro Micom Co., Ltd.
  731,000   2,760,720
 
Cheng Fwa Industrial Co., Ltd.
  100,000   37,173
 
Cheng Loong Corp.
  9,650,160   6,271,882
*
Cheng Mei Materials Technology Corp.
  7,405,200   1,647,313
 
Cheng Shin Rubber Industry Co., Ltd.
  11,664,508   15,104,677
 
Cheng Uei Precision Industry Co., Ltd.
  4,675,630   6,053,610
#
Chenming Electronic Technology Corp.
  1,250,708   529,433
 
Chia Chang Co., Ltd.
  1,095,000   1,399,989
 
Chia Hsin Cement Corp.
  3,761,747   2,549,253
 
Chian Hsing Forging Industrial Co., Ltd.
  492,000   728,317
 
Chicony Electronics Co., Ltd.
  3,889,689   10,952,228
#
Chicony Power Technology Co., Ltd.
  1,733,696   3,372,165
 
Chieftek Precision Co., Ltd.
  525,500   1,522,039
 
Chien Kuo Construction Co., Ltd.
  1,765,364   591,873
#
Chilisin Electronics Corp.
  2,091,925   8,042,050
 
Chime Ball Technology Co., Ltd.
  204,282   250,291
 
China Airlines, Ltd.
  33,799,057   8,936,688
 
China Bills Finance Corp.
  3,921,000   1,970,189
 
China Chemical & Pharmaceutical Co., Ltd.
  3,017,000   2,090,999
 
China Development Financial Holding Corp.
  52,308,157   16,003,022
 
China Ecotek Corp.
  168,000   190,481
 
China Electric Manufacturing Corp.
  3,525,398   1,332,965
 
China Fineblanking Technology Co., Ltd.
  505,681   637,337
 
China General Plastics Corp.
  4,687,835   2,938,541
 
China Glaze Co., Ltd.
  1,106,022   373,003
*
China Life Insurance Co., Ltd.
  14,532,154   11,799,935
 
China Man-Made Fiber Corp.
  15,486,488   3,831,407
 
China Metal Products
  3,055,405   3,034,422
 
China Motor Corp.
  2,118,286   2,613,832
#
China Petrochemical Development Corp.
  30,693,941   8,181,726
 
China Steel Chemical Corp.
  982,998   3,891,575
 
China Steel Corp.
  44,416,440   33,844,386
#
China Steel Structure Co., Ltd.
  972,000   760,644
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
China Wire & Cable Co., Ltd.
  1,096,680   $939,924
#
Chinese Maritime Transport, Ltd.
  1,075,964   961,270
#
Ching Feng Home Fashions Co., Ltd.
  640,659   708,672
 
Chin-Poon Industrial Co., Ltd.
  4,235,617   4,246,569
 
Chipbond Technology Corp.
  6,636,000   13,083,440
 
ChipMOS Techinologies, Inc.
  2,687,155   2,629,712
 
ChipMOS Technologies, Inc., ADR
  62,027   1,210,776
#
Chlitina Holding, Ltd.
  580,000   3,874,793
 
Chong Hong Construction Co., Ltd.
  1,881,739   5,211,053
#
Chroma ATE, Inc.
  1,846,705   9,006,176
 
Chun YU Works & Co., Ltd.
  1,435,000   929,437
 
Chun Yuan Steel Industry Co., Ltd.
  3,101,177   1,030,798
 
Chung Hsin Electric & Machinery Manufacturing Corp.
  4,195,500   3,746,120
#
Chung Hung Steel Corp.
  13,317,926   4,069,818
 
Chung Hwa Food Industrial Co., Ltd.
  16,650   49,257
#
Chung Hwa Pulp Corp.
  5,176,308   1,479,511
#
Chunghwa Chemical Synthesis & Biotech Co., Ltd.
  212,000   259,679
 
Chunghwa Precision Test Tech Co., Ltd.
  130,000   3,734,741
#
Chunghwa Telecom Co., Ltd., Sponsored ADR
  452,251   16,172,495
 
Chunghwa Telecom Co., Ltd.
  6,972,000   24,908,328
*
Chuwa Wool Industry Co., Taiwan Ltd.
  25,000   25,486
 
Chyang Sheng Dyeing & Finishing Co., Ltd.
  1,952,000   818,357
 
Cleanaway Co., Ltd.
  807,000   4,215,101
 
Clevo Co.
  4,055,482   4,602,916
#*
CMC Magnetics Corp.
  12,891,944   3,449,454
 
C-Media Electronics, Inc.
  504,000   272,987
*
CoAsia Electronics Corp.
  894,642   291,635
 
Coland Holdings, Ltd.
  169,000   161,387
 
Collins Co., Ltd.
  316,060   116,383
 
Compal Electronics, Inc.
  33,264,560   20,030,644
 
Compeq Manufacturing Co., Ltd.
  10,810,000   14,356,115
 
Compucase Enterprise
  758,000   672,517
*
Concord Securities Co., Ltd.
  5,943,863   1,436,955
#
Concraft Holding Co., Ltd.
  439,075   1,912,956
 
Continental Holdings Corp.
  4,751,250   1,991,498
 
Contrel Technology Co., Ltd.
  1,368,000   712,000
#
Coremax Corp.
  509,545   1,130,865
 
Coretronic Corp.
  5,113,600   6,132,869
#
Co-Tech Development Corp.
  1,871,800   2,215,049
 
Cowealth Medical Holding Co., Ltd.
  171,780   226,113
 
Coxon Precise Industrial Co., Ltd.
  1,235,000   609,129
 
Creative Sensor, Inc.
  1,138,000   797,336
#*
CSBC Corp. Taiwan
  1,329,157   1,075,331
 
CTBC Financial Holding Co., Ltd.
  67,073,931   48,647,868
 
CTCI Corp.
  5,190,896   6,469,998
 
C-Tech United Corp.
  197,819   120,742
#
Cub Elecparts, Inc.
  591,808   4,183,715
 
CviLux Corp.
  796,378   641,540
 
CX Technology Co., Ltd.
  558,078   329,049
 
Cyberlink Corp.
  128,504   427,555
#
CyberPower Systems, Inc.
  391,000   1,332,931
 
CyberTAN Technology, Inc.
  3,285,873   1,666,911
 
Cypress Technology Co., Ltd.
  374,100   992,268
 
DA CIN Construction Co., Ltd.
  2,128,809   1,499,103
 
Dadi Early-Childhood Education Group, Ltd.
  178,502   1,278,641
 
Dafeng TV, Ltd.
  405,061   541,813
#
Da-Li Development Co., Ltd.
  1,337,535   1,243,850
*
Danen Technology Corp.
  464,279   63,266
#
Darfon Electronics Corp.
  1,867,700   2,341,676
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
#
Darwin Precisions Corp.
  3,954,304   $1,889,436
#
Davicom Semiconductor, Inc.
  430,392   254,877
 
Daxin Materials Corp.
  518,500   1,429,814
 
De Licacy Industrial Co., Ltd.
  2,185,469   1,753,244
#
Delpha Construction Co., Ltd.
  1,249,754   682,416
 
Delta Electronics, Inc.
  6,768,028   31,622,144
 
Depo Auto Parts Ind Co., Ltd.
  1,096,634   2,066,257
 
Dimerco Data System Corp.
  56,000   83,664
 
Dimerco Express Corp.
  910,000   806,550
 
D-Link Corp.
  6,767,758   3,061,480
 
Draytek Corp.
  173,000   156,574
 
Dyaco International, Inc.
  43,408   54,503
 
DYNACOLOR, Inc.
  267,000   286,734
#*
Dynamic Electronics Co., Ltd.
  2,494,583   1,249,305
 
Dynapack International Technology Corp.
  1,262,000   2,756,077
 
E Ink Holdings, Inc.
  5,321,000   5,177,170
 
E.Sun Financial Holding Co., Ltd.
  46,573,584   43,025,225
 
Eastern Media International Corp.
  3,735,615   1,286,264
 
Eclat Textile Co., Ltd.
  1,061,518   13,538,590
 
ECOVE Environment Corp.
  245,000   1,721,664
*
Edimax Technology Co., Ltd.
  2,128,423   653,730
 
Edison Opto Corp.
  1,150,000   452,800
 
Edom Technology Co., Ltd.
  1,521,038   830,686
 
eGalax_eMPIA Technology, Inc.
  468,451   728,749
#
Egis Technology, Inc.
  554,000   3,593,820
 
Elan Microelectronics Corp.
  1,424,026   4,000,438
#*
E-Lead Electronic Co., Ltd.
  456,846   302,093
 
E-LIFE MALL Corp.
  407,000   910,366
#
Elite Advanced Laser Corp.
  1,302,320   2,715,096
#
Elite Material Co., Ltd.
  3,002,839   11,224,049
 
Elite Semiconductor Memory Technology, Inc.
  2,431,390   2,715,426
*
Elitegroup Computer Systems Co., Ltd.
  3,811,028   1,536,922
 
eMemory Technology, Inc.
  573,000   6,051,849
#
Emerging Display Technologies Corp.
  1,138,000   585,867
*
ENG Electric Co., Ltd.
  279,222   36,321
#
Ennoconn Corp.
  511,531   3,797,532
#
EnTie Commercial Bank Co., Ltd.
  2,316,166   1,179,054
*
Epileds Technologies, Inc.
  908,000   390,150
#
Epistar Corp.
  10,027,261   11,192,773
 
Eslite Spectrum Corp. (The)
  33,550   115,946
 
Eson Precision Ind. Co., Ltd.
  955,000   1,076,596
 
Eternal Materials Co., Ltd.
  6,315,999   5,617,494
*
Etron Technology, Inc.
  2,006,000   611,585
 
Eurocharm Holdings Co., Ltd.
  340,000   1,282,029
 
Eva Airways Corp.
  28,798,695   11,578,874
#*
Everest Textile Co., Ltd.
  3,827,684   1,062,414
 
Evergreen International Storage & Transport Corp.
  6,086,000   2,768,078
*
Evergreen Marine Corp. Taiwan, Ltd.
  22,025,920   8,471,096
 
Everlight Chemical Industrial Corp.
  4,106,756   2,056,595
 
Everlight Electronics Co., Ltd.
  4,843,570   6,012,717
#*
Everspring Industry Co., Ltd.
  867,000   274,769
#
Excellence Opto, Inc.
  141,000   113,224
#
Excelliance Mos Corp.
  147,000   476,041
#
Excelsior Medical Co., Ltd.
  1,274,707   2,224,465
 
EZconn Corp.
  348,600   422,768
 
Far Eastern Department Stores, Ltd.
  11,598,000   9,401,854
 
Far Eastern International Bank
  26,633,999   10,447,001
 
Far Eastern New Century Corp.
  18,322,705   16,986,011
 
Far EasTone Telecommunications Co., Ltd.
  9,137,000   20,696,271
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Faraday Technology Corp.
  1,044,893   $1,677,778
#
Farglory F T Z Investment Holding Co., Ltd.
  787,385   629,287
 
Farglory Land Development Co., Ltd.
  4,394,105   5,841,873
#*
Federal Corp.
  4,259,938   1,653,755
 
Feedback Technology Corp.
  276,200   533,981
 
Feng Hsin Steel Co., Ltd.
  3,173,131   5,557,255
 
Feng TAY Enterprise Co., Ltd.
  2,185,321   13,079,955
 
Firich Enterprises Co., Ltd.
  22,000   23,055
*
First Copper Technology Co., Ltd.
  2,061,000   588,383
 
First Financial Holding Co., Ltd.
  41,834,141   32,556,636
 
First Hi-Tec Enterprise Co., Ltd.
  661,496   814,394
 
First Hotel
  1,245,293   618,221
 
First Insurance Co., Ltd. (The)
  2,450,640   1,154,956
#
First Steamship Co., Ltd.
  6,681,194   2,110,798
 
FIT Holding Co., Ltd.
  953,436   546,762
#
FLEXium Interconnect, Inc.
  3,070,724   10,592,075
 
Flytech Technology Co., Ltd.
  975,070   2,326,940
#
FocalTech Systems Co., Ltd.
  2,768,174   2,299,352
 
Forest Water Environment Engineering Co., Ltd.
  326,277   507,692
#
Formosa Advanced Technologies Co., Ltd.
  1,848,000   2,257,593
 
Formosa Chemicals & Fibre Corp.
  11,450,198   31,961,437
#
Formosa International Hotels Corp.
  526,975   2,660,604
 
Formosa Laboratories, Inc.
  870,000   1,199,379
#
Formosa Oilseed Processing Co., Ltd.
  398,891   428,384
#
Formosa Optical Technology Co., Ltd.
  200,000   429,107
 
Formosa Petrochemical Corp.
  2,571,000   7,602,627
 
Formosa Plastics Corp.
  8,981,770   27,580,391
 
Formosa Sumco Technology Corp.
  86,000   312,335
 
Formosa Taffeta Co., Ltd.
  5,647,460   6,283,013
 
Formosan Rubber Group, Inc.
  3,421,143   2,140,611
 
Formosan Union Chemical
  3,173,936   1,363,396
 
Fortune Electric Co., Ltd.
  752,304   744,271
 
Founding Construction & Development Co., Ltd.
  1,467,882   765,825
 
Foxconn Technology Co., Ltd.
  5,062,241   10,046,959
#
Foxsemicon Integrated Technology, Inc.
  485,402   2,747,670
#
Froch Enterprise Co., Ltd.
  2,692,384   1,046,153
 
FSP Technology, Inc.
  1,478,619   1,027,909
 
Fubon Financial Holding Co., Ltd.
  32,733,387   48,542,566
#
Fulgent Sun International Holding Co., Ltd.
  904,226   3,887,179
 
Fullerton Technology Co., Ltd.
  836,670   534,358
#
Fulltech Fiber Glass Corp.
  4,310,215   1,596,601
 
Fwusow Industry Co., Ltd.
  874,294   531,483
 
G Shank Enterprise Co., Ltd.
  1,451,510   1,074,030
*
G Tech Optoelectronics Corp.
  953,955   258,672
#
Gallant Precision Machining Co., Ltd.
  1,118,000   696,675
#
Gamania Digital Entertainment Co., Ltd.
  192,000   353,156
#
GCS Holdings, Inc.
  482,000   976,809
 
GEM Services, Inc.
  709,970   1,401,822
#*
Gemtek Technology Corp.
  3,555,574   2,761,366
#
General Interface Solution Holding, Ltd.
  2,379,000   7,814,623
#
General Plastic Industrial Co., Ltd.
  563,478   543,144
 
Generalplus Technology, Inc.
  568,000   571,687
 
Genesys Logic, Inc.
  695,000   747,170
 
Genius Electronic Optical Co., Ltd.
  636,576   11,010,367
 
Genmont Biotech, Inc.
  132,314   106,001
 
Genovate Biotechnology Co., Ltd.
  253,650   206,272
#*
GeoVision, Inc.
  287,840   244,272
 
Getac Technology Corp.
  4,186,281   6,832,254
 
Giant Manufacturing Co., Ltd.
  1,710,363   10,071,606
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
*
Giantplus Technology Co., Ltd.
  2,908,000   $1,176,702
 
Gigabyte Technology Co., Ltd.
  4,237,750   7,096,272
#*
Gigasolar Materials Corp.
  106,820   433,409
#*
Gigastorage Corp.
  1,799,829   699,302
 
Ginko International Co., Ltd.
  448,000   2,721,164
 
Global Brands Manufacture, Ltd.
  3,531,973   1,686,350
#
Global Lighting Technologies, Inc.
  276,000   1,256,062
 
Global Mixed Mode Technology, Inc.
  564,000   2,106,522
 
Global PMX Co., Ltd.
  432,000   2,437,548
#
Global Unichip Corp.
  638,000   4,941,532
#
Globalwafers Co., Ltd.
  1,104,779   14,250,695
 
Globe Union Industrial Corp.
  2,667,820   1,500,182
 
Gloria Material Technology Corp.
  5,700,885   3,284,523
*
GlycoNex, Inc.
  129,000   79,794
#*
Gold Circuit Electronics, Ltd.
  2,583,747   1,285,201
 
Golden Friends Corp.
  104,400   210,525
 
Goldsun Building Materials Co., Ltd.
  11,783,672   5,714,115
 
Good Will Instrument Co., Ltd.
  224,342   187,651
#
Gourmet Master Co., Ltd.
  619,102   2,081,195
 
Grand Fortune Securities Co., Ltd.
  1,129,000   332,088
 
Grand Ocean Retail Group, Ltd.
  1,080,000   781,022
*
Grand Pacific Petrochemical
  11,040,000   6,180,139
#
Grand Plastic Technology Corp.
  138,000   1,271,409
 
GrandTech CG Systems, Inc.
  400,600   552,922
 
Grape King Bio, Ltd.
  1,057,000   6,676,951
 
Great China Metal Industry
  1,191,000   948,874
 
Great Taipei Gas Co., Ltd.
  1,635,000   1,703,040
 
Great Wall Enterprise Co., Ltd.
  7,301,240   9,946,598
 
Greatek Electronics, Inc.
  3,089,000   4,768,252
*
Green Energy Technology, Inc.
  2,077,221   8,251
 
Green River Holding Co., Ltd.
  54,350   110,020
 
GTM Holdings Corp.
  1,317,550   978,886
 
Hannstar Board Corp.
  3,745,147   4,593,445
#
HannStar Display Corp.
  32,229,323   7,924,819
#*
HannsTouch Solution, Inc.
  6,112,862   2,505,109
 
Hanpin Electron Co., Ltd.
  503,000   528,055
 
Harvatek Corp.
  1,459,839   564,594
 
Hey Song Corp.
  2,010,500   2,186,837
 
Hi-Clearance, Inc.
  141,978   492,726
 
Highlight Tech Corp.
  528,000   453,414
#
Highwealth Construction Corp.
  5,698,130   8,510,508
 
HIM International Music, Inc.
  295,200   1,117,278
 
Hiroca Holdings, Ltd.
  774,221   1,573,615
 
Hitron Technology, Inc.
  1,070,997   743,613
#
Hiwin Technologies Corp.
  1,215,746   12,097,004
 
Ho Tung Chemical Corp.
  9,787,828   2,565,431
 
Hocheng Corp.
  3,010,300   786,946
 
Hold-Key Electric Wire & Cable Co., Ltd.
  266,901   77,434
 
Holiday Entertainment Co., Ltd.
  524,400   1,186,109
 
Holtek Semiconductor, Inc.
  1,721,000   3,709,172
#
Holy Stone Enterprise Co., Ltd.
  1,256,675   4,060,813
 
Hon Hai Precision Industry Co., Ltd.
  36,059,403   98,045,731
 
Hon Hai Precision Industry Co., Ltd., GDR
  34,480   186,882
 
Hong Pu Real Estate Development Co., Ltd.
  2,768,554   2,063,990
 
Hong TAI Electric Industrial
  2,442,000   845,898
 
Hong YI Fiber Industry Co.
  1,716,680   1,024,388
*
Horizon Securities Co., Ltd.
  4,200,000   912,694
#
Hota Industrial Manufacturing Co., Ltd.
  1,828,762   7,171,985
#
Hotai Motor Co., Ltd.
  1,446,000   29,494,723
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Hotron Precision Electronic Industrial Co., Ltd.
  673,259   $900,922
#
Hsin Kuang Steel Co., Ltd.
  1,515,783   1,579,543
 
Hsin Yung Chien Co., Ltd.
  303,555   827,454
 
Hsing TA Cement Co.
  496,222   305,689
#
HTC Corp.
  4,179,619   4,682,252
#
Hu Lane Associate, Inc.
  625,688   1,923,668
*
HUA ENG Wire & Cable Co., Ltd.
  4,255,000   1,307,910
 
Hua Nan Financial Holdings Co., Ltd.
  26,820,624   19,114,710
#
Huaku Development Co., Ltd.
  2,034,400   6,009,046
#
Huang Hsiang Construction Corp.
  1,358,735   1,621,664
 
Hung Ching Development & Construction Co., Ltd.
  1,389,000   951,198
#
Hung Sheng Construction, Ltd.
  5,771,904   4,356,499
 
Huxen Corp.
  239,072   422,576
*
Hwa Fong Rubber Industrial Co., Ltd.
  2,639,112   953,730
 
Hwacom Systems, Inc.
  183,000   89,836
 
Ibase Technology, Inc.
  1,014,345   1,408,326
 
IBF Financial Holdings Co., Ltd.
  18,775,172   7,284,126
 
Ichia Technologies, Inc.
  3,386,255   1,762,355
*
I-Chiun Precision Industry Co., Ltd.
  1,994,211   528,298
*
Ideal Bike Corp.
  1,331,319   280,732
 
IEI Integration Corp.
  637,173   1,055,276
 
Infortrend Technology, Inc.
  1,997,866   849,448
 
Info-Tek Corp.
  475,000   253,309
 
Innodisk Corp.
  860,335   4,958,421
#
Innolux Corp.
  87,982,151   25,293,746
#
Inpaq Technology Co., Ltd.
  603,550   651,100
 
Intai Technology Corp.
  289,000   1,168,199
#*
Integrated Service Technology, Inc.
  807,669   1,058,973
 
IntelliEPI, Inc.
  156,000   292,662
#
International CSRC Investment Holdings Co.
  8,924,083   8,964,565
#
International Games System Co., Ltd.
  618,000   9,856,234
 
Inventec Corp.
  18,488,276   13,918,398
 
Iron Force Industrial Co., Ltd.
  433,682   1,447,889
 
I-Sheng Electric Wire & Cable Co., Ltd.
  859,000   1,270,344
 
ITE Technology, Inc.
  1,321,646   1,764,439
#
ITEQ Corp.
  1,855,611   7,978,244
 
Jarllytec Co., Ltd.
  449,828   1,187,332
#
Jentech Precision Industrial Co., Ltd.
  561,156   3,799,695
 
Jess-Link Products Co., Ltd.
  594,450   586,625
#
Jih Lin Technology Co., Ltd.
  265,000   560,906
 
Jih Sun Financial Holdings Co., Ltd.
  14,938,596   4,921,216
 
Jinan Acetate Chemical Co., Ltd.
  4,400   19,066
 
Jinli Group Holdings, Ltd.
  1,739,681   578,563
#
JMC Electronics Co., Ltd.
  93,000   203,927
#
Jourdeness Group, Ltd.
  361,000   1,127,052
#
K Laser Technology, Inc.
  1,728,459   934,767
#
Kaimei Electronic Corp.
  703,307   871,205
#
Kaori Heat Treatment Co., Ltd.
  633,321   1,511,251
#
Kaulin Manufacturing Co., Ltd.
  1,433,684   694,853
#
Kayee International Group Co., Ltd.
  39,000   112,834
 
KEE TAI Properties Co., Ltd.
  5,037,101   1,984,111
 
Kenda Rubber Industrial Co., Ltd.
  3,622,304   3,456,927
 
Kenmec Mechanical Engineering Co., Ltd.
  2,138,000   1,099,180
 
Kerry TJ Logistics Co., Ltd.
  1,416,000   1,819,202
#*
Key Ware Electronics Co., Ltd.
  232,709   85,688
#
Kindom Development Co., Ltd.
  2,901,000   2,700,505
 
King Chou Marine Technology Co., Ltd.
  815,800   909,604
 
King Slide Works Co., Ltd.
  368,450   4,255,204
 
King Yuan Electronics Co., Ltd.
  14,274,032   15,172,782
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
*
Kingcan Holdings, Ltd.
  267,594   $126,391
 
Kingpak Technology, Inc.
  368,611   2,054,186
 
King's Town Bank Co., Ltd.
  8,572,653   9,702,247
*
King's Town Construction Co., Ltd.
  1,220,690   1,249,206
#
Kinik Co.
  1,290,000   2,715,300
#*
Kinko Optical Co., Ltd.
  629,772   534,853
 
Kinpo Electronics
  14,012,892   6,486,482
 
Kinsus Interconnect Technology Corp.
  2,719,476   4,179,134
 
KMC Kuei Meng International, Inc.
  630,951   2,109,911
 
KNH Enterprise Co., Ltd.
  719,150   377,751
#
KS Terminals, Inc.
  1,130,290   1,663,816
 
Kung Long Batteries Industrial Co., Ltd.
  709,000   3,545,922
#*
Kung Sing Engineering Corp.
  3,722,578   1,081,630
 
Kuo Toong International Co., Ltd.
  2,221,735   1,298,623
#
Kuoyang Construction Co., Ltd.
  4,144,418   2,649,557
 
Kwong Fong Industries Corp.
  1,034,733   432,646
 
Kwong Lung Enterprise Co., Ltd.
  716,000   1,050,126
 
KYE Systems Corp.
  2,684,107   694,782
 
L&K Engineering Co., Ltd.
  2,004,000   1,990,610
#
La Kaffa International Co., Ltd.
  168,947   986,929
*
LAN FA Textile
  2,006,412   462,955
#
Land Mark Optoelectronics Corp.
  504,600   4,269,679
#
Lanner Electronics, Inc.
  769,705   1,372,550
 
Largan Precision Co., Ltd.
  331,234   51,449,756
 
Laser Tek Taiwan Co., Ltd.
  793,144   625,266
#
Laster Tech Corp., Ltd.
  510,163   465,819
 
Leader Electronics, Inc.
  872,886   197,434
 
Lealea Enterprise Co., Ltd.
  9,280,965   2,744,086
 
Ledlink Optics, Inc.
  613,858   510,565
#
LEE CHI Enterprises Co., Ltd.
  1,798,000   536,401
#
Lelon Electronics Corp.
  613,765   767,820
#
Lemtech Holdings Co., Ltd.
  255,973   846,974
*
Leofoo Development Co., Ltd.
  1,180,010   549,267
#*
LES Enphants Co., Ltd.
  1,769,479   408,089
 
Lextar Electronics Corp.
  3,139,000   1,720,197
 
Li Cheng Enterprise Co., Ltd.
  1,273,889   1,742,209
 
Li Peng Enterprise Co., Ltd.
  7,723,060   1,703,014
#
Lian HWA Food Corp.
  704,411   953,622
 
Lida Holdings, Ltd.
  551,000   678,157
 
Lien Hwa Industrial Holdings Corp.
  4,928,942   6,142,332
 
Lifestyle Global Enterprise, Inc.
  120,000   317,426
#
Lingsen Precision Industries, Ltd.
  4,035,490   1,443,343
#
Lion Travel Service Co., Ltd.
  299,000   702,323
#
Lite-On Semiconductor Corp.
  2,417,887   3,261,071
 
Lite-On Technology Corp.
  18,596,419   28,809,635
 
Long Bon International Co., Ltd.
  2,897,276   1,333,770
#
Long Da Construction & Development Corp.
  354,000   176,775
 
Longchen Paper & Packaging Co., Ltd.
  6,955,880   3,143,256
#
Longwell Co.
  1,070,000   2,065,354
#
Lotes Co., Ltd.
  636,062   6,522,910
 
Lu Hai Holding Corp.
  355,729   463,964
*
Lucky Cement Corp.
  1,780,000   463,676
 
Lumax International Corp., Ltd.
  604,126   1,507,384
 
Lung Yen Life Service Corp.
  844,000   1,717,487
#*
LuxNet Corp.
  594,952   415,025
 
Macauto Industrial Co., Ltd.
  585,000   1,613,961
#
Machvision, Inc.
  349,000   4,402,346
#
Macroblock, Inc.
  298,790   1,098,883
 
Macronix International
  14,395,837   17,693,214
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
#
Makalot Industrial Co., Ltd.
  1,684,636   $8,402,412
 
Marketech International Corp.
  17,000   44,499
#
Materials Analysis Technology, Inc.
  535,932   1,245,557
 
Mayer Steel Pipe Corp.
  1,324,905   680,206
 
Maywufa Co., Ltd.
  178,462   82,423
 
MediaTek, Inc.
  2,881,823   36,461,914
 
Mega Financial Holding Co., Ltd.
  24,215,220   25,159,552
 
Meiloon Industrial Co.
  789,889   597,469
 
Mercuries & Associates Holding, Ltd.
  4,711,049   3,511,344
#*
Mercuries Life Insurance Co., Ltd.
  12,693,763   5,207,141
 
Merida Industry Co., Ltd.
  662,588   3,607,211
#
Merry Electronics Co., Ltd.
  1,374,384   6,637,051
*
Microbio Co., Ltd.
  3,606,358   1,657,261
#
Microelectronics Technology, Inc.
  182,772   129,801
 
Micro-Star International Co., Ltd.
  4,205,465   12,776,511
 
Mildef Crete, Inc.
  469,000   693,409
*
MIN AIK Technology Co., Ltd.
  1,477,249   564,517
#
Mirle Automation Corp.
  1,921,512   2,310,389
 
Mitac Holdings Corp.
  9,041,978   8,604,399
 
MJ International Co., Ltd.
  24,000   52,312
#
Mobiletron Electronics Co., Ltd.
  645,960   747,042
 
momo.com, Inc.
  327,000   3,283,030
 
Mosel Vitelic, Inc.
  359,129   208,294
*
Motech Industries, Inc.
  4,952,003   1,185,487
 
MPI Corp.
  564,000   1,361,558
 
Nak Sealing Technologies Corp.
  500,549   1,139,057
 
Namchow Holdings Co., Ltd.
  2,009,000   3,284,947
 
Nan Kang Rubber Tire Co., Ltd.
  3,090,197   4,927,855
 
Nan Liu Enterprise Co., Ltd.
  264,000   1,543,688
#
Nan Ren Lake Leisure Amusement Co., Ltd.
  979,000   351,700
 
Nan Ya Plastics Corp.
  12,493,584   28,634,679
#
Nan Ya Printed Circuit Board Corp.
  2,165,211   3,062,072
#
Nang Kuang Pharmaceutical Co., Ltd.
  416,000   596,865
 
Nantex Industry Co., Ltd.
  2,949,363   2,937,575
 
Nanya Technology Corp.
  5,616,751   14,175,451
 
National Petroleum Co., Ltd.
  651,000   972,518
 
Netronix, Inc.
  433,000   505,895
*
New Asia Construction & Development Corp.
  873,423   164,249
 
New Best Wire Industrial Co., Ltd.
  110,200   93,084
#
New Era Electronics Co., Ltd.
  516,000   279,526
 
Nexcom International Co., Ltd.
  644,267   529,262
 
Nichidenbo Corp.
  1,376,552   2,144,830
 
Nien Hsing Textile Co., Ltd.
  1,337,656   906,764
 
Nien Made Enterprise Co., Ltd.
  1,069,000   8,657,830
 
Niko Semiconductor Co., Ltd.
  121,000   164,169
 
Nishoku Technology, Inc.
  328,800   696,611
 
Nova Technology Corp.
  64,000   317,075
 
Novatek Microelectronics Corp.
  3,500,000   24,679,081
#
Nuvoton Technology Corp.
  1,056,892   1,424,002
*
O-Bank Co., Ltd.
  2,305,000   581,387
#*
Ocean Plastics Co., Ltd.
  921,000   1,030,769
#
On-Bright Electronics, Inc.
  255,800   1,848,215
#
OptoTech Corp.
  3,186,537   2,320,158
 
Orient Europharma Co., Ltd.
  356,000   612,001
*
Orient Semiconductor Electronics, Ltd.
  3,895,637   1,665,255
#
Oriental Union Chemical Corp.
  7,297,819   4,737,207
 
O-TA Precision Industry Co., Ltd.
  442,683   620,780
#
Pacific Construction Co.
  1,133,276   385,792
 
Pacific Hospital Supply Co., Ltd.
  494,000   1,251,108
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Paiho Shih Holdings Corp.
  918,656   $1,497,363
#
Pan Jit International, Inc.
  2,580,074   2,022,724
 
Pan-International Industrial Corp.
  4,785,854   3,169,317
 
Panion & BF Biotech, Inc.
  40,000   108,889
 
Parade Technologies, Ltd.
  593,805   12,355,134
*
Paragon Technologies Co., Ltd.
  445,626   516,166
 
Parpro Corp.
  155,000   154,865
#
PCL Technologies, Inc.
  369,067   1,266,173
 
P-Duke Technology Co., Ltd.
  432,410   1,033,153
 
Pegatron Corp.
  16,301,293   33,798,366
#
Pharmally International Holding Co., Ltd.
  422,490   2,931,761
*
Phihong Technology Co., Ltd.
  3,680,101   1,058,154
 
Phison Electronics Corp.
  1,082,000   11,283,332
#
Phoenix Tours International, Inc.
  280,035   336,916
#
Pixart Imaging, Inc.
  645,000   3,392,325
 
Planet Technology Corp.
  181,000   382,537
#
Plastron Precision Co., Ltd.
  375,491   232,259
#
Plotech Co., Ltd.
  684,000   414,002
 
Polytronics Technology Corp.
  453,408   939,213
 
Posiflex Technology, Inc.
  337,939   1,114,254
 
Pou Chen Corp.
  19,309,005   22,301,882
#
Power Wind Health Industry, Inc.
  162,645   902,534
 
Powertech Technology, Inc.
  7,520,580   26,645,360
 
Poya International Co., Ltd.
  418,515   5,997,622
 
President Chain Store Corp.
  2,727,728   26,835,928
 
President Securities Corp.
  10,018,144   4,663,791
 
Primax Electronics, Ltd.
  4,180,000   7,210,871
 
Prince Housing & Development Corp.
  11,973,141   4,287,963
#*
Princeton Technology Corp.
  1,205,000   298,552
 
Pro Hawk Corp.
  65,000   314,966
 
Promate Electronic Co., Ltd.
  1,274,000   1,440,264
*
Promise Technology, Inc.
  1,584,538   344,675
#
Prosperity Dielectrics Co., Ltd.
  856,687   1,705,329
 
P-Two Industries, Inc.
  96,000   78,996
 
Qisda Corp.
  15,626,525   10,366,371
 
QST International Corp.
  627,000   1,286,168
 
Qualipoly Chemical Corp.
  1,012,893   897,927
#
Quang Viet Enterprise Co., Ltd.
  180,000   846,914
 
Quanta Computer, Inc.
  10,527,436   21,374,322
#
Quanta Storage, Inc.
  1,051,000   1,132,841
 
Quintain Steel Co., Ltd.
  3,069,215   640,323
#
Radiant Opto-Electronics Corp.
  5,349,692   18,356,930
 
Radium Life Tech Co., Ltd.
  7,445,858   2,507,721
 
Rafael Microelectronics, Inc.
  213,000   1,098,601
#
Realtek Semiconductor Corp.
  2,259,861   18,156,884
 
Rechi Precision Co., Ltd.
  3,841,292   2,782,674
#
Rexon Industrial Corp., Ltd.
  279,559   594,114
 
Rich Development Co., Ltd.
  6,268,769   2,066,625
#
RichWave Technology Corp.
  285,100   1,405,352
*
Right WAY Industrial Co., Ltd.
  288,000   125,601
*
Ritek Corp.
  10,601,382   2,037,738
*
Roo Hsing Co., Ltd.
  5,363,000   1,827,269
#*
Rotam Global Agrosciences, Ltd.
  743,217   339,617
 
Ruentex Development Co., Ltd.
  4,019,827   5,615,471
 
Ruentex Engineering & Construction Co.
  295,000   615,633
 
Ruentex Industries, Ltd.
  3,194,294   7,141,072
 
Run Long Construction Co., Ltd.
  645,352   1,265,341
#*
Sagittarius Life Science Corp.
  101,744   147,133
#
Samebest Co., Ltd.
  241,160   682,570
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Sampo Corp.
  3,711,895   $2,423,440
#
San Fang Chemical Industry Co., Ltd.
  1,378,659   1,015,138
 
San Far Property, Ltd.
  1,022,204   872,947
 
San Shing Fastech Corp.
  941,622   1,558,342
 
Sanitar Co., Ltd.
  425,000   489,332
 
Sanyang Motor Co., Ltd.
  4,384,802   2,943,911
 
Scan-D Corp.
  10,000   11,985
 
SCI Pharmtech, Inc.
  335,312   1,081,976
 
Scientech Corp.
  524,000   951,055
 
ScinoPharm Taiwan, Ltd.
  378,075   324,277
 
SDI Corp.
  1,337,000   2,722,826
 
Sea Sonic Electronics Co., Ltd.
  202,000   242,156
 
Senao International Co., Ltd.
  555,547   584,447
 
Senao Networks, Inc.
  220,000   783,716
#
Sercomm Corp.
  2,084,000   5,059,564
#
Sesoda Corp.
  2,071,176   1,694,789
 
Shan-Loong Transportation Co., Ltd.
  629,247   617,633
 
Sharehope Medicine Co., Ltd.
  629,225   635,032
 
Sheng Yu Steel Co., Ltd.
  1,274,000   812,647
 
ShenMao Technology, Inc.
  834,450   626,928
#
Shieh Yih Machinery Industry Co., Ltd.
  447,000   168,226
 
Shih Her Technologies, Inc.
  484,000   758,081
*
Shih Wei Navigation Co., Ltd.
  1,901,641   469,180
 
Shihlin Electric & Engineering Corp.
  1,640,787   2,444,095
 
Shin Hai Gas Corp.
  8,242   11,485
#
Shin Kong Financial Holding Co., Ltd.
  62,603,672   20,247,218
 
Shin Shin Natural Gas Co.
  9,480   10,551
#
Shin Zu Shing Co., Ltd.
  1,492,245   7,207,944
*
Shinih Enterprise Co., Ltd.
  119,000   102,659
*
Shining Building Business Co., Ltd.
  4,369,622   1,409,690
 
Shinkong Insurance Co., Ltd.
  2,329,784   2,999,734
 
Shinkong Synthetic Fibers Corp.
  13,684,844   5,222,184
 
Shinkong Textile Co., Ltd.
  874,169   1,159,420
 
Shiny Chemical Industrial Co., Ltd.
  701,717   2,109,091
#
ShunSin Technology Holding, Ltd.
  181,000   798,199
*
Shuttle, Inc.
  2,236,000   822,688
 
Sigurd Microelectronics Corp.
  4,697,646   5,293,680
 
Silergy Corp.
  156,000   5,616,978
#*
Silicon Integrated Systems Corp.
  5,163,817   1,252,196
 
Silitech Technology Corp.
  267,521   217,845
 
Simplo Technology Co., Ltd.
  1,039,880   10,908,090
 
Sinbon Electronics Co., Ltd.
  2,267,849   9,593,522
 
Sincere Navigation Corp.
  3,720,741   1,800,993
 
Single Well Industrial Corp.
  395,351   254,634
 
Sinher Technology, Inc.
  594,000   819,276
 
Sinmag Equipment Corp.
  415,519   1,489,467
 
Sino-American Silicon Products, Inc.
  5,383,000   17,197,474
 
Sinon Corp.
  4,572,740   2,885,748
 
SinoPac Financial Holdings Co., Ltd.
  46,116,497   19,558,829
#
Sinopower Semiconductor, Inc.
  127,000   407,462
 
Sinphar Pharmaceutical Co., Ltd.
  1,162,507   896,183
#
Sinyi Realty Co.
  1,926,314   1,894,320
#
Sirtec International Co., Ltd.
  1,100,000   1,019,984
 
Sitronix Technology Corp.
  1,095,774   5,511,545
 
Siward Crystal Technology Co., Ltd.
  2,093,705   1,291,638
 
Soft-World International Corp.
  762,000   2,031,575
#*
Solar Applied Materials Technology Co.
  3,121,639   2,206,394
 
Solomon Technology Corp.
  1,381,000   931,410
 
Solteam, Inc.
  666,930   629,117
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Song Shang Electronics Co., Ltd.
  870,240   $372,420
 
Sonix Technology Co., Ltd.
  911,000   937,389
 
Southeast Cement Co., Ltd.
  1,181,000   665,243
#*
Speed Tech Corp.
  298,000   742,712
 
Spirox Corp.
  820,540   943,873
 
Sporton International, Inc.
  552,479   3,622,303
 
St Shine Optical Co., Ltd.
  440,000   5,962,389
#
Standard Chemical & Pharmaceutical Co., Ltd.
  854,040   985,610
 
Standard Foods Corp.
  2,124,734   4,844,193
 
Stark Technology, Inc.
  879,520   1,540,302
 
Sun Race Sturmey-Archer, Inc.
  26,550   18,151
*
Sunko INK Co., Ltd.
  479,000   179,835
#
Sunny Friend Environmental Technology Co., Ltd.
  578,000   5,066,559
#
Sunonwealth Electric Machine Industry Co., Ltd.
  2,037,001   2,937,177
 
Sunplus Technology Co., Ltd.
  6,018,153   2,377,646
#
Sunrex Technology Corp.
  1,481,145   1,779,320
 
Sunspring Metal Corp.
  1,133,000   961,448
 
Supreme Electronics Co., Ltd.
  3,461,857   3,719,153
 
Swancor Holding Co., Ltd.
  664,061   1,698,080
 
Sweeten Real Estate Development Co., Ltd.
  1,052,179   754,952
 
Symtek Automation Asia Co., Ltd
  14,838   786
#
Symtek Automation Asia Co., Ltd.
  403,420   914,621
 
Syncmold Enterprise Corp.
  1,272,000   3,713,335
#
Synmosa Biopharma Corp.
  197,672   161,925
 
Synnex Technology International Corp.
  5,536,732   6,832,750
#
Sysage Technology Co., Ltd.
  880,756   954,671
*
Sysgration
  827,807   459,034
 
Systex Corp.
  1,262,293   3,373,920
 
T3EX Global Holdings Corp.
  1,039,000   794,538
#
TA Chen Stainless Pipe
  9,329,348   9,281,148
 
Ta Liang Technology Co., Ltd.
  400,000   510,743
#
Ta Ya Electric Wire & Cable
  6,483,900   2,397,410
 
Ta Yih Industrial Co., Ltd.
  364,000   745,290
 
Tah Hsin Industrial Corp.
  456,300   705,355
 
TAI Roun Products Co., Ltd.
  263,000   88,772
#
TA-I Technology Co., Ltd.
  949,834   1,959,721
*
Tai Tung Communication Co., Ltd.
  926,353   486,082
 
Taichung Commercial Bank Co., Ltd.
  28,219,491   11,317,862
#
TaiDoc Technology Corp.
  487,532   2,315,952
 
Taiflex Scientific Co., Ltd.
  1,633,460   2,389,797
#
Taimide Tech, Inc.
  1,170,940   1,617,125
 
Tainan Enterprises Co., Ltd.
  1,030,289   858,758
#
Tainan Spinning Co., Ltd.
  11,328,791   3,807,499
*
Tainergy Tech Co., Ltd.
  1,434,321   606,768
 
Tainet Communication System Corp.
  62,000   114,282
#
Tai-Saw Technology Co., Ltd.
  309,960   220,419
 
Taishin Financial Holding Co., Ltd.
  44,104,434   20,555,417
 
Taisun Enterprise Co., Ltd.
  1,354,775   889,951
 
Taita Chemical Co., Ltd.
  2,620,601   864,137
 
Taiwan Business Bank
  31,765,622   12,901,769
 
Taiwan Cement Corp.
  25,040,947   34,650,821
 
Taiwan Chinsan Electronic Industrial Co., Ltd.
  802,448   851,677
 
Taiwan Cogeneration Corp.
  2,917,657   3,122,216
 
Taiwan Cooperative Financial Holding Co., Ltd.
  33,152,881   22,727,009
 
Taiwan FamilyMart Co., Ltd.
  214,000   1,542,254
#
Taiwan Fertilizer Co., Ltd.
  5,380,000   8,478,418
 
Taiwan Fire & Marine Insurance Co., Ltd.
  1,433,880   987,802
 
Taiwan FU Hsing Industrial Co., Ltd.
  1,600,000   2,231,171
 
Taiwan Glass Industry Corp.
  8,616,904   2,947,597
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Taiwan High Speed Rail Corp.
  7,739,000   $9,198,817
 
Taiwan Hon Chuan Enterprise Co., Ltd.
  3,270,545   6,499,736
 
Taiwan Hopax Chemicals Manufacturing Co., Ltd.
  1,922,000   1,202,078
*
Taiwan Land Development Corp.
  9,630,009   2,493,863
 
Taiwan Line Tek Electronic
  578,071   509,137
 
Taiwan Mobile Co., Ltd.
  5,708,900   20,199,781
 
Taiwan Navigation Co., Ltd.
  2,274,720   1,242,651
 
Taiwan Paiho, Ltd.
  2,583,152   6,686,705
 
Taiwan PCB Techvest Co., Ltd.
  3,173,816   3,449,761
*
Taiwan Prosperity Chemical Corp.
  20,000   7,068
#
Taiwan Pulp & Paper Corp.
  2,500,260   1,653,926
#
Taiwan Sakura Corp.
  1,403,243   2,255,462
 
Taiwan Sanyo Electric Co., Ltd.
  445,650   445,911
 
Taiwan Secom Co., Ltd.
  1,631,405   4,794,778
 
Taiwan Semiconductor Co., Ltd.
  2,686,000   3,933,947
 
Taiwan Semiconductor Manufacturing Co., Ltd., Sponsored ADR
  10,833,721   584,370,911
 
Taiwan Semiconductor Manufacturing Co., Ltd.
  41,439,652   427,416,985
 
Taiwan Shin Kong Security Co., Ltd.
  1,466,561   1,798,248
#
Taiwan Styrene Monomer
  4,916,404   3,127,978
 
Taiwan Surface Mounting Technology Corp.
  3,320,674   10,775,208
 
Taiwan Taxi Co., Ltd.
  136,710   351,564
 
Taiwan TEA Corp.
  8,282,896   4,329,887
#
Taiwan Union Technology Corp.
  2,259,000   9,267,368
 
Taiyen Biotech Co., Ltd.
  1,197,910   1,256,293
#*
Tatung Co., Ltd.
  8,311,588   5,343,622
 
Tayih Lun An Co., Ltd.
  106,000   74,392
#
TCI Co., Ltd.
  756,282   5,567,312
 
Te Chang Construction Co., Ltd.
  440,980   436,267
 
Teco Electric and Machinery Co., Ltd.
  13,183,000   11,716,951
 
Tehmag Foods Corp.
  88,600   636,643
 
Ten Ren Tea Co., Ltd.
  180,170   229,913
 
Tera Autotech Corp.
  23,000   22,346
 
Test Research, Inc.
  1,242,370   2,227,696
 
Test-Rite International Co., Ltd.
  2,484,166   1,685,080
#*
Tex-Ray Industrial Co., Ltd.
  1,233,000   321,207
 
Thinking Electronic Industrial Co., Ltd.
  778,058   2,246,455
#
Thye Ming Industrial Co., Ltd.
  1,285,992   1,323,112
 
Ton Yi Industrial Corp.
  6,454,300   2,320,729
 
Tong Hsing Electronic Industries, Ltd.
  1,276,534   6,291,534
 
Tong Yang Industry Co., Ltd.
  4,400,341   6,165,050
 
Tong-Tai Machine & Tool Co., Ltd.
  2,160,804   1,155,628
 
TOPBI International Holdings, Ltd.
  1,004,309   2,741,958
 
Topco Scientific Co., Ltd.
  1,365,050   4,838,954
 
Topco Technologies Corp.
  292,468   671,688
 
Topkey Corp.
  61,000   259,396
 
Topoint Technology Co., Ltd.
  1,625,993   1,138,950
 
Toung Loong Textile Manufacturing
  937,000   1,125,408
#*
TPK Holding Co., Ltd.
  4,219,000   6,543,693
 
Trade-Van Information Services Co.
  344,000   416,621
 
Transcend Information, Inc.
  1,158,870   3,092,054
 
Tripod Technology Corp.
  3,709,660   13,611,804
*
TrueLight Corp.
  25,600   30,101
#
Tsang Yow Industrial Co., Ltd.
  973,000   581,354
 
Tsann Kuen Enterprise Co., Ltd.
  827,441   444,351
 
TSC Auto ID Technology Co., Ltd.
  328,570   2,381,152
*
TSEC Corp.
  3,465,945   826,301
 
TSRC Corp.
  4,597,154   3,488,816
#
Ttet Union Corp.
  318,000   1,281,406
 
TTFB Co., Ltd.
  111,000   921,164
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
TTY Biopharm Co., Ltd.
  1,784,991   $4,601,103
 
Tung Ho Steel Enterprise Corp.
  8,653,645   6,438,408
#*
Tung Thih Electronic Co., Ltd.
  390,848   781,094
#
TURVO International Co., Ltd.
  548,515   1,228,593
 
TXC Corp.
  2,593,762   3,712,502
 
TYC Brother Industrial Co., Ltd.
  2,702,333   2,296,598
*
Tycoons Group Enterprise
  4,435,353   725,252
#
Tyntek Corp.
  2,199,413   953,247
 
UDE Corp.
  713,000   582,924
 
Ultra Chip, Inc.
  501,000   445,306
 
U-Ming Marine Transport Corp.
  4,056,200   4,101,739
#
Unimicron Technology Corp.
  10,871,563   13,523,841
*
Union Bank Of Taiwan
  8,931,674   3,405,929
#
Union Insurance Co., Ltd.
  589,895   413,075
 
Uni-President Enterprises Corp.
  23,998,734   57,176,243
 
Unitech Computer Co., Ltd.
  835,365   632,007
 
Unitech Printed Circuit Board Corp.
  6,000,839   5,805,670
 
United Integrated Services Co., Ltd.
  1,680,640   10,347,076
#
United Microelectronics Corp.
  116,971,441   57,100,154
 
United Orthopedic Corp.
  633,468   834,808
#
United Radiant Technology
  921,000   464,826
*
United Renewable Energy Co., Ltd.
  23,992,313   5,741,725
#*
Unity Opto Technology Co., Ltd.
  4,225,276   862,622
 
Univacco Technology, Inc.
  52,000   40,052
 
Universal Cement Corp.
  3,531,790   2,145,733
#*
Universal Microelectronics Co., Ltd.
  240,000   110,606
#
Universal Microwave Technology, Inc.
  395,643   1,041,485
#*
Unizyx Holding Corp.
  2,152,496   1,204,134
 
UPC Technology Corp.
  9,619,684   3,221,560
 
Userjoy Technology Co., Ltd.
  289,380   1,087,774
 
USI Corp.
  9,418,226   3,891,645
*
Usun Technology Co., Ltd.
  450,100   373,819
#
Utechzone Co., Ltd.
  567,000   1,020,466
 
Vanguard International Semiconductor Corp.
  5,999,000   14,779,881
#
Ve Wong Corp.
  704,524   621,221
#
VHQ Media Holdings, Ltd.
  244,000   763,631
#
Victory New Materials, Ltd. Co.
  1,523,500   726,819
#
Visual Photonics Epitaxy Co., Ltd.
  1,668,224   5,444,481
 
Vivotek, Inc.
  176,504   481,813
 
Voltronic Power Technology Corp.
  364,717   8,758,751
#
Wafer Works Corp.
  2,633,909   2,785,335
 
Waffer Technology Corp.
  1,050,000   417,047
 
Wah Hong Industrial Corp.
  364,280   304,315
 
Wah Lee Industrial Corp.
  1,735,000   3,181,256
#
Walsin Lihwa Corp.
  22,573,307   10,979,726
#
Walsin Technology Corp.
  2,963,496   20,232,046
 
Walton Advanced Engineering, Inc.
  3,703,662   1,345,640
 
Wan Hai Lines, Ltd.
  6,139,026   3,424,005
 
WAN HWA Enterprise Co.
  556,452   240,722
#
Wei Chuan Foods Corp.
  1,372,000   988,361
 
Weikeng Industrial Co., Ltd.
  2,963,979   1,698,170
 
Well Shin Technology Co., Ltd.
  996,443   1,590,333
 
Weltrend Semiconductor
  85,000   65,571
*
Wha Yu Industrial Co., Ltd.
  490,000   249,342
 
Wholetech System Hitech, Ltd.
  270,000   274,458
#
Win Semiconductors Corp.
  1,465,248   13,282,923
 
Winbond Electronics Corp.
  27,956,188   15,407,541
 
Winmate, Inc.
  127,000   232,014
 
Winstek Semiconductor Co., Ltd.
  794,000   681,377
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Wintek Corp.
  6,349,135   $72,111
 
Wisdom Marine Lines Co., Ltd.
  3,967,595   3,689,889
 
Wisechip Semiconductor, Inc.
  94,846   82,055
 
Wistron Corp.
  24,739,169   22,047,594
 
Wistron NeWeb Corp.
  2,448,515   5,661,165
 
Wowprime Corp.
  925,000   2,146,572
 
WPG Holdings, Ltd.
  9,890,957   12,399,863
 
WT Microelectronics Co., Ltd.
  5,061,789   6,402,472
 
WUS Printed Circuit Co., Ltd.
  1,800,230   1,697,274
 
XAC Automation Corp.
  450,000   465,592
 
XPEC Entertainment, Inc.
  63,985   5,253
 
Xxentria Technology Materials Corp.
  1,105,736   2,239,825
#
Yageo Corp.
  1,732,227   21,728,541
*
Yang Ming Marine Transport Corp.
  13,547,491   3,016,759
 
YC INOX Co., Ltd.
  3,119,560   2,625,236
 
YCC Parts Manufacturing Co., Ltd.
  51,000   84,919
 
Yea Shin International Development Co., Ltd.
  1,760,715   979,684
 
Yem Chio Co., Ltd.
  4,821,762   1,777,370
#*
Yeong Guan Energy Technology Group Co., Ltd.
  1,022,774   1,930,208
 
YFC-Boneagle Electric Co., Ltd.
  1,186,000   889,690
 
YFY, Inc.
  14,800,997   6,388,882
 
Yi Jinn Industrial Co., Ltd.
  2,889,096   1,304,026
 
Yieh Phui Enterprise Co., Ltd.
  12,774,342   3,842,430
#
Yonyu Plastics Co., Ltd.
  993,050   1,082,834
#
Young Fast Optoelectronics Co., Ltd.
  1,446,137   937,539
 
Young Optics, Inc.
  18,000   41,785
 
Youngtek Electronics Corp.
  1,414,569   2,211,313
 
Yuanta Financial Holding Co., Ltd.
  49,662,301   32,160,290
 
Yuanta Futures Co., Ltd.
  48,000   87,107
 
Yuen Chang Stainless Steel Co., Ltd.
  26,000   14,759
 
Yulon Finance Corp.
  1,619,200   5,895,503
#
Yulon Motor Co., Ltd.
  10,532,715   6,181,482
 
Yung Chi Paint & Varnish Manufacturing Co., Ltd.
  385,350   893,004
 
Yungshin Construction & Development Co., Ltd.
  580,200   657,432
 
YungShin Global Holding Corp.
  1,187,400   1,738,552
 
Zeng Hsing Industrial Co., Ltd.
  655,974   2,784,175
 
Zenitron Corp.
  2,013,000   1,362,971
#
Zero One Technology Co., Ltd.
  987,000   899,881
 
Zhen Ding Technology Holding, Ltd.
  4,406,150   17,041,385
#
Zig Sheng Industrial Co., Ltd.
  6,527,638   1,586,755
#
Zinwell Corp.
  2,994,979   1,835,836
 
Zippy Technology Corp.
  1,111,028   1,307,933
#
ZongTai Real Estate Development Co., Ltd.
  1,056,625   1,071,595
TOTAL TAIWAN
      4,687,292,664
THAILAND — (3.0%)
 
AAPICO Hitech PCL
  160,600   70,588
 
AAPICO Hitech PCL
  867,080   381,104
 
Advanced Info Service PCL
  3,970,609   25,986,661
 
Advanced Information Technology PCL, Class F
  695,100   388,025
 
AEON Thana Sinsap Thailand PCL
  442,400   2,320,578
 
AEON Thana Sinsap Thailand PCL
  11,200   58,749
 
After You PCL
  589,300   194,732
 
Airports of Thailand PCL
  14,940,500   33,792,276
 
AJ Plast PCL
  1,649,700   436,639
 
Allianz Ayudhya Capital PCL
  168,700   213,784
 
AMA Marine PCL
  544,500   85,597
 
Amata Corp. PCL
  3,403,000   1,779,560
 
Ananda Development PCL
  19,544,800   1,291,700
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
AP Thailand PCL
  18,561,836   $4,108,972
*
Asia Aviation PCL
  25,757,500   1,437,859
 
Asia Green Energy PCL
  2,122,800   59,250
 
Asia Plus Group Holdings PCL
  13,410,000   722,772
 
Asia Plus Group Holdings PCL
  468,800   25,267
 
Asia Sermkij Leasing PCL
  1,158,900   957,385
 
Asian Insulators PCL
  9,576,560   325,671
 
Asian Sea Corp. PCL
  1,096,900   142,171
 
B Grimm Power PCL
  2,900,500   5,769,362
 
Bangchak Corp. PCL
  6,185,800   4,961,341
 
Bangkok Airways PCL
  7,420,100   1,404,510
 
Bangkok Aviation Fuel Services PCL
  2,448,642   2,238,893
 
Bangkok Bank PCL
  672,700   3,118,548
 
Bangkok Bank PCL
  516,300   2,385,217
 
Bangkok Chain Hospital PCL
  12,490,350   6,211,114
 
Bangkok Dusit Medical Services PCL, Class F
  15,506,500   12,387,291
 
Bangkok Expressway & Metro PCL
  46,194,255   16,302,111
 
Bangkok Insurance PCL
  23,140   213,806
 
Bangkok Land PCL
  1,923,100   73,420
 
Bangkok Land PCL
  146,773,704   5,603,488
 
Bangkok Life Assurance PCL
  3,652,040   2,261,289
 
Bangkok Ranch PCL
  6,134,500   452,658
 
Bank of Ayudhya PCL
  29,100   26,141
 
Banpu PCL
  19,300,510   6,253,935
 
Banpu Power PCL
  2,313,500   1,098,486
 
BCPG PCL
  3,805,200   1,941,055
 
Beauty Community PCL
  22,044,000   1,598,314
*
BEC World PCL
  15,137,300   2,573,875
 
Berli Jucker PCL
  4,433,050   5,831,089
 
Better World Green PCL
  21,189,600   360,298
 
BJC Heavy Industries PCL, Class F
  2,397,600   134,610
 
BTS Group Holdings PCL
  11,104,700   4,453,280
 
Bumrungrad Hospital PCL
  2,162,800   9,263,195
 
Buriram Sugar PCL
  1,876,960   225,211
 
Cal-Comp Electronics Thailand PCL, Class F
  19,991,928   1,135,249
 
Carabao Group PCL, Class F
  1,021,900   2,909,645
 
Central Pattana PCL
  7,024,600   13,690,871
 
Central Plaza Hotel PCL
  5,233,600   3,643,539
 
CH Karnchang PCL
  4,513,867   2,881,808
 
Charoen Pokphand Foods PCL
  20,894,100   20,109,817
 
Charoong Thai Wire & Cable PCL, Class F
  1,044,500   167,549
 
Chularat Hospital PCL, Class F
  36,526,200   3,163,963
*
CIMB Thai Bank PCL
  1,623,900   32,822
 
COL PCL
  406,700   217,898
 
Com7 PCL, Class F
  6,992,300   6,056,853
 
Communication & System Solution PCL
  1,612,000   61,543
*
Country Group Development PCL
  14,436,400   407,572
*
Country Group Holdings PCL
  6,787,311   180,734
 
CP ALL PCL
  19,392,000   44,016,169
 
Delta Electronics Thailand PCL
  218,300   386,945
 
Demco PCL
  847,400   71,228
 
Dhipaya Insurance PCL
  3,297,900   2,571,029
 
Diamond Building Products PCL
  1,338,000   272,579
 
Do Day Dream PCL
  270,300   194,248
 
Dynasty Ceramic PCL
  29,183,360   1,685,276
 
East Coast Furnitech P.L.C.
  245,900   9,625
 
Eastern Polymer Group PCL, Class F
  4,707,900   853,373
 
Eastern Printing PCL
  2,451,204   278,385
 
Eastern Water Resources Development and Management PCL, Class F
  4,255,600   1,570,080
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
Electricity Generating PCL
  764,400   $7,455,168
 
Energy Absolute PCL
  7,415,300   10,289,115
 
Erawan Group PCL (The)
  16,137,000   2,226,150
 
Esso Thailand PCL
  9,337,100   2,021,990
*
Everland PCL
  2,474,500   19,053
 
Forth Corp. PCL
  935,400   186,060
 
Forth Smart Service PCL
  3,867,600   806,526
 
Fortune Parts Industry PCL, Class F
  4,276,600   296,357
 
GFPT PCL
  5,838,122   2,322,512
 
Global Green Chemicals PCL, Class F
  2,140,200   789,615
 
Global Power Synergy PCL, Class F
  2,229,926   6,009,425
 
GMM Grammy PCL
  370,000   115,499
 
Grande Asset Hotels & Property PCL
  2,158,431   47,780
 
Gunkul Engineering PCL
  8,898,700   753,692
 
Haad Thip PCL
  77,400   56,119
 
Hana Microelectronics PCL
  5,872,657   6,641,359
 
Home Product Center PCL
  29,244,815   13,698,245
 
ICC International PCL
  51,000   63,402
 
Ichitan Group PCL
  8,095,000   1,293,330
 
Indorama Ventures PCL
  9,343,400   8,468,112
 
Interhides PCL
  1,788,800   211,190
 
Interlink Communication PCL
  1,060,950   121,854
 
Interlink Telecom PCL
  311,400   20,980
 
Intouch Holdings PCL
  843,114   1,507,976
 
Intouch Holdings PCL, Class F
  794,700   1,421,384
 
IRPC PCL
  60,319,390   5,573,303
 
Italian-Thai Development PCL
  27,670,519   1,287,207
 
Jasmine International PCL
  40,370,300   6,540,584
 
JMT Network Services PCL, Class F
  2,366,700   1,662,840
 
Jubilee Enterprise PCL
  127,400   72,753
 
JWD Infologistics PCL
  955,900   225,405
 
Kang Yong Electric PCL
  1,400   11,723
 
Karmarts PCL
  5,841,366   689,645
 
Kasikornbank PCL
  1,466,600   6,634,283
 
Kasikornbank PCL
  3,542,100   15,966,155
 
KCE Electronics PCL
  5,145,364   3,086,888
 
KGI Securities Thailand PCL
  16,030,000   2,365,672
 
Khon Kaen Sugar Industry PCL
  19,034,648   1,453,400
 
Khonburi Sugar PCL
  284,500   34,501
 
Kiatnakin Bank PCL
  2,572,607   5,632,994
 
Krung Thai Bank PCL
  16,786,375   8,670,537
 
Krungthai Card PCL
  6,184,100   6,795,169
 
Lam Soon Thailand PCL
  2,797,200   443,316
 
Land & Houses PCL
  6,500,500   1,939,514
 
Land & Houses PCL
  12,114,380   3,614,493
 
Lanna Resources PCL
  2,426,250   576,011
 
LH Financial Group PCL
  52,688,427   2,298,886
*
Loxley PCL
  14,431,135   569,467
 
LPN Development PCL
  11,274,896   1,757,972
 
Major Cineplex Group PCL
  5,974,300   4,063,367
 
Maybank Kim Eng Securities Thailand PCL
  330,900   71,127
 
MBK PCL
  7,249,700   4,628,458
 
MC Group PCL
  2,688,000   845,120
*
MCOT PCL
  1,938,900   575,387
 
MCS Steel PCL
  3,343,300   1,061,876
 
Mega Lifesciences PCL
  3,653,900   3,194,378
 
Millcon Steel PCL
  2,111,406   35,901
 
Minor International PCL
  7,359,357   7,260,194
 
MK Restaurants Group PCL
  949,800   2,110,159
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
Modernform Group PCL
  724,300   $53,910
*
Mono Technology PCL, Class F
  20,115,500   496,918
 
Muang Thai Insurance PCL
  19,800   50,818
 
Muangthai Capital PCL
  4,370,200   9,113,346
 
Muramoto Electron Thailand PCL
  7,400   41,546
 
Namyong Terminal PCL
  3,714,800   431,427
 
Nava Nakorn PCL
  830,300   58,070
 
Nawarat Patanakarn PCL
  680,800   9,392
 
Netbay PCL
  732,600   763,860
 
Noble Development PCL
  329,400   172,256
 
Origin Property PCL, Class F
  9,457,500   1,987,380
*
Padaeng Industry PCL
  1,095,900   189,858
 
PCS Machine Group Holding PCL
  1,809,900   325,167
 
Plan B Media Pcl, Class F
  13,455,600   2,568,522
 
Platinum Group PCL (The), Class F
  1,577,800   198,427
 
Polyplex Thailand PCL
  5,281,587   2,287,502
 
Power Line Engineering PCL
  587,500   16,775
*
Precious Shipping PCL
  8,077,600   1,490,093
 
Premier Marketing PCL
  3,929,600   800,544
 
Prima Marine PCL
  3,921,100   691,885
*
Principal Capital PCL
  897,100   132,392
 
Property Perfect PCL
  59,360,600   1,504,487
 
Pruksa Holding PCL
  9,227,000   4,173,908
 
PTG Energy PCL
  8,857,900   3,950,106
 
PTT Exploration & Production PCL
  8,636,869   34,636,145
 
PTT Global Chemical PCL
  11,646,211   18,308,128
 
PTT PCL
  69,321,000   96,186,501
 
Pylon PCL
  1,567,100   247,357
 
Quality Houses PCL
  64,865,704   5,160,954
 
Raimon Land PCL
  22,785,400   628,664
 
Rajthanee Hospital PCL
  25,100   19,971
 
Ratch Group PCL
  45,500   99,262
 
Ratch Group PCL
  2,544,501   5,551,045
 
Ratchthani Leasing PCL
  15,281,575   2,671,947
*
Regional Container Lines PCL
  4,581,200   405,650
 
Robinson PCL
  333,800   575,610
 
Rojana Industrial Park PCL
  10,998,312   1,799,531
 
RS PCL
  4,996,300   1,763,211
 
S 11 Group PCL
  1,074,300   248,154
 
Sabina PCL
  108,500   81,801
 
Saha Pathana Inter-Holding PCL
  33,600   74,379
*
Sahakol Equipment PCL
  5,765,900   320,019
 
Sahamitr Pressure Container PCL
  374,800   69,140
 
Saha-Union PCL
  723,700   986,758
 
Sahaviriya Steel Industries PCL
  72,645,680   21,908
 
Samart Corp. PCL
  4,765,500   1,146,655
*
Samart Digital Public Co., Ltd.
  3,759,200   20,503
 
Samart Telcoms PCL
  3,315,100   760,442
 
Sansiri PCL
  101,656,685   3,261,363
 
Sappe PCL
  2,009,000   1,263,279
 
SC Asset Corp. PCL
  25,133,916   1,790,096
 
Scan Inter PCL, Class F
  3,321,200   184,334
*
SCG Ceramics PCL
  6,618,192   282,393
 
SEAFCO PCL
  5,401,384   1,039,727
 
Sena Development PCL
  2,223,650   188,336
 
Sermsang Power Corp. Co., Ltd.
  421,900   96,102
 
Siam Cement PCL (The)
  1,097,700   12,607,526
 
Siam Cement PCL (The)
  737,000   8,464,742
 
Siam City Cement PCL
  535,988   3,215,584
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
Siam City Cement PCL
  7,624   $45,739
 
Siam Commercial Bank PCL (The)
  5,153,669   16,203,387
 
Siam Future Development PCL
  10,399,602   1,784,981
 
Siam Global House PCL
  8,314,386   3,787,754
 
Siam Wellness Group PCL, Class F
  2,340,200   915,959
 
Siamgas & Petrochemicals PCL
  11,037,400   2,903,647
 
Singha Estate PCL
  23,353,017   1,693,225
 
Sino-Thai Engineering & Construction PCL
  5,172,800   2,505,912
 
SNC Former PCL
  1,058,000   312,275
 
Somboon Advance Technology PCL
  2,813,425   1,146,310
 
SPCG PCL
  4,491,800   2,882,130
 
Sri Trang Agro-Industry PCL
  12,203,340   5,089,619
*
Sriracha Construction PCL
  765,700   158,446
 
Srisawad Corp. PCL
  5,056,322   12,166,319
 
Srithai Superware PCL
  13,370,500   304,557
 
Srivichai Vejvivat PCL
  98,800   21,396
 
Star Petroleum Refining PCL
  23,950,700   6,531,311
 
STP & I PCL
  12,497,433   2,365,571
 
Supalai PCL
  9,892,525   5,141,447
 
Super Energy Corp. PCL
  142,893,400   2,338,006
 
Susco PCL
  2,606,800   225,806
 
Symphony Communication PCL
  143,477   12,244
 
Synnex Thailand PCL
  2,696,290   570,918
 
Syntec Construction PCL
  10,648,000   655,892
 
TAC Consumer PCL, Class F
  971,500   128,411
 
Taokaenoi Food & Marketing PCL, Class F
  3,804,800   1,129,111
*
Tata Steel Thailand PCL
  31,628,900   405,889
 
TCM Corp. PCL
  657,200   40,482
 
Thai Agro Energy PCL
  980,300   114,478
*
Thai Airways International PCL
  12,555,837   2,316,204
 
Thai Central Chemical PCL
  228,900   148,341
 
Thai Nakarin Hospital PCL
  155,500   158,394
 
Thai Oil PCL
  7,692,300   12,832,839
 
Thai Rayon PCL
  6,000   5,053
 
Thai Rayon PCL
  20,400   17,180
 
Thai Reinsurance PCL
  5,342,300   102,835
 
Thai Solar Energy PCL, Class F
  5,033,750   549,078
 
Thai Stanley Electric PCL
  7,500   39,581
 
Thai Stanley Electric PCL, Class F
  170,300   898,760
 
Thai Union Group PCL, Class F
  10,013,760   4,915,320
 
Thai Vegetable Oil PCL
  4,078,025   3,826,828
 
Thai Wah PCL, Class F
  3,961,700   508,399
*
Thaicom PCL
  6,636,500   804,811
 
Thaifoods Group PCL
  9,621,600   1,395,240
 
Thaire Life Assurance PCL
  3,783,600   432,134
 
Thanachart Capital PCL
  5,880,100   9,809,599
 
Thitikorn PCL
  1,890,800   561,113
 
Thoresen Thai Agencies PCL
  12,686,700   1,481,540
 
Tipco Asphalt PCL
  1,259,700   836,567
 
Tipco Asphalt PCL
  3,394,300   2,254,155
 
TIPCO Foods PCL
  2,530,800   576,474
 
Tisco Financial Group PCL
  90   297
 
Tisco Financial Group PCL
  1,707,700   5,643,025
 
TKS Technologies PCL
  619,500   124,218
 
TMB Bank PCL
  161,711,025   7,315,128
 
TMT Steel PCL
  3,603,800   453,221
 
TOA Paint Thailand PCL
  638,200   737,093
 
Total Access Communication PCL
  3,153,400   4,501,967
 
Total Access Communication PCL
  4,052,600   5,785,714
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
TPC Power Holdings Co., Ltd.
  2,010,800   $774,129
 
TPI Polene PCL
  86,984,310   4,381,308
 
TPI Polene Power PCL
  5,987,400   825,981
 
True Corp. PCL
  88,899,448   10,723,835
 
TTCL PCL
  2,329,478   310,896
 
TTW PCL
  12,651,400   5,641,786
*
U City PCL, Class F
  9,526,239   461,489
 
Union Auction PCL
  428,200   89,294
 
Unique Engineering & Construction PCL
  10,364,205   2,377,416
 
United Paper PCL
  3,376,300   1,034,445
 
Univanich Palm Oil PCL
  1,299,900   218,944
 
Univentures PCL
  9,933,100   1,478,652
 
Vanachai Group PCL
  7,945,840   948,300
 
VGI PCL
  4,999,300   1,411,416
 
Vibhavadi Medical Center PCL
  34,553,300   1,806,926
 
Vinythai PCL
  2,893,500   2,237,194
 
WHA Corp. PCL
  15,881,400   1,620,239
 
WHA Utilities and Power PCL
  3,043,100   502,790
 
Workpoint Entertainment PCL
  2,021,580   817,193
TOTAL THAILAND
      861,042,624
TURKEY — (1.0%)
#
Adana Cimento Sanayii TAS, Class A
  220,293   350,577
*
Afyon Cimento Sanayi TAS
  259,846   305,055
*
Akbank T.A.S.
  10,237,241   14,127,583
#
Akcansa Cimento A.S.
  168,313   298,321
 
Aksa Akrilik Kimya Sanayii A.S.
  978,843   2,306,065
*
Aksa Enerji Uretim A.S.
  1,358,614   925,340
 
Aksigorta A.S.
  1,311,492   1,496,872
#
Alarko Holding A.S.
  622,104   641,421
#*
Albaraka Turk Katilim Bankasi A.S.
  9,910,723   2,797,163
 
Alkim Alkali Kimya A.S.
  150,777   1,109,344
 
Anadolu Anonim Turk Sigorta Sirketi
  1,758,404   1,454,651
 
Anadolu Cam Sanayii A.S.
  2,584,989   2,044,317
 
Anadolu Efes Biracilik Ve Malt Sanayii A.S.
  530,341   2,191,153
 
Anadolu Hayat Emeklilik A.S.
  655,688   792,981
#*
Arcelik A.S.
  1,117,385   3,895,011
#
Aselsan Elektronik Sanayi Ve Ticaret A.S.
  676,570   2,647,452
 
AvivaSA Emeklilik ve Hayat A.S., Class A
  111,545   261,740
 
Aygaz A.S.
  355,404   785,148
#*
Bagfas Bandirma Gubre Fabrikalari A.S.
  305,717   978,974
#*
Bera Holding A.S.
  3,196,591   2,356,349
#*
Besiktas Futbol Yatirimlari Sanayi ve Ticaret A.S.
  1,083,806   463,922
#
BIM Birlesik Magazalar A.S.
  2,382,926   19,395,343
 
Bizim Toptan Satis Magazalari A.S.
  60,447   113,154
#
Borusan Mannesmann Boru Sanayi ve Ticaret A.S.
  483,493   1,020,821
 
Borusan Yatirim ve Pazarlama A.S.
  2,670   31,132
#*
Brisa Bridgestone Sabanci Sanayi ve Ticaret A.S.
  205,704   329,086
*
Bursa Cimento Fabrikasi A.S.
  137,294   151,947
#
Celebi Hava Servisi A.S.
  54,179   908,829
#
Cemtas Celik Makina Sanayi Ve Ticaret A.S.
  238,577   326,424
#*
Cimsa Cimento Sanayi VE Ticaret A.S.
  337,154   555,145
 
Coca-Cola Icecek A.S.
  664,133   5,140,454
*
Deva Holding A.S.
  174,912   328,184
#
Dogan Sirketler Grubu Holding A.S.
  16,793,354   5,715,010
 
Dogus Otomotiv Servis ve Ticaret A.S.
  297,249   596,998
 
EGE Endustri VE Ticaret A.S.
  11,175   1,257,697
#
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret A.S.
  1,227,778   856,632
 
ENERJISA ENERJI AS
  1,103,502   1,495,237
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TURKEY — (Continued)
 
Enka Insaat ve Sanayi A.S.
  2,531,937   $2,980,381
#
Erbosan Erciyas Boru Sanayii ve Ticaret A.S.
  153,487   651,482
 
Eregli Demir ve Celik Fabrikalari TAS
  10,373,060   16,111,280
#*
Fenerbahce Futbol A.S.
  358,337   1,027,874
 
Ford Otomotiv Sanayi A.S.
  387,815   4,855,977
*
Global Yatirim Holding A.S.
  1,049,896   851,500
#
Goodyear Lastikleri TAS
  1,276,095   1,013,993
*
Gozde Girisim Sermayesi Yatirim Ortakligi A.S.
  2,519,523   2,065,554
#*
GSD Holding AS
  2,231,315   589,944
#*
Gubre Fabrikalari TAS
  561,747   963,190
#
Hektas Ticaret TAS
  1,942,593   3,358,991
#*
Ihlas Holding A.S.
  2,287,995   324,788
#*
Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim A.S.
  783,793   1,296,035
#*
Is Finansal Kiralama A.S.
  483,788   352,109
 
Is Yatirim Menkul Degerler A.S., Class A
  1,347,838   1,112,121
#
Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class A
  2,608,136   1,225,645
#
Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class D
  7,261,045   3,412,149
#*
Karsan Otomotiv Sanayii Ve Ticaret A.S.
  6,615,817   1,877,932
#
Kartonsan Karton Sanayi ve Ticaret A.S.
  5,309   396,566
#*
Kerevitas Gida Sanayi ve Ticaret A.S.
  197,574   112,325
 
KOC Holding A.S.
  711,489   2,315,638
*
Konya Cimento Sanayii A.S.
  4,048   187,411
 
Kordsa Teknik Tekstil A.S.
  855,433   2,011,479
#*
Koza Altin Isletmeleri A.S.
  284,691   3,810,213
#*
Koza Anadolu Metal Madencilik Isletmeleri A.S.
  2,093,080   3,700,752
#*
Logo Yazilim Sanayi Ve Ticaret A.S.
  103,205   1,071,454
*
Mavi Giyim Sanayi Ve Ticaret AS, Class B
  16,782   159,238
*
Metro Ticari ve Mali Yatirimlar Holding A.S.
  2,550,351   617,457
*
Migros Ticaret A.S.
  494,849   2,076,944
*
MLP Saglik Hizmetleri AS
  6,210   18,055
*
NET Holding A.S.
  2,331,109   938,977
#*
Netas Telekomunikasyon A.S.
  162,806   403,983
 
Nuh Cimento Sanayi A.S.
  279,156   545,347
 
Otokar Otomotiv Ve Savunma Sanayi A.S.
  48,021   1,305,022
#*
Pegasus Hava Tasimaciligi A.S.
  449,523   5,141,199
#*
Petkim Petrokimya Holding A.S.
  9,328,403   6,281,058
#
Polisan Holding A.S.
  827,559   468,144
#
Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret A.S.
  884,157   910,555
#
Sasa Polyester Sanayi A.S.
  540,261   734,446
#*
Sekerbank Turk AS
  4,693,853   1,091,145
 
Selcuk Ecza Deposu Ticaret ve Sanayi A.S.
  1,486,316   1,773,483
#
Soda Sanayii A.S.
  2,632,762   2,928,842
#*
Tat Gida Sanayi A.S.
  239,350   291,013
#
TAV Havalimanlari Holding A.S.
  1,633,463   7,430,616
#
Tekfen Holding A.S.
  2,103,426   6,757,305
 
Tofas Turk Otomobil Fabrikasi A.S.
  826,016   3,642,775
#
Trakya Cam Sanayii A.S.
  5,969,225   4,016,257
 
Tupras Turkiye Petrol Rafinerileri A.S.
  429,193   8,063,289
#*
Turcas Petrol A.S.
  946,884   529,881
#*
Turk Hava Yollari AO
  5,998,536   13,685,022
#*
Turk Telekomunikasyon A.S.
  3,159,170   4,095,321
*
Turk Traktor ve Ziraat Makineleri A.S.
  64,126   646,245
 
Turkcell Iletisim Hizmetleri A.S.
  7,556,273   17,776,994
#
Turkcell Iletisim Hizmetleri A.S., ADR
  265,941   1,550,436
*
Turkiye Garanti Bankasi A.S.
  7,788,408   15,455,846
#*
Turkiye Halk Bankasi A.S.
  4,252,292   4,913,866
*
Turkiye Is Bankasi A.S., Class C
  5,645,093   6,818,491
#*
Turkiye Sinai Kalkinma Bankasi A.S.
  19,463,875   4,451,160
#
Turkiye Sise ve Cam Fabrikalari A.S.
  4,460,918   4,140,579
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TURKEY — (Continued)
*
Turkiye Vakiflar Bankasi TAO, Class D
  6,661,908   $7,345,317
*
Ulker Biskuvi Sanayi A.S.
  1,291,337   5,030,859
#*
Vestel Elektronik Sanayi ve Ticaret A.S.
  1,163,272   2,698,238
*
Yapi ve Kredi Bankasi A.S.
  10,481,875   5,196,073
*
Yatas Yatak ve Yorgan Sanayi ve Ticaret A.S.
  1,306,872   1,843,847
#*
Zorlu Enerji Elektrik Uretim A.S.
  1,603,291   443,422
TOTAL TURKEY
      290,345,062
TOTAL COMMON STOCKS
      27,627,381,734
PREFERRED STOCKS — (2.0%)
BRAZIL — (1.9%)
 
AES Tiete Energia SA
  6,203   4,215
*
Alpargatas SA
  1,167,181   9,767,844
*
AZUL SA
  356,000   4,926,110
 
Banco ABC Brasil S.A.
  1,175,019   5,956,583
 
Banco Bradesco SA
  7,287,556   55,967,804
 
Banco do Estado do Rio Grande do Sul SA, Class B
  2,702,394   12,677,134
 
Banco Pan SA
  1,512,331   3,432,461
 
Braskem SA, Class A
  245,575   1,809,156
 
Centrais Eletricas Brasileiras SA, Class B
  696,503   6,646,915
 
Centrais Eletricas Santa Catarina
  66,063   825,749
 
Cia Brasileira de Distribuicao
  1,056,193   20,982,791
 
Cia de Saneamento do Parana
  1,932,402   8,992,848
 
Cia de Transmissao de Energia Eletrica Paulista
  1,479,095   7,667,284
 
Cia Energetica de Minas Gerais
  3,804,855   13,282,253
 
Cia Energetica de Sao Paulo, Class B
  1,420,787   10,553,223
 
Cia Energetica do Ceara, Class A
  91,730   1,336,560
 
Cia Ferro Ligas da Bahia - FERBASA
  605,082   2,755,125
 
Cia Paranaense de Energia
  634,941   10,885,296
 
Eucatex SA Industria e Comercio
  95,359   166,554
 
Gerdau SA
  2,824,371   13,222,958
*
Gol Linhas Aereas Inteligentes SA
  306,300   2,449,628
 
Itau Unibanco Holding SA
  15,664,317   120,044,572
 
Lojas Americanas SA
  1,217,372   7,831,363
 
Marcopolo SA
  3,615,445   4,086,012
 
Petroleo Brasileiro SA
  28,735,931   190,897,407
 
Randon SA Implementos e Participacoes
  1,563,362   4,964,676
 
Schulz SA
  125,540   345,905
 
Telefonica Brasil SA
  1,084,893   15,045,018
 
Unipar Carbocloro SA
  703,574   5,372,179
 
Usinas Siderurgicas de Minas Gerais SA, Class A
  4,028,898   9,059,517
TOTAL BRAZIL
      551,955,140
CHILE — (0.0%)
 
Coca-Cola Embonor SA, Class B
  329,325   491,348
 
Embotelladora Andina SA, Class B
  1,291,362   3,370,787
 
Sociedad Quimica y Minera de Chile SA, Class B
  87,886   2,450,907
TOTAL CHILE
      6,313,042
COLOMBIA — (0.1%)
 
Avianca Holdings SA
  2,918,572   1,719,568
 
Banco Davivienda SA
  620,768   8,345,881
 
Bancolombia SA
  299,076   3,908,976
 
Grupo Argos SA
  93,838   356,694
 
Grupo Aval Acciones y Valores SA
  10,167,208   4,310,658
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
 
COLOMBIA — (Continued)
 
Grupo de Inversiones Suramericana SA
  241,658   $1,971,421
TOTAL COLOMBIA
      20,613,198
SOUTH KOREA — (0.0%)
#*
AMOREPACIFIC Group
  6,521   265,086
*
CJ Corp.
  9,975   514,416
TOTAL SOUTH KOREA
      779,502
TOTAL PREFERRED STOCKS
      579,660,882
RIGHTS/WARRANTS — (0.0%)
CHINA — (0.0%)
*
Legend Holdings Corp. Rights 05/23/19
  16,192   0
MALAYSIA — (0.0%)
*
Serba Dinamik Holdings Bhd Rights 12/31/2099
  2,408,460   196,885
SOUTH AFRICA — (0.0%)
*
Brait SE Rights 02/14/2020
  2,769,803   289,741
TAIWAN — (0.0%)
*
QST International Corp. Rights 02/11/20
  43,099   0
THAILAND — (0.0%)
*
BTS Group Holdings PCL Warrants 02/16/21
  1,423,910   0
*
Grande Asset Hotels Foreign Rights 06/03/19
  215,843   0
*
Property Perfect Rights 09/30/19
  7,114,575   0
TOTAL THAILAND
      0
TOTAL RIGHTS/WARRANTS
      486,626
TOTAL INVESTMENT SECURITIES

(Cost $24,830,127,447)
      28,207,529,242
    
        Value†
SECURITIES LENDING COLLATERAL — (2.2%)
@§
The DFA Short Term Investment Fund
  54,698,226 632,967,874
TOTAL INVESTMENTS — (100.0%)  
(Cost $25,475,784,092)^^
    $28,840,497,116
As of January 31, 2020, 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:                    
MSCI Emerging Markets Index
  650   03/20/20   $35,460,320   $34,128,250   $(1,332,070)
S&P 500® Emini Index
  1,277   03/20/20   207,001,352   205,852,400   (1,148,952)
Total Futures Contracts
          $242,461,672   $239,980,650   $(2,481,022)
Emerging Markets Core Equity Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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              
Brazil
$2,135,232,635   $115,518   —   $2,135,348,153
Chile
89,551,522   173,992,482   —   263,544,004
China
1,135,185,181   5,104,352,158   —   6,239,537,339
Colombia
89,678,466   —   —   89,678,466
Czech Republic
—   45,298,914   —   45,298,914
Egypt
2,417,716   20,199,865   —   22,617,581
Greece
—   76,744,686   —   76,744,686
Hong Kong
—   312,411   —   312,411
Hungary
276,252   100,031,499   —   100,307,751
India
153,536,824   3,361,364,220   —   3,514,901,044
Indonesia
25,877,008   702,682,910   —   728,559,918
Malaysia
8,790   754,063,822   —   754,072,612
Mexico
868,815,909   3,636   —   868,819,545
Peru
36,640,516   1,020   —   36,641,536
Philippines
5,432,644   302,340,105   —   307,772,749
Poland
—   311,695,390   —   311,695,390
Russia
71,261,398   390,659,938   —   461,921,336
South Africa
200,676,724   1,476,345,288   —   1,677,022,012
South Korea
80,340,727   4,072,045,844   —   4,152,386,571
Spain
1,519,366   —   —   1,519,366
Taiwan
609,621,760   4,077,670,904   —   4,687,292,664
Thailand
861,020,716   21,908   —   861,042,624
Turkey
1,550,436   288,794,626   —   290,345,062
Preferred Stocks              
Brazil
551,955,140   —   —   551,955,140
Chile
—   6,313,042   —   6,313,042
Colombia
20,613,198   —   —   20,613,198
South Korea
—   779,502   —   779,502
Rights/Warrants              
Malaysia
—   196,885   —   196,885
South Africa
—   289,741   —   289,741
Securities Lending Collateral
—   632,967,874   —   632,967,874
Futures Contracts**
(2,481,022)   —   —   (2,481,022)
TOTAL
$6,938,731,906   $21,899,284,188   —   $28,838,016,094
** Valued at the unrealized appreciation/(depreciation) on the investment.
U.S. Large Cap Equity Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
    
      Shares   Value†
COMMON STOCKS — (98.5%)
COMMUNICATION SERVICES — (10.0%)
 
Activision Blizzard, Inc.
  39,170   $2,290,662
*
Alphabet, Inc., Class A
  12,731   18,240,722
*
Alphabet, Inc., Class C
  13,137   18,841,480
*
Altice USA, Inc., Class A
  15,235   416,830
 
AT&T, Inc.
  372,712   14,021,425
 
Cable One, Inc.
  731   1,245,646
 
CenturyLink, Inc.
  153,237   2,093,217
*
Charter Communications, Inc., Class A
  9,235   4,778,743
 
Comcast Corp., Class A
  278,872   12,044,482
#*
Discovery, Inc., Class A
  21,517   629,587
*
Discovery, Inc., Class C
  46,175   1,282,280
*
DISH Network Corp., Class A
  30,825   1,133,127
*
Electronic Arts, Inc.
  12,888   1,390,873
*
Facebook, Inc., Class A
  123,187   24,872,687
 
Fox Corp., Class A
  37,646   1,395,914
*
Fox Corp., Class B
  26,829   974,698
*
GCI Liberty, Inc., Class A
  12,028   880,209
*
IAC/InterActiveCorp
  2,663   648,680
 
Interpublic Group of Cos., Inc. (The)
  70,417   1,598,466
*
Liberty Broadband Corp., Class A
  2,108   277,392
*
Liberty Broadband Corp., Class C
  12,483   1,659,365
*
Liberty Media Corp.-Liberty Formula One, Class A
  1,334   59,430
*
Liberty Media Corp.-Liberty Formula One, Class C
  18,560   868,422
*
Liberty Media Corp.-Liberty SiriusXM, Class A
  8,443   410,077
*
Liberty Media Corp.-Liberty SiriusXM, Class C
  17,582   861,870
#*
Live Nation Entertainment, Inc.
  9,576   652,700
*
Madison Square Garden Co. (The), Class A
  2,310   684,199
#*
Match Group, Inc.
  3,203   250,539
*
Netflix, Inc.
  17,431   6,015,264
#
New York Times Co. (The), Class A
  7,715   246,957
 
News Corp., Class A
  39,103   532,583
 
News Corp., Class B
  20,020   279,679
#
Omnicom Group, Inc.
  14,824   1,116,395
#*
Roku, Inc.
  3,149   380,872
#
Sirius XM Holdings, Inc.
  63,506   448,987
#*
Snap, Inc., Class A
  44,016   809,014
*
Spotify Technology S.A.
  4,129   583,428
#*
Sprint Corp.
  54,103   236,430
*
Take-Two Interactive Software, Inc.
  6,759   842,442
*
T-Mobile US, Inc.
  21,023   1,664,811
*
Twitter, Inc.
  43,359   1,408,300
 
Verizon Communications, Inc.
  328,424   19,521,523
#
ViacomCBS, Inc., Class A
  868   32,967
 
ViacomCBS, Inc., Class B
  68,901   2,351,591
 
Walt Disney Co. (The)
  73,074   10,106,865
*
Zayo Group Holdings, Inc.
  33,290   1,156,827
#*
Zillow Group, Inc., Class A
  7,062   326,264
#*
Zillow Group, Inc., Class C
  14,926   689,730
*
Zynga, Inc., Class A
  24,000   144,480
TOTAL COMMUNICATION SERVICES
      163,399,131
CONSUMER DISCRETIONARY — (10.6%)
 
Advance Auto Parts, Inc.
  7,062   930,418
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
CONSUMER DISCRETIONARY — (Continued)
*
Amazon.com, Inc.
  20,811   $41,803,472
 
Aptiv P.L.C.
  23,965   2,031,992
 
Aramark
  30,644   1,352,626
#
Autoliv, Inc.
  15,271   1,170,217
*
AutoZone, Inc.
  1,016   1,074,887
 
Best Buy Co., Inc.
  21,259   1,800,425
*
Booking Holdings, Inc.
  2,280   4,173,654
 
BorgWarner, Inc.
  35,095   1,203,407
*
Bright Horizons Family Solutions, Inc.
  6,512   1,066,210
*
Burlington Stores, Inc.
  3,608   784,632
#*
Caesars Entertainment Corp.
  67,825   927,168
*
CarMax, Inc.
  15,463   1,500,529
 
Carnival Corp.
  27,812   1,210,656
#*
Carvana Co.
  1,482   117,448
*
Chipotle Mexican Grill, Inc.
  1,138   986,373
 
Columbia Sportswear Co.
  9,793   919,759
 
Darden Restaurants, Inc.
  11,644   1,355,711
 
Dollar General Corp.
  13,033   1,999,392
*
Dollar Tree, Inc.
  20,525   1,787,112
 
Domino's Pizza, Inc.
  2,005   564,909
 
DR Horton, Inc.
  37,610   2,226,512
 
Dunkin' Brands Group, Inc.
  7,895   616,521
 
eBay, Inc.
  56,062   1,881,441
 
Expedia Group, Inc.
  11,862   1,286,434
*
Five Below, Inc.
  5,931   671,508
 
Ford Motor Co.
  239,204   2,109,779
 
Gap, Inc. (The)
  56,097   976,649
 
Garmin, Ltd.
  16,614   1,610,727
 
General Motors Co.
  92,419   3,085,870
 
Gentex Corp.
  42,303   1,259,360
 
Genuine Parts Co.
  17,933   1,677,991
#
Hanesbrands, Inc.
  12,431   171,051
#
Harley-Davidson, Inc.
  31,444   1,050,230
 
Hasbro, Inc.
  5,604   570,879
 
Hilton Worldwide Holdings, Inc.
  10,977   1,183,321
 
Home Depot, Inc. (The)
  44,672   10,189,683
 
Hyatt Hotels Corp., Class A
  4,027   340,443
 
Kohl's Corp.
  25,657   1,096,837
 
Las Vegas Sands Corp.
  19,936   1,302,020
 
Lear Corp.
  9,905   1,220,098
 
Leggett & Platt, Inc.
  17,735   844,009
 
Lennar Corp., Class A
  22,760   1,510,354
 
Lennar Corp., Class B
  1,223   64,220
*
LKQ Corp.
  33,341   1,089,751
 
Lowe's Cos., Inc.
  41,747   4,852,671
*
Lululemon Athletica, Inc.
  5,909   1,414,555
 
Marriott International, Inc., Class A
  15,136   2,119,948
 
McDonald's Corp.
  30,841   6,599,049
 
MGM Resorts International
  28,027   870,519
*
Mohawk Industries, Inc.
  7,112   936,508
 
Newell Brands, Inc.
  42,544   830,884
 
NIKE, Inc., Class B
  67,866   6,535,496
*
Norwegian Cruise Line Holdings, Ltd.
  26,927   1,450,019
*
NVR, Inc.
  252   961,876
*
O'Reilly Automotive, Inc.
  4,121   1,673,538
*
Planet Fitness, Inc., Class A
  7,105   574,013
 
Polaris, Inc.
  9,259   850,347
 
Pool Corp.
  4,542   996,061
 
PulteGroup, Inc.
  27,634   1,233,858
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
CONSUMER DISCRETIONARY — (Continued)
 
PVH Corp.
  8,291   $722,726
 
Ralph Lauren Corp.
  6,413   727,875
 
Ross Stores, Inc.
  19,547   2,192,978
 
Royal Caribbean Cruises, Ltd.
  21,376   2,502,702
 
Service Corp. International
  20,856   1,000,045
*
Skechers U.S.A., Inc., Class A
  15,600   583,284
 
Starbucks Corp.
  48,364   4,102,718
 
Tapestry, Inc.
  43,495   1,120,866
 
Target Corp.
  30,350   3,360,959
*
Tesla, Inc.
  4,836   3,146,156
 
Tiffany & Co.
  13,059   1,750,167
 
TJX Cos., Inc. (The)
  65,533   3,869,068
 
Toll Brothers, Inc.
  12,059   534,937
 
Tractor Supply Co.
  7,829   727,706
*
Ulta Salon Cosmetics & Fragrance, Inc.
  4,244   1,137,010
#*
Under Armour, Inc., Class A
  16,137   325,645
*
Under Armour, Inc., Class C
  13,759   247,112
 
Vail Resorts, Inc.
  2,061   483,325
 
VF Corp.
  13,902   1,153,449
#*
Wayfair, Inc., Class A
  2,776   260,111
#
Whirlpool Corp.
  9,127   1,334,094
 
Wyndham Hotels & Resorts, Inc.
  12,939   739,723
 
Wynn Resorts, Ltd.
  8,686   1,095,826
 
Yum! Brands, Inc.
  12,386   1,310,067
TOTAL CONSUMER DISCRETIONARY
      173,124,576
CONSUMER STAPLES — (6.8%)
 
Altria Group, Inc.
  101,750   4,836,178
 
Archer-Daniels-Midland Co.
  45,139   2,020,422
 
Brown-Forman Corp., Class A
  3,116   200,265
#
Brown-Forman Corp., Class B
  18,030   1,219,549
 
Bunge, Ltd.
  19,260   1,009,802
 
Campbell Soup Co.
  17,791   860,907
 
Casey's General Stores, Inc.
  4,174   671,430
 
Church & Dwight Co., Inc.
  18,140   1,346,351
 
Clorox Co. (The)
  6,836   1,075,371
 
Coca-Cola Co. (The)
  195,222   11,400,965
 
Colgate-Palmolive Co.
  33,343   2,460,047
 
Conagra Brands, Inc.
  38,965   1,282,728
 
Constellation Brands, Inc., Class A
  9,044   1,702,985
 
Costco Wholesale Corp.
  18,091   5,527,162
 
Coty, Inc., Class A
  77,724   797,448
 
Estee Lauder Cos., Inc. (The), Class A
  12,121   2,365,534
 
General Mills, Inc.
  34,824   1,818,509
*
Herbalife Nutrition, Ltd.
  12,623   490,404
 
Hershey Co. (The)
  8,078   1,253,463
#
Hormel Foods Corp.
  48,162   2,276,136
 
Ingredion, Inc.
  11,207   986,216
 
JM Smucker Co. (The)
  9,748   1,009,990
 
Kellogg Co.
  20,429   1,393,462
#
Keurig Dr Pepper, Inc.
  12,324   351,604
 
Kimberly-Clark Corp.
  14,039   2,010,946
 
Kraft Heinz Co. (The)
  30,117   879,416
 
Kroger Co. (The)
  115,430   3,100,450
 
Lamb Weston Holdings, Inc.
  6,989   638,166
 
McCormick & Co., Inc. Non-Voting
  10,357   1,692,023
 
Molson Coors Beverage Co., Class B
  17,664   981,765
 
Mondelez International, Inc., Class A
  61,163   3,509,533
*
Monster Beverage Corp.
  17,598   1,172,027
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
CONSUMER STAPLES — (Continued)
 
PepsiCo, Inc.
  75,950   $10,786,419
 
Philip Morris International, Inc.
  63,716   5,269,313
*
Pilgrim's Pride Corp.
  22,219   578,805
*
Post Holdings, Inc.
  12,069   1,262,055
 
Procter & Gamble Co. (The)
  121,373   15,125,503
 
Sysco Corp.
  26,401   2,168,578
 
Tyson Foods, Inc., Class A
  17,301   1,429,582
*
US Foods Holding Corp.
  31,653   1,271,501
 
Walgreens Boots Alliance, Inc.
  46,365   2,357,660
 
Walmart, Inc.
  72,618   8,314,035
TOTAL CONSUMER STAPLES
      110,904,705
ENERGY — (3.8%)
 
Apache Corp.
  48,559   1,332,459
 
Baker Hughes Co.
  53,084   1,149,799
 
Cabot Oil & Gas Corp.
  33,411   470,761
*
Cheniere Energy, Inc.
  10,433   618,051
 
Chevron Corp.
  96,407   10,329,046
 
Concho Resources, Inc.
  16,423   1,244,535
 
ConocoPhillips
  78,862   4,686,769
 
Continental Resources, Inc.
  20,487   557,656
 
Devon Energy Corp.
  49,600   1,077,312
 
Diamondback Energy, Inc.
  13,374   995,026
 
EOG Resources, Inc.
  35,737   2,605,585
 
Exxon Mobil Corp.
  171,540   10,656,065
 
Halliburton Co.
  99,031   2,159,866
 
Hess Corp.
  31,071   1,757,686
 
HollyFrontier Corp.
  26,291   1,180,992
 
Kinder Morgan, Inc.
  82,645   1,724,801
 
Marathon Oil Corp.
  81,569   927,439
 
Marathon Petroleum Corp.
  30,901   1,684,104
 
National Oilwell Varco, Inc.
  31,355   646,227
 
Noble Energy, Inc.
  19,640   388,283
 
Occidental Petroleum Corp.
  54,875   2,179,635
 
ONEOK, Inc.
  25,552   1,913,078
 
Parsley Energy, Inc., Class A
  32,287   537,256
 
Phillips 66
  22,656   2,070,079
 
Pioneer Natural Resources Co.
  16,891   2,280,285
 
Schlumberger, Ltd.
  71,730   2,403,672
#
Targa Resources Corp.
  22,510   821,615
 
TechnipFMC P.L.C.
  36,250   598,487
 
Valero Energy Corp.
  22,007   1,855,410
 
Williams Cos., Inc. (The)
  91,482   1,892,763
TOTAL ENERGY
      62,744,742
FINANCIALS — (13.4%)
 
Aflac, Inc.
  31,516   1,625,280
*
Alleghany Corp.
  1,120   893,379
 
Allstate Corp. (The)
  13,900   1,647,706
 
Ally Financial, Inc.
  38,756   1,241,355
 
American Express Co.
  35,604   4,623,891
 
American Financial Group, Inc.
  7,312   795,472
 
American International Group, Inc.
  35,270   1,772,670
 
Ameriprise Financial, Inc.
  18,211   3,012,282
 
Aon P.L.C.
  13,102   2,885,715
*
Arch Capital Group, Ltd.
  32,784   1,447,741
 
Ares Management Corp., Class A
  9,384   338,387
 
Arthur J Gallagher & Co.
  19,838   2,034,784
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
FINANCIALS — (Continued)
 
Assurant, Inc.
  6,892   $899,820
*
Athene Holding, Ltd., Class A
  19,153   834,305
 
Bank of America Corp.
  346,450   11,373,953
 
Bank of New York Mellon Corp. (The)
  35,636   1,595,780
*
Berkshire Hathaway, Inc., Class B
  82,375   18,487,421
 
BlackRock, Inc.
  4,694   2,475,381
 
Blackstone Group, Inc. (The), Class A
  24,315   1,484,917
 
BOK Financial Corp.
  6,259   493,835
 
Brown & Brown, Inc.
  29,172   1,309,823
 
Capital One Financial Corp.
  23,745   2,369,751
 
Cboe Global Markets, Inc.
  8,902   1,096,904
 
Charles Schwab Corp. (The)
  71,018   3,234,870
 
Chubb, Ltd.
  18,374   2,792,664
 
Cincinnati Financial Corp.
  13,247   1,390,273
 
Citigroup, Inc.
  88,512   6,586,178
 
Citizens Financial Group, Inc.
  36,635   1,365,753
 
CME Group, Inc.
  14,529   3,154,391
 
CNA Financial Corp.
  3,658   163,257
 
Comerica, Inc.
  15,562   951,772
#
Commerce Bancshares, Inc.
  16,372   1,107,730
#*
Credit Acceptance Corp.
  2,956   1,268,065
#
Cullen/Frost Bankers, Inc.
  6,838   609,676
 
Discover Financial Services
  38,511   2,893,331
 
E*TRADE Financial Corp.
  29,823   1,271,056
 
East West Bancorp, Inc.
  20,217   926,747
 
Eaton Vance Corp.
  12,238   559,889
 
Equitable Holdings, Inc.
  22,577   542,300
#
Erie Indemnity Co., Class A
  3,209   534,299
 
Everest Re Group, Ltd.
  3,470   959,698
#
FactSet Research Systems, Inc.
  2,252   644,320
 
Fidelity National Financial, Inc.
  29,476   1,436,955
 
Fifth Third Bancorp
  57,543   1,637,098
 
First American Financial Corp.
  15,273   946,621
 
First Citizens BancShares, Inc., Class A
  712   375,096
 
First Republic Bank
  14,034   1,556,090
 
Franklin Resources, Inc.
  37,940   959,882
 
Globe Life, Inc
  11,573   1,206,601
 
Goldman Sachs Group, Inc. (The)
  12,920   3,071,730
 
Hanover Insurance Group, Inc. (The)
  3,636   503,877
 
Hartford Financial Services Group, Inc. (The)
  39,048   2,314,765
 
Huntington Bancshares, Inc.
  105,311   1,429,070
 
Intercontinental Exchange, Inc.
  23,862   2,379,996
 
Invesco, Ltd.
  45,370   784,901
 
Jefferies Financial Group, Inc.
  25,610   554,200
 
JPMorgan Chase & Co.
  159,915   21,166,349
 
Kemper Corp.
  1,009   75,090
 
KeyCorp
  79,540   1,488,193
 
KKR & Co., Inc., Class A
  37,677   1,201,896
 
Lincoln National Corp.
  16,206   882,903
 
Loews Corp.
  24,798   1,275,857
 
LPL Financial Holdings, Inc.
  12,260   1,129,514
 
M&T Bank Corp.
  13,456   2,267,605
*
Markel Corp.
  1,071   1,256,251
 
MarketAxess Holdings, Inc.
  1,553   550,042
 
Marsh & McLennan Cos., Inc.
  20,667   2,311,811
 
MetLife, Inc.
  33,311   1,655,890
 
Moody's Corp.
  9,648   2,477,510
 
Morgan Stanley
  49,217   2,572,080
 
Morningstar, Inc.
  5,414   849,402
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
FINANCIALS — (Continued)
 
MSCI, Inc.
  3,469   $991,440
 
Nasdaq, Inc.
  16,715   1,946,629
 
New York Community Bancorp, Inc.
  18,126   200,474
 
Northern Trust Corp.
  22,412   2,192,118
 
Old Republic International Corp.
  31,888   719,074
 
People's United Financial, Inc.
  48,924   754,408
 
PNC Financial Services Group, Inc. (The)
  17,765   2,638,991
 
Popular, Inc.
  8,061   451,094
 
Principal Financial Group, Inc.
  23,451   1,241,730
 
Progressive Corp. (The)
  35,911   2,897,659
 
Prosperity Bancshares, Inc.
  6,400   449,280
 
Prudential Financial, Inc.
  17,260   1,571,696
 
Raymond James Financial, Inc.
  14,146   1,293,369
 
Regions Financial Corp.
  79,083   1,231,322
 
Reinsurance Group of America, Inc.
  5,189   747,475
 
RenaissanceRe Holdings, Ltd.
  5,085   963,302
 
S&P Global, Inc.
  13,312   3,910,134
 
Santander Consumer USA Holdings, Inc.
  39,086   1,040,469
 
SEI Investments Co.
  12,935   844,138
 
Signature Bank
  5,498   780,111
 
State Street Corp.
  26,131   1,976,288
*
SVB Financial Group
  6,213   1,493,170
 
Synchrony Financial
  83,151   2,694,924
 
Synovus Financial Corp.
  14,074   492,871
 
T Rowe Price Group, Inc.
  22,377   2,988,001
 
TCF Financial Corp.
  13,100   553,868
 
TD Ameritrade Holding Corp.
  45,631   2,166,560
 
Travelers Cos., Inc. (The)
  15,855   2,086,835
 
Truist Financial Corp.
  54,381   2,804,428
 
U.S. Bancorp.
  75,844   4,036,418
 
Unum Group
  23,193   619,021
 
Voya Financial, Inc.
  14,642   874,567
 
Wells Fargo & Co.
  204,854   9,615,847
 
Willis Towers Watson P.L.C.
  10,800   2,281,932
 
WR Berkley Corp.
  16,439   1,208,760
 
Zions Bancorp NA
  20,054   912,256
TOTAL FINANCIALS
      219,684,755
HEALTH CARE — (13.6%)
 
Abbott Laboratories
  75,138   6,547,525
 
AbbVie, Inc.
  60,561   4,906,652
*
ABIOMED, Inc.
  2,814   524,220
#*
ACADIA Pharmaceuticals, Inc.
  10,329   412,540
 
Agilent Technologies, Inc.
  21,086   1,740,860
*
Alexion Pharmaceuticals, Inc.
  19,917   1,979,551
*
Align Technology, Inc.
  3,776   970,810
 
Allergan P.L.C.
  12,548   2,341,959
#*
Alnylam Pharmaceuticals, Inc.
  7,159   821,782
 
AmerisourceBergen Corp.
  18,787   1,607,416
 
Amgen, Inc.
  32,363   6,992,026
 
Anthem, Inc.
  12,928   3,429,540
#*
Arrowhead Pharmaceuticals, Inc.
  1,091   45,724
 
Baxter International, Inc.
  24,829   2,215,243
 
Becton Dickinson and Co.
  11,549   3,178,054
*
Biogen, Inc.
  12,968   3,486,447
*
BioMarin Pharmaceutical, Inc.
  10,207   852,284
*
Bio-Rad Laboratories, Inc., Class A
  2,065   745,300
 
Bio-Techne Corp.
  2,575   540,673
*
Boston Scientific Corp.
  59,220   2,479,541
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
HEALTH CARE — (Continued)
 
Bristol-Myers Squibb Co.
  124,003   $7,805,989
 
Bruker Corp.
  16,010   792,015
 
Cardinal Health, Inc.
  26,155   1,339,398
*
Catalent, Inc.
  17,975   1,098,272
*
Centene Corp.
  43,760   2,748,566
 
Cerner Corp.
  27,040   1,942,283
*
Charles River Laboratories International, Inc.
  6,563   1,014,509
 
Chemed Corp.
  1,679   784,160
*
Cigna Corp.
  19,039   3,662,723
 
Cooper Cos., Inc. (The)
  3,988   1,383,397
 
CVS Health Corp.
  66,330   4,498,501
 
Danaher Corp.
  27,315   4,394,164
*
DaVita, Inc.
  19,249   1,537,418
 
DENTSPLY SIRONA, Inc.
  18,351   1,027,656
*
DexCom, Inc.
  2,474   595,615
*
Edwards Lifesciences Corp.
  7,452   1,638,397
*
Elanco Animal Health, Inc.
  29,636   915,752
 
Eli Lilly & Co.
  47,065   6,572,157
 
Encompass Health Corp.
  12,114   933,141
#*
Exact Sciences Corp.
  6,865   640,367
*
Exelixis, Inc.
  6,297   108,308
 
Gilead Sciences, Inc.
  90,927   5,746,586
#*
Guardant Health, Inc.
  4,608   350,392
*
Haemonetics Corp.
  3,088   331,620
 
HCA Healthcare, Inc.
  11,680   1,621,184
*
Henry Schein, Inc.
  15,530   1,070,638
 
Hill-Rom Holdings, Inc.
  8,202   873,431
*
Hologic, Inc.
  23,186   1,240,915
*
Horizon Therapeutics P.L.C.
  15,251   526,007
 
Humana, Inc.
  8,135   2,735,312
*
IDEXX Laboratories, Inc.
  4,391   1,190,005
*
Illumina, Inc.
  5,252   1,523,448
*
Incyte Corp.
  10,606   774,980
*
Insulet Corp.
  2,532   491,309
*
Intuitive Surgical, Inc.
  3,928   2,198,816
*
Ionis Pharmaceuticals, Inc.
  10,060   586,699
*
IQVIA Holdings, Inc.
  10,815   1,679,029
*
Jazz Pharmaceuticals P.L.C.
  9,275   1,329,571
 
Johnson & Johnson
  159,625   23,763,374
*
Laboratory Corp. of America Holdings
  10,269   1,801,183
*
Masimo Corp.
  5,148   878,249
 
McKesson Corp.
  22,137   3,156,958
 
Medtronic P.L.C.
  54,342   6,273,240
 
Merck & Co., Inc.
  121,988   10,422,655
*
Mettler-Toledo International, Inc.
  1,291   977,519
*
Molina Healthcare, Inc.
  9,950   1,223,551
*
Mylan NV
  53,224   1,140,058
*
Neurocrine Biosciences, Inc.
  4,385   438,851
*
Novocure, Ltd.
  5,350   435,811
 
PerkinElmer, Inc.
  8,378   774,797
 
Perrigo Co. P.L.C.
  14,302   815,786
 
Pfizer, Inc.
  340,322   12,673,591
*
PRA Health Sciences, Inc.
  7,461   755,874
 
Quest Diagnostics, Inc.
  14,307   1,583,356
*
Reata Pharmaceuticals Inc., Class A
  862   188,597
*
Regeneron Pharmaceuticals, Inc.
  4,373   1,477,812
 
ResMed, Inc.
  7,935   1,261,427
#*
Sarepta Therapeutics, Inc.
  2,869   332,689
*
Seattle Genetics, Inc.
  5,096   552,355
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
HEALTH CARE — (Continued)
 
STERIS P.L.C.
  8,082   $1,217,877
 
Stryker Corp.
  14,700   3,097,290
*
Syneos Health, Inc.
  6,574   403,381
*
Teladoc Health, Inc.
  2,139   217,558
 
Teleflex, Inc.
  2,825   1,049,516
 
Thermo Fisher Scientific, Inc.
  17,037   5,335,818
 
UnitedHealth Group, Inc.
  48,498   13,213,280
 
Universal Health Services, Inc., Class B
  9,707   1,330,927
*
Varian Medical Systems, Inc.
  5,314   746,989
*
Veeva Systems, Inc., Class A
  4,042   592,598
*
Vertex Pharmaceuticals, Inc.
  6,950   1,577,997
*
Waters Corp.
  3,509   785,279
 
West Pharmaceutical Services, Inc.
  3,998   623,488
 
Zimmer Biomet Holdings, Inc.
  9,565   1,414,663
 
Zoetis, Inc.
  25,942   3,481,676
TOTAL HEALTH CARE
      221,536,947
INDUSTRIALS — (11.3%)
 
3M Co.
  31,321   4,969,390
*
AECOM
  17,529   845,424
 
AGCO Corp.
  9,721   681,831
 
Alaska Air Group, Inc.
  19,652   1,269,323
 
Allegion P.L.C.
  5,668   732,986
 
Allison Transmission Holdings, Inc.
  13,155   581,451
 
AMERCO
  3,290   1,221,478
#
American Airlines Group, Inc.
  22,084   592,735
 
AMETEK, Inc.
  18,723   1,818,939
#
AO Smith Corp.
  17,318   739,305
 
Arconic, Inc.
  57,506   1,722,305
 
Boeing Co. (The)
  21,895   6,968,522
#
BWX Technologies, Inc.
  6,932   440,806
 
Carlisle Cos., Inc.
  8,698   1,358,889
 
Caterpillar, Inc.
  37,627   4,942,306
#
CH Robinson Worldwide, Inc.
  12,714   918,205
 
Cintas Corp.
  6,211   1,732,683
*
Copart, Inc.
  12,521   1,270,381
*
CoStar Group, Inc.
  1,692   1,104,859
 
CSX Corp.
  44,513   3,398,122
 
Cummins, Inc.
  18,822   3,010,955
 
Curtiss-Wright Corp.
  5,905   858,764
 
Deere & Co.
  17,825   2,826,688
 
Delta Air Lines, Inc.
  41,834   2,331,827
 
Donaldson Co., Inc.
  16,855   873,932
 
Dover Corp.
  11,898   1,354,587
 
Eaton Corp. P.L.C.
  21,077   1,991,144
 
Emerson Electric Co.
  37,371   2,676,885
 
Equifax, Inc.
  5,399   809,310
 
Expeditors International of Washington, Inc.
  13,948   1,018,762
 
Fastenal Co.
  34,850   1,215,568
 
FedEx Corp.
  15,238   2,204,024
 
Flowserve Corp.
  17,848   833,145
 
Fortive Corp.
  28,001   2,098,115
 
Fortune Brands Home & Security, Inc.
  24,963   1,715,208
#*
Gardner Denver Holdings, Inc.
  27,822   982,395
 
General Dynamics Corp.
  14,858   2,606,687
 
General Electric Co.
  354,080   4,408,296
 
Graco, Inc.
  21,335   1,133,955
*
HD Supply Holdings, Inc.
  24,004   977,923
#
HEICO Corp.
  2,747   336,315
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
INDUSTRIALS — (Continued)
 
HEICO Corp., Class A
  4,707   $452,578
 
Hexcel Corp.
  11,987   889,675
 
Honeywell International, Inc.
  29,262   5,068,764
 
Hubbell, Inc.
  8,594   1,230,919
 
Huntington Ingalls Industries, Inc.
  3,919   1,022,859
*
IAA Inc.
  12,857   607,622
 
IDEX Corp.
  6,769   1,109,101
 
Illinois Tool Works, Inc.
  17,506   3,063,200
 
Ingersoll-Rand P.L.C.
  13,814   1,840,439
 
ITT, Inc.
  2,579   172,999
 
Jacobs Engineering Group, Inc.
  10,805   999,787
 
JB Hunt Transport Services, Inc.
  10,701   1,154,959
*
JetBlue Airways Corp.
  32,887   652,149
 
Johnson Controls International P.L.C.
  31,275   1,233,799
 
Kansas City Southern
  10,107   1,704,950
#
Knight-Swift Transportation Holdings, Inc.
  15,817   586,494
 
L3Harris Technologies, Inc.
  9,053   2,003,700
 
Lennox International, Inc.
  3,275   763,009
 
Lincoln Electric Holdings, Inc.
  8,318   741,799
 
Lockheed Martin Corp.
  13,827   5,919,615
 
ManpowerGroup, Inc.
  8,020   733,750
 
Masco Corp.
  11,715   556,697
*
Middleby Corp. (The)
  8,985   1,007,758
 
Nielsen Holdings P.L.C.
  60,800   1,240,320
 
Nordson Corp.
  6,078   1,026,331
 
Norfolk Southern Corp.
  16,017   3,334,900
 
Northrop Grumman Corp.
  9,739   3,647,937
 
Old Dominion Freight Line, Inc.
  7,233   1,419,332
 
Oshkosh Corp.
  6,218   534,997
 
Owens Corning
  18,253   1,104,124
 
PACCAR, Inc.
  42,493   3,153,406
 
Parker-Hannifin Corp.
  12,991   2,542,209
 
Pentair P.L.C.
  25,108   1,077,886
 
Quanta Services, Inc.
  12,353   483,620
 
Raytheon Co.
  17,955   3,966,978
 
Republic Services, Inc.
  30,050   2,856,252
 
Robert Half International, Inc.
  17,373   1,010,587
 
Rockwell Automation, Inc.
  6,539   1,253,265
#
Rollins, Inc.
  11,355   430,922
 
Roper Technologies, Inc.
  4,421   1,687,319
*
Sensata Technologies Holding P.L.C.
  27,480   1,298,980
 
Snap-on, Inc.
  7,836   1,250,861
 
Southwest Airlines Co.
  53,912   2,964,082
 
Spirit AeroSystems Holdings, Inc., Class A
  14,487   946,291
 
Stanley Black & Decker, Inc.
  15,501   2,469,774
*
Teledyne Technologies, Inc.
  2,712   990,043
 
Textron, Inc.
  27,997   1,285,902
 
Toro Co. (The)
  13,904   1,112,598
 
TransDigm Group, Inc.
  2,074   1,334,163
 
TransUnion
  9,639   883,896
 
Union Pacific Corp.
  35,094   6,296,565
*
United Airlines Holdings, Inc.
  36,373   2,720,700
 
United Parcel Service, Inc., Class B
  38,168   3,951,151
*
United Rentals, Inc.
  12,280   1,666,273
 
United Technologies Corp.
  41,813   6,280,313
 
Verisk Analytics, Inc.
  8,731   1,418,526
*
WABCO Holdings, Inc.
  7,198   976,409
#
Wabtec Corp.
  17,591   1,299,271
 
Waste Management, Inc.
  23,107   2,812,122
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
INDUSTRIALS — (Continued)
 
Watsco, Inc.
  3,839   $667,679
 
Woodward, Inc.
  8,714   1,013,525
 
WW Grainger, Inc.
  3,450   1,044,211
#*
XPO Logistics, Inc.
  15,481   1,376,570
 
Xylem, Inc.
  12,242   999,682
TOTAL INDUSTRIALS
      184,921,019
INFORMATION TECHNOLOGY — (22.7%)
 
Accenture P.L.C., Class A
  30,427   6,243,925
*
Adobe, Inc.
  19,824   6,960,999
*
Advanced Micro Devices, Inc.
  36,719   1,725,793
*
Akamai Technologies, Inc.
  19,588   1,828,540
#*
Alteryx, Inc., Class A
  2,874   400,837
 
Amdocs, Ltd.
  15,015   1,080,329
 
Amphenol Corp., Class A
  14,206   1,413,071
 
Analog Devices, Inc.
  18,778   2,060,886
*
Anaplan, Inc.
  1,676   96,521
*
ANSYS, Inc.
  3,760   1,031,481
 
Apple, Inc.
  212,681   65,826,896
 
Applied Materials, Inc.
  54,820   3,179,012
*
Arista Networks, Inc.
  5,018   1,120,720
*
Arrow Electronics, Inc.
  9,256   702,901
*
Aspen Technology, Inc.
  8,264   983,251
*
Atlassian Corp. P.L.C., Class A
  3,254   478,338
*
Autodesk, Inc.
  9,011   1,773,815
 
Automatic Data Processing, Inc.
  23,567   4,039,148
*
Avalara, Inc.
  4,225   359,717
*
Black Knight, Inc.
  12,127   811,539
 
Booz Allen Hamilton Holding Corp.
  9,333   728,347
 
Broadcom, Inc.
  20,363   6,213,973
 
Broadridge Financial Solutions, Inc.
  7,174   854,782
*
Cadence Design Systems, Inc.
  12,942   933,248
 
CDK Global, Inc.
  11,455   614,904
 
CDW Corp.
  8,526   1,112,217
#*
Ceridian HCM Holding, Inc.
  3,865   283,266
*
Ciena Corp.
  18,657   758,780
 
Cisco Systems, Inc.
  254,079   11,680,012
 
Citrix Systems, Inc.
  7,397   896,664
 
Cognex Corp.
  12,506   637,431
 
Cognizant Technology Solutions Corp., Class A
  34,136   2,095,268
 
Corning, Inc.
  83,232   2,221,462
#*
Coupa Software, Inc.
  1,724   277,823
 
Cypress Semiconductor Corp.
  51,171   1,193,819
*
Dell Technologies, Inc., Class C
  6,987   340,756
#*
DocuSign, Inc.
  5,004   392,864
 
Dolby Laboratories, Inc., Class A
  7,507   520,535
*
Dropbox, Inc., Class A
  10,815   184,071
 
DXC Technology Co.
  29,738   948,047
 
Entegris, Inc.
  15,531   803,885
*
EPAM Systems, Inc.
  2,676   610,503
*
Euronet Worldwide, Inc.
  6,897   1,087,243
*
F5 Networks, Inc.
  6,049   738,704
*
Fair Isaac Corp.
  1,577   634,553
 
Fidelity National Information Services, Inc.
  24,917   3,579,576
*
First Solar, Inc.
  12,281   608,892
*
Fiserv, Inc.
  23,430   2,779,032
*
FleetCor Technologies, Inc.
  6,637   2,092,182
*
Flex, Ltd.
  78,973   1,038,495
 
FLIR Systems, Inc.
  20,295   1,046,004
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
INFORMATION TECHNOLOGY — (Continued)
*
Fortinet, Inc.
  7,248   $836,129
*
Gartner, Inc.
  4,616   742,161
 
Genpact, Ltd.
  25,661   1,136,013
 
Global Payments, Inc.
  12,185   2,381,558
*
GoDaddy, Inc., Class A
  6,640   446,274
#*
Guidewire Software, Inc.
  6,023   677,588
 
Hewlett Packard Enterprise Co.
  132,123   1,840,473
 
HP, Inc.
  63,494   1,353,692
*
HubSpot, Inc.
  2,523   456,512
 
Intel Corp.
  312,638   19,986,947
 
International Business Machines Corp.
  58,419   8,396,563
 
Intuit, Inc.
  12,472   3,496,899
*
IPG Photonics Corp.
  5,738   732,570
 
Jack Henry & Associates, Inc.
  4,172   623,881
 
Juniper Networks, Inc.
  39,294   901,404
*
Keysight Technologies, Inc.
  15,038   1,398,384
 
KLA Corp.
  9,451   1,566,409
 
Lam Research Corp.
  10,205   3,043,233
 
Leidos Holdings, Inc.
  16,751   1,682,973
#
Marvell Technology Group, Ltd.
  55,732   1,339,797
 
Mastercard, Inc., Class A
  48,895   15,447,886
 
Maxim Integrated Products, Inc.
  14,744   886,409
#
Microchip Technology, Inc.
  19,573   1,907,976
*
Micron Technology, Inc.
  68,239   3,622,809
 
Microsoft Corp.
  349,015   59,412,823
#*
MongoDB, Inc.
  1,954   320,280
 
Monolithic Power Systems, Inc.
  3,026   517,960
 
Motorola Solutions, Inc.
  7,005   1,239,885
 
National Instruments Corp.
  10,328   460,939
 
NetApp, Inc.
  13,066   697,724
 
NortonLifeLock Inc.
  45,946   1,305,785
 
NVIDIA Corp.
  19,762   4,672,330
#*
Okta, Inc.
  3,671   470,072
*
ON Semiconductor Corp.
  50,460   1,168,149
 
Oracle Corp.
  122,296   6,414,425
*
Palo Alto Networks, Inc.
  2,659   624,280
 
Paychex, Inc.
  18,360   1,574,737
*
Paycom Software, Inc.
  2,118   673,863
*
Paylocity Holding Corp.
  1,365   193,680
*
PayPal Holdings, Inc.
  37,915   4,318,139
 
Pegasystems, Inc.
  4,100   353,461
*
Proofpoint, Inc.
  2,604   319,797
*
PTC, Inc.
  5,562   462,313
*
Qorvo, Inc.
  13,659   1,445,942
 
QUALCOMM, Inc.
  62,192   5,305,600
*
RealPage, Inc.
  4,940   288,249
#*
RingCentral, Inc., Class A
  2,159   443,847
 
Sabre Corp.
  43,587   938,864
*
salesforce.com, Inc.
  25,075   4,571,423
 
Seagate Technology P.L.C.
  17,886   1,019,323
*
ServiceNow, Inc.
  5,098   1,724,297
 
Skyworks Solutions, Inc.
  13,954   1,578,895
*
Splunk, Inc.
  3,497   542,944
*
Square, Inc., Class A
  9,657   721,281
 
SS&C Technologies Holdings, Inc.
  30,202   1,903,028
 
SYNNEX Corp.
  2,765   380,906
*
Synopsys, Inc.
  9,203   1,357,535
 
TE Connectivity, Ltd.
  17,053   1,571,946
 
Teradyne, Inc.
  21,426   1,413,902
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
INFORMATION TECHNOLOGY — (Continued)
 
Texas Instruments, Inc.
  50,914   $6,142,774
#*
Trade Desk, Inc. (The), Class A
  1,645   442,801
*
Trimble, Inc.
  23,231   987,782
#*
Twilio, Inc., Class A
  8,106   1,007,900
*
Tyler Technologies, Inc.
  1,408   455,741
#
Ubiquiti, Inc.
  2,488   406,589
 
Universal Display Corp.
  2,385   420,165
*
VeriSign, Inc.
  4,808   1,000,737
 
Visa, Inc., Class A
  82,021   16,319,718
*
VMware, Inc., Class A
  3,747   554,781
 
Western Digital Corp.
  25,526   1,671,953
#
Western Union Co. (The)
  20,011   538,296
*
WEX, Inc.
  4,007   869,198
*
Workday, Inc., Class A
  4,860   897,302
*
Xerox Holdings Corp.
  38,815   1,380,650
 
Xilinx, Inc.
  13,524   1,142,508
*
Zebra Technologies Corp., Class A
  3,451   824,858
*
Zendesk, Inc.
  7,029   607,306
#*
Zscaler, Inc.
  2,717   152,397
TOTAL INFORMATION TECHNOLOGY
      371,161,677
MATERIALS — (3.4%)
 
Air Products & Chemicals, Inc.
  10,718   2,558,494
#
Albemarle Corp.
  15,704   1,260,717
*
Amcor, PLC.
  109,812   1,162,909
 
AptarGroup, Inc.
  9,094   1,050,448
 
Avery Dennison Corp.
  6,461   847,942
*
Axalta Coating Systems, Ltd.
  38,006   1,094,953
 
Ball Corp.
  22,282   1,608,315
*
Berry Global Group, Inc.
  21,616   919,112
 
Celanese Corp.
  9,900   1,024,650
 
CF Industries Holdings, Inc.
  26,713   1,076,000
*
Corteva, Inc.
  46,400   1,341,888
*
Crown Holdings, Inc.
  13,374   990,077
*
Dow, Inc.
  37,893   1,745,731
 
DuPont de Nemours, Inc.
  30,034   1,537,140
 
Eastman Chemical Co.
  16,706   1,190,637
 
Ecolab, Inc.
  13,605   2,668,077
 
FMC Corp.
  10,616   1,014,783
 
Freeport-McMoRan, Inc.
  117,647   1,305,882
#
International Flavors & Fragrances, Inc.
  8,658   1,135,150
 
International Paper Co.
  56,363   2,295,101
 
Linde P.L.C.
  21,778   4,423,765
 
LyondellBasell Industries NV, Class A
  26,071   2,029,888
 
Martin Marietta Materials, Inc.
  7,244   1,910,967
 
Mosaic Co. (The)
  37,586   745,706
 
Newmont Corp.
  33,238   1,497,704
 
Nucor Corp.
  39,139   1,858,711
 
Packaging Corp. of America
  13,606   1,302,774
 
PPG Industries, Inc.
  14,162   1,697,174
 
Reliance Steel & Aluminum Co.
  9,384   1,077,283
 
Royal Gold, Inc.
  7,128   822,001
 
RPM International, Inc.
  8,694   620,491
#
Scotts Miracle-Gro Co. (The)
  4,600   564,604
 
Sealed Air Corp.
  12,497   443,644
 
Sherwin-Williams Co. (The)
  4,414   2,458,554
 
Sonoco Products Co.
  16,028   915,840
#
Southern Copper Corp.
  5,819   219,260
 
Steel Dynamics, Inc.
  35,293   1,054,555
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
MATERIALS — (Continued)
 
Vulcan Materials Co.
  15,858   $2,245,969
 
Westlake Chemical Corp.
  12,972   793,886
 
WestRock Co.
  28,412   1,108,068
TOTAL MATERIALS
      55,618,850
REAL ESTATE — (0.2%)
*
CBRE Group, Inc., Class A
  39,322   2,400,608
 
Jones Lang LaSalle, Inc.
  5,787   982,748
TOTAL REAL ESTATE
      3,383,356
UTILITIES — (2.7%)
 
AES Corp.
  31,185   619,334
 
Alliant Energy Corp.
  10,900   647,024
 
Ameren Corp.
  10,590   868,910
 
American Electric Power Co., Inc.
  20,228   2,108,162
 
American Water Works Co., Inc.
  7,403   1,008,289
 
Atmos Energy Corp.
  5,126   599,896
 
Avangrid, Inc.
  4,361   232,267
 
CenterPoint Energy, Inc.
  21,736   575,569
 
CMS Energy Corp.
  12,885   882,751
 
Consolidated Edison, Inc.
  13,614   1,279,716
 
Dominion Energy, Inc.
  34,843   2,987,787
 
DTE Energy Co.
  7,837   1,039,265
 
Duke Energy Corp.
  29,855   2,914,744
 
Edison International
  15,072   1,153,762
 
Entergy Corp.
  8,743   1,149,879
 
Essential Utilities, Inc.
  9,961   517,374
 
Evergy, Inc.
  9,333   673,469
 
Eversource Energy
  13,259   1,225,662
 
Exelon Corp.
  39,722   1,890,370
 
FirstEnergy Corp.
  22,841   1,160,094
 
IDACORP, Inc.
  1,477   165,705
 
MDU Resources Group, Inc.
  23,859   706,465
 
NextEra Energy, Inc.
  20,016   5,368,291
 
NiSource, Inc.
  15,881   465,472
 
NRG Energy, Inc.
  15,614   576,000
 
OGE Energy Corp.
  16,660   763,861
 
Pinnacle West Capital Corp.
  5,033   491,674
 
PPL Corp.
  29,654   1,073,178
 
Public Service Enterprise Group, Inc.
  21,929   1,298,197
 
Sempra Energy
  11,901   1,911,777
 
Southern Co. (The)
  42,948   3,023,539
 
UGI Corp.
  14,971   622,644
 
Vistra Energy Corp.
  55,588   1,251,842
 
WEC Energy Group, Inc.
  13,869   1,385,374
 
Xcel Energy, Inc.
  22,909   1,585,074
TOTAL UTILITIES
      44,223,417
TOTAL COMMON STOCKS
      1,610,703,175
RIGHTS/WARRANTS — (0.0%)
HEALTH CARE — (0.0%)
*
Bristol-Myers Squibb Co. 03/31/21
  9,295   32,347
TOTAL INVESTMENT SECURITIES

(Cost $1,065,265,923)
      1,610,735,522
    
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
TEMPORARY CASH INVESTMENTS — (0.5%)
 
State Street Institutional U.S. Government Money Market Fund 1.518%
  8,023,434   $8,023,434
SECURITIES LENDING COLLATERAL — (1.0%)
@§
The DFA Short Term Investment Fund
  1,364,879   15,794,376
TOTAL INVESTMENTS — (100.0%)    
(Cost $1,089,080,361)^^
      $1,634,553,332
Summary of the Portfolio's investments as of January 31, 2020, 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
$163,399,131   —   —   $163,399,131
Consumer Discretionary
173,124,576   —   —   173,124,576
Consumer Staples
110,904,705   —   —   110,904,705
Energy
62,744,742   —   —   62,744,742
Financials
219,684,755   —   —   219,684,755
Health Care
221,536,947   —   —   221,536,947
Industrials
184,921,019   —   —   184,921,019
Information Technology
371,161,677   —   —   371,161,677
Materials
55,618,850   —   —   55,618,850
Real Estate
3,383,356   —   —   3,383,356
Utilities
44,223,417   —   —   44,223,417
Rights/Warrants              
Health Care
—   $32,347   —   32,347
Temporary Cash Investments
8,023,434   —   —   8,023,434
Securities Lending Collateral
—   15,794,376   —   15,794,376
TOTAL
$1,618,726,609   $15,826,723   —   $1,634,553,332
DFA COMMODITY STRATEGY PORTFOLIO
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (57.4%)
AUSTRALIA — (2.0%)
Australia & New Zealand Banking Group, Ltd.        
(r)
2.780%, 11/23/21
  2,000   $2,023,690
Commonwealth Bank of Australia        
Ω
2.250%, 03/10/20
  2,297   2,298,263
 
2.300%, 03/12/20
  3,000   3,001,872
 
5.000%, 03/19/20
  5,000   5,020,382
 
2.400%, 11/02/20
  1,746   1,754,856
Macquarie Group, Ltd.        
#Ω
6.250%, 01/14/21
  4,842   5,040,549
National Australia Bank, Ltd.        
#
2.125%, 05/22/20
  745   745,990
 
2.625%, 07/23/20
  4,052   4,068,737
Westpac Banking Corp.        
2.100%, 05/13/21
  1,000   1,005,263
TOTAL AUSTRALIA
      24,959,602
BELGIUM — (1.4%)
Dexia Credit Local SA        
0.200%, 03/16/21
EUR 16,250   18,140,856
CANADA — (16.5%)
Bank of Montreal        
(r)
2.709%, 08/27/21
  12,203   12,325,746
Canada Housing Trust No 1        
Ω
1.450%, 06/15/20
CAD 42,500   32,088,881
CPPIB Capital, Inc.        
1.400%, 06/04/20
CAD 6,000   4,529,832
Province of Alberta Canada        
1.250%, 06/01/20
CAD 39,000   29,430,943
Province of British Columbia Canada        
3.700%, 12/18/20
CAD 25,000   19,224,535
Province of Ontario Canada        
4.200%, 06/02/20
CAD 36,000   27,425,450
 
4.000%, 06/02/21
CAD 5,759   4,486,746
Province of Quebec Canada        
4.500%, 12/01/20
CAD 41,500   32,089,591
Royal Bank of Canada        
1.920%, 07/17/20
CAD 5,000   3,779,318
 
2.030%, 03/15/21
CAD 20,000   15,147,650
Toronto-Dominion Bank (The)        
2.563%, 06/24/20
CAD 39,000   29,547,937
TOTAL CANADA
      210,076,629
DENMARK — (0.4%)
Danske Bank A.S.        
Ω
2.800%, 03/10/21
USD 5,400   5,458,163
      Face
Amount^ 		  Value†
      (000)    
FRANCE — (0.9%)
BNP Paribas SA        
#
2.375%, 05/21/20
  2,720   $2,725,321
BPCE SA        
2.650%, 02/03/21
  330   332,947
Credit Agricole SA        
2.750%, 06/10/20
  1,000   1,003,180
Sanofi        
0.875%, 09/22/21
EUR 5,000   5,641,258
Societe Generale SA        
2.625%, 09/16/20
  2,000   2,010,597
TOTAL FRANCE
      11,713,303
GERMANY — (1.1%)
BMW US Capital LLC        
#Ω
2.000%, 04/11/21
  3,000   3,010,818
Daimler Finance North America LLC        
Ω
2.250%, 03/02/20
  2,925   2,926,043
Ω
2.700%, 08/03/20
  3,060   3,074,063
Deutsche Bank AG        
#
2.950%, 08/20/20
  2,463   2,472,257
EMD Finance LLC        
Ω
2.400%, 03/19/20
  1,150   1,150,307
Volkswagen Group of America Finance LLC        
2.400%, 05/22/20
  2,000   2,002,915
TOTAL GERMANY
      14,636,403
JAPAN — (1.8%)
American Honda Finance Corp.        
(r)
2.111%, 02/12/21
  6,000   6,005,836
Mitsubishi UFJ Financial Group, Inc.        
2.950%, 03/01/21
  882   894,424
Mizuho Financial Group, Inc.        
2.632%, 04/12/21
  2,000   2,022,556
Sumitomo Mitsui Banking Corp.        
#
2.650%, 07/23/20
  2,250   2,258,042
Toyota Motor Credit Corp.        
(r)
2.128%, 04/13/21
  12,000   12,031,909
TOTAL JAPAN
      23,212,767
NETHERLANDS — (0.2%)
BNG Bank NV        
2.500%, 02/28/20
  1,800   1,800,939
Shell International Finance BV        
1.875%, 05/10/21
  1,263   1,267,643
TOTAL NETHERLANDS
      3,068,582
 
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
SPAIN — (1.7%)
Santander Holdings USA, Inc.        
2.650%, 04/17/20
  4,992   $4,997,243
Santander UK Group Holdings P.L.C.        
2.875%, 10/16/20
  4,000   4,024,144
 
3.125%, 01/08/21
  1,808   1,827,215
Telefonica Emisiones SA        
5.134%, 04/27/20
  2,200   2,216,302
 
5.462%, 02/16/21
  8,000   8,296,847
TOTAL SPAIN
      21,361,751
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.7%)
Asian Development Bank        
1.375%, 06/11/20
CAD 8,307   6,269,858
European Investment Bank        
1.125%, 02/18/20
CAD 20,020   15,123,768
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      21,393,626
SWEDEN — (3.4%)
Kommuninvest I Sverige AB        
1.000%, 09/15/21
SEK 350,000   36,907,682
Svenska Handelsbanken AB        
Ω
5.125%, 03/30/20
  6,708   6,743,413
TOTAL SWEDEN
      43,651,095
SWITZERLAND — (0.9%)
Credit Suisse AG        
3.000%, 10/29/21
  1,500   1,532,983
Nestle Finance International, Ltd.        
2.125%, 09/10/21
EUR 2,875   3,312,391
UBS AG Stamford CT        
2.350%, 03/26/20
  6,000   6,005,400
TOTAL SWITZERLAND
      10,850,774
UNITED KINGDOM — (1.1%)
Barclays P.L.C.        
2.875%, 06/08/20
  5,000   5,012,200
 
3.250%, 01/12/21
  1,085   1,097,738
HSBC USA, Inc.        
2.750%, 08/07/20
  6,725   6,757,629
Lloyds Banking Group P.L.C.        
3.100%, 07/06/21
  1,000   1,018,060
TOTAL UNITED KINGDOM
      13,885,627
UNITED STATES — (24.3%)
AbbVie, Inc.        
2.500%, 05/14/20
  11,317   11,330,876
Aircastle, Ltd.        
#
5.125%, 03/15/21
  5,000   5,169,226
Allergan Funding SCS        
#
3.000%, 03/12/20
  5,000   5,001,453
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Allergan, Inc.        
3.375%, 09/15/20
  1,570   $1,588,771
American Express Credit Corp.        
2.375%, 05/26/20
  1,210   1,211,512
 
2.600%, 09/14/20
  1,600   1,607,063
American International Group, Inc.        
3.375%, 08/15/20
  3,470   3,498,341
 
6.400%, 12/15/20
  7,000   7,278,156
Amgen, Inc.        
2.200%, 05/11/20
  9,990   9,999,663
Anthem, Inc.        
4.350%, 08/15/20
  1,128   1,142,772
 
2.500%, 11/21/20
  11,352   11,416,496
Aon Corp.        
5.000%, 09/30/20
  1,000   1,020,691
Aon P.L.C.        
2.800%, 03/15/21
  3,380   3,415,268
Apple, Inc.        
#
1.900%, 02/07/20
  21,000   20,999,861
Autodesk, Inc.        
3.125%, 06/15/20
  1,355   1,359,498
AutoZone, Inc.        
2.500%, 04/15/21
  2,045   2,062,928
Bank of America Corp.        
2.625%, 10/19/20
  1,010   1,015,854
Best Buy Co., Inc.        
#
5.500%, 03/15/21
  6,000   6,186,834
Bristol-Myers Squibb Co.        
Ω
2.875%, 02/19/21
  10,000   10,107,204
Cardinal Health, Inc.        
#
4.625%, 12/15/20
  5,150   5,271,630
Caterpillar Financial Services Corp.        
(r)
2.090%, 05/15/20
  5,000   5,002,674
(r)
2.124%, 03/15/21
  3,000   3,005,600
(r)
2.165%, 09/07/21
  1,800   1,804,443
Citigroup, Inc.        
2.650%, 10/26/20
  2,575   2,593,102
 
2.700%, 03/30/21
  2,234   2,260,579
Citizens Bank NA        
2.550%, 05/13/21
  8,000   8,076,393
Comcast Corp.        
(r)
2.349%, 10/01/21
  1,800   1,809,526
Dominion Energy Gas Holdings LLC        
2.800%, 11/15/20
  2,000   2,013,556
Enterprise Products Operating LLC        
5.200%, 09/01/20
  3,839   3,912,146
Eversource Energy        
#
2.500%, 03/15/21
  4,556   4,590,956
Exelon Corp.        
2.850%, 06/15/20
  1,205   1,208,299
Exelon Generation Co. LLC        
4.000%, 10/01/20
  2,050   2,068,424
 
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Fifth Third Bancorp        
2.875%, 07/27/20
  1,250   $1,255,316
GE Capital International Funding Co., Unlimited Co.        
2.342%, 11/15/20
  3,000   3,010,213
General Electric Co.        
#
4.375%, 09/16/20
  7,000   7,105,869
General Motors Financial Co., Inc.        
4.200%, 03/01/21
  500   510,981
Goldman Sachs Group, Inc. (The)        
2.600%, 04/23/20
  2,075   2,077,391
 
6.000%, 06/15/20
  6,320   6,415,564
Harley-Davidson Financial Services, Inc.        
Ω
2.150%, 02/26/20
  585   584,985
 
2.400%, 06/15/20
  2,600   2,603,032
Ω
2.850%, 01/15/21
  6,000   6,048,189
Hewlett Packard Enterprise Co.        
3.600%, 10/15/20
  12,000   12,131,685
Huntington National Bank        
2.875%, 08/20/20
  2,000   2,011,070
Integrys Holding, Inc.        
4.170%, 11/01/20
  4,060   4,128,014
Intercontinental Exchange, Inc.        
#
2.750%, 12/01/20
  2,229   2,246,408
JPMorgan Chase & Co.        
4.350%, 08/15/21
  750   779,755
Keurig Dr Pepper, Inc.        
3.200%, 11/15/21
  630   642,522
KeyCorp        
2.900%, 09/15/20
  3,128   3,148,941
Kraft Heinz Foods Co.        
2.800%, 07/02/20
  1,909   1,912,772
Kroger Co. (The)        
2.950%, 11/01/21
  2,334   2,377,580
Lam Research Corp.        
2.750%, 03/15/20
  1,098   1,098,658
LG&E & KU Energy LLC        
3.750%, 11/15/20
  1,244   1,256,554
Liberty Mutual Group, Inc.        
5.000%, 06/01/21
  980   1,018,730
LyondellBasell Industries NV        
6.000%, 11/15/21
  5,000   5,311,703
Marriott International, Inc.        
2.875%, 03/01/21
  1,000   1,011,064
Marsh & McLennan Cos. Inc.        
4.800%, 07/15/21
  1,526   1,582,234
Merck & Co., Inc.        
1.850%, 02/10/20
  13,744   13,743,788
Molson Coors Brewing Co.        
2.250%, 03/15/20
  12,857   12,857,983
Mylan N.V.        
3.150%, 06/15/21
  1,214   1,233,313
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
National Rural Utilities Cooperative Finance Corp.        
(r)
2.336%, 06/30/21
  1,800   $1,805,689
NBCUniversal Enterprise, Inc.        
(r)Ω
2.309%, 04/01/21
  1,500   1,506,175
NetApp, Inc.        
#
3.375%, 06/15/21
  4,880   4,968,590
Occidental Petroleum Corp.        
4.100%, 02/01/21
  650   658,777
Omnicom Group, Inc. / Omnicom Capital, Inc.        
#
4.450%, 08/15/20
  1,314   1,331,965
Philip Morris International, Inc.        
2.000%, 02/21/20
  1,116   1,116,089
#
2.900%, 11/15/21
  5,159   5,267,478
PNC Bank NA        
2.300%, 06/01/20
  2,000   2,002,758
 
2.600%, 07/21/20
  4,116   4,129,263
Roper Technologies, Inc.        
3.000%, 12/15/20
  5,070   5,117,813
Sempra Energy        
2.850%, 11/15/20
  6,000   6,038,716
Southern Power Co.        
2.375%, 06/01/20
  1,645   1,647,086
UnitedHealth Group, Inc.        
#
2.125%, 03/15/21
  2,905   2,922,035
Verizon Communications, Inc.        
4.600%, 04/01/21
  2,500   2,584,881
Walmart, Inc.        
#
2.850%, 06/23/20
  12,858   12,919,153
Wells Fargo & Co.        
2.550%, 12/07/20
  1,450   1,459,041
 
4.600%, 04/01/21
  3,400   3,513,089
Xcel Energy, Inc.        
2.400%, 03/15/21
  2,622   2,640,700
Zimmer Biomet Holdings, Inc.        
2.700%, 04/01/20
  1,021   1,021,643
TOTAL UNITED STATES
      309,785,050
TOTAL BONDS
      732,194,228
U.S. TREASURY OBLIGATIONS — (37.7%)
U.S. Treasury Bill        
0.000%, 03/12/20
  38,000   37,938,523
U.S. Treasury Notes        
1.375%, 02/29/20
  42,000   41,992,372
 
1.625%, 07/31/20
  28,000   28,003,281
(r)
1.651%, 01/31/21
  145,900   145,947,310
(r)
1.675%, 04/30/21
  217,000   217,078,031
(r)
1.836%, 10/31/21
  10,000   10,030,406
TOTAL U.S. TREASURY OBLIGATIONS
      480,989,923
TOTAL INVESTMENT SECURITIES

(Cost $1,216,319,774)
      1,213,184,151
 
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
COMMERCIAL PAPER — (4.3%)
Ω
NRW. BANK 1.860%, 02/27/20
  25,000   $24,970,112
Ω
Pfizer, Inc. 1.888%, 03/02/20
  30,000   29,962,542
TOTAL COMMERCIAL PAPER
      54,932,654
    
      Shares   Value†
SECURITIES LENDING COLLATERAL — (0.6%)
@§
The DFA Short Term Investment Fund
  627,711   $7,263,867
TOTAL INVESTMENTS — (100.0%)    
(Cost $1,278,503,120)^^
      $1,275,380,672
 
As of January 31, 2020, 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 118,233,569   CAD 153,629,684   JP Morgan   02/03/20   $2,146,457
USD 27,388,073   EUR 24,488,596   JP Morgan   04/14/20   112,282
USD 112,803,190   CAD 148,631,886   State Street Bank and Trust   04/28/20   495,272
USD 109,162,340   CAD 144,286,961   State Street Bank and Trust   04/29/20   137,469
Total Appreciation           $2,891,480
CAD 143,397,179   USD 108,487,858   State Street Bank and Trust   02/03/20   $(132,728)
CAD 10,232,505   USD 7,784,964   JP Morgan   02/03/20   (52,982)
USD 37,107,326   SEK 356,932,227   State Street Bank and Trust   02/27/20   (9,657)
Total (Depreciation)           $(195,367)
Total Appreciation
(Depreciation) 		          $2,696,113
As of January 31, 2020, 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
  230   05/14/20   $4,505,162   $4,444,750   $(60,412)
CBOT Soybean Futures
  90   05/14/20   4,126,858   3,990,375   (136,483)
CME Lean Hogs Futures
  49   04/15/20   1,395,652   1,207,360   (188,292)
CME Live Cattle Futures
  60   04/30/20   2,984,004   2,872,200   (111,804)
COMEX Gold 100 Troy Oz Futures
  65   04/28/20   10,205,236   10,321,350   116,114
COMEX Silver Futures
  31   05/27/20   2,779,951   2,804,105   24,154
Copper futures
  75   05/27/20   4,992,383   4,730,625   (261,758)
Gasoline Rbob Futures
  23   04/30/20   1,679,090   1,612,158   (66,932)
Harb Ulsd Futures
  19   04/30/20   1,389,087   1,305,368   (83,719)
Hrw Wheat Futures
  47   05/14/20   1,155,522   1,110,375   (45,147)
ICE Brent Crude Oil Futures
  78   03/31/20   4,766,418   4,400,760   (365,658)
LME Nickel Futures
  26   05/18/20   1,968,087   2,007,564   39,477
LME Nickel Futures
  43   03/16/20   3,592,453   3,305,625   (286,828)
LME Primary Aluminium Futures
  75   05/18/20   3,312,436   3,238,126   (74,310)
LME Primary Aluminium Futures
  99   03/16/20   4,416,856   4,234,725   (182,131)
LME Zinc Futures
  46   05/18/20   2,605,780   2,528,562   (77,218)
LME Zinc Futures
  54   03/16/20   3,106,971   2,976,750   (130,221)
Low Su Gasoil G Futures
  32   05/12/20   1,706,429   1,605,600   (100,829)
Natural Gas Futures
  280   04/28/20   5,543,570   5,448,800   (94,770)
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Description   Number of
Contracts 		  Expiration
Date 		  Notional
Value 		  Market
Value 		  Unrealized
Appreciation
(Depreciation)
NYBOT CSC ’C’ Coffee Futures
  45   05/18/20   $1,842,917   $1,770,188   $(72,729)
NYBOT CSC No 11 World Sugar Futures
  150   04/30/20   2,420,115   2,410,800   (9,315)
NYBOT CTN No 2 Cotton Futures
  32   05/06/20   1,132,505   1,092,960   (39,545)
Soybean Meal Futures
  83   05/14/20   2,496,878   2,459,290   (37,588)
Soybean Oil Futures
  105   05/14/20   2,005,505   1,908,900   (96,605)
Wheat Futures (cbt)
  84   05/14/20   2,402,537   2,320,500   (82,037)
Wti Crude Futures
  97   04/21/20   5,266,402   5,021,690   (244,712)
Total
          $83,798,804   $81,129,505   $(2,669,298)
Short Position contracts:                    
LME Nickel Futures
  (43)   03/16/20   (3,441,999)   (3,305,625)   136,374
LME Nickel Futures
  (1)   05/18/20   (76,214)   (77,214)   (1,000)
LME Primary Aluminium Futures
  (99)   03/16/20   (4,409,322)   (4,234,725)   174,597
LME Primary Aluminium Futures
  (3)   05/18/20   (130,411)   (129,525)   886
LME Zinc Futures
  (54)   03/16/20   (3,070,388)   (2,976,750)   93,638
LME Zinc Futures
  (2)   05/18/20   (110,691)   (109,938)   753
Total
          $(11,239,025)   $(10,833,777)   $405,248
Total Futures Contracts
          $72,559,779   $70,295,728   $(2,264,050)
As of January 31, 2020, 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 177,323,474   3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%   03/27/20   —   —   (2,435,081)   (2,435,081)
BofA Merrill Lynch Total Return Index (2)   Bank of America Corp.   USD 154,407,348   3 Month USD UST 13-Week Bill High Discount Rate plus 0.19%   03/27/20   —   —   (1,807,062)   (1,807,062)
Citi Commodities Pre-Roll RS Total Return Index (3)   Citibank, N.A.   USD 209,671,138   3 Month USD UST 13-Week Bill High Discount Rate plus 0.19%   03/27/20   —   —   (2,467,620)   (2,467,620)
Citi Custom CIVICS H Total Return Index (4)   Citibank, N.A.   USD 124,265,689   3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%   03/27/20   —   —   (1,708,440)   (1,708,440)
Credit Suisse Custom 141 Total Return Index (5)   Credit Suisse   USD 205,813,463   3 Month USD UST 13-Week Bill High Discount Rate plus 0.18%   02/28/20   —   —   (2,421,472)   (2,421,472)
Credit Suisse Custom 57 Total Return Index (6)   Credit Suisse   USD 94,455,520   3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%   02/28/20   —   —   (1,297,123)   (1,297,123)
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Reference Entity*   Counterparty   Notional
Amount 		  Payments
received
(paid) by
the Fund** 		  Expiration
Date 		  Upfront
Premiums
Paid 		  Upfront
Premiums
Received 		  Market
Value 		  Unrealized
Appreciation
(Depreciation)
UBS UBSIB190 Custom Strategy (7)   UBS AG   USD 358,472,718   3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%   04/30/20   —   —   (4,890,194)   (4,890,194)
Total                     —   —   $(17,026,992)   $(17,026,992)
* 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 January 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
NYMEX Light Sweet Crude Oil Futures   7.12%   12,625,430
ICE Brent Crude Oil Futures   6.23%   11,047,252
NYMEX Reformulated Gasoline Blend Futures   2.34%   4,149,369
ICE Gasoil Futures   2.27%   4,025,243
NYMEX NY Harbor ULSD Futures   1.83%   3,245,020
NYMEX Henry Hub Natural Gas Futures   7.74%   13,724,837
CBOT Soybean Futures   5.69%   10,089,706
CBOT Soybean Oil Futures   2.72%   4,823,198
CBOT Soybean Meal Futures   3.48%   6,170,857
CBOT Corn Futures   6.30%   11,171,379
CBOT Wheat Futures   3.28%   5,816,210
KCBT Hard Red Winter Wheat Futures   1.59%   2,819,443
CME Live Cattle Futures   4.09%   7,252,530
CME Lean Hogs Futures   1.70%   3,014,499
COMEX Gold 100 Troy Oz. Futures   14.76%   26,172,945
COMEX Silver Futures   4.00%   7,092,939
COMEX Copper Futures   6.76%   11,987,067
LME Primary Aluminum Futures   4.43%   7,855,430
LME Nickel Futures   2.73%   4,840,931
LME Zinc Futures   3.45%   6,117,660
NYBOT CSC No. 11 World Sugar Futures   3.42%   6,064,463
NYBOT CSC 'C' Coffee Futures   2.50%   4,433,087
NYBOT CTN No. 2 Cotton Futures   1.57%   2,783,979
Total Notional Amount       177,323,474
(2) The following table represents the individual positions within the Total Return Swap as of January 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
NYMEX Light Sweet Crude Oil Futures   8.71%   13,448,879
ICE Brent Crude Oil Futures   7.49%   11,565,110
NYMEX Reformulated Gasoline Blend Futures   2.49%   3,844,743
ICE Gasoil Futures   2.74%   4,230,761
NYMEX NY Harbor ULSD Futures   1.47%   2,269,788
NYMEX Henry Hub Natural Gas Futures   8.84%   13,649,610
CBOT Soybean Futures   4.49%   6,932,890
CBOT Soybean Oil Futures   2.15%   3,319,758
CBOT Soybean Meal Futures   2.75%   4,246,202
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Futures Contract   % of Index   Notional Amount
CBOT Corn Futures   6.19%   9,557,815
CBOT Wheat Futures   3.29%   5,080,002
KCBT Hard Red Winter Wheat Futures   1.25%   1,930,092
CME Live Cattle Futures   4.90%   7,565,960
CME Lean Hogs Futures   2.19%   3,381,521
COMEX Gold 100 Troy Oz. Futures   14.78%   22,821,406
COMEX Silver Futures   3.18%   4,910,154
COMEX Copper Futures   6.74%   10,407,055
LME Primary Aluminum Futures   3.52%   5,435,139
LME Nickel Futures   2.72%   4,199,880
LME Zinc Futures   3.46%   5,342,494
NYBOT CSC No. 11 World Sugar Futures   3.44%   5,311,613
NYBOT CSC 'C' Coffee Futures   1.97%   3,041,825
NYBOT CTN No. 2 Cotton Futures   1.24%   1,914,651
Total Notional Amount       154,407,348
(3) The following table represents the individual positions within the Total Return Swap as of January 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
NYMEX Light Sweet Crude Oil Futures   8.71%   18,262,357
ICE Brent Crude Oil Futures   7.49%   15,704,369
NYMEX Reformulated Gasoline Blend Futures   2.49%   5,220,812
ICE Gasoil Futures   2.74%   5,744,989
NYMEX NY Harbor ULSD Futures   1.47%   3,082,166
NYMEX Henry Hub Natural Gas Futures   8.84%   18,534,929
CBOT Soybean Futures   4.49%   9,414,234
CBOT Soybean Oil Futures   2.15%   4,507,929
CBOT Soybean Meal Futures   2.75%   5,765,956
CBOT Corn Futures   6.19%   12,978,643
CBOT Wheat Futures   3.29%   6,898,180
KCBT Hard Red Winter Wheat Futures   1.25%   2,620,889
CME Live Cattle Futures   4.90%   10,273,886
CME Lean Hogs Futures   2.19%   4,591,798
COMEX Gold 100 Troy Oz. Futures   14.78%   30,989,394
COMEX Silver Futures   3.18%   6,667,542
COMEX Copper Futures   6.74%   14,131,835
LME Primary Aluminum Futures   3.52%   7,380,424
LME Nickel Futures   2.72%   5,703,055
LME Zinc Futures   3.46%   7,254,621
NYBOT CSC No. 11 World Sugar Futures   3.44%   7,212,687
NYBOT CSC 'C' Coffee Futures   1.97%   4,130,521
NYBOT CTN No. 2 Cotton Futures   1.24%   2,599,922
Total Notional Amount       209,671,138
(4) The following table represents the individual positions within the Total Return Swap as of January 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
NYMEX Light Sweet Crude Oil Futures   7.12%   8,847,717
ICE Brent Crude Oil Futures   6.23%   7,741,752
NYMEX Reformulated Gasoline Blend Futures   2.34%   2,907,817
ICE Gasoil Futures   2.27%   2,820,831
NYMEX NY Harbor ULSD Futures   1.83%   2,274,062
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Futures Contract   % of Index   Notional Amount
NYMEX Henry Hub Natural Gas Futures   7.74%   9,618,164
CBOT Soybean Futures   5.69%   7,070,718
CBOT Soybean Oil Futures   2.72%   3,380,027
CBOT Soybean Meal Futures   3.48%   4,324,446
CBOT Corn Futures   6.30%   7,828,738
CBOT Wheat Futures   3.28%   4,075,915
KCBT Hard Red Winter Wheat Futures   1.59%   1,975,824
CME Live Cattle Futures   4.09%   5,082,467
CME Lean Hogs Futures   1.70%   2,112,517
COMEX Gold 100 Troy Oz. Futures   14.76%   18,341,616
COMEX Silver Futures   4.00%   4,970,628
COMEX Copper Futures   6.76%   8,400,361
LME Primary Aluminum Futures   4.43%   5,504,970
LME Nickel Futures   2.73%   3,392,453
LME Zinc Futures   3.45%   4,287,166
NYBOT CSC No. 11 World Sugar Futures   3.42%   4,249,887
NYBOT CSC 'C' Coffee Futures   2.50%   3,106,642
NYBOT CTN No. 2 Cotton Futures   1.57%   1,950,971
Total Notional Amount       124,265,689
(5) The following table represents the individual positions within the Total Return Swap as of January 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
NYMEX Light Sweet Crude Oil Futures   8.71%   17,926,354
ICE Brent Crude Oil Futures   7.49%   15,415,429
NYMEX Reformulated Gasoline Blend Futures   2.49%   5,124,755
ICE Gasoil Futures   2.74%   5,639,289
NYMEX NY Harbor ULSD Futures   1.47%   3,025,458
NYMEX Henry Hub Natural Gas Futures   8.84%   18,193,910
CBOT Soybean Futures   4.49%   9,241,024
CBOT Soybean Oil Futures   2.15%   4,424,989
CBOT Soybean Meal Futures   2.75%   5,659,870
CBOT Corn Futures   6.19%   12,739,853
CBOT Wheat Futures   3.29%   6,771,263
KCBT Hard Red Winter Wheat Futures   1.25%   2,572,668
CME Live Cattle Futures   4.90%   10,084,860
CME Lean Hogs Futures   2.19%   4,507,315
COMEX Gold 100 Troy Oz. Futures   14.78%   30,419,230
COMEX Silver Futures   3.18%   6,544,868
COMEX Copper Futures   6.74%   13,871,827
LME Primary Aluminum Futures   3.52%   7,244,634
LME Nickel Futures   2.72%   5,598,126
LME Zinc Futures   3.46%   7,121,146
NYBOT CSC No. 11 World Sugar Futures   3.44%   7,079,983
NYBOT CSC 'C' Coffee Futures   1.97%   4,054,525
NYBOT CTN No. 2 Cotton Futures   1.24%   2,552,087
Total Notional Amount       205,813,463
(6) The following table represents the individual positions within the Total Return Swap as of January 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
NYMEX Light Sweet Crude Oil Futures   7.12%   6,725,232
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Futures Contract   % of Index   Notional Amount
ICE Brent Crude Oil Futures   6.23%   5,884,579
NYMEX Reformulated Gasoline Blend Futures   2.34%   2,210,259
ICE Gasoil Futures   2.27%   2,144,140
NYMEX NY Harbor ULSD Futures   1.83%   1,728,536
NYMEX Henry Hub Natural Gas Futures   7.74%   7,310,857
CBOT Soybean Futures   5.69%   5,374,519
CBOT Soybean Oil Futures   2.72%   2,569,190
CBOT Soybean Meal Futures   3.48%   3,287,052
CBOT Corn Futures   6.30%   5,950,698
CBOT Wheat Futures   3.28%   3,098,141
KCBT Hard Red Winter Wheat Futures   1.59%   1,501,843
CME Live Cattle Futures   4.09%   3,863,231
CME Lean Hogs Futures   1.70%   1,605,744
COMEX Gold 100 Troy Oz. Futures   14.76%   13,941,635
COMEX Silver Futures   4.00%   3,778,221
COMEX Copper Futures   6.76%   6,385,193
LME Primary Aluminum Futures   4.43%   4,184,380
LME Nickel Futures   2.73%   2,578,636
LME Zinc Futures   3.45%   3,258,715
NYBOT CSC No. 11 World Sugar Futures   3.42%   3,230,379
NYBOT CSC 'C' Coffee Futures   2.50%   2,361,388
NYBOT CTN No. 2 Cotton Futures   1.57%   1,482,952
Total Notional Amount       94,455,520
(7) The following table represents the individual positions within the Total Return Swap as of January 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
NYMEX Light Sweet Crude Oil Futures   7.12%   25,523,257
ICE Brent Crude Oil Futures   6.23%   22,332,850
NYMEX Reformulated Gasoline Blend Futures   2.34%   8,388,262
ICE Gasoil Futures   2.27%   8,137,331
NYMEX NY Harbor ULSD Futures   1.83%   6,560,051
NYMEX Henry Hub Natural Gas Futures   7.74%   27,745,788
CBOT Soybean Futures   5.69%   20,397,098
CBOT Soybean Oil Futures   2.72%   9,750,458
CBOT Soybean Meal Futures   3.48%   12,474,851
CBOT Corn Futures   6.30%   22,583,781
CBOT Wheat Futures   3.28%   11,757,905
KCBT Hard Red Winter Wheat Futures   1.59%   5,699,716
CME Live Cattle Futures   4.09%   14,661,534
CME Lean Hogs Futures   1.70%   6,094,036
COMEX Gold 100 Troy Oz. Futures   14.76%   52,910,573
COMEX Silver Futures   4.00%   14,338,909
COMEX Copper Futures   6.76%   24,232,756
LME Primary Aluminum Futures   4.43%   15,880,341
LME Nickel Futures   2.73%   9,786,305
LME Zinc Futures   3.45%   12,367,309
NYBOT CSC No. 11 World Sugar Futures   3.42%   12,259,767
NYBOT CSC 'C' Coffee Futures   2.50%   8,961,818
NYBOT CTN No. 2 Cotton Futures   1.57%   5,628,022
Total Notional Amount       358,472,718
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $24,959,602   —   $24,959,602
Belgium
—   18,140,856   —   18,140,856
Canada
—   210,076,629   —   210,076,629
Denmark
—   5,458,163   —   5,458,163
France
—   11,713,303   —   11,713,303
Germany
—   14,636,403   —   14,636,403
Japan
—   23,212,767   —   23,212,767
Netherlands
—   3,068,582   —   3,068,582
Spain
—   21,361,751   —   21,361,751
Supranational Organization Obligations
—   21,393,626   —   21,393,626
Sweden
—   43,651,095   —   43,651,095
Switzerland
—   10,850,774   —   10,850,774
United Kingdom
—   13,885,627   —   13,885,627
United States
—   309,785,050   —   309,785,050
U.S. Treasury Obligations
—   480,989,923   —   480,989,923
Commercial Paper
—   54,932,654   —   54,932,654
Securities Lending Collateral
—   7,263,867   —   7,263,867
Forward Currency Contracts**
—   2,696,113   —   2,696,113
Futures Contracts**
$(2,264,050)   —   —   (2,264,050)
Swap Agreements**
—   (17,026,992)   —   (17,026,992)
TOTAL
$(2,264,050)   $1,261,049,793   —   $1,258,785,743
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA One-Year Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
AGENCY OBLIGATIONS — (2.8%)
Federal Farm Credit Bank, Floating Rate Note, 1M USD LIBOR + 0.015%, FRN        
(r)
1.684%, 03/17/21
  50,000   $50,007,671
Federal Farm Credit Banks Funding Corp., Floating Rate Note, 1M USD LIBOR + 0.045%, FRN        
(r)
1.715%, 04/16/21
  112,000   112,041,994
Federal Home Loan Bank Discount Notes        
0.000%, 03/24/20
  50,000   49,891,667
TOTAL AGENCY OBLIGATIONS
      211,941,332
BONDS — (29.8%)
African Development Bank        
1.875%, 03/16/20
  26,600   26,608,246
African Development Bank, Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)
1.763%, 12/15/21
  37,000   36,941,540
Agence Francaise De Developpement, Floating Rate Note, 3M USD LIBOR + 0.080%, FRN        
(r)
2.008%, 03/23/20
  30,000   30,000,065
Apple, Inc., 3M USD LIBOR + 0.250%, FRN        
#(r)
2.151%, 02/07/20
  55,000   55,001,837
Apple, Inc., 3M USD LIBOR + 1.130%, FRN        
#(r)
3.039%, 02/23/21
  10,500   10,617,358
Asian Development Bank, 3M USD LIBOR + 0.010%, FRN        
(r)
1.904%, 12/15/21
  95,000   94,969,600
Asian Development Bank, 3M USD LIBOR + 0.190%, FRN        
(r)
2.084%, 06/16/21
  10,678   10,703,841
Bank of Montreal        
2.100%, 06/15/20
  25,905   25,939,723
Bank of Montreal, 3M USD LIBOR + 0.340%, FRN        
(r)
2.188%, 07/13/20
  13,691   13,709,916
      Face
Amount 		  Value†
      (000)    
 
Bank of Montreal, 3M USD LIBOR + 0.440%, FRN        
(r)
2.334%, 06/15/20
  32,065   $32,118,026
Bank of Montreal, 3M USD LIBOR + 0.460%, FRN        
(r)
2.308%, 04/13/21
  16,178   16,242,289
Bank of Nova Scotia (The)        
#
2.350%, 10/21/20
  11,846   11,902,871
Bank of Nova Scotia (The), 3M USD LIBOR + 0.290%, FRN        
(r)
2.162%, 01/08/21
  39,053   39,113,831
Bank of Nova Scotia (The), 3M USD LIBOR + 0.440%, FRN        
(r)
2.259%, 04/20/21
  6,000   6,022,826
BNG Bank NV        
Ω
2.500%, 02/28/20
  26,000   26,013,572
 
2.500%, 02/28/20
  49,108   49,133,634
BNG Bank NV, 3M USD LIBOR + 0.100%, FRN        
(r)Ω
1.938%, 07/14/20
  15,000   15,007,351
Caisse d'Amortissement de la Dette Sociale        
2.000%, 04/17/20
  10,150   10,156,598
Canadian Imperial Bank of Commerce, 3M USD LIBOR + 0.310%, FRN        
(r)
2.210%, 10/05/20
  3,735   3,740,434
Canadian Imperial Bank of Commerce, 3M USD LIBOR + 0.315%, FRN        
(r)
2.078%, 02/02/21
  21,180   21,215,949
Chevron Corp.        
#
1.991%, 03/03/20
  9,500   9,501,790
Council Of Europe Development Bank        
1.625%, 03/10/20
  26,465   26,464,735
CPPIB Capital, Inc., Floating Rate Note, 3M USD LIBOR + 0.030%, FRN        
(r)Ω
1.873%, 10/16/20
  50,000   50,023,738
Dexia Credit Local SA        
Ω
2.250%, 02/18/20
  10,794   10,796,743
Erste Abwicklungsanstalt        
2.500%, 03/13/20
  15,200   15,213,133
EUROFIMA        
1.750%, 05/29/20
  14,900   14,898,659
European Investment Bank        
#
1.625%, 03/16/20
  53,690   53,691,074
 
1.750%, 05/15/20
  7,800   7,802,513
 
DFA One-Year Fixed Income Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
European Investment Bank, Floating Rate Note, 3M USD LIBOR + 0.110%, FRN        
(r)
2.045%, 03/24/21
  2,043   $2,045,192
Export Development Canada        
Ω
2.300%, 02/10/20
  85,250   85,258,490
Fms Wertmanagement        
#
1.750%, 03/17/20
  6,500   6,501,235
FMS Wertmanagement        
2.250%, 02/03/20
  22,400   22,400,000
Inter-American Development Bank, 3M USD LIBOR - 0.020%, FRN        
(r)
1.774%, 10/25/21
  73,830   73,774,627
Inter-American Development Bank, 3M USD LIBOR + 0.000%, FRN        
(r)
1.831%, 01/15/22
  159   158,906
Inter-American Development Bank, 3M USD LIBOR + 0.220%, FRN        
(r)
2.051%, 10/15/20
  10,700   10,716,906
Inter-American Investment Corp., 3M USD LIBOR + 0.090%, FRN        
(r)
1.938%, 10/12/21
  30,250   30,256,352
Kommunalbanken A.S.        
Ω
2.500%, 04/17/20
  7,028   7,039,034
 
2.500%, 04/17/20
  25,396   25,435,872
Kommunalbanken A.S., 3M USD LIBOR + 0.040%, FRN        
(r)Ω
1.927%, 03/12/21
  5,000   5,001,144
Kommunalbanken A.S., 3M USD LIBOR + 0.330%, FRN        
(r)Ω
2.224%, 06/16/20
  8,000   8,010,544
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.040%, FRN        
(r)
1.927%, 03/12/21
  66,522   66,537,221
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.330%, FRN        
(r)
2.224%, 06/16/20
  27,500   27,536,245
Kommunekredit        
1.625%, 06/12/20
  44,913   44,897,730
Kommuninvest I Sverige AB        
1.750%, 03/19/20
  38,544   38,548,240
Kreditanstalt Fuer Wiederaufbau        
1.500%, 04/20/20
  39,500   39,491,404
      Face
Amount 		  Value†
      (000)    
 
Municipality Finance P.L.C.        
1.500%, 03/23/20
  6,167   $6,165,619
Municipality Finance P.L.C., Floating Rate Note, 3M USD LIBOR + 0.170%, FRN        
(r)
2.063%, 02/07/20
  54,600   54,601,092
Municipality Finance P.L.C., Floating Rate Note, 3M USD LIBOR + 0.500%, FRN        
(r)
1.954%, 02/17/21
  27,200   27,205,984
Municipality Finance PLC, 3M USD LIBOR + 0.010%, FRN        
(r)Ω
1.804%, 10/26/20
  88,000   87,995,926
Nederlandse Waterschapsbank NV        
1.625%, 03/04/20
  15,750   15,750,000
Nordic Investment Bank        
2.500%, 04/28/20
  29,650   29,706,631
Novartis Capital Corp.        
#
1.800%, 02/14/20
  6,551   6,550,869
NRW Bank, 3M USD LIBOR + 0.040%, FRN        
(r)
1.944%, 02/08/21
  30,200   30,191,846
Nrw. Bank, Floating Rate Note, 3M USD LIBOR + 0.060%, FRN        
(r)
1.952%, 03/05/21
  26,000   26,002,080
Oesterreichische Kontrollbank AG        
1.375%, 02/10/20
  56,482   56,479,841
Oesterreichische Kontrollbank AG, Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)
1.904%, 09/15/20
  16,800   16,798,376
Province of Ontario Canada        
4.400%, 04/14/20
  44,499   44,727,280
#
1.875%, 05/21/20
  18,000   18,007,602
Royal Bank of Canada        
#
2.125%, 03/02/20
  76,155   76,179,370
#
2.150%, 03/06/20
  54,939   54,961,525
 
2.150%, 10/26/20
  22,453   22,531,378
Royal Bank of Canada, 3M USD LIBOR + 0.240%, FRN        
(r)
2.034%, 10/26/20
  3,340   3,344,106
Royal Bank of Canada, 3M USD LIBOR + 0.300%, FRN        
(r)
2.102%, 07/22/20
  12,800   12,815,907
 
DFA One-Year Fixed Income Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Royal Bank of Canada, 3M USD LIBOR + 0.390%, FRN        
(r)
2.159%, 04/30/21
  16,700   $16,764,601
Shell International Finance BV        
4.375%, 03/25/20
  3,110   3,122,191
 
2.125%, 05/11/20
  39,156   39,202,852
Shell International Finance BV, 3M USD LIBOR + 0.450%, FRN        
(r)
2.351%, 05/11/20
  20,912   20,936,099
Toronto-Dominion Bank (The)        
3.000%, 06/11/20
  8,761   8,799,078
Toronto-Dominion Bank (The), 3M USD LIBOR + 0.240%, FRN        
#(r)
2.034%, 01/25/21
  26,510   26,549,292
Toronto-Dominion Bank (The), 3M USD LIBOR + 0.260%, FRN        
(r)
2.160%, 09/17/20
  16,800   16,826,711
Toronto-Dominion Bank (The), 3M USD LIBOR + 0.280%, FRN        
#(r)
2.168%, 06/11/20
  13,000   13,014,872
Toronto-Dominion Bank (The), 3M USD LIBOR + 0.430%, FRN        
(r)
2.318%, 06/11/21
  18,350   18,439,063
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.930%, FRN        
(r)
2.824%, 12/14/20
  20,000   20,152,514
Toyota Motor Credit Corp.        
2.150%, 03/12/20
  14,891   14,898,417
Toyota Motor Credit Corp., 3M USD LIBOR + 0.150%, FRN        
(r)
2.028%, 10/09/20
  34,177   34,204,986
Toyota Motor Credit Corp., 3M USD LIBOR + 0.170%, FRN        
(r)
2.068%, 09/18/20
  82,712   82,776,702
Toyota Motor Credit Corp., 3M USD LIBOR + 0.260%, FRN        
#(r)
2.096%, 04/17/20
  30,000   30,020,553
Toyota Motor Credit Corp., 3M USD LIBOR + 0.280%, FRN        
(r)
2.128%, 04/13/21
  3,327   3,335,847
      Face
Amount 		  Value†
      (000)    
 
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.150%, FRN        
(r)
2.045%, 08/21/20
  5,500   $5,501,925
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.540%, FRN        
(r)
2.412%, 01/08/21
  19,750   19,826,436
Walmart, Inc.        
2.850%, 06/23/20
  37,314   37,491,467
Walmart, Inc., 3M USD LIBOR + 0.230%, FRN        
(r)
2.158%, 06/23/21
  4,105   4,116,282
Walmart, Inc., Floating Rate Note, 3M USD LIBOR + 0.040%, FRN        
(r)
1.968%, 06/23/20
  48,850   48,862,611
TOTAL BONDS
      2,272,018,965
U.S. TREASURY OBLIGATIONS — (7.3%)
U.S. Treasury Bills        
#
0.000%, 03/24/20
  50,000   49,894,618
#
0.000%, 04/02/20
  75,000   74,812,142
U.S. Treasury Notes, 3M USTMMR + 0.139%, FRN        
(r)
1.675%, 04/30/21
  295,500   295,606,259
U.S. Treasury Notes, 3M USTMMR + 0.220%, FRN        
(r)
1.756%, 07/31/21
  85,000   85,132,927
U.S. Treasury Notes, 3M USTMMR + 0.300%, FRN        
(r)
1.836%, 10/31/21
  50,000   50,152,028
TOTAL U.S. TREASURY OBLIGATIONS
      555,597,974
CERTIFICATES OF DEPOSIT — (4.8%)
Bank of Montreal, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
1.825%, 01/28/21
  40,000   39,999,975
Bank of Montreal, Floating Rate Note, 3M USD LIBOR + 0.190%, FRN        
(r)
2.077%, 03/06/20
  88,000   88,020,980
Bank of Nova Scotia, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
1.969%, 02/27/20
  75,000   75,007,514
Bank of Nova Scotia, Floating Rate Note, 3M USD LIBOR + 0.190%, FRN        
(r)
2.078%, 03/11/20
  34,450   34,459,551
 
DFA One-Year Fixed Income Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Bank of Nova Scotia (The), Floating Rate Note, 3M USD LIBOR + 0.280%, FRN        
(r)
2.208%, 09/21/20
  17,700   $17,727,754
Canadian Imperial Bank of Commerce, Floating Rate Note, 1M USD LIBOR + 0.170%, FRN        
(r)
1.862%, 05/08/20
  49,000   49,021,571
(r)
1.846%, 05/15/20
  20,000   20,009,813
Canadian Imperial Bank of Commerce, Floating Rate Note, 1M USD LIBOR + 0.180%, FRN        
(r)
1.914%, 04/06/20
  25,000   25,007,232
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note, 1M USD LIBOR + 0.140%, FRN        
(r)
1.793%, 10/22/20
  16,000   16,001,415
TOTAL CERTIFICATES OF DEPOSIT
      365,255,805
TOTAL INVESTMENT SECURITIES

(Cost $3,401,811,004)
      3,404,814,076
    
         
         
COMMERCIAL PAPER — (50.7%)
Ω
Apple, Inc. 1.600%, 02/20/20
  64,500 64,444,458
Bank of Nova Scotia (The) 1.885%, 03/06/20
  35,000 34,945,964
Banque Et Caisse      
1.703%, 05/07/20
  22,500 22,400,878
 
1.705%, 06/12/20
  150,000 149,080,638
 
1.650%, 06/17/20
  50,000 49,681,450
 
Banque Et Caisse D’Epargne De L’Etat 1.580%, 02/26/20
  9,000 8,989,795
BNG Bank NV      
Ω
1.850%, 03/31/20
  75,000 74,808,750
Ω
1.720%, 06/10/20
  52,000 51,695,920
Ω
1.736%, 06/18/20
  8,000 7,950,176
Caisse Des Depots Et      
Ω
1.830%, 03/12/20
  36,000 35,934,113
Ω
1.765%, 03/16/20
  20,000 19,959,500
Ω
1.800%, 03/25/20
  125,000 124,696,250
Caisse Des Depots Et Consignations      
Ω
1.711%, 04/09/20
  40,000 39,874,880
Ω
1.711%, 04/22/20
  4,500 4,483,098
Chevron Corp.      
Ω
1.580%, 02/04/20
  37,500 37,493,525
      FaceAmount   Value†
      (000)    
Ω
1.580%, 02/06/20
  70,000   $69,981,905
Ω
CPPIB Capital, Inc. 1.680%, 07/20/20
  46,350   45,982,329
DBS Bank Ltd.        
1.810%, 02/18/20
  15,050   15,037,704
Ω
1.820%, 02/21/20
  20,000   19,981,007
Ω
1.880%, 03/13/20
  27,625   27,571,822
 
1.890%, 03/13/20
  50,000   49,903,750
Ω
1.700%, 02/06/20
  24,000   23,993,620
Ω
1.620%, 02/18/20
  10,000   9,991,830
Ω
1.660%, 03/06/20
  5,000   4,991,979
Ω
1.700%, 04/03/20
  22,500   22,434,834
Ω
DBS Bank, Ltd. 1.741%, 04/17/20
  50,000   49,820,547
Eli Lilly & Co.        
Ω
1.590%, 02/03/20
  75,000   74,990,218
Ω
1.580%, 02/05/20
  40,000   39,991,322
Ω
Equinor ASA 1.750%, 02/20/20
  75,000   74,935,000
Ω
Equipment Intermediation 1.731%, 04/17/20
  35,000   34,879,623
Erste Abwicklungsanstalt        
Ω
1.820%, 02/10/20
  54,500   54,476,262
Ω
1.741%, 04/09/20
  95,250   94,951,146
Ω
1.731%, 04/28/20
  30,000   29,880,393
Ω
1.730%, 05/14/20
  12,000   11,942,835
 
European Investment Bank 1.635%, 03/17/20
  84,000   83,830,413
Exxon Mobil Corp.        
1.670%, 02/24/20
  50,000   49,948,333
 
1.590%, 02/05/20
  35,000   34,991,795
Ω
Kreditanstalt Fuer Wiederaufbau 1.710%, 02/19/20
  70,000   69,941,997
Landesbank Hessen-Thuringen        
Ω
1.884%, 03/02/20
  15,000   14,979,708
Ω
1.740%, 03/20/20
  60,000   59,869,742
Ω
1.616%, 03/03/20
  75,000   74,895,133
Ω
1.716%, 06/17/20
  30,000   29,808,410
Ω
1.738%, 07/13/20
  39,000   38,703,297
Ω
1.700%, 07/27/20
  11,000   10,909,171
Nederlandse Waterschapsbank NV        
Ω
1.885%, 03/17/20
  30,000   29,938,628
Ω
1.695%, 04/14/20
  73,000   72,753,459
Ω
1.711%, 04/22/20
  6,000   5,977,354
Nederlandse Wtrschbnk        
Ω
1.950%, 02/19/20
  40,000   39,967,088
Ω
1.780%, 02/25/20
  25,000   24,972,430
Ω
1.850%, 03/12/20
  35,000   34,936,222
Ω
Nestle Cap Corp 1.650%, 03/18/20
  83,900   83,735,148
Nestle Cap Corp.        
Ω
1.680%, 02/04/20
  32,665   32,659,193
 
DFA One-Year Fixed Income Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
Ω
1.710%, 02/18/20
  75,000   $74,944,125
NRW Bank        
Ω
1.710%, 04/21/20
  17,000   16,937,614
Ω
1.680%, 05/22/20
  47,500   47,257,645
NRW. Bank        
Ω
1.713%, 05/12/20
  38,000   37,823,427
Ω
1.726%, 06/22/20
  10,000   9,934,856
 
Oesterreichische 1.750%, 03/04/20
  50,000   49,927,583
Oesterreichische Kontrollbank AG        
1.720%, 02/06/20
  17,100   17,095,654
 
1.760%, 03/04/20
  25,000   24,963,792
 
1.660%, 05/26/20
  59,000   58,696,963
Pfizer, Inc.        
2.040%, 03/05/20
  10,000   9,986,306
Ω
1.700%, 02/04/20
  30,000   29,994,787
 
1.800%, 02/04/20
  3,700   3,699,357
 
2.020%, 02/04/20
  50,000   49,991,311
Ω
1.680%, 02/05/20
  27,435   27,429,048
Ω
1.950%, 03/05/20
  20,000   19,972,611
Ω
1.620%, 04/16/20
  45,000   44,858,545
 
1.630%, 04/16/20
  35,000   34,889,980
Province of Alberta        
Ω
1.720%, 02/04/20
  48,000   47,991,659
Ω
1.720%, 02/10/20
  18,750   18,741,896
Ω
1.728%, 07/21/20
  11,000   10,913,283
PSP Capital, Inc.        
Ω
1.720%, 03/04/20
  20,000   19,971,327
Ω
1.738%, 04/17/20
  6,000   5,979,364
Ω
1.700%, 04/21/20
  15,000   14,945,494
Ω
1.660%, 05/22/20
  50,000   49,744,111
Ω
1.670%, 05/26/20
  50,000   49,734,650
Ω
1.718%, 07/20/20
  46,250   45,883,122
Queensland Treasury Corp.        
1.650%, 05/13/20
  75,000   74,653,233
 
1.630%, 05/14/20
  19,000   18,911,025
 
1.730%, 07/01/20
  33,000   32,766,199
Royal Bank of Canada        
1.670%, 06/22/20
  12,500   12,414,845
 
1.700%, 10/16/20
  24,250   23,945,384
Sanofi        
Ω
1.640%, 03/18/20
  50,000   49,894,968
Ω
1.650%, 03/20/20
  50,000   49,890,634
Ω
1.680%, 03/27/20
  36,000   35,910,232
Ω
Shell International Finance BV 1.750%, 09/28/20
  10,925   10,797,669
Svensk Exportkredit AB 1.731%, 04/03/20
  81,000   80,780,146
Toronto Dominion Bank        
Ω
1.830%, 02/03/20
  20,000   19,997,395
Ω
1.850%, 03/05/20
  25,000   24,961,915
Ω
1.670%, 07/15/20
  27,000   26,796,442
Ω
Toronto-Dominion Bank (The) 1.680%, 04/23/20
  4,250   4,234,254
      FaceAmount   Value†
      (000)    
Total Capital Canada Ltd.        
Ω
1.670%, 02/03/20
  7,800   $7,798,999
Ω
1.730%, 03/02/20
  50,000   49,932,058
Ω
1.690%, 04/23/20
  63,000   62,764,985
United Overseas Bank Ltd.        
Ω
1.810%, 02/04/20
  37,000   36,993,837
Ω
1.860%, 03/11/20
  100,000   99,828,889
Ω
1.700%, 03/24/20
  42,500   42,403,643
TOTAL COMMERCIAL PAPER
      3,862,980,304
    
      Shares  
TEMPORARY CASH INVESTMENTS — (2.0%)
 
State Street Institutional U.S. Government Money Market Fund 1.518%
  156,453,421 156,453,421
SECURITIES LENDING COLLATERAL — (1.0%)
@§
The DFA Short Term Investment Fund
  6,921,178 80,091,878
    
      Face
Amount 		 
      (000)  
REPURCHASE AGREEMENTS — (1.6%)
JPMorgan Chase & Co. 1.57% 02/03/2020, (Purchased on 01/31/20, Proceeds at maturity $23,383,500, collateralized by U.S. Treasury Securities, 0.00% - 2.13%, 03/26/20 - 07/31/24, Market Value $24,174,001)
  $23,700 23,700,000
 
RBC Dominion Securities, Inc. 1.57% 02/03/2020, (Purchased on 01/31/20, Proceeds at maturity $90,142,900, collateralized by U.S. Treasury Securities, 0.00% - 8.75%, 02/15/20 - 11/15/26, Market Value $97,920,082)
  96,000 96,000,000
TOTAL REPURCHASE AGREEMENTS
    119,700,000
TOTAL INVESTMENTS — (100.0%)  
(Cost $7,620,704,953)^^
    $7,624,039,679
 
DFA One-Year Fixed Income Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $211,941,332   —   $211,941,332
Bonds
—   2,272,018,965   —   2,272,018,965
U.S. Treasury Obligations
—   555,597,974   —   555,597,974
Certificates of Deposit
—   365,255,805   —   365,255,805
Commercial Paper
—   3,862,980,304   —   3,862,980,304
Temporary Cash Investments
$156,453,421   —   —   156,453,421
Securities Lending Collateral
—   80,091,878   —   80,091,878
Repurchase Agreements
—   119,700,000   —   119,700,000
TOTAL
$156,453,421   $7,467,586,258   —   $7,624,039,679
DFA Two-Year Global Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
AGENCY OBLIGATIONS — (0.1%)
Federal Farm Credit Bank        
(r)
1.699%, 08/09/21
  8,000   $7,994,003
BONDS — (70.6%)
AUSTRALIA — (1.0%)
Commonwealth Bank of Australia        
Ω
2.250%, 03/10/20
  9,000   9,004,950
#Ω
2.050%, 09/18/20
  4,250   4,258,167
 
2.400%, 11/02/20
  19,446   19,544,630
National Australia Bank, Ltd.        
#
2.625%, 07/23/20
  6,100   6,125,197
 
2.500%, 01/12/21
  10,000   10,068,700
Queensland Treasury Corp.        
6.250%, 02/21/20
AUD 10,000   6,710,467
TOTAL AUSTRALIA
      55,712,111
AUSTRIA — (1.1%)
OeBB-Infrastruktur AG        
3.500%, 10/19/20
EUR 6,800   7,753,092
Oesterreichische Kontrollbank AG        
1.375%, 02/10/20
  55,318   55,315,886
TOTAL AUSTRIA
      63,068,978
BELGIUM — (2.2%)
Dexia Credit Local SA        
0.250%, 03/19/20
EUR 33,800   37,514,063
 
2.000%, 01/22/21
EUR 28,250   32,056,893
 
0.200%, 03/16/21
EUR 35,900   40,077,337
 
0.875%, 09/07/21
GBP 6,000   7,921,599
 
0.625%, 01/21/22
EUR 7,400   8,366,658
 
1.125%, 06/15/22
GBP 400   531,842
TOTAL BELGIUM
      126,468,392
CANADA — (19.8%)
Bank of Montreal        
(r)
2.334%, 06/15/20
  4,530   4,537,491
(r)
2.188%, 07/13/20
  7,816   7,826,799
 
1.880%, 03/31/21
CAD 68,000   51,418,770
(r)
2.709%, 08/27/21
  10,200   10,302,598
 
0.250%, 11/17/21
EUR 28,000   31,292,870
(r)
0.102%, 09/28/21
EUR 10,269   11,459,395
(r)
0.105%, 03/14/22
EUR 1,500   1,674,521
Bank of Nova Scotia (The)        
2.130%, 06/15/20
CAD 58,000   43,867,704
 
3.270%, 01/11/21
CAD 131,280   100,503,500
 
0.375%, 04/06/22
EUR 2,000   2,241,655
Canada Housing Trust No 1        
Ω
3.750%, 03/15/20
CAD 50,000   37,865,347
      Face
Amount^ 		  Value†
      (000)    
 
CANADA — (Continued)
Canadian Government Bond        
1.500%, 03/01/20
CAD 25,000   $18,888,469
Canadian Imperial Bank of Commerce        
1.850%, 07/14/20
CAD 40,000   30,225,178
(r)
2.210%, 10/05/20
  7,000   7,010,185
(r)
2.078%, 02/02/21
  5,000   5,008,486
 
1.900%, 04/26/21
CAD 65,940   49,857,097
CPPIB Capital, Inc.        
1.400%, 06/04/20
CAD 37,500   28,311,452
Manitoba, Province of Canada        
0.750%, 12/15/21
GBP 10,760   14,149,811
Province of Alberta Canada        
1.250%, 06/01/20
CAD 88,500   66,785,601
 
1.350%, 09/01/21
CAD 15,000   11,286,157
Province of British Columbia Canada        
3.700%, 12/18/20
CAD 75,500   58,058,097
Province of Ontario Canada        
4.200%, 06/02/20
CAD 137,500   104,749,981
 
4.000%, 06/02/21
CAD 28,794   22,432,950
Province of Quebec Canada        
4.500%, 12/01/20
CAD 109,000   84,283,505
 
4.250%, 12/01/21
CAD 15,000   11,870,901
Royal Bank of Canada        
2.125%, 03/02/20
  10,000   10,003,200
 
2.150%, 03/06/20
  7,000   7,002,870
 
1.920%, 07/17/20
CAD 78,000   58,957,367
(r)
2.034%, 10/26/20
  4,500   4,505,532
 
2.860%, 03/04/21
CAD 17,000   12,988,159
 
2.030%, 03/15/21
CAD 65,000   49,229,862
(r)
2.160%, 04/30/21
  3,057   3,068,825
(r)
0.110%, 07/24/20
EUR 3,167   3,520,263
(r)
0.032%, 08/06/20
EUR 1,000   1,111,168
(r)
0.209%, 01/19/21
EUR 3,767   4,198,261
Toronto-Dominion Bank (The)        
1.693%, 04/02/20
CAD 87,000   65,722,011
(r)
2.168%, 06/11/20
  10,000   10,011,440
 
2.563%, 06/24/20
CAD 103,000   78,036,860
 
0.625%, 03/08/21
EUR 13,605   15,234,073
TOTAL CANADA
      1,139,498,411
DENMARK — (2.2%)
Denmark Government Bond        
3.000%, 11/15/21
DKK 740,000   117,149,296
Kommunekredit        
1.625%, 06/12/20
  7,114   7,111,581
TOTAL DENMARK
      124,260,877
FINLAND — (0.8%)
Municipality Finance P.L.C.        
1.500%, 03/23/20
  8,929   8,927,000
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
FINLAND — (Continued)
 
0.750%, 12/15/20
GBP 2,373   $3,129,222
(r)
1.804%, 10/26/20
  18,000   18,000,503
(r)
1.954%, 02/17/21
  17,600   17,603,872
TOTAL FINLAND
      47,660,597
FRANCE — (4.5%)
Agence Francaise de Developpement        
2.125%, 02/15/21
EUR 4,600   5,231,434
Agence Francaise de Developpement EPIC Floating Rate Note        
(r)
2.023%, 06/19/20
  20,000   20,005,115
(r)
2.005%, 06/07/21
  7,400   7,384,147
Agence Francaise de Developpement EPIC        
0.125%, 03/31/21
EUR 1,000   1,115,138
Bpifrance Financement SA        
0.100%, 02/19/21
EUR 25,000   27,862,429
Caisse d'Amortissement de la Dette Sociale        
3.750%, 10/25/20
EUR 5,292   6,047,322
Caisse des Depots et Consignations Floating Rate Note        
(r)
1.999%, 10/02/20
  40,200   40,208,665
IXIS Corporate & Investment Bank SA        
5.875%, 02/24/20
GBP 4,000   5,296,842
Sanofi Floating Rate Note        
(r)
0.000%, 03/21/20
EUR 4,000   4,438,292
0.875%, 09/22/21
EUR 16,300   18,390,501
 
1.125%, 03/10/22
EUR 1,000   1,139,493
 
0.000%, 03/21/22
EUR 4,400   4,911,293
SNCF Mobilites        
3.625%, 06/03/20
EUR 8,250   9,268,220
SNCF Reseau        
6.000%, 10/12/20
EUR 1,000   1,157,282
SNCF Reseau EPIC        
5.500%, 12/01/21
GBP 32,992   47,164,651
Total Capital International SA Floating Rate Note        
(r)
0.000%, 03/19/20
EUR 11,500   12,759,681
#
2.750%, 06/19/21
  4,327   4,397,578
 
2.125%, 11/19/21
EUR 14,000   16,193,409
Total Capital SA        
4.450%, 06/24/20
  18,250   18,429,842
 
4.125%, 01/28/21
  3,500   3,588,760
Unedic Asseo        
0.125%, 03/05/20
EUR 1,500   1,664,143
TOTAL FRANCE
      256,654,237
      Face
Amount^ 		  Value†
      (000)    
 
GERMANY — (6.9%)
Deutsche Bahn Finance GMBH        
3.500%, 06/10/20
EUR 500   $561,700
 
3.750%, 06/01/21
EUR 1,452   1,695,430
 
4.375%, 09/23/21
EUR 5,015   5,982,807
Erste Abwicklungsanstalt Floating Rate Note        
(r)
2.095%, 03/09/20
  6,200   6,202,294
2.500%, 03/13/20
  21,200   21,218,317
 
0.000%, 02/25/21
EUR 2,000   2,228,524
FMS Wertmanagement        
0.125%, 04/16/20
EUR 15,400   17,098,799
FMS Wertmanagement Floating Rate Note        
(r)
0.991%, 01/14/22
GBP 20,000   26,442,189
Kreditanstalt fuer Wiederaufbau        
1.625%, 06/05/20
GBP 16,000   21,189,269
 
3.500%, 01/22/21
SEK 2,000   214,343
 
1.375%, 02/01/21
GBP 21,000   27,905,254
 
5.550%, 06/07/21
GBP 5,000   7,023,475
 
1.000%, 10/12/21
NOK 80,000   8,619,834
 
0.125%, 06/03/22
SEK 126,000   13,041,888
Land Baden-Wuerttemberg Floating Rate Note        
(r)
0.370%, 07/19/21
EUR 2,566   2,877,045
Land Berlin        
0.250%, 07/15/20
EUR 1,860   2,068,889
Landeskreditbank Baden-Wuerttemberg Foerderbank        
(r)
2.067%, 09/27/21
  76,000   76,104,120
Landwirtschaftliche Rentenbank        
5.500%, 03/09/20
AUD 4,500   3,024,987
(r)
0.000%, 01/15/21
EUR 6,000   6,685,373
(r)
2.156%, 06/03/21
  6,728   6,747,161
NRW Bank        
0.125%, 01/18/21
EUR 18,700   20,846,696
(r)
1.944%, 02/08/21
  19,000   18,994,870
 
0.000%, 02/01/22
EUR 2,000   2,237,175
Nrw. Bank Floating Rate Note        
(r)
1.952%, 03/05/21
  24,000   24,001,920
State of North Rhine-Westphalia Germany        
1.250%, 03/13/20
EUR 7,423   8,246,766
State of North Rhine-Westphalia Germany Floating Rate Note        
(r)
0.761%, 10/29/21
GBP 48,000   63,322,455
TOTAL GERMANY
      394,581,580
JAPAN — (2.9%)
Total Capital Canada, Ltd.        
1.875%, 07/09/20
EUR 43,000   48,133,878
 
1.125%, 03/18/22
EUR 2,500   2,854,006
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
JAPAN — (Continued)
Toyota Credit Canada, Inc.        
1.800%, 02/19/20
CAD 5,000   $3,777,732
 
2.200%, 02/25/21
CAD 5,000   3,790,048
Toyota Finance Australia, Ltd.        
0.000%, 04/09/21
EUR 4,980   5,537,051
Toyota Motor Credit Corp.        
#
2.150%, 03/12/20
  65,658   65,690,704
 
1.800%, 07/23/20
EUR 3,500   3,919,155
 
4.250%, 01/11/21
  1,000   1,025,218
 
1.000%, 03/09/21
EUR 6,566   7,377,705
 
1.900%, 04/08/21
  1,883   1,889,576
 
0.000%, 07/21/21
EUR 1,544   1,718,044
 
1.000%, 09/10/21
EUR 5,534   6,258,155
 
0.750%, 07/21/22
EUR 419   476,058
Toyota Motor Credit Corp. Floating Rate Note        
#(r)
2.412%, 01/08/21
  2,549   2,558,865
Toyota Motor Finance Netherlands BV        
0.250%, 01/10/22
EUR 13,092   14,653,112
TOTAL JAPAN
      169,659,307
NETHERLANDS — (4.1%)
Allianz Finance II B.V.        
3.500%, 02/14/22
EUR 2,000   2,385,109
BNG Bank NV        
Ω
2.500%, 02/28/20
  17,000   17,008,874
 
1.750%, 03/24/20
  48,034   48,040,244
 
5.375%, 06/07/21
GBP 2,000   2,798,937
Cooperatieve Rabobank UA        
4.500%, 01/11/21
  2,962   3,038,966
 
4.125%, 01/12/21
EUR 500   577,526
 
4.625%, 01/13/21
GBP 850   1,160,486
 
2.500%, 01/19/21
  12,410   12,507,329
Nederlandse Waterschapsbank NV        
1.625%, 03/04/20
  39,199   39,199,000
Nederlandse Waterschapsbank NV Floating Rate Note        
(r)
1.911%, 11/10/20
  18,000   17,997,824
Shell International Finance BV        
4.375%, 03/25/20
  17,701   17,770,389
 
2.125%, 05/11/20
  18,815   18,837,513
 
2.250%, 11/10/20
  19,639   19,714,861
 
1.625%, 03/24/21
EUR 24,210   27,419,311
 
1.875%, 05/10/21
  2,909   2,919,694
 
1.250%, 03/15/22
EUR 2,882   3,299,444
 
1.000%, 04/06/22
EUR 2,336   2,660,482
TOTAL NETHERLANDS
      237,335,989
NORWAY — (1.5%)
Equinor ASA        
2.000%, 09/10/20
EUR 16,723   18,798,647
 
5.625%, 03/11/21
EUR 9,326   11,005,403
      Face
Amount^ 		  Value†
      (000)    
 
NORWAY — (Continued)
Kommunalbanken A.S.        
2.500%, 04/17/20
  12,734   $12,753,992
(r)Ω
1.927%, 03/12/21
  2,600   2,600,595
 
1.500%, 04/19/22
NOK 100,000   10,832,631
(r)
2.224%, 06/16/20
  20,000   20,026,360
(r)
1.927%, 03/12/21
  3,000   3,000,686
(r)
1.871%, 04/15/21
  5,500   5,500,282
TOTAL NORWAY
      84,518,596
SINGAPORE — (0.7%)
DBS Bank, Ltd. Floating Rate Note        
(r)
1.526%, 09/13/22
AUD 2,000   1,340,186
Monetary Authority of Singapore Bill        
0.000%, 04/24/20
SGD 35,000   25,562,720
Oversea-Chinese Banking Corp. Ltd/Sydney Floating Rate Note        
(r)
1.540%, 04/23/21
AUD 2,500   1,678,799
Temasek Financial I, Ltd.        
0.500%, 03/01/22
EUR 2,000   2,251,224
United Overseas Bank, Ltd. Floating Rate Note        
(r)
1.414%, 07/25/22
AUD 10,000   6,682,711
TOTAL SINGAPORE
      37,515,640
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (10.5%)
African Development Bank        
1.875%, 03/16/20
  35,400   35,410,974
 
5.250%, 03/23/22
AUD 13,000   9,475,891
Asian Development Bank        
1.375%, 06/11/20
CAD 835   630,231
(r)
1.904%, 12/15/21
  44,000   43,985,920
Asian Development Bank Floating Rate Note        
(r)
0.971%, 02/01/22
GBP 5,000   6,607,174
Council Of Europe Development Bank        
1.625%, 03/10/20
  72,316   72,315,277
 
3.000%, 07/13/20
EUR 9,084   10,226,309
EUROFIMA        
4.000%, 10/27/21
EUR 6,950   8,300,631
(r)
2.000%, 11/15/21
  11,000   10,999,230
EUROFIMA Floating Rate Note        
(r)
1.988%, 03/11/22
  5,285   5,285,053
European Financial Stability Facility        
0.100%, 01/19/21
EUR 9,000   10,039,039
European Investment Bank Floating Rate Note        
(r)
1.040%, 02/17/20
GBP 15,000   19,810,033
1.250%, 11/05/20
CAD 85,000   64,006,143
(r)Ω
2.045%, 03/24/21
  9,000   9,009,655
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
 
1.000%, 05/25/21
NOK 47,220   $5,118,351
Ω
2.250%, 07/30/21
CAD 15,000   11,434,298
 
2.250%, 07/30/21
CAD 10,000   7,621,883
 
4.250%, 12/07/21
GBP 4,674   6,568,099
(r)
0.991%, 01/10/22
GBP 13,947   18,455,797
 
1.500%, 05/12/22
NOK 225,000   24,503,558
European Stability Mechanism Treasury Bill        
0.000%, 02/06/20
EUR 38,429   42,620,861
 
0.000%, 03/05/20
EUR 16,500   18,306,715
Inter-American Development Bank        
(r)
1.699%, 10/09/20
  15,000   14,993,850
(r)
1.774%, 10/25/21
  50,000   49,962,500
(r)
1.831%, 01/15/22
  159   158,906
Inter-American Investment Corp.        
(r)
1.938%, 10/12/21
  52,750   52,761,078
International Bank for Reconstruction & Development        
1.125%, 03/11/20
CAD 12,255   9,254,312
 
5.750%, 10/01/20
AUD 5,000   3,451,048
 
2.800%, 01/13/21
AUD 10,000   6,808,838
International Finance Corp. Floating Rate Note        
(r)
0.976%, 01/18/22
GBP 15,000   19,822,024
Nordic Investment Bank        
1.375%, 07/15/20
NOK 47,640   5,172,889
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      603,116,567
SWEDEN — (3.5%)
Kommuninvest I Sverige AB        
0.750%, 02/16/20
SEK 20,000   2,077,927
 
1.750%, 03/19/20
  57,760   57,766,354
 
2.500%, 12/01/20
SEK 506,380   53,632,712
 
1.000%, 09/15/21
SEK 430,000   45,343,724
Svensk Export Credit AB        
(r)
1.944%, 12/14/20
  28,929   28,938,547
Svensk Exportkredit AB        
(r)
2.007%, 12/13/21
  12,000   12,009,462
Svenska Handelsbanken AB        
#
1.950%, 09/08/20
  2,500   2,503,933
 
3.000%, 11/20/20
GBP 1,000   1,341,612
TOTAL SWEDEN
      203,614,271
SWITZERLAND — (1.4%)
Nestle Finance International, Ltd.        
1.250%, 05/04/20
EUR 788   877,156
 
0.750%, 11/08/21
EUR 2,356   2,662,054
      Face
Amount^ 		  Value†
      (000)    
 
SWITZERLAND — (Continued)
Nestle Holdings, Inc.        
1.750%, 12/09/20
GBP 6,900   $9,174,136
Novartis Capital Corp.        
#
1.800%, 02/14/20
  7,805   7,804,844
#
4.400%, 04/24/20
  470   472,707
Novartis Finance SA        
0.000%, 03/31/21
EUR 50,532   56,182,484
 
0.750%, 11/09/21
EUR 5,500   6,213,618
TOTAL SWITZERLAND
      83,386,999
UNITED KINGDOM — (1.8%)
United Kingdom Treasury Bill        
0.000%, 02/24/20
GBP 2,991   3,948,240
 
0.000%, 03/02/20
GBP 75,000   98,981,195
TOTAL UNITED KINGDOM
      102,929,435
UNITED STATES — (5.7%)
3M Co.        
1.875%, 11/15/21
EUR 1,400   1,611,515
 
0.375%, 02/15/22
EUR 2,000   2,244,721
Apple, Inc.        
1.550%, 02/07/20
  7,500   7,499,681
#
1.900%, 02/07/20
  11,408   11,407,924
(r)
2.151%, 02/07/20
  15,000   15,000,501
#(r)
3.040%, 02/23/21
  800   808,941
Berkshire Hathaway, Inc.        
0.250%, 01/17/21
EUR 1,074   1,196,432
Chevron Corp.        
#
1.991%, 03/03/20
  19,589   19,592,691
#(r)
2.440%, 11/15/21
  6,000   6,045,997
Johnson & Johnson        
0.250%, 01/20/22
EUR 30,363   34,058,965
Merck & Co., Inc.        
1.850%, 02/10/20
  18,426   18,425,716
 
1.125%, 10/15/21
EUR 46,986   53,164,086
Microsoft Corp.        
#
1.850%, 02/06/20
  12,000   11,999,760
 
2.125%, 12/06/21
EUR 10,406   11,996,699
Oracle Corp.        
2.250%, 01/10/21
EUR 25,525   28,970,228
 
2.250%, 01/10/21
EUR 22,330   25,343,984
Pfizer, Inc.        
0.250%, 03/06/22
EUR 3,190   3,571,697
Procter & Gamble Co. (The)        
4.125%, 12/07/20
EUR 13,722   15,784,744
 
2.000%, 11/05/21
EUR 16,974   19,596,493
Walmart, Inc.        
2.850%, 06/23/20
  14,644   14,713,648
(r)
2.158%, 06/23/21
  25,925   25,996,250
TOTAL UNITED STATES
      329,030,673
TOTAL BONDS
      4,059,012,660
U.S. TREASURY OBLIGATIONS — (15.0%)
U.S. Treasury Bills        
#
0.000%, 03/24/20
  15,000   14,968,386
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
U.S. Treasury Notes        
(r)
1.651%, 01/31/21
  43,000   $43,013,943
(r)
1.675%, 04/30/21
  398,500   398,643,297
(r)
1.756%, 07/31/21
  405,000   405,633,359
TOTAL U.S. TREASURY OBLIGATIONS
      862,258,985
CERTIFICATES OF DEPOSIT — (1.1%)
CANADA — (0.2%)
(r)
Bank of Montreal, Floating Rate Note
  10,000,000   9,999,994
SINGAPORE — (0.9%)
(r)Ω
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note
  50,000,000   50,000,000
TOTAL CERTIFICATES OF DEPOSIT
      59,999,994
TOTAL INVESTMENT SECURITIES

(Cost $5,012,777,469)
      4,989,265,642
COMMERCIAL PAPER — (12.9%)
BNG Bank NV        
Ω
1.850%, 03/31/20
  50,000   49,872,500
Ω
1.736%, 06/18/20
  52,000   51,676,146
Caisse Des Depots Et Consignations        
Ω
1.680%, 04/21/20
  20,000   19,925,840
Ω
1.711%, 04/22/20
  8,000   7,969,952
Ω
1.690%, 04/24/20
  25,000   24,903,633
Ω
DBS Bank Ltd. 1.700%, 04/03/20
  48,000   47,860,980
Ω
Equipment Intermediation 1.731%, 04/17/20
  58,000   57,800,519
Erste Abwicklungsanstalt        
Ω
1.830%, 02/19/20
  25,000   24,979,351
      Face
Amount^ 		  Value†
      (000)    
 
Ω
1.620%, 02/25/20
  50,000   $49,945,555
 
Exxon Mobil Corp. 1.561%, 03/02/20
  25,000   24,966,697
Ω
KFW INTL FINANCE INC 1.580%, 02/14/20
  25,000   24,984,736
Nederlandse Waterschapsbank NV        
Ω
1.885%, 03/17/20
  50,000   49,897,714
Ω
1.711%, 04/22/20
  6,000   5,977,354
Nederlandse Wtrschbnk        
Ω
1.950%, 02/19/20
  20,000   19,983,544
Ω
1.850%, 03/12/20
  40,000   39,927,111
Ω
NRW Bank 1.710%, 04/21/20
  15,000   14,944,954
Oesterreichische Kontrollbank AG 1.760%, 03/04/20
  5,000   4,992,758
Ω
Oversea-Chinese Banking Corp Ltd 1.840%, 02/11/20
  50,000   49,974,516
Ω
Pfizer Inc 1.620%, 04/22/20
  50,000   49,830,875
Pfizer, Inc.        
Ω
1.700%, 02/04/20
  18,150   18,146,846
 
1.630%, 04/16/20
  50,000   49,842,828
Ω
Total Capital Canada Ltd. 1.690%, 04/23/20
  50,000   49,813,480
TOTAL COMMERCIAL PAPER
      738,217,889
    
      Shares  
SECURITIES LENDING COLLATERAL — (0.3%)
@§
The DFA Short Term Investment Fund
  1,645,764 19,044,781
TOTAL INVESTMENTS — (100.0%)  
(Cost $5,769,936,653)^^
    $5,746,528,312
 
As of January 31, 2020, 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)
EUR 10,000,000   USD 11,065,860   Bank of America Corp.   02/11/20   $29,335
NOK 501,579,612   USD 54,363,279   JP Morgan   02/04/20   168,395
USD 56,772,766   NOK 501,579,612   Citibank, N.A.   02/04/20   2,241,092
USD 135,230,053   CAD 175,702,380   Bank of America Corp.   02/04/20   2,464,593
USD 126,749,412   EUR 112,995,831   JP Morgan   02/05/20   1,423,857
USD 130,516,862   CAD 169,247,363   State Street Bank and Trust   02/05/20   2,629,401
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
USD 124,323,986   CAD 161,544,399   State Street Bank and Trust   02/06/20   $2,257,468
USD 126,989,952   CAD 165,294,071   State Street Bank and Trust   02/07/20   2,090,504
USD 129,472,148   CAD 168,932,410   State Street Bank and Trust   02/10/20   1,824,739
USD 116,459,493   SEK 1,106,279,234   UBS AG   02/11/20   1,505,864
USD 128,119,520   EUR 115,250,261   Barclays Capital   02/11/20   247,107
USD 126,274,048   EUR 113,687,725   State Street Bank and Trust   02/21/20   57,841
USD 1,388,543   AUD 2,016,536   State Street Bank and Trust   03/12/20   37,767
USD 3,655,200   AUD 5,289,204   State Street Bank and Trust   03/12/20   112,230
USD 8,800,881   AUD 12,730,325   Bank of America Corp.   03/12/20   273,480
USD 10,315,981   AUD 15,058,876   National Australia Bank Ltd.   03/12/20   228,802
USD 16,926,286   AUD 24,470,984   State Street Bank and Trust   03/12/20   534,412
USD 128,797,024   EUR 114,624,190   State Street Bank and Trust   04/06/20   1,188,262
USD 8,990,644   EUR 8,041,033   JP Morgan   04/07/20   38,187
USD 121,717,981   EUR 108,901,748   State Street Bank and Trust   04/07/20   472,596
USD 127,706,566   EUR 114,168,234   JP Morgan   04/08/20   590,103
USD 380,046   EUR 340,909   Bank of America Corp.   04/14/20   336
USD 1,667,789   EUR 1,495,782   State Street Bank and Trust   04/14/20   1,763
USD 36,590,703   EUR 32,694,412   Bank of America Corp.   04/14/20   175,144
USD 59,102,239   EUR 52,719,979   JP Morgan   04/14/20   381,882
USD 88,907,858   CAD 116,083,407   JP Morgan   04/16/20   1,194,191
USD 121,871,663   CAD 160,016,799   JP Morgan   04/23/20   961,324
USD 25,646,963   SGD 34,876,100   Barclays Capital   04/24/20   81,282
USD 122,786,959   CAD 161,994,309   Bank of America Corp.   04/27/20   382,274
USD 127,857,340   CAD 168,470,112   State Street Bank and Trust   04/28/20   559,436
USD 133,113,827   CAD 176,122,638   Bank of America Corp.   04/29/20   33,556
Total Appreciation           $24,187,223
CAD 175,702,380   USD 132,792,953   Bank of America Corp.   02/04/20   $(27,492)
EUR 5,141,853   USD 5,757,717   State Street Bank and Trust   04/07/20   (33,053)
USD 24,821,994   EUR 22,478,396   Bank of America Corp.   02/11/20   (118,225)
USD 117,644,241   DKK 795,152,452   JP Morgan   02/24/20   (528,809)
USD 6,520,030   GBP 5,003,719   State Street Bank and Trust   02/28/20   (91,596)
USD 130,769,098   GBP 100,405,632   State Street Bank and Trust   02/28/20   (1,901,129)
USD 54,600,942   NOK 503,718,869   JP Morgan   03/02/20   (168,784)
USD 2,651,373   GBP 2,022,596   JP Morgan   04/08/20   (24,036)
USD 133,887,911   GBP 102,918,737   State Street Bank and Trust   04/08/20   (2,248,855)
USD 3,073,244   EUR 2,766,381   State Street Bank and Trust   04/14/20   (7,996)
USD 6,343,693   EUR 5,731,713   JP Morgan   04/14/20   (40,381)
USD 16,531,612   EUR 14,935,481   State Street Bank and Trust   04/14/20   (103,766)
USD 136,347,325   GBP 104,211,906   Citibank, N.A.   04/16/20   (1,529,161)
Total (Depreciation)           $(6,823,283)
Total Appreciation
(Depreciation) 		          $17,363,940
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $55,712,111   —   $55,712,111
Austria
—   63,068,978   —   63,068,978
Belgium
—   126,468,392   —   126,468,392
Canada
—   1,139,498,411   —   1,139,498,411
Denmark
—   124,260,877   —   124,260,877
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
  Investments in Securities (Market Value)
  Level 1   Level 2   Level 3   Total
Finland
—   $47,660,597   —   $47,660,597
France
—   256,654,237   —   256,654,237
Germany
—   394,581,580   —   394,581,580
Japan
—   169,659,307   —   169,659,307
Netherlands
—   237,335,989   —   237,335,989
Norway
—   84,518,596   —   84,518,596
Singapore
—   37,515,640   —   37,515,640
Supranational Organization Obligations
—   603,116,567   —   603,116,567
Sweden
—   203,614,271   —   203,614,271
Switzerland
—   83,386,999   —   83,386,999
United Kingdom
—   102,929,435   —   102,929,435
United States
—   329,030,673   —   329,030,673
Agency Obligations
—   7,994,003   —   7,994,003
Certificates of Deposit
—   59,999,994   —   59,999,994
U.S. Treasury Obligations
—   862,258,985   —   862,258,985
Commercial Paper
—   738,217,889   —   738,217,889
Securities Lending Collateral
—   19,044,781   —   19,044,781
Forward Currency Contracts**
—   17,363,940   —   17,363,940
TOTAL
—   $5,763,892,252   —   $5,763,892,252
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Selectively Hedged Global Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (83.0%)
AUSTRALIA — (2.8%)
ASB Finance, Ltd.        
0.500%, 06/10/22
EUR 2,000   $2,252,546
Australia & New Zealand Banking Group Ltd.        
(r)
2.364%, 05/17/21
  6,000   6,027,479
BHP Billiton Finance, Ltd. Co.        
3.000%, 03/30/20
AUD 6,500   4,362,419
Commonwealth Bank of Australia        
0.500%, 07/11/22
EUR 5,725   6,453,653
National Australia Bank, Ltd. Floating Rate Note        
(r)
2.473%, 11/04/21
  3,245   3,275,421
0.875%, 01/20/22
EUR 1,112   1,259,046
 
0.350%, 09/07/22
EUR 1,500   1,686,039
Westpac Banking Corp.        
(r)
2.135%, 01/25/21
  1,114   1,116,485
(r)
2.753%, 08/19/21
  540   545,134
 
0.250%, 01/17/22
EUR 8,500   9,497,811
TOTAL AUSTRALIA
      36,476,033
BELGIUM — (3.3%)
Anheuser-Busch InBev SA        
0.800%, 04/20/23
EUR 1,439   1,642,826
Dexia Credit Local SA        
2.000%, 01/22/21
EUR 1,000   1,134,757
 
0.625%, 01/21/22
EUR 1,250   1,413,287
 
0.250%, 06/02/22
EUR 2,000   2,250,723
 
1.125%, 06/15/22
GBP 2,000   2,659,209
 
0.750%, 01/25/23
EUR 6,000   6,873,929
 
0.250%, 06/01/23
EUR 12,900   14,589,955
 
0.625%, 02/03/24
EUR 7,000   8,052,826
Euroclear Bank SA Floating Rate Note        
(r)
0.005%, 03/08/21
EUR 2,000   2,223,902
Euroclear Bank SA        
0.250%, 09/07/22
EUR 1,404   1,572,409
TOTAL BELGIUM
      42,413,823
CANADA — (9.8%)
Bank of Montreal        
(r)
2.709%, 08/27/21
  2,000   2,020,117
 
0.250%, 11/17/21
EUR 1,500   1,676,404
(r)
1.661%, 09/07/21
AUD 2,800   1,881,396
(r)
0.102%, 09/28/21
EUR 1,000   1,115,921
(r)
1.835%, 10/06/22
AUD 2,000   1,347,614
(r)
1.881%, 09/07/23
AUD 2,000   1,350,460
Bank of Nova Scotia (The) Floating Rate Note        
(r)
0.117%, 04/03/20
EUR 2,000   2,219,836
      Face
Amount^ 		  Value†
      (000)    
CANADA — (Continued)
Bank of Nova Scotia (The)        
(r)
2.259%, 04/20/21
  5,000   $5,019,021
Canada Housing Trust No 1        
Ω
1.450%, 06/15/20
CAD 17,000   12,835,552
Canadian Imperial Bank of Commerce        
0.750%, 03/22/23
EUR 6,750   7,696,293
 
0.375%, 05/03/24
EUR 1,740   1,943,590
Canadian Natural Resources, Ltd.        
2.950%, 01/15/23
  5,660   5,816,828
Enbridge, Inc.        
4.000%, 10/01/23
  3,000   3,192,737
Export Development Canada Floating Rate Note        
(r)
0.867%, 11/15/21
GBP 1,000   1,320,120
(r)
1.037%, 05/29/24
GBP 1,000   1,321,187
Rogers Communications, Inc.        
#
4.100%, 10/01/23
  1,000   1,078,983
Royal Bank of Canada        
1.920%, 07/17/20
CAD 10,000   7,558,637
 
2.860%, 03/04/21
CAD 25,000   19,100,234
(r)
2.160%, 04/30/21
  3,394   3,407,129
 
1.968%, 03/02/22
CAD 8,000   6,060,269
Royal Bank of Canada Floating Rate Note        
(r)
0.032%, 08/06/20
EUR 1,000   1,111,168
Toronto-Dominion Bank (The)        
1.693%, 04/02/20
CAD 7,000   5,287,978
 
2.563%, 06/24/20
CAD 14,000   10,606,952
 
0.625%, 03/08/21
EUR 3,379   3,783,604
(r)
2.874%, 04/07/21
  1,077   1,088,313
(r)
2.318%, 06/11/21
  2,000   2,009,707
 
1.994%, 03/23/22
CAD 10,000   7,579,870
 
0.625%, 07/20/23
EUR 1,000   1,138,958
(r)
0.085%, 09/08/20
EUR 1,700   1,890,094
(r)
2.332%, 12/22/20
AUD 5,000   3,378,355
TOTAL CANADA
      125,837,327
DENMARK — (0.9%)
AP Moller - Maersk A.S.        
1.500%, 11/24/22
EUR 2,680   3,098,574
Danske Bank A.S.        
Ω
2.800%, 03/10/21
  5,000   5,053,854
 
0.875%, 05/22/23
EUR 1,000   1,127,413
Kommunekredit        
0.250%, 03/29/23
EUR 2,000   2,264,546
TOTAL DENMARK
      11,544,387
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
FINLAND — (0.5%)
Nordea Bank Abp        
0.300%, 06/30/22
EUR 5,000   $5,612,434
OP Corporate Bank P.L.C.        
0.750%, 03/03/22
EUR 725   819,122
 
0.375%, 10/11/22
EUR 500   562,296
TOTAL FINLAND
      6,993,852
FRANCE — (2.7%)
Agence Francaise de Developpement EPIC        
0.125%, 03/31/21
EUR 1,000   1,115,138
BNP Paribas SA        
1.000%, 06/27/24
EUR 6,000   6,886,000
BPCE SA        
1.125%, 12/14/22
EUR 2,200   2,529,127
 
0.375%, 10/05/23
EUR 500   563,692
 
0.625%, 09/26/24
EUR 800   902,030
Caisse d'Amortissement de la Dette Sociale        
0.125%, 10/25/23
EUR 6,500   7,362,153
Pernod Ricard SA        
2.000%, 06/22/20
EUR 300   333,694
Ω
4.450%, 01/15/22
  2,450   2,574,329
Sanofi        
0.500%, 03/21/23
EUR 6,000   6,803,100
Societe Generale SA        
#Ω
2.500%, 04/08/21
  4,200   4,236,349
Ω
3.250%, 01/12/22
  1,000   1,026,060
TOTAL FRANCE
      34,331,672
GERMANY — (5.2%)
BMW Finance NV        
0.125%, 01/12/21
EUR 645   717,769
 
0.625%, 10/06/23
EUR 2,000   2,271,644
BMW US Capital LLC        
Ω
3.450%, 04/12/23
  5,000   5,244,636
Daimler Canada Finance, Inc.        
1.570%, 05/25/20
CAD 3,000   2,264,327
Daimler Finance North America LLC        
(r)Ω
2.141%, 05/04/20
  1,000   1,000,685
Ω
2.850%, 01/06/22
  7,200   7,314,998
Deutsche Bahn Finance GMBH        
3.750%, 06/01/21
EUR 624   728,615
Deutsche Bank AG        
#
2.950%, 08/20/20
  1,000   1,003,759
Erste Abwicklungsanstalt        
0.000%, 02/25/21
EUR 2,500   2,785,655
Kreditanstalt fuer Wiederaufbau        
0.125%, 06/03/22
SEK 100,000   10,350,705
Land Baden-Wuerttemberg Floating Rate Note        
(r)
0.370%, 07/19/21
EUR 500   560,609
      Face
Amount^ 		  Value†
      (000)    
GERMANY — (Continued)
Landeskreditbank Baden-Wuerttemberg Foerderbank        
0.050%, 11/09/21
EUR 5,000   $5,596,519
Landwirtschaftliche Rentenbank Floating Rate Note        
(r)
0.000%, 01/15/21
EUR 1,000   1,114,229
0.375%, 01/22/24
EUR 4,630   5,302,708
 
4.250%, 01/09/25
AUD 5,000   3,848,707
NRW Bank        
0.125%, 03/10/23
EUR 7,000   7,896,550
Volkswagen Financial Services AG        
1.375%, 10/16/23
EUR 1,000   1,153,008
Volkswagen Group of America Finance LLC        
Ω
2.400%, 05/22/20
  3,625   3,630,283
Ω
4.000%, 11/12/21
  2,000   2,071,253
Volkswagen International Finance NV        
0.875%, 01/16/23
EUR 300   339,513
VW Credit Canada, Inc.        
2.150%, 06/24/20
CAD 3,000   2,268,044
TOTAL GERMANY
      67,464,216
ITALY — (1.0%)
Enel Finance International NV        
Ω
2.875%, 05/25/22
  1,000   1,020,096
 
5.000%, 09/14/22
EUR 2,000   2,517,276
Eni SpA        
4.000%, 06/29/20
EUR 600   676,755
 
1.750%, 01/18/24
EUR 1,170   1,392,619
Intesa Sanpaolo SpA        
1.000%, 07/04/24
EUR 6,100   6,945,617
TOTAL ITALY
      12,552,363
JAPAN — (6.6%)
American Honda Finance Corp.        
(r)
2.238%, 06/11/21
  5,000   5,017,545
 
1.375%, 11/10/22
EUR 2,000   2,308,735
 
0.550%, 03/17/23
EUR 2,606   2,948,802
Daiwa Securities Group, Inc.        
Ω
3.129%, 04/19/22
  700   715,681
Mitsubishi UFJ Financial Group, Inc.        
0.680%, 01/26/23
EUR 2,150   2,435,007
 
0.980%, 10/09/23
EUR 4,000   4,584,589
Mizuho Financial Group, Inc.        
Ω
2.632%, 04/12/21
  4,000   4,045,112
(r)
3.027%, 09/13/21
  3,735   3,788,032
#
2.953%, 02/28/22
  400   409,189
 
0.523%, 06/10/24
EUR 3,000   3,381,933
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
JAPAN — (Continued)
Nissan Motor Acceptance Corp.        
Ω
2.550%, 03/08/21
  3,500   $3,520,667
(r)Ω
2.558%, 09/21/21
  2,000   2,006,392
Sumitomo Mitsui Financial Group, Inc.        
2.058%, 07/14/21
  3,000   3,014,563
 
0.819%, 07/23/23
EUR 4,544   5,175,084
Takeda Pharmaceutical Co., Ltd.        
0.375%, 11/21/20
EUR 4,152   4,617,603
Total Capital Canada, Ltd.        
1.125%, 03/18/22
EUR 1,500   1,712,403
Toyota Credit Canada, Inc.        
2.200%, 02/25/21
CAD 10,000   7,580,097
 
2.020%, 02/28/22
CAD 4,000   3,028,986
Toyota Motor Credit Corp. Floating Rate Note        
(r)
1.969%, 05/22/20
  5,000   5,001,656
(r)
2.412%, 01/08/21
  992   995,839
(r)
2.128%, 04/13/21
  18,000   18,047,863
 
0.750%, 07/21/22
EUR 1,010   1,147,539
TOTAL JAPAN
      85,483,317
JERSEY, CHANNEL ISLANDS — (0.0%)
Glencore Finance Europe, Ltd.        
0.625%, 09/11/24
EUR 483   535,096
NETHERLANDS — (1.4%)
ABN AMRO Bank NV        
0.500%, 07/17/23
EUR 911   1,029,603
BNG Bank NV        
2.625%, 09/01/20
EUR 365   411,944
Cooperatieve Rabobank UA        
0.125%, 10/11/21
EUR 900   1,004,513
 
4.000%, 01/11/22
EUR 980   1,175,687
 
4.750%, 06/06/22
EUR 1,367   1,691,962
ING Bank NV Floating Rate Note        
(r)
0.017%, 11/26/21
EUR 2,000   2,230,055
ING Groep NV        
1.000%, 09/20/23
EUR 5,000   5,730,115
Koninklijke Philips NV        
0.500%, 09/06/23
EUR 2,000   2,266,673
Shell International Finance BV        
1.625%, 03/24/21
EUR 1,000   1,132,561
 
1.250%, 03/15/22
EUR 647   740,715
 
1.000%, 04/06/22
EUR 929   1,058,043
TOTAL NETHERLANDS
      18,471,871
NORWAY — (0.1%)
DNB Bank ASA        
4.375%, 02/24/21
EUR 1,288   1,497,651
      Face
Amount^ 		  Value†
      (000)    
PITCAIRN ISLAND — (0.1%)
Carnival Corp.        
1.625%, 02/22/21
EUR 857   $967,744
SINGAPORE — (0.6%)
DBS Bank, Ltd. Floating Rate Note        
(r)
1.526%, 09/13/22
AUD 3,200   2,144,297
Oversea-Chinese Banking Corp., Ltd. Floating Rate Note        
(r)
1.515%, 10/06/20
AUD 5,000   3,351,429
Temasek Financial I, Ltd.        
0.500%, 03/01/22
EUR 320   360,196
United Overseas Bank Ltd/Sydney Floating Rate Note        
(r)
1.725%, 04/06/21
AUD 2,000   1,344,619
United Overseas Bank, Ltd. Floating Rate Note        
(r)
1.414%, 07/25/22
AUD 1,000   668,271
TOTAL SINGAPORE
      7,868,812
SPAIN — (1.8%)
Banco Santander SA        
3.848%, 04/12/23
  2,000   2,107,012
Iberdrola International BV        
1.750%, 09/17/23
EUR 1,000   1,184,254
Santander Holdings USA, Inc.        
3.400%, 01/18/23
  9,525   9,841,702
Spain Government Bond        
Ω
5.400%, 01/31/23
EUR 2,500   3,252,454
Telefonica Emisiones SA        
0.750%, 04/13/22
EUR 2,200   2,484,808
 
3.987%, 01/23/23
EUR 1,700   2,113,271
 
1.069%, 02/05/24
EUR 1,400   1,618,760
TOTAL SPAIN
      22,602,261
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.9%)
African Development Bank        
5.250%, 03/23/22
AUD 1,000   728,915
Asian Development Bank        
1.375%, 06/11/20
CAD 12,461   9,405,164
 
0.370%, 06/26/23
SEK 20,000   2,083,124
(r)
0.971%, 02/01/22
GBP 1,000   1,321,435
(r)
1.001%, 03/19/24
GBP 4,280   5,650,835
European Bank for Reconstruction & Development Floating Rate Note        
(r)
1.011%, 02/28/24
GBP 1,800   2,377,659
European Financial Stability Facility        
0.200%, 01/17/24
EUR 23,536   26,771,285
European Investment Bank        
(r)
0.991%, 01/10/22
GBP 9,000   11,909,527
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
 
4.750%, 08/07/24
AUD 10,000   $7,771,461
European Investment Bank Floating Rate Note        
(r)
1.061%, 06/29/23
GBP 14,686   19,457,633
European Stability Mechanism Treasury Bill        
0.000%, 02/06/20
EUR 8,000   8,872,645
 
0.000%, 03/05/20
EUR 3,000   3,328,494
Inter-American Development Bank        
4.750%, 08/27/24
AUD 2,000   1,557,632
International Bank for Reconstruction & Development        
4.625%, 10/06/21
NZD 12,000   8,173,688
 
0.951%, 10/04/23
GBP 2,000   2,641,259
International Bank for Reconstruction & Development Floating Rate Note        
(r)
0.997%, 05/15/24
GBP 1,784   2,355,277
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      114,406,033
SWEDEN — (3.6%)
Kommuninvest I Sverige AB        
0.250%, 06/01/22
SEK 269,000   28,034,777
 
0.750%, 02/22/23
SEK 50,000   5,284,428
 
1.000%, 11/13/23
SEK 25,000   2,677,373
Skandinaviska Enskilda Banken AB        
0.300%, 02/17/22
EUR 1,250   1,398,761
 
1.250%, 08/05/22
GBP 2,000   2,653,888
Svenska Handelsbanken AB        
0.250%, 02/28/22
EUR 4,600   5,149,236
Swedbank AB        
0.250%, 11/07/22
EUR 800   894,872
TOTAL SWEDEN
      46,093,335
SWITZERLAND — (1.0%)
Credit Suisse AG/London        
1.000%, 06/07/23
EUR 2,000   2,298,935
Credit Suisse Group Funding Guernsey, Ltd.        
1.250%, 04/14/22
EUR 1,000   1,140,440
Novartis Finance SA        
0.750%, 11/09/21
EUR 1,200   1,355,698
UBS Group Funding Switzerland AG        
1.750%, 11/16/22
EUR 4,700   5,468,729
 
2.125%, 03/04/24
EUR 2,400   2,879,980
TOTAL SWITZERLAND
      13,143,782
      Face
Amount^ 		  Value†
      (000)    
UNITED KINGDOM — (5.4%)
Barclays P.L.C.        
3.250%, 01/12/21
  1,000   $1,011,740
BAT International Finance P.L.C.        
4.875%, 02/24/21
EUR 743   867,338
 
3.625%, 11/09/21
EUR 105   124,169
 
0.875%, 10/13/23
EUR 5,100   5,782,660
BP Capital Markets P.L.C.        
1.109%, 02/16/23
EUR 5,000   5,753,663
BP Capital Markets PLC        
3.497%, 11/09/20
CAD 4,000   3,056,854
British Telecommunications P.L.C.        
0.500%, 06/23/22
EUR 400   449,964
 
1.125%, 03/10/23
EUR 7,000   8,044,395
HSBC Bank P.L.C. Floating Rate Note        
(r)
0.058%, 03/09/20
EUR 4,600   5,103,791
HSBC Holdings PLC        
(r)
3.570%, 05/25/21
  3,082   3,140,453
Lloyds Banking Group P.L.C.        
3.000%, 01/11/22
  1,000   1,020,000
Mead Johnson Nutrition Co.        
#
3.000%, 11/15/20
  2,800   2,826,786
National Grid North America, Inc.        
0.750%, 08/08/23
EUR 6,050   6,886,095
Nationwide Building Society        
0.625%, 04/19/23
EUR 3,000   3,403,906
NatWest Markets P.L.C.        
1.000%, 05/28/24
EUR 3,130   3,572,222
PPL WEM Ltd / Western Power Distribution P.L.C.        
Ω
5.375%, 05/01/21
  500   514,885
Praxair, Inc.        
1.200%, 02/12/24
EUR 3,372   3,945,624
Rolls-Royce P.L.C.        
0.875%, 05/09/24
EUR 1,500   1,685,823
Royal Bank of Scotland Group P.L.C.        
2.500%, 03/22/23
EUR 3,500   4,156,612
United Kingdom Treasury Bill        
0.000%, 03/09/20
GBP 268   353,291
 
0.000%, 03/23/20
GBP 5,000   6,596,300
Vodafone Group P.L.C.        
1.750%, 08/25/23
EUR 1,300   1,538,458
TOTAL UNITED KINGDOM
      69,835,029
UNITED STATES — (27.3%)
3M Co. Floating Rate Note        
(r)
0.000%, 05/15/20
EUR 663   735,979
3M Co.        
1.875%, 11/15/21
EUR 1,000   1,151,083
Abbott Ireland Financing DAC        
0.000%, 09/27/20
EUR 2,000   2,220,867
 
0.875%, 09/27/23
EUR 3,420   3,916,144
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
AbbVie, Inc.        
2.900%, 11/06/22
  1,080   $1,109,029
Aetna, Inc.        
2.750%, 11/15/22
  5,000   5,102,458
Albemarle Corp.        
1.875%, 12/08/21
EUR 5,100   5,845,577
Allergan Finance LLC        
3.250%, 10/01/22
  3,200   3,302,646
Allergan Funding SCS        
3.450%, 03/15/22
  6,000   6,176,838
Altria Group, Inc.        
2.850%, 08/09/22
  5,700   5,833,501
 
1.000%, 02/15/23
EUR 1,500   1,700,223
Ameren Corp.        
2.700%, 11/15/20
  1,000   1,005,824
American International Group, Inc.        
1.500%, 06/08/23
EUR 2,000   2,313,008
AmerisourceBergen Corp.        
3.500%, 11/15/21
  5,000   5,127,049
Amgen, Inc.        
1.250%, 02/25/22
EUR 270   306,733
Anthem, Inc.        
3.300%, 01/15/23
  5,000   5,213,031
Apache Corp.        
3.250%, 04/15/22
  807   824,591
Ares Capital Corp.        
4.200%, 06/10/24
  4,000   4,227,695
AT&T, Inc.        
2.500%, 03/15/23
EUR 5,000   5,942,620
 
1.950%, 09/15/23
EUR 175   206,144
 
2.400%, 03/15/24
EUR 3,000   3,619,498
Autodesk, Inc.        
#
3.600%, 12/15/22
  2,239   2,334,286
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.        
2.773%, 12/15/22
  800   819,462
Bank of America Corp.        
0.750%, 07/26/23
EUR 2,000   2,275,166
Baxter International, Inc.        
0.400%, 05/15/24
EUR 2,000   2,248,917
Berkshire Hathaway, Inc.        
0.625%, 01/17/23
EUR 1,000   1,133,943
 
0.750%, 03/16/23
EUR 1,500   1,705,297
Booking Holdings, Inc.        
0.800%, 03/10/22
EUR 1,900   2,144,761
 
2.150%, 11/25/22
EUR 5,000   5,860,451
Bristol-Myers Squibb Co.        
Ω
3.550%, 08/15/22
  1,777   1,857,672
Broadcom Corp. / Broadcom Cayman Finance Ltd.        
3.000%, 01/15/22
  5,000   5,089,200
Bunge Ltd Finance Corp.        
4.350%, 03/15/24
  2,000   2,130,492
Campbell Soup Co.        
3.650%, 03/15/23
  286   300,266
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Capital One Financial Corp.        
0.800%, 06/12/24
EUR 2,000   $2,272,008
Cardinal Health, Inc.        
3.200%, 06/15/22
  5,000   5,137,861
Caterpillar Financial Services Corp.        
(r)
2.090%, 05/15/20
  5,000   5,002,674
(r)
2.124%, 03/15/21
  2,000   2,003,733
(r)
2.294%, 05/17/21
  2,766   2,775,844
(r)
2.165%, 09/07/21
  2,000   2,004,937
Church & Dwight Co., Inc.        
#
2.875%, 10/01/22
  2,000   2,057,666
Cigna Corp.        
Ω
4.500%, 03/15/21
  1,000   1,020,924
Coca-Cola Co. (The)        
0.750%, 03/09/23
EUR 2,000   2,276,550
Comcast Corp.        
(r)
2.349%, 10/01/21
  2,243   2,254,871
Cox Communications, Inc.        
Ω
3.250%, 12/15/22
  5,000   5,175,602
CVS Health Corp.        
#
2.800%, 07/20/20
  2,665   2,674,594
Discovery Communications LLC        
3.250%, 04/01/23
  497   517,297
Dow Chemical Co. (The)        
3.000%, 11/15/22
  3,134   3,224,610
E*TRADE Financial Corp.        
2.950%, 08/24/22
  5,000   5,115,854
eBay, Inc.        
2.600%, 07/15/22
  760   771,116
Energy Transfer Partners L.P.        
3.600%, 02/01/23
  4,594   4,754,146
Enterprise Products Operating LLC        
3.350%, 03/15/23
  2,000   2,084,311
Equifax, Inc.        
3.300%, 12/15/22
  1,000   1,036,849
Exelon Generation Co. LLC        
3.400%, 03/15/22
  815   840,027
FedEx Corp.        
1.000%, 01/11/23
EUR 7,000   7,967,523
Fluor Corp.        
1.750%, 03/21/23
EUR 5,287   5,906,642
Fortune Brands Home & Security, Inc.        
#
3.000%, 06/15/20
  3,000   3,009,966
GATX Corp.        
4.750%, 06/15/22
  5,000   5,306,765
General Mills, Inc.        
1.000%, 04/27/23
EUR 1,809   2,072,799
General Motors Financial Co., Inc.        
4.200%, 03/01/21
  1,000   1,021,963
#
3.450%, 01/14/22
  5,000   5,120,357
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Goldman Sachs Group, Inc. (The)        
3.550%, 02/12/21
CAD 4,000   $3,069,729
 
5.250%, 07/27/21
  5,000   5,253,536
 
5.750%, 01/24/22
  1,400   1,505,766
Harley-Davidson Financial Services, Inc.        
Ω
2.150%, 02/26/20
  5,000   4,999,871
Ω
2.550%, 06/09/22
  1,924   1,943,138
Honeywell International, Inc.        
1.300%, 02/22/23
EUR 8,000   9,261,096
HP, Inc.        
4.300%, 06/01/21
  518   533,661
IBM Credit LLC        
(r)
2.079%, 01/20/21
  4,000   4,008,351
International Business Machines Corp.        
1.875%, 11/06/20
EUR 312   351,629
 
0.500%, 09/07/21
EUR 2,250   2,522,760
 
1.250%, 05/26/23
EUR 2,923   3,387,922
Johnson Controls International P.L.C.        
1.000%, 09/15/23
EUR 4,501   5,160,486
JPMorgan Chase & Co.        
2.625%, 04/23/21
EUR 4,000   4,588,457
 
0.625%, 01/25/24
EUR 3,333   3,782,590
Kellogg Co.        
0.800%, 11/17/22
EUR 1,790   2,031,136
Keurig Dr Pepper, Inc.        
2.700%, 11/15/22
  4,684   4,764,470
Marathon Petroleum Corp.        
3.400%, 12/15/20
  3,500   3,541,303
Mastercard, Inc.        
1.100%, 12/01/22
EUR 1,000   1,146,644
Medtronic Global Holdings SCA        
0.000%, 03/07/21
EUR 2,000   2,223,329
 
0.000%, 12/02/22
EUR 2,062   2,295,161
Molson Coors Brewing Co.        
1.250%, 07/15/24
EUR 7,112   8,159,610
Mondelez International, Inc.        
2.375%, 01/26/21
EUR 300   340,833
Morgan Stanley        
2.375%, 03/31/21
EUR 1,000   1,141,088
 
3.125%, 08/05/21
CAD 4,000   3,076,500
 
1.875%, 03/30/23
EUR 1,500   1,762,274
 
1.750%, 03/11/24
EUR 3,314   3,928,117
Mosaic Co. (The)        
3.750%, 11/15/21
  6,000   6,152,416
Motorola Solutions, Inc.        
3.500%, 03/01/23
  2,000   2,078,687
Mylan N.V.        
3.150%, 06/15/21
  1,000   1,015,909
Mylan NV        
2.250%, 11/22/24
EUR 2,000   2,391,532
National Oilwell Varco, Inc.        
2.600%, 12/01/22
  1,142   1,161,523
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
National Rural Utilities Cooperative Finance Corp.        
(r)
2.336%, 06/30/21
  2,600   $2,608,217
NBCUniversal Enterprise, Inc.        
(r)Ω
2.309%, 04/01/21
  1,870   1,877,699
NetApp, Inc.        
3.250%, 12/15/22
  500   517,589
Newell Brands, Inc.        
4.000%, 06/15/22
  1,745   1,801,588
Newmont Corp.        
3.625%, 06/09/21
  500   510,085
Omnicom Group, Inc. / Omnicom Capital, Inc.        
#
4.450%, 08/15/20
  600   608,203
 
3.625%, 05/01/22
  2,864   2,978,741
ONEOK Partners L.P.        
3.375%, 10/01/22
  1,730   1,783,975
Oracle Corp.        
2.250%, 01/10/21
EUR 1,140   1,293,871
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.375%, 02/01/22
  361   370,469
Pfizer, Inc.        
0.250%, 03/06/22
EUR 15,180   16,996,351
Philip Morris International, Inc.        
2.875%, 05/30/24
EUR 2,000   2,483,304
Procter & Gamble Co. (The)        
2.000%, 08/16/22
EUR 400   469,293
Ryder System, Inc.        
3.400%, 03/01/23
  2,325   2,420,405
Sempra Energy        
4.050%, 12/01/23
  1,000   1,073,980
Sky, Ltd.        
1.875%, 11/24/23
EUR 2,748   3,267,018
Southern Co. (The)        
2.750%, 06/15/20
  1,775   1,778,807
Stryker Corp.        
1.125%, 11/30/23
EUR 2,277   2,629,914
Tupperware Brands Corp.        
#
4.750%, 06/01/21
  358   353,390
United Parcel Service, Inc.        
0.375%, 11/15/23
EUR 8,546   9,646,701
ViacomCBS, Inc.        
4.500%, 03/01/21
  6,000   6,169,112
Walmart, Inc.        
(r)
2.158%, 06/23/21
  2,060   2,065,662
Wells Fargo & Co.        
2.250%, 09/03/20
EUR 1,294   1,456,155
 
1.500%, 09/12/22
EUR 300   346,381
Wells Fargo Bank NA        
(r)
2.312%, 10/22/21
  7,000   7,034,773
Whirlpool Corp.        
3.700%, 03/01/23
  1,000   1,051,181
Williams Cos., Inc. (The)        
#
3.700%, 01/15/23
  670   697,175
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Zimmer Biomet Holdings, Inc.        
2.700%, 04/01/20
  2,210   $2,211,392
TOTAL UNITED STATES
      351,268,895
TOTAL BONDS
      1,069,787,499
U.S. TREASURY OBLIGATIONS — (15.9%)
U.S. Treasury Notes        
(r)
1.651%, 01/31/21
  33,000   33,010,701
(r)
1.675%, 04/30/21
  118,500   118,542,611
(r)
1.756%, 07/31/21
  53,000   53,082,884
TOTAL U.S. TREASURY OBLIGATIONS
      204,636,196
TOTAL INVESTMENT SECURITIES

(Cost $1,278,742,271)
      1,274,423,695
      Face
Amount^ 		  Value†
      (000)    
COMMERCIAL PAPER — (0.8%)
Pfizer, Inc.        
Ω
1.860%, 02/25/20
  1,250   $1,248,693
Ω
1.888%, 03/02/20
  10,000   9,987,514
TOTAL COMMERCIAL PAPER
      11,236,207
    
      Shares  
SECURITIES LENDING COLLATERAL — (0.3%)
@§
The DFA Short Term Investment Fund
  305,665 3,537,158
TOTAL INVESTMENTS — (100.0%)  
(Cost $1,293,511,762)^^
    $1,289,197,060
 
As of January 31, 2020, 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)
EUR 85,182,460   USD 93,948,246   UBS AG   02/04/20   $523,319
USD 2,535,560   EUR 2,275,655   Royal Bank of Scotland   02/04/20   11,746
USD 4,268,264   EUR 3,823,869   Bank of America Corp.   02/04/20   27,404
USD 101,841,139   EUR 91,046,079   UBS AG   02/04/20   866,530
USD 97,825,726   EUR 87,842,717   Citibank, N.A.   02/20/20   308,657
USD 8,478,043   NZD 12,853,969   JP Morgan   02/21/20   167,545
USD 48,977,084   SEK 467,040,456   HSBC Bank   02/24/20   416,970
USD 12,036,295   AUD 17,388,382   JP Morgan   04/08/20   382,800
USD 22,946,120   AUD 33,171,980   UBS AG   04/08/20   714,637
USD 98,810,510   EUR 88,053,012   Citibank, N.A.   04/14/20   735,656
USD 103,757,125   CAD 136,748,270   Citibank, N.A.   04/28/20   428,600
Total Appreciation           $4,583,864
EUR 17,780,925   USD 19,772,133   JP Morgan   02/04/20   $(52,206)
USD 2,992,864   EUR 2,715,590   Bank of America Corp.   02/04/20   (18,860)
USD 3,418,483   EUR 3,102,192   State Street Bank and Trust   02/04/20   (22,001)
USD 105,112,309   EUR 95,172,580   Royal Bank of Scotland   02/26/20   (580,819)
USD 94,263,081   EUR 85,182,460   UBS AG   03/30/20   (527,905)
USD 1,305,217   GBP 999,853   Morgan Stanley and Co. International   04/16/20   (17,629)
USD 2,623,954   GBP 2,012,464   Citibank, N.A.   04/16/20   (38,616)
USD 56,201,801   GBP 42,956,345   State Street Bank and Trust   04/16/20   (631,149)
USD 98,540,969   EUR 88,809,531   Barclays Capital   04/23/20   (430,165)
Total (Depreciation)           $(2,319,350)
Total Appreciation
(Depreciation) 		          $2,264,514
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $36,476,033   —   $36,476,033
Belgium
—   42,413,823   —   42,413,823
Canada
—   125,837,327   —   125,837,327
Denmark
—   11,544,387   —   11,544,387
Finland
—   6,993,852   —   6,993,852
France
—   34,331,672   —   34,331,672
Germany
—   67,464,216   —   67,464,216
Italy
—   12,552,363   —   12,552,363
Japan
—   85,483,317   —   85,483,317
Jersey, Channel Islands
—   535,096   —   535,096
Netherlands
—   18,471,871   —   18,471,871
Norway
—   1,497,651   —   1,497,651
Pitcairn Island
—   967,744   —   967,744
Singapore
—   7,868,812   —   7,868,812
Spain
—   22,602,261   —   22,602,261
Supranational Organization Obligations
—   114,406,033   —   114,406,033
Sweden
—   46,093,335   —   46,093,335
Switzerland
—   13,143,782   —   13,143,782
United Kingdom
—   69,835,029   —   69,835,029
United States
—   351,268,895   —   351,268,895
U.S. Treasury Obligations
—   204,636,196   —   204,636,196
Commercial Paper
—   11,236,207   —   11,236,207
Securities Lending Collateral
—   3,537,158   —   3,537,158
Forward Currency Contracts**
—   2,264,514   —   2,264,514
TOTAL
—   $1,291,461,574   —   $1,291,461,574
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Short-Term Government Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
    
      Face
Amount 		  Value†
      (000)    
AGENCY OBLIGATIONS — (65.2%)
Federal Home Loan Bank        
 
0.000%, 02/10/20
  131,000   $130,960,518
 
0.000%, 02/18/20
  10,000   9,993,542
 
0.000%, 02/25/20
  180,000   179,829,500
 
0.000%, 02/28/20
  120,000   119,870,833
 
0.000%, 03/06/20
  101,000   100,859,946
 
0.000%, 03/09/20
  175,000   174,734,583
 
0.000%, 04/01/20
  160,000   159,595,290
 
0.000%, 04/13/20
  93,000   92,716,091
 
0.000%, 04/29/20
  70,500   70,235,586
 
0.000%, 05/06/20
  150,000   149,391,626
 
0.000%, 05/18/20
  234,000   232,928,474
TOTAL AGENCY OBLIGATIONS
      1,421,115,989
U.S. TREASURY OBLIGATIONS — (33.6%)
U.S. Treasury Notes        
 
3.625%, 02/15/21
  27,000   27,583,242
U.S. Treasury Notes, 3M USTMMR + 0.045%, FRN        
(r)
1.581%, 10/31/20
  236,000   235,922,767
U.S. Treasury Notes, 3M USTMMR + 0.115%, FRN        
(r)
1.651%, 01/31/21
  235,000   235,076,201
U.S. Treasury Notes, 3M USTMMR + 0.139%, FRN        
(r)
1.675%, 04/30/21
  235,000   235,084,504
TOTAL U.S. TREASURY OBLIGATIONS
      733,666,714
TOTAL INVESTMENT SECURITIES

(Cost $2,154,446,411)
      2,154,782,703
    
      Shares  
TEMPORARY CASH INVESTMENTS — (1.2%)
 
State Street Institutional U.S. Government Money Market Fund 1.518%
  25,555,955 25,555,955
TOTAL INVESTMENTS — (100.0%)  
(Cost $2,180,002,366)^^
    $2,180,338,658
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $1,421,115,989   —   $1,421,115,989
U.S. Treasury Obligations
—   733,666,714   —   733,666,714
Temporary Cash Investments
$25,555,955   —   —   25,555,955
TOTAL
$25,555,955   $2,154,782,703   —   $2,180,338,658
DFA Five-Year Global Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (93.1%)
AUSTRALIA — (1.1%)
ANZ New Zealand International, Ltd.        
0.400%, 03/01/22
EUR 27,377   $30,730,442
ASB Finance, Ltd.        
0.500%, 06/10/22
EUR 41,239   46,446,374
Commonwealth Bank of Australia        
0.500%, 07/11/22
EUR 16,950   19,107,322
National Australia Bank, Ltd.        
0.875%, 01/20/22
EUR 9,168   10,380,333
 
0.350%, 09/07/22
EUR 27,190   30,562,270
Westpac Banking Corp.        
0.250%, 01/17/22
EUR 11,762   13,142,736
 
2.625%, 12/14/22
GBP 5,416   7,471,442
TOTAL AUSTRALIA
      157,840,919
AUSTRIA — (1.9%)
OeBB-Infrastruktur AG        
3.500%, 10/19/20
EUR 12,761   14,549,589
Oesterreichische Kontrollbank AG        
0.750%, 03/07/22
GBP 8,000   10,558,400
 
1.125%, 12/15/22
GBP 2,907   3,876,105
Republic of Austria Government Bond        
0.000%, 07/15/23
EUR 216,591   245,265,605
Republic of Austria Government International Bond Floating Rate Note        
(r)
0.000%, 06/04/20
EUR 9,333   10,364,236
TOTAL AUSTRIA
      284,613,935
BELGIUM — (4.6%)
Dexia Credit Local SA        
0.250%, 03/19/20
EUR 34,450   38,235,487
 
2.000%, 01/22/21
EUR 43,500   49,361,942
 
0.200%, 03/16/21
EUR 14,050   15,684,863
 
0.875%, 09/07/21
GBP 8,100   10,694,159
 
0.625%, 01/21/22
EUR 30,650   34,653,791
 
0.250%, 06/02/22
EUR 72,400   81,476,166
 
1.125%, 06/15/22
GBP 35,400   47,068,006
 
0.750%, 01/25/23
EUR 60,100   68,853,853
 
0.250%, 06/01/23
EUR 6,600   7,464,628
Euroclear Bank SA Floating Rate Note        
(r)
0.000%, 07/10/20
EUR 6,814   7,567,628
Kingdom of Belgium Government Bond        
2.250%, 06/22/23
EUR 227,360   276,751,072
      Face
Amount^ 		  Value†
      (000)    
BELGIUM — (Continued)
 
0.200%, 10/22/23
EUR 40,000   $45,653,092
TOTAL BELGIUM
      683,464,687
CANADA — (19.7%)
Bank of Montreal        
(r)
2.334%, 06/15/20
  2,070   2,073,423
 
1.880%, 03/31/21
CAD 129,816   98,161,456
(r)
2.308%, 04/13/21
  83,200   83,530,623
 
1.610%, 10/28/21
CAD 106,000   79,792,353
 
0.250%, 11/17/21
EUR 24,840   27,761,246
 
1.375%, 12/29/21
GBP 2,613   3,481,852
(r)
1.661%, 09/07/21
AUD 3,400   2,284,552
(r)
0.102%, 09/28/21
EUR 50,131   55,942,245
(r)
0.105%, 03/14/22
EUR 9,953   11,111,002
(r)
1.835%, 10/06/22
AUD 3,000   2,021,421
(r)
1.881%, 09/07/23
AUD 2,470   1,667,819
Bank of Nova Scotia (The)        
2.130%, 06/15/20
CAD 239,000   180,765,196
 
3.270%, 01/11/21
CAD 50,000   38,278,298
(r)
2.259%, 04/20/21
  34,745   34,877,180
 
2.700%, 03/07/22
  70,604   72,319,801
 
0.375%, 04/06/22
EUR 29,000   32,504,001
 
1.250%, 06/08/22
GBP 3,890   5,170,647
 
1.750%, 12/23/22
GBP 25,148   33,998,544
Canada Housing Trust No 1        
Ω
1.450%, 06/15/20
CAD 20,000   15,100,650
Canadian Government Bond        
1.500%, 03/01/20
CAD 240,000   181,329,303
Canadian Imperial Bank of Commerce        
1.850%, 07/14/20
CAD 153,200   115,762,430
(r)
2.210%, 10/05/20
  28,525   28,566,504
 
1.900%, 04/26/21
CAD 129,200   97,687,852
 
0.750%, 03/22/23
EUR 2,000   2,280,383
CPPIB Capital, Inc.        
1.400%, 06/04/20
CAD 78,000   58,887,819
Export Development Canada Floating Rate Note        
(r)
0.867%, 11/15/21
GBP 28,000   36,963,347
(r)
1.001%, 01/31/22
GBP 32,000   42,296,781
(r)
1.037%, 05/29/24
GBP 4,293   5,671,854
Manitoba, Province of Canada        
0.750%, 12/15/21
GBP 8,500   11,177,825
Ontario, Province of Canada Floating Rate Note        
(r)
2.266%, 10/27/21
CAD 50,000   38,051,609
Province of Alberta Canada        
1.250%, 06/01/20
CAD 25,000   18,865,989
 
1.350%, 09/01/21
CAD 29,500   22,196,108
Province of Manitoba Canada        
4.750%, 02/11/20
CAD 15,000   11,338,862
 
1.500%, 12/15/22
GBP 36,230   48,612,185
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
CANADA — (Continued)
Province of Ontario Canada        
4.200%, 06/02/20
CAD 220,000   $167,599,970
 
3.000%, 09/28/20
EUR 3,303   3,744,521
 
1.350%, 03/08/22
CAD 21,600   16,236,724
 
3.150%, 06/02/22
CAD 164,200   128,420,679
Province of Ontario Canada Floating Rate Note        
(r)
0.881%, 11/10/20
GBP 37,000   48,858,689
Province of Quebec Canada        
4.500%, 12/01/20
CAD 60,000   46,394,590
 
4.250%, 12/01/21
CAD 39,800   31,497,457
 
0.875%, 05/24/22
GBP 11,551   15,255,137
Quebec, Province of Canada        
1.500%, 12/15/23
GBP 20,000   27,017,955
 
2.375%, 01/22/24
EUR 17,728   21,769,032
Royal Bank of Canada        
1.920%, 07/17/20
CAD 38,500   29,100,752
(r)
2.034%, 10/26/20
  2,600   2,603,196
 
2.860%, 03/04/21
CAD 40,000   30,560,375
 
2.030%, 03/15/21
CAD 160,500   121,559,891
(r)
2.160%, 04/30/21
  8,018   8,049,016
 
1.968%, 03/02/22
CAD 304,434   230,618,992
 
2.000%, 03/21/22
CAD 30,000   22,751,851
(r)
0.110%, 07/24/20
EUR 4,938   5,488,809
(r)
0.032%, 08/06/20
EUR 12,297   13,664,030
Toronto-Dominion Bank (The)        
1.693%, 04/02/20
CAD 86,500   65,344,299
 
2.563%, 06/24/20
CAD 57,500   43,564,266
 
0.625%, 03/08/21
EUR 13,483   15,097,464
(r)
2.318%, 06/11/21
  3,000   3,014,561
 
2.621%, 12/22/21
CAD 57,179   43,831,328
 
1.994%, 03/23/22
CAD 313,467   237,603,912
 
3.005%, 05/30/23
CAD 33,000   25,843,932
 
0.625%, 07/20/23
EUR 25,256   28,765,532
Toronto-Dominion Bank (The) Floating Rate Note        
(r)
0.107%, 07/13/20
EUR 2,000   2,222,855
TOTAL CANADA
      2,937,010,975
DENMARK — (3.8%)
Denmark Government Bond        
1.500%, 11/15/23
DKK 2,533,000   407,324,324
Kommunekredit        
0.250%, 10/09/20
EUR 3,000   3,342,580
 
0.000%, 09/08/22
EUR 30,214   33,874,001
 
0.250%, 03/29/23
EUR 66,308   75,078,759
 
0.250%, 05/15/23
EUR 36,868   41,759,361
 
0.125%, 08/28/23
EUR 3,193   3,607,274
TOTAL DENMARK
      564,986,299
FINLAND — (2.9%)
Finland Government Bond        
0.000%, 09/15/23
EUR 239,177   271,173,353
Municipality Finance P.L.C. Floating Rate Note        
(r)
1.954%, 02/17/21
  7,100   7,101,562
      Face
Amount^ 		  Value†
      (000)    
FINLAND — (Continued)
Municipality Finance P.L.C.        
1.250%, 12/07/22
GBP 55,568   $74,258,065
OP Corporate Bank P.L.C.        
0.750%, 03/03/22
EUR 56,018   63,290,493
 
2.500%, 05/20/22
GBP 2,550   3,478,339
 
0.375%, 10/11/22
EUR 16,840   18,938,125
TOTAL FINLAND
      438,239,937
FRANCE — (7.8%)
Agence Francaise de Developpement        
0.125%, 04/30/22
EUR 58,200   65,287,677
Agence Francaise de Developpement EPIC        
0.125%, 03/31/21
EUR 4,500   5,018,122
 
0.500%, 10/25/22
EUR 19,600   22,255,546
Agence Francaise de Developpement EPIC Floating Rate Note        
(r)
2.005%, 06/07/21
  3,600   3,592,288
Bpifrance Financement SA        
0.100%, 02/19/21
EUR 6,100   6,798,433
Caisse d'Amortissement de la Dette Sociale        
0.125%, 11/25/22
EUR 279,100   314,733,442
 
0.500%, 05/25/23
EUR 33,500   38,336,635
 
0.125%, 10/25/23
EUR 46,900   53,120,769
Caisse des Depots et Consignations Floating Rate Note        
(r)
1.999%, 10/02/20
  47,200   47,210,174
Caisse des Depots et Consignations        
1.000%, 01/25/21
GBP 3,200   4,230,562
Dexia Credit Local SA        
2.000%, 06/17/20
GBP 38,300   50,772,893
France Treasury Bill BTF        
0.000%, 02/12/20
EUR 30,800   34,162,482
 
0.000%, 03/04/20
EUR 100,000   110,955,003
Sanofi Floating Rate Note        
(r)
0.000%, 03/21/20
EUR 23,400   25,964,008
0.875%, 09/22/21
EUR 9,000   10,154,264
 
0.000%, 03/21/22
EUR 23,000   25,672,666
 
0.000%, 09/13/22
EUR 12,200   13,620,410
 
0.500%, 03/21/23
EUR 132,300   150,008,365
SNCF Reseau        
6.000%, 10/12/20
EUR 12,618   14,602,585
Total Capital International SA Floating Rate Note        
(r)
0.000%, 03/19/20
EUR 5,200   5,769,595
2.125%, 03/15/23
EUR 4,500   5,352,011
 
0.250%, 07/12/23
EUR 7,000   7,885,231
Total Capital International SA        
2.250%, 12/17/20
GBP 1,125   1,502,804
Unedic Asseo        
0.125%, 03/05/20
EUR 8,750   9,707,502
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
FRANCE — (Continued)
 
0.875%, 10/25/22
EUR 97,900   $112,365,682
 
0.250%, 11/24/23
EUR 5,000   5,677,724
UNEDIC ASSEO        
0.000%, 11/25/20
EUR 19,800   22,034,939
TOTAL FRANCE
      1,166,791,812
GERMANY — (10.3%)
Bayerische Landesbodenkreditanstalt        
2.500%, 02/09/22
EUR 17,829   20,949,554
Deutsche Bahn Finance GMBH        
3.750%, 06/01/21
EUR 2,903   3,389,693
 
4.375%, 09/23/21
EUR 2,080   2,481,403
 
2.500%, 09/12/23
EUR 1,000   1,215,784
Erste Abwicklungsanstalt        
0.000%, 02/25/21
EUR 7,000   7,799,834
FMS Wertmanagement Floating Rate Note        
(r)
0.000%, 04/06/21
EUR 3,000   3,343,325
FMS Wertmanagement        
1.125%, 09/07/23
GBP 20,300   27,185,186
Kreditanstalt fuer Wiederaufbau        
0.125%, 06/01/20
EUR 5,000   5,556,726
 
0.375%, 12/15/20
GBP 5,000   6,580,051
 
1.000%, 10/12/21
NOK 155,000   16,700,928
 
2.125%, 08/15/23
EUR 57,114   69,226,496
 
0.000%, 09/15/23
EUR 87,801   99,087,779
 
0.125%, 11/07/23
EUR 173,800   197,155,665
 
0.125%, 01/15/24
EUR 42,000   47,682,164
Land Baden-Wuerttemberg Floating Rate Note        
(r)
0.370%, 07/19/21
EUR 12,122   13,591,405
Land Berlin        
0.250%, 07/15/20
EUR 5,840   6,495,865
 
1.500%, 08/28/20
EUR 4,200   4,708,454
Landeskreditbank Baden-Wuertteberg Foerderbank Floating Rate Note        
(r)
0.000%, 04/24/20
EUR 2,500   2,775,286
Landeskreditbank Baden-Wuertteberg Foerderbank        
1.125%, 05/17/21
GBP 16,400   21,717,484
Landeskreditbank Baden-Wuerttemberg Foerderbank        
(r)
2.067%, 09/27/21
  37,335   37,386,149
 
0.875%, 03/07/22
GBP 5,485   7,252,835
Landwirtschaftliche Rentenbank        
2.625%, 06/17/20
NOK 125,000   13,641,654
 
0.050%, 06/12/23
EUR 117,000   132,025,679
      Face
Amount^ 		  Value†
      (000)    
GERMANY — (Continued)
Landwirtschaftliche Rentenbank Floating Rate Note        
(r)
0.000%, 01/15/21
EUR 17,000   $18,941,889
NRW Bank        
(r)
1.944%, 02/08/21
  19,400   19,394,762
 
0.000%, 08/10/22
EUR 23,000   25,786,688
 
0.000%, 11/11/22
EUR 128,540   144,109,577
 
0.125%, 03/10/23
EUR 89,000   100,398,994
 
0.125%, 07/07/23
EUR 110,300   124,522,484
State of Hesse        
1.375%, 02/05/20
EUR 4,500   4,990,932
State of North Rhine-Westphalia Germany        
1.250%, 03/13/20
EUR 7,200   7,999,019
 
0.000%, 12/05/22
EUR 117,200   131,579,624
 
0.375%, 02/16/23
EUR 106,009   120,416,286
 
0.125%, 03/16/23
EUR 27,260   30,749,548
 
0.200%, 04/17/23
EUR 39,500   44,683,167
State of North Rhine-Westphalia Germany Floating Rate Note        
(r)
0.761%, 10/29/21
GBP 9,000   11,872,960
TOTAL GERMANY
      1,533,395,329
JAPAN — (3.0%)
Total Capital Canada, Ltd.        
1.875%, 07/09/20
EUR 23,400   26,193,785
 
1.125%, 03/18/22
EUR 21,600   24,658,610
Toyota Credit Canada, Inc.        
2.200%, 02/25/21
CAD 13,000   9,854,126
 
2.020%, 02/28/22
CAD 43,966   33,293,099
 
2.350%, 07/18/22
CAD 34,200   26,111,548
Toyota Finance Australia Ltd.        
1.625%, 07/11/22
GBP 2,000   2,683,889
Toyota Finance Australia, Ltd.        
0.000%, 04/09/21
EUR 4,735   5,264,646
 
0.500%, 04/06/23
EUR 12,500   14,150,779
 
0.250%, 04/09/24
EUR 4,000   4,500,922
Toyota Motor Credit Corp.        
(r)
2.028%, 10/09/20
  50,000   50,040,942
 
1.000%, 03/09/21
EUR 9,640   10,831,720
 
1.900%, 04/08/21
  58,313   58,516,661
 
0.000%, 07/21/21
EUR 18,341   20,408,447
 
1.125%, 09/07/21
GBP 3,352   4,442,914
(r)
2.164%, 10/07/21
  3,000   3,007,421
 
2.600%, 01/11/22
  48,709   49,624,022
 
0.750%, 07/21/22
EUR 61,577   69,962,363
 
2.375%, 02/01/23
EUR 20,648   24,668,653
Toyota Motor Finance Netherlands BV        
0.250%, 01/10/22
EUR 11,925   13,346,957
 
0.625%, 09/26/23
EUR 4,000   4,561,689
TOTAL JAPAN
      456,123,193
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
LUXEMBOURG — (0.3%)
European Financial Stability Facility        
1.750%, 10/29/20
EUR 7,864   $8,867,094
Luxembourg Government Bond        
3.375%, 05/18/20
EUR 30,847   34,583,201
TOTAL LUXEMBOURG
      43,450,295
NETHERLANDS — (5.9%)
Allianz Finance II B.V.        
3.500%, 02/14/22
EUR 6,900   8,228,625
Allianz Finance II BV Floating Rate Note        
(r)
0.105%, 12/07/20
EUR 3,000   3,339,459
BNG Bank NV        
1.500%, 04/15/20
EUR 7,392   8,228,427
 
1.125%, 05/24/21
GBP 14,000   18,553,033
 
5.375%, 06/07/21
GBP 8,367   11,709,352
 
1.250%, 12/15/21
GBP 79,900   106,311,907
 
1.000%, 03/15/22
GBP 5,030   6,669,187
 
1.000%, 06/17/22
GBP 15,457   20,494,692
 
0.250%, 02/22/23
EUR 59,000   66,803,846
 
0.050%, 07/11/23
EUR 184,891   208,368,575
Cooperatieve Rabobank UA        
0.125%, 10/11/21
EUR 18,733   20,908,374
 
2.750%, 01/10/22
  31,570   32,222,272
 
4.750%, 06/06/22
EUR 35,519   43,962,549
 
0.500%, 12/06/22
EUR 22,849   25,829,443
Nederlandse Waterschapsbank NV        
1.750%, 07/09/20
EUR 10,040   11,238,901
 
0.125%, 09/25/23
EUR 55,009   62,260,193
Shell International Finance BV        
(r)
2.351%, 05/11/20
  10,000   10,011,524
 
1.625%, 03/24/21
EUR 39,343   44,558,362
 
1.875%, 05/10/21
  6,257   6,280,001
 
1.250%, 03/15/22
EUR 43,619   49,937,002
 
1.000%, 04/06/22
EUR 55,401   63,096,483
 
2.375%, 08/21/22
  24,379   24,821,904
Toyota Motor Finance Netherlands BV Floating Rate Note        
(r)
0.302%, 09/30/21
EUR 31,000   34,618,792
TOTAL NETHERLANDS
      888,452,903
NORWAY — (1.6%)
Equinor ASA        
2.000%, 09/10/20
EUR 13,660   15,355,469
 
5.625%, 03/11/21
EUR 1,210   1,427,894
 
0.875%, 02/17/23
EUR 28,954   33,053,119
Kommunalbanken A.S. Floating Rate Note        
(r)
2.224%, 06/16/20
  10,000   10,013,180
(r)
1.871%, 04/15/21
  47,000   47,002,409
 
0.875%, 12/08/20
GBP 11,450   15,121,295
 
0.125%, 03/21/22
SEK 200,000   20,738,364
      Face
Amount^ 		  Value†
      (000)    
NORWAY — (Continued)
 
1.125%, 11/30/22
GBP 57,699   $76,986,502
 
1.500%, 12/15/23
GBP 4,000   5,424,032
Kommunalbanken AS        
1.125%, 12/15/21
GBP 12,237   16,243,953
TOTAL NORWAY
      241,366,217
SINGAPORE — (2.3%)
DBS Bank, Ltd. Floating Rate Note        
(r)
1.604%, 08/23/21
AUD 6,000   4,028,733
(r)
1.526%, 09/13/22
AUD 9,500   6,365,883
Monetary Authority of Singapore Bill        
0.000%, 03/20/20
SGD 200,000   146,281,436
 
0.000%, 04/03/20
SGD 140,000   102,338,153
Oversea-Chinese Banking Corp. Ltd/Sydney Floating Rate Note        
(r)
1.540%, 04/23/21
AUD 24,100   16,183,618
(r)
1.612%, 09/06/21
AUD 1,000   671,711
(r)
1.504%, 05/23/22
AUD 25,000   16,755,773
(r)
1.529%, 12/05/22
AUD 5,000   3,346,585
Oversea-Chinese Banking Corp., Ltd. Floating Rate Note        
(r)
1.515%, 10/06/20
AUD 7,000   4,692,001
Temasek Financial I, Ltd.        
0.500%, 03/01/22
EUR 6,553   7,376,136
 
4.625%, 07/26/22
GBP 4,200   6,062,230
United Overseas Bank, Ltd. Floating Rate Note        
(r)
1.414%, 07/25/22
AUD 38,000   25,394,303
TOTAL SINGAPORE
      339,496,562
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.9%)
African Development Bank        
5.250%, 03/23/22
AUD 2,500   1,822,287
 
0.250%, 01/24/24
EUR 2,790   3,177,917
Asian Development Bank Floating Rate Note        
(r)
0.971%, 02/01/22
GBP 69,500   91,839,715
(r)
1.001%, 03/19/24
GBP 37,244   49,172,827
 
1.000%, 12/15/22
GBP 22,333   29,715,147
 
0.200%, 05/25/23
EUR 244,378   277,006,164
 
0.370%, 06/26/23
SEK 200,000   20,831,241
Council Of Europe Development Bank        
0.375%, 10/27/22
EUR 39,747   45,123,599
 
0.125%, 05/25/23
EUR 87,670   99,136,864
Eurofima        
0.250%, 04/25/23
EUR 3,373   3,816,015
EUROFIMA        
(r)
2.000%, 11/15/21
  31,400   31,397,802
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
EUROFIMA Floating Rate Note        
(r)
1.988%, 03/11/22
  20,782   $20,782,208
European Bank for Reconstruction & Development Floating Rate Note        
(r)
1.011%, 02/28/24
GBP 18,500   24,437,050
European Financial Stability Facility        
0.100%, 01/19/21
EUR 3,000   3,346,346
 
0.000%, 11/17/22
EUR 91,238   102,560,776
 
0.500%, 01/20/23
EUR 33,658   38,405,312
 
0.125%, 10/17/23
EUR 91,000   103,093,091
 
0.200%, 01/17/24
EUR 153,094   174,138,476
European Investment Bank Floating Rate Note        
(r)
1.040%, 02/17/20
GBP 12,575   16,607,411
(r)
0.998%, 05/21/21
GBP 5,750   7,611,067
(r)
0.860%, 02/18/22
GBP 33,000   43,604,819
(r)
1.061%, 06/29/23
GBP 23,491   31,123,468
 
2.250%, 03/07/20
GBP 10,000   13,222,297
 
1.375%, 09/15/20
EUR 10,000   11,219,633
(r)
0.991%, 01/10/22
GBP 31,500   41,683,345
 
1.500%, 05/12/22
NOK 754,370   82,154,440
 
0.500%, 07/19/22
SEK 130,000   13,607,564
 
1.625%, 03/15/23
EUR 44,367   52,487,187
 
0.000%, 10/16/23
EUR 39,214   44,286,719
 
0.050%, 12/15/23
EUR 19,500   22,086,028
 
0.875%, 12/15/23
GBP 12,000   15,948,458
 
2.125%, 01/15/24
EUR 45,625   55,832,868
European Stability Mechanism        
0.100%, 07/31/23
EUR 224,961   254,419,873
European Stability Mechanism Treasury Bill        
0.000%, 02/06/20
EUR 31,950   35,435,128
 
0.000%, 03/05/20
EUR 100,000   110,949,790
European Union        
3.500%, 06/04/21
EUR 15,521   18,137,065
Inter-American Development Bank        
(r)
1.831%, 01/15/22
  259   258,847
 
4.750%, 08/27/24
AUD 23,000   17,912,768
Inter-American Investment Corp.        
(r)
1.938%, 10/12/21
  21,805   21,809,579
International Bank for Reconstruction & Development        
1.125%, 03/11/20
CAD 15,500   11,704,760
 
1.000%, 12/19/22
GBP 21,785   29,010,689
(r)
0.931%, 12/13/22
GBP 7,000   9,245,640
(r)
0.997%, 05/15/24
GBP 41,627   54,956,903
      Face
Amount^ 		  Value†
      (000)    
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
International Finance Corp. Floating Rate Note        
(r)
0.976%, 01/18/22
GBP 40,500   $53,519,464
Nordic Investment Bank        
1.500%, 08/31/22
NOK 100,000   10,845,460
 
1.375%, 06/19/23
NOK 200,000   21,620,690
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      2,221,104,797
SWEDEN — (5.0%)
Kommuninvest I Sverige AB        
0.750%, 02/16/20
SEK 177,000   18,389,658
 
0.250%, 06/01/22
SEK 2,425,000   252,729,868
 
0.750%, 02/22/23
SEK 1,075,000   113,615,212
 
1.000%, 11/13/23
SEK 775,000   82,998,551
Skandinaviska Enskilda Banken AB        
0.300%, 02/17/22
EUR 31,728   35,503,911
 
1.250%, 08/05/22
GBP 5,351   7,100,477
Svensk Export Credit AB        
(r)
1.944%, 12/14/20
  19,500   19,506,435
Svensk Exportkredit AB        
(r)
2.007%, 12/13/21
  14,200   14,211,197
 
1.375%, 12/15/22
GBP 31,487   42,241,560
 
1.375%, 12/15/23
GBP 8,000   10,784,153
Svenska Handelsbanken AB        
2.375%, 01/18/22
GBP 1,000   1,357,263
 
0.250%, 02/28/22
EUR 57,386   64,237,840
 
2.625%, 08/23/22
EUR 10,905   12,950,502
 
2.750%, 12/05/22
GBP 5,000   6,929,349
 
1.125%, 12/14/22
EUR 53,008   60,914,053
Sweden Government Bond        
5.000%, 12/01/20
SEK 46,995   5,096,279
TOTAL SWEDEN
      748,566,308
SWITZERLAND — (0.7%)
Nestle Finance International, Ltd.        
1.250%, 05/04/20
EUR 2,000   2,226,284
 
0.750%, 11/08/21
EUR 8,000   9,039,233
 
1.750%, 09/12/22
EUR 12,765   14,905,510
 
0.750%, 05/16/23
EUR 4,500   5,150,226
Nestle Holdings, Inc.        
1.750%, 12/09/20
GBP 11,266   14,979,103
Novartis Finance SA        
0.750%, 11/09/21
EUR 5,300   5,987,669
 
0.500%, 08/14/23
EUR 31,860   36,159,421
 
0.125%, 09/20/23
EUR 10,000   11,245,208
Roche Finance Europe BV        
0.500%, 02/27/23
EUR 6,000   6,811,072
TOTAL SWITZERLAND
      106,503,726
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED KINGDOM — (3.3%)
Transport for London        
2.250%, 08/09/22
GBP 29,447   $40,295,342
United Kingdom Treasury Bill        
0.000%, 03/02/20
GBP 200,000   263,949,855
 
0.000%, 03/09/20
GBP 10,040   13,248,417
 
0.000%, 03/23/20
GBP 120,000   158,311,212
 
0.000%, 05/04/20
GBP 10,000   13,182,944
TOTAL UNITED KINGDOM
      488,987,770
UNITED STATES — (4.0%)
3M Co. Floating Rate Note        
(r)
0.000%, 05/15/20
EUR 9,959   11,055,230
1.875%, 11/15/21
EUR 3,625   4,172,674
 
0.375%, 02/15/22
EUR 55,027   61,760,122
 
0.375%, 02/15/22
EUR 5,500   6,172,982
 
0.950%, 05/15/23
EUR 6,000   6,916,743
Apple, Inc.        
(r)
3.040%, 02/23/21
  800   808,942
 
1.000%, 11/10/22
EUR 27,825   31,926,602
Berkshire Hathaway, Inc.        
0.625%, 01/17/23
EUR 37,658   42,702,034
 
0.750%, 03/16/23
EUR 26,918   30,602,118
 
1.300%, 03/15/24
EUR 4,271   4,992,961
Cisco Systems, Inc.        
1.850%, 09/20/21
  6,268   6,294,383
Coca-Cola Co. (The)        
0.750%, 03/09/23
EUR 22,430   25,531,512
Johnson & Johnson        
0.250%, 01/20/22
EUR 41,680   46,753,537
Merck & Co., Inc.        
1.125%, 10/15/21
EUR 29,745   33,656,105
Oracle Corp.        
2.250%, 01/10/21
EUR 25,881   29,374,279
 
1.900%, 09/15/21
  42,499   42,679,370
Pfizer, Inc.        
2.200%, 12/15/21
  14,017   14,198,015
 
0.250%, 03/06/22
EUR 96,493   108,038,797
Procter & Gamble Co. (The)        
4.125%, 12/07/20
EUR 1,500   1,725,486
 
2.000%, 11/05/21
EUR 9,900   11,429,556
 
2.000%, 08/16/22
EUR 25,959   30,455,940
Walmart, Inc.        
(r)
2.158%, 06/23/21
  35,000   35,096,191
 
1.900%, 04/08/22
EUR 8,445   9,769,594
 
1.900%, 04/08/22
EUR 5,000   5,784,248
TOTAL UNITED STATES
      601,897,421
TOTAL BONDS
      13,902,293,085
U.S. TREASURY OBLIGATIONS — (2.0%)
U.S. Treasury Notes        
(r)
1.756%, 07/31/21
  265,000   265,414,420
(r)
1.836%, 10/31/21
  40,000   40,121,622
TOTAL U.S. TREASURY OBLIGATIONS
      305,536,042
      Face
Amount^ 		  Value†
      (000)    
CERTIFICATES OF DEPOSIT — (1.5%)
CANADA — (0.5%)
(r)
Canadian Imperial Bank of Commerce, Floating Rate Note
  75,000,000   $75,000,000
SINGAPORE — (1.0%)
(r)
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note
  22,000,000   22,001,946
(r)Ω
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note
  119,000,000   119,000,000
TOTAL SINGAPORE
      141,001,946
TOTAL CERTIFICATES OF DEPOSIT
      216,001,946
TOTAL INVESTMENT SECURITIES

(Cost $14,708,126,962)
      14,423,831,073
COMMERCIAL PAPER — (3.4%)
Dbs Bank Ltd.        
Ω
1.930%, 03/02/20
  31,400   31,355,386
Ω
1.888%, 04/06/20
  89,000   88,729,143
Ω
DBS Bank, Ltd. 1.888%, 03/09/20
  90,000   89,843,250
Ω
Nederlandse Wtrschbnk 1.701%, 05/04/20
  100,000   99,564,728
Ω
Oversea-Chinese Banking Corp. 1.840%, 02/05/20
  75,000   74,982,750
Swedish Export Credit 1.983%, 02/10/20
  89,300   89,261,403
Ω
United Overseas Bk Ltd. 1.895%, 03/06/20
  40,000   39,940,111
TOTAL COMMERCIAL PAPER
      513,676,771
    
      Shares  
SECURITIES LENDING COLLATERAL — (0.0%)
@§
The DFA Short Term Investment Fund
  77,244 893,871
TOTAL INVESTMENTS — (100.0%)  
(Cost $15,222,641,320)^^
    $14,938,401,715
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
As of January 31, 2020, 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)
EUR 128,328,771   USD 141,455,521   Barclays Capital   02/03/20   $867,440
EUR 124,225,929   USD 137,014,467   State Street Bank and Trust   02/04/20   758,239
GBP 85,194,496   USD 111,514,484   State Street Bank and Trust   02/03/20   984,834
GBP 98,868,540   USD 129,432,128   State Street Bank and Trust   02/04/20   1,123,763
NOK 121,493,468   USD 13,166,784   Bank of America Corp.   02/04/20   41,971
SEK 762,167,184   USD 78,948,494   JP Morgan   02/03/20   222,078
SGD 125,000,000   USD 91,543,571   State Street Bank and Trust   02/04/20   58,364
SGD 124,268,400   USD 91,028,538   State Street Bank and Trust   02/11/20   33,933
SGD 125,000,000   USD 91,612,220   State Street Bank and Trust   04/29/20   21,396
USD 92,695,508   SEK 867,277,991   Citibank, N.A.   02/03/20   2,606,488
USD 105,435,133   GBP 79,798,005   State Street Bank and Trust   02/03/20   61,881
USD 141,713,851   CAD 184,126,327   HSBC Bank   02/03/20   2,582,578
USD 143,219,015   EUR 128,328,771   State Street Bank and Trust   02/03/20   896,054
USD 36,666,075   NOK 323,944,295   Citibank, N.A.   02/04/20   1,446,891
USD 92,087,951   SGD 125,000,000   Barclays Capital   02/04/20   486,016
USD 138,605,316   EUR 124,225,929   State Street Bank and Trust   02/04/20   832,610
USD 140,357,909   CAD 182,366,330   Bank of America Corp.   02/04/20   2,556,988
USD 41,693,878   NOK 366,736,849   Bank of America Corp.   02/05/20   1,822,101
USD 91,406,513   SGD 124,055,000   Barclays Capital   02/05/20   497,565
USD 135,054,486   EUR 121,258,473   Barclays Capital   02/05/20   564,697
USD 138,947,832   CAD 180,185,756   State Street Bank and Trust   02/05/20   2,795,052
USD 74,682,699   SEK 703,537,277   State Street Bank and Trust   02/06/20   1,595,402
USD 134,714,175   CAD 175,029,062   State Street Bank and Trust   02/06/20   2,458,348
USD 143,738,478   EUR 129,506,258   Bank of America Corp.   02/06/20   92,240
USD 40,703,428   NOK 360,652,045   State Street Bank and Trust   02/07/20   1,492,815
USD 73,540,808   SGD 99,642,500   Bank of America Corp.   02/07/20   522,389
USD 81,020,740   SEK 765,173,076   Bank of America Corp.   02/07/20   1,526,604
USD 138,969,458   CAD 180,863,344   State Street Bank and Trust   02/07/20   2,305,561
USD 73,810,598   SGD 100,000,000   Bank of America Corp.   02/10/20   531,351
USD 140,682,838   CAD 183,547,210   State Street Bank and Trust   02/10/20   1,992,306
USD 3,540,434   EUR 3,172,890   Bank of America Corp.   02/11/20   20,051
USD 3,550,901   EUR 3,190,215   Bank of America Corp.   02/11/20   11,295
USD 4,396,859   EUR 3,946,532   ANZ Securities   02/11/20   18,105
USD 9,850,115   EUR 8,841,254   Goldman Sachs International   02/11/20   40,572
USD 12,715,166   EUR 11,438,211   State Street Bank and Trust   02/11/20   24,248
USD 26,991,492   EUR 24,214,316   State Street Bank and Trust   02/11/20   125,236
USD 103,511,983   SGD 139,783,100   JP Morgan   02/11/20   1,080,517
USD 73,753,782   SEK 699,016,364   UBS AG   02/13/20   1,112,019
USD 110,530,258   DKK 741,255,679   JP Morgan   02/13/20   450,202
USD 136,692,819   EUR 123,167,034   State Street Bank and Trust   02/13/20   19,817
USD 3,037,829   NOK 26,954,577   Goldman Sachs International   02/14/20   107,203
USD 80,040,708   SEK 756,946,831   State Street Bank and Trust   02/14/20   1,375,089
USD 111,104,655   DKK 743,763,880   JP Morgan   02/14/20   644,551
USD 136,273,171   EUR 122,519,709   State Street Bank and Trust   02/14/20   310,132
USD 139,754,332   EUR 125,379,981   State Street Bank and Trust   02/18/20   583,011
USD 138,735,503   EUR 124,718,514   Bank of America Corp.   02/19/20   289,909
USD 52,239,346   NOK 466,688,164   JP Morgan   02/20/20   1,497,844
USD 74,394,774   SEK 705,161,503   Citibank, N.A.   02/20/20   1,090,121
USD 135,883,830   EUR 121,877,126   State Street Bank and Trust   02/20/20   584,053
USD 67,328,354   EUR 60,541,359   Citibank, N.A.   02/21/20   115,287
USD 67,333,197   EUR 60,541,359   Citibank, N.A.   02/21/20   120,131
USD 79,333,943   DKK 533,715,526   JP Morgan   02/21/20   31,137
USD 79,615,375   SEK 759,278,172   Goldman Sachs International   02/24/20   670,105
USD 108,847,929   DKK 726,001,099   Barclays Capital   02/26/20   937,137
USD 130,880,405   EUR 116,505,512   State Street Bank and Trust   02/26/20   1,496,164
USD 136,438,142   EUR 122,434,852   State Street Bank and Trust   03/02/20   427,349
USD 137,491,637   EUR 123,353,832   State Street Bank and Trust   03/03/20   451,544
USD 141,299,008   EUR 126,662,986   Barclays Capital   03/04/20   573,959
USD 988,088   AUD 1,471,039   Citibank, N.A.   03/05/20   2,842
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
USD 1,211,684   AUD 1,768,469   Bank of America Corp.   03/05/20   $27,230
USD 3,424,100   AUD 5,066,089   State Street Bank and Trust   03/05/20   31,023
USD 4,042,787   AUD 5,805,291   Bank of America Corp.   03/05/20   154,621
USD 4,065,396   AUD 5,923,017   Citibank, N.A.   03/05/20   98,381
USD 5,198,194   AUD 7,551,499   State Street Bank and Trust   03/05/20   140,484
USD 5,400,947   AUD 8,062,727   State Street Bank and Trust   03/05/20   836
USD 6,618,244   AUD 9,528,414   Citibank, N.A.   03/05/20   236,470
USD 6,873,665   AUD 10,037,375   Bank of America Corp.   03/05/20   151,008
USD 7,572,177   AUD 10,955,308   Bank of America Corp.   03/05/20   234,723
USD 8,976,252   AUD 12,978,608   Bank of America Corp.   03/05/20   283,667
USD 9,982,869   AUD 14,513,739   Bank of America Corp.   03/05/20   262,111
USD 17,877,694   AUD 26,101,742   National Australia Bank Ltd.   03/05/20   395,727
USD 23,985,250   AUD 34,682,618   Bank of America Corp.   03/05/20   756,134
USD 135,159,585   EUR 121,128,735   State Street Bank and Trust   03/05/20   574,918
USD 143,818,028   EUR 129,086,890   Barclays Capital   03/06/20   382,327
USD 131,710,996   CAD 171,738,903   JP Morgan   03/09/20   1,945,529
USD 138,550,088   EUR 124,331,857   State Street Bank and Trust   03/09/20   372,468
USD 141,376,016   EUR 126,828,405   Barclays Capital   03/10/20   415,155
USD 133,399,819   EUR 119,125,637   State Street Bank and Trust   03/11/20   991,895
USD 141,180,974   EUR 125,961,533   State Street Bank and Trust   03/12/20   1,166,347
USD 139,013,274   EUR 123,831,087   State Street Bank and Trust   03/13/20   1,358,308
USD 131,373,385   EUR 117,389,585   Barclays Capital   03/17/20   846,882
USD 29,074,578   EUR 26,000,000   State Street Bank and Trust   03/18/20   163,171
USD 121,254,040   EUR 108,391,686   Barclays Capital   03/18/20   724,959
USD 16,757,032   EUR 15,000,000   State Street Bank and Trust   03/19/20   76,348
USD 22,485,100   EUR 20,000,000   Bank of America Corp.   03/19/20   244,187
USD 29,084,624   EUR 26,000,000   State Street Bank and Trust   03/19/20   171,438
USD 71,466,998   EUR 64,110,711   State Street Bank and Trust   03/19/20   172,961
USD 142,702,126   EUR 127,919,723   UBS AG   03/20/20   440,796
USD 71,031,511   EUR 62,941,401   UBS AG   03/23/20   1,020,557
USD 71,051,779   EUR 62,941,402   UBS AG   03/23/20   1,040,824
USD 148,951,647   EUR 132,471,880   Bank of America Corp.   03/24/20   1,591,502
USD 148,074,959   EUR 132,298,768   Citibank, N.A.   03/25/20   898,318
USD 146,062,987   EUR 129,802,879   State Street Bank and Trust   03/26/20   1,654,019
USD 13,504,368   EUR 12,000,000   Bank of America Corp.   03/27/20   153,244
USD 133,426,292   EUR 118,607,854   State Street Bank and Trust   03/27/20   1,463,942
USD 139,816,104   EUR 125,411,929   State Street Bank and Trust   03/30/20   257,791
USD 148,109,175   EUR 133,044,781   JP Morgan   03/31/20   47,907
USD 105,102,563   EUR 94,387,310   State Street Bank and Trust   04/01/20   55,481
USD 143,625,320   EUR 127,823,111   State Street Bank and Trust   04/06/20   1,322,469
USD 144,526,645   EUR 129,315,056   State Street Bank and Trust   04/07/20   554,174
USD 131,387,351   CAD 171,372,595   Bank of America Corp.   04/08/20   1,896,929
USD 138,609,995   EUR 124,048,744   State Street Bank and Trust   04/08/20   492,438
USD 138,534,339   EUR 123,841,587   JP Morgan   04/09/20   639,130
USD 135,418,588   CAD 177,039,085   State Street Bank and Trust   04/14/20   1,646,328
USD 138,680,940   EUR 124,003,146   JP Morgan   04/14/20   564,251
USD 138,729,141   CAD 181,355,654   JP Morgan   04/15/20   1,695,211
USD 140,990,281   EUR 125,852,233   Citibank, N.A.   04/15/20   805,605
USD 131,419,909   CAD 171,328,600   JP Morgan   04/16/20   1,962,477
USD 142,073,516   EUR 126,571,890   Citibank, N.A.   04/16/20   1,078,733
USD 135,935,778   CAD 177,484,821   JP Morgan   04/17/20   1,826,618
USD 137,549,168   EUR 123,111,908   State Street Bank and Trust   04/17/20   400,369
USD 103,014,867   CAD 134,523,870   JP Morgan   04/20/20   1,367,322
USD 138,699,155   CAD 181,012,952   Citibank, N.A.   04/21/20   1,923,973
USD 136,598,138   CAD 179,353,956   JP Morgan   04/23/20   1,076,444
USD 127,725,827   CAD 168,457,747   Citibank, N.A.   04/24/20   437,390
USD 140,027,471   CAD 184,727,586   JP Morgan   04/27/20   445,271
USD 136,628,286   CAD 180,629,015   Bank of America Corp.   04/29/20   142,945
USD 137,386,514   CAD 181,772,800   Bank of America Corp.   04/30/20   36,883
Total Appreciation           $89,306,234
CAD 184,126,327   USD 139,272,419   Bank of America Corp.   02/03/20   $(141,146)
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
CAD 182,366,330   USD 137,831,540   Bank of America Corp.   02/04/20   $(30,618)
NOK 202,450,827   USD 22,856,546   Bank of America Corp.   02/04/20   (846,117)
SEK 57,683,627   USD 6,109,017   State Street Bank and Trust   02/03/20   (117,095)
SEK 47,427,180   USD 5,000,597   Bank of America Corp.   02/03/20   (74,070)
SEK 55,534,747   USD 5,881,308   Barclays Capital   02/06/20   (112,055)
USD 7,028,751   GBP 5,396,491   State Street Bank and Trust   02/03/20   (97,315)
USD 9,179,287   GBP 7,048,850   Bank of America Corp.   02/04/20   (128,718)
USD 28,538,284   GBP 21,862,977   State Street Bank and Trust   02/04/20   (331,774)
USD 91,537,380   GBP 69,956,713   JP Morgan   02/04/20   (840,448)
USD 131,826,995   GBP 100,133,744   JP Morgan   02/05/20   (403,030)
USD 130,402,440   GBP 99,441,961   JP Morgan   02/06/20   (917,471)
USD 36,560,356   GBP 28,000,339   Citibank, N.A.   02/07/20   (416,967)
USD 79,350,419   GBP 60,490,327   National Australia Bank Ltd.   02/07/20   (533,270)
USD 135,483,132   EUR 122,256,374   JP Morgan   02/07/20   (129,860)
USD 136,111,600   EUR 122,930,500   Bank of America Corp.   02/10/20   (273,932)
USD 144,231,851   GBP 110,515,081   National Australia Bank Ltd.   02/10/20   (1,726,029)
USD 74,187,848   EUR 67,001,822   State Street Bank and Trust   02/11/20   (151,981)
USD 123,026,741   GBP 94,082,230   Citibank, N.A.   02/11/20   (1,231,408)
USD 140,103,133   EUR 126,654,456   Citibank, N.A.   02/12/20   (431,082)
USD 58,496,879   GBP 44,866,052   State Street Bank and Trust   02/24/20   (780,177)
USD 75,283,520   GBP 58,041,037   Barclays Capital   02/24/20   (1,400,335)
USD 145,374,796   EUR 131,205,909   Barclays Capital   02/24/20   (316,952)
USD 144,742,516   EUR 130,538,728   State Street Bank and Trust   02/25/20   (217,293)
USD 141,035,963   EUR 127,360,582   State Street Bank and Trust   02/27/20   (411,976)
USD 18,429,352   GBP 13,952,282   State Street Bank and Trust   02/28/20   (6,391)
USD 111,186,097   GBP 85,388,649   State Street Bank and Trust   02/28/20   (1,641,553)
USD 144,120,959   EUR 130,170,120   State Street Bank and Trust   02/28/20   (456,161)
USD 13,538,639   NOK 124,911,057   Bank of America Corp.   03/02/20   (43,033)
USD 79,570,441   SEK 767,151,966   JP Morgan   03/02/20   (219,950)
USD 8,981,489   GBP 6,854,241   JP Morgan   03/27/20   (82,114)
USD 111,671,344   GBP 85,194,496   State Street Bank and Trust   03/27/20   (984,326)
USD 129,619,741   GBP 98,868,540   State Street Bank and Trust   03/30/20   (1,128,118)
USD 5,108,248   EUR 4,618,719   JP Morgan   04/01/20   (32,093)
USD 124,051,523   EUR 112,075,899   JP Morgan   04/02/20   (689,523)
USD 111,582,246   GBP 85,652,508   State Street Bank and Trust   04/14/20   (1,733,426)
USD 126,067,155   GBP 96,675,509   JP Morgan   04/15/20   (1,834,996)
USD 13,204,529   GBP 9,983,498   JP Morgan   04/16/20   (4,035)
USD 114,952,353   GBP 87,738,944   State Street Bank and Trust   04/16/20   (1,129,750)
USD 145,389,926   GBP 111,108,541   State Street Bank and Trust   04/17/20   (1,614,970)
USD 25,662,360   EUR 23,187,699   State Street Bank and Trust   04/20/20   (173,808)
USD 38,236,402   CAD 50,606,719   JP Morgan   04/20/20   (2,528)
USD 85,152,377   EUR 77,001,116   Bank of America Corp.   04/20/20   (643,708)
USD 138,943,044   GBP 105,977,033   State Street Bank and Trust   04/20/20   (1,283,610)
USD 5,293,681   EUR 4,752,052   JP Morgan   04/21/20   (1,463)
USD 5,721,907   EUR 5,161,258   State Street Bank and Trust   04/21/20   (29,210)
USD 88,815,723   EUR 80,310,445   Bank of America Corp.   04/21/20   (673,071)
USD 121,535,375   GBP 92,302,345   State Street Bank and Trust   04/21/20   (600,441)
USD 139,073,227   EUR 125,781,858   Bank of America Corp.   04/22/20   (1,092,166)
USD 143,263,570   EUR 129,117,868   Barclays Capital   04/23/20   (627,988)
USD 142,162,381   EUR 128,328,771   Barclays Capital   04/24/20   (858,411)
USD 137,713,337   EUR 124,225,929   State Street Bank and Trust   04/27/20   (759,929)
USD 91,574,287   SGD 125,000,000   State Street Bank and Trust   04/29/20   (59,329)
Total (Depreciation)           $(30,467,220)
Total Appreciation
(Depreciation) 		          $58,839,014
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $157,840,919   —   $157,840,919
Austria
—   284,613,935   —   284,613,935
Belgium
—   683,464,687   —   683,464,687
Canada
—   2,937,010,975   —   2,937,010,975
Denmark
—   564,986,299   —   564,986,299
Finland
—   438,239,937   —   438,239,937
France
—   1,166,791,812   —   1,166,791,812
Germany
—   1,533,395,329   —   1,533,395,329
Japan
—   456,123,193   —   456,123,193
Luxembourg
—   43,450,295   —   43,450,295
Netherlands
—   888,452,903   —   888,452,903
Norway
—   241,366,217   —   241,366,217
Singapore
—   339,496,562   —   339,496,562
Supranational Organization Obligations
—   2,221,104,797   —   2,221,104,797
Sweden
—   748,566,308   —   748,566,308
Switzerland
—   106,503,726   —   106,503,726
United Kingdom
—   488,987,770   —   488,987,770
United States
—   601,897,421   —   601,897,421
Certificates of Deposit
—   216,001,946   —   216,001,946
U.S. Treasury Obligations
—   305,536,042   —   305,536,042
Commercial Paper
—   513,676,771   —   513,676,771
Securities Lending Collateral
—   893,871   —   893,871
Forward Currency Contracts**
—   58,839,014   —   58,839,014
TOTAL
—   $14,997,240,729   —   $14,997,240,729
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA World ex U.S. Government Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (100.0%)
AUSTRALIA — (6.4%)
New South Wales Treasury Corp.        
2.000%, 03/20/31
AUD 10,000   $7,014,778
Queensland Treasury Corp.        
Ω
3.500%, 08/21/30
AUD 66,500   53,369,895
Ω
1.750%, 08/21/31
AUD 7,000   4,765,340
Treasury Corp. of Victoria        
2.250%, 11/20/34
AUD 31,000   22,057,150
Western Australian Treasury Corp.        
2.750%, 07/24/29
AUD 16,000   11,991,980
TOTAL AUSTRALIA
      99,199,143
AUSTRIA — (2.4%)
Republic of Austria Government Bond        
Ω
0.750%, 02/20/28
EUR 31,000   37,439,853
BELGIUM — (6.1%)
Dexia Credit Local SA        
1.000%, 10/18/27
EUR 32,450   39,074,684
Kingdom of Belgium Government Bond        
Ω
0.800%, 06/22/28
EUR 2,500   3,023,629
Ω
1.000%, 06/22/31
EUR 32,300   40,150,493
 
1.250%, 04/22/33
EUR 9,000   11,587,460
TOTAL BELGIUM
      93,836,266
CANADA — (14.6%)
CPPIB Capital, Inc.        
0.875%, 02/06/29
EUR 15,000   17,988,595
 
1.500%, 03/04/33
EUR 31,520   40,954,435
Province of Alberta Canada        
3.500%, 06/01/31
CAD 31,000   26,740,487
 
3.900%, 12/01/33
CAD 32,000   29,022,215
Province of Ontario Canada        
5.850%, 03/08/33
CAD 39,000   42,188,310
Province of Quebec Canada        
0.875%, 05/04/27
EUR 32,763   38,969,988
 
0.875%, 07/05/28
EUR 3,000   3,585,089
 
0.000%, 10/15/29
EUR 10,000   11,036,152
Province of Saskatchewan Canada        
6.400%, 09/05/31
CAD 13,000   14,174,558
TOTAL CANADA
      224,659,829
DENMARK — (3.8%)
Denmark Government Bond        
Ω
0.500%, 11/15/29
DKK 360,000   58,410,840
      Face
Amount^ 		  Value†
      (000)    
FINLAND — (6.3%)
Finland Government Bond        
Ω
1.125%, 04/15/34
EUR 45,000   $57,998,038
Municipality Finance P.L.C.        
1.250%, 02/23/33
EUR 30,511   39,123,738
TOTAL FINLAND
      97,121,776
FRANCE — (20.0%)
Action Logement Services        
0.500%, 10/30/34
EUR 1,300   1,473,036
Agence Francaise de Developpement        
1.000%, 01/31/28
EUR 28,000   33,753,789
 
0.875%, 05/25/31
EUR 5,500   6,605,444
 
1.375%, 07/05/32
EUR 13,000   16,466,150
French Republic Government Bond OAT        
0.750%, 05/25/28
EUR 32,000   38,641,414
 
1.250%, 05/25/34
EUR 82,000   106,136,659
SNCF Mobilites        
1.500%, 02/02/29
EUR 21,000   26,375,038
SNCF Reseau        
1.125%, 05/25/30
EUR 8,000   9,803,079
SNCF Reseau EPIC        
5.250%, 12/07/28
GBP 16,713   29,784,045
 
5.000%, 10/10/33
EUR 11,000   19,798,031
Societe Nationale SNCF SA        
5.375%, 03/18/27
GBP 4,226   7,193,177
Unedic Asseo        
1.500%, 04/20/32
EUR 9,000   11,704,004
TOTAL FRANCE
      307,733,866
GERMANY — (4.4%)
Deutsche Bahn Finance GMBH        
0.625%, 09/26/28
EUR 1,000   1,173,219
 
1.125%, 12/18/28
EUR 1,500   1,830,102
Kreditanstalt fuer Wiederaufbau        
2.050%, 02/16/26
JPY 1,029,000   10,880,768
 
2.050%, 02/16/26
JPY 399,000   4,219,074
 
0.500%, 09/15/27
EUR 17,400   20,480,319
 
5.750%, 06/07/32
GBP 5,000   10,325,411
State of North Rhine-Westphalia Germany        
2.375%, 05/13/33
EUR 9,000   12,960,907
 
1.100%, 03/13/34
EUR 5,000   6,287,024
TOTAL GERMANY
      68,156,824
NETHERLANDS — (3.4%)
BNG Bank NV        
0.750%, 01/11/28
EUR 12,300   14,658,950
 
DFA World ex U.S. Government Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
NETHERLANDS — (Continued)
 
3.300%, 04/26/29
AUD 27,000   $20,819,023
Nederlandse Waterschapsbank NV        
1.000%, 03/01/28
EUR 7,600   9,243,047
 
0.500%, 04/29/30
EUR 6,500   7,611,968
TOTAL NETHERLANDS
      52,332,988
NORWAY — (2.6%)
Equinor ASA        
6.875%, 03/11/31
GBP 19,124   39,672,636
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (17.1%)
African Development Bank        
0.875%, 05/24/28
EUR 7,535   9,101,169
 
0.500%, 03/21/29
EUR 3,500   4,109,163
Asian Development Bank        
2.350%, 06/21/27
JPY 4,130,000   45,605,754
Council Of Europe Development Bank        
0.750%, 01/24/28
EUR 9,500   11,383,694
EUROFIMA        
3.350%, 05/21/29
AUD 15,000   11,503,157
European Financial Stability Facility        
1.250%, 05/24/33
EUR 30,000   38,706,516
European Investment Bank        
1.900%, 01/26/26
JPY 2,297,800   24,010,752
 
2.150%, 01/18/27
JPY 517,100   5,603,491
 
1.375%, 05/12/28
SEK 110,000   12,295,858
 
5.625%, 06/07/32
GBP 5,800   11,791,871
European Stability Mechanism        
0.750%, 09/05/28
EUR 3,000   3,615,626
 
1.200%, 05/23/33
EUR 38,500   49,547,743
      Face
Amount^ 		  Value†
      (000)    
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
European Union        
2.875%, 04/04/28
EUR 11,460   $16,006,529
 
1.250%, 04/04/33
EUR 10,000   12,892,701
International Bank for Reconstruction & Development        
1.200%, 08/08/34
EUR 5,000   6,430,324
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      262,604,348
SWEDEN — (3.5%)
Sweden Government Bond        
2.250%, 06/01/32
SEK 415,000   54,237,662
UNITED KINGDOM — (9.4%)
Network Rail Infrastructure Finance P.L.C.        
4.375%, 12/09/30
GBP 16,700   30,115,788
Transport for London        
4.000%, 09/12/33
GBP 20,846   36,018,767
United Kingdom Gilt        
4.250%, 06/07/32
GBP 23,650   44,521,420
 
4.500%, 09/07/34
GBP 17,000   34,006,438
TOTAL UNITED KINGDOM
      144,662,413
TOTAL BONDS

Cost ($1,486,076,841)
      1,540,068,444
TOTAL INVESTMENTS — (100.0%)    
(Cost $1,486,076,841)^^
      $1,540,068,444
 
As of January 31, 2020, 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)
EUR 60,797,324   USD 67,039,385   State Street Bank and Trust   02/03/20   $387,857
EUR 60,000,000   USD 66,163,800   State Street Bank and Trust   02/03/20   379,171
GBP 83,505,927   USD 109,340,156   State Street Bank and Trust   02/03/20   929,407
USD 1,225,482   CAD 1,599,086   State Street Bank and Trust   02/03/20   17,166
USD 1,700,206   CAD 2,234,601   Citibank, N.A.   02/03/20   11,675
USD 106,040,779   GBP 80,282,512   State Street Bank and Trust   02/03/20   27,735
USD 119,022,031   CAD 154,648,288   JP Morgan   02/03/20   2,165,231
USD 135,404,088   EUR 120,797,324   State Street Bank and Trust   02/03/20   1,433,875
USD 731,755   SEK 6,996,954   UBS AG   02/14/20   4,597
USD 66,912,881   SEK 633,442,649   State Street Bank and Trust   02/14/20   1,082,422
USD 135,525,075   EUR 121,737,445   Citibank, N.A.   02/20/20   380,362
USD 67,926,565   EUR 60,268,029   State Street Bank and Trust   02/28/20   988,176
USD 67,927,187   EUR 60,268,030   State Street Bank and Trust   02/28/20   988,797
USD 107,191,632   AUD 155,995,811   State Street Bank and Trust   03/06/20   2,709,556
DFA World ex U.S. Government Fixed Income Portfolio
CONTINUED
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
USD 1,404,165   AUD 2,055,856   State Street Bank and Trust   03/13/20   $27,026
USD 3,438,776   AUD 4,978,748   UBS AG   03/13/20   103,703
USD 7,458,590   AUD 10,789,192   Bank of America Corp.   03/13/20   231,322
USD 14,746,658   AUD 21,824,698   State Street Bank and Trust   03/13/20   127,126
USD 57,899,988   DKK 384,326,361   State Street Bank and Trust   04/01/20   635,932
USD 74,369,112   EUR 66,203,205   State Street Bank and Trust   04/06/20   666,440
USD 74,382,352   EUR 66,203,204   State Street Bank and Trust   04/06/20   679,681
USD 6,369,640   EUR 5,711,753   State Street Bank and Trust   04/14/20   7,798
USD 64,944,277   EUR 57,977,917   Citibank, N.A.   04/14/20   367,545
USD 64,947,175   EUR 57,977,916   Citibank, N.A.   04/14/20   370,444
USD 120,716,639   CAD 159,576,291   Bank of America Corp.   04/29/20   138,976
Total Appreciation           $14,862,020
CAD 158,481,975   USD 119,887,847   Bank of America Corp.   02/03/20   $(134,201)
CAD 10,057,174   USD 7,605,630   JP Morgan   04/29/20   (6,315)
USD 4,196,890   GBP 3,223,415   Bank of America Corp.   02/03/20   (59,629)
USD 1,447,145   EUR 1,309,850   State Street Bank and Trust   02/28/20   (7,677)
USD 134,932,127   GBP 103,672,089   State Street Bank and Trust   02/28/20   (2,054,209)
USD 69,696,969   EUR 63,000,000   State Street Bank and Trust   03/27/20   (396,433)
USD 70,257,966   EUR 63,510,537   State Street Bank and Trust   03/27/20   (403,457)
USD 108,346,365   GBP 82,631,103   State Street Bank and Trust   03/27/20   (919,640)
USD 745,056   DKK 5,026,931   UBS AG   04/01/20   (3,949)
USD 89,942,752   JPY 9,806,602,157   Citibank, N.A.   04/22/20   (943,490)
USD 73,083,380   EUR 65,874,978   Barclays Capital   04/23/20   (329,025)
USD 73,157,610   EUR 65,939,527   State Street Bank and Trust   04/23/20   (326,729)
Total (Depreciation)           $(5,584,754)
Total Appreciation
(Depreciation) 		          $9,277,266
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $99,199,143   —   $99,199,143
Austria
—   37,439,853   —   37,439,853
Belgium
—   93,836,266   —   93,836,266
Canada
—   224,659,829   —   224,659,829
Denmark
—   58,410,840   —   58,410,840
Finland
—   97,121,776   —   97,121,776
France
—   307,733,866   —   307,733,866
Germany
—   68,156,824   —   68,156,824
Netherlands
—   52,332,988   —   52,332,988
Norway
—   39,672,636   —   39,672,636
Supranational Organization Obligations
—   262,604,348   —   262,604,348
Sweden
—   54,237,662   —   54,237,662
United Kingdom
—   144,662,413   —   144,662,413
Forward Currency Contracts**
—   9,277,266   —   9,277,266
TOTAL
—   $1,549,345,710   —   $1,549,345,710
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Intermediate Government Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
AGENCY OBLIGATIONS — (27.2%)
Federal Farm Credit Bank        
5.250%, 03/02/21
  4,273   $4,451,981
 
5.220%, 02/22/22
  3,503   3,771,502
 
5.210%, 12/19/22
  14,851   16,414,896
 
5.250%, 03/06/23
  4,203   4,686,276
 
5.220%, 05/15/23
  33,694   37,762,190
 
3.500%, 12/20/23
  6,000   6,484,048
Federal Home Loan Bank        
5.375%, 09/30/22
  44,400   49,023,133
 
4.750%, 03/10/23
  24,465   26,955,538
 
2.500%, 12/08/23
  25,000   26,041,491
 
3.250%, 03/08/24
  20,000   21,459,067
 
2.875%, 06/14/24
  61,000   64,758,947
 
5.375%, 08/15/24
  29,950   35,106,942
 
5.365%, 09/09/24
  1,400   1,645,766
 
2.875%, 09/13/24
  71,500   76,281,186
 
2.750%, 12/13/24
  20,000   21,247,128
 
3.125%, 06/13/25
  11,480   12,432,841
 
3.125%, 09/12/25
  43,715   47,590,573
 
4.375%, 03/13/26
  14,080   16,432,655
 
5.750%, 06/12/26
  8,080   10,116,766
 
3.000%, 09/11/26
  60,885   66,091,314
 
2.500%, 12/10/27
  43,230   45,617,671
 
3.000%, 03/10/28
  31,600   34,750,536
 
3.250%, 06/09/28
  149,850   167,289,639
 
3.250%, 11/16/28
  141,000   158,998,243
 
2.125%, 09/14/29
  11,305   11,697,878
 
2.125%, 12/14/29
  5,000   5,151,845
Tennessee Valley Authority        
1.875%, 08/15/22
  69,450   70,295,670
 
2.875%, 09/15/24
  122,775   132,033,926
 
6.750%, 11/01/25
  47,282   61,310,797
 
2.875%, 02/01/27
  140,706   152,483,379
 
7.125%, 05/01/30
  111,500   166,849,182
TOTAL AGENCY OBLIGATIONS
      1,555,233,006
U.S. TREASURY OBLIGATIONS — (72.2%)
U.S. Treasury Bonds        
6.875%, 08/15/25
  71,630   92,740,616
 
6.000%, 02/15/26
  128,833   163,330,548
 
6.750%, 08/15/26
  90,183   120,394,038
 
6.625%, 02/15/27
  98,828   133,494,334
 
6.125%, 11/15/27
  20,000   26,939,844
 
5.250%, 11/15/28
  95,132   124,812,572
      Face
Amount 		  Value†
      (000)    
 
 
5.250%, 02/15/29
  10,000   $13,181,250
 
6.125%, 08/15/29
  75,528   106,692,151
 
6.250%, 05/15/30
  171,289   248,630,579
 
5.375%, 02/15/31
  217,000   301,553,711
U.S. Treasury Notes        
2.000%, 10/31/21
  2   1,819
 
2.250%, 12/31/24
  70,000   73,054,297
 
2.500%, 01/31/25
  50,000   52,820,313
 
2.000%, 02/15/25
  66,000   68,126,953
 
2.125%, 05/15/25
  140,000   145,517,968
 
2.750%, 06/30/25
  20,000   21,451,562
 
2.875%, 07/31/25
  35,000   37,801,367
 
2.000%, 08/15/25
  134,000   138,543,438
 
2.250%, 11/15/25
  112,000   117,411,875
 
1.625%, 02/15/26
  156,000   158,108,437
 
1.625%, 05/15/26
  178,000   180,419,688
 
1.500%, 08/15/26
  183,000   184,007,929
 
2.000%, 11/15/26
  184,300   191,189,652
 
2.250%, 02/15/27
  161,500   170,414,043
 
2.375%, 05/15/27
  90,000   95,881,640
 
2.250%, 08/15/27
  176,000   186,202,500
 
2.250%, 11/15/27
  62,000   65,664,297
 
2.750%, 02/15/28
  5,000   5,490,234
 
2.875%, 05/15/28
  170,000   188,633,595
 
2.875%, 08/15/28
  10,000   11,119,922
 
2.625%, 02/15/29
  150,000   164,349,609
 
2.375%, 05/15/29
  190,000   204,391,016
 
1.625%, 08/15/29
  227,000   229,411,875
 
1.750%, 11/15/29
  105,000   107,288,672
TOTAL U.S. TREASURY OBLIGATIONS
      4,129,072,344
TOTAL INVESTMENT SECURITIES

(Cost $5,372,024,327)
      5,684,305,350
    
      Shares  
TEMPORARY CASH INVESTMENTS — (0.6%)
 
State Street Institutional U.S. Government Money Market Fund 1.518%
  34,964,713 34,964,713
TOTAL INVESTMENTS — (100.0%)  
(Cost $5,406,989,040)^^
    $5,719,270,063
 
DFA Intermediate Government Fixed Income Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $1,555,233,006   —   $1,555,233,006
U.S. Treasury Obligations
—   4,129,072,344   —   4,129,072,344
Temporary Cash Investments
$34,964,713   —   —   34,964,713
TOTAL
$34,964,713   $5,684,305,350   —   $5,719,270,063
DFA Short-Term Extended Quality Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (73.8%)
3M Co.        
1.875%, 11/15/21
EUR 1,000   $1,151,082
0.375%, 02/15/22
EUR 2,200   2,469,193
Abbott Ireland Financing DAC        
0.000%, 09/27/20
EUR 8,847   9,824,006
0.875%, 09/27/23
EUR 23,016   26,354,964
AbbVie, Inc.        
2.500%, 05/14/20
  22,623   22,650,739
 
2.900%, 11/06/22
  1,252   1,285,652
ABN AMRO Bank NV        
0.500%, 07/17/23
EUR 17,291   19,542,119
Aetna, Inc.        
2.750%, 11/15/22
  2,000   2,040,983
Aflac, Inc.        
3.625%, 06/15/23
  706   753,850
Agence Francaise de Developpement EPIC, Floating Rate Note, FRN        
(r)
2.023%, 06/19/20
  30,000   30,007,673
Airbus Finance BV        
Ω
2.700%, 04/17/23
  7,000   7,209,128
Albemarle Corp.        
1.875%, 12/08/21
EUR 3,000   3,438,575
Alimentation Couche-Tard, Inc.        
Ω
2.700%, 07/26/22
  3,000   3,056,013
Allergan Finance LLC        
3.250%, 10/01/22
  18,630   19,227,594
Allergan Funding SCS        
3.450%, 03/15/22
  12,220   12,580,160
Altria Group, Inc.        
1.000%, 02/15/23
EUR 17,875   20,260,988
Ameren Corp.        
2.700%, 11/15/20
  1,000   1,005,824
American Express Co.        
2.500%, 08/01/22
  1,220   1,241,720
#
2.650%, 12/02/22
  12,256   12,563,262
American Express Credit Corp.        
2.600%, 09/14/20
  13,165   13,223,112
American Honda Finance Corp.        
#(r)
2.111%, 02/12/21
  30,000   30,029,182
(r)
2.238%, 06/11/21
  8,767   8,797,763
1.375%, 11/10/22
EUR 5,000   5,771,837
0.550%, 03/17/23
EUR 4,193   4,744,561
      Face
Amount^ 		  Value†
      (000)    
American International Group, Inc.        
3.375%, 08/15/20
  3,000   $3,024,502
 
6.400%, 12/15/20
  11,283   11,731,347
1.500%, 06/08/23
EUR 7,600   8,789,430
Ameriprise Financial, Inc.        
5.300%, 03/15/20
  6,957   6,984,828
AmerisourceBergen Corp.        
3.500%, 11/15/21
  2,000   2,050,819
Amgen, Inc.        
3.450%, 10/01/20
  4,990   5,050,406
 
4.100%, 06/15/21
  5,000   5,137,354
Anheuser-Busch InBev SA        
0.800%, 04/20/23
EUR 5,000   5,708,222
ANZ New Zealand International, Ltd.        
0.400%, 03/01/22
EUR 9,750   10,944,289
AP Moller - Maersk A.S.        
1.500%, 11/24/22
EUR 540   624,339
Apache Corp.        
3.250%, 04/15/22
  12,484   12,756,127
Applied Materials, Inc.        
#
2.625%, 10/01/20
  1,590   1,597,827
ArcelorMittal        
2.250%, 01/17/24
EUR 7,000   8,156,156
ArcelorMittal SA        
0.950%, 01/17/23
EUR 12,000   13,469,948
Ares Capital Corp.        
4.200%, 06/10/24
  9,840   10,400,129
ASB Finance, Ltd.        
0.500%, 06/10/22
EUR 2,200   2,477,801
Asian Development Bank        
(r)
1.944%, 03/16/21
  2,000   2,000,920
0.370%, 06/26/23
SEK 80,000   8,332,497
Asian Development Bank, Floating Rate Note, 1M USD LIBOR + 0.290%, FRN        
(r)
1.001%, 03/19/24
GBP 9,250   12,212,669
Asian Development Bank, Floating Rate Note, 3M USD LIBOR + 0.260%, FRN        
(r)
0.971%, 02/01/22
GBP 7,000   9,250,043
Assurant, Inc.        
4.000%, 03/15/23
  8,305   8,751,005
AstraZeneca P.L.C.        
#
2.375%, 11/16/20
  23,256   23,383,775
AT&T, Inc.        
4.600%, 02/15/21
  8,793   8,989,367
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
#(r)
2.657%, 06/01/21
  7,800   $7,854,677
#
3.800%, 03/15/22
  9,259   9,642,443
2.500%, 03/15/23
EUR 15,000   17,827,860
1.950%, 09/15/23
EUR 5,200   6,125,422
Australia & New Zealand Banking Group Ltd.        
(r)
2.364%, 05/17/21
  12,500   12,557,247
Australia & New Zealand Banking Group, Ltd.        
(r)Ω
2.221%, 11/09/20
  4,000   4,008,703
3.300%, 03/07/22
AUD 19,300   13,490,676
Australia & New Zealand Banking Group, Ltd., 3M USD LIBOR + 0.870%, FRN        
(r)Ω
2.779%, 11/23/21
  2,050   2,074,282
Australia & New Zealand Banking Group, Ltd., Floating Rate Note, Update Replacements.xls: US0003M + 0.870%, FRN        
#(r)
2.779%, 11/23/21
  10,000   10,118,448
Autodesk, Inc.        
3.125%, 06/15/20
  14,337   14,384,596
#
3.600%, 12/15/22
  1,000   1,042,557
AutoZone, Inc.        
2.875%, 01/15/23
  22,501   23,064,071
Avnet, Inc.        
#
4.875%, 12/01/22
  4,291   4,565,434
Banco Santander SA        
#
3.848%, 04/12/23
  25,400   26,759,046
Bank of America Corp.        
2.625%, 10/19/20
  2,300   2,314,046
#
5.700%, 01/24/22
  19,171   20,655,833
3.228%, 06/22/22
CAD 4,130   3,214,216
#
3.300%, 01/11/23
  563   587,858
Bank of Montreal        
(r)
2.202%, 01/22/21
  22,772   22,821,758
 
1.900%, 08/27/21
  5,254   5,278,760
(r)
2.709%, 08/27/21
  4,608   4,654,350
Bank of Montreal, 3M USD LIBOR + 0.460%, FRN        
(r)
2.308%, 04/13/21
  5,000   5,019,869
Bank of New York Mellon Corp. (The)        
#
2.150%, 02/24/20
  11,695   11,695,000
Bank of Nova Scotia (The)        
2.350%, 10/21/20
  934   938,484
3.270%, 01/11/21
CAD 5,000   3,827,830
 
2.450%, 03/22/21
  37,679   38,050,145
 
2.700%, 03/07/22
  3,305   3,385,317
      Face
Amount^ 		  Value†
      (000)    
Bank of Nova Scotia (The), 3M USD LIBOR + 0.290%, FRN        
(r)
2.162%, 01/08/21
  1,898   $1,900,956
Bank of Nova Scotia (The), 3M USD LIBOR + 0.440%, FRN        
(r)
2.259%, 04/20/21
  5,515   5,535,981
Barclays P.L.C.        
1.500%, 04/01/22
EUR 1,764   2,020,141
Barclays PLC        
3.200%, 08/10/21
  12,000   12,204,474
BAT International Finance P.L.C.        
4.875%, 02/24/21
EUR 1,487   1,735,843
3.625%, 11/09/21
EUR 1,854   2,192,474
Ω
3.250%, 06/07/22
  7,350   7,560,553
2.375%, 01/19/23
EUR 12,041   14,271,489
0.875%, 10/13/23
EUR 3,487   3,953,752
7.250%, 03/12/24
GBP 2,443   3,957,666
Bayer Capital Corp. BV        
1.250%, 11/13/23
EUR 17,005   19,752,228
BB&T Corp.        
2.050%, 05/10/21
  1,292   1,298,170
Beam Suntory, Inc.        
3.250%, 06/15/23
  10,000   10,282,967
Berkshire Hathaway, Inc.        
0.625%, 01/17/23
EUR 4,000   4,535,773
BHP Billiton Finance, Ltd.        
2.250%, 09/25/20
EUR 3,850   4,336,638
Biogen, Inc.        
2.900%, 09/15/20
  19,046   19,175,406
 
3.625%, 09/15/22
  6,426   6,723,210
BMW Finance NV        
0.125%, 01/12/21
EUR 2,322   2,583,969
0.500%, 11/22/22
EUR 4,200   4,735,704
0.375%, 07/10/23
EUR 3,000   3,375,658
0.625%, 10/06/23
EUR 12,085   13,726,408
BMW US Capital LLC        
(r)Ω
2.401%, 08/13/21
  20,407   20,492,433
0.625%, 04/20/22
EUR 2,000   2,254,995
BNG Bank NV        
2.625%, 09/01/20
EUR 1,385   1,563,129
0.050%, 07/11/23
EUR 4,000   4,507,923
BNG Bank NV, Floating Rate Note, Update Replacements.xls: US0003M + 0.100%, FRN        
(r)
1.938%, 07/14/20
  14,000   14,006,861
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
BNP Paribas SA        
2.875%, 10/24/22
EUR 5,000   $6,005,780
1.125%, 11/22/23
EUR 15,500   17,845,904
1.000%, 06/27/24
EUR 8,000   9,181,333
Booking Holdings, Inc.        
0.800%, 03/10/22
EUR 7,866   8,879,311
BP Capital Markets America, Inc.        
#
2.112%, 09/16/21
  1,000   1,008,093
BP Capital Markets P.L.C.        
2.315%, 02/13/20
  10,527   10,528,289
 
2.500%, 11/06/22
  2,000   2,042,996
1.109%, 02/16/23
EUR 5,000   5,753,663
1.117%, 01/25/24
EUR 7,650   8,864,746
BPCE SA        
2.750%, 12/02/21
  1,000   1,017,260
1.125%, 12/14/22
EUR 2,500   2,874,008
1.125%, 01/18/23
EUR 1,600   1,830,524
0.625%, 09/26/23
EUR 10,000   11,374,966
Bristol-Myers Squibb Co.        
Ω
3.550%, 08/15/22
  9,995   10,448,754
British Telecommunications P.L.C.        
0.500%, 06/23/22
EUR 1,600   1,799,854
1.125%, 03/10/23
EUR 10,326   11,866,632
0.875%, 09/26/23
EUR 15,480   17,675,060
British Telecommunications PLC        
0.625%, 03/10/21
EUR 4,647   5,197,323
Broadcom Corp. / Broadcom Cayman Finance Ltd.        
3.000%, 01/15/22
  9,465   9,633,856
Caisse d'Amortissement de la Dette Sociale        
2.000%, 04/17/20
  17,000   17,011,050
0.125%, 11/25/22
EUR 26,900   30,334,395
Caisse des Depots et Consignations, Floating Rate Note, 3M USD LIBOR + 0.090%, FRN        
(r)
1.999%, 10/02/20
  40,000   40,008,622
Canadian Imperial Bank of Commerce        
0.750%, 03/22/23
EUR 24,900   28,390,771
0.375%, 05/03/24
EUR 2,880   3,216,977
Canadian Imperial Bank of Commerce, 3M USD LIBOR + 0.315%, FRN        
(r)
2.078%, 02/02/21
  645   646,095
      Face
Amount^ 		  Value†
      (000)    
Canadian Natural Resources, Ltd.        
#
2.950%, 01/15/23
  12,000   $12,332,497
Capital One Financial Corp.        
0.800%, 06/12/24
EUR 5,125   5,822,020
Caterpillar Financial Services Corp.        
(r)
2.090%, 05/15/20
  28,500   28,515,243
(r)
2.124%, 03/15/21
  7,053   7,066,166
(r)
2.294%, 05/17/21
  3,935   3,949,004
Caterpillar Financial Services Corp., 3M USD LIBOR + 0.280%, FRN        
(r)
2.165%, 09/07/21
  7,723   7,742,064
Chevron Corp.        
1.991%, 03/03/20
  1,500   1,500,283
 
2.498%, 03/03/22
  540   549,983
Chubb INA Holdings, Inc.        
2.300%, 11/03/20
  7,229   7,254,654
Church & Dwight Co., Inc.        
#
2.875%, 10/01/22
  7,000   7,201,830
Cigna Corp.        
Ω
3.900%, 02/15/22
  1,000   1,039,167
Cisco Systems, Inc.        
1.850%, 09/20/21
  16,065   16,132,619
Citigroup, Inc.        
(r)
2.953%, 08/02/21
  10,105   10,237,302
0.750%, 10/26/23
EUR 26,478   30,112,175
Citizens Bank NA        
2.650%, 05/26/22
  8,635   8,795,735
Coca-Cola Co. (The)        
#
3.150%, 11/15/20
  1,020   1,031,661
Coca-Cola European Partners P.L.C.        
2.625%, 11/06/23
EUR 4,620   5,623,838
Coca-Cola European Partners US LLC        
3.500%, 09/15/20
  4,591   4,640,838
Comcast Corp., 3M USD LIBOR + 0.440%, FRN        
(r)
2.349%, 10/01/21
  14,640   14,717,481
Commonwealth Bank of Australia        
Ω
2.250%, 03/10/20
  4,000   4,002,200
#
2.400%, 11/02/20
  10,000   10,050,720
2.900%, 07/12/21
AUD 5,000   3,432,215
3.250%, 01/17/22
AUD 5,000   3,484,420
Ω
2.750%, 03/10/22
  11,500   11,751,928
3.250%, 03/31/22
AUD 3,200   2,237,349
Constellation Brands, Inc.        
2.700%, 05/09/22
  4,935   5,020,327
 
3.200%, 02/15/23
  5,191   5,375,030
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Cooperatieve Rabobank UA        
2.500%, 01/19/21
  8,935   $9,005,076
0.125%, 10/11/21
EUR 2,750   3,069,344
 
2.750%, 01/10/22
  4,928   5,029,818
4.000%, 01/11/22
EUR 2,500   2,999,203
 
3.875%, 02/08/22
  15,799   16,485,074
4.750%, 06/06/22
EUR 3,000   3,713,158
0.500%, 12/06/22
EUR 3,496   3,952,021
Council Of Europe Development Bank        
3.000%, 07/13/20
EUR 3,956   4,453,465
Cox Communications, Inc.        
Ω
3.250%, 12/15/22
  770   797,043
Credit Agricole SA        
0.750%, 12/05/23
EUR 2,000   2,288,732
Credit Suisse Group Funding Guernsey, Ltd.        
1.250%, 04/14/22
EUR 10,220   11,655,297
CVS Health Corp.        
(r)
2.605%, 03/09/21
  2,185   2,198,085
 
2.750%, 12/01/22
  2,120   2,164,559
Daimler AG        
1.400%, 01/12/24
EUR 1,355   1,578,880
DAIMLER AG SR UNSECURED REGS 01/21 0.875        
0.875%, 01/12/21
EUR 1,500   1,679,528
Daimler Finance North America LLC        
Ω
2.250%, 03/02/20
  9,750   9,753,476
Ω
2.850%, 01/06/22
  3,000   3,047,916
Daimler Finance North America LLC, Floating Rate Note, 3M USD LIBOR + 0.670%, FRN        
(r)
2.560%, 11/05/21
  13,000   13,080,563
Daimler International Finance BV        
0.200%, 09/13/21
EUR 6,893   7,675,502
0.625%, 02/27/23
EUR 6,000   6,760,034
2.000%, 09/04/23
GBP 2,000   2,702,477
Daiwa Securities Group, Inc.        
Ω
3.129%, 04/19/22
  11,000   11,246,414
Danone SA        
Ω
2.077%, 11/02/21
  5,000   5,027,254
Danske Bank A.S.        
#Ω
2.750%, 09/17/20
  15,822   15,903,766
0.875%, 05/22/23
EUR 3,000   3,382,239
Denmark Government Bond        
1.500%, 11/15/23
DKK 45,000   7,236,318
      Face
Amount^ 		  Value†
      (000)    
Deutsche Bahn Finance GMBH        
3.750%, 06/01/21
EUR 1,645   $1,920,787
Deutsche Telekom International Finance BV        
Ω
1.950%, 09/19/21
  2,535   2,542,497
Dexia Credit Local SA        
2.000%, 01/22/21
EUR 2,400   2,723,417
0.200%, 03/16/21
EUR 6,000   6,698,162
0.625%, 01/21/22
EUR 750   847,972
0.250%, 06/02/22
EUR 8,000   9,002,891
0.750%, 01/25/23
EUR 1,200   1,374,786
Discovery Communications LLC        
#
3.300%, 05/15/22
  6,000   6,196,816
 
3.500%, 06/15/22
  10,000   10,353,075
 
3.250%, 04/01/23
  1,489   1,549,809
Dollar General Corp.        
3.250%, 04/15/23
  8,009   8,330,759
Dominion Energy Gas Holdings LLC        
2.800%, 11/15/20
  5,000   5,033,890
(r)
2.494%, 06/15/21
  18,669   18,765,020
Dow Chemical Co. (The)        
3.000%, 11/15/22
  9,897   10,183,142
DXC Technology Co.        
4.450%, 09/18/22
  1,250   1,321,741
E*TRADE Financial Corp.        
2.950%, 08/24/22
  4,060   4,154,073
Eaton Corp.        
2.750%, 11/02/22
  1,285   1,320,281
eBay, Inc.        
#
3.800%, 03/09/22
  1,636   1,695,375
Edison International        
#
2.950%, 03/15/23
  2,000   2,049,106
Electricite de France SA        
2.750%, 03/10/23
EUR 11,700   14,124,634
Electronic Arts, Inc.        
3.700%, 03/01/21
  11,879   12,101,349
EMD Finance LLC        
Ω
2.400%, 03/19/20
  1,755   1,755,469
Enbridge, Inc.        
#
2.900%, 07/15/22
  18,189   18,616,111
3.190%, 12/05/22
CAD 5,000   3,894,401
Enel Finance International NV        
Ω
2.875%, 05/25/22
  2,200   2,244,211
5.000%, 09/14/22
EUR 2,000   2,517,276
Energy Transfer Operating L.P.        
4.650%, 06/01/21
  1,180   1,211,544
 
5.875%, 01/15/24
  15,296   17,069,685
Energy Transfer Partners L.P.        
3.600%, 02/01/23
  2,000   2,069,720
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Eni SpA        
4.000%, 06/29/20
EUR 3,450   $3,891,343
1.750%, 01/18/24
EUR 4,406   5,244,341
Enterprise Products Operating LLC        
3.350%, 03/15/23
  6,000   6,252,932
Equifax, Inc.        
3.950%, 06/15/23
  10,000   10,664,896
Equinor ASA        
2.900%, 11/08/20
  5,259   5,310,052
Erste Abwicklungsanstalt        
2.000%, 11/16/20
  2,200   2,205,469
0.000%, 02/25/21
EUR 16,000   17,828,193
Erste Abwicklungsanstalt, Floating Rate Note, Update Replacements.xls: US0003M + 0.210%, FRN        
(r)
2.095%, 03/09/20
  14,200   14,205,254
EUROFIMA, Floating Rate Note, 3M USD LIBOR + 0.100%, FRN        
(r)
1.988%, 03/11/22
  18,458   18,458,185
European Financial Stability Facility        
1.625%, 07/17/20
EUR 1,312   1,468,765
0.100%, 01/19/21
EUR 12,600   14,054,654
0.000%, 11/17/22
EUR 47,387   53,267,799
0.500%, 01/20/23
EUR 11,000   12,551,501
European Investment Bank        
1.625%, 03/16/20
  7,000   7,000,140
5.000%, 12/01/20
SEK 24,630   2,659,300
0.500%, 07/19/22
SEK 40,000   4,186,943
European Investment Bank, Floating Rate Note, 3M USD LIBOR + 0.350%, FRN        
(r)
1.061%, 06/29/23
GBP 1,653   2,190,077
European Stability Mechanism        
0.100%, 07/31/23
EUR 7,000   7,916,657
European Stability Mechanism Treasury Bill        
0.000%, 02/06/20
EUR 59,000   65,435,760
0.000%, 04/09/20
EUR 2,000   2,220,063
Eversource Energy        
2.500%, 03/15/21
  5,500   5,542,198
Exelon Corp.        
2.850%, 06/15/20
  1,399   1,402,830
 
2.450%, 04/15/21
  447   450,055
Exelon Generation Co. LLC        
3.400%, 03/15/22
  1,600   1,649,134
      Face
Amount^ 		  Value†
      (000)    
FedEx Corp.        
1.000%, 01/11/23
EUR 21,955   $24,989,566
Fluor Corp.        
1.750%, 03/21/23
EUR 40,276   44,996,388
FMS Wertmanagement        
2.250%, 02/03/20
  12,600   12,600,000
0.000%, 03/30/20
EUR 3,000   3,329,344
Fortune Brands Home & Security, Inc.        
3.000%, 06/15/20
  6,500   6,521,593
GATX Corp.        
4.750%, 06/15/22
  12,125   12,868,906
GE Capital European Funding Un, Ltd. Co.        
4.350%, 11/03/21
EUR 2,463   2,938,097
0.800%, 01/21/22
EUR 1,750   1,970,174
GE Capital International Funding Co., Unlimited Co.        
#
2.342%, 11/15/20
  11,684   11,723,776
General Dynamics Corp.        
#(r)
2.281%, 05/11/21
  15,000   15,057,980
General Electric Co.        
0.375%, 05/17/22
EUR 1,500   1,671,778
General Mills, Inc.        
1.000%, 04/27/23
EUR 5,922   6,785,579
General Motors Financial Co., Inc.        
3.200%, 07/06/21
  12,709   12,909,054
#
3.450%, 01/14/22
  14,123   14,462,962
Gilead Sciences, Inc.        
4.500%, 04/01/21
  1,198   1,230,732
GlaxoSmithKline Capital, Inc.        
#
2.800%, 03/18/23
  5,700   5,892,920
Global Payments, Inc.        
3.800%, 04/01/21
  1,531   1,562,146
Goldman Sachs Group, Inc.        
2.500%, 10/18/21
EUR 9,411   10,917,501
Goldman Sachs Group, Inc. (The)        
2.750%, 09/15/20
  10,000   10,047,560
 
5.750%, 01/24/22
  5,000   5,377,737
3.250%, 02/01/23
EUR 12,360   15,028,741
Harley-Davidson Financial Services, Inc.        
Ω
2.150%, 02/26/20
  21,047   21,046,459
Ω
2.550%, 06/09/22
  11,012   11,121,537
Hartford Financial Services Group, Inc. (The)        
5.500%, 03/30/20
  4,600   4,625,944
Hewlett Packard Enterprise Co.        
3.600%, 10/15/20
  10,000   10,109,738
HP, Inc.        
4.300%, 06/01/21
  1,000   1,030,235
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
HSBC Bank P.L.C., Floating Rate Note, FRN        
(r)
0.058%, 03/09/20
EUR 4,700   $5,214,743
HSBC Holdings PLC, 3M USD LIBOR + 1.660%, FRN        
(r)
3.569%, 05/25/21
  34,826   35,486,506
HSBC USA, Inc.        
#
2.350%, 03/05/20
  5,500   5,503,190
Iberdrola International BV        
1.750%, 09/17/23
EUR 3,000   3,552,762
IBM Credit LLC        
#(r)
2.384%, 11/30/20
  6,536   6,558,671
(r)
2.051%, 02/05/21
  14,000   14,014,290
IBM Credit LLC, 3M USD LIBOR + 0.260%, FRN        
(r)
2.079%, 01/20/21
  26,000   26,054,279
ING Bank NV        
Ω
2.750%, 03/22/21
  6,000   6,074,872
ING Bank NV, Floating Rate Note, FRN        
(r)
0.017%, 11/26/21
EUR 15,400   17,171,420
ING Groep NV        
1.000%, 09/20/23
EUR 4,200   4,813,297
Integrys Holding, Inc.        
4.170%, 11/01/20
  1,000   1,016,752
Inter-American Development Bank        
(r)
1.699%, 10/09/20
  20,573   20,564,565
Inter-American Development Bank, 3M USD LIBOR - 0.020%, FRN        
(r)
1.774%, 10/25/21
  15,000   14,988,750
International Bank for Reconstruction & Development, Floating Rate Note, 1M USD LIBOR + 0.270%, FRN        
(r)
0.997%, 05/15/24
GBP 4,182   5,521,171
International Business Machines Corp.        
1.875%, 11/06/20
EUR 3,938   4,438,189
1.250%, 05/26/23
EUR 4,000   4,636,226
Intesa Sanpaolo SpA        
0.875%, 06/27/22
EUR 3,000   3,393,013
Ireland Government Bond        
3.400%, 03/18/24
EUR 15,000   19,331,465
John Deere Capital Corp.        
#
2.050%, 03/10/20
  8,620   8,623,603
Johnson Controls International P.L.C.        
1.000%, 09/15/23
EUR 15,011   17,210,410
JPMorgan Chase & Co.        
3.875%, 09/23/20
EUR 5,150   5,862,677
      Face
Amount^ 		  Value†
      (000)    
 
2.550%, 10/29/20
  11,000   $11,058,442
2.625%, 04/23/21
EUR 3,000   3,441,343
 
4.350%, 08/15/21
  4,994   5,192,130
0.625%, 01/25/24
EUR 14,800   16,796,377
Kellogg Co.        
0.800%, 11/17/22
EUR 8,770   9,951,432
Keurig Dr Pepper, Inc.        
#
3.200%, 11/15/21
  5,000   5,099,383
 
2.700%, 11/15/22
  2,000   2,034,360
KeyCorp        
2.900%, 09/15/20
  7,259   7,307,597
 
5.100%, 03/24/21
  8,008   8,308,234
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.040%, FRN        
(r)
1.871%, 04/15/21
  3,000   3,000,154
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.130%, FRN        
(r)
2.015%, 09/08/21
  10,000   10,011,580
Kommunekredit        
0.000%, 09/08/22
EUR 1,750   1,961,988
Kommuninvest I Sverige AB        
1.000%, 09/15/21
SEK 360,000   37,962,188
0.250%, 06/01/22
SEK 903,000   94,109,308
0.750%, 02/22/23
SEK 150,000   15,853,285
1.000%, 11/13/23
SEK 419,000   44,872,765
Kreditanstalt fuer Wiederaufbau        
0.125%, 06/03/22
SEK 40,000   4,140,282
Kreditanstalt Fuer Wiederaufbau        
1.500%, 04/20/20
  18,500   18,495,974
Kroger Co. (The)        
2.950%, 11/01/21
  786   800,676
#
3.400%, 04/15/22
  10,000   10,330,797
Lam Research Corp.        
#
2.750%, 03/15/20
  8,942   8,947,356
Landeskreditbank Baden-Wuerttemberg Foerderbank, 3M USD LIBOR + 0.120%, FRN        
(r)
2.067%, 09/27/21
  1,000   1,001,370
Liberty Mutual Group, Inc.        
Ω
5.000%, 06/01/21
  2,500   2,598,802
#Ω
4.950%, 05/01/22
  1,200   1,276,542
Lincoln National Corp.        
6.250%, 02/15/20
  3,215   3,218,743
 
4.850%, 06/24/21
  1,188   1,239,613
Lloyds Bank P.L.C.        
2.700%, 08/17/20
  1,600   1,608,307
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Lloyds Banking Group P.L.C.        
3.100%, 07/06/21
  10,250   $10,435,122
 
3.000%, 01/11/22
  27,304   27,850,073
Lockheed Martin Corp.        
2.500%, 11/23/20
  4,500   4,525,796
Manufacturers & Traders Trust Co.        
2.500%, 05/18/22
  1,780   1,812,303
Marsh & McLennan Cos., Inc.        
2.350%, 03/06/20
  1,000   1,000,270
 
2.750%, 01/30/22
  4,650   4,737,767
Mastercard, Inc.        
1.100%, 12/01/22
EUR 15,162   17,385,417
McDonald's Corp.        
#
3.500%, 07/15/20
  4,928   4,972,898
1.000%, 11/15/23
EUR 12,500   14,412,237
Medtronic Global Holdings SCA        
0.000%, 03/07/21
EUR 9,878   10,981,023
0.000%, 12/02/22
EUR 3,438   3,826,753
Merck & Co., Inc.        
1.850%, 02/10/20
  2,450   2,449,962
Mitsubishi UFJ Financial Group, Inc.        
2.950%, 03/01/21
  1,725   1,749,299
(r)
2.444%, 07/26/21
  5,335   5,365,271
(r)
2.947%, 09/13/21
  8,500   8,609,056
0.680%, 01/26/23
EUR 15,142   17,149,244
0.980%, 10/09/23
EUR 5,004   5,735,321
Mizuho Bank, Ltd.        
Ω
2.700%, 10/20/20
  13,642   13,732,769
Mizuho Financial Group, Inc.        
Ω
2.632%, 04/12/21
  5,000   5,056,390
(r)
3.027%, 09/13/21
  20,693   20,986,816
 
2.953%, 02/28/22
  600   613,784
Molson Coors Brewing Co.        
2.100%, 07/15/21
  3,000   3,009,650
Mondelez International Holdings Netherlands BV        
Ω
2.000%, 10/28/21
  13,012   13,061,377
Mondelez International, Inc.        
2.375%, 01/26/21
EUR 700   795,277
Morgan Stanley        
5.375%, 08/10/20
EUR 1,700   1,940,019
2.375%, 03/31/21
EUR 7,000   7,987,614
#(r)
3.219%, 04/21/21
  15,237   15,471,078
3.125%, 08/05/21
CAD 5,000   3,845,625
1.000%, 12/02/22
EUR 600   685,186
1.875%, 03/30/23
EUR 5,000   5,874,247
1.750%, 03/11/24
EUR 18,985   22,503,110
      Face
Amount^ 		  Value†
      (000)    
Municipality Finance P.L.C.        
1.500%, 03/23/20
  8,600   $8,598,074
Municipality Finance P.L.C., Floating Rate Note, 3M USD LIBOR + 0.500%, FRN        
(r)
1.954%, 02/17/21
  29,000   29,006,380
Mylan N.V.        
3.150%, 06/15/21
  1,500   1,523,863
Mylan NV        
#
3.750%, 12/15/20
  781   791,814
National Australia Bank, Ltd.        
3.000%, 05/12/21
AUD 6,000   4,111,301
 
1.875%, 07/12/21
  2,500   2,508,193
 
2.800%, 01/10/22
  17,631   17,990,669
 
2.500%, 05/22/22
  35,800   36,437,392
0.350%, 09/07/22
EUR 7,800   8,767,404
National Bank of Canada, 3M USD LIBOR + 0.400%, FRN        
(r)Ω
2.328%, 03/21/21
  14,390   14,397,950
National Grid North America, Inc.        
0.750%, 08/08/23
EUR 25,400   28,910,218
National Rural Utilities Cooperative Finance Corp.        
(r)
2.336%, 06/30/21
  2,500   2,507,901
Natwest Markets PLC        
5.500%, 03/23/20
EUR 3,225   3,603,510
NBCUniversal Enterprise, Inc.        
(r)Ω
2.309%, 04/01/21
  16,535   16,603,072
Nederlandse Waterschapsbank NV        
1.625%, 03/04/20
  30,000   30,000,000
1.750%, 07/09/20
EUR 8,930   9,996,353
Nederlandse Waterschapsbank NV, Floating Rate Note, Update Replacements.xls: US0003M + 0.010%, FRN        
(r)
1.911%, 11/10/20
  37,123   37,118,513
Nestle Holdings, Inc.        
1.875%, 03/09/21
  8,000   8,021,024
NetApp, Inc.        
#
3.375%, 06/15/21
  8,650   8,807,030
Newell Brands, Inc.        
4.000%, 06/15/22
  9,181   9,478,727
Newmont Corp.        
3.625%, 06/09/21
  4,927   5,026,380
Nissan Motor Acceptance Corp.        
Ω
2.550%, 03/08/21
  16,249   16,344,950
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Nissan Motor Acceptance Corp., 3M USD LIBOR + 0.630%, FRN        
(r)Ω
2.558%, 09/21/21
  7,000   $7,022,372
Nissan Motor Acceptance Corp., Floating Rate Note, 3M USD LIBOR + 0.390%, FRN        
(r)
2.350%, 09/28/20
  9,000   9,008,433
Nissan Motor Acceptance Corp., Floating Rate Note, FRN        
(r)Ω
2.414%, 03/15/21
  13,300   13,313,744
Nordea Bank AB        
1.000%, 02/22/23
EUR 3,000   3,439,999
Norfolk Southern Corp.        
#
3.000%, 04/01/22
  1,352   1,385,691
NRW Bank        
0.125%, 01/18/21
EUR 14,500   16,164,551
0.125%, 07/07/23
EUR 4,000   4,515,775
NRW Bank, 3M USD LIBOR + 0.040%, FRN        
(r)
1.944%, 02/08/21
  22,200   22,194,006
NRW Bank, Floating Rate Note, FRN        
(r)
1.970%, 12/17/21
  10,000   10,005,800
Occidental Petroleum Corp.        
4.100%, 02/01/21
  542   549,319
OeBB-Infrastruktur AG        
3.500%, 10/19/20
EUR 1,500   1,710,241
Omnicom Group, Inc. / Omnicom Capital, Inc.        
4.450%, 08/15/20
  330   334,512
 
3.625%, 05/01/22
  1,595   1,658,901
OP Corporate Bank P.L.C.        
0.375%, 10/11/22
EUR 325   365,492
Oracle Corp.        
1.900%, 09/15/21
  54,207   54,437,060
 
2.500%, 05/15/22
  2,329   2,371,267
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.375%, 02/01/22
  15,000   15,393,454
Ω
4.250%, 01/17/23
  9,025   9,631,550
Pernod Ricard SA        
2.000%, 06/22/20
EUR 700   778,619
Ω
5.750%, 04/07/21
  620   648,934
Ω
4.450%, 01/15/22
  18,077   18,994,347
Pfizer, Inc.        
1.950%, 06/03/21
  3,447   3,467,007
#
2.200%, 12/15/21
  9,400   9,521,392
0.250%, 03/06/22
EUR 12,200   13,659,782
Philip Morris International, Inc.        
1.750%, 03/19/20
EUR 10,758   11,959,575
2.875%, 05/30/24
EUR 5,000   6,208,260
      Face
Amount^ 		  Value†
      (000)    
PNC Bank NA        
2.300%, 06/01/20
  200   $200,276
 
2.600%, 07/21/20
  4,800   4,815,467
PPL Capital Funding, Inc.        
3.400%, 06/01/23
  3,000   3,129,047
Praxair, Inc.        
1.200%, 02/12/24
EUR 1,580   1,848,780
Procter & Gamble Co. (The)        
2.000%, 11/05/21
EUR 550   634,975
Province of Alberta Canada        
1.350%, 09/01/21
CAD 17,500   13,167,183
Province of Ontario Canada        
4.400%, 04/14/20
  28,000   28,143,640
 
1.875%, 05/21/20
  15,000   15,006,335
1.350%, 03/08/22
CAD 13,000   9,772,102
3.150%, 06/02/22
CAD 17,300   13,530,315
Province of Quebec Canada        
#
3.500%, 07/29/20
  16,443   16,589,972
4.500%, 12/01/20
CAD 5,000   3,866,216
Prudential Financial, Inc.        
5.375%, 06/21/20
  1,700   1,724,689
#
4.500%, 11/15/20
  5,801   5,926,661
PSEG Power LLC        
5.125%, 04/15/20
  11,108   11,177,818
Puget Energy, Inc.        
6.500%, 12/15/20
  1,363   1,416,859
QUALCOMM, Inc.        
#
2.250%, 05/20/20
  5,078   5,085,959
Republic Services, Inc.        
#
3.550%, 06/01/22
  2,000   2,072,770
Rolls-Royce P.L.C.        
0.875%, 05/09/24
EUR 1,500   1,685,823
Royal Bank of Canada        
2.125%, 03/02/20
  17,338   17,343,548
 
2.150%, 03/06/20
  665   665,273
#
2.750%, 02/01/22
  6,651   6,801,159
1.968%, 03/02/22
CAD 10,000   7,575,336
Royal Bank of Canada, 3M USD LIBOR + 0.240%, FRN        
#(r)
2.034%, 10/26/20
  41,500   41,551,018
Royal Bank of Canada, 3M USD LIBOR + 0.390%, FRN        
(r)
2.160%, 04/30/21
  8,362   8,394,347
Royal Bank of Canada, Floating Rate Note, 3M EURIBOR + 0.500%, FRN        
(r)
0.110%, 07/24/20
EUR 2,000   2,223,090
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Royal Bank of Canada, Floating Rate Note, Update Replacements.xls: US0003M + 0.350%, FRN        
(r)
2.222%, 07/08/21
  3,050   $3,058,852
Royal Bank of Scotland Group P.L.C.        
2.500%, 03/22/23
EUR 5,000   5,938,017
Ryder System, Inc.        
2.650%, 03/02/20
  7,000   7,000,759
 
3.400%, 03/01/23
  12,680   13,200,315
Sanofi        
0.000%, 03/21/22
EUR 1,500   1,674,304
0.500%, 03/21/23
EUR 8,000   9,070,801
Santander Holdings USA, Inc.        
#
2.650%, 04/17/20
  3,000   3,003,151
#
3.400%, 01/18/23
  18,560   19,177,113
Santander UK Group Holdings P.L.C.        
3.125%, 01/08/21
  15,000   15,159,411
 
2.875%, 08/05/21
  1,000   1,012,336
Santander UK P.L.C.        
2.375%, 03/16/20
  2,824   2,826,203
Sempra Energy        
2.850%, 11/15/20
  5,400   5,434,844
Shell International Finance BV        
2.125%, 05/11/20
  15,155   15,173,134
 
2.250%, 11/10/20
  12,956   13,006,046
1.625%, 03/24/21
EUR 2,500   2,831,403
 
1.875%, 05/10/21
  17,301   17,364,598
 
1.750%, 09/12/21
  8,591   8,613,985
1.000%, 04/06/22
EUR 1,000   1,138,905
Sherwin-Williams Co. (The)        
2.750%, 06/01/22
  3,150   3,224,324
Siemens Financieringsmaatschappij NV        
Ω
1.700%, 09/15/21
  3,020   3,024,360
Skandinaviska Enskilda Banken AB        
1.250%, 08/05/22
GBP 2,000   2,653,888
Sky, Ltd.        
1.875%, 11/24/23
EUR 12,700   15,098,666
Societe Generale SA        
Ω
2.625%, 09/16/20
  17,000   17,090,080
Ω
2.500%, 04/08/21
  4,200   4,236,349
Ω
3.250%, 01/12/22
  2,000   2,052,119
0.500%, 01/13/23
EUR 5,000   5,609,040
Southern Co. (The)        
2.750%, 06/15/20
  9,683   9,703,767
Southern Power Co.        
1.000%, 06/20/22
EUR 17,310   19,648,945
Southwest Airlines Co.        
2.650%, 11/05/20
  4,500   4,525,286
      Face
Amount^ 		  Value†
      (000)    
Spain Government Bond        
Ω
5.400%, 01/31/23
EUR 17,000   $22,116,688
Ω
4.800%, 01/31/24
EUR 3,500   4,668,892
Standard Chartered PLC        
1.625%, 06/13/21
EUR 2,400   2,723,018
Starbucks Corp.        
2.100%, 02/04/21
  1,770   1,776,719
State of North Rhine-Westphalia Germany        
1.250%, 03/13/20
EUR 5,982   6,645,851
0.200%, 04/17/23
EUR 9,000   10,180,975
State of North Rhine-Westphalia Germany, Floating Rate Note, Update Replacements.xls: SONIO/N + 0.380%, FRN        
(r)
1.091%, 10/15/24
GBP 4,000   5,281,292
Stryker Corp.        
2.625%, 03/15/21
  6,121   6,178,509
1.125%, 11/30/23
EUR 7,278   8,406,023
Sumitomo Mitsui Banking Corp.        
(r)
2.213%, 10/16/20
  5,000   5,009,670
Sumitomo Mitsui Financial Group, Inc.        
2.934%, 03/09/21
  4,000   4,055,668
(r)
3.565%, 03/09/21
  11,647   11,832,179
 
2.058%, 07/14/21
  5,000   5,024,272
 
2.784%, 07/12/22
  1,150   1,176,668
0.819%, 07/23/23
EUR 8,946   10,188,447
Sumitomo Mitsui Financial Group, Inc., 3M USD LIBOR + 1.140%, FRN        
(r)
2.959%, 10/19/21
  705   714,946
Sunoco Logistics Partners Operations L.P.        
3.450%, 01/15/23
  9,515   9,771,069
Svensk Export Credit AB, 3M USD LIBOR + 0.050%, FRN        
(r)
1.944%, 12/14/20
  22,250   22,257,342
Svensk Exportkredit AB, 3M USD LIBOR + 0.012%, FRN        
(r)
2.007%, 12/13/21
  29,000   29,022,866
Svenska Handelsbanken AB        
2.450%, 03/30/21
  1,930   1,948,612
(r)
2.379%, 05/24/21
  6,625   6,654,630
0.250%, 02/28/22
EUR 13,000   14,552,189
2.625%, 08/23/22
EUR 3,000   3,562,724
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Swedbank AB        
0.300%, 09/06/22
EUR 12,020   $13,453,925
0.250%, 11/07/22
EUR 1,200   1,342,307
0.400%, 08/29/23
EUR 250   281,469
Sysco Corp.        
#
2.600%, 10/01/20
  16,190   16,270,348
Takeda Pharmaceutical Co. Ltd.        
1.125%, 11/21/22
EUR 1,200   1,373,316
Takeda Pharmaceutical Co., Ltd.        
0.375%, 11/21/20
EUR 25,680   28,559,739
Ω
1.125%, 11/21/22
EUR 1,150   1,316,094
Telefoica Emisiones Sau Co.        
5.597%, 03/12/20
GBP 6,000   7,958,494
0.318%, 10/17/20
EUR 11,800   13,134,891
Telefonica Emisiones SA        
5.134%, 04/27/20
  10,180   10,255,434
3.961%, 03/26/21
EUR 1,100   1,277,902
3.987%, 01/23/23
EUR 7,800   9,696,183
1.069%, 02/05/24
EUR 1,300   1,503,135
Temasek Financial I, Ltd.        
0.500%, 03/01/22
EUR 3,180   3,579,446
Toronto-Dominion Bank (The)        
2.500%, 12/14/20
  20,000   20,142,317
0.625%, 03/08/21
EUR 3,000   3,359,222
 
1.800%, 07/13/21
  12,605   12,653,790
1.994%, 03/23/22
CAD 15,000   11,369,805
Toronto-Dominion Bank (The), 3M USD LIBOR + 0.260%, FRN        
(r)
2.160%, 09/17/20
  26,314   26,355,837
Toronto-Dominion Bank (The), 3M USD LIBOR + 0.280%, FRN        
(r)
2.168%, 06/11/20
  11,121   11,133,722
Toronto-Dominion Bank (The), 3M USD LIBOR + 0.430%, FRN        
(r)
2.318%, 06/11/21
  15,246   15,319,997
Toronto-Dominion Bank (The), 3M USD LIBOR + 1.000%, FRN        
(r)
2.874%, 04/07/21
  6,116   6,180,244
Total Capital International SA        
2.750%, 06/19/21
  2,000   2,032,622
 
2.875%, 02/17/22
  1,416   1,452,152
0.250%, 07/12/23
EUR 500   563,231
      Face
Amount^ 		  Value†
      (000)    
Total Capital SA        
4.125%, 01/28/21
  10,000   $10,253,599
Toyota Credit Canada, Inc.        
2.050%, 05/20/20
CAD 3,092   2,337,364
2.020%, 02/28/22
CAD 10,000   7,572,465
2.350%, 07/18/22
CAD 10,000   7,634,955
Toyota Finance Australia, Ltd.        
0.000%, 04/09/21
EUR 500   555,929
Toyota Motor Credit Corp.        
#
1.900%, 04/08/21
  32,876   32,990,821
#
2.600%, 01/11/22
  5,277   5,376,131
0.750%, 07/21/22
EUR 6,700   7,612,385
2.375%, 02/01/23
EUR 2,000   2,389,447
Toyota Motor Credit Corp., 3M USD LIBOR + 0.150%, FRN        
(r)
2.028%, 10/09/20
  500   500,409
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.540%, FRN        
(r)
2.412%, 01/08/21
  1,300   1,305,031
Toyota Motor Finance Netherlands BV        
0.250%, 01/10/22
EUR 2,000   2,238,483
TransCanada PipeLines, Ltd.        
2.500%, 08/01/22
  300   304,544
Truist Financial Corp.        
2.900%, 03/03/21
  7,565   7,658,246
Tupperware Brands Corp.        
#
4.750%, 06/01/21
  1,905   1,880,471
UBS AG Stamford CT        
2.350%, 03/26/20
  6,079   6,084,471
UBS Group Funding Switzerland AG        
1.750%, 11/16/22
EUR 9,052   10,532,539
2.125%, 03/04/24
EUR 5,000   5,999,958
UBS Group Funding Switzerland AG, Floating Rate Note, Update Replacements.xls: US0003M + 1.780%, FRN        
(r)
3.618%, 04/14/21
  3,900   3,977,489
Unedic Asseo        
0.875%, 10/25/22
EUR 27,300   31,333,842
United Kingdom Treasury Bill        
0.000%, 03/02/20
GBP 26,000   34,313,481
United Parcel Service, Inc.        
0.375%, 11/15/23
EUR 2,000   2,257,594
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
United Technologies Corp.        
1.250%, 05/22/23
EUR 3,825   $4,404,816
1.150%, 05/18/24
EUR 5,950   6,879,493
UnitedHealth Group, Inc.        
4.700%, 02/15/21
  925   946,919
#
2.375%, 10/15/22
  6,225   6,334,168
Verizon Communications, Inc.        
1.625%, 03/01/24
EUR 5,000   5,939,226
ViacomCBS, Inc.        
#
3.375%, 03/01/22
  5,000   5,138,767
Vodafone Group P.L.C.        
1.750%, 08/25/23
EUR 5,600   6,627,203
Volkswagen Bank GMBH        
1.250%, 06/10/24
EUR 6,900   7,926,629
Volkswagen Financial Services AG        
0.875%, 04/12/23
EUR 5,000   5,662,263
1.375%, 10/16/23
EUR 12,000   13,836,094
Volkswagen Group of America Finance LLC        
Ω
2.400%, 05/22/20
  5,911   5,919,615
Ω
4.000%, 11/12/21
  3,000   3,106,880
Volkswagen International Finance NV        
0.875%, 01/16/23
EUR 4,200   4,753,190
Volkswagen Leasing GmbH        
2.125%, 04/04/22
EUR 2,496   2,891,272
Walgreen Co.        
#
3.100%, 09/15/22
  4,127   4,244,991
Walgreens Boots Alliance, Inc.        
3.300%, 11/18/21
  4,000   4,084,203
Walt Disney Co. (The)        
5.650%, 08/15/20
  4,210   4,297,547
WEC Energy Group, Inc.        
#
2.450%, 06/15/20
  14,176   14,203,327
Wells Fargo & Co.        
2.250%, 09/03/20
EUR 10,552   11,874,299
 
2.550%, 12/07/20
  11,690   11,762,891
#(r)
3.240%, 03/04/21
  15,234   15,435,839
(r)
2.819%, 07/26/21
  3,400   3,440,601
1.500%, 09/12/22
EUR 2,700   3,117,433
2.250%, 05/02/23
EUR 5,700   6,785,194
Western Australian Treasury Corp.        
2.750%, 10/20/22
AUD 27,000   18,984,656
Westpac Banking Corp.        
#
2.600%, 11/23/20
  29,052   29,264,558
 
2.100%, 05/13/21
  5,632   5,661,641
#
2.800%, 01/11/22
  15,512   15,836,832
 
2.500%, 06/28/22
  3,140   3,193,187
Whirlpool Corp.        
3.700%, 03/01/23
  1,525   1,603,051
      Face
Amount^ 		  Value†
      (000)    
Williams Partners LP        
3.350%, 08/15/22
  4,600   $4,736,953
Xcel Energy, Inc.        
2.400%, 03/15/21
  4,070   4,099,026
Zimmer Biomet Holdings, Inc.        
2.700%, 04/01/20
  4,632   4,634,918
Zoetis, Inc.        
#
3.450%, 11/13/20
  12,400   12,534,137
 
3.250%, 02/01/23
  3,015   3,132,706
TOTAL BONDS
      4,931,298,892
U.S. TREASURY OBLIGATIONS — (14.9%)
U.S. Treasury Notes, 3M USTMMR + 0.115%, FRN        
(r)
1.651%, 01/31/21
  75,000   75,024,320
U.S. Treasury Notes, 3M USTMMR + 0.139%, FRN        
(r)
1.675%, 04/30/21
  411,000   411,147,791
U.S. Treasury Notes, 3M USTMMR + 0.220%, FRN        
(r)
1.756%, 07/31/21
  504,200   504,988,493
TOTAL U.S. TREASURY OBLIGATIONS
      991,160,604
CERTIFICATES OF DEPOSIT — (0.3%)
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note, 1M USD LIBOR + 0.260%, FRN        
(r)Ω
1.936%, 05/15/20
  20,000   20,000,000
TOTAL INVESTMENT SECURITIES

(Cost $5,965,207,904)
      5,942,459,496
    
         
         
COMMERCIAL PAPER — (10.6%)
BANK OF NOVA SCOTIA/THE      
Ω
1.793%, 08/17/20
  33,000 32,678,217
 
1.780%, 10/08/20
  20,000 19,752,347
 
BNG Bank NV 1.710%, 08/21/20
  40,000 39,622,420
Intesa Funding Llc 2.296%, 04/20/20
  3,000 2,986,447
LANDESBANK HESSEN-THURINGEN 1.880%, 04/24/20
  25,000 24,903,750
Nederlandse Wtrschbnk 1.850%, 03/12/20
  30,000 29,945,333
NEDERLANDSE WTRSCHBNK 1.790%, 03/05/20
  61,600 61,506,916
NRW. BANK      
1.860%, 02/27/20
  17,000 16,979,676
 
1.820%, 03/16/20
  50,000 49,899,687
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      FaceAmount^   Value†
      (000)    
 
1.820%, 04/20/20
  80,000   $79,710,222
 
PFIZER INC 1.800%, 03/03/20
  25,000   24,967,778
Pfizer, Inc. 1.888%, 03/02/20
  137,000   136,828,940
PSP CAPITAL INC. 1.820%, 03/17/20
  29,300   29,240,847
QUEENSLAND TREASURY        
1.710%, 05/04/20
  7,000   6,971,176
 
1.750%, 05/07/20
  60,000   59,742,950
TORONTO DOMINION BANK        
1.840%, 04/02/20
  70,000   69,803,735
 
1.770%, 04/06/20
  5,000   4,985,113
      FaceAmount^   Value†
      (000)    
 
WALT DISNEY CO 1.890%, 02/10/20
  20,250   $20,241,068
TOTAL COMMERCIAL PAPER
      710,766,622
    
      Shares  
SECURITIES LENDING COLLATERAL — (0.4%)
@§
The DFA Short Term Investment Fund
  2,313,397 26,770,635
TOTAL INVESTMENTS — (100.0%)  
(Cost $6,702,562,725)^^
    $6,679,996,753
 
As of January 31, 2020, 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 140,390,912   EUR 125,152,684   JP Morgan   02/05/20   $1,581,989
USD 3,932,576   CAD 5,130,467   State Street Bank and Trust   02/10/20   55,932
USD 89,160,187   CAD 116,329,748   State Street Bank and Trust   02/10/20   1,259,997
USD 80,206,412   SEK 761,944,566   HSBC Bank   02/11/20   1,032,646
USD 141,209,312   EUR 127,043,550   JP Morgan   02/11/20   252,015
USD 67,220,801   SEK 635,947,979   State Street Bank and Trust   02/14/20   1,129,975
USD 2,772,540   SEK 26,643,711   State Street Bank and Trust   02/20/20   2,809
USD 7,265,046   DKK 48,744,421   JP Morgan   02/20/20   22,790
USD 65,573,188   SEK 621,832,380   Citibank, N.A.   02/20/20   930,966
USD 113,327,034   EUR 101,779,398   Citibank, N.A.   02/20/20   338,400
USD 99,305,299   EUR 89,411,988   State Street Bank and Trust   02/21/20   40,036
USD 14,277,373   EUR 12,841,412   State Street Bank and Trust   02/28/20   14,696
USD 99,336,597   EUR 88,136,665   State Street Bank and Trust   02/28/20   1,445,120
USD 143,538,320   EUR 127,595,992   State Street Bank and Trust   03/27/20   1,575,824
USD 146,290,664   EUR 130,190,569   State Street Bank and Trust   04/06/20   1,352,171
USD 25,904,142   EUR 23,141,101   State Street Bank and Trust   04/14/20   129,213
USD 98,492,967   EUR 88,066,147   JP Morgan   04/14/20   403,483
USD 144,614,776   EUR 129,449,820   State Street Bank and Trust   04/16/20   414,121
USD 46,354,480   AUD 68,504,933   Citibank, N.A.   04/27/20   424,662
Total Appreciation           $12,406,845
USD 86,105,086   GBP 65,641,104   State Street Bank and Trust   02/07/20   $(580,732)
USD 9,052,567   EUR 8,206,589   HSBC Bank   02/21/20   (58,395)
USD 12,180,312   EUR 11,040,695   State Street Bank and Trust   02/21/20   (77,076)
USD 136,490,457   EUR 123,591,575   State Street Bank and Trust   02/26/20   (763,153)
USD 142,122,511   EUR 128,929,597   State Street Bank and Trust   02/27/20   (1,067,991)
USD 115,204,672   EUR 103,856,791   Barclays Capital   04/23/20   (535,432)
Total (Depreciation)           $(3,082,779)
Total Appreciation
(Depreciation) 		          $9,324,066
DFA Short-Term Extended Quality Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $4,931,298,892   —   $4,931,298,892
U.S. Treasury Obligations
—   991,160,604   —   991,160,604
Certificates of Deposit
—   20,000,000   —   20,000,000
Commercial Paper
—   710,766,622   —   710,766,622
Securities Lending Collateral
—   26,770,635   —   26,770,635
Forward Currency Contracts**
—   9,324,066   —   9,324,066
TOTAL
—   $6,689,320,819   —   $6,689,320,819
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Intermediate-Term Extended Quality Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
AGENCY OBLIGATIONS — (6.1%)
Federal Farm Credit Bank        
2.630%, 08/03/26
  3,173   $3,376,584
 
5.770%, 01/05/27
  1,058   1,347,314
Federal Home Loan Bank        
3.000%, 03/10/28
  1,955   2,149,914
 
3.250%, 06/09/28
  570   636,337
 
3.250%, 11/16/28
  15,100   17,027,471
 
2.125%, 09/14/29
  5,000   5,173,763
 
2.125%, 12/14/29
  5,000   5,151,845
Federal Home Loan Mortgage Corp.        
6.750%, 09/15/29
  5,000   7,216,765
 
6.750%, 03/15/31
  6,000   8,982,534
#
6.250%, 07/15/32
  16,000   23,869,284
Federal National Mortgage Association        
6.250%, 05/15/29
  12,275   17,043,242
 
7.125%, 01/15/30
  3,000   4,470,600
 
7.250%, 05/15/30
  11,000   16,656,059
 
6.625%, 11/15/30
  10,000   14,705,826
Tennessee Valley Authority        
7.125%, 05/01/30
  2,000   2,992,810
TOTAL AGENCY OBLIGATIONS
      130,800,348
BONDS — (85.2%)
3M Co.        
2.875%, 10/15/27
  17,127   18,101,870
 
3.375%, 03/01/29
  5,000   5,445,545
#
2.375%, 08/26/29
  11,000   11,159,264
AbbVie, Inc.        
3.600%, 05/14/25
  4,500   4,808,917
#
4.250%, 11/14/28
  4,000   4,490,545
Activision Blizzard, Inc.        
3.400%, 06/15/27
  600   641,946
Affiliated Managers Group, Inc.        
3.500%, 08/01/25
  1,410   1,502,562
Agilent Technologies, Inc.        
2.750%, 09/15/29
  1,400   1,434,650
Ahold Finance USA LLC        
6.875%, 05/01/29
  388   526,337
Airbus SE        
Ω
3.150%, 04/10/27
  1,000   1,063,884
Alimentation Couche-Tard, Inc.        
Ω
3.550%, 07/26/27
  1,185   1,263,006
Allergan Funding SCS        
3.800%, 03/15/25
  4,592   4,931,485
Allstate Corp. (The)        
5.350%, 06/01/33
  1,900   2,505,218
      Face
Amount 		  Value†
      (000)    
 
Altria Group, Inc.        
4.800%, 02/14/29
  4,000   $4,534,100
Ameren Corp.        
3.650%, 02/15/26
  1,890   2,015,567
American Express Credit Corp.        
3.300%, 05/03/27
  8,500   9,190,641
American Honda Finance Corp.        
#
2.300%, 09/09/26
  1,500   1,528,301
American International Group, Inc.        
3.900%, 04/01/26
  5,000   5,472,933
Ameriprise Financial, Inc.        
#
2.875%, 09/15/26
  1,000   1,048,780
AmerisourceBergen Corp.        
#
3.450%, 12/15/27
  8,000   8,519,183
Amgen, Inc.        
2.600%, 08/19/26
  5,776   5,959,178
Amphenol Corp.        
2.800%, 02/15/30
  6,000   6,102,795
Analog Devices, Inc.        
3.900%, 12/15/25
  4,502   4,929,483
Anheuser-Busch InBev Worldwide, Inc.        
4.000%, 04/13/28
  7,000   7,854,581
#
4.900%, 01/23/31
  8,000   9,749,352
Anthem, Inc.        
3.650%, 12/01/27
  555   599,574
 
4.101%, 03/01/28
  5,000   5,531,526
ANZ New Zealand International Ltd.        
Ω
3.450%, 07/17/27
  15,000   16,253,528
Aon Corp.        
#
3.750%, 05/02/29
  5,800   6,395,131
AP Moller - Maersk A.S.        
Ω
3.875%, 09/28/25
  1,914   2,035,058
Apple, Inc.        
3.350%, 02/09/27
  13,200   14,331,562
 
3.200%, 05/11/27
  13,405   14,468,995
#
3.000%, 06/20/27
  6,800   7,271,637
 
2.900%, 09/12/27
  551   585,932
 
3.000%, 11/13/27
  11,000   11,771,283
#
2.200%, 09/11/29
  5,000   5,044,893
Applied Materials, Inc.        
3.300%, 04/01/27
  1,111   1,200,902
Archer-Daniels-Midland Co.        
2.500%, 08/11/26
  5,613   5,804,798
Arrow Electronics, Inc.        
3.875%, 01/12/28
  5,330   5,613,857
AstraZeneca P.L.C.        
4.000%, 01/17/29
  3,000   3,413,945
AT&T, Inc.        
3.800%, 02/15/27
  2,000   2,181,763
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Autodesk, Inc.        
3.500%, 06/15/27
  5,375   $5,766,018
Avnet, Inc.        
4.625%, 04/15/26
  5,850   6,423,588
AXIS Specialty Finance P.L.C.        
4.000%, 12/06/27
  4,780   5,255,663
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.        
#
3.337%, 12/15/27
  10,970   11,599,794
#
3.138%, 11/07/29
  2,000   2,089,494
Banco Santander SA        
#
3.800%, 02/23/28
  5,800   6,277,136
Bank of America Corp., 3M USD LIBOR + 1.040%, FRN        
(r)
3.419%, 12/20/28
  2,918   3,135,940
Barclays P.L.C.        
3.650%, 03/16/25
  6,080   6,445,186
 
4.375%, 01/12/26
  2,700   2,973,764
BAT International Finance P.L.C.        
#
3.950%, 06/15/25
  1,500   1,615,207
Baxter International, Inc.        
2.600%, 08/15/26
  7,018   7,203,627
Bayer U.S. Finance II LLC        
Ω
5.500%, 08/15/25
  3,984   4,534,225
#Ω
4.375%, 12/15/28
  7,000   7,883,979
Berkshire Hathaway, Inc.        
3.125%, 03/15/26
  2,552   2,733,078
Best Buy Co., Inc.        
4.450%, 10/01/28
  5,000   5,610,196
Biogen, Inc.        
4.050%, 09/15/25
  3,000   3,309,910
Black Hills Corp.        
4.350%, 05/01/33
  8,837   10,284,912
BlackRock, Inc.        
3.200%, 03/15/27
  17,645   19,208,441
#
3.250%, 04/30/29
  2,000   2,188,525
BMW US Capital LLC        
Ω
2.800%, 04/11/26
  5,500   5,687,750
Ω
3.300%, 04/06/27
  4,000   4,283,943
BNP Paribas SA        
#Ω
3.500%, 11/16/27
  8,631   9,185,576
Boeing Co. (The)        
#
6.125%, 02/15/33
  3,335   4,432,813
 
3.600%, 05/01/34
  2,000   2,165,062
BP Capital Markets America, Inc.        
3.017%, 01/16/27
  7,600   7,948,910
Bunge, Ltd. Finance Corp.        
3.750%, 09/25/27
  6,075   6,373,585
CA, Inc.        
4.700%, 03/15/27
  7,900   8,740,232
Campbell Soup Co.        
4.150%, 03/15/28
  5,571   6,170,729
      Face
Amount 		  Value†
      (000)    
 
Canadian Natural Resources, Ltd.        
7.200%, 01/15/32
  2,950   $4,020,372
 
6.450%, 06/30/33
  6,229   8,253,133
Canadian Pacific Railway Co.        
3.700%, 02/01/26
  2,115   2,296,240
Capital One Financial Corp.        
3.750%, 03/09/27
  2,000   2,165,403
Cardinal Health, Inc.        
#
3.410%, 06/15/27
  10,000   10,457,189
CenterPoint Energy Resources Corp.        
4.000%, 04/01/28
  3,000   3,330,295
CenterPoint Energy, Inc.        
#
2.950%, 03/01/30
  2,000   2,054,723
Cigna Corp.        
Ω
3.250%, 04/15/25
  2,750   2,882,880
Ω
3.400%, 03/01/27
  3,500   3,712,371
#
4.375%, 10/15/28
  5,000   5,642,237
Cincinnati Financial Corp.        
6.920%, 05/15/28
  900   1,209,344
Citigroup, Inc.        
3.750%, 06/16/24
  10   10,747
Clorox Co. (The)        
3.900%, 05/15/28
  1,000   1,131,561
CME Group, Inc.        
3.750%, 06/15/28
  6,132   6,903,018
CMS Energy Corp.        
3.600%, 11/15/25
  2,800   3,010,396
CNA Financial Corp.        
4.500%, 03/01/26
  6,830   7,640,621
CNO Financial Group, Inc.        
5.250%, 05/30/29
  2,750   3,100,625
Coca-Cola Co. (The)        
#
2.900%, 05/25/27
  8,000   8,590,728
Comcast Corp.        
3.150%, 03/01/26
  4,000   4,253,924
 
4.250%, 01/15/33
  4,000   4,766,163
 
7.050%, 03/15/33
  5,337   7,938,531
Commonwealth Bank of Australia        
Ω
2.850%, 05/18/26
  13,373   13,899,952
ConocoPhillips        
#
5.900%, 10/15/32
  8,000   10,818,644
ConocoPhillips Co.        
#
4.950%, 03/15/26
  5,000   5,830,238
Credit Agricole SA        
3.875%, 04/15/24
  78   84,114
CRH America Finance, Inc.        
Ω
3.950%, 04/04/28
  2,280   2,511,430
CSX Corp.        
#
2.400%, 02/15/30
  2,000   2,010,149
CVS Health Corp.        
3.250%, 08/15/29
  7,000   7,261,396
Daimler Finance North America LLC        
8.500%, 01/18/31
  9,188   13,968,411
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Danske Bank A.S.        
Ω
4.375%, 06/12/28
  6,000   $6,601,181
Deere & Co.        
5.375%, 10/16/29
  650   830,472
Diageo Capital PLC        
#
2.375%, 10/24/29
  5,000   5,087,432
Discovery Communications LLC        
4.900%, 03/11/26
  4,000   4,544,265
Dollar Tree, Inc.        
4.200%, 05/15/28
  10,000   10,985,594
Dominion Energy, Inc.        
3.900%, 10/01/25
  4,000   4,368,318
Dover Corp.        
#
3.150%, 11/15/25
  2,100   2,223,578
Dow Chemical Co. (The)        
7.375%, 11/01/29
  1,000   1,372,721
DTE Energy Co.        
2.850%, 10/01/26
  945   976,954
 
6.375%, 04/15/33
  10,407   14,130,042
DXC Technology Co.        
#
4.750%, 04/15/27
  8,000   8,765,274
E*TRADE Financial Corp.        
4.500%, 06/20/28
  2,500   2,808,622
Eaton Corp.        
4.000%, 11/02/32
  12,600   14,788,703
eBay, Inc.        
3.600%, 06/05/27
  2,000   2,126,040
Ecolab, Inc.        
2.700%, 11/01/26
  2,000   2,104,252
Electricite de France SA        
#Ω
3.625%, 10/13/25
  5,797   6,274,096
#
3.625%, 10/13/25
  2,000   2,164,601
Electronic Arts, Inc.        
4.800%, 03/01/26
  2,200   2,538,444
Enbridge, Inc.        
#
3.700%, 07/15/27
  3,000   3,210,824
Enel Finance International NV        
Ω
3.500%, 04/06/28
  8,000   8,449,730
Ω
4.875%, 06/14/29
  4,000   4,658,353
Energy Transfer Operating L.P.        
4.750%, 01/15/26
  4,000   4,379,709
#
4.200%, 04/15/27
  2,000   2,132,187
Enterprise Products Operating LLC        
#
3.700%, 02/15/26
  6,000   6,503,958
 
6.875%, 03/01/33
  2,035   2,825,611
 
6.650%, 10/15/34
  1,500   2,086,635
Exelon Corp.        
3.400%, 04/15/26
  5,400   5,778,174
Exxon Mobil Corp.        
3.043%, 03/01/26
  20,686   22,007,215
#
2.440%, 08/16/29
  7,000   7,191,718
Fairfax Financial Holdings Ltd.        
4.850%, 04/17/28
  400   449,112
FedEx Corp.        
#
3.400%, 02/15/28
  3,000   3,156,805
      Face
Amount 		  Value†
      (000)    
 
 
3.100%, 08/05/29
  1,500   $1,528,914
 
4.900%, 01/15/34
  7,988   9,335,105
Fifth Third Bancorp        
3.950%, 03/14/28
  2,943   3,310,160
FirstEnergy Corp.        
7.375%, 11/15/31
  2,000   2,897,216
Fluor Corp.        
#
4.250%, 09/15/28
  5,000   5,145,694
FMR LLC        
Ω
4.950%, 02/01/33
  5,000   6,377,693
Fortune Brands Home & Security, Inc.        
3.250%, 09/15/29
  2,700   2,822,839
GATX Corp.        
3.250%, 03/30/25
  2,820   2,934,541
 
3.250%, 09/15/26
  2,200   2,280,722
General Dynamics Corp.        
2.125%, 08/15/26
  6,500   6,587,035
General Electric Co.        
6.750%, 03/15/32
  9,273   12,404,750
General Mills, Inc.        
#
4.200%, 04/17/28
  3,000   3,414,493
General Motors Financial Co., Inc.        
5.250%, 03/01/26
  7,000   7,864,846
 
4.350%, 01/17/27
  3,000   3,221,007
Georgia Power Co.        
#
3.250%, 04/01/26
  3,000   3,170,767
 
2.650%, 09/15/29
  5,000   5,079,870
Georgia-Pacific LLC        
7.750%, 11/15/29
  4,960   7,201,693
Gilead Sciences, Inc.        
3.650%, 03/01/26
  2,000   2,173,134
GlaxoSmithKline Capital, Inc.        
#
3.875%, 05/15/28
  2,800   3,161,674
 
5.375%, 04/15/34
  8,000   10,806,796
Global Payments, Inc.        
4.800%, 04/01/26
  5,970   6,764,453
 
4.450%, 06/01/28
  1,071   1,212,232
Goldman Sachs Group, Inc. (The)        
3.750%, 02/25/26
  1,100   1,190,765
#
6.125%, 02/15/33
  10,000   13,843,886
Halliburton Co.        
3.800%, 11/15/25
  4,124   4,462,060
Harley-Davidson, Inc.        
#
3.500%, 07/28/25
  5,980   6,326,920
Hasbro, Inc.        
3.500%, 09/15/27
  2,820   2,896,541
Hewlett Packard Enterprise Co.        
4.900%, 10/15/25
  8,542   9,660,679
Honeywell International, Inc.        
2.500%, 11/01/26
  1,000   1,038,750
HSBC Holdings P.L.C.        
4.300%, 03/08/26
  4,000   4,437,653
Husky Energy, Inc.        
4.400%, 04/15/29
  3,000   3,286,701
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
ING Groep NV        
3.950%, 03/29/27
  6,550   $7,244,274
Intel Corp.        
4.000%, 12/15/32
  2,000   2,363,201
Inter-American Development Bank        
6.750%, 07/15/27
  1,058   1,398,781
International Business Machines Corp.        
#
3.300%, 01/27/27
  3,191   3,450,861
 
5.875%, 11/29/32
  66   90,321
International Paper Co.        
3.800%, 01/15/26
  578   629,595
Janus Capital Group, Inc.        
4.875%, 08/01/25
  2,000   2,230,968
Jefferies Group LLC / Jefferies Group Capital Finance, Inc.        
4.850%, 01/15/27
  3,000   3,330,533
Johnson & Johnson        
2.450%, 03/01/26
  8,500   8,820,865
 
2.900%, 01/15/28
  8,000   8,530,672
 
6.950%, 09/01/29
  1,000   1,418,348
#
4.950%, 05/15/33
  2,800   3,605,773
Juniper Networks, Inc.        
#
3.750%, 08/15/29
  7,000   7,435,344
Kellogg Co.        
3.250%, 04/01/26
  6,741   7,173,082
#
4.300%, 05/15/28
  3,000   3,421,975
 
7.450%, 04/01/31
  1,100   1,586,767
Keurig Dr Pepper, Inc.        
#
3.400%, 11/15/25
  1,660   1,771,179
KeyCorp        
#
2.550%, 10/01/29
  9,783   9,843,018
Kraft Heinz Foods Co.        
#
3.950%, 07/15/25
  8,000   8,577,650
#
4.625%, 01/30/29
  4,000   4,504,585
Kroger Co. (The)        
#
7.500%, 04/01/31
  7,725   10,936,590
Laboratory Corp. of America Holdings        
3.600%, 09/01/27
  3,100   3,339,645
Lam Research Corp.        
#
4.000%, 03/15/29
  2,000   2,256,453
Las Vegas Sands Corp.        
3.900%, 08/08/29
  1,000   1,051,572
Lazard Group LLC        
#
4.500%, 09/19/28
  2,000   2,289,144
Lear Corp.        
#
3.800%, 09/15/27
  1,000   1,043,383
 
4.250%, 05/15/29
  1,000   1,066,996
Legg Mason, Inc.        
4.750%, 03/15/26
  3,205   3,616,564
Leggett & Platt, Inc.        
4.400%, 03/15/29
  11,000   12,292,316
Liberty Mutual Group, Inc.        
Ω
4.569%, 02/01/29
  5,000   5,765,000
Lincoln National Corp.        
3.050%, 01/15/30
  8,500   8,848,470
      Face
Amount 		  Value†
      (000)    
 
Lloyds Banking Group P.L.C.        
3.750%, 01/11/27
  5,000   $5,376,773
 
4.375%, 03/22/28
  4,000   4,517,164
Loews Corp.        
3.750%, 04/01/26
  5,500   6,024,170
LYB International Finance II BV        
#
3.500%, 03/02/27
  2,000   2,124,924
Macquarie Bank, Ltd.        
#Ω
3.900%, 01/15/26
  5,000   5,453,936
Marathon Petroleum Corp.        
5.125%, 12/15/26
  350   403,192
Markel Corp.        
3.350%, 09/17/29
  8,500   8,997,459
Marriott International, Inc.        
#
4.000%, 04/15/28
  2,000   2,189,513
Mars, Inc.        
#Ω
3.600%, 04/01/34
  12,159   13,876,083
Marsh & McLennan Cos. Inc.        
4.375%, 03/15/29
  2,000   2,308,200
Marsh & McLennan Cos., Inc.        
5.875%, 08/01/33
  2,500   3,318,680
Maxim Integrated Products, Inc.        
3.450%, 06/15/27
  2,950   3,135,416
McDonald's Corp.        
#
3.700%, 01/30/26
  2,129   2,324,525
McKesson Corp.        
3.950%, 02/16/28
  1,000   1,090,221
 
4.750%, 05/30/29
  3,100   3,556,804
Merck Sharp & Dohme Corp.        
#
6.400%, 03/01/28
  6,591   8,520,064
MetLife, Inc.        
#
6.500%, 12/15/32
  300   435,603
Microsoft Corp.        
#
3.300%, 02/06/27
  30,600   33,506,490
Mitsubishi UFJ Financial Group, Inc.        
3.850%, 03/01/26
  7,000   7,669,309
 
3.677%, 02/22/27
  2,000   2,180,522
Mizuho Financial Group, Inc.        
#
2.839%, 09/13/26
  10,000   10,307,288
Molson Coors Beverage Co.        
#
3.000%, 07/15/26
  2,000   2,057,182
Morgan Stanley        
3.875%, 01/27/26
  3,000   3,286,778
 
3.625%, 01/20/27
  6,400   6,938,711
 
7.250%, 04/01/32
  4,000   5,893,313
Mosaic Co. (The)        
#
4.050%, 11/15/27
  4,000   4,286,616
Motorola Solutions, Inc.        
4.600%, 05/23/29
  10,500   11,809,329
MPLX L.P.        
4.125%, 03/01/27
  7,000   7,420,574
Mylan NV        
3.950%, 06/15/26
  5,000   5,337,922
National Australia Bank, Ltd.        
Ω
3.500%, 01/10/27
  14,790   16,116,376
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
National Oilwell Varco, Inc.        
#
3.600%, 12/01/29
  5,000   $5,046,415
Nationwide Building Society        
Ω
3.900%, 07/21/25
  7,000   7,669,589
NextEra Energy Capital Holdings, Inc.        
3.550%, 05/01/27
  2,000   2,166,987
#
2.750%, 11/01/29
  2,000   2,044,557
NIKE, Inc.        
2.375%, 11/01/26
  1,500   1,553,932
Noble Energy, Inc.        
#
3.850%, 01/15/28
  2,000   2,114,514
Nordstrom, Inc.        
4.000%, 03/15/27
  4,412   4,672,734
 
6.950%, 03/15/28
  282   346,679
 
4.375%, 04/01/30
  2,000   2,084,117
Norfolk Southern Corp.        
5.640%, 05/17/29
  2,048   2,530,675
Novartis Capital Corp.        
#
3.100%, 05/17/27
  21,278   22,924,035
Nucor Corp.        
3.950%, 05/01/28
  6,000   6,695,792
Occidental Petroleum Corp.        
#
3.400%, 04/15/26
  5,280   5,515,908
ONEOK, Inc.        
4.000%, 07/13/27
  3,915   4,217,459
Oracle Corp.        
2.650%, 07/15/26
  3,000   3,131,588
 
3.250%, 11/15/27
  22,400   24,252,588
#
3.250%, 05/15/30
  7,966   8,734,383
O'Reilly Automotive, Inc.        
3.600%, 09/01/27
  3,900   4,254,381
Parker-Hannifin Corp.        
#
3.250%, 06/14/29
  2,850   3,060,080
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.400%, 11/15/26
  4,000   4,184,756
PerkinElmer, Inc.        
3.300%, 09/15/29
  1,700   1,778,022
Pfizer, Inc.        
#
2.750%, 06/03/26
  3,520   3,699,715
 
3.000%, 12/15/26
  11,817   12,597,587
 
3.450%, 03/15/29
  5,000   5,514,215
Philip Morris International, Inc.        
#
3.375%, 08/15/29
  3,000   3,242,920
Phillips 66 Partners L.P.        
3.550%, 10/01/26
  4,550   4,862,909
#
3.150%, 12/15/29
  2,000   2,015,230
PPG Industries, Inc.        
#
3.750%, 03/15/28
  2,000   2,211,118
 
2.800%, 08/15/29
  5,500   5,677,600
Principal Financial Group, Inc.        
3.100%, 11/15/26
  300   317,130
Procter & Gamble Co. (The)        
2.850%, 08/11/27
  9,000   9,776,088
Progressive Corp. (The)        
6.250%, 12/01/32
  900   1,285,308
      Face
Amount 		  Value†
      (000)    
 
Province of British Columbia Canada        
#
6.500%, 01/15/26
  1,363   $1,713,812
Prudential Financial, Inc.        
#
3.878%, 03/27/28
  4,900   5,480,013
#
5.750%, 07/15/33
  4,625   6,109,308
Reinsurance Group of America, Inc.        
3.950%, 09/15/26
  7,358   7,995,706
Rio Tinto Finance USA, Ltd.        
7.125%, 07/15/28
  2,120   2,909,790
Roche Holdings, Inc.        
Ω
2.625%, 05/15/26
  3,132   3,261,034
Ω
2.375%, 01/28/27
  7,900   8,106,995
Rolls-Royce P.L.C.        
Ω
3.625%, 10/14/25
  4,000   4,187,518
Royal Bank of Scotland Group P.L.C.        
4.800%, 04/05/26
  1,000   1,130,480
Royal Caribbean Cruises, Ltd.        
7.500%, 10/15/27
  5,401   6,937,303
 
3.700%, 03/15/28
  2,474   2,599,899
salesforce.com, Inc.        
3.700%, 04/11/28
  2,000   2,237,951
Santander Holdings USA, Inc.        
#
4.500%, 07/17/25
  9,000   9,839,170
#
4.400%, 07/13/27
  2,000   2,189,389
Sempra Energy        
3.750%, 11/15/25
  1,000   1,081,420
Shell International Finance B.V.        
2.375%, 11/07/29
  10,000   10,113,233
Shell International Finance BV        
#
2.875%, 05/10/26
  12,051   12,732,617
 
2.500%, 09/12/26
  10,200   10,567,516
Sherwin-Williams Co. (The)        
3.450%, 08/01/25
  1,503   1,604,328
#
3.950%, 01/15/26
  2,200   2,390,001
 
2.950%, 08/15/29
  1,230   1,272,855
Siemens Financieringsmaatschappij NV        
Ω
6.125%, 08/17/26
  2,080   2,577,818
Solvay Finance America LLC        
#Ω
4.450%, 12/03/25
  3,000   3,331,705
Southern Power Co.        
4.150%, 12/01/25
  2,000   2,212,787
Southwest Airlines Co.        
3.000%, 11/15/26
  2,000   2,093,254
Standard Chartered P.L.C.        
Ω
4.050%, 04/12/26
  1,962   2,116,747
Statoil ASA        
#Ω
6.500%, 12/01/28
  5,000   6,716,121
Steelcase Inc.        
5.125%, 01/18/29
  400   464,730
Stryker Corp.        
3.375%, 11/01/25
  6,000   6,468,073
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Sumitomo Mitsui Financial Group, Inc.        
3.784%, 03/09/26
  4,000   $4,362,647
 
3.544%, 01/17/28
  6,000   6,517,949
 
3.040%, 07/16/29
  3,000   3,153,254
Suncor Energy, Inc.        
5.950%, 12/01/34
  8,000   10,722,463
Sysco Corp.        
#
3.300%, 07/15/26
  12,345   13,312,914
Tapestry, Inc.        
4.250%, 04/01/25
  8,534   9,176,074
Target Corp.        
2.500%, 04/15/26
  4,230   4,410,822
TD Ameritrade Holding Corp.        
2.750%, 10/01/29
  3,000   3,108,653
Telefonica Europe BV        
8.250%, 09/15/30
  9,275   13,632,568
Thomson Reuters Corp.        
3.850%, 09/29/24
  112   119,090
TJX Cos., Inc. (The)        
2.250%, 09/15/26
  1,975   2,029,814
Total Capital International SA        
#
2.829%, 01/10/30
  10,000   10,520,639
Total Capital S.A.        
3.883%, 10/11/28
  4,928   5,604,187
Toyota Motor Credit Corp.        
3.200%, 01/11/27
  20,213   21,879,237
 
3.050%, 01/11/28
  14,430   15,575,811
TransCanada PipeLines, Ltd.        
4.875%, 01/15/26
  450   511,508
#
4.625%, 03/01/34
  6,000   6,987,463
 
5.600%, 03/31/34
  2,000   2,526,188
Travelers Property Casualty Corp.        
6.375%, 03/15/33
  2,133   3,073,226
UBS Group AG        
Ω
4.125%, 09/24/25
  9,500   10,489,497
Union Pacific Corp.        
3.950%, 09/10/28
  4,930   5,567,529
United Technologies Corp.        
7.500%, 09/15/29
  5,114   7,342,067
UnitedHealth Group, Inc.        
3.875%, 12/15/28
  3,000   3,385,026
Unum Group        
3.875%, 11/05/25
  9,000   9,704,652
 
4.000%, 06/15/29
  3,000   3,260,888
Valero Energy Corp.        
7.500%, 04/15/32
  4,000   5,548,096
Verizon Communications, Inc.        
4.125%, 03/16/27
  3,700   4,179,881
      Face
Amount 		  Value†
      (000)    
 
 
4.016%, 12/03/29
  4,307   $4,897,041
 
4.500%, 08/10/33
  4,500   5,424,118
ViacomCBS, Inc.        
4.000%, 01/15/26
  1,000   1,088,763
 
2.900%, 01/15/27
  6,600   6,749,476
Vodafone Group P.L.C.        
#
7.875%, 02/15/30
  8,125   11,580,359
Walgreens Boots Alliance, Inc.        
3.450%, 06/01/26
  9,000   9,333,176
Walmart, Inc.        
3.250%, 07/08/29
  6,650   7,284,940
#
2.375%, 09/24/29
  16,000   16,523,572
 
7.550%, 02/15/30
  3,000   4,440,180
Wells Fargo & Co.        
3.000%, 04/22/26
  5,700   5,976,378
#
4.150%, 01/24/29
  8,000   9,101,070
Westpac Banking Corp.        
2.700%, 08/19/26
  10,595   10,993,424
#
3.350%, 03/08/27
  7,000   7,596,991
WestRock MWV LLC        
8.200%, 01/15/30
  5,885   8,372,411
 
7.950%, 02/15/31
  3,112   4,385,773
Whirlpool Corp.        
4.750%, 02/26/29
  2,000   2,295,252
Williams Cos., Inc. (The)        
4.000%, 09/15/25
  3,000   3,246,404
 
3.750%, 06/15/27
  2,771   2,929,531
 
8.750%, 03/15/32
  5,000   7,413,016
WRKCo, Inc.        
4.200%, 06/01/32
  2,000   2,263,527
Zoetis, Inc.        
3.000%, 09/12/27
  1,500   1,576,260
TOTAL BONDS
      1,820,118,285
U.S. TREASURY OBLIGATIONS — (1.4%)
U.S. Treasury Notes        
1.750%, 11/15/29
  30,000   30,653,907
TOTAL INVESTMENT SECURITIES

(Cost $1,854,778,829)
      1,981,572,540
    
      Shares  
SECURITIES LENDING COLLATERAL — (7.3%)
@§
The DFA Short Term Investment Fund
  13,469,541 155,869,527
TOTAL INVESTMENTS — (100.0%)  
(Cost $2,010,631,622)^^
    $2,137,442,067
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $130,800,348   —   $130,800,348
Bonds
—   1,820,118,285   —   1,820,118,285
U.S. Treasury Obligations
—   30,653,907   —   30,653,907
Securities Lending Collateral
—   155,869,527   —   155,869,527
TOTAL
—   $2,137,442,067   —   $2,137,442,067
DFA Targeted Credit Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (96.5%)
AUSTRALIA — (2.8%)
Australia & New Zealand Banking Group, Ltd.        
2.550%, 11/23/21
  886   $899,790
(r)Ω
2.780%, 11/23/21
  1,750   1,770,728
 
0.625%, 02/21/23
EUR 2,000   2,267,909
BHP Billiton Finance USA, Ltd.        
2.875%, 02/24/22
  704   720,899
BHP Billiton Finance, Ltd.        
0.750%, 10/28/22
EUR 2,554   2,895,876
Commonwealth Bank of Australia        
(r)
2.717%, 09/06/21
  594   600,150
Ω
2.750%, 03/10/22
  991   1,012,710
FMG Resources August 2006 Pty, Ltd.        
4.750%, 05/15/22
  1,300   1,336,569
#Ω
5.125%, 05/15/24
  1,500   1,588,125
National Australia Bank, Ltd.        
2.800%, 01/10/22
  1,000   1,020,400
 
2.500%, 05/22/22
  4,500   4,580,119
Westpac Banking Corp.        
(r)
2.135%, 01/25/21
  1,000   1,002,230
 
2.500%, 06/28/22
  1,000   1,016,938
 
0.750%, 10/17/23
EUR 1,374   1,569,269
TOTAL AUSTRALIA
      22,281,712
BELGIUM — (0.8%)
Anheuser-Busch InBev SA        
0.875%, 03/17/22
EUR 3,272   3,709,007
 
0.800%, 04/20/23
EUR 1,000   1,141,644
 
2.875%, 09/25/24
EUR 1,500   1,886,613
TOTAL BELGIUM
      6,737,264
CANADA — (5.0%)
Alimentation Couche-Tard, Inc.        
Ω
2.700%, 07/26/22
  2,000   2,037,342
Bank of Montreal        
1.900%, 08/27/21
  500   502,356
Bank of Nova Scotia (The)        
(r)
2.259%, 04/20/21
  1,622   1,628,171
 
2.700%, 03/07/22
  2,000   2,048,604
 
0.375%, 04/06/22
EUR 1,000   1,120,828
Canadian Imperial Bank of Commerce        
(r)
2.078%, 02/02/21
  1,000   1,001,697
#
2.550%, 06/16/22
  1,485   1,520,333
 
2.300%, 07/11/22
CAD 3,000   2,289,761
      Face
Amount^ 		  Value†
      (000)    
CANADA — (Continued)
Canadian National Railway Co.        
2.850%, 12/15/21
  565   $575,564
Canadian Natural Resources Ltd.        
2.890%, 08/14/20
CAD 2,000   1,518,150
Canadian Natural Resources, Ltd.        
3.450%, 11/15/21
  2,800   2,870,166
#
2.950%, 01/15/23
  1,000   1,027,708
Enbridge, Inc.        
2.900%, 07/15/22
  2,167   2,217,885
 
3.190%, 12/05/22
CAD 1,000   778,880
Kinross Gold Corp.        
5.125%, 09/01/21
  2,250   2,328,075
National Bank of Canada        
(r)Ω
2.328%, 03/21/21
  2,000   2,001,105
Newfield Exploration Co.        
5.750%, 01/30/22
  2,420   2,573,366
Rogers Communications, Inc.        
4.000%, 06/06/22
CAD 2,500   1,974,686
Toronto-Dominion Bank (The)        
(r)
2.160%, 09/17/20
  2,000   2,003,180
 
2.125%, 04/07/21
  1,000   1,006,818
(r)
2.874%, 04/07/21
  2,500   2,526,261
 
3.250%, 06/11/21
  1,000   1,022,737
 
1.800%, 07/13/21
  1,000   1,003,871
TransCanada PipeLines, Ltd.        
2.500%, 08/01/22
  600   609,088
Videotron, Ltd.        
5.000%, 07/15/22
  1,980   2,074,050
TOTAL CANADA
      40,260,682
DENMARK — (0.4%)
Danske Bank A.S.        
#Ω
2.750%, 09/17/20
  1,500   1,507,752
Ω
2.800%, 03/10/21
  700   707,540
 
0.875%, 05/22/23
EUR 1,000   1,127,413
TOTAL DENMARK
      3,342,705
FINLAND — (0.8%)
Nokia Oyj        
3.375%, 06/12/22
  2,228   2,261,420
Nordea Bank AB        
1.000%, 02/22/23
EUR 1,803   2,067,439
Nordea Bank Abp        
0.875%, 06/26/23
EUR 2,000   2,279,696
TOTAL FINLAND
      6,608,555
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
FRANCE — (3.6%)
Air Liquide Finance SA        
0.500%, 06/13/22
EUR 1,700   $1,916,870
Airbus Finance BV        
Ω
2.700%, 04/17/23
  500   514,938
BNP Paribas SA        
5.000%, 01/15/21
  531   547,289
 
0.500%, 06/01/22
EUR 2,800   3,156,390
 
1.000%, 06/27/24
EUR 1,000   1,147,667
BPCE SA        
2.650%, 02/03/21
  700   706,251
 
2.750%, 12/02/21
  1,000   1,017,260
 
1.125%, 12/14/22
EUR 1,200   1,379,524
 
0.625%, 09/26/24
EUR 2,000   2,255,075
Credit Agricole SA        
0.750%, 12/01/22
EUR 2,300   2,618,589
Danone SA        
Ω
2.077%, 11/02/21
  2,770   2,785,099
Electricite de France SA        
2.750%, 03/10/23
EUR 2,500   3,018,084
Orange SA        
4.125%, 09/14/21
  900   936,399
Pernod Ricard SA        
Ω
5.750%, 04/07/21
  2,000   2,093,335
Societe Generale SA        
Ω
2.625%, 09/16/20
  500   502,649
Ω
2.500%, 04/08/21
  1,000   1,008,655
 
4.250%, 07/13/22
EUR 1,500   1,842,741
 
0.500%, 01/13/23
EUR 1,500   1,682,712
TOTAL FRANCE
      29,129,527
GERMANY — (6.4%)
Bayer Capital Corp BV        
0.625%, 12/15/22
EUR 2,500   2,824,527
Bayer Capital Corp. BV        
1.250%, 11/13/23
EUR 1,260   1,463,558
BMW Finance NV        
0.125%, 01/12/21
EUR 90   100,154
 
1.250%, 09/05/22
EUR 600   688,853
 
0.500%, 11/22/22
EUR 1,400   1,578,568
 
0.375%, 07/10/23
EUR 3,000   3,375,658
BMW US Capital LLC        
0.625%, 04/20/22
EUR 750   845,623
Daimler Canada Finance, Inc.        
2.230%, 12/16/21
CAD 2,000   1,512,785
Daimler Finance North America LLC Floating Rate Note        
(r)
2.561%, 11/05/21
  1,000   1,006,197
Daimler Finance North America LLC        
Ω
2.850%, 01/06/22
  2,500   2,539,930
Daimler International Finance BV        
0.625%, 02/27/23
EUR 500   563,336
Deutsche Bank AG        
3.125%, 01/13/21
  500   504,006
      Face
Amount^ 		  Value†
      (000)    
GERMANY — (Continued)
 
1.500%, 01/20/22
EUR 1,700   $1,922,621
Deutsche Telekom International Finance BV        
Ω
1.950%, 09/19/21
  1,500   1,504,436
 
4.250%, 07/13/22
EUR 800   981,374
E.ON International Finance BV        
5.750%, 05/07/20
EUR 2,000   2,251,881
E.ON SE        
0.000%, 10/24/22
EUR 1,981   2,202,410
EMD Finance LLC        
Ω
2.950%, 03/19/22
  3,288   3,356,689
Merck Financial Services GmbH        
4.500%, 03/24/20
EUR 2,800   3,125,095
NRW Bank        
(r)
1.944%, 02/08/21
  5,000   4,998,650
Siemens Financieringsmaatschappij NV        
Ω
1.700%, 09/15/21
  1,000   1,001,444
 
2.900%, 05/27/22
  1,500   1,541,113
 
0.375%, 09/06/23
EUR 1,966   2,226,594
T-Mobile USA, Inc.        
#
4.000%, 04/15/22
  1,239   1,273,072
Volkswagen Bank GMBH        
1.250%, 06/10/24
EUR 500   574,393
Volkswagen Financial Services NV        
1.750%, 04/17/20
GBP 500   661,045
Volkswagen International Finance NV        
0.875%, 01/16/23
EUR 1,000   1,131,712
Volkswagen Leasing GmbH        
2.125%, 04/04/22
EUR 900   1,042,526
 
2.375%, 09/06/22
EUR 1,800   2,114,118
ZF North America Capital, Inc.        
Ω
4.500%, 04/29/22
  2,299   2,392,159
TOTAL GERMANY
      51,304,527
IRELAND — (0.5%)
Ireland Government Bond        
0.000%, 10/18/22
EUR 3,900   4,387,794
ITALY — (1.2%)
Enel Finance International NV        
5.000%, 09/14/22
EUR 622   782,873
Intesa Sanpaolo SpA        
0.875%, 06/27/22
EUR 500   565,502
Ω
3.125%, 07/14/22
  2,000   2,039,707
 
1.000%, 07/04/24
EUR 2,000   2,277,251
Italy Buoni Poliennali Del Tesoro        
1.200%, 04/01/22
EUR 2,820   3,218,787
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
ITALY — (Continued)
 
0.950%, 03/01/23
EUR 400   $456,298
TOTAL ITALY
      9,340,418
JAPAN — (4.1%)
American Honda Finance Corp.        
0.550%, 03/17/23
EUR 1,500   1,697,315
Daiwa Securities Group, Inc.        
Ω
3.129%, 04/19/22
  1,500   1,533,602
Honda Canada Finance, Inc.        
2.268%, 07/15/22
CAD 5,500   4,182,020
Mitsubishi UFJ Financial Group, Inc.        
2.950%, 03/01/21
  1,000   1,014,086
 
0.980%, 10/09/23
EUR 1,500   1,719,221
 
0.339%, 07/19/24
EUR 1,000   1,118,547
Mizuho Financial Group, Inc.        
Ω
2.632%, 04/12/21
  800   809,022
 
2.953%, 02/28/22
  3,500   3,580,405
MUFG Bank, Ltd.        
0.875%, 03/11/22
EUR 2,068   2,341,797
Nissan Motor Acceptance Corp. Floating Rate Note        
(r)
2.351%, 09/28/20
  1,500   1,501,405
Ω
2.550%, 03/08/21
  1,100   1,106,495
(r)Ω
2.558%, 09/21/21
  500   501,598
Ω
2.650%, 07/13/22
  1,000   1,009,839
Ω
2.600%, 09/28/22
  1,000   1,010,622
Shire Acquisitions Investments Ireland DAC        
2.400%, 09/23/21
  3,684   3,716,912
Sumitomo Mitsui Banking Corp.        
1.000%, 01/19/22
EUR 1,000   1,132,235
Sumitomo Mitsui Financial Group, Inc.        
#
2.058%, 07/14/21
  1,000   1,004,854
(r)
2.959%, 10/19/21
  765   775,793
 
2.784%, 07/12/22
  400   409,276
 
0.819%, 07/23/23
EUR 450   512,497
Takeda Pharmaceutical Co. Ltd.        
1.125%, 11/21/22
EUR 1,300   1,487,759
Toyota Motor Credit Corp.        
2.600%, 01/11/22
  776   790,578
TOTAL JAPAN
      32,955,878
JERSEY, CHANNEL ISLANDS — (0.0%)
Glencore Finance Europe, Ltd.        
0.625%, 09/11/24
EUR 333   368,917
LUXEMBOURG — (0.5%)
ArcelorMittal SA        
0.950%, 01/17/23
EUR 3,000   3,367,487
      Face
Amount^ 		  Value†
      (000)    
LUXEMBOURG — (Continued)
John Deere Cash Management SA        
0.500%, 09/15/23
EUR 800   $908,597
TOTAL LUXEMBOURG
      4,276,084
NETHERLANDS — (2.3%)
ABN AMRO Bank NV        
0.500%, 07/17/23
EUR 500   565,095
Cooperatieve Rabobank UA        
2.375%, 05/22/23
EUR 3,700   4,441,857
 
0.750%, 08/29/23
EUR 300   341,684
Heineken NV        
#Ω
3.400%, 04/01/22
  1,011   1,044,382
ING Bank NV        
Ω
2.750%, 03/22/21
  1,500   1,518,718
 
4.500%, 02/21/22
EUR 1,000   1,215,620
ING Groep NV        
0.750%, 03/09/22
EUR 1,600   1,804,933
Koninklijke Philips NV        
0.500%, 09/06/23
EUR 1,000   1,133,336
LeasePlan Corp. NV        
1.000%, 05/02/23
EUR 2,000   2,275,175
Schlumberger Finance BV        
0.000%, 10/15/24
EUR 3,375   3,758,014
Shell International Finance BV        
1.875%, 05/10/21
  816   819,000
TOTAL NETHERLANDS
      18,917,814
NEW ZEALAND — (0.4%)
Westpac Securities NZ, Ltd.        
0.300%, 06/25/24
EUR 3,000   3,367,427
NORWAY — (0.4%)
DNB Bank ASA        
4.375%, 02/24/21
EUR 429   498,829
 
0.600%, 09/25/23
EUR 1,500   1,706,861
Kommunalbanken A.S.        
(r)Ω
1.970%, 03/17/20
  1,000   1,000,262
TOTAL NORWAY
      3,205,952
PITCAIRN ISLAND — (0.0%)
Carnival Corp.        
1.625%, 02/22/21
EUR 200   225,845
SPAIN — (2.1%)
Banco Santander SA        
3.848%, 04/12/23
  3,000   3,160,517
Iberdrola International BV        
1.750%, 09/17/23
EUR 500   592,127
Santander Holdings USA, Inc.        
2.650%, 04/17/20
  800   800,840
 
3.700%, 03/28/22
  1,000   1,032,578
 
3.400%, 01/18/23
  1,000   1,033,250
Santander UK Group Holdings P.L.C.        
2.875%, 08/05/21
  1,000   1,012,336
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
SPAIN — (Continued)
Spain Government Bond        
0.450%, 10/31/22
EUR 3,000   $3,404,631
Telefonica Emisiones SA        
5.134%, 04/27/20
  200   201,482
 
5.462%, 02/16/21
  1,185   1,228,970
 
3.961%, 03/26/21
EUR 800   929,383
 
3.987%, 01/23/23
EUR 300   372,930
 
1.069%, 02/05/24
EUR 2,000   2,312,515
Telefonica Emisiones SAU        
2.242%, 05/27/22
EUR 400   467,690
TOTAL SPAIN
      16,549,249
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.2%)
EUROFIMA        
(r)
2.000%, 11/15/21
USD 2,000   1,999,860
SWEDEN — (0.8%)
Svenska Handelsbanken AB        
0.500%, 03/21/23
EUR 900   1,017,962
Swedbank AB        
0.250%, 11/07/22
EUR 3,000   3,355,768
Telefonaktiebolaget LM Ericsson        
4.125%, 05/15/22
  1,806   1,870,962
TOTAL SWEDEN
      6,244,692
SWITZERLAND — (1.4%)
ABB Finance BV Floating Rate Note        
(r)
0.000%, 10/12/20
EUR 3,000   3,333,277
ABB Finance BV        
0.625%, 05/03/23
EUR 2,500   2,837,503
Credit Suisse AG        
3.000%, 10/29/21
  1,457   1,489,038
Credit Suisse Group Funding Guernsey, Ltd.        
1.250%, 04/14/22
EUR 2,100   2,394,924
UBS AG        
0.625%, 01/23/23
EUR 1,000   1,132,661
TOTAL SWITZERLAND
      11,187,403
UNITED KINGDOM — (8.7%)
AstraZeneca P.L.C.        
2.375%, 11/16/20
  2,250   2,262,362
#
2.375%, 06/12/22
  1,500   1,524,602
BAE Systems Holdings, Inc.        
Ω
2.850%, 12/15/20
  1,650   1,662,176
Barclays P.L.C.        
1.500%, 04/01/22
EUR 1,100   1,259,725
 
3.125%, 01/17/24
GBP 2,000   2,787,765
BAT International Finance P.L.C.        
3.625%, 11/09/21
EUR 700   827,795
 
1.000%, 05/23/22
EUR 1,333   1,508,513
Ω
3.250%, 06/07/22
  1,000   1,028,647
      Face
Amount^ 		  Value†
      (000)    
UNITED KINGDOM — (Continued)
 
2.375%, 01/19/23
EUR 500   $592,621
BP Capital Markets P.L.C.        
4.154%, 06/01/20
EUR 1,000   1,124,904
#
3.561%, 11/01/21
  1,300   1,343,032
 
1.373%, 03/03/22
EUR 3,146   3,601,348
British Telecommunications P.L.C.        
0.500%, 06/23/22
EUR 3,100   3,487,218
 
0.875%, 09/26/23
EUR 1,500   1,712,700
CNH Industrial Capital LLC        
#
3.875%, 10/15/21
  1,000   1,029,050
 
4.375%, 04/05/22
  250   261,492
Coca-Cola European Partners P.L.C.        
0.750%, 02/24/22
EUR 1,846   2,083,354
 
2.625%, 11/06/23
EUR 1,200   1,460,737
Coca-Cola European Partners US LLC        
4.500%, 09/01/21
  270   282,483
Diageo Finance P.L.C.        
0.125%, 10/12/23
EUR 1,000   1,120,610
GlaxoSmithKline Capital P.L.C.        
0.000%, 09/23/23
EUR 1,111   1,237,829
HSBC Bank Canada        
2.449%, 01/29/21
CAD 2,000   1,518,891
HSBC Holdings P.L.C.        
3.400%, 03/08/21
  2,000   2,034,846
 
4.000%, 03/30/22
  700   732,318
HSBC Holdings PLC        
(r)
3.570%, 05/25/21
  1,900   1,936,035
Lloyds Banking Group P.L.C.        
3.100%, 07/06/21
  1,000   1,018,061
 
3.000%, 01/11/22
  600   612,000
Mead Johnson Nutrition Co.        
3.000%, 11/15/20
  919   927,792
National Grid North America, Inc.        
0.750%, 08/08/23
EUR 4,100   4,666,610
Nationwide Building Society        
0.625%, 04/19/23
EUR 3,600   4,084,687
Natwest Markets P.L.C.        
1.125%, 06/14/23
EUR 1,500   1,715,827
NatWest Markets P.L.C.        
1.000%, 05/28/24
EUR 2,500   2,853,213
PPL WEM Ltd / Western Power Distribution P.L.C.        
Ω
5.375%, 05/01/21
  500   514,885
Praxair, Inc.        
1.200%, 02/12/24
EUR 3,000   3,510,341
Rolls-Royce P.L.C.        
0.875%, 05/09/24
EUR 4,500   5,057,469
TechnipFMC P.L.C.        
3.450%, 10/01/22
  1,000   1,034,082
Unilever NV        
0.000%, 04/29/20
EUR 1,000   1,109,586
 
0.500%, 02/03/22
EUR 1,125   1,266,581
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED KINGDOM — (Continued)
Vodafone Group P.L.C.        
1.250%, 08/25/21
EUR 1,000   $1,133,437
 
1.750%, 08/25/23
EUR 1,750   2,071,001
TOTAL UNITED KINGDOM
      69,996,625
UNITED STATES — (54.1%)
Abbott Ireland Financing DAC        
0.875%, 09/27/23
EUR 4,500   5,152,821
AbbVie, Inc.        
2.900%, 11/06/22
  2,500   2,567,197
Activision Blizzard, Inc.        
2.600%, 06/15/22
  600   610,285
Aflac, Inc.        
3.625%, 06/15/23
  500   533,888
Aircastle, Ltd.        
#
4.125%, 05/01/24
  2,046   2,169,482
Albemarle Corp.        
1.875%, 12/08/21
EUR 3,785   4,338,335
Allergan Finance LLC        
3.250%, 10/01/22
  1,000   1,032,077
Allergan Funding SCS        
3.450%, 03/15/22
  3,000   3,088,419
 
1.500%, 11/15/23
EUR 1,100   1,290,856
Altria Group, Inc.        
#
2.850%, 08/09/22
  2,516   2,574,928
 
1.000%, 02/15/23
EUR 2,000   2,266,964
Ameren Corp.        
2.700%, 11/15/20
  1,525   1,533,882
American Express Co.        
2.500%, 08/01/22
  3,000   3,053,410
American Express Credit Corp.        
0.625%, 11/22/21
EUR 1,445   1,625,077
American International Group, Inc.        
4.875%, 06/01/22
  1,750   1,868,946
 
1.500%, 06/08/23
EUR 1,400   1,619,105
AmerisourceBergen Corp.        
3.500%, 11/15/21
  3,053   3,130,576
Amgen, Inc.        
4.100%, 06/15/21
  1,000   1,027,471
 
1.250%, 02/25/22
EUR 4,160   4,725,961
Anixter, Inc.        
5.125%, 10/01/21
  1,175   1,223,469
 
5.500%, 03/01/23
  220   233,200
Anthem, Inc.        
4.350%, 08/15/20
  200   202,619
 
3.125%, 05/15/22
  3,000   3,092,347
Aon P.L.C.        
2.800%, 03/15/21
  1,500   1,515,651
Apache Corp.        
3.250%, 04/15/22
  951   971,730
Arconic, Inc.        
5.870%, 02/23/22
  1,200   1,279,512
Ares Capital Corp.        
4.200%, 06/10/24
  3,000   3,170,771
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Arrow Electronics, Inc.        
3.500%, 04/01/22
  700   $720,002
AT&T, Inc.        
4.600%, 02/15/21
  600   613,399
 
3.875%, 08/15/21
  300   309,520
 
1.450%, 06/01/22
EUR 400   457,331
 
1.050%, 09/05/23
EUR 500   572,702
 
1.950%, 09/15/23
EUR 1,500   1,766,949
 
2.400%, 03/15/24
EUR 1,000   1,206,499
AutoZone, Inc.        
2.500%, 04/15/21
  1,695   1,709,860
Avnet, Inc.        
4.875%, 12/01/22
  3,000   3,191,867
Bank of America Corp.        
#
5.700%, 01/24/22
  1,000   1,077,452
 
3.228%, 06/22/22
CAD 2,000   1,556,521
 
1.625%, 09/14/22
EUR 1,050   1,216,287
 
0.750%, 07/26/23
EUR 1,500   1,706,375
Bank of New York Mellon Corp. (The)        
3.500%, 04/28/23
  1,550   1,636,742
Baxter International, Inc.        
#
1.700%, 08/15/21
  2,500   2,501,373
 
0.400%, 05/15/24
EUR 2,000   2,248,917
Becton Dickinson and Co.        
3.125%, 11/08/21
  1,600   1,634,908
Bemis Co., Inc.        
Ω
4.500%, 10/15/21
  500   517,033
Best Buy Co., Inc.        
#
5.500%, 03/15/21
  2,000   2,062,278
Biogen, Inc.        
3.625%, 09/15/22
  3,500   3,661,879
Boardwalk Pipelines L.P.        
4.950%, 12/15/24
  3,937   4,296,547
Booking Holdings, Inc.        
0.800%, 03/10/22
EUR 2,900   3,273,583
 
2.150%, 11/25/22
EUR 2,910   3,410,782
Boston Scientific Corp.        
3.375%, 05/15/22
  2,500   2,587,044
Bunge Ltd Finance Corp.        
#
4.350%, 03/15/24
  2,000   2,130,492
Campbell Soup Co.        
2.500%, 08/02/22
  886   896,970
Capital One Financial Corp.        
4.750%, 07/15/21
  1,900   1,979,732
#
3.200%, 01/30/23
  2,000   2,073,276
Carpenter Technology Corp.        
5.200%, 07/15/21
  1,420   1,458,171
Caterpillar Financial Services Corp.        
(r)
2.165%, 09/07/21
  1,815   1,819,480
CF Industries, Inc.        
3.450%, 06/01/23
  240   246,600
Charles Schwab Corp. (The)        
4.450%, 07/22/20
  200   202,604
Chevron Corp.        
(r)
2.440%, 11/15/21
  3,750   3,778,748
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Choice Hotels International, Inc.        
5.750%, 07/01/22
  1,430   $1,542,727
Church & Dwight Co., Inc.        
2.875%, 10/01/22
  2,000   2,057,666
Cigna Corp.        
Ω
3.300%, 02/25/21
  2,000   2,027,964
Ω
3.900%, 02/15/22
  500   519,583
Ω
4.000%, 02/15/22
  2,400   2,482,538
CIT Group, Inc.        
5.000%, 08/01/23
  335   359,287
Citigroup, Inc.        
2.700%, 03/30/21
  1,100   1,113,087
 
1.375%, 10/27/21
EUR 400   455,577
 
3.390%, 11/18/21
CAD 2,000   1,549,675
Citizens Bank NA        
2.550%, 05/13/21
  1,600   1,615,279
 
2.650%, 05/26/22
  1,000   1,018,614
CMS Energy Corp.        
5.050%, 03/15/22
  500   528,424
CNA Financial Corp.        
5.750%, 08/15/21
  720   762,652
Coca-Cola Co. (The)        
0.500%, 03/08/24
EUR 1,650   1,879,051
Comcast Corp.        
(r)
2.349%, 10/01/21
  1,275   1,281,748
Consolidated Edison, Inc.        
2.000%, 05/15/21
  1,860   1,865,969
Constellation Brands, Inc.        
2.700%, 05/09/22
  2,475   2,517,793
 
3.200%, 02/15/23
  1,000   1,035,452
Continental Resources, Inc.        
4.500%, 04/15/23
  1,050   1,108,592
 
3.800%, 06/01/24
  1,500   1,562,214
Cox Communications, Inc.        
Ω
3.250%, 12/15/22
  2,192   2,268,984
CVS Health Corp.        
#
2.800%, 07/20/20
  500   501,800
#
2.125%, 06/01/21
  500   502,285
 
2.750%, 12/01/22
  1,000   1,021,018
DCP Midstream Operating L.P.        
#
4.950%, 04/01/22
  1,200   1,239,000
Dell, Inc.        
#
4.625%, 04/01/21
  500   510,625
DH Europe Finance Sarl        
1.700%, 01/04/22
EUR 4,600   5,288,347
Discovery Communications LLC        
4.375%, 06/15/21
  2,176   2,254,613
Dollar Tree, Inc.        
3.700%, 05/15/23
  4,000   4,218,651
Dow Chemical Co. (The)        
3.000%, 11/15/22
  1,000   1,028,912
Duke Energy Corp.        
2.400%, 08/15/22
  1,775   1,801,137
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
E*TRADE Financial Corp.        
2.950%, 08/24/22
  3,500   $3,581,098
Eastman Chemical Co.        
4.500%, 01/15/21
  34   34,561
 
1.500%, 05/26/23
EUR 1,000   1,161,492
Eaton Corp.        
2.750%, 11/02/22
  1,500   1,541,184
eBay, Inc.        
2.875%, 08/01/21
  1,500   1,518,749
 
2.600%, 07/15/22
  500   507,313
 
2.750%, 01/30/23
  416   425,149
Ecolab, Inc.        
4.350%, 12/08/21
  1,224   1,283,254
Edgewell Personal Care Co.        
4.700%, 05/19/21
  900   922,500
 
4.700%, 05/24/22
  850   875,512
Edison International        
#
2.400%, 09/15/22
  2,454   2,461,647
Electronic Arts, Inc.        
3.700%, 03/01/21
  1,962   1,998,724
EMC Corp.        
2.650%, 06/01/20
  296   295,683
 
3.375%, 06/01/23
  131   132,839
Emerson Electric Co.        
0.375%, 05/22/24
EUR 1,020   1,152,532
Energy Transfer Partners L.P.        
3.600%, 02/01/23
  2,500   2,587,149
Enterprise Products Operating LLC        
#
2.850%, 04/15/21
  1,500   1,515,697
EQT Corp.        
4.875%, 11/15/21
  1,000   1,023,091
Equifax, Inc.        
3.300%, 12/15/22
  2,652   2,749,723
Evergy, Inc.        
4.850%, 06/01/21
  915   945,004
Eversource Energy        
2.500%, 03/15/21
  206   207,581
Exelon Corp.        
5.150%, 12/01/20
  300   305,893
Exelon Generation Co. LLC        
4.000%, 10/01/20
  1,000   1,008,987
 
3.400%, 03/15/22
  1,000   1,030,708
 
4.250%, 06/15/22
  500   524,578
FedEx Corp.        
0.700%, 05/13/22
EUR 2,250   2,536,218
 
1.000%, 01/11/23
EUR 1,000   1,138,217
Fifth Third Bancorp        
3.500%, 03/15/22
  1,825   1,888,208
Flex, Ltd.        
5.000%, 02/15/23
  1,700   1,834,816
Fluor Corp.        
1.750%, 03/21/23
EUR 3,500   3,910,204
Ford Credit Canada Co.        
2.766%, 06/22/22
CAD 2,500   1,885,258
Ford Motor Credit Co. LLC        
3.200%, 01/15/21
  800   806,663
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
 
3.336%, 03/18/21
  1,500   $1,517,146
Fortune Brands Home & Security, Inc.        
3.000%, 06/15/20
  500   501,661
Freeport-McMoRan, Inc.        
3.875%, 03/15/23
  2,000   2,040,000
Gap, Inc. (The)        
5.950%, 04/12/21
  559   577,905
GATX Corp.        
4.750%, 06/15/22
  3,000   3,184,059
General Electric Co.        
0.375%, 05/17/22
EUR 3,000   3,343,555
 
2.700%, 10/09/22
  1,500   1,528,644
General Mills, Inc.        
(r)
2.383%, 04/16/21
  1,000   1,005,010
#
3.150%, 12/15/21
  985   1,008,449
General Motors Financial Co., Inc.        
3.200%, 07/06/21
  2,800   2,844,075
 
3.450%, 01/14/22
  800   819,257
Gilead Sciences, Inc.        
4.400%, 12/01/21
  2,005   2,092,015
Global Payments, Inc.        
3.800%, 04/01/21
  234   238,760
Goldman Sachs Group Inc        
2.000%, 07/27/23
EUR 1,000   1,182,003
Goldman Sachs Group, Inc. (The)        
5.375%, 03/15/20
  500   502,060
 
3.550%, 02/12/21
CAD 1,000   767,432
 
5.250%, 07/27/21
  750   788,030
 
5.750%, 01/24/22
  2,957   3,180,394
 
3.250%, 02/01/23
EUR 291   353,832
Graphic Packaging International LLC        
4.875%, 11/15/22
  700   735,000
Harley-Davidson Financial Services, Inc.        
Ω
2.550%, 06/09/22
  3,500   3,534,815
 
0.900%, 11/19/24
EUR 1,500   1,701,268
Hasbro, Inc.        
3.150%, 05/15/21
  1,384   1,403,379
Hewlett Packard Enterprise Co.        
3.600%, 10/15/20
  236   238,590
Honeywell International Inc        
0.650%, 02/21/20
EUR 2,200   2,440,900
Honeywell International, Inc.        
1.300%, 02/22/23
EUR 1,465   1,695,938
Huntington Bancshares, Inc.        
3.150%, 03/14/21
  1,500   1,522,414
#
2.300%, 01/14/22
  400   403,884
Huntington National Bank (The)        
2.400%, 04/01/20
  500   500,222
IBM Credit LLC        
(r)
2.079%, 01/20/21
  875   876,827
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Illinois Tool Works, Inc.        
1.250%, 05/22/23
EUR 1,000   $1,158,287
International Business Machines Corp.        
0.500%, 09/07/21
EUR 750   840,920
 
0.375%, 01/31/23
EUR 2,625   2,953,759
 
1.250%, 05/26/23
EUR 1,500   1,738,585
Johnson Controls International P.L.C.        
1.000%, 09/15/23
EUR 3,401   3,899,314
JPMorgan Chase & Co.        
2.550%, 10/29/20
  400   402,125
 
2.750%, 08/24/22
EUR 2,868   3,413,865
 
0.625%, 01/25/24
EUR 1,333   1,512,809
Kellogg Co.        
4.000%, 12/15/20
  130   132,475
 
0.800%, 11/17/22
EUR 2,840   3,222,585
Keurig Dr Pepper, Inc.        
2.700%, 11/15/22
  1,000   1,017,180
Kroger Co. (The)        
3.300%, 01/15/21
  1,167   1,184,217
 
3.400%, 04/15/22
  975   1,007,253
#
2.800%, 08/01/22
  1,500   1,538,113
L Brands, Inc.        
5.625%, 02/15/22
  974   1,026,869
L3Harris Technologies, Inc.        
Ω
4.950%, 02/15/21
  164   167,731
Laboratory Corp. of America Holdings        
3.200%, 02/01/22
  900   923,566
Leidos Holdings, Inc.        
4.450%, 12/01/20
  1,100   1,115,070
Lennar Corp.        
8.375%, 01/15/21
  500   528,750
 
4.125%, 01/15/22
  1,400   1,436,750
Liberty Mutual Group, Inc.        
Ω
5.000%, 06/01/21
  2,400   2,494,850
Ω
4.950%, 05/01/22
  615   654,228
Lincoln National Corp.        
6.250%, 02/15/20
  300   300,349
 
4.850%, 06/24/21
  824   859,799
LyondellBasell Industries NV        
6.000%, 11/15/21
  1,677   1,781,545
Macy's Retail Holdings, Inc.        
3.875%, 01/15/22
  279   283,868
#
2.875%, 02/15/23
  1,309   1,311,455
 
3.625%, 06/01/24
  1,800   1,839,746
Manufacturers & Traders Trust Co.        
#
2.500%, 05/18/22
  2,300   2,341,740
Marathon Petroleum Corp.        
3.400%, 12/15/20
  2,100   2,124,782
Marriott International, Inc.        
2.875%, 03/01/21
  800   808,851
Marsh & McLennan Cos., Inc.        
2.750%, 01/30/22
  2,260   2,302,657
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
McDonald's Corp.        
1.000%, 11/15/23
EUR 2,000   $2,305,958
 
0.625%, 01/29/24
EUR 1,500   1,706,784
Medtronic Global Holdings SCA        
0.000%, 03/07/21
EUR 2,500   2,779,162
 
0.000%, 12/02/22
EUR 3,258   3,626,400
MGIC Investment Corp.        
5.750%, 08/15/23
  1,483   1,638,715
MGM Resorts International        
7.750%, 03/15/22
  1,500   1,661,310
Molson Coors Brewing Co.        
2.100%, 07/15/21
  2,000   2,006,433
 
1.250%, 07/15/24
EUR 2,000   2,294,603
Morgan Stanley        
2.500%, 04/21/21
  750   757,125
 
5.500%, 07/28/21
  200   210,996
 
3.125%, 08/05/21
CAD 1,600   1,230,600
 
2.625%, 11/17/21
  1,500   1,523,613
 
1.875%, 03/30/23
EUR 500   587,425
Mosaic Co. (The)        
3.750%, 11/15/21
  2,000   2,050,805
Mylan NV        
3.750%, 12/15/20
  87   88,205
 
2.250%, 11/22/24
EUR 1,000   1,195,766
Mylan, Inc.        
Ω
3.125%, 01/15/23
  1,000   1,025,241
National Oilwell Varco, Inc.        
2.600%, 12/01/22
  428   435,317
NetApp, Inc.        
3.375%, 06/15/21
  2,000   2,036,307
 
3.250%, 12/15/22
  935   967,891
Newmont Corp.        
3.625%, 06/09/21
  1,700   1,734,290
 
3.500%, 03/15/22
  1,000   1,031,445
NextEra Energy Capital Holdings, Inc.        
4.500%, 06/01/21
  1,000   1,029,764
NextEra Energy Operating Partners L.P.        
Ω
4.250%, 07/15/24
  2,000   2,085,440
Nordstrom, Inc.        
4.000%, 10/15/21
  1,000   1,027,788
NortonLifeLock, Inc.        
#
3.950%, 06/15/22
  1,200   1,233,079
NuStar Logistics L.P.        
6.750%, 02/01/21
  1,083   1,114,624
NVIDIA Corp.        
2.200%, 09/16/21
  1,493   1,502,750
Occidental Petroleum Corp.        
3.125%, 02/15/22
  206   209,995
Omnicom Group, Inc. / Omnicom Capital, Inc.        
3.625%, 05/01/22
  2,675   2,782,169
ONEOK, Inc.        
4.250%, 02/01/22
  1,066   1,107,087
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Oracle Corp.        
2.250%, 01/10/21
EUR 600   $680,985
#
2.500%, 10/15/22
  1,451   1,486,090
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.375%, 02/01/22
  2,104   2,159,188
Ω
4.250%, 01/17/23
  1,709   1,823,858
Perrigo Finance Un, Ltd. Co.        
3.500%, 03/15/21
  1,180   1,195,978
Philip Morris International, Inc.        
1.750%, 03/19/20
EUR 500   555,846
 
1.875%, 03/03/21
EUR 2,000   2,264,142
 
2.500%, 08/22/22
  1,095   1,114,418
 
0.625%, 11/08/24
EUR 1,800   2,039,453
Plains All American Pipeline L.P. / PAA Finance Corp.        
2.850%, 01/31/23
  1,500   1,530,317
PNC Bank NA        
2.550%, 12/09/21
  3,500   3,557,690
PolyOne Corp.        
5.250%, 03/15/23
  1,400   1,510,250
PPG Industries, Inc.        
0.875%, 03/13/22
EUR 1,500   1,692,597
Progress Energy, Inc.        
4.400%, 01/15/21
  1,100   1,119,351
Radian Group, Inc.        
#
4.500%, 10/01/24
  3,500   3,728,200
Republic Services, Inc.        
3.550%, 06/01/22
  1,000   1,036,385
Rockies Express Pipeline LLC        
Ω
5.625%, 04/15/20
  1,100   1,105,500
Rockwell Collins, Inc.        
2.800%, 03/15/22
  2,000   2,043,111
Roper Technologies, Inc.        
3.000%, 12/15/20
  1,200   1,211,317
Ryder System, Inc.        
#
3.450%, 11/15/21
  900   925,839
 
3.400%, 03/01/23
  2,000   2,082,069
SCANA Corp.        
6.250%, 04/01/20
  242   243,201
#
4.750%, 05/15/21
  440   450,194
Sealed Air Corp.        
Ω
4.875%, 12/01/22
  800   842,000
Sempra Energy        
2.875%, 10/01/22
  600   614,830
Sherwin-Williams Co. (The)        
2.750%, 06/01/22
  900   921,235
Southern Co. (The)        
2.750%, 06/15/20
  250   250,536
Southern Power Co.        
2.500%, 12/15/21
  898   909,908
 
1.000%, 06/20/22
EUR 1,950   2,213,486
Stryker Corp.        
2.625%, 03/15/21
  2,086   2,105,599
 
1.125%, 11/30/23
EUR 1,833   2,117,098
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Sunoco Logistics Partners Operations L.P.        
3.450%, 01/15/23
  500   $513,456
SunTrust Bank        
2.450%, 08/01/22
  2,750   2,796,345
Sysco Corp.        
2.600%, 06/12/22
  1,577   1,605,827
 
1.250%, 06/23/23
EUR 375   432,565
Textron, Inc.        
6.625%, 04/07/20
GBP 540   719,202
Thermo Fisher Scientific, Inc.        
2.150%, 07/21/22
EUR 500   582,985
Time Warner Cable LLC        
5.000%, 02/01/20
  1,100   1,100,000
 
4.125%, 02/15/21
  100   101,530
Travelers Cos., Inc. (The)        
3.900%, 11/01/20
  250   254,181
TRI Pointe Group, Inc.        
4.875%, 07/01/21
  1,100   1,133,000
Truist Financial Corp.        
2.750%, 04/01/22
  2,000   2,040,909
Tupperware Brands Corp.        
#
4.750%, 06/01/21
  1,700   1,678,111
Tyson Foods, Inc.        
4.500%, 06/15/22
  1,000   1,055,884
United Continental Holdings, Inc.        
6.000%, 12/01/20
  1,000   1,027,500
#
4.250%, 10/01/22
  1,000   1,035,300
United Parcel Service, Inc.        
0.375%, 11/15/23
EUR 3,632   4,099,791
United Technologies Corp.        
1.250%, 05/22/23
EUR 607   699,013
UnitedHealth Group, Inc.        
#
2.875%, 12/15/21
  500   511,167
 
2.375%, 10/15/22
  1,000   1,017,537
Verizon Communications, Inc.        
3.450%, 03/15/21
  215   219,301
 
2.375%, 02/17/22
EUR 2,500   2,916,606
VF Corp.        
3.500%, 09/01/21
  1,040   1,063,859
ViacomCBS, Inc.        
3.375%, 03/01/22
  1,000   1,027,753
VMware, Inc.        
2.950%, 08/21/22
  1,000   1,024,631
Walgreens Boots Alliance, Inc.        
3.300%, 11/18/21
  1,000   1,021,051
Waste Management, Inc.        
4.600%, 03/01/21
  1,139   1,166,890
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Wells Fargo & Co.        
2.500%, 03/04/21
  2,000   $2,017,245
 
2.094%, 04/25/22
CAD 3,000   2,271,286
 
1.500%, 09/12/22
EUR 750   865,954
Western Gas Partners L.P.        
5.375%, 06/01/21
  175   180,301
 
4.000%, 07/01/22
  2,800   2,881,615
Whirlpool Corp.        
4.850%, 06/15/21
  436   452,796
Williams Cos., Inc. (The)        
7.875%, 09/01/21
  1,200   1,306,574
 
4.000%, 11/15/21
  1,848   1,904,360
WR Berkley Corp.        
4.625%, 03/15/22
  975   1,031,029
WR Grace & Co-Conn        
Ω
5.125%, 10/01/21
  1,600   1,661,520
Wyndham Destinations, Inc.        
#
4.250%, 03/01/22
  2,400   2,457,000
Xilinx, Inc.        
3.000%, 03/15/21
  989   1,003,331
Zimmer Biomet Holdings, Inc.        
3.150%, 04/01/22
  1,345   1,377,964
Zoetis, Inc.        
3.250%, 02/01/23
  1,000   1,039,040
TOTAL UNITED STATES
      436,794,182
TOTAL BONDS
      779,483,112
U.S. TREASURY OBLIGATIONS — (1.3%)
U.S. Treasury Notes        
(r)
1.675%, 04/30/21
  2,500   2,500,899
(r)
1.756%, 07/31/21
  8,147   8,159,841
TOTAL U.S. TREASURY OBLIGATIONS
      10,660,740
TOTAL INVESTMENT SECURITIES

(Cost $787,771,986)
      790,143,852
    
      Shares  
SECURITIES LENDING COLLATERAL — (2.2%)
@§
The DFA Short Term Investment Fund
  1,533,547 17,746,211
TOTAL INVESTMENTS — (100.0%)  
(Cost $805,514,865)^^
    $807,890,063
 
DFA Targeted Credit Portfolio
CONTINUED
As of January 31, 2020, 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)
GBP 3,190,179   USD 4,176,498   State Street Bank and Trust   02/04/20   $36,133
USD 23,447,954   CAD 30,466,027   State Street Bank and Trust   02/03/20   426,927
USD 78,032,077   EUR 70,260,645   State Street Bank and Trust   02/21/20   28,650
USD 7,107,479   EUR 6,356,914   National Australia Bank Ltd.   04/06/20   30,457
USD 68,925,141   EUR 61,353,718   State Street Bank and Trust   04/06/20   621,304
USD 83,966,712   EUR 75,146,457   State Street Bank and Trust   04/08/20   297,626
USD 23,235,978   CAD 30,711,603   State Street Bank and Trust   04/29/20   29,941
Total Appreciation           $1,471,038
CAD 30,466,027   USD 23,049,763   State Street Bank and Trust   02/03/20   $(28,736)
USD 4,174,018   GBP 3,190,179   Citibank, N.A.   02/04/20   (38,613)
USD 69,677,519   EUR 63,087,728   State Street Bank and Trust   02/26/20   (384,040)
USD 4,215,704   GBP 3,215,456   State Street Bank and Trust   03/30/20   (36,548)
Total (Depreciation)           $(487,937)
Total Appreciation
(Depreciation) 		          $983,101
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $22,281,712   —   $22,281,712
Belgium
—   6,737,264   —   6,737,264
Canada
—   40,260,682   —   40,260,682
Denmark
—   3,342,705   —   3,342,705
Finland
—   6,608,555   —   6,608,555
France
—   29,129,527   —   29,129,527
Germany
—   51,304,527   —   51,304,527
Ireland
—   4,387,794   —   4,387,794
Italy
—   9,340,418   —   9,340,418
Japan
—   32,955,878   —   32,955,878
Jersey, Channel Islands
—   368,917   —   368,917
Luxembourg
—   4,276,084   —   4,276,084
Netherlands
—   18,917,814   —   18,917,814
New Zealand
—   3,367,427   —   3,367,427
Norway
—   3,205,952   —   3,205,952
Pitcairn Island
—   225,845   —   225,845
Spain
—   16,549,249   —   16,549,249
Supranational Organization Obligations
—   1,999,860   —   1,999,860
Sweden
—   6,244,692   —   6,244,692
Switzerland
—   11,187,403   —   11,187,403
United Kingdom
—   69,996,625   —   69,996,625
United States
—   436,794,182   —   436,794,182
U.S. Treasury Obligations
—   10,660,740   —   10,660,740
DFA Targeted Credit Portfolio
CONTINUED
  Investments in Securities (Market Value)
  Level 1   Level 2   Level 3   Total
Securities Lending Collateral
—   $17,746,211   —   $17,746,211
Forward Currency Contracts**
—   983,101   —   983,101
TOTAL
—   $808,873,164   —   $808,873,164
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Investment Grade Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
AGENCY OBLIGATIONS — (20.1%)
Federal Farm Credit Bank        
4.670%, 05/07/20
  1,658   $1,671,825
 
5.350%, 08/07/20
  1,984   2,022,782
 
3.650%, 12/21/20
  13,026   13,266,901
 
5.250%, 03/02/21
  1,806   1,881,647
 
5.220%, 02/22/22
  1,480   1,593,441
 
5.210%, 12/19/22
  6,276   6,936,899
 
4.800%, 02/13/23
  576   633,281
 
5.250%, 03/06/23
  1,776   1,980,211
 
5.220%, 05/15/23
  14,240   15,959,327
 
2.630%, 08/03/26
  5,760   6,129,569
 
5.770%, 01/05/27
  1,920   2,445,030
Federal Home Loan Bank        
#
1.875%, 03/13/20
  7,260   7,262,278
 
4.125%, 03/13/20
  6,560   6,578,093
 
3.000%, 03/18/20
  5,350   5,358,809
 
3.375%, 06/12/20
  8,435   8,488,370
 
2.875%, 09/11/20
  4,355   4,388,253
 
4.625%, 09/11/20
  7,590   7,731,486
#
3.125%, 12/11/20
  1,775   1,799,581
 
5.250%, 12/11/20
  2,235   2,303,948
 
1.750%, 03/12/21
  11,970   12,001,320
 
5.000%, 03/12/21
  1,535   1,595,023
#
3.625%, 06/11/21
  2,970   3,057,545
 
5.625%, 06/11/21
  10,945   11,550,314
#
2.625%, 12/10/21
  31,855   32,563,698
 
5.000%, 12/10/21
  13,470   14,351,787
 
2.250%, 03/11/22
  1,460   1,485,855
 
5.250%, 06/10/22
  2,440   2,658,007
 
5.750%, 06/10/22
  5,775   6,359,661
 
5.375%, 09/30/22
  18,760   20,713,378
 
5.250%, 12/09/22
  4,440   4,920,150
 
3.250%, 03/08/24
  29,405   31,550,193
 
2.875%, 06/14/24
  4,845   5,143,559
 
5.375%, 08/15/24
  5,490   6,435,296
 
5.365%, 09/09/24
  600   705,328
 
2.875%, 09/13/24
  67,240   71,736,321
 
2.750%, 12/13/24
  86,645   92,047,871
 
3.125%, 09/12/25
  10,000   10,886,555
 
4.375%, 03/13/26
  5,950   6,944,197
 
5.750%, 06/12/26
  11,775   14,743,183
 
2.500%, 12/10/27
  4,000   4,220,927
 
3.000%, 03/10/28
  30,815   33,887,271
 
3.250%, 06/09/28
  100,515   112,213,000
#
3.250%, 11/16/28
  106,250   119,812,505
Federal Home Loan Mortgage Corp.        
6.750%, 09/15/29
  69,465   100,262,514
 
6.750%, 03/15/31
  70,931   106,190,026
#
6.250%, 07/15/32
  58,877   87,834,488
Federal National Mortgage Association        
#
1.250%, 05/06/21
  4,942   4,934,897
      Face
Amount^ 		  Value†
      (000)    
#
2.000%, 01/05/22
  4,395   $4,446,738
#
2.375%, 01/19/23
  28,550   29,392,283
#
2.625%, 09/06/24
  151,431   159,913,474
#
2.125%, 04/24/26
  111,970   116,210,959
 
1.875%, 09/24/26
  183,929   187,929,818
#
6.250%, 05/15/29
  88,908   123,444,442
 
7.125%, 01/15/30
  36,779   54,808,066
 
7.250%, 05/15/30
  58,101   87,975,790
 
6.625%, 11/15/30
  110,212   162,075,845
Tennessee Valley Authority        
3.875%, 02/15/21
  31,374   32,155,437
 
1.875%, 08/15/22
  37,801   38,261,290
 
2.875%, 09/15/24
  68,801   73,989,543
 
6.750%, 11/01/25
  25,327   32,841,643
 
2.875%, 02/01/27
  31,804   34,466,060
#
7.125%, 05/01/30
  70,383   105,321,489
TOTAL AGENCY OBLIGATIONS
      2,262,469,477
BONDS — (48.9%)
AUSTRALIA — (1.5%)
ANZ New Zealand International Ltd.        
Ω
3.450%, 07/17/27
  6,000   6,501,411
Australia & New Zealand Banking Group, Ltd.        
0.625%, 02/21/23
EUR 7,326   8,307,349
#
3.700%, 11/16/25
  6,110   6,719,540
BHP Billiton Finance USA, Ltd.        
2.875%, 02/24/22
  1,077   1,102,853
Commonwealth Bank of Australia        
5.000%, 03/19/20
  784   787,196
 
2.400%, 11/02/20
  3,605   3,623,285
Ω
2.850%, 05/18/26
  22,784   23,681,784
Ω
3.150%, 09/19/27
  890   952,298
Macquarie Bank, Ltd.        
Ω
3.900%, 01/15/26
  24,711   26,954,443
National Australia Bank, Ltd.        
3.375%, 01/14/26
  3,000   3,226,123
Ω
3.500%, 01/10/27
  29,999   32,689,329
Rio Tinto Finance USA, Ltd.        
7.125%, 07/15/28
  1,270   1,743,129
Westpac Banking Corp.        
2.850%, 05/13/26
  10,267   10,705,650
 
2.700%, 08/19/26
  5,052   5,241,980
#
3.350%, 03/08/27
  27,267   29,592,449
TOTAL AUSTRALIA
      161,828,819
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
BELGIUM — (0.4%)
Anheuser-Busch InBev Worldwide, Inc.        
4.000%, 04/13/28
  14,000   $15,709,161
 
4.900%, 01/23/31
  2,000   2,437,338
Dexia Credit Local SA        
1.375%, 12/07/22
GBP 20,000   26,817,877
Solvay Finance America LLC        
Ω
4.450%, 12/03/25
  865   960,642
TOTAL BELGIUM
      45,925,018
CANADA — (1.2%)
Alimentation Couche-Tard, Inc.        
Ω
3.550%, 07/26/27
  2,780   2,963,001
Bank of Montreal        
1.375%, 12/29/21
GBP 1,900   2,531,771
Bank of Nova Scotia (The)        
4.375%, 01/13/21
  2,092   2,144,067
 
1.750%, 12/23/22
GBP 6,650   8,990,390
Canadian Imperial Bank of Commerce        
0.750%, 03/22/23
EUR 18,319   20,887,170
Canadian Natural Resources, Ltd.        
3.850%, 06/01/27
  3,898   4,171,235
Canadian Pacific Railway Co.        
2.900%, 02/01/25
  3,024   3,166,350
 
3.700%, 02/01/26
  4,880   5,298,180
Enbridge, Inc.        
#
3.500%, 06/10/24
  1,280   1,345,540
#
3.700%, 07/15/27
  1,575   1,685,683
Fairfax Financial Holdings Ltd.        
4.850%, 04/17/28
  1,000   1,122,779
Husky Energy, Inc.        
#
4.400%, 04/15/29
  5,300   5,806,504
ITC Holdings Corp.        
3.650%, 06/15/24
  9,714   10,324,507
Nutrien, Ltd.        
#
3.625%, 03/15/24
  3,460   3,665,337
#
3.000%, 04/01/25
  3,460   3,609,685
Province of Ontario Canada        
3.150%, 06/02/22
CAD 19,927   15,584,889
Rogers Communications, Inc.        
3.000%, 03/15/23
  1,765   1,834,623
Spectra Energy Partners L.P.        
4.750%, 03/15/24
  1,915   2,102,672
Suncor Energy, Inc.        
3.600%, 12/01/24
  2,406   2,570,625
Thomson Reuters Corp.        
4.300%, 11/23/23
  5,120   5,542,535
 
3.850%, 09/29/24
  203   215,850
Toronto-Dominion Bank (The)        
2.125%, 04/07/21
  7,407   7,457,504
 
1.994%, 03/23/22
CAD 4,942   3,745,972
 
0.625%, 07/20/23
EUR 9,326   10,621,926
      Face
Amount^ 		  Value†
      (000)    
 
CANADA — (Continued)
TransCanada PipeLines, Ltd.        
3.800%, 10/01/20
  780   $789,693
 
4.875%, 01/15/26
  5,560   6,319,965
#
4.250%, 05/15/28
  1,300   1,456,858
TOTAL CANADA
      135,955,311
DENMARK — (0.4%)
Danske Bank A.S.        
#Ω
2.750%, 09/17/20
  1,058   1,063,468
Ω
2.800%, 03/10/21
  6,530   6,600,334
 
0.875%, 05/22/23
EUR 4,900   5,524,324
 
0.750%, 06/02/23
EUR 4,700   5,345,546
Ω
4.375%, 06/12/28
  2,000   2,200,394
Kommunekredit        
0.000%, 09/08/22
EUR 21,894   24,546,150
TOTAL DENMARK
      45,280,216
FINLAND — (0.0%)
Nordea Bank Abp        
0.875%, 06/26/23
EUR 1,000   1,139,848
FRANCE — (1.0%)
Airbus SE        
Ω
3.150%, 04/10/27
  7,500   7,979,129
BNP Paribas SA        
3.250%, 03/03/23
  1,920   2,007,934
#Ω
3.500%, 11/16/27
  500   532,127
BPCE SA        
0.375%, 10/05/23
EUR 8,100   9,131,813
#
4.000%, 04/15/24
  10,914   11,788,308
Credit Agricole SA        
Ω
2.750%, 06/10/20
  1,125   1,128,577
#
3.875%, 04/15/24
  8,591   9,264,381
Electricite de France SA        
#Ω
3.625%, 10/13/25
  6,638   7,184,311
Pernod Ricard SA        
Ω
4.450%, 01/15/22
  6,474   6,802,534
#Ω
3.250%, 06/08/26
  14,827   15,718,087
Sanofi        
#
3.625%, 06/19/28
  20,000   22,655,084
Total Capital International SA        
2.125%, 03/15/23
EUR 4,700   5,589,878
#
3.750%, 04/10/24
  9,600   10,354,344
TOTAL FRANCE
      110,136,507
GERMANY — (1.2%)
Bayer U.S. Finance II LLC        
Ω
5.500%, 08/15/25
  2,240   2,549,363
#Ω
4.375%, 12/15/28
  10,000   11,262,827
Bayer U.S. Finance LLC        
#Ω
3.375%, 10/08/24
  12,544   13,224,408
BMW US Capital LLC        
Ω
2.800%, 04/11/26
  21,530   22,264,955
Ω
3.300%, 04/06/27
  6,742   7,220,587
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
GERMANY — (Continued)
Daimler Finance North America LLC        
Ω
3.250%, 08/01/24
  2,072   $2,167,561
 
8.500%, 01/18/31
  28,596   43,474,170
Deutsche Bank AG        
2.950%, 08/20/20
  136   136,511
EMD Finance LLC        
Ω
2.950%, 03/19/22
  5,120   5,226,961
Siemens Financieringsmaatschappij NV        
#Ω
6.125%, 08/17/26
  7,621   9,444,975
Volkswagen Financial Services AG        
0.875%, 04/12/23
EUR 4,500   5,096,037
 
1.375%, 10/16/23
EUR 3,500   4,035,527
Volkswagen Financial Services NV        
1.625%, 06/09/22
GBP 5,000   6,645,029
Volkswagen Group of America Finance LLC        
Ω
2.400%, 05/22/20
  699   700,019
TOTAL GERMANY
      133,448,930
IRELAND — (0.0%)
CRH America Finance, Inc.        
#Ω
3.950%, 04/04/28
USD 1,520   1,674,286
ITALY — (0.1%)
Enel Finance International NV        
Ω
3.500%, 04/06/28
  2,800   2,957,406
Ω
4.875%, 06/14/29
  10,000   11,645,882
TOTAL ITALY
      14,603,288
JAPAN — (1.6%)
American Honda Finance Corp.        
0.550%, 03/17/23
EUR 4,900   5,544,562
 
2.300%, 09/09/26
  21,110   21,508,284
Beam Suntory, Inc.        
3.250%, 06/15/23
  1,743   1,792,321
Mitsubishi UFJ Financial Group, Inc.        
0.680%, 01/26/23
EUR 3,822   4,328,650
 
3.850%, 03/01/26
  12,000   13,147,387
 
3.677%, 02/22/27
  4,465   4,868,015
Mizuho Financial Group, Inc.        
Ω
2.632%, 04/12/21
  2,000   2,022,556
 
1.020%, 10/11/23
EUR 5,461   6,279,060
 
2.839%, 09/13/26
  18,000   18,553,119
MUFG Americas Holdings Corp.        
3.500%, 06/18/22
  5,472   5,691,923
MUFG Bank, Ltd.        
3.250%, 09/08/24
  3,237   3,410,589
      Face
Amount^ 		  Value†
      (000)    
 
JAPAN — (Continued)
Nissan Motor Acceptance Corp.        
Ω
2.125%, 03/03/20
  1,680   $1,680,283
Nomura Holdings, Inc.        
6.700%, 03/04/20
  1,394   1,399,771
StanCorp Financial Group, Inc.        
5.000%, 08/15/22
  3,200   3,407,810
Sumitomo Mitsui Banking Corp.        
3.950%, 07/19/23
  5,931   6,322,851
Sumitomo Mitsui Financial Group, Inc.        
0.606%, 01/18/22
EUR 4,000   4,493,975
 
3.784%, 03/09/26
  5,242   5,717,248
#
3.040%, 07/16/29
  3,900   4,099,230
Takeda Pharmaceutical Co. Ltd.        
1.125%, 11/21/22
EUR 5,000   5,722,150
Toyota Credit Canada, Inc.        
2.020%, 02/28/22
CAD 4,942   3,742,312
Toyota Motor Credit Corp.        
3.300%, 01/12/22
  2,605   2,687,744
#
2.625%, 01/10/23
  2,999   3,093,468
 
3.200%, 01/11/27
  26,976   29,199,738
 
3.050%, 01/11/28
  11,550   12,467,125
#
3.650%, 01/08/29
  5,000   5,644,693
TOTAL JAPAN
      176,824,864
NETHERLANDS — (1.2%)
ABN AMRO Bank NV        
0.500%, 07/17/23
EUR 911   1,029,603
Ahold Finance USA LLC        
#
6.875%, 05/01/29
  704   955,003
Cooperatieve Rabobank UA        
3.875%, 02/08/22
  4,090   4,267,609
 
0.750%, 08/29/23
EUR 1,200   1,366,737
 
3.375%, 05/21/25
  17,522   18,846,538
Heineken NV        
#Ω
2.750%, 04/01/23
  2,219   2,279,772
ING Bank NV        
#Ω
2.050%, 08/15/21
  5,000   5,023,875
ING Groep NV        
1.000%, 09/20/23
EUR 2,400   2,750,455
 
3.950%, 03/29/27
  10,000   11,059,961
#
4.050%, 04/09/29
  4,000   4,519,656
Shell International Finance BV        
2.250%, 11/10/20
  4,646   4,663,946
#
3.250%, 05/11/25
  31,117   33,283,477
#
2.875%, 05/10/26
  29,810   31,496,085
#
2.500%, 09/12/26
  11,169   11,571,430
TOTAL NETHERLANDS
      133,114,147
NORWAY — (0.1%)
Equinor ASA        
2.450%, 01/17/23
  3,586   3,668,260
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
NORWAY — (Continued)
 
0.875%, 02/17/23
EUR 2,913   $3,325,404
 
2.650%, 01/15/24
  6,950   7,197,612
TOTAL NORWAY
      14,191,276
SPAIN — (0.6%)
Banco Santander SA        
3.800%, 02/23/28
  7,000   7,575,854
Santander Holdings USA, Inc.        
4.500%, 07/17/25
  17,590   19,230,111
 
4.400%, 07/13/27
  2,000   2,189,389
Santander UK P.L.C.        
4.000%, 03/13/24
  8,788   9,480,412
Telefonica Emisiones SA        
5.462%, 02/16/21
  829   859,761
 
3.987%, 01/23/23
EUR 1,000   1,243,100
 
4.570%, 04/27/23
  7,532   8,165,319
Telefonica Europe BV        
8.250%, 09/15/30
  13,567   19,941,029
TOTAL SPAIN
      68,684,975
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.2%)
European Financial Stability Facility        
0.000%, 11/17/22
EUR 19,769   22,222,363
Inter-American Development Bank        
6.750%, 07/15/27
  1,942   2,567,518
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      24,789,881
SWEDEN — (0.9%)
Kommuninvest I Sverige AB        
0.250%, 06/01/22
SEK 296,540   30,904,955
 
1.000%, 11/13/23
SEK 500,000   53,547,452
Svenska Handelsbanken AB        
0.250%, 02/28/22
EUR 9,390   10,511,158
 
0.500%, 03/21/23
EUR 1,000   1,131,069
Swedbank AB        
0.300%, 09/06/22
EUR 4,800   5,372,615
TOTAL SWEDEN
      101,467,249
SWITZERLAND — (0.7%)
ABB Finance USA, Inc.        
2.875%, 05/08/22
  3,884   3,990,026
Credit Suisse AG        
3.000%, 10/29/21
  3,011   3,077,208
 
3.625%, 09/09/24
  16,929   18,167,433
Novartis Capital Corp.        
#
3.100%, 05/17/27
  10,983   11,832,629
Roche Holdings, Inc.        
Ω
2.625%, 05/15/26
  1,000   1,041,199
Ω
2.375%, 01/28/27
  14,000   14,366,827
      Face
Amount^ 		  Value†
      (000)    
 
SWITZERLAND — (Continued)
UBS Group AG        
Ω
4.125%, 09/24/25
  20,990   $23,176,267
TOTAL SWITZERLAND
      75,651,589
UNITED KINGDOM — (2.5%)
AstraZeneca P.L.C.        
2.375%, 11/16/20
  2,316   2,328,725
 
3.375%, 11/16/25
  8,259   8,892,624
 
4.000%, 01/17/29
  2,000   2,275,964
BAE Systems Holdings, Inc.        
Ω
2.850%, 12/15/20
  1,239   1,248,143
Barclays P.L.C.        
1.500%, 04/01/22
EUR 2,800   3,206,573
#
3.650%, 03/16/25
  14,330   15,190,709
 
4.375%, 01/12/26
  9,970   10,980,898
BAT International Finance P.L.C.        
2.375%, 01/19/23
EUR 5,895   6,986,997
BP Capital Markets America, Inc.        
#
3.245%, 05/06/22
  2,848   2,948,525
 
3.119%, 05/04/26
  8,415   8,911,123
 
3.017%, 01/16/27
  11,773   12,313,489
BP Capital Markets P.L.C.        
3.535%, 11/04/24
  2,240   2,413,246
#
3.017%, 01/16/27
  1,700   1,744,093
#
3.279%, 09/19/27
  11,000   11,740,909
British Telecommunications P.L.C.        
1.125%, 03/10/23
EUR 2,800   3,217,758
 
0.875%, 09/26/23
EUR 4,900   5,594,819
 
5.125%, 12/04/28
  7,200   8,440,112
Coca-Cola European Partners P.L.C.        
1.125%, 05/26/24
EUR 7,555   8,799,405
Diageo Investment Corp.        
2.875%, 05/11/22
  131   134,426
GlaxoSmithKline Capital, Inc.        
3.875%, 05/15/28
  7,700   8,694,603
HSBC Holdings P.L.C.        
3.400%, 03/08/21
  4,100   4,171,433
 
4.000%, 03/30/22
  5,009   5,240,260
 
4.300%, 03/08/26
  13,270   14,721,915
 
3.900%, 05/25/26
  12,666   13,770,217
HSBC USA, Inc.        
3.500%, 06/23/24
  12,593   13,470,359
Janus Capital Group, Inc.        
4.875%, 08/01/25
  9,046   10,090,668
Lloyds Banking Group P.L.C.        
1.000%, 11/09/23
EUR 300   342,709
#
3.750%, 01/11/27
  10,250   11,022,386
 
4.375%, 03/22/28
  4,000   4,517,164
Mead Johnson Nutrition Co.        
4.125%, 11/15/25
  5,931   6,617,280
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED KINGDOM — (Continued)
National Grid North America, Inc.        
0.750%, 08/08/23
EUR 450   $512,189
Nationwide Building Society        
Ω
3.900%, 07/21/25
  4,600   5,040,016
NatWest Markets P.L.C.        
0.625%, 03/02/22
EUR 6,800   7,638,626
Praxair, Inc.        
#
2.200%, 08/15/22
  800   811,599
Rolls-Royce P.L.C.        
0.875%, 05/09/24
EUR 2,510   2,820,944
Ω
3.625%, 10/14/25
  20,258   21,207,686
Royal Bank of Scotland Group P.L.C.        
2.500%, 03/22/23
EUR 4,900   5,819,257
 
4.800%, 04/05/26
  4,800   5,426,304
Standard Chartered P.L.C.        
Ω
4.050%, 04/12/26
  4,380   4,725,459
TechnipFMC P.L.C.        
3.450%, 10/01/22
  4,235   4,379,339
Unilever Capital Corp.        
#
2.000%, 07/28/26
  1,900   1,923,322
Vodafone Group P.L.C.        
#
7.875%, 02/15/30
  7,107   10,129,429
TOTAL UNITED KINGDOM
      280,461,702
UNITED STATES — (35.3%)
3M Co.        
2.875%, 10/15/27
  14,390   15,209,080
Abbott Ireland Financing DAC        
0.000%, 09/27/20
EUR 864   959,415
Abbott Laboratories        
#
2.950%, 03/15/25
  12,469   13,126,662
AbbVie, Inc.        
2.900%, 11/06/22
  2,800   2,875,260
 
3.600%, 05/14/25
  18,850   20,144,020
#
4.250%, 11/14/28
  25,500   28,627,222
Activision Blizzard, Inc.        
#
3.400%, 06/15/27
  6,308   6,748,989
Adobe, Inc.        
#
3.250%, 02/01/25
  1,920   2,053,910
Advance Auto Parts, Inc.        
4.500%, 12/01/23
  1,186   1,283,337
Aetna, Inc.        
2.750%, 11/15/22
  8,320   8,490,489
 
3.500%, 11/15/24
  5,359   5,697,511
Affiliated Managers Group, Inc.        
3.500%, 08/01/25
  3,410   3,633,855
Aflac, Inc.        
#
3.250%, 03/17/25
  11,007   11,725,242
Alabama Power Co.        
2.800%, 04/01/25
  2,560   2,664,887
Albemarle Corp.        
4.150%, 12/01/24
  7,365   8,014,648
Allergan Finance LLC        
3.250%, 10/01/22
  7,562   7,804,566
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Allergan Funding SCS        
3.450%, 03/15/22
  12,881   $13,260,641
 
3.800%, 03/15/25
  2,471   2,653,680
Allstate Corp. (The)        
5.350%, 06/01/33
  7,500   9,889,018
Alphabet, Inc.        
1.998%, 08/15/26
  7,385   7,510,979
Altria Group, Inc.        
4.750%, 05/05/21
  208   215,616
Amazon.com, Inc.        
3.150%, 08/22/27
  9,200   9,954,057
Ameren Corp.        
2.700%, 11/15/20
  988   993,754
 
3.650%, 02/15/26
  10,631   11,337,299
American Express Credit Corp.        
#
2.250%, 05/05/21
  148   149,172
#
3.300%, 05/03/27
  16,929   18,304,514
American International Group, Inc.        
4.875%, 06/01/22
  1,425   1,521,856
 
1.500%, 06/08/23
EUR 2,000   2,313,008
 
4.125%, 02/15/24
  10,069   10,915,624
#
3.750%, 07/10/25
  9,247   10,024,861
 
3.900%, 04/01/26
  6,429   7,037,097
 
4.200%, 04/01/28
  2,100   2,365,640
American Water Capital Corp.        
#
3.850%, 03/01/24
  2,115   2,267,015
 
2.950%, 09/01/27
  584   608,875
Ameriprise Financial, Inc.        
5.300%, 03/15/20
  129   129,516
 
4.000%, 10/15/23
  3,722   4,011,652
 
2.875%, 09/15/26
  6,175   6,476,217
AmerisourceBergen Corp.        
3.400%, 05/15/24
  1,223   1,289,811
 
3.450%, 12/15/27
  3,000   3,194,694
Amgen, Inc.        
4.100%, 06/15/21
  6,993   7,185,103
 
3.625%, 05/22/24
  6,399   6,848,651
#
3.125%, 05/01/25
  3,200   3,373,606
 
2.600%, 08/19/26
  10,375   10,704,029
Analog Devices, Inc.        
3.900%, 12/15/25
  4,965   5,436,447
#
3.500%, 12/05/26
  11,977   12,885,697
Anthem, Inc.        
4.350%, 08/15/20
  1,087   1,101,235
 
3.125%, 05/15/22
  2,177   2,244,013
#
3.500%, 08/15/24
  4,986   5,282,293
 
3.650%, 12/01/27
  4,000   4,321,252
 
4.101%, 03/01/28
  16,600   18,364,665
Aon Corp.        
5.000%, 09/30/20
  810   826,760
Aon P.L.C.        
4.000%, 11/27/23
  4,000   4,288,141
 
3.500%, 06/14/24
  9,147   9,686,143
Apache Corp.        
3.250%, 04/15/22
  3,282   3,353,541
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Apple, Inc.        
2.500%, 02/09/25
  4,560   $4,725,594
 
3.250%, 02/23/26
  19,942   21,452,682
 
2.450%, 08/04/26
  17,090   17,631,046
 
3.350%, 02/09/27
  33,607   36,487,941
#
3.000%, 06/20/27
  11,436   12,229,182
 
3.000%, 11/13/27
  26,919   28,806,471
Applied Materials, Inc.        
3.300%, 04/01/27
  16,750   18,105,414
Archer-Daniels-Midland Co.        
2.500%, 08/11/26
  4,942   5,110,870
Arizona Public Service Co.        
3.150%, 05/15/25
  9,580   10,084,323
Arrow Electronics, Inc.        
3.875%, 01/12/28
  12,338   12,995,077
Assurant, Inc.        
4.000%, 03/15/23
  6,399   6,742,646
AT&T, Inc.        
4.000%, 01/15/22
  1,152   1,200,919
#
3.550%, 06/01/24
  4,480   4,757,604
 
3.950%, 01/15/25
  9,885   10,736,926
 
3.400%, 05/15/25
  23,617   25,075,849
#
3.600%, 07/15/25
  12,500   13,473,787
 
3.800%, 02/15/27
  8,782   9,580,121
Autodesk, Inc.        
3.125%, 06/15/20
  372   373,235
 
4.375%, 06/15/25
  3,015   3,343,732
#
3.500%, 06/15/27
  12,009   12,882,626
Automatic Data Processing, Inc.        
3.375%, 09/15/25
  12,356   13,383,528
AutoZone, Inc.        
2.875%, 01/15/23
  11,988   12,287,991
 
3.125%, 07/15/23
  1,270   1,319,426
 
3.250%, 04/15/25
  6,203   6,586,701
 
3.125%, 04/21/26
  988   1,039,702
Avnet, Inc.        
4.625%, 04/15/26
  5,560   6,105,154
AXIS Specialty Finance P.L.C.        
4.000%, 12/06/27
  20,320   22,342,066
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.        
3.337%, 12/15/27
  1,900   2,009,080
Baltimore Gas & Electric Co.        
#
2.400%, 08/15/26
  692   705,943
Bank of America Corp.        
4.000%, 04/01/24
  6,120   6,633,970
 
3.875%, 08/01/25
  2,350   2,584,464
(r)
3.419%, 12/20/28
  15,341   16,486,789
Bank of New York Mellon Corp. (The)        
#
3.650%, 02/04/24
  10,524   11,298,902
#
3.000%, 02/24/25
  1,913   2,016,019
 
2.800%, 05/04/26
  7,088   7,467,433
Baxter International, Inc.        
#
2.600%, 08/15/26
  4,951   5,081,955
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Bemis Co., Inc.        
Ω
4.500%, 10/15/21
  640   $661,802
Berkshire Hathaway, Inc.        
0.750%, 03/16/23
EUR 650   738,962
#
3.125%, 03/15/26
  33,128   35,478,612
Best Buy Co., Inc.        
#
4.450%, 10/01/28
  19,493   21,871,909
Biogen, Inc.        
2.900%, 09/15/20
  14,678   14,777,728
 
4.050%, 09/15/25
  8,950   9,874,564
Black Hills Corp.        
4.350%, 05/01/33
  1,750   2,036,731
BlackRock, Inc.        
#
3.200%, 03/15/27
  24,563   26,739,413
Boeing Co. (The)        
#
8.750%, 08/15/21
  977   1,077,530
 
2.500%, 03/01/25
  6,399   6,502,123
#
2.600%, 10/30/25
  3,568   3,649,064
Booking Holdings, Inc.        
0.800%, 03/10/22
EUR 2,000   2,257,643
 
2.150%, 11/25/22
EUR 4,020   4,711,802
#
3.600%, 06/01/26
  12,494   13,629,586
#
3.550%, 03/15/28
  5,000   5,449,093
Bristol-Myers Squibb Co.        
2.000%, 08/01/22
  4,244   4,305,367
Ω
4.000%, 08/15/23
  8,237   8,822,794
Ω
3.625%, 05/15/24
  4,433   4,741,020
Brown & Brown, Inc.        
4.200%, 09/15/24
  4,660   5,075,243
Bunge, Ltd. Finance Corp.        
3.750%, 09/25/27
  15,000   15,737,247
Burlington Northern Santa Fe LLC        
#
3.000%, 04/01/25
  4,279   4,528,458
#
7.000%, 12/15/25
  858   1,096,007
CA, Inc.        
4.700%, 03/15/27
  17,502   19,363,485
Campbell Soup Co.        
2.500%, 08/02/22
  1,939   1,963,008
 
3.300%, 03/19/25
  4,045   4,236,162
 
4.150%, 03/15/28
  9,628   10,664,474
Capital One Financial Corp.        
4.750%, 07/15/21
  1,956   2,038,082
#
3.750%, 04/24/24
  4,607   4,922,763
 
0.800%, 06/12/24
EUR 2,650   3,010,410
 
3.200%, 02/05/25
  2,700   2,831,414
 
3.750%, 03/09/27
  7,165   7,757,556
#
3.800%, 01/31/28
  3,000   3,268,912
Cardinal Health, Inc.        
4.625%, 12/15/20
  640   655,115
 
3.200%, 06/15/22
  3,840   3,945,877
#
3.410%, 06/15/27
  17,718   18,528,047
Caterpillar, Inc.        
2.600%, 06/26/22
  2,531   2,581,855
#
3.400%, 05/15/24
  1,823   1,944,880
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
CenterPoint Energy Resources Corp.        
4.500%, 01/15/21
  1,549   $1,577,456
 
4.000%, 04/01/28
  4,800   5,328,472
Charles Schwab Corp. (The)        
3.000%, 03/10/25
  12,777   13,513,602
Chevron Corp.        
#
2.954%, 05/16/26
  11,356   12,063,864
Chubb INA Holdings, Inc.        
2.875%, 11/03/22
  1,852   1,905,732
 
2.700%, 03/13/23
  2,965   3,046,680
 
3.350%, 05/15/24
  5,120   5,451,550
Cigna Corp.        
Ω
3.900%, 02/15/22
  4,767   4,953,707
Ω
4.000%, 02/15/22
  743   768,552
#Ω
3.500%, 06/15/24
  8,342   8,809,362
Ω
3.250%, 04/15/25
  4,500   4,717,440
Ω
3.400%, 03/01/27
  14,920   15,825,305
Cincinnati Financial Corp.        
#
6.920%, 05/15/28
  4,000   5,374,862
Citigroup, Inc.        
#
4.500%, 01/14/22
  1,472   1,547,028
#
3.750%, 06/16/24
  2,560   2,751,325
 
3.300%, 04/27/25
  7,679   8,161,693
Clorox Co. (The)        
#
3.100%, 10/01/27
  5,077   5,426,543
#
3.900%, 05/15/28
  16,112   18,231,716
CME Group, Inc.        
3.000%, 03/15/25
  2,833   2,992,974
CMS Energy Corp.        
3.875%, 03/01/24
  1,725   1,842,008
 
3.600%, 11/15/25
  3,163   3,400,673
 
3.000%, 05/15/26
  4,942   5,191,932
CNA Financial Corp.        
4.500%, 03/01/26
  22,057   24,674,841
Coca-Cola Co. (The)        
#
3.200%, 11/01/23
  13,789   14,662,358
#
2.250%, 09/01/26
  12,603   12,960,011
 
2.900%, 05/25/27
  13,535   14,534,439
Comcast Cable Communications Holdings, Inc.        
9.455%, 11/15/22
  2,731   3,304,075
Comcast Corp.        
3.375%, 08/15/25
  4,946   5,313,150
 
3.150%, 03/01/26
  9,198   9,781,897
#
3.150%, 02/15/28
  5,000   5,361,868
 
4.250%, 10/15/30
  5,000   5,866,643
 
7.050%, 03/15/33
  2,200   3,272,394
Comerica, Inc.        
4.000%, 02/01/29
  5,000   5,610,501
Conagra Brands, Inc.        
3.200%, 01/25/23
  4,643   4,797,116
ConocoPhillips Co.        
4.950%, 03/15/26
  14,827   17,288,987
ConocoPhillips Holding Co.        
6.950%, 04/15/29
  9,700   13,319,095
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Consolidated Edison Co. of New York, Inc.        
3.300%, 12/01/24
  1,280   $1,358,802
Constellation Brands, Inc.        
3.600%, 02/15/28
  6,325   6,827,845
Corning, Inc.        
3.700%, 11/15/23
  2,710   2,863,862
Costco Wholesale Corp.        
3.000%, 05/18/27
  19,300   20,796,687
Cox Communications, Inc.        
#Ω
3.850%, 02/01/25
  6,790   7,297,189
Ω
3.500%, 08/15/27
  1,200   1,281,732
CSX Corp.        
#
4.250%, 06/01/21
  748   767,898
CVS Health Corp.        
#
2.800%, 07/20/20
  1,913   1,919,887
 
2.125%, 06/01/21
  1,285   1,290,874
#
3.375%, 08/12/24
  14,857   15,660,841
 
3.875%, 07/20/25
  13,408   14,494,302
 
3.250%, 08/15/29
  4,000   4,149,369
Danaher Corp.        
#
3.350%, 09/15/25
  1,483   1,600,674
Deere & Co.        
5.375%, 10/16/29
  467   596,662
Discover Bank        
4.650%, 09/13/28
  2,800   3,225,335
Discovery Communications LLC        
3.500%, 06/15/22
  7,694   7,965,656
 
3.250%, 04/01/23
  640   666,137
#
3.900%, 11/15/24
  5,376   5,776,058
 
3.450%, 03/15/25
  5,671   5,966,596
Dollar General Corp.        
#
3.250%, 04/15/23
  6,733   7,003,496
 
4.150%, 11/01/25
  1,604   1,781,582
Dollar Tree, Inc.        
#
4.200%, 05/15/28
  35,940   39,482,224
Dominion Energy Gas Holdings LLC        
2.800%, 11/15/20
  7,166   7,214,571
Dominion Energy, Inc.        
3.900%, 10/01/25
  10,013   10,934,992
Dow Chemical Co. (The)        
3.000%, 11/15/22
  1,694   1,742,977
#
3.500%, 10/01/24
  7,452   7,939,455
DTE Energy Co.        
3.850%, 12/01/23
  960   1,023,578
 
2.850%, 10/01/26
  1,000   1,033,814
 
6.375%, 04/15/33
  2,305   3,129,600
Duke Energy Corp.        
#
3.750%, 04/15/24
  5,705   6,102,618
DXC Technology Co.        
4.450%, 09/18/22
  3,200   3,383,658
#
4.750%, 04/15/27
  35,329   38,708,545
E*TRADE Financial Corp.        
#
4.500%, 06/20/28
  8,496   9,544,820
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Eastman Chemical Co.        
4.500%, 01/15/21
  88   $89,451
 
3.600%, 08/15/22
  297   308,305
 
1.500%, 05/26/23
EUR 7,630   8,862,185
 
3.800%, 03/15/25
  9,527   10,195,135
Eaton Corp.        
4.000%, 11/02/32
  11,600   13,614,997
Eaton Vance Corp.        
3.500%, 04/06/27
  10,462   11,293,517
eBay, Inc.        
#
3.800%, 03/09/22
  5,177   5,364,887
 
2.600%, 07/15/22
  1,688   1,712,689
#
3.600%, 06/05/27
  13,375   14,217,890
Ecolab, Inc.        
4.350%, 12/08/21
  480   503,237
#
2.700%, 11/01/26
  4,448   4,679,857
Electronic Arts, Inc.        
4.800%, 03/01/26
  15,000   17,307,573
Emerson Electric Co.        
#
3.150%, 06/01/25
  5,312   5,648,778
Energy Transfer Operating L.P.        
4.750%, 01/15/26
  8,233   9,014,537
Enterprise Products Operating LLC        
5.200%, 09/01/20
  480   489,146
 
3.900%, 02/15/24
  2,080   2,227,387
#
3.700%, 02/15/26
  5,276   5,719,147
#
6.875%, 03/01/33
  700   971,955
EOG Resources, Inc.        
4.100%, 02/01/21
  1,722   1,760,441
 
3.150%, 04/01/25
  6,718   7,116,889
ERAC USA Finance LLC        
#Ω
3.850%, 11/15/24
  6,590   7,103,285
Evergy, Inc.        
4.850%, 06/01/21
  2,466   2,546,862
Eversource Energy        
2.500%, 03/15/21
  494   497,790
 
2.800%, 05/01/23
  4,743   4,862,365
 
4.250%, 04/01/29
  1,000   1,143,360
Exelon Corp.        
2.450%, 04/15/21
  370   372,529
 
3.950%, 06/15/25
  2,323   2,530,879
#
3.400%, 04/15/26
  20,540   21,978,461
Exxon Mobil Corp.        
3.176%, 03/15/24
  2,929   3,094,891
#
2.440%, 08/16/29
  3,500   3,595,859
FedEx Corp.        
#
2.625%, 08/01/22
  3,357   3,428,306
 
1.000%, 01/11/23
EUR 8,560   9,743,142
#
4.000%, 01/15/24
  8,491   9,220,886
#
3.200%, 02/01/25
  3,744   3,951,357
#
3.400%, 02/15/28
  5,250   5,524,408
 
4.900%, 01/15/34
  2,075   2,424,930
Fifth Third Bancorp        
#
3.950%, 03/14/28
  26,032   29,279,676
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
FirstEnergy Corp.        
7.375%, 11/15/31
  2,368   $3,430,303
Fluor Corp.        
1.750%, 03/21/23
EUR 4,500   5,027,405
#
4.250%, 09/15/28
  5,500   5,660,264
FMR LLC        
Ω
4.950%, 02/01/33
  2,400   3,061,293
GATX Corp.        
3.250%, 03/30/25
  5,120   5,327,960
 
3.250%, 09/15/26
  7,749   8,033,323
General Electric Co.        
6.750%, 03/15/32
  29,038   38,844,940
General Mills, Inc.        
4.200%, 04/17/28
  8,600   9,788,214
General Motors Co.        
4.200%, 10/01/27
  2,000   2,118,608
General Motors Financial Co., Inc.        
5.250%, 03/01/26
  17,826   20,028,392
 
4.350%, 01/17/27
  4,942   5,306,073
Georgia Power Co.        
3.250%, 04/01/26
  3,000   3,170,767
#
3.250%, 03/30/27
  15,966   17,011,808
Georgia-Pacific LLC        
7.750%, 11/15/29
  1,000   1,451,954
Gilead Sciences, Inc.        
4.400%, 12/01/21
  1,414   1,475,366
 
3.700%, 04/01/24
  10,612   11,346,091
 
3.650%, 03/01/26
  8,806   9,568,311
Global Payments, Inc.        
4.800%, 04/01/26
  7,031   7,966,644
 
4.450%, 06/01/28
  7,882   8,921,397
Goldman Sachs Group, Inc. (The)        
6.000%, 06/15/20
  42   42,635
 
5.250%, 07/27/21
  2,240   2,353,584
 
4.000%, 03/03/24
  21,404   23,103,943
 
3.750%, 05/22/25
  8,213   8,843,974
 
3.750%, 02/25/26
  5,350   5,791,450
Halliburton Co.        
3.500%, 08/01/23
  6,399   6,700,021
#
3.800%, 11/15/25
  4,981   5,389,311
Harley-Davidson, Inc.        
#
3.500%, 07/28/25
  5,593   5,917,469
Hasbro, Inc.        
#
3.500%, 09/15/27
  3,300   3,389,570
Hewlett Packard Enterprise Co.        
#
4.900%, 10/15/25
  6,965   7,877,152
Honeywell International, Inc.        
#
2.500%, 11/01/26
  9,698   10,073,801
Hormel Foods Corp.        
4.125%, 04/15/21
  1,479   1,513,124
Humana, Inc.        
3.850%, 10/01/24
  7,825   8,424,903
Huntington Bancshares, Inc.        
3.150%, 03/14/21
  1,582   1,605,640
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
 
2.300%, 01/14/22
  2,292   $2,314,257
Hyatt Hotels Corp.        
#
3.375%, 07/15/23
  1,936   2,012,895
Illinois Tool Works, Inc.        
1.250%, 05/22/23
EUR 1,000   1,158,287
#
3.500%, 03/01/24
  6,399   6,856,555
Intel Corp.        
2.700%, 12/15/22
  413   426,575
#
3.150%, 05/11/27
  2,500   2,711,427
 
4.000%, 12/15/32
  3,200   3,781,121
Intercontinental Exchange, Inc.        
3.750%, 12/01/25
  10,000   10,955,000
International Business Machines Corp.        
#
2.250%, 02/19/21
  17,824   17,938,603
#
3.375%, 08/01/23
  4,409   4,658,798
#
3.625%, 02/12/24
  9,600   10,298,859
#
3.300%, 01/27/27
  26,154   28,287,756
International Paper Co.        
#
3.650%, 06/15/24
  7,850   8,361,504
 
3.800%, 01/15/26
  3,050   3,322,255
Interpublic Group of Cos., Inc. (The)        
#
4.200%, 04/15/24
  3,903   4,242,743
Jefferies Group LLC / Jefferies Group Capital Finance, Inc.        
4.850%, 01/15/27
  6,594   7,320,511
JM Smucker Co. (The)        
3.500%, 03/15/25
  6,042   6,467,561
Johnson & Johnson        
2.450%, 03/01/26
  3,212   3,333,249
Johnson Controls International P.L.C.        
1.000%, 09/15/23
EUR 13,315   15,265,912
#
3.625%, 07/02/24
  915   967,576
JPMorgan Chase & Co.        
2.750%, 02/01/23
EUR 5,750   6,918,789
 
3.625%, 05/13/24
  12,131   12,998,134
#
3.900%, 07/15/25
  13,351   14,636,241
 
2.950%, 10/01/26
  500   524,170
Juniper Networks, Inc.        
#
4.500%, 03/15/24
  4,224   4,625,154
#
3.750%, 08/15/29
  4,000   4,248,768
Kellogg Co.        
#
3.250%, 04/01/26
  13,739   14,619,636
 
3.400%, 11/15/27
  14,600   15,674,548
 
7.450%, 04/01/31
  6,959   10,038,467
Keurig Dr Pepper, Inc.        
#
3.400%, 11/15/25
  5,885   6,279,148
KeyBank NA        
3.300%, 06/01/25
  750   802,677
KeyCorp        
2.900%, 09/15/20
  319   321,136
 
5.100%, 03/24/21
  101   104,787
Kimberly-Clark Corp.        
#
2.400%, 06/01/23
  1,920   1,962,251
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Kohl's Corp.        
4.750%, 12/15/23
  1,417   $1,513,354
Kraft Heinz Foods Co.        
#
3.950%, 07/15/25
  18,315   19,637,457
Kroger Co. (The)        
#
3.850%, 08/01/23
  3,341   3,557,613
#
7.500%, 04/01/31
  16,177   22,902,424
L3Harris Technologies, Inc.        
#Ω
3.950%, 05/28/24
  2,469   2,653,875
Laboratory Corp. of America Holdings        
4.000%, 11/01/23
  3,840   4,092,637
 
3.600%, 09/01/27
  2,500   2,693,262
Lam Research Corp.        
3.800%, 03/15/25
  4,094   4,467,005
 
4.000%, 03/15/29
  3,000   3,384,680
Lear Corp.        
#
3.800%, 09/15/27
  5,000   5,216,916
Legg Mason, Inc.        
#
3.950%, 07/15/24
  4,736   5,084,150
 
4.750%, 03/15/26
  9,317   10,513,425
Liberty Mutual Group, Inc.        
Ω
4.569%, 02/01/29
  6,665   7,684,745
Lincoln National Corp.        
6.250%, 02/15/20
  117   117,136
Lockheed Martin Corp.        
2.900%, 03/01/25
  4,480   4,716,720
#
3.550%, 01/15/26
  4,800   5,239,494
Loews Corp.        
2.625%, 05/15/23
  3,761   3,862,287
 
3.750%, 04/01/26
  10,670   11,686,891
Lowe's Cos., Inc.        
#
3.120%, 04/15/22
  292   299,910
#
3.375%, 09/15/25
  5,183   5,563,800
LYB International Finance II BV        
1.875%, 03/02/22
EUR 4,900   5,622,588
#
3.500%, 03/02/27
  4,166   4,426,216
LyondellBasell Industries NV        
#
5.750%, 04/15/24
  5,827   6,659,426
Magellan Midstream Partners L.P.        
#
4.250%, 02/01/21
  1,516   1,549,997
Manufacturers & Traders Trust Co.        
#
2.900%, 02/06/25
  8,028   8,396,499
Marathon Petroleum Corp.        
#
3.625%, 09/15/24
  8,191   8,691,180
Marriott International, Inc.        
2.875%, 03/01/21
  1,009   1,020,163
#
4.000%, 04/15/28
  7,900   8,648,575
Marsh & McLennan Cos., Inc.        
3.500%, 06/03/24
  8,320   8,808,843
Mastercard, Inc.        
1.100%, 12/01/22
EUR 405   464,391
#
2.950%, 11/21/26
  2,700   2,878,827
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Maxim Integrated Products, Inc.        
3.450%, 06/15/27
  5,931   $6,303,780
McDonald's Corp.        
#
2.200%, 05/26/20
  802   802,942
 
3.500%, 07/15/20
  4,915   4,959,779
 
2.000%, 06/01/23
EUR 3,100   3,684,803
 
0.625%, 01/29/24
EUR 8,900   10,126,918
McKesson Corp.        
3.796%, 03/15/24
  4,348   4,631,496
 
4.750%, 05/30/29
  7,500   8,605,171
Medtronic, Inc.        
3.500%, 03/15/25
  880   953,047
Merck & Co., Inc.        
#
2.750%, 02/10/25
  11,609   12,179,760
MetLife, Inc.        
#
3.600%, 04/10/24
  6,140   6,609,127
Microsoft Corp.        
2.700%, 02/12/25
  1,567   1,640,957
 
2.400%, 08/08/26
  29,634   30,732,817
#
3.300%, 02/06/27
  14,692   16,087,495
Molson Coors Beverage Co.        
#
3.500%, 05/01/22
  2,787   2,877,235
 
3.000%, 07/15/26
  18,416   18,942,533
Morgan Stanley        
5.500%, 07/28/21
  865   912,558
#
3.875%, 04/29/24
  11,982   12,920,472
 
3.875%, 01/27/26
  18,683   20,468,958
 
3.625%, 01/20/27
  18,926   20,519,070
Mosaic Co. (The)        
#
4.250%, 11/15/23
  3,965   4,255,349
#
4.050%, 11/15/27
  6,000   6,429,924
Motorola Solutions, Inc.        
3.750%, 05/15/22
  1,799   1,871,917
#
3.500%, 03/01/23
  3,200   3,325,900
 
4.600%, 05/23/29
  4,700   5,286,081
MPLX L.P.        
4.125%, 03/01/27
  12,320   13,060,211
Mylan NV        
3.950%, 06/15/26
  18,167   19,394,806
Mylan, Inc.        
#
4.200%, 11/29/23
  4,480   4,754,448
Nasdaq, Inc.        
4.250%, 06/01/24
  2,816   3,064,530
National Oilwell Varco, Inc.        
2.600%, 12/01/22
  1,265   1,286,626
National Rural Utilities Cooperative Finance Corp.        
8.000%, 03/01/32
  2,708   4,194,111
NetApp, Inc.        
3.250%, 12/15/22
  1,088   1,126,273
#
3.300%, 09/29/24
  3,451   3,622,411
Newell Brands, Inc.        
4.000%, 06/15/22
  6,483   6,693,234
Newmont Corp.        
3.625%, 06/09/21
  3,975   4,055,178
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
NextEra Energy Capital Holdings, Inc.        
4.500%, 06/01/21
  828   $852,645
 
3.550%, 05/01/27
  25,641   27,781,853
NIKE, Inc.        
2.375%, 11/01/26
  28,083   29,092,724
NiSource, Inc.        
3.850%, 02/15/23
  2,335   2,449,664
Noble Energy, Inc.        
3.900%, 11/15/24
  1,556   1,661,325
#
3.850%, 01/15/28
  12,760   13,490,599
Nordstrom, Inc.        
#
4.000%, 10/15/21
  960   986,677
#
4.000%, 03/15/27
  27,954   29,605,983
Northrop Grumman Corp.        
#
3.250%, 08/01/23
  988   1,038,816
Nucor Corp.        
3.950%, 05/01/28
  10,245   11,433,065
Nuveen Finance LLC        
Ω
4.125%, 11/01/24
  2,748   3,024,272
NVIDIA Corp.        
3.200%, 09/16/26
  3,800   4,089,211
Occidental Petroleum Corp.        
2.700%, 02/15/23
  420   426,704
#
3.400%, 04/15/26
  7,291   7,616,759
#
3.000%, 02/15/27
  7,118   7,248,580
Ohio Power Co.        
5.375%, 10/01/21
  2,308   2,447,162
Omnicom Group, Inc. / Omnicom Capital, Inc.        
#
3.650%, 11/01/24
  6,057   6,526,150
ONEOK, Inc.        
4.000%, 07/13/27
  6,623   7,134,670
Oracle Corp.        
#
2.950%, 05/15/25
  19,000   20,065,974
#
2.650%, 07/15/26
  39,785   41,530,072
 
3.250%, 11/15/27
  36,794   39,837,041
O'Reilly Automotive, Inc.        
#
3.600%, 09/01/27
  21,580   23,540,908
Packaging Corp. of America        
4.500%, 11/01/23
  3,888   4,221,074
Parker-Hannifin Corp.        
#
3.300%, 11/21/24
  6,093   6,468,672
#
3.250%, 06/14/29
  6,200   6,657,016
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.400%, 11/15/26
  1,000   1,046,189
PepsiCo, Inc.        
#
2.750%, 03/05/22
  2,810   2,879,513
 
3.500%, 07/17/25
  10,309   11,231,088
PerkinElmer, Inc.        
3.300%, 09/15/29
  3,700   3,869,812
Pfizer, Inc.        
#
3.000%, 12/15/26
  42,108   44,889,499
Philip Morris International, Inc.        
#
3.250%, 11/10/24
  7,098   7,525,465
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Phillips 66        
4.300%, 04/01/22
  2,235   $2,349,721
Phillips 66 Partners L.P.        
3.550%, 10/01/26
  23,603   25,226,209
 
3.750%, 03/01/28
  3,265   3,467,983
PNC Bank NA        
#
2.950%, 02/23/25
  8,093   8,491,836
#
3.250%, 06/01/25
  8,000   8,528,080
PNC Financial Services Group, Inc. (The)        
4.375%, 08/11/20
  267   270,672
 
3.300%, 03/08/22
  795   820,536
PPG Industries, Inc.        
#
3.750%, 03/15/28
  13,512   14,938,316
 
2.800%, 08/15/29
  2,603   2,687,053
PPL Capital Funding, Inc.        
3.400%, 06/01/23
  3,334   3,477,414
 
3.100%, 05/15/26
  11,200   11,720,704
Precision Castparts Corp.        
3.250%, 06/15/25
  30,987   33,165,715
Principal Financial Group, Inc.        
3.125%, 05/15/23
  4,444   4,618,952
#
3.400%, 05/15/25
  5,700   6,063,744
 
3.100%, 11/15/26
  5,472   5,784,454
Procter & Gamble Co. (The)        
#
2.450%, 11/03/26
  1,077   1,133,683
#
2.850%, 08/11/27
  12,850   13,958,081
Progress Energy, Inc.        
4.400%, 01/15/21
  1,225   1,246,550
 
7.750%, 03/01/31
  2,500   3,616,907
Prudential Financial, Inc.        
3.878%, 03/27/28
  1,215   1,358,820
PSEG Power LLC        
5.125%, 04/15/20
  2,243   2,257,098
#
4.300%, 11/15/23
  5,815   6,262,688
Puget Energy, Inc.        
6.000%, 09/01/21
  7,900   8,414,098
QUALCOMM, Inc.        
#
3.450%, 05/20/25
  15,743   16,908,245
Quest Diagnostics, Inc.        
3.500%, 03/30/25
  384   409,426
Reinsurance Group of America, Inc.        
5.000%, 06/01/21
  960   1,001,711
#
4.700%, 09/15/23
  3,840   4,200,753
 
3.950%, 09/15/26
  16,189   17,592,075
Republic Services, Inc.        
3.550%, 06/01/22
  4,488   4,651,295
Rockwell Automation, Inc.        
2.875%, 03/01/25
  5,738   5,988,483
Roper Technologies, Inc.        
3.000%, 12/15/20
  1,285   1,297,118
Royal Caribbean Cruises, Ltd.        
7.500%, 10/15/27
  5,180   6,653,440
 
3.700%, 03/15/28
  14,325   15,053,985
salesforce.com, Inc.        
3.700%, 04/11/28
  12,800   14,322,885
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Sempra Energy        
2.850%, 11/15/20
  3,650   $3,673,552
 
4.050%, 12/01/23
  4,205   4,516,087
#
3.550%, 06/15/24
  6,528   6,924,849
Sherwin-Williams Co. (The)        
3.450%, 08/01/25
  6,794   7,252,034
#
3.450%, 06/01/27
  1,035   1,114,645
 
2.950%, 08/15/29
  6,000   6,209,048
Southern Co. (The)        
#
3.250%, 07/01/26
  8,992   9,573,865
Southern Power Co.        
4.150%, 12/01/25
  5,433   6,011,035
Southwest Airlines Co.        
2.650%, 11/05/20
  5,140   5,168,883
 
3.000%, 11/15/26
  9,166   9,593,384
Southwest Gas Corp.        
3.700%, 04/01/28
  2,900   3,156,441
Starbucks Corp.        
3.850%, 10/01/23
  1,231   1,314,333
State Street Corp.        
#
3.300%, 12/16/24
  13,947   14,928,437
 
3.550%, 08/18/25
  8,254   9,001,225
Steelcase Inc.        
5.125%, 01/18/29
  3,000   3,485,475
Stryker Corp.        
2.625%, 03/15/21
  896   904,418
 
3.375%, 05/15/24
  512   543,051
 
3.375%, 11/01/25
  11,427   12,318,444
#
3.650%, 03/07/28
  25,656   28,265,133
Sysco Corp.        
2.600%, 10/01/20
  2,965   2,979,715
 
3.750%, 10/01/25
  685   751,852
 
3.300%, 07/15/26
  18,844   20,321,470
 
3.250%, 07/15/27
  4,934   5,293,691
Tapestry, Inc.        
4.250%, 04/01/25
  16,805   18,069,360
Target Corp.        
#
2.500%, 04/15/26
  4,468   4,658,996
TCI Communications, Inc.        
7.875%, 02/15/26
  1,520   1,999,097
TD Ameritrade Holding Corp.        
2.950%, 04/01/22
  1,785   1,829,186
#
3.625%, 04/01/25
  7,358   7,950,781
Texas Instruments, Inc.        
2.900%, 11/03/27
  3,500   3,741,027
TJX Cos., Inc. (The)        
#
2.250%, 09/15/26
  17,600   18,088,466
Truist Financial Corp.        
2.900%, 03/03/21
  2,000   2,024,652
#
3.700%, 06/05/25
  14,345   15,673,036
TWDC Enterprises 18 Corp.        
#
3.150%, 09/17/25
  9,588   10,325,648
Tyson Foods, Inc.        
4.500%, 06/15/22
  5,527   5,835,873
U.S. Bank NA        
2.800%, 01/27/25
  5,950   6,223,142
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Union Pacific Corp.        
2.750%, 04/15/23
  640   $658,333
 
3.250%, 01/15/25
  9,515   10,093,562
 
3.950%, 09/10/28
  22,950   25,917,805
United Parcel Service, Inc.        
0.375%, 11/15/23
EUR 850   959,478
#
3.050%, 11/15/27
  2,127   2,281,321
United Technologies Corp.        
3.100%, 06/01/22
  158   163,295
 
7.500%, 09/15/29
  615   882,943
UnitedHealth Group, Inc.        
2.750%, 02/15/23
  8,672   8,904,332
 
3.750%, 07/15/25
  12,530   13,710,326
 
3.100%, 03/15/26
  1,290   1,377,679
Unum Group        
4.000%, 03/15/24
  5,051   5,411,192
 
3.875%, 11/05/25
  1,977   2,131,789
 
4.000%, 06/15/29
  7,000   7,608,739
US Bancorp        
2.350%, 01/29/21
  806   810,815
Valero Energy Corp.        
3.400%, 09/15/26
  8,918   9,463,487
 
7.500%, 04/15/32
  580   804,474
Verizon Communications, Inc.        
3.376%, 02/15/25
  2,414   2,581,583
 
2.625%, 08/15/26
  2,026   2,097,947
 
4.125%, 03/16/27
  3,000   3,389,092
 
4.329%, 09/21/28
  2,500   2,893,037
 
4.016%, 12/03/29
  17,153   19,502,889
ViacomCBS, Inc.        
4.500%, 03/01/21
  1,856   1,908,312
 
4.250%, 09/01/23
  640   689,260
 
3.875%, 04/01/24
  4,899   5,263,856
 
3.500%, 01/15/25
  2,364   2,514,162
 
2.900%, 01/15/27
  26,061   26,651,226
 
7.875%, 07/30/30
  1,137   1,648,304
Visa, Inc.        
3.150%, 12/14/25
  14,555   15,639,357
VMware, Inc.        
3.900%, 08/21/27
  1,024   1,090,254
Walgreen Co.        
3.100%, 09/15/22
  3,807   3,915,842
Walgreens Boots Alliance, Inc.        
3.300%, 11/18/21
  7,828   7,992,785
 
3.450%, 06/01/26
  4,465   4,630,292
Walt Disney Co. (The)        
3.700%, 09/15/24
  14,364   15,576,027
Waste Management, Inc.        
4.600%, 03/01/21
  1,831   1,875,834
 
3.500%, 05/15/24
  4,942   5,266,081
#
3.125%, 03/01/25
  3,460   3,668,377
WEC Energy Group, Inc.        
2.450%, 06/15/20
  1,658   1,661,196
 
3.550%, 06/15/25
  6,271   6,741,710
Wells Fargo & Co.        
2.600%, 07/22/20
  297   298,106
 
3.500%, 03/08/22
  8,768   9,077,615
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
 
3.000%, 02/19/25
  16,264   $17,023,681
#
3.000%, 04/22/26
  11,473   12,029,295
 
3.000%, 10/23/26
  1,490   1,562,652
WestRock MWV LLC        
8.200%, 01/15/30
  19,367   27,552,843
Whirlpool Corp.        
4.700%, 06/01/22
  1,920   2,042,141
#
3.700%, 05/01/25
  15,463   16,665,876
Williams Cos., Inc. (The)        
4.000%, 09/15/25
  12,364   13,379,512
 
3.750%, 06/15/27
  7,863   8,312,849
Wisconsin Electric Power Co.        
3.100%, 06/01/25
  3,200   3,381,213
WRKCo, Inc.        
#
4.200%, 06/01/32
  1,800   2,037,174
Zimmer Biomet Holdings, Inc.        
3.550%, 04/01/25
  5,634   6,014,350
Zoetis, Inc.        
3.000%, 09/12/27
  26,275   27,610,819
TOTAL UNITED STATES
      3,970,693,152
TOTAL BONDS
      5,495,871,058
U.S. TREASURY OBLIGATIONS — (22.0%)
U.S. Treasury Bonds        
7.500%, 11/15/24
  24,371   31,323,965
 
6.875%, 08/15/25
  47,904   62,022,970
 
6.000%, 02/15/26
  44,152   55,974,099
 
6.750%, 08/15/26
  38,863   51,882,238
#
6.625%, 02/15/27
  44,651   60,313,463
 
6.125%, 11/15/27
  29,407   39,610,191
 
5.250%, 11/15/28
  10,442   13,699,954
 
5.250%, 02/15/29
  85,685   112,943,541
#
6.125%, 08/15/29
  35,585   50,267,559
#
6.250%, 05/15/30
  45,710   66,349,427
 
5.375%, 02/15/31
  95,000   132,016,602
U.S. Treasury Notes        
2.125%, 07/31/24
  10,000   10,350,781
 
2.125%, 05/15/25
  68,730   71,438,513
 
2.875%, 05/31/25
  25,000   26,953,125
 
2.000%, 08/15/25
  60,000   62,034,375
 
2.250%, 11/15/25
  98,895   103,673,637
 
1.625%, 02/15/26
  90,499   91,722,454
 
1.625%, 05/15/26
  103,533   104,940,604
 
1.500%, 08/15/26
  103,787   104,358,941
 
1.625%, 09/30/26
  45,000   45,601,172
 
2.000%, 11/15/26
  40,000   41,495,312
 
1.625%, 11/30/26
  9,750   9,879,873
 
1.750%, 12/31/26
  100,000   102,140,625
 
2.250%, 02/15/27
  60,000   63,311,719
 
2.375%, 05/15/27
  81,200   86,506,547
 
2.250%, 08/15/27
  50,000   52,898,437
 
2.250%, 11/15/27
  79,018   83,688,405
 
2.750%, 02/15/28
  88,300   96,957,539
 
2.875%, 05/15/28
  45,000   49,932,422
 
2.875%, 08/15/28
  63,000   70,055,508
 
3.125%, 11/15/28
  95,000   107,799,023
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
 
2.625%, 02/15/29
  100,000   $109,566,406
 
2.375%, 05/15/29
  88,000   94,665,313
#
1.625%, 08/15/29
  110,000   111,168,750
 
1.750%, 11/15/29
  95,000   97,070,704
TOTAL U.S. TREASURY OBLIGATIONS
      2,474,614,194
TOTAL INVESTMENT SECURITIES

(Cost $9,631,235,796)
      10,232,954,729
    
      Shares   Value†
SECURITIES LENDING COLLATERAL — (9.0%)
@§
The DFA Short Term Investment Fund
  87,661,667   $1,014,420,815
TOTAL INVESTMENTS — (100.0%)    
(Cost $10,645,519,109)^^
      $11,247,375,544
 
As of January 31, 2020, DFA Investment Grade Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
USD 85,747,589   SEK 812,773,015   Citibank, N.A.   02/20/20   $1,256,244
USD 144,285,670   EUR 128,039,540   State Street Bank and Trust   02/28/20   2,074,939
USD 23,371,674   CAD 30,795,359   Bank of America Corp.   04/28/20   102,356
Total Appreciation           $3,433,539
USD 80,011,295   EUR 72,451,883   State Street Bank and Trust   02/26/20   $(449,549)
USD 45,218,209   GBP 34,340,024   State Street Bank and Trust   04/21/20   (221,014)
USD 80,966,903   EUR 72,993,482   Barclays Capital   04/23/20   (378,507)
Total (Depreciation)           $(1,049,070)
Total Appreciation
(Depreciation) 		          $2,384,469
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $161,828,819   —   $161,828,819
Belgium
—   45,925,018   —   45,925,018
Canada
—   135,955,311   —   135,955,311
Denmark
—   45,280,216   —   45,280,216
Finland
—   1,139,848   —   1,139,848
France
—   110,136,507   —   110,136,507
Germany
—   133,448,930   —   133,448,930
Ireland
—   1,674,286   —   1,674,286
Italy
—   14,603,288   —   14,603,288
Japan
—   176,824,864   —   176,824,864
Netherlands
—   133,114,147   —   133,114,147
Norway
—   14,191,276   —   14,191,276
Spain
—   68,684,975   —   68,684,975
Supranational Organization Obligations
—   24,789,881   —   24,789,881
DFA Investment Grade Portfolio
CONTINUED
  Investments in Securities (Market Value)
  Level 1   Level 2   Level 3   Total
Sweden
—   $101,467,249   —   $101,467,249
Switzerland
—   75,651,589   —   75,651,589
United Kingdom
—   280,461,702   —   280,461,702
United States
—   3,970,693,152   —   3,970,693,152
Agency Obligations
—   2,262,469,477   —   2,262,469,477
U.S. Treasury Obligations
—   2,474,614,194   —   2,474,614,194
Securities Lending Collateral
—   1,014,420,815   —   1,014,420,815
Forward Currency Contracts**
—   2,384,469   —   2,384,469
TOTAL
—   $11,249,760,013   —   $11,249,760,013
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Inflation-Protected Securities Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
    
      Face
Amount± 		  Value†
      (000)    
U.S. TREASURY OBLIGATIONS — (99.9%)
Treasury Inflation Protected Security        
 
0.625%, 01/15/26
  435,000   $493,698,210
 
2.000%, 01/15/26
  147,800   216,505,633
 
0.125%, 07/15/26
  396,950   436,009,808
 
0.375%, 01/15/27
  445,000   491,700,233
 
2.375%, 01/15/27
  167,500   251,531,596
 
0.375%, 07/15/27
  421,500   462,571,377
 
0.500%, 01/15/28
  71,100   77,958,678
 
1.750%, 01/15/28
  206,700   291,812,506
 
3.625%, 04/15/28
  163,500   339,518,044
 
0.750%, 07/15/28
  91,000   100,662,236
 
0.875%, 01/15/29
  444,000   493,419,311
 
2.500%, 01/15/29
  282,500   418,128,690
 
3.875%, 04/15/29
  185,745   396,877,288
 
3.375%, 04/15/32
  239,000   490,669,570
    
      Shares  
TEMPORARY CASH INVESTMENTS — (0.1%)
 
State Street Institutional U.S. Government Money Market Fund 1.518%
  5,115,404 5,115,404
TOTAL INVESTMENTS — (100.0%)  
(Cost $4,695,231,517)^^
    $4,966,178,584
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $4,961,063,180   —   $4,961,063,180
Temporary Cash Investments
$5,115,404   —   —   5,115,404
TOTAL
$5,115,404   $4,961,063,180   —   $4,966,178,584
DFA Short-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
CERTIFICATES OF DEPOSIT — (0.9%)
Regents of University        
0.920%, 03/05/20
  23,035   $23,033,065
    
         
         
MUNICIPAL BONDS — (98.8%)
ALABAMA — (0.5%)
Alabama State (GO) Series A      
5.000%, 08/01/20
  5,495 5,606,933
 
5.000%, 08/01/21
  1,450 1,538,784
 
5.000%, 08/01/21
  6,030 6,399,217
TOTAL ALABAMA
    13,544,934
ALASKA — (0.2%)
Alaska State (GO) Series B      
5.000%, 08/01/20
  3,920 3,998,870
ARIZONA — (1.3%)
Arizona State Transportation Board (RB)      
5.000%, 07/01/20
  5,000 5,084,350
City of Phoenix (GO)      
4.000%, 07/01/20
  1,085 1,098,942
 
5.000%, 07/01/20
  1,245 1,266,053
 
4.000%, 07/01/21
  5,970 6,233,516
City of Scottsdale (GO)      
4.000%, 07/01/20
  11,150 11,293,277
Madison Elementary School District No. 38 (GO) Series A      
2.000%, 07/01/20
  1,400 1,406,594
Maricopa County Community College District (GO)      
3.000%, 07/01/20
  6,505 6,562,114
Maricopa County School District No. 3 Tempe Elementary (GO)      
3.000%, 07/01/21
  1,410 1,452,540
TOTAL ARIZONA
    34,397,386
ARKANSAS — (0.8%)
Arkansas State (GO)      
5.000%, 04/01/21
  4,300 4,505,712
 
5.000%, 04/01/21
  6,495 6,805,721
 
5.000%, 06/15/21
  8,730 9,221,412
TOTAL ARKANSAS
    20,532,845
CALIFORNIA — (1.2%)
California State (GO)      
5.000%, 10/01/21
  2,215 2,367,547
City of Los Angeles (RN)      
5.000%, 06/25/20
  20,255 20,583,536
      FaceAmount   Value†
      (000)    
CALIFORNIA — (Continued)
County of Riverside (RN)        
5.000%, 06/30/20
  6,665   $6,777,972
TOTAL CALIFORNIA
      29,729,055
COLORADO — (2.9%)
City & County of Denver (GO) Series A        
5.000%, 08/01/20
  4,920   5,020,713
City & County of Denver (GO) Series C        
5.000%, 08/01/20
  20,000   20,409,400
Colorado State (RN)        
3.000%, 06/26/20
  30,000   30,238,200
 
5.000%, 06/26/20
  10,000   10,158,500
Denver City & County School District No. 1 (GO) (ST AID WITHHLDG)        
5.000%, 12/01/20
  2,000   2,068,240
Jefferson County School District R-1 (GO) (ST AID WITHHLDG)        
5.000%, 12/15/20
  3,510   3,635,377
Larimer County School District No. R-1 Poudre (GO) (ST AID WITHHLDG)        
5.000%, 12/15/20
  2,000   2,071,440
Weld County School District No. RE-4 (GO) (ST AID WITHHLDG)        
4.000%, 12/01/22
  1,000   1,086,780
TOTAL COLORADO
      74,688,650
CONNECTICUT — (0.6%)
City of Danbury (GO)        
3.000%, 07/16/20
  2,500   2,523,425
City of Middletown (GO)        
5.000%, 04/01/21
  1,905   2,000,917
City of Milford (GO)        
2.500%, 11/03/20
  6,790   6,868,424
Town of Fairfield (GO)        
3.000%, 07/10/20
  5,000   5,044,050
TOTAL CONNECTICUT
      16,436,816
DELAWARE — (0.2%)
Delaware State (GO)        
5.000%, 03/01/20
  3,000   3,009,360
Delaware State (GO) Series B        
5.000%, 02/01/20
  2,755   2,755,000
TOTAL DELAWARE
      5,764,360
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
DISTRICT OF COLUMBIA — (0.1%)
District of Columbia (GO) Series A        
5.000%, 06/01/20
  2,320   $2,351,227
FLORIDA — (2.3%)
Florida State (GO)        
5.000%, 07/01/20
  3,500   3,559,185
Florida State (GO) Series A        
5.000%, 06/01/20
  2,850   2,888,361
 
5.000%, 06/01/20
  12,730   12,901,346
 
5.000%, 01/01/21
  2,340   2,427,890
Florida State (GO) Series B        
5.000%, 06/01/20
  1,000   1,013,460
 
5.000%, 07/01/20
  2,705   2,750,742
Florida State (GO) Series C        
5.000%, 06/01/20
  1,120   1,135,075
 
5.000%, 06/01/20
  5,940   6,019,952
Florida State (GO) Series E        
5.000%, 06/01/20
  11,210   11,360,887
Florida State (GO) Series F        
5.000%, 06/01/20
  1,000   1,013,460
Orange County Water Utility System Revenue (RB)        
5.000%, 10/01/21
  2,500   2,670,875
School District of Broward County (RN)        
3.000%, 06/30/20
  7,475   7,534,501
Tampa Bay Water (RB)        
5.000%, 10/01/20
  2,000   2,054,080
¤
5.000%, 10/01/25 (Pre-refunded @ $100, 10/1/20)
  2,160   2,217,542
TOTAL FLORIDA
      59,547,356
GEORGIA — (4.5%)
Cobb County (GO)        
5.000%, 01/01/21
  3,710   3,849,348
 
5.000%, 01/01/22
  500   539,290
Cobb County School District (GO)        
2.000%, 12/16/20
  20,000   20,183,000
DeKalb County (GO)        
5.000%, 12/01/20
  4,270   4,414,582
DeKalb County School District (GO) (ST AID WITHHLDG)        
4.000%, 10/01/20
  3,000   3,061,290
Forsyth County School District (GO)        
5.000%, 02/01/20
  3,525   3,525,000
 
5.000%, 02/01/20
  1,000   1,000,000
Gainesville & Hall County Hospital Authority (RB) Series A        
¤
5.500%, 02/15/45 (Pre-refunded @ $100, 2/15/20)
  11,575   11,591,321
      FaceAmount   Value†
      (000)    
GEORGIA — (Continued)
Georgia State (GO) Series A        
5.000%, 07/01/20
  10,145   $10,316,552
Georgia State (GO) Series A-1        
5.000%, 02/01/20
  8,510   8,510,000
Georgia State (GO) Series C        
5.000%, 07/01/20
  1,350   1,372,828
 
5.000%, 10/01/20
  5,000   5,136,200
Georgia State (GO) Series E        
5.000%, 12/01/20
  13,120   13,567,654
Georgia State (GO) Series F        
5.000%, 07/01/20
  5,000   5,084,550
 
5.000%, 01/01/21
  2,330   2,417,515
Georgia State (GO) Series I        
5.000%, 07/01/20
  1,890   1,921,960
Georgia State Road & Tollway Authority (RB) (ST GTD) Series A        
5.000%, 03/01/20
  11,000   11,034,430
Gwinnett County School District (GO)        
4.000%, 02/01/20
  8,750   8,750,000
TOTAL GEORGIA
      116,275,520
HAWAII — (1.8%)
City & Henrico County (GO) Series B        
¤
5.000%, 12/01/30 (Pre-refunded @ $100, 12/1/20)
  5,000   5,170,600
Hawaii State (GO) Series DY        
5.000%, 02/01/20
  1,010   1,010,000
Hawaii State (GO) Series EF        
5.000%, 11/01/20
  5,555   5,725,427
 
5.000%, 11/01/21
  5,500   5,892,700
Hawaii State (GO) Series EO        
4.000%, 08/01/20
  1,990   2,020,785
 
5.000%, 08/01/22
  6,000   6,612,540
Hawaii State (GO) Series EZ        
5.000%, 10/01/20
  6,000   6,163,440
Hawaii State (GO) Series FB        
5.000%, 04/01/20
  8,000   8,052,480
Hawaii State (GO) Series FN        
5.000%, 10/01/21
  4,750   5,073,048
TOTAL HAWAII
      45,721,020
KANSAS — (0.6%)
City of Olathe (GO) Series A        
3.000%, 08/01/20
  10,000   10,097,400
State of Kansas Department of Transportation (RB) Series C        
5.000%, 09/01/20
  5,000   5,118,150
TOTAL KANSAS
      15,215,550
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
KENTUCKY — (0.7%)
Louisville & Jefferson County (RB)        
¤
5.000%, 12/01/35 (Pre-refunded @ $100, 12/1/35)
  1,675   $1,831,009
Louisville Water Co (RB)        
5.000%, 11/15/20
  8,280   8,547,941
 
5.000%, 11/15/21
  2,825   3,031,705
Louisville/Jefferson County Metropolitan Government (GO) Series A        
5.000%, 08/01/20
  4,110   4,193,310
TOTAL KENTUCKY
      17,603,965
LOUISIANA — (0.2%)
Louisiana State (GO) Series C        
5.000%, 08/01/21
  5,000   5,303,850
MAINE — (0.2%)
Cumberland County (GO)        
2.000%, 11/06/20
  5,000   5,036,900
MARYLAND — (7.9%)
Anne County Arundel (GO)        
5.000%, 04/01/20
  4,410   4,438,974
 
5.000%, 04/01/20
  5,410   5,445,544
 
5.000%, 10/01/20
  1,790   1,838,885
 
5.000%, 04/01/21
  12,740   13,351,010
Baltimore County (GO)        
5.000%, 03/01/20
  1,850   1,855,754
 
5.000%, 03/01/20
  3,510   3,520,916
 
4.000%, 03/19/20
  30,000   30,112,800
 
5.000%, 02/01/21
  3,520   3,664,672
Harford County (GO) Series B        
5.000%, 02/01/20
  2,650   2,650,000
Howard County (GO) Series A        
5.000%, 08/15/20
  14,215   14,528,156
Maryland Economic Development Corp. (RB) Series A        
¤
5.375%, 06/01/25 (Pre-refunded @ $100, 6/1/20)
  7,500   7,609,050
Maryland State (GO)        
4.500%, 08/01/20
  4,015   4,087,551
Maryland State (GO) Series 1        
5.000%, 03/15/20
  11,250   11,303,437
Maryland State (GO) Series 1-A        
5.000%, 03/01/20
  7,250   7,272,693
Maryland State (GO) Series A        
5.000%, 03/01/20
  1,980   1,986,197
Maryland State (GO) Series B        
5.000%, 08/01/20
  8,425   8,597,881
 
5.000%, 08/01/20
  5,000   5,102,600
 
5.000%, 08/01/21
  5,000   5,310,000
      FaceAmount   Value†
      (000)    
MARYLAND — (Continued)
Maryland State (GO) Series C        
5.000%, 08/01/20
  8,810   $8,990,781
 
5.000%, 08/01/20
  9,000   9,184,680
Maryland State Department of Transportation (RB)        
5.000%, 12/01/21
  2,460   2,645,853
Montgomery County (GO) Series A        
5.000%, 07/01/20
  3,615   3,676,274
 
5.000%, 11/01/20
  8,500   8,761,460
Montgomery County (GO) Series B        
5.000%, 12/01/21
  4,000   4,301,440
Prince County George's (GO) Series A        
5.000%, 07/15/20
  11,720   11,938,695
Prince County George's (GO) Series C        
5.000%, 08/01/20
  6,980   7,123,230
Prince George's County (GO) Series B        
4.000%, 03/01/20
  9,780   9,803,276
Talbot County (GO)        
2.000%, 12/15/21
  1,330   1,358,715
Washington Suburban Sanitary Commission (RB) (CNTY GTD)        
5.000%, 06/01/20
  3,720   3,770,183
TOTAL MARYLAND
      204,230,707
MASSACHUSETTS — (5.4%)
City of Cambridge (GO)        
5.000%, 02/15/20
  4,865   4,871,276
City of Quincy (GO)        
2.250%, 07/10/20
  11,000   11,060,170
 
2.000%, 01/15/21
  10,000   10,098,100
City of Quincy (GO) Series A        
3.000%, 06/12/20
  10,000   10,071,600
City of Springfield (GO) (ST AID WITHHLDG)        
5.000%, 09/01/21
  4,240   4,513,989
Commonwealth of Massachusetts (GO) Series A        
5.000%, 03/01/20
  6,840   6,861,204
 
5.000%, 04/01/20
  10,000   10,065,400
 
4.000%, 04/23/20
  10,000   10,067,200
 
5.000%, 05/01/21
  10,000   10,511,400
¤
5.000%, 12/01/38 (Pre-refunded @ $100, 12/1/21)
  5,000   5,376,800
Commonwealth of Massachusetts (GO) Series B        
4.000%, 05/21/20
  5,000   5,045,500
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
MASSACHUSETTS — (Continued)
Commonwealth of Massachusetts (GO) Series C        
5.000%, 04/01/20
  2,700   $2,717,658
 
5.000%, 08/01/20
  18,500   18,875,920
 
5.000%, 10/01/21
  8,000   8,545,440
Commonwealth of Massachusetts (GO) (AGM) Series B        
5.250%, 09/01/21
  2,405   2,570,199
Massachusetts Clean Water Trust (The) (RB)        
5.000%, 08/01/20
  5,830   5,949,049
Massachusetts Water Resources Authority (RB) Series G        
5.000%, 08/01/20
  3,000   3,061,560
North Middlesex Regional School District (GO)        
2.000%, 02/05/21
  10,000   10,106,300
TOTAL MASSACHUSETTS
      140,368,765
MINNESOTA — (2.8%)
Bloomington Independent School District No. 271 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/21
  1,290   1,343,019
Chaska Independent School District No. 112 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/21
  590   614,249
City of Minneapolis (GO)        
4.000%, 12/01/20
  1,600   1,641,872
City of Saint Cloud (RB) Series A        
¤
5.125%, 05/01/30 (Pre-refunded @ $100, 5/1/20)
  950   959,699
City of State Paul (GO) Series D        
5.000%, 03/01/20
  1,515   1,519,712
Elk River Independent School District No. 728 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/21
  1,000   1,041,100
Elk River Independent School District No. 728 (GO) (SD CRED PROG) Series C        
5.000%, 02/01/20
  5,000   5,000,000
 
5.000%, 02/01/21
  2,000   2,082,200
Hennepin County (GO) Series B        
5.000%, 12/01/21
  650   698,249
      FaceAmount   Value†
      (000)    
MINNESOTA — (Continued)
Metropolitan Council (GO)        
5.000%, 03/01/20
  4,000   $4,012,480
Minneapolis Special School District No. 1 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/20
  2,250   2,250,000
Minnesota State (GO) Series A        
5.000%, 08/01/20
  1,000   1,020,370
 
5.000%, 08/01/20
  3,000   3,061,110
 
5.000%, 08/01/20
  3,145   3,209,064
 
5.000%, 08/01/20
  8,770   8,948,645
 
5.000%, 10/01/20
  3,705   3,805,924
Minnesota State (GO) Series B        
4.000%, 08/01/20
  8,800   8,936,136
Minnesota State (GO) Series D        
5.000%, 08/01/20
  740   755,074
 
5.000%, 08/01/20
  7,335   7,484,414
 
5.000%, 08/01/21
  7,230   7,674,934
Minnesota State (GO) (ETM) Series D        
5.000%, 08/01/20
  10   10,202
Olmsted County (GO) Series A        
4.000%, 02/01/20
  700   700,000
Osseo Independent School District No. 279 (GO) (SD CRED PROG) Series C        
5.000%, 02/01/21
  4,650   4,841,115
Watertown-Mayer Independent School District No. 111 (GO) (SD CRED PROG) Series B        
4.000%, 02/01/20
  1,610   1,610,000
TOTAL MINNESOTA
      73,219,568
MISSOURI — (0.9%)
Clayton School District (GO)        
5.000%, 03/01/20
  3,115   3,124,625
Jackson County Reorganized School District No. 7 (GO)        
3.000%, 03/01/21
  2,375   2,429,269
Missouri State (GO) Series A        
5.000%, 12/01/20
  4,515   4,669,052
Saint Louis County Reorganized School District No. R-6 (GO)        
4.000%, 02/01/20
  12,775   12,775,000
TOTAL MISSOURI
      22,997,946
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
NEBRASKA — (0.4%)
Lancaster County School District 001 (GO)        
5.000%, 01/15/21
  1,620   $1,682,662
Metropolitan Utilities District of Omaha (RB)        
5.000%, 12/01/20
  4,340   4,486,605
Omaha Public Power District (RB) Series B        
5.000%, 02/01/20
  4,620   4,620,000
TOTAL NEBRASKA
      10,789,267
NEW HAMPSHIRE — (0.1%)
City of Nashua (GO)        
4.000%, 07/15/21
  1,720   1,798,518
NEW JERSEY — (6.0%)
Bergen County (GO)        
3.000%, 06/12/20
  3,000   3,021,690
 
2.000%, 12/11/20
  10,000   10,092,600
City of Jersey (GO)        
3.000%, 01/13/21
  20,000   20,373,000
City of Jersey (GO) Series        
2.000%, 06/18/20
  15,000   15,054,750
Cumberland County (GO)        
2.000%, 11/13/20
  1,390   1,401,162
Hudson County (GO)        
2.000%, 12/08/20
  30,504   30,773,350
Mercer County (GO) Series B        
2.000%, 06/15/20
  10,000   10,036,100
Monmouth County (GO)        
5.000%, 07/15/20
  4,540   4,624,717
 
5.000%, 07/15/21
  3,770   3,996,803
 
5.000%, 07/15/22
  3,415   3,754,861
Ocean County (GO)        
5.000%, 08/01/20
  2,000   2,041,040
Somerset County (GO)        
3.000%, 09/11/20
  10,600   10,732,182
Sussex County (GO)        
2.500%, 06/19/20
  5,000   5,026,650
Township of Berkeley Heights (GO)        
3.000%, 07/10/20
  10,000   10,081,100
Township of Cherry Hill (GO)        
2.000%, 10/29/20
  6,000   6,047,160
Township of North Brunswick (GO) Series A        
3.000%, 07/21/20
  10,000   10,088,600
Township of Parsippany-Troy Hills (GO)        
2.000%, 11/13/20
  8,000   8,063,680
TOTAL NEW JERSEY
      155,209,445
NEW MEXICO — (1.2%)
New Mexico State (GO)        
5.000%, 03/01/20
  15,000   15,046,800
 
5.000%, 03/01/21
  4,000   4,175,920
      FaceAmount   Value†
      (000)    
NEW MEXICO — (Continued)
New Mexico State (GO) Series B        
5.000%, 03/01/20
  3,775   $3,786,778
 
5.000%, 03/01/22
  5,000   5,427,150
State of New Mexico Severance Tax Permanent Fund (RB) Series A        
5.000%, 07/01/20
  2,085   2,120,445
TOTAL NEW MEXICO
      30,557,093
NEW YORK — (5.4%)
City of New York (GO) Series A-1        
4.000%, 08/01/20
  1,400   1,421,728
City of New York (GO) Series B        
5.000%, 08/01/20
  865   882,663
 
5.000%, 08/01/22
  1,000   1,102,090
 
5.000%, 08/01/22
  1,220   1,344,550
City of New York (GO) Series C        
5.000%, 08/01/20
  1,975   2,015,330
City of New York (GO) Series E        
5.000%, 08/01/20
  3,565   3,637,797
 
5.000%, 08/01/20
  2,570   2,622,479
 
5.000%, 08/01/21
  1,500   1,592,535
 
5.000%, 08/01/21
  13,900   14,757,491
 
5.000%, 08/01/22
  3,000   3,306,270
City of New York (GO) Series F        
5.000%, 08/01/21
  1,000   1,061,690
City of New York (GO) Series G        
5.000%, 08/01/21
  5,915   6,279,896
City of New York (GO) Series J7        
5.000%, 08/01/20
  5,000   5,102,100
City of Rochester (GO) Series II        
3.000%, 08/06/20
  14,000   14,139,440
Hilton Central School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/21
  685   696,501
Metropolitan Transportation Authority (RB) (ETM) Series A        
5.000%, 11/15/21
  85   91,456
Metropolitan Transportation Authority (RB) Series A        
5.000%, 11/15/21
  515   551,354
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
NEW YORK — (Continued)
Metropolitan Transportation Authority (RB) Series D        
¤
5.250%, 11/15/40 (Pre-refunded @ $100, 11/15/20)
  450   $465,872
New York State Dormitory Authority (RB) Series        
5.000%, 12/15/21
  3,545   3,815,058
New York State Dormitory Authority (RB) Series A        
5.000%, 02/15/20
  7,900   7,909,954
 
5.000%, 03/15/20
  5,115   5,138,938
 
5.000%, 03/15/21
  1,795   1,876,978
 
5.000%, 03/15/21
  17,900   18,717,493
¤
5.500%, 07/01/25 (Pre-refunded @ $100, 7/1/20)
  500   509,430
New York State Dormitory Authority (RB) Series B        
5.000%, 02/15/20
  15,000   15,018,900
 
5.000%, 03/15/20
  3,565   3,581,684
 
5.000%, 03/15/21
  3,150   3,293,861
 
5.000%, 02/15/22
  4,000   4,331,160
New York State Dormitory Authority (RB) Series E        
5.000%, 03/15/20
  1,400   1,406,552
 
5.000%, 03/15/21
  2,000   2,091,340
New York State Dormitory Authority (RB) (ETM) Series A        
5.000%, 02/15/20
  5,100   5,106,579
 
4.000%, 03/15/20
  600   602,202
New York State Urban Development Corp. (RB) (NATL)        
5.500%, 03/15/20
  4,250   4,272,312
New York State Urban Development Corp. (RB) Series A        
5.000%, 03/15/20
  550   552,574
TOTAL NEW YORK
      139,296,257
NORTH CAROLINA — (4.4%)
City of Charlotte (GO)        
5.000%, 12/01/20
  1,605   1,659,891
City of Charlotte Water & Sewer System Revenue (RB)        
5.000%, 07/01/20
  3,375   3,432,206
City of Raleigh (GO) Series A        
5.000%, 09/01/20
  1,980   2,027,243
Davie County (GO)        
5.000%, 05/01/20
  1,595   1,610,998
Guilford County (GO) Series A        
4.000%, 02/01/20
  2,135   2,135,000
      FaceAmount   Value†
      (000)    
NORTH CAROLINA — (Continued)
 
5.000%, 02/01/21
  2,430   $2,529,873
Mecklenburg County (GO)        
5.000%, 02/01/21
  950   989,045
 
5.000%, 03/01/21
  9,555   9,980,484
North Carolina Eastern Municipal Power Agency (RB) Series A        
¤
5.000%, 01/01/23 (Pre-refunded @ $100, 1/1/21)
  5,110   5,299,990
North Carolina State (GO)        
5.000%, 06/01/20
  1,175   1,190,851
North Carolina State (GO) Series A        
5.000%, 05/01/20
  2,220   2,242,266
 
5.000%, 06/01/20
  18,300   18,546,867
 
5.000%, 06/01/21
  12,440   13,121,961
North Carolina State (GO) Series B        
5.000%, 06/01/20
  5,000   5,067,450
 
5.000%, 06/01/22
  2,880   3,155,990
North Carolina State (GO) Series C        
4.000%, 05/01/20
  2,685   2,705,460
North Carolina State (GO) Series D        
4.000%, 06/01/21
  2,925   3,046,914
North Carolina State (GO) Series E        
5.000%, 05/01/20
  16,625   16,791,749
Wake County (GO) Series A        
5.000%, 02/01/20
  4,500   4,500,000
Wake County (GO) Series B        
5.000%, 02/01/20
  12,665   12,665,000
Wake County (GO) Series C        
5.000%, 03/01/22
  1,825   1,981,311
TOTAL NORTH CAROLINA
      114,680,549
OHIO — (5.1%)
City of Columbus (GO) Series 1        
5.000%, 07/01/20
  10,000   10,169,100
 
5.000%, 07/01/21
  4,500   4,761,495
City of Columbus (GO) Series A        
3.000%, 02/15/20
  13,250   13,258,745
 
5.000%, 02/15/20
  800   801,008
 
5.000%, 08/15/20
  2,350   2,401,630
 
4.000%, 02/15/21
  1,690   1,744,688
 
5.000%, 04/01/21
  6,495   6,805,721
 
5.000%, 04/01/21
  1,500   1,571,760
 
3.000%, 07/01/21
  12,830   13,217,081
 
5.000%, 07/01/21
  1,010   1,068,691
Ohio State (GO)        
5.000%, 09/01/20
  6,380   6,531,525
 
5.000%, 09/01/20
  4,340   4,443,075
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
OHIO — (Continued)
Ohio State (GO) Series A        
2.000%, 03/01/20
  2,900   $2,902,494
 
3.000%, 05/01/20
  5,000   5,025,850
 
5.000%, 05/01/20
  7,000   7,069,860
 
5.000%, 09/15/21
  6,700   7,144,679
 
5.000%, 09/15/21
  2,335   2,489,974
Ohio State (GO) Series B        
5.000%, 08/01/20
  10,000   10,203,200
 
2.000%, 09/01/20
  2,500   2,516,450
 
5.000%, 06/15/21
  9,500   10,033,425
Ohio State (GO) Series Q        
5.000%, 05/01/20
  1,635   1,651,317
Ohio State (GO) Series R        
5.000%, 05/01/20
  11,830   11,948,063
Ohio State (GO) Series T        
5.000%, 04/01/21
  2,040   2,137,349
Ohio State Water Development Authority (RB) Series A        
5.000%, 06/01/21
  1,825   1,924,061
TOTAL OHIO
      131,821,241
OKLAHOMA — (0.5%)
City of Tulsa (GO) Series A        
5.000%, 12/01/21
  7,650   8,225,051
Tulsa County Independent School District No. 1 Tulsa (GO) Series B        
2.000%, 08/01/20
  5,000   5,026,650
TOTAL OKLAHOMA
      13,251,701
OREGON — (2.0%)
City of Portland (GO)        
3.000%, 06/25/20
  10,000   10,078,900
City of Portland Sewer System Revenue (RB) Series A        
5.000%, 06/01/20
  3,500   3,547,110
 
5.000%, 06/15/22
  1,000   1,097,160
City of Portland Water System (RB) Series A        
5.000%, 04/01/20
  8,005   8,057,513
Metro (GO)        
5.000%, 06/01/20
  2,125   2,153,602
 
5.000%, 06/01/20
  3,800   3,851,148
Metro (GO) Series A        
5.000%, 06/01/21
  2,110   2,225,396
Multnomah County (GO)        
5.000%, 06/01/21
  1,850   1,951,177
      FaceAmount   Value†
      (000)    
OREGON — (Continued)
Multnomah County School District No. 3 Parkrose (GO) (SCH BD GTY) Series A        
¤
5.000%, 06/30/29 (Pre-refunded @ $100, 6/30/21)
  730   $771,917
Oregon State (GO) Series A        
5.000%, 05/01/20
  1,025   1,035,260
Oregon State (GO) Series D        
4.000%, 05/01/21
  6,085   6,321,950
Oregon State (GO) Series F        
3.000%, 05/01/20
  7,755   7,795,248
Oregon State (GO) Series M        
5.000%, 11/01/20
  2,000   2,061,360
Oregon State (GO) Series N        
5.000%, 05/01/21
  1,000   1,051,260
Tri-County Metropolitan Transportation District of Oregon (RB) Series A        
¤
5.000%, 09/01/23 (Pre-refunded @ $100, 9/1/22)
  250   276,435
TOTAL OREGON
      52,275,436
PENNSYLVANIA — (0.8%)
Commonwealth of Pennsylvania (GO) Series 1        
5.000%, 04/01/20
  8,500   8,555,845
Commonwealth of Pennsylvania (GO) Series REF        
5.000%, 07/01/22
  2,000   2,196,420
Montgomery County Industrial Development Authority (RB) (FHA INS)        
¤
5.375%, 08/01/38 (Pre-refunded @ $100, 8/1/20)
  10,000   10,222,500
TOTAL PENNSYLVANIA
      20,974,765
SOUTH CAROLINA — (4.2%)
Aiken County Consolidated School District (GO) (SCSDE) Series A        
5.000%, 03/01/20
  3,000   3,009,240
Beaufort County School District (GO) (SCSDE) Series B        
5.000%, 03/01/20
  7,000   7,021,770
Berkeley County School District (GO) (SCSDE) Series A        
5.000%, 03/01/20
  1,085   1,088,342
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
SOUTH CAROLINA — (Continued)
Charleston County (GO) (ST AID WITHHLDG)        
5.000%, 11/01/20
  3,175   $3,273,361
Charleston County (GO) Series B        
5.000%, 11/01/20
  12,000   12,371,760
Charleston County School District (GO) (SCSDE) Series B        
4.000%, 05/13/20
  2,000   2,016,280
Dorchester County School District No. 2 (GO) (SCSDE) Series A        
5.000%, 03/01/21
  1,885   1,968,110
Florence County (GO) (ST AID WITHHLDG)        
4.000%, 06/01/20
  7,475   7,551,918
Lexington & Richland School District No. 5 (GO) (SCSDE) Series B        
5.000%, 03/01/20
  8,235   8,260,364
 
5.000%, 03/01/21
  1,660   1,733,189
Oconee County School District (GO) (SCSDE)        
5.000%, 03/01/20
  4,900   4,915,092
Richland County (GO) Series A        
3.000%, 02/27/20
  15,000   15,019,500
Richland County School District No. 2 (GO) (SCSDE)        
5.000%, 03/01/20
  910   912,803
Richland County School District No. 2 (GO) (SCSDE) Series A        
5.000%, 02/01/20
  5,520   5,520,000
 
5.000%, 02/01/21
  7,000   7,284,830
South Carolina Jobs-Economic Dev. Authority (RB) Series A        
¤
6.250%, 04/01/35 (Pre-refunded @ $100, 4/1/20)
  2,180   2,198,399
¤
6.500%, 04/01/42 (Pre-refunded @ $100, 4/1/20)
  2,000   2,017,640
South Carolina State (GO) (ST AID WITHHLDG) Series A        
4.000%, 04/01/20
  1,185   1,190,937
 
5.000%, 10/01/20
  7,760   7,972,469
South Carolina State (GO) Series A        
5.000%, 06/01/20
  8,945   9,066,026
      FaceAmount   Value†
      (000)    
SOUTH CAROLINA — (Continued)
Spartanburg County School District No. 6 (GO) (SCSDE)        
5.000%, 04/01/21
  3,905   $4,091,346
TOTAL SOUTH CAROLINA
      108,483,376
TENNESSEE — (2.4%)
City of Knoxville Wastewater System Revenue (RB) Series A        
5.000%, 04/01/20
  2,000   2,013,120
City of Memphis (GO) Series A        
5.000%, 04/01/20
  8,060   8,112,873
 
5.000%, 04/01/21
  4,550   4,767,672
Hamilton County (GO) Series A        
5.000%, 05/01/21
  3,895   4,094,658
Metropolitan Government of Nashville & Davidson County (GO)        
5.000%, 07/01/21
  9,055   9,581,186
Metropolitan Government of Nashville & Davidson County (GO) Series A        
¤
5.000%, 07/01/25 (Pre-refunded @ $100, 7/1/20)
  525   533,794
Metropolitan Government of Nashville & Davidson County Electric Revenue (RB) Series A        
5.000%, 05/15/20
  2,000   2,023,240
Shelby County (GO) Series A        
5.000%, 04/01/20
  18,135   18,253,965
 
5.000%, 03/01/21
  2,550   2,663,271
Tennessee State (GO) Series A        
5.000%, 02/01/20
  3,500   3,500,000
 
5.000%, 09/01/20
  5,010   5,129,539
TOTAL TENNESSEE
      60,673,318
TEXAS — (13.4%)
Austin Community College District (GO)        
5.000%, 08/01/20
  3,715   3,789,746
Austin Independent School District (GO) Series B        
5.000%, 08/01/20
  3,705   3,780,471
Bexar County Health Facilities Development Corp. (RB)        
¤
6.200%, 07/01/45 (Pre-refunded @ $100, 7/1/20)
  3,030   3,094,145
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
TEXAS — (Continued)
City of Allen (GO)        
5.000%, 08/15/21
  1,840   $1,954,706
City of Austin (GO)        
5.000%, 09/01/20
  16,250   16,636,912
City of Dallas (GO)        
5.000%, 02/15/21
  1,500   1,562,625
City of Fort Worth (GO)        
3.000%, 03/01/20
  20,665   20,697,444
 
3.000%, 03/01/22
  4,520   4,715,852
City of Frisco (GO) Series A        
5.000%, 02/15/20
  3,485   3,489,426
 
5.000%, 02/15/21
  4,825   5,029,483
City of Houston (RN)        
3.000%, 06/26/20
  18,200   18,341,596
City of Houston (GO) Series A        
5.000%, 03/01/20
  2,500   2,507,675
 
5.000%, 03/01/21
  4,625   4,828,408
City of San Antonio (GO)        
5.000%, 02/01/20
  650   650,000
 
5.000%, 02/01/20
  7,350   7,350,000
 
5.000%, 02/01/21
  3,100   3,228,030
City of San Antonio Electric & Gas Systems Revenue (RB)        
5.000%, 02/01/20
  5,000   5,000,000
City of Waco (GO)        
5.000%, 02/01/20
  5,765   5,765,000
Conroe Independent School District (GO) (PSF-GTD) Series A        
4.000%, 02/15/21
  1,940   2,002,778
Dallas County Community College District (GO)        
5.000%, 02/15/20
  11,975   11,990,088
Dallas Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/20
  2,235   2,237,816
 
5.000%, 02/15/20
  1,380   1,381,739
Fort Bend Independent School District (GO) (PSF-GTD)        
5.000%, 08/15/20
  6,380   6,520,169
Fort Worth Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/20
  4,970   4,976,262
Fort Worth Independent School District (GO)(PSF-GTD)        
5.000%, 02/15/20
  3,875   3,879,883
Highland Park Independent School District (GO)        
4.000%, 02/15/20
  2,070   2,071,987
      FaceAmount   Value†
      (000)    
TEXAS — (Continued)
Houston Higher Education Finance Corp. (RB) Series A        
¤
6.875%, 05/15/41 (Pre-refunded @ $100, 5/15/21)
  6,000   $6,451,320
Houston Independent School District (GO)(PSF-GTD)        
5.000%, 02/15/20
  2,700   2,703,402
Humble Independent School District (GO) (PSF-GTD) Series B        
5.000%, 02/15/20
  7,260   7,269,148
Northside Independent School District (GO) (PSF-GTD) Series A        
5.000%, 08/15/20
  19,815   20,250,336
Plano Independent School District (GO) (PSF-GTD) Series B        
5.000%, 02/15/20
  9,935   9,947,518
San Antonio Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/20
  7,000   7,008,820
Texas State (RN)        
4.000%, 08/27/20
  69,225   70,419,131
Texas State (GO)        
5.000%, 10/01/20
  3,825   3,929,193
 
5.000%, 04/01/21
  8,130   8,518,939
 
5.000%, 04/01/21
  4,000   4,191,360
 
5.000%, 10/01/21
  8,175   8,733,761
 
5.000%, 10/01/23
  1,425   1,636,684
Texas State (GO) Series A        
5.000%, 10/01/21
  2,200   2,350,370
 
5.000%, 10/01/21
  2,580   2,756,343
Texas State (GO) Series C        
5.000%, 08/01/20
  1,365   1,392,805
Texas Transportation Commission State Highway Fund (RB) Series A        
5.000%, 04/01/20
  15,240   15,339,212
 
5.000%, 10/01/20
  20,660   21,218,646
 
5.000%, 10/01/21
  4,050   4,324,752
TOTAL TEXAS
      345,923,981
UTAH — (1.8%)
Alpine School District (GO) (SCH BD GTY)        
5.000%, 03/15/21
  940   983,362
City of Park UT (GO)        
5.000%, 02/01/20
  2,680   2,680,000
Davis School District (GO) (SCH BD GTY) Series A        
5.000%, 06/01/20
  8,250   8,361,293
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
UTAH — (Continued)
Jordan School District (GO) (SCH BD GTY)        
5.000%, 06/15/20
  9,175   $9,313,634
 
5.000%, 06/15/22
  4,400   4,826,448
Nebo School District (GO) (SCH BD GTY)        
5.000%, 07/01/20
  5,980   6,081,361
Utah State (GO)        
5.000%, 07/01/21
  2,820   2,984,688
 
5.000%, 07/01/22
  9,690   10,653,864
TOTAL UTAH
      45,884,650
VERMONT — (0.1%)
Vermont State (GO) Series B        
2.000%, 08/15/20
  3,630   3,652,615
VIRGINIA — (5.7%)
Arlington County (GO)        
5.000%, 06/15/20
  7,015   7,121,488
Arlington County (GO) (ST AID WITHHLDG)        
4.000%, 08/15/21
  2,125   2,227,574
City of Hampton (GO) (ST AID WITHHLDG) Series B        
5.000%, 09/01/21
  2,700   2,876,229
City of Norfolk (GO) (ST AID WITHHLDG) (ETM)        
5.000%, 08/01/20
  285   290,748
City of Norfolk (GO) (ST AID WITHHLDG)        
5.000%, 08/01/20
  6,395   6,526,225
City of Richmond (GO) (ST AID WITHHLDG) Series A        
5.000%, 03/01/20
  1,000   1,003,130
 
5.000%, 03/01/20
  2,700   2,708,451
 
5.000%, 07/15/21
  6,930   7,345,869
City of Virginia Beach (GO) (ST AID WITHHLDG) Series B        
5.000%, 07/15/20
  11,225   11,434,458
Commonwealth of Virginia (GO) (ST AID WITHHLDG) Series B        
4.000%, 06/01/20
  9,130   9,224,222
 
5.000%, 06/01/21
  13,645   14,394,929
Commonwealth of Virginia (GO) Series B        
5.000%, 06/01/20
  2,260   2,290,646
 
5.000%, 06/01/20
  5,960   6,040,818
 
5.000%, 06/01/20
  10,000   10,135,600
Fairfax County (GO) (ST AID WITHHLDG) Series A        
3.000%, 10/01/20
  10,735   10,888,940
 
4.000%, 10/01/20
  15,530   15,854,422
 
4.000%, 10/01/22
  7,220   7,820,199
      FaceAmount   Value†
      (000)    
VIRGINIA — (Continued)
Hanover County (GO) (ST AID WITHHLDG)        
5.000%, 01/15/21
  1,245   $1,294,003
Henrico County (GO) (ST AID WITHHLDG)        
5.000%, 08/01/20
  4,970   5,071,984
 
5.000%, 08/01/21
  2,980   3,164,313
Loudoun County (GO) Series A        
5.000%, 12/01/20
  705   729,231
University of Virginia (RB) Series B        
5.000%, 08/01/21
  15,000   15,925,350
Virginia Commonwealth Transportation Board (RB)        
¤
5.000%, 05/15/33 (Pre-refunded @ $100, 5/15/21)
  4,000   4,211,960
TOTAL VIRGINIA
      148,580,789
WASHINGTON — (6.8%)
City of Seattle (GO) Series A        
5.000%, 05/01/20
  2,345   2,368,520
 
5.000%, 04/01/21
  9,000   9,431,640
City of Seattle Drainage & Wastewater Revenue (RB)        
5.000%, 04/01/21
  3,000   3,142,800
City of Seattle Municipal Light & Power Revenue (RB) Series B        
5.000%, 02/01/21
  21,795   22,688,595
City of Seattle Municipal Light & Power Revenue (RB) Series C        
5.000%, 09/01/21
  3,750   3,993,563
 
5.000%, 10/01/21
  11,130   11,890,735
King & Snohomich Countries School District No. 417 (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,000   2,068,740
 
5.000%, 12/01/21
  4,700   5,055,978
King County (GO)        
5.000%, 12/01/20
  3,000   3,102,600
 
5.000%, 12/01/21
  3,000   3,226,080
King County (GO) Series B        
5.000%, 07/01/20
  4,880   4,962,716
King County (GO) Series C        
5.000%, 01/01/21
  4,450   4,617,542
 
5.000%, 01/01/22
  4,700   5,070,266
King County (GO) Series D        
5.000%, 12/01/20
  2,630   2,719,946
King County School District No. 405 Bellevue (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,150   2,223,358
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
WASHINGTON — (Continued)
King County Sewer Revenue (RB)        
¤
5.000%, 01/01/50 (Pre-refunded @ $100, 7/1/20)
  3,005   $3,055,935
Snohomish County School District No. 201 Snohomish (GO) (SCH BD GTY)        
5.000%, 12/01/21
  4,000   4,296,920
Spokane County School District No. 81 Spokane (GO) (SCH BD GTY)        
5.000%, 12/01/20
  7,505   7,759,795
State of Washington (GO) Series R-C        
5.000%, 07/01/20
  1,840   1,871,354
Washington State (GO)        
5.000%, 06/01/20
  3,630   3,679,223
 
5.000%, 07/01/20
  5,000   5,085,200
Washington State (GO) Series 2010E        
¤
5.000%, 02/01/32 (Pre-refunded @ $100, 2/1/20)
  6,480   6,480,000
¤
5.000%, 02/01/33 (Pre-refunded @ $100, 2/1/20)
  10,000   10,000,000
Washington State (GO) Series 2013A        
5.000%, 08/01/21
  4,245   4,508,190
Washington State (GO) Series A        
¤
5.000%, 08/01/34 (Pre-refunded @ $100, 8/1/21)
  10,000   10,609,200
Washington State (GO) Series A-1        
5.000%, 08/01/21
  1,500   1,593,000
Washington State (GO) Series B        
5.000%, 07/01/20
  15,000   15,255,600
Washington State (GO) Series C        
5.000%, 07/01/20
  3,650   3,712,196
Washington State (GO) Series D        
5.000%, 02/01/20
  5,350   5,350,000
 
5.000%, 02/01/20
  4,320   4,320,000
Washington State (GO) Series R-2017A        
5.000%, 08/01/22
  2,500   2,755,875
TOTAL WASHINGTON
      176,895,567
      FaceAmount   Value†
      (000)    
WEST VIRGINIA — (0.4%)
West Virginia State (GO) Series A        
5.000%, 06/01/21
  9,620   $10,142,174
WISCONSIN — (3.0%)
City of Milwaukee (GO) Series N2        
5.000%, 04/01/20
  5,860   5,898,149
Wisconsin State (GO)        
5.000%, 11/01/22
  3,000   3,338,220
Wisconsin State (GO) Series 1        
5.000%, 05/01/20
  3,235   3,267,544
Wisconsin State (GO) Series 2        
5.000%, 11/01/21
  6,160   6,604,259
Wisconsin State (GO) Series B        
5.000%, 05/01/20
  5,045   5,095,753
 
5.000%, 05/01/20
  11,930   12,050,016
 
5.000%, 05/01/20
  23,790   24,029,327
 
5.000%, 05/01/21
  9,655   10,152,425
Wisconsin State (GO) Series D        
5.000%, 05/01/20
  7,515   7,590,601
Wisconsin State (GO) (ETM) Series 1        
5.000%, 05/01/20
  120   121,174
TOTAL WISCONSIN
      78,147,468
TOTAL MUNICIPAL BONDS
      2,556,003,500
TOTAL INVESTMENT SECURITIES

(Cost $2,571,923,151)
      2,579,036,565
    
      Shares  
TEMPORARY CASH INVESTMENTS — (0.3%)
 
BlackRock Liquidity Funds MuniCash Portfolio
  8,683,693 8,683,693
TOTAL INVESTMENTS — (100.0%)  
(Cost $2,579,728,211)^^
    $2,587,720,258
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $2,556,003,500   —   $2,556,003,500
Certificates of Deposit
—   23,033,065   —   23,033,065
Temporary Cash Investments
—   8,683,693   —   8,683,693
TOTAL
—   $2,587,720,258   —   $2,587,720,258
DFA Intermediate-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
MUNICIPAL BONDS — (99.0%)
ALABAMA — (0.2%)
Alabama State (GO) Series A        
5.000%, 08/01/21
  250   $265,308
Alabama State (GO) Series C        
5.000%, 08/01/24
  3,000   3,542,160
TOTAL ALABAMA
      3,807,468
ALASKA — (0.4%)
City of Anchorage (GO) Series A        
5.000%, 09/01/23
  200   228,818
City of Anchorage (GO) Series C        
5.000%, 09/01/24
  2,765   3,272,377
Municipality of Municipality of Anchorage AKAnchorage AK (GO) Series A        
5.000%, 09/01/21
  3,845   4,091,580
TOTAL ALASKA
      7,592,775
ARIZONA — (0.2%)
City of Tucson (GO) Series 2012-C        
3.000%, 07/01/22
  1,455   1,528,347
Maricopa County High School District No. 210-Phoenix (GO)        
3.000%, 07/01/23
  1,810   1,937,623
TOTAL ARIZONA
      3,465,970
ARKANSAS — (0.5%)
Arkansas State (GO)        
5.000%, 04/01/21
  1,000   1,047,840
 
5.000%, 06/15/21
  3,750   3,961,088
 
5.000%, 04/01/22
  2,800   3,047,436
 
4.250%, 06/01/23
  3,325   3,693,144
TOTAL ARKANSAS
      11,749,508
CALIFORNIA — (2.0%)
California State (GO)        
5.000%, 11/01/24
  1,175   1,401,916
 
5.000%, 08/01/25
  750   916,882
 
5.000%, 08/01/25
  4,165   5,091,754
 
5.000%, 11/01/25
  1,985   2,445,778
 
5.000%, 08/01/26
  200   251,652
 
5.000%, 08/01/26
  8,000   10,066,080
 
3.500%, 08/01/27
  800   945,136
 
5.000%, 11/01/27
  5,580   7,236,814
 
5.000%, 04/01/29
  2,000   2,679,260
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
California State (GO) Series B        
5.000%, 09/01/21
  250   $266,360
 
5.000%, 09/01/25
  9,000   11,031,480
TOTAL CALIFORNIA
      42,333,112
COLORADO — (0.8%)
Adams & Arapahoe Joint School District 28J (GO) (ST AID WITHHLDG)        
5.000%, 12/01/21
  425   456,947
Boulder Valley School District No. Re-2 Boulder (GO) (ST AID WITHHLDG) Series B        
4.000%, 12/01/24
  2,185   2,505,540
City & County of Denver (GO) Series A        
5.000%, 08/01/23
  1,830   2,092,422
City of Colorado Springs CO Utilities System Revenue (RB) Series A-1        
5.000%, 11/15/23
  1,500   1,731,945
Denver City & County School District No. 1 (GO) (NATL ST AID WITHHLDG) Series A        
5.250%, 12/01/21
  2,490   2,688,428
Denver City & County School District No. 1 (GO) (ST AID WITHHLDG) Series C        
3.000%, 12/01/23
  1,540   1,663,354
Platte River Power Authority (RB) Series JJ        
5.000%, 06/01/23
  4,425   5,026,579
TOTAL COLORADO
      16,165,215
CONNECTICUT — (0.1%)
City of Middletown (GO)        
4.000%, 04/01/22
  1,350   1,443,191
DELAWARE — (0.7%)
Delaware State (GO)        
5.000%, 02/01/24
  2,000   2,327,060
 
5.000%, 02/01/29
  5,000   6,690,500
Delaware State (GO) Series A        
5.000%, 08/01/23
  2,225   2,544,065
 
5.000%, 10/01/23
  1,290   1,483,642
New Castle County (GO)        
5.000%, 10/01/23
  1,000   1,150,500
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
DELAWARE — (Continued)
New Castle County (GO) Series B        
5.000%, 07/15/22
  700   $770,924
TOTAL DELAWARE
      14,966,691
DISTRICT OF COLUMBIA — (1.9%)
District of Columbia (GO) Series A        
5.000%, 06/01/20
  3,445   3,491,370
 
5.000%, 06/01/20
  6,000   6,080,760
 
5.000%, 06/01/23
  2,000   2,271,900
 
5.000%, 06/01/25
  1,500   1,824,060
District of Columbia (GO) Series B        
5.000%, 06/01/23
  5,000   5,679,750
 
5.000%, 06/01/25
  4,500   5,472,180
Washington Metropolitan Area Transit Authority (RB) Series B        
5.000%, 07/01/26
  3,500   4,377,065
 
5.000%, 07/01/27
  8,100   10,377,963
TOTAL DISTRICT OF COLUMBIA
      39,575,048
FLORIDA — (3.3%)
Board of Governors State University System of Florida (RB) Series A        
3.000%, 07/01/24
  2,580   2,804,666
City of Tallahassee Energy System Revenue (RB)        
5.000%, 10/01/20
  250   256,728
Florida State (GO) Series A        
5.000%, 06/01/20
  4,000   4,053,840
 
5.000%, 07/01/21
  7,000   7,406,770
 
5.000%, 06/01/23
  1,300   1,474,447
 
5.000%, 06/01/24
  1,400   1,642,480
 
5.000%, 07/01/24
  5,000   5,891,900
 
5.000%, 06/01/25
  6,500   7,877,870
Florida State (GO) Series B        
5.000%, 06/01/20
  6,400   6,486,144
 
5.000%, 06/01/23
  350   396,967
Florida State (GO) Series C        
5.000%, 06/01/20
  3,000   3,040,380
 
5.000%, 06/01/23
  7,000   7,939,330
 
5.000%, 06/01/27
  2,000   2,567,280
Florida State (GO) Series D        
5.000%, 06/01/22
  1,000   1,095,590
Florida State (GO) (ST GTD) Series A        
5.000%, 06/01/27
  6,565   8,427,097
Orlando Utilities Commission (RB) Series C        
5.250%, 10/01/22
  1,745   1,945,326
      Face
Amount 		  Value†
      (000)    
FLORIDA — (Continued)
Peace River Manasota Regional Water Supply Authority (RB)        
5.000%, 10/01/25
  2,030   $2,469,657
Tampa Bay Water (RB) Series A        
5.000%, 10/01/25
  2,850   3,488,314
TOTAL FLORIDA
      69,264,786
GEORGIA — (3.9%)
Cobb County Water & Sewerage Revenue (RB)        
5.000%, 07/01/23
  5,935   6,761,745
Columbia County School District (GO) (ST AID WITHHLDG)        
5.000%, 04/01/20
  1,700   1,711,118
DeKalb County Water & Sewerage Revenue (RB) Series B        
5.250%, 10/01/24
  2,830   3,386,463
Georgia State (GO) Series A        
5.000%, 07/01/26
  1,340   1,681,472
 
5.000%, 07/01/27
  6,090   7,832,775
Georgia State (GO) Series A-        
5.000%, 02/01/22
  2,730   2,954,543
Georgia State (GO) Series C        
5.000%, 10/01/21
  3,060   3,269,151
Georgia State (GO) Series C-1        
5.000%, 07/01/23
  10,915   12,439,498
 
5.000%, 07/01/26
  9,200   11,544,436
Georgia State (GO) Series E        
5.000%, 12/01/25
  3,960   4,889,412
 
5.000%, 12/01/26
  3,000   3,804,540
Georgia State (GO) Series F        
5.000%, 07/01/26
  5,335   6,694,518
 
5.000%, 01/01/27
  2,000   2,541,620
Georgia State (GO) Series I        
5.000%, 07/01/20
  900   915,219
Georgia State Road & Tollway Authority (RB) (MUN GOVT GTD)        
5.000%, 10/01/23
  6,000   6,898,320
Gwinnett County School District (GO)        
5.000%, 02/01/20
  1,700   1,700,000
 
5.000%, 02/01/20
  1,585   1,585,000
 
5.000%, 08/01/22
  1,890   2,083,442
TOTAL GEORGIA
      82,693,272
HAWAII — (2.5%)
City & County of Honolulu (GO) Series B        
5.000%, 08/01/20
  1,470   1,499,944
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
HAWAII — (Continued)
 
5.000%, 10/01/23
  200   $229,710
 
5.000%, 10/01/24
  6,870   8,160,049
 
5.000%, 10/01/25
  4,925   6,040,266
Hawaii State (GO) Series        
5.000%, 01/01/26
  5,000   6,176,450
Hawaii State (GO) Series EA        
5.000%, 12/01/21
  850   913,571
Hawaii State (GO) Series EE        
5.000%, 11/01/20
  515   530,800
Hawaii State (GO) Series EF        
5.000%, 11/01/22
  2,240   2,491,238
Hawaii State (GO) Series ET        
3.000%, 10/01/23
  3,710   3,994,520
Hawaii State (GO) Series EZ        
5.000%, 10/01/21
  6,080   6,493,501
Hawaii State (GO) Series FE        
5.000%, 10/01/23
  2,000   2,297,100
Hawaii State (GO) Series FH        
5.000%, 10/01/25
  1,640   2,013,412
Hawaii State (GO) Series FT        
5.000%, 01/01/27
  10,000   12,654,600
TOTAL HAWAII
      53,495,161
KANSAS — (1.1%)
City of Lenexa (GO) Series A        
5.000%, 09/01/21
  525   559,099
Johnson County (GO) Series B        
3.000%, 09/01/22
  2,260   2,382,243
Johnson County Unified School District No. 229 Blue Valley (GO) Series B        
5.000%, 10/01/23
  445   511,452
Johnson County Unified School District No. 232 De Soto (GO) Series A        
5.000%, 09/01/20
  2,550   2,610,409
Johnson County Unified School District No. 233 Olathe (GO) Series B        
5.000%, 09/01/23
  4,380   5,016,107
Kansas State Department of Transportation (RB) Series A        
5.000%, 09/01/21
  3,250   3,459,495
 
5.000%, 09/01/27
  1,500   1,922,865
Kansas State Department of Transportation (RB) Series B        
5.000%, 09/01/20
  3,000   3,070,890
Saline County Unified School District No. 305 Salina (GO)        
5.000%, 09/01/20
  1,860   1,904,287
      Face
Amount 		  Value†
      (000)    
KANSAS — (Continued)
Sedgwick County Unified School District No. 260 Derby (GO)        
5.000%, 10/01/21
  1,325   $1,414,438
TOTAL KANSAS
      22,851,285
KENTUCKY — (1.1%)
Louisville Water Co. (RB)        
5.000%, 11/15/22
  9,665   10,761,301
Louisville Water Co. (RB) Series A        
4.000%, 11/15/21
  1,215   1,282,481
Louisville/Jefferson County Metropolitan Government (GO)        
5.000%, 12/01/22
  5,645   6,290,337
Louisville/Jefferson County Metropolitan Government (GO) Series A        
5.000%, 12/01/20
  5,155   5,330,012
TOTAL KENTUCKY
      23,664,131
LOUISIANA — (1.0%)
Louisiana State (GO) Series A        
5.000%, 02/01/24
  2,000   2,315,960
Louisiana State (GO) Series C        
5.000%, 07/15/22
  12,765   14,025,544
Louisiana State (GO) Series D-1        
5.000%, 12/01/20
  4,065   4,201,990
TOTAL LOUISIANA
      20,543,494
MAINE — (0.3%)
Maine State (GO) Series B        
5.000%, 06/01/20
  3,000   3,040,080
 
5.000%, 06/01/27
  2,000   2,557,540
TOTAL MAINE
      5,597,620
MARYLAND — (10.2%)
Anne County Arundel (GO)        
5.000%, 04/01/22
  2,475   2,694,830
 
5.000%, 04/01/23
  1,165   1,314,796
Baltimore County (GO)        
5.000%, 08/01/21
  1,980   2,102,146
 
5.000%, 02/01/22
  2,100   2,272,725
 
5.000%, 08/01/22
  400   441,044
 
3.000%, 11/01/24
  1,000   1,095,940
 
5.000%, 03/01/27
  5,000   6,376,050
 
5.000%, 11/01/27
  2,175   2,817,060
 
5.000%, 03/01/28
  4,000   5,220,200
Baltimore County (GO) Series B        
5.000%, 08/01/24
  5,800   6,859,428
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
MARYLAND — (Continued)
Carroll County (GO)        
5.000%, 11/01/20
  5,450   $5,617,642
City of Baltimore (GO) Series B        
5.000%, 10/15/21
  2,500   2,675,300
 
5.000%, 10/15/22
  8,060   8,947,325
 
5.000%, 10/15/23
  2,640   3,036,264
Frederick County (GO) Series A        
5.000%, 08/01/27
  4,725   6,085,044
Howard County (GO) Series A        
5.000%, 02/15/28
  1,220   1,590,441
Howard County (GO) Series D        
5.000%, 02/15/24
  5,140   5,984,142
Maryland State (GO)        
5.000%, 06/01/23
  5,000   5,679,750
Maryland State (GO) Series A        
5.000%, 03/15/26
  8,155   10,154,035
 
5.000%, 08/01/27
  5,000   6,439,200
 
5.000%, 08/01/27
  2,000   2,575,680
Maryland State (GO) Series B        
5.000%, 08/01/26
  10,000   12,575,400
 
5.000%, 08/01/27
  5,945   7,656,209
 
5.000%, 08/01/28
  4,000   5,271,800
Maryland State (GO) Series C        
5.000%, 08/01/20
  7,250   7,398,770
 
5.000%, 08/01/22
  1,500   1,653,915
Montgomery County (GO) Series A        
5.000%, 11/01/27
  2,500   3,238,000
Montgomery County (GO) Series C        
5.000%, 10/01/27
  8,500   10,988,460
Montgomery County (GO) Series D        
3.000%, 11/01/23
  4,000   4,313,560
 
4.000%, 11/01/26
  9,500   11,403,230
Prince County George's (GO) Series A        
5.000%, 07/15/25
  17,780   21,694,978
 
4.000%, 07/01/26
  2,000   2,385,380
 
3.000%, 09/15/27
  10,950   12,377,442
Prince County George's (GO) Series B        
4.000%, 03/01/22
  2,480   2,641,498
Prince County George's (GO) Series C        
5.000%, 08/01/20
  3,450   3,520,794
State of Maryland Department of Transportation (RB)        
5.000%, 02/15/23
  1,000   1,124,420
University System of Maryland (RB)        
4.000%, 04/01/23
  10,515   11,533,167
      Face
Amount 		  Value†
      (000)    
MARYLAND — (Continued)
University System of Maryland (RB) Series B        
5.000%, 04/01/20
  4,355   $4,383,612
Worcester County (GO) Series B        
4.000%, 08/01/21
  2,000   2,093,800
TOTAL MARYLAND
      216,233,477
MASSACHUSETTS — (4.0%)
City of Boston (GO)        
5.000%, 03/01/28
  6,800   8,948,188
City of Boston (GO) Series A        
5.000%, 03/01/20
  3,270   3,280,399
City of Boston (GO) Series B        
4.000%, 01/01/23
  1,795   1,963,443
 
5.000%, 04/01/24
  3,000   3,522,780
City of Cambridge (GO)        
3.000%, 02/15/20
  2,070   2,071,408
City of Springfield (GO) (ST AID WITHHLDG) Series C        
4.000%, 08/01/23
  150   166,085
City of Woburn (GO)        
4.000%, 09/01/22
  350   378,479
Commonwealth of Massachusetts (GO) Series B        
5.250%, 08/01/21
  5,000   5,325,400
 
5.000%, 07/01/28
  1,725   2,260,957
 
5.000%, 07/01/28
  4,000   5,242,800
Commonwealth of Massachusetts (GO) Series C        
5.000%, 10/01/21
  1,005   1,073,521
 
5.000%, 04/01/23
  10,000   11,285,800
 
5.000%, 08/01/24
  1,500   1,772,535
 
5.000%, 04/01/26
  4,000   4,981,040
Commonwealth of Massachusetts (GO) Series E        
5.000%, 11/01/23
  970   1,117,314
 
5.000%, 11/01/27
  9,000   11,633,490
Commonwealth of Massachusetts (GO) (AGM) Series B        
5.250%, 09/01/24
  3,700   4,425,866
Commonwealth of Massachusetts (GO) (AMBAC) Series C        
5.500%, 12/01/23
  3,500   4,108,825
Massachusetts Bay Transportation Authority (RB) (NATL) Series B        
5.500%, 07/01/24
  3,020   3,623,849
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
MASSACHUSETTS — (Continued)
Massachusetts Water Resources Authority (RB) Series A        
5.000%, 08/01/22
  3,000   $3,308,610
Massachusetts Water Resources Authority (RB) (AGM) Series B        
5.250%, 08/01/28
  1,000   1,333,410
Town of Nantucket (GO)        
3.000%, 10/01/22
  1,115   1,178,131
Town of Wilmington (GO)        
5.000%, 03/15/20
  1,665   1,673,025
TOTAL MASSACHUSETTS
      84,675,355
MICHIGAN — (0.2%)
Kentwood Public Schools (GO)        
4.000%, 05/01/22
  500   533,290
Michigan State (GO) Series A        
5.000%, 05/01/25
  2,000   2,421,040
Michigan State Comprehensive Transportation Revenue (RB) (AGM)        
5.250%, 05/15/21
  1,000   1,056,300
University of Michigan (RB) Series A        
4.000%, 04/01/23
  1,000   1,098,800
TOTAL MICHIGAN
      5,109,430
MINNESOTA — (3.9%)
Bloomington Independent School District No. 271 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/20
  1,150   1,150,000
City of Saint Cloud (GO) Series B        
5.000%, 02/01/21
  1,275   1,327,402
Dakota County Community Development Agency (RB) (CNTY GTD) Series B        
5.000%, 01/01/23
  800   894,848
Elk River Independent School District No. 728 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/21
  5,000   5,205,500
Hennepin County (GO) Series C        
5.000%, 12/01/26
  4,070   5,170,731
 
5.000%, 12/01/27
  5,800   7,541,392
      Face
Amount 		  Value†
      (000)    
MINNESOTA — (Continued)
Lakeville Independent School District No. 194 (GO) (SD CRED PROG) Series D        
5.000%, 02/01/22
  4,000   $4,323,200
Metropolitan Council (GO) Series B        
5.000%, 03/01/23
  2,015   2,268,668
Metropolitan Council (GO) Series C        
5.000%, 03/01/23
  4,200   4,728,738
 
5.000%, 03/01/26
  700   868,819
Minnesota State (GO) Series A        
5.000%, 10/01/20
  4,390   4,509,584
 
5.000%, 08/01/22
  3,000   3,307,050
 
5.000%, 08/01/27
  5,000   6,443,350
 
5.000%, 08/01/28
  6,130   8,084,857
Minnesota State (GO) Series B        
5.000%, 08/01/20
  5,460   5,571,220
 
5.000%, 10/01/21
  4,660   4,978,511
Minnesota State (GO) Series F        
5.000%, 10/01/21
  12,025   12,846,909
Morris Area Schools Independent School District No. 2769 (GO) (SD CRED PROG) Series A        
4.000%, 02/01/24
  1,125   1,257,368
Rochester Independent School District No. 535 (GO) (SD CRED PROG) Series A        
3.000%, 02/01/22
  1,240   1,291,782
Saint Paul Public Library Agency (GO) Series C        
5.000%, 03/01/20
  250   250,778
TOTAL MINNESOTA
      82,020,707
MISSISSIPPI — (0.9%)
Mississippi State (GO) Series A        
5.000%, 10/01/27
  9,110   11,722,839
Mississippi State (GO) Series F        
5.000%, 11/01/21
  7,750   8,306,140
TOTAL MISSISSIPPI
      20,028,979
MISSOURI — (1.2%)
Cass County Reorganized School District No. R-2 (GO) (ST AID DIR DEP)        
5.000%, 03/01/21
  1,000   1,043,650
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
MISSOURI — (Continued)
City of Belton (GO) Series C        
5.000%, 03/01/27
  2,150   $2,714,870
City of Kansas City (GO) Series A        
4.000%, 02/01/22
  1,150   1,220,978
 
5.000%, 02/01/23
  3,955   4,435,888
Columbia School District (GO) Series B        
5.000%, 03/01/23
  1,120   1,259,182
 
5.000%, 03/01/24
  4,100   4,769,858
North Kansas City School District No. 74 (GO) (ST AID DIR DEP)        
4.000%, 03/01/23
  5,335   5,833,129
Saint Louis County Reorganized School District No R-6 (GO)        
5.000%, 02/01/26
  2,000   2,472,920
St. Charles Community College (GO)        
3.000%, 02/15/20
  2,245   2,246,482
TOTAL MISSOURI
      25,996,957
MONTANA — (0.0%)
City & County of Butte-Silver Bow (GO)        
4.000%, 07/01/21
  615   641,703
NEBRASKA — (0.4%)
City of Omaha (GO) Series B        
3.000%, 11/15/22
  1,665   1,760,221
Douglas County School District No. 17 (GO)        
4.000%, 12/15/26
  2,260   2,707,322
Lancaster County School District 001 (GO)        
5.000%, 01/15/21
  2,470   2,565,540
Metropolitan Utilities District of Omaha (RB)        
5.000%, 12/01/20
  1,000   1,033,780
TOTAL NEBRASKA
      8,066,863
NEVADA — (0.2%)
City of Henderson NV (GO)        
5.000%, 06/01/21
  490   516,798
Clark County (GO) Series A        
5.000%, 07/01/25
  2,700   3,274,533
TOTAL NEVADA
      3,791,331
NEW HAMPSHIRE — (0.4%)
City of Nashua (GO)        
4.000%, 07/15/20
  2,720   2,758,515
      Face
Amount 		  Value†
      (000)    
NEW HAMPSHIRE — (Continued)
New Hampshire State (GO) Series A        
5.000%, 03/01/23
  5,910   $6,648,277
TOTAL NEW HAMPSHIRE
      9,406,792
NEW JERSEY — (1.1%)
City of Hoboken (GO)        
3.000%, 02/01/26
  2,945   3,251,840
 
3.000%, 02/01/27
  3,035   3,372,553
 
3.000%, 02/01/28
  4,560   5,085,905
Essex County (GO) Series A        
5.000%, 08/01/20
  1,000   1,020,520
Montville Township (GO)        
3.000%, 10/01/25
  505   561,969
Morris County (GO)        
4.000%, 10/15/20
  2,390   2,442,867
Princeton Regional School District (GO) (ST AID WITHHLDG)        
1.750%, 02/01/22
  1,095   1,113,604
South Orange & Maplewood School District (GO) (SCH BD RES FD)        
3.000%, 03/01/22
  350   365,088
Township of Livingston (GO)        
3.000%, 01/15/21
  350   357,217
Township of Parsippany-Troy Hills (GO) Series ABCD        
2.000%, 09/15/22
  4,100   4,213,980
Union County (GO) (ETM) Series B        
3.000%, 03/01/22
  45   46,853
Union County (GO) Series B        
3.000%, 03/01/22
  2,315   2,415,309
TOTAL NEW JERSEY
      24,247,705
NEW MEXICO — (1.0%)
City of Albuquerque (GO) Series A        
5.000%, 07/01/24
  1,300   1,530,035
Farmington Municipal School District No. 5 (GO) (ST AID WITHHLDG)        
4.000%, 09/01/20
  945   961,812
Las Cruces School District No. 2 (GO) (ST AID WITHHLDG) Series A        
4.000%, 08/01/20
  125   126,902
New Mexico State (GO)        
5.000%, 03/01/23
  5,000   5,626,200
New Mexico State Severance Tax Permanent Fund (RB) Series A        
5.000%, 07/01/27
  2,000   2,552,640
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW MEXICO — (Continued)
New Mexico State Severance Tax Permanent Fund (RB) Series B        
4.000%, 07/01/20
  4,100   $4,153,013
Santa Fe County (GO)        
5.000%, 07/01/22
  1,000   1,098,970
Santa Fe Public School District (GO) (ST AID WITHHLDG)        
5.000%, 08/01/20
  3,270   3,335,792
 
5.000%, 08/01/24
  2,000   2,356,600
TOTAL NEW MEXICO
      21,741,964
NEW YORK — (5.5%)
City of New York (GO)        
5.000%, 08/01/26
  2,500   3,134,900
City of New York (GO) Series A        
5.000%, 08/01/24
  3,860   4,559,432
 
5.000%, 08/01/26
  7,015   8,796,529
City of New York (GO) Series B        
5.000%, 08/01/21
  450   477,761
 
5.000%, 08/01/22
  600   661,254
 
5.000%, 12/01/22
  2,240   2,498,742
City of New York (GO) Series C        
5.000%, 08/01/20
  5,625   5,739,862
 
5.000%, 08/01/22
  1,500   1,653,135
City of New York (GO) Series D        
5.000%, 08/01/22
  1,055   1,162,705
City of New York (GO) Series E        
5.000%, 08/01/21
  3,975   4,220,218
 
5.000%, 08/01/23
  6,000   6,851,460
 
5.000%, 08/01/23
  3,725   4,253,615
City of New York (GO) Series H        
5.000%, 08/01/22
  1,000   1,102,090
Kingston City School District (GO) (ST AID WITHHLDG)        
3.000%, 06/01/26
  2,000   2,224,860
New York State Dormitory Authority (RB)        
5.000%, 02/15/23
  2,000   2,245,660
 
5.000%, 02/15/25
  4,055   4,880,395
New York State Dormitory Authority (RB) Series A        
3.000%, 07/01/20
  1,615   1,630,310
 
5.000%, 12/15/22
  10,000   11,161,800
 
5.000%, 03/15/23
  200   225,426
 
5.000%, 03/15/23
  2,500   2,815,350
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
New York State Dormitory Authority (RB) Series B        
5.000%, 02/15/22
  10,200   $11,044,458
 
5.000%, 02/15/24
  4,900   5,704,727
New York State Dormitory Authority (RB) Series C        
5.000%, 03/15/27
  1,265   1,617,986
New York State Dormitory Authority (RB) Series D        
5.000%, 02/15/24
  9,950   11,584,088
New York State Dormitory Authority (RB) Series E        
5.000%, 03/15/21
  2,000   2,091,340
 
5.000%, 03/15/28
  2,505   3,272,657
New York State Urban Development Corp. (RB) Series A        
5.000%, 03/15/22
  1,250   1,357,950
 
5.000%, 03/15/25
  3,440   4,151,289
Town of Cheektowaga (GO)        
5.000%, 07/15/23
  300   342,921
Town of Huntington (GO)        
2.000%, 12/01/23
  100   104,487
Triborough Bridge & Tunnel Authority (RB) Series B        
5.000%, 11/15/20
  4,000   4,130,080
Triborough Bridge & Tunnel Authority (RB) Series C1        
4.000%, 11/15/27
  1,250   1,529,238
TOTAL NEW YORK
      117,226,725
NORTH CAROLINA — (6.2%)
City of Charlotte (GO) Series A        
5.000%, 06/01/24
  2,500   2,940,000
City of Greensboro (GO) Series B        
5.000%, 10/01/27
  4,430   5,734,502
City of Raleigh (GO) Series A        
5.000%, 09/01/22
  2,685   2,969,583
Forsyth County (GO)        
4.000%, 12/01/21
  3,500   3,700,515
Guilford County (GO)        
5.000%, 03/01/24
  2,300   2,681,800
Guilford County (GO) Series A        
5.000%, 02/01/22
  1,800   1,947,312
Guilford County (GO) Series B        
5.000%, 05/01/24
  5,000   5,863,300
Johnston County (GO)        
4.000%, 02/01/20
  3,735   3,735,000
Johnston County (GO) Series A        
5.000%, 02/01/21
  2,995   3,118,094
Moore County (GO)        
5.000%, 06/01/22
  2,740   2,998,574
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NORTH CAROLINA — (Continued)
New Hanover County (GO)        
5.000%, 02/01/23
  250   $280,713
North Carolina Eastern Municipal Power Agency (RB) (NATL-IBC) (ETM) Series B        
6.000%, 01/01/22
  9,700   10,633,819
North Carolina State (GO) Series A        
5.000%, 06/01/24
  4,800   5,647,008
 
5.000%, 06/01/25
  10,000   12,160,400
 
5.000%, 06/01/26
  5,000   6,267,500
 
5.000%, 06/01/28
  5,035   6,619,414
North Carolina State (GO) Series B        
5.000%, 06/01/25
  10,545   12,823,142
North Carolina State (GO) Series C        
5.000%, 05/01/20
  3,270   3,302,798
 
4.000%, 05/01/22
  3,000   3,210,810
North Carolina State (GO) Series D        
4.000%, 06/01/23
  8,700   9,601,146
Wake County (GO)        
5.000%, 09/01/21
  1,450   1,544,409
Wake County (GO) Series A        
5.000%, 03/01/28
  2,000   2,611,900
Wake County (GO) Series B        
5.000%, 03/01/24
  10,000   11,664,400
 
5.000%, 03/01/25
  5,000   6,031,700
Wake County (GO) Series C        
5.000%, 03/01/24
  3,000   3,499,320
TOTAL NORTH CAROLINA
      131,587,159
OHIO — (5.2%)
City of Cincinnati (GO) Series A        
4.000%, 12/01/21
  2,645   2,795,051
City of Columbus (GO)        
5.000%, 04/01/23
  750   846,435
 
2.000%, 08/15/22
  6,160   6,338,455
City of Columbus (GO) Series 1        
5.000%, 07/01/22
  4,100   4,505,777
 
5.000%, 07/01/26
  4,260   5,336,545
City of Columbus (GO) Series 2017-1        
4.000%, 04/01/27
  3,690   4,434,974
City of Columbus (GO) Series A        
2.000%, 08/15/20
  3,285   3,305,137
 
3.000%, 07/01/21
  470   484,180
 
4.000%, 04/01/22
  2,000   2,134,940
 
3.000%, 07/01/22
  700   735,973
 
4.000%, 07/01/23
  4,995   5,519,825
 
4.000%, 04/01/27
  8,800   10,576,632
      Face
Amount 		  Value†
      (000)    
OHIO — (Continued)
City of Columbus (GO)        
4.000%, 04/01/24
  4,000   $4,507,240
Hamilton County Sewer System Revenue (RB) Series A        
5.000%, 12/01/21
  200   215,034
Ohio Higher Educational Facility Commission (RB)        
¤
5.250%, 07/01/44 (Pre-refunded @ $100, 7/1/20)
  1,875   1,907,925
Ohio State (GO) Series A        
3.000%, 02/01/22
  500   521,110
 
5.000%, 08/01/22
  4,005   4,412,829
 
5.000%, 08/01/22
  3,000   3,305,490
 
5.000%, 09/15/22
  250   276,685
 
5.000%, 09/15/22
  500   553,370
 
5.000%, 03/01/25
  3,525   4,238,742
 
5.000%, 09/01/25
  5,550   6,779,047
Ohio State (GO) Series B        
5.000%, 08/01/20
  3,020   3,081,366
 
5.000%, 06/15/21
  1,500   1,584,225
 
5.000%, 09/01/24
  2,665   3,154,027
 
5.000%, 09/01/27
  625   803,288
 
5.000%, 09/15/27
  1,500   1,929,540
Ohio State (GO) Series C        
5.000%, 09/15/21
  1,000   1,066,370
 
5.000%, 09/15/21
  4,500   4,798,665
 
5.000%, 08/01/27
  6,880   8,826,008
Ohio State (GO) Series U        
5.000%, 05/01/28
  4,325   5,650,872
State of Ohio (GO) Series B        
5.000%, 06/15/23
  2,000   2,271,460
Upper Arlington City School District (GO) Series A        
5.000%, 12/01/27
  3,190   4,120,013
TOTAL OHIO
      111,017,230
OKLAHOMA — (0.0%)
City of Oklahoma City (GO)        
4.000%, 03/01/23
  1,000   1,095,600
OREGON — (2.5%)
City of Portland (GO) Series B        
4.000%, 06/01/20
  935   944,556
City of Portland Sewer System Revenue (RB) Series A        
5.000%, 10/01/23
  700   804,258
 
5.000%, 06/15/26
  1,550   1,936,182
City of Portland Water System Revenue (RB) Series A        
5.000%, 04/01/21
  8,000   8,382,720
City of Salem (GO)        
5.000%, 06/01/25
  530   644,194
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
OREGON — (Continued)
Clackamas County School District No. 46 Oregon Trail (GO) (SCH BD GTY)        
5.000%, 06/15/22
  1,215   $1,333,353
Deschutes County Administrative School District No. 1 Bend-La Pine (GO) (SCH BD GTY)        
5.000%, 06/15/27
  4,680   5,978,513
Lane County School District No. 4J Eugene (GO) (SCH BD GTY) Series A        
5.000%, 06/15/23
  3,355   3,816,379
Oregon State (GO) Series A        
5.000%, 05/01/21
  200   210,252
Oregon State (GO) Series G        
5.000%, 12/01/24
  2,290   2,736,252
Oregon State (GO) Series H        
5.000%, 05/01/25
  2,420   2,930,862
Oregon State (GO) Series N        
5.000%, 05/01/23
  1,350   1,528,551
Oregon State Department of Transportation (RB) Series B        
5.000%, 11/15/26
  3,500   4,420,535
State of Oregon (GO) Series A        
5.000%, 05/01/24
  3,545   4,153,854
Washington & Multnomah Counties School District No. 48J Beaverton (GO) (SCH BD GTY) Series C        
5.000%, 06/15/27
  2,390   3,051,170
Washington County (GO)        
5.000%, 03/01/24
  2,400   2,798,400
 
5.000%, 03/01/25
  5,100   6,143,868
 
5.000%, 03/01/26
  300   372,153
TOTAL OREGON
      52,186,052
PENNSYLVANIA — (1.7%)
Commonwealth of Pennsylvania (GO)        
5.000%, 04/01/22
  11,260   12,252,456
 
5.000%, 07/15/22
  12,820   14,099,180
Commonwealth of Pennsylvania (GO) Series REF        
5.000%, 07/01/22
  2,000   2,196,420
Montgomery County (GO)        
5.000%, 05/01/23
  5,255   5,951,813
West View Municipal Authority Water Revenue (RB)        
4.000%, 11/15/20
  1,100   1,126,972
TOTAL PENNSYLVANIA
      35,626,841
      Face
Amount 		  Value†
      (000)    
RHODE ISLAND — (0.3%)
Rhode Island State (GO) Series A        
5.000%, 08/01/22
  1,605   $1,768,020
Rhode Island State (GO) Series C        
5.000%, 08/01/20
  4,870   4,968,471
Rhode Island State (GO) Series D        
5.000%, 08/01/22
  685   754,576
TOTAL RHODE ISLAND
      7,491,067
SOUTH CAROLINA — (2.8%)
Beaufort County (GO) (ST AID WITHHLDG) Series C        
5.000%, 03/01/22
  3,485   3,778,960
Berkeley County School District (GO) (SCSDE) Series B        
5.000%, 03/01/22
  4,120   4,467,522
Charleston County (GO)        
5.000%, 11/01/23
  1,000   1,153,070
Charleston County (GO) Series A        
5.000%, 11/01/22
  4,780   5,320,283
Charleston County (GO) Series B        
5.000%, 11/01/23
  3,560   4,104,929
Charleston County (GO) (ST AID WITHHLDG) Series C        
5.000%, 11/01/27
  2,855   3,702,707
Charleston County School District (GO) (SCSDE) Series A        
5.000%, 02/01/21
  2,020   2,102,194
City of North Charleston (GO) (ST AID WITHHLDG)        
5.000%, 06/01/21
  385   405,266
Clemson University (RB)        
3.000%, 05/01/21
  350   359,139
Dorchester County School District No. 2 (GO) (SCSDE) Series B        
5.000%, 03/01/25
  1,430   1,720,333
Florence School District One (GO) (SCSDE)        
5.000%, 03/01/20
  3,335   3,345,272
 
5.000%, 03/01/21
  3,170   3,309,765
Richland County School District No. 1 (GO) (SCSDE) Series 1-A        
5.000%, 03/01/20
  5,480   5,497,043
Richland County School District No. 1 (GO) (SCSDE) Series A        
5.000%, 03/01/23
  3,970   4,465,932
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
SOUTH CAROLINA — (Continued)
Richland County School District No. 2 (GO) (SCSDE) Series A        
5.000%, 02/01/21
  2,085   $2,169,839
South Carolina State (GO) (ST AID WITHHLDG) Series A        
5.000%, 10/01/23
  5,500   6,321,315
South Carolina State (GO) (ST AID WITHHLDG) Series B        
4.000%, 08/01/26
  1,405   1,678,469
York County (GO) (ST AID WITHHLDG)        
5.000%, 04/01/20
  1,900   1,912,521
York County School District No. 1 (GO) (SCSDE)        
5.000%, 03/01/21
  3,790   3,955,850
TOTAL SOUTH CAROLINA
      59,770,409
TENNESSEE — (4.3%)
City of Clarksville Water Sewer & Gas Revenue (RB)        
5.000%, 02/01/20
  3,150   3,150,000
City of Maryville (GO) Series A        
5.000%, 06/01/22
  1,865   2,039,191
City of Memphis (GO) Series A        
5.000%, 11/01/22
  9,695   10,773,957
 
5.000%, 04/01/25
  1,945   2,341,702
City of Pigeon Forge (GO)        
4.000%, 06/01/21
  670   696,927
Hamilton County (GO) Series A        
5.000%, 04/01/26
  3,000   3,739,830
Hamilton County (GO) Series B        
3.000%, 03/01/22
  4,550   4,749,062
Knox County (GO)        
5.000%, 06/01/20
  2,585   2,619,794
 
5.000%, 04/01/24
  3,440   4,014,824
Knox County (GO) Series A        
5.000%, 08/01/23
  1,300   1,484,483
Maury County (GO)        
5.000%, 04/01/21
  5,105   5,349,223
Metropolitan Government of Nashville & Davidson County (GO)        
5.000%, 07/01/22
  1,000   1,098,210
 
5.000%, 01/01/26
  5,840   7,210,298
 
5.000%, 07/01/27
  3,510   4,488,483
 
4.000%, 07/01/28
  10,000   12,261,700
      Face
Amount 		  Value†
      (000)    
TENNESSEE — (Continued)
Metropolitan Government of Nashville & Davidson County (GO) Series A        
5.000%, 01/01/22
  1,500   $1,617,870
Putnam County (GO)        
4.000%, 04/01/23
  975   1,069,731
Shelby County (GO) Series A        
5.000%, 04/01/20
  7,000   7,045,920
Sumner County (GO)        
5.000%, 06/01/21
  110   116,016
Tennessee State (GO) Series A        
5.000%, 02/01/27
  7,720   9,836,824
Tennessee State (GO) Series B        
5.000%, 08/01/20
  1,945   1,984,717
Town of Greeneville (GO)        
3.000%, 06/01/21
  1,360   1,397,699
Williamson County (GO) Series A        
4.000%, 05/01/22
  300   321,012
Wilson County (GO) Series B        
4.000%, 04/01/20
  1,040   1,045,179
TOTAL TENNESSEE
      90,452,652
TEXAS — (12.3%)
Aldine Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/25
  4,750   5,688,173
Austin Independent School District (GO) (PSF-GTD)        
5.000%, 08/01/20
  350   357,130
City of Arlington (GO) Series A        
3.000%, 08/15/20
  1,700   1,719,397
City of Austin (GO)        
5.000%, 09/01/20
  1,655   1,694,406
City of Dallas (GO)        
5.000%, 02/15/21
  9,505   9,901,834
City of Denton (GO)        
4.000%, 02/15/22
  2,510   2,665,168
City of Fort Worth (GO) Series A        
5.000%, 03/01/25
  5,000   6,006,850
City of Houston (GO) Series A        
5.000%, 03/01/21
  3,100   3,236,338
 
5.000%, 03/01/22
  5,890   6,390,650
City of Lubbock (GO)        
5.000%, 02/15/23
  1,000   1,121,860
City of Richardson (GO)        
5.000%, 02/15/27
  1,715   2,169,921
City of San Antonio Electric & Gas Systems Revenue (RB) (ETM)        
5.000%, 02/01/21
  720   749,225
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
TEXAS — (Continued)
City of San Antonio Electric & Gas Systems Revenue (RB)        
5.000%, 02/01/21
  3,000   $3,124,500
City of Southlake (GO)        
3.000%, 02/15/23
  1,510   1,602,080
Clear Creek Independent School District (GO) (PSF-GTD) Series A        
4.000%, 02/15/23
  4,380   4,787,296
 
5.000%, 02/15/25
  2,175   2,614,067
Conroe Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/26
  2,260   2,789,721
Cypress-Fairbanks Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/21
  3,500   3,649,065
Dallas Area Rapid Transit (RB) Series B        
5.000%, 12/01/21
  2,545   2,733,915
El Paso Independent School District (GO) (PSF-GTD)        
5.000%, 08/15/24
  500   590,395
Fort Worth Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/23
  3,815   4,284,779
Galveston County (GO)        
5.000%, 02/01/22
  1,000   1,081,990
Grayson County (GO)        
5.000%, 01/01/21
  1,990   2,064,744
Hays Consolidated Independent School District (GO) (PSF-GTD)        
5.000%, 08/15/23
  1,355   1,545,323
Hidalgo County Drain District No. 1 (GO)        
5.000%, 09/01/22
  1,000   1,102,480
Highland Park Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/20
  1,790   1,792,255
Houston Higher Education Finance Corp. (RB) Series A        
¤
6.875%, 05/15/41 (Pre-refunded @ $100, 5/15/21)
  3,225   3,467,585
Houston Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/26
  7,020   8,688,584
      Face
Amount 		  Value†
      (000)    
TEXAS — (Continued)
Humble Independent School District (GO) (PSF-GTD) Series A        
5.500%, 02/15/25
  7,000   $8,561,700
Katy Independent School District (GO) (PSF-GTD) Series A        
5.000%, 02/15/20
  3,820   3,824,813
La Porte Independent School District (GO)        
5.000%, 02/15/21
  1,700   1,772,403
Lake Travis Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/20
  3,480   3,484,385
Mansfield Independent School District (GO)        
5.000%, 02/15/20
  1,000   1,001,260
Mansfield Independent School District (GO) (PSF-GTD) Series A        
5.000%, 02/15/22
  895   969,428
North Texas Municipal Water District Water System Revenue (RB)        
5.000%, 09/01/24
  5,715   6,744,043
Northside Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/23
  4,535   5,089,086
 
5.000%, 08/15/25
  1,880   2,282,978
Northside Independent School District (GO) (PSF-GTD) Series A        
4.000%, 08/15/24
  5,215   5,924,397
Northwest Independent School District (GO) (PSF-GTD) Series A        
5.000%, 02/15/24
  1,695   1,966,793
Permanent University Fund - Texas A&M University System (RB)        
5.000%, 07/01/23
  3,500   3,983,770
Permanent University Fund - University of Texas System (RB) Series B        
5.000%, 07/01/26
  5,500   6,878,245
Plano Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/24
  11,000   12,763,850
San Antonio Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/20
  4,100   4,105,166
 
5.000%, 08/15/26
  4,340   5,438,107
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
TEXAS — (Continued)
Spring Independent School District (GO) (BAM)        
5.000%, 08/15/24
  4,985   $5,886,238
State of Texas (GO) Series A        
5.000%, 10/01/23
  2,690   3,089,600
Tarrant Regional Water District (RB)        
6.000%, 09/01/24
  3,450   4,232,184
Texas A&M University (RB) Series B        
5.000%, 05/15/21
  4,000   4,210,400
Texas State (GO)        
5.000%, 04/01/23
  10,000   11,285,800
 
5.000%, 10/01/23
  15,345   17,624,500
 
5.000%, 10/01/26
  2,845   3,582,452
Texas State (GO) Series A        
5.000%, 04/01/25
  1,000   1,206,770
Texas Transportation Commission State Highway Fund (RB)        
5.000%, 10/01/25
  10,000   12,233,500
 
5.250%, 04/01/26
  300   376,017
 
5.000%, 10/01/26
  4,340   5,442,707
Texas Transportation Commission State Highway Fund (RB) Series A        
5.000%, 04/01/20
  7,900   7,951,429
Trinity River Authority Central Regional Wastewater System Revenue (RB)        
5.000%, 08/01/27
  3,150   4,035,780
University of Texas System (The) (RB)        
5.000%, 08/15/25
  2,500   3,053,950
 
5.000%, 08/15/26
  1,500   1,882,770
University of Texas System (The) (RB) Series        
5.000%, 08/15/26
  2,000   2,506,040
University of Texas System (The) (RB) Series C        
5.000%, 08/15/24
  1,850   2,188,976
University of Texas System (The) (RB) Series E        
5.000%, 08/15/26
  4,835   6,068,795
Via Metropolitan Transit (RB)        
5.000%, 07/15/20
  2,495   2,541,207
TOTAL TEXAS
      261,809,270
UTAH — (2.4%)
North Davis County Sewer District (RB)        
3.000%, 03/01/21
  2,135   2,184,703
Salt County Lake (GO)        
5.000%, 12/15/26
  1,095   1,387,496
      Face
Amount 		  Value†
      (000)    
UTAH — (Continued)
Utah State (GO)        
5.000%, 07/01/22
  11,285   $12,407,519
 
5.000%, 07/01/24
  12,350   14,576,458
 
5.000%, 07/01/26
  4,450   5,583,994
 
5.000%, 07/01/27
  4,435   5,704,164
 
5.000%, 07/01/27
  1,665   2,141,473
Washington County School District Board of Education/St George (GO) (SCH BD GTY)        
5.000%, 03/01/20
  2,135   2,141,640
 
5.000%, 03/01/22
  4,465   4,842,605
TOTAL UTAH
      50,970,052
VERMONT — (0.1%)
Vermont State (GO) Series B        
5.000%, 08/15/23
  1,270   1,452,677
Vermont State (GO) Series C        
4.000%, 08/15/23
  225   249,556
Vermont State (GO) Series F        
5.000%, 08/15/20
  1,100   1,124,288
TOTAL VERMONT
      2,826,521
VIRGINIA — (4.5%)
Arlington County (GO)        
5.000%, 08/15/22
  3,000   3,313,350
City of Alexandria (GO) (ST AID WITHHLDG) Series A        
5.000%, 07/15/27
  3,160   4,067,963
City of Hampton (GO) (ST AID WITHHLDG) Series B        
5.000%, 09/01/21
  3,000   3,195,810
 
5.000%, 09/01/22
  2,050   2,265,066
City of Lynchburg (GO)        
5.000%, 02/01/20
  1,390   1,390,000
City of Norfolk (GO) (ST AID WTHHLDG)        
5.000%, 08/01/28
  2,405   3,158,294
City of Richmond (GO) (ST AID WITHHLDG) Series A        
5.000%, 07/15/23
  4,315   4,922,854
 
5.000%, 07/15/24
  3,170   3,741,868
City of Richmond (GO) (ST AID WITHHLDG) Series B        
5.000%, 07/15/26
  3,635   4,547,785
City of Richmond (GO) (ST AID WITHHLDG) Series D        
5.000%, 03/01/27
  3,275   4,160,920
City of Richmond (GO) Series B        
5.000%, 07/15/25
  5,350   6,521,650
City of Roanoke (GO) (ST AID WITHHLDG)        
4.000%, 04/01/20
  1,000   1,005,030
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
VIRGINIA — (Continued)
City of Suffolk (GO) (ST AID WITHHLDG)        
5.000%, 02/01/23
  2,000   $2,245,080
City of Virginia Beach (GO) (ST AID WITHHLDG)        
5.000%, 02/01/25
  2,590   3,113,206
City of Virginia Beach (GO) (ST AID WITHHLDG) Series A        
5.000%, 07/15/23
  2,725   3,109,879
City of Virginia Beach (GO) (ST AID WITHHLDG) Series B        
5.000%, 07/15/25
  1,000   1,219,590
Commonwealth of Virginia (GO) Series A        
5.000%, 06/01/24
  2,250   2,648,092
 
5.000%, 06/01/25
  500   608,315
Commonwealth of Virginia (GO) Series B        
4.000%, 06/01/23
  2,500   2,759,825
Commonwealth of Virginia (GO) (ST AID WITHHLDG) Series B        
5.000%, 06/01/23
  10,000   11,366,600
Fairfax County (GO) (ST AID WITHHLDG)        
5.000%, 10/01/24
  5,000   5,948,950
 
5.000%, 10/01/26
  1,000   1,264,370
Fairfax County (GO) (ST AID WITHHLDG) Series A        
5.000%, 10/01/27
  1,000   1,298,740
Henrico County (GO) (ST AID WITHHLDG)        
5.000%, 08/01/27
  1,680   2,166,377
 
5.000%, 08/01/28
  2,905   3,831,404
Loudoun County (GO) (ST AID WITHHLDG) Series A        
5.000%, 12/01/22
  4,000   4,465,640
Pittsylvania County (GO) (ST AID WITHHLDG)        
5.000%, 02/01/21
  250   260,173
University of Virginia (RB) Series B        
5.000%, 08/01/21
  6,250   6,635,562
Virginia Resources Authority (RB) Series D        
5.000%, 11/01/20
  745   768,080
TOTAL VIRGINIA
      96,000,473
WASHINGTON — (6.8%)
Benton County School District No. 400 Richland (GO) (SCH BD GTY)        
5.000%, 12/01/22
  4,705   5,237,277
      Face
Amount 		  Value†
      (000)    
WASHINGTON — (Continued)
City of Seattle Drainage & Wastewater Revenue (RB)        
5.000%, 09/01/20
  3,665   $3,751,824
 
5.000%, 07/01/27
  8,400   10,762,332
City of Seattle Municipal Light & Power Revenue (RB)        
5.000%, 09/01/20
  350   358,334
City of Seattle Municipal Light & Power Revenue (RB) Series A        
5.000%, 06/01/22
  310   339,633
City of Seattle Municipal Light & Power Revenue (RB) Series B        
5.000%, 02/01/23
  12,040   13,511,529
City of Seattle Water System Revenue (RB)        
5.000%, 09/01/22
  6,000   6,634,320
Clark County School District No. 119 Battleground (GO) (SCH BD GTY)        
4.000%, 12/01/21
  1,000   1,056,170
 
4.000%, 12/01/22
  2,630   2,855,154
County of Kitsap WA (GO)        
5.000%, 06/01/21
  200   210,964
King County (GO)        
5.000%, 01/01/21
  425   441,001
King County (GO) Series A        
5.000%, 06/01/28
  3,555   4,640,697
 
5.000%, 06/01/29
  2,050   2,731,994
King County (GO) Series E        
5.000%, 12/01/25
  955   1,175,471
King County School District No. 400 Mercer Island (GO) (SCH BD GTY)        
5.000%, 12/01/22
  1,145   1,277,259
King County School District No. 405 Bellevue (GO) (SCH BD GTY)        
3.000%, 12/01/22
  6,105   6,471,910
King County School District No. 411 Issaquah (GO) (SCH BD GTY)        
5.000%, 12/01/23
  3,500   4,038,860
King County School District No. 412 Shoreline (GO) (SCH BD GTY)        
4.000%, 12/01/21
  1,000   1,056,730
King County Sewer Revenue (RB) Series B        
5.000%, 07/01/22
  1,000   1,098,460
North Thurston Public Schools (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,880   2,977,776
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
WASHINGTON — (Continued)
Skagit County School District No. 103 Anacortes (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,245   $2,320,656
Snohomish County School District No. 15 Edmonds (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,555   2,641,742
Snohomish County School District No. 201 Snohomish (GO) (SCH BD GTY)        
5.000%, 12/01/25
  4,000   4,900,520
Spokane County (GO)        
5.000%, 12/01/22
  1,025   1,142,486
Tacoma Metropolitan Park District (GO) Series B        
5.000%, 12/01/21
  150   161,304
Thurston County School District No. 111 Olympia (GO) (SCH BD GTY)        
5.000%, 12/01/21
  425   456,786
University of Washington (RB) Series A        
5.000%, 07/01/22
  6,505   7,148,800
Washington State (GO)        
5.000%, 02/01/23
  1,940   2,175,885
Washington State (GO) Series 2013A        
5.000%, 08/01/21
  225   238,950
Washington State (GO) Series A        
5.000%, 08/01/23
  750   856,155
Washington State (GO) Series B        
5.000%, 07/01/24
  1,200   1,413,480
 
5.000%, 07/01/25
  1,500   1,827,135
Washington State (GO) Series C        
5.000%, 02/01/23
  1,500   1,682,385
Washington State (GO) Series D        
5.000%, 07/01/20
  5,000   5,085,200
 
5.000%, 07/01/23
  3,800   4,325,236
 
5.000%, 06/01/27
  3,000   3,831,450
Washington State (GO) Series R-2012C        
4.000%, 07/01/21
  1,610   1,681,758
Washington State (GO) Series R-2013A        
5.000%, 07/01/21
  7,000   7,409,850
Washington State (GO) Series R-2015        
5.000%, 07/01/22
  3,720   4,088,168
Washington State (GO) Series R-2015-C        
5.000%, 07/01/20
  2,000   2,034,080
      Face
Amount 		  Value†
      (000)    
WASHINGTON — (Continued)
Washington State (GO) Series R-2015E        
5.000%, 07/01/21
  5,000   $5,292,750
Washington State (GO) Series R-2017A        
5.000%, 08/01/22
  4,000   4,409,400
Washington State (GO) Series R-2018D        
5.000%, 08/01/25
  3,635   4,439,425
Washington State (GO) Series R-C        
5.000%, 07/01/23
  3,500   3,983,770
TOTAL WASHINGTON
      144,175,066
WEST VIRGINIA — (0.0%)
Jefferson County Board of Education (GO) (WV BD COMM)        
4.000%, 05/01/20
  130   130,988
WISCONSIN — (0.9%)
City of Milwaukee (GO) Series N4        
5.000%, 04/01/27
  2,000   2,534,960
City of Oshkosh (GO) Series B        
3.000%, 12/01/23
  445   478,553
Oregon School District (GO)        
3.000%, 03/01/21
  430   439,589
Sun Prairie Area School District (GO)        
4.000%, 03/01/20
  570   571,322
Wisconsin State (GO)        
5.000%, 05/01/24
  2,515   2,946,951
Wisconsin State (GO) Series 3        
5.000%, 11/01/22
  3,110   3,460,622
Wisconsin State (GO) Series A        
5.000%, 05/01/23
  8,515   9,646,984
TOTAL WISCONSIN
      20,078,981
TOTAL MUNICIPAL BONDS

Cost ($2,026,040,689)
      2,103,615,076
    
      Shares  
TEMPORARY CASH INVESTMENTS — (1.0%)
 
BlackRock Liquidity Funds MuniCash Portfolio
  20,916,333 20,916,333
TOTAL INVESTMENTS — (100.0%)  
(Cost $2,046,961,205)^^
    $2,124,531,409
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $2,103,615,076   —   $2,103,615,076
Temporary Cash Investments
—   20,916,333   —   20,916,333
TOTAL
—   $2,124,531,409   —   $2,124,531,409
DFA California Short-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
MUNICIPAL BONDS — (99.4%)
CALIFORNIA — (99.4%)
Alameda County Transportation Commission (RB)        
5.000%, 03/01/20
  4,500   $4,514,625
Alhambra Unified School District (GO) Series A        
4.000%, 08/01/20
  750   762,315
 
4.000%, 08/01/20
  585   594,606
Anaheim Housing & Public Improvements Authority (RB)        
¤
5.000%, 10/01/33 (Pre-refunded @ $100, 10/1/21)
  1,910   2,044,178
¤
5.000%, 10/01/34 (Pre-refunded @ $100, 10/1/21)
  3,225   3,451,556
Anaheim Union High School District (GO)        
5.000%, 08/01/20
  600   612,792
Bay Area Toll Authority (RB)        
¤
5.000%, 10/01/42 (Pre-refunded @ $100, 10/1/20)
  22,635   23,280,550
Bay Area Toll Authority (RB) Series F-2        
4.000%, 04/01/20
  12,780   12,847,734
 
4.000%, 04/01/21
  1,500   1,558,065
Berkeley Unified School District (GO) Series D        
5.000%, 08/01/23
  295   339,064
Beverly Hills Unified School District (GO) Series A        
5.000%, 08/01/20
  13,055   13,333,333
 
5.000%, 08/01/21
  9,700   10,325,359
California Municipal Finance Authority (RB)        
¤
6.000%, 01/01/42 (Pre-refunded @ $100, 1/1/22)
  1,750   1,923,740
California State (GO)        
5.000%, 02/01/20
  13,120   13,120,000
 
3.000%, 04/01/20
  9,700   9,733,465
 
5.000%, 04/01/20
  325   327,145
 
5.000%, 04/01/20
  3,705   3,729,453
 
5.000%, 04/01/20
  15,000   15,099,000
 
5.000%, 04/01/20
  18,000   18,118,800
 
5.000%, 08/01/20
  7,440   7,592,669
 
5.000%, 08/01/20
  2,415   2,464,556
 
5.000%, 09/01/20
  700   716,786
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
 
5.000%, 10/01/20
  6,455   $6,632,125
 
5.000%, 10/01/20
  3,410   3,503,570
 
5.000%, 10/01/20
  1,610   1,654,178
 
5.000%, 10/01/20
  11,000   11,301,840
 
5.000%, 11/01/20
  8,000   8,247,280
 
5.000%, 02/01/21
  1,575   1,640,048
 
5.000%, 02/01/21
  650   676,845
 
5.000%, 04/01/21
  795   833,319
 
5.000%, 08/01/21
  8,060   8,559,720
 
5.000%, 08/01/21
  2,835   3,010,770
 
5.000%, 08/01/21
  2,000   2,124,000
 
5.000%, 08/01/21
  7,065   7,503,030
 
5.000%, 09/01/21
  1,125   1,198,620
 
5.000%, 09/01/21
  2,645   2,818,089
 
5.000%, 09/01/21
  7,845   8,358,377
 
5.000%, 09/01/21
  16,570   17,654,341
 
5.000%, 10/01/21
  17,155   18,336,465
 
5.000%, 12/01/21
  2,000   2,151,480
 
5.000%, 03/01/22
  1,075   1,167,310
 
5.000%, 04/01/22
  1,800   1,960,686
 
5.000%, 04/01/22
  4,500   4,901,715
 
5.000%, 08/01/22
  785   865,753
 
5.000%, 09/01/22
  2,290   2,533,335
 
5.250%, 09/01/22
  8,170   9,090,105
 
5.000%, 10/01/22
  12,000   13,315,680
 
5.250%, 10/01/22
  500   558,100
California State (GO) Series B        
5.000%, 09/01/20
  3,600   3,686,328
 
5.000%, 09/01/21
  840   894,970
 
5.000%, 08/01/22
  2,250   2,481,458
California State Department of Water Resources (RB)        
5.000%, 12/01/21
  1,000   1,078,780
California State Department of Water Resources (RB) Series AS        
5.000%, 12/01/22
  3,355   3,759,579
California State Department of Water Resources (RB) (ETM) Series AS        
5.000%, 12/01/22
  35   39,160
California State Department of Water Resources Power Supply Revenue (RB) Series L        
5.000%, 05/01/20
  17,945   18,129,475
¤
5.000%, 05/01/22 (Pre-refunded @ $100, 5/1/20)
  7,675   7,754,436
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
California State Department of Water Resources Power Supply Revenue (RB) Series N        
4.000%, 05/01/20
  4,705   $4,742,028
 
5.000%, 05/01/20
  3,000   3,030,840
California State Department of Water Resources Power Supply Revenue (RB) Series O        
5.000%, 05/01/21
  15,855   16,690,083
 
5.000%, 05/01/22
  3,280   3,589,337
California State Public Works Board (RB)        
¤
5.500%, 03/01/25 (Pre-refunded @ $100, 3/1/20)
  2,020   2,027,312
California State Public Works Board (RB) (ETM) Series F        
5.000%, 10/01/20
  2,015   2,072,468
California State Public Works Board (RB) (ETM) Series H        
5.000%, 09/01/21
  1,050   1,121,799
California State University (RB) Series A        
5.000%, 11/01/21
  2,595   2,788,743
California Statewide Communities Dev. Authority (RB) Series A        
¤
6.000%, 08/15/42 (Pre-refunded @ $100, 8/15/20)
  5,500   5,653,780
Carlsbad Unified School District (GO) Series A        
4.000%, 08/01/20
  2,000   2,032,840
 
5.000%, 08/01/21
  1,160   1,234,785
Cerritos Community College District (GO) Series C        
4.000%, 08/01/20
  425   431,979
 
4.000%, 08/01/21
  1,250   1,312,063
Chabot-Las Positas Community College District (GO)        
4.000%, 08/01/22
  3,050   3,301,289
Chabot-Las Positas Community College District (GO) Series A        
4.000%, 08/01/20
  1,275   1,295,936
Chico Unified School District (GO) Series B        
4.000%, 08/01/21
  625   656,031
City & County of San Francisco (GO)        
5.000%, 06/15/20
  1,600   1,625,248
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
City & County of San Francisco (GO) Series A        
5.000%, 06/15/20
  750   $761,835
 
5.000%, 06/15/20
  1,000   1,015,780
City & County of San Francisco (GO) Series R1        
5.000%, 06/15/20
  3,565   3,621,256
 
5.000%, 06/15/20
  965   980,228
 
5.000%, 06/15/21
  250   264,740
City of Berkeley (RN)        
2.000%, 07/22/20
  15,000   15,072,900
City of Long Beach CA Harbor Revenue (RB) Series A        
5.000%, 12/15/20
  14,930   15,470,018
City of Los Angeles (RN)        
5.000%, 06/25/20
  30,375   30,867,682
City of Los Angeles (GO) Series A        
5.000%, 09/01/20
  9,400   9,634,248
City of Los Angeles (GO) Series B        
5.000%, 09/01/21
  4,700   5,019,835
City of Los Angeles CA Solid Waste Resources Revenue (RB) Series A        
5.500%, 02/01/20
  2,860   2,860,000
City of Los Angeles Wastewater System Revenue (RB) Series B        
5.000%, 06/01/21
  1,400   1,480,206
City of Pasadena Electric Revenue (RB) Series A        
5.000%, 06/01/22
  385   423,207
City of San Francisco Public Utilities Commission Water Revenue (RB)        
5.000%, 11/01/20
  5,695   5,874,905
 
5.000%, 11/01/20
  1,070   1,103,801
 
5.000%, 11/01/21
  4,290   4,607,160
 
4.000%, 11/01/22
  3,000   3,267,330
 
5.000%, 11/01/22
  1,345   1,501,302
 
5.000%, 11/01/23
  1,835   2,124,710
¤
5.000%, 11/01/27 (Pre-refunded @ $100, 11/1/21)
  4,690   5,040,155
City of San Francisco Public Utilities Commission Water Revenue (RB) Series F        
¤
5.000%, 11/01/26 (Pre-refunded @ $100, 11/1/20)
  3,510   3,621,407
¤
5.000%, 11/01/28 (Pre-refunded @ $100, 11/1/20)
  6,200   6,396,788
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
City of Santa Rosa Wastewater Revenue (RB) Series A        
5.000%, 09/01/21
  1,760   $1,879,768
City of Torrance (RN)        
2.000%, 06/25/20
  19,000   19,091,770
Colton Joint Unified School District (GO) (AGM)        
4.000%, 08/01/20
  1,000   1,016,020
Conejo Valley Unified School District (GO) Series B        
5.000%, 08/01/20
  1,000   1,021,320
Contra Costa Community College District (GO)        
5.000%, 08/01/21
  1,250   1,330,588
Contra Costa Community College District (GO) Series B2        
3.000%, 08/01/20
  9,515   9,624,613
 
4.000%, 08/01/21
  4,000   4,198,600
County of Riverside (RN)        
5.000%, 06/30/20
  15,100   15,355,945
County of Santa Clara (GO) Series B        
5.000%, 08/01/21
  1,105   1,176,239
County of Santa Cruz (RN)        
4.000%, 07/01/20
  20,000   20,262,000
County of Ventura (RN)        
5.000%, 07/01/20
  43,120   43,857,783
Del Mar Union School District (GO) Series A        
4.000%, 08/01/20
  4,250   4,319,785
Desert Community College District (GO)        
5.000%, 08/01/21
  665   707,873
Desert Sands Unified School District (GO)        
3.000%, 08/01/20
  1,250   1,264,400
 
4.000%, 08/01/21
  450   472,343
East Bay Regional Park District (GO) Series A        
4.000%, 09/01/21
  210   221,004
East Bay Regional Park District (GO) Series A-1        
5.000%, 09/01/20
  810   830,185
East Bay Regional Park District (GO) Series A-2        
5.000%, 09/01/20
  4,900   5,022,108
East Side Union High School District (GO)        
2.000%, 08/01/20
  1,055   1,061,509
El Monte Union High School District (GO)        
2.000%, 06/01/22
  1,080   1,112,584
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
El Rancho Unified School District (GO) (AGM)        
4.000%, 08/01/20
  780   $792,808
El Segundo Unified School District (GO) Series A        
5.000%, 08/01/20
  1,095   1,118,345
 
5.000%, 08/01/21
  600   638,682
Fontana Unified School District (GO)        
4.000%, 08/01/20
  3,620   3,679,440
 
4.000%, 08/01/21
  530   556,315
Fremont Unified School District (GO) Series C        
5.000%, 08/01/20
  13,340   13,624,409
Fremont Union High School District (GO)        
5.000%, 08/01/20
  1,000   1,021,320
Fremont Union High School District (GO) Series A        
3.000%, 08/01/20
  3,505   3,545,378
Fresno Unified School District (GO) Series B        
4.000%, 08/01/20
  4,000   4,065,680
 
4.000%, 08/01/21
  1,165   1,222,842
Gavilan Joint Community College District (GO) Series A        
4.000%, 08/01/20
  2,100   2,134,482
 
4.000%, 08/01/21
  1,500   1,574,475
Gilroy Unified School District (GO) (AGM)        
4.000%, 08/01/23
  1,900   2,116,239
Grossmont Union High School District (GO)        
4.000%, 08/01/20
  2,420   2,459,736
Grossmont Union High School District (GO) Series B        
¤
5.500%, 08/01/45 (Pre-refunded @ $102, 8/1/20)
  3,000   3,130,350
Imperial Irrigation District Electric System Revenue (RB) Series A        
¤
5.500%, 11/01/41 (Pre-refunded @ $100, 11/1/20)
  9,105   9,427,590
Kern Community College District (GO)        
4.000%, 08/01/20
  5,000   5,079,600
Kern High School District (GO) Series A        
3.000%, 08/01/20
  975   986,232
Livermore Valley Joint Unified School District (GO)        
5.000%, 08/01/20
  800   816,696
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Lodi Unified School District (GO)        
4.000%, 08/01/21
  2,390   $2,506,465
Long Beach Community College District (GO) Series C        
4.000%, 08/01/20
  4,000   4,065,680
Long Beach Unified School District (GO) Series A        
5.000%, 08/01/20
  7,375   7,529,285
Long Beach Unified School District (GO) Series B        
5.000%, 08/01/21
  10,000   10,632,300
 
5.000%, 08/01/22
  10,000   11,054,900
Long Beach Unified School District (GO) Series F        
5.000%, 08/01/20
  2,200   2,246,024
 
5.000%, 08/01/21
  5,145   5,470,318
Los Altos Elementary School District (GO)        
4.000%, 08/01/21
  1,550   1,626,012
Los Altos Elementary School District (RN) Series A        
2.000%, 06/30/20
  7,000   7,033,600
Los Angeles Community College District (GO)        
5.000%, 08/01/21
  2,890   3,074,526
Los Angeles Community College District (GO) Series A        
5.000%, 08/01/20
  10,000   10,212,200
 
5.000%, 08/01/21
  3,625   3,856,456
Los Angeles Community College District (GO) Series C        
5.000%, 08/01/20
  4,080   4,166,578
¤
5.250%, 08/01/39 (Pre-refunded @ $100, 8/1/20)
  1,000   1,022,540
Los Angeles Community College District (GO) Series G        
5.000%, 08/01/23
  3,350   3,847,877
Los Angeles Community College District Series B-1        
5.000%, 08/01/21
  5,000   5,319,250
Los Angeles County Metropolitan Transportation Authority (RB)        
5.000%, 07/01/21
  1,140   1,208,902
Los Angeles County Metropolitan Transportation Authority (RB) Series A        
5.000%, 06/01/20
  6,215   6,301,948
 
5.000%, 07/01/20
  12,985   13,213,276
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
 
5.000%, 07/01/20
  3,005   $3,057,828
 
5.000%, 07/01/21
  9,000   9,543,960
 
5.000%, 07/01/22
  1,765   1,946,813
Los Angeles County Metropolitan Transportation Authority (RB) Series C        
5.000%, 07/01/20
  5,460   5,555,987
 
5.000%, 07/01/21
  1,400   1,484,616
Los Angeles Department of Water (RB) Series B        
4.000%, 07/01/20
  500   506,860
 
5.000%, 07/01/20
  1,785   1,816,755
 
4.000%, 07/01/21
  700   733,019
 
5.000%, 07/01/21
  1,500   1,591,755
Los Angeles Department of Water & Power Power System Revenue (RB) Series A        
5.000%, 07/01/20
  1,050   1,068,239
 
5.000%, 07/01/21
  1,750   1,854,493
 
5.000%, 07/01/21
  2,000   2,119,420
Los Angeles Department of Water & Power Power System Revenue (RB) Series D        
5.000%, 07/01/20
  1,000   1,017,370
 
5.000%, 07/01/21
  875   927,246
Los Angeles Unified School District (GO) Series A        
5.000%, 07/01/21
  3,500   3,708,985
 
5.000%, 07/01/23
  20,000   22,815,200
Los Angeles Unified School District (GO) Series A-2        
5.000%, 07/01/21
  4,625   4,901,159
Los Angeles Unified School District (GO) Series B        
5.000%, 07/01/22
  1,350   1,484,973
Los Angeles Unified School District (GO) Series B-1        
5.000%, 07/01/20
  1,740   1,770,224
Los Angeles Unified School District (GO) Series C        
5.000%, 07/01/20
  1,895   1,927,916
 
5.000%, 07/01/22
  5,560   6,115,889
 
5.000%, 07/01/23
  2,000   2,281,520
Los County Angeles        
5.000%, 06/30/20
  16,115   16,386,215
Los Rios Community College District (GO) Series A        
¤
4.750%, 08/01/32 (Pre-refunded @ $100, 8/1/20)
  5,000   5,099,200
Los Rios Community College District (GO) Series D        
4.000%, 08/01/20
  15,735   15,993,369
 
4.000%, 08/01/21
  8,970   9,415,360
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Los Rios Community College District (GO) Series F        
2.000%, 08/01/20
  2,365   $2,380,656
Manhattan Beach Unified School District (GO) Series A-MEASURE C        
5.000%, 09/01/20
  1,575   1,614,249
Manhattan Beach Unified School District (GO) Series F        
4.000%, 09/01/21
  500   526,200
Mill Valley School District (GO) Series A        
¤
4.250%, 08/01/34 (Pre-refunded @ $100, 8/1/20)
  1,280   1,302,579
New Haven Unified School District (GO) (BAM) Series B        
5.000%, 08/01/21
  3,100   3,299,857
North Orange County Community College District (GO) Series B        
4.000%, 08/01/20
  3,500   3,557,470
Norwalk-La Mirada Unified School District (GO) Series D        
4.000%, 08/01/20
  300   304,926
 
4.000%, 08/01/21
  1,205   1,264,828
 
4.000%, 08/01/22
  1,000   1,082,390
Oakland Unified School District/Alameda County (GO)        
5.000%, 08/01/20
  600   612,132
Oceanside Unified School District (GO) Series E        
4.000%, 08/01/20
  1,500   1,524,630
Orange County Sanitation District (RB) Series A        
5.000%, 02/01/24
  5,295   6,201,875
Oxnard Union High School District (GO) Series A        
4.000%, 08/01/20
  3,000   3,049,260
Palm Springs Unified School District (GO) Series D        
3.000%, 08/01/20
  3,120   3,155,942
Palo Alto Unified School District (GO)        
6.000%, 08/01/20
  8,265   8,481,708
Palomar Community College District (GO)        
5.000%, 05/01/23
  715   814,249
Pasadena Unified School District (GO)        
5.000%, 05/01/20
  550   555,764
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Peralta Community College District (GO) Series A        
5.000%, 08/01/20
  1,645   $1,679,413
 
4.000%, 08/01/23
  1,515   1,679,105
Peralta Community College District (GO) Series B        
5.000%, 08/01/22
  1,845   2,033,836
Redwood City School District (GO)        
4.000%, 08/01/20
  450   457,389
Sacramento Municipal Utility District (RB) Series E        
5.000%, 08/15/21
  2,550   2,717,051
Sacramento Municipal Utility District (RB) Series X        
5.000%, 08/15/21
  750   799,133
¤
5.000%, 08/15/25 (Pre-refunded @ $100, 8/15/21)
  2,985   3,178,637
¤
5.000%, 08/15/26 (Pre-refunded @ $100, 8/15/21)
  6,065   6,458,437
San Diego Community College District (GO)        
4.000%, 08/01/20
  1,040   1,057,077
¤
5.000%, 08/01/41 (Pre-refunded @ $100, 8/1/21)
  6,800   7,240,504
San Diego County Water Authority Financing Corp. (RB)        
5.000%, 05/01/20
  1,385   1,399,473
 
5.000%, 05/01/21
  550   579,464
San Diego Public Facilities Financing Authority (RB) Series A        
¤
5.000%, 09/01/26 (Pre-refunded @ $100, 9/1/20)
  4,455   4,566,019
San Diego Public Facilities Financing Authority Sewer Revenue (RB)        
5.000%, 05/15/22
  6,175   6,774,778
San Diego Public Facilities Financing Authority Sewer Revenue (RB) Series A        
4.000%, 05/15/20
  11,000   11,102,740
 
5.000%, 05/15/20
  7,750   7,844,007
¤
5.250%, 05/15/24 (Pre-refunded @ $100, 5/15/20)
  1,235   1,250,709
¤
5.250%, 05/15/26 (Pre-refunded @ $100, 5/15/20)
  11,000   11,139,920
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
San Diego Unified School District (RN) Series A        
5.000%, 06/30/20
  16,600   $16,878,050
San Diego Unified School District (GO) Series A        
4.000%, 07/01/20
  10,000   10,135,100
 
5.000%, 07/01/21
  7,695   8,160,086
San Diego Unified School District (GO) Series K-2        
4.000%, 07/01/21
  8,000   8,371,600
San Diego Unified School District (GO) Series R-3        
5.000%, 07/01/23
  2,000   2,288,060
San Diego Unified School District (GO) (AGM) Series C-2        
5.500%, 07/01/21
  1,390   1,483,742
San Francisco Community College District (GO)        
5.000%, 06/15/20
  5,430   5,515,685
 
5.000%, 06/15/22
  2,000   2,203,260
San Francisco County Transportation Authority (RB)        
3.000%, 02/01/20
  5,000   5,000,000
San Francisco Unified School District (GO)        
3.000%, 06/15/20
  500   504,205
 
5.000%, 06/15/21
  3,200   3,387,328
San Francisco Unified School District (GO) Series A        
3.000%, 06/15/20
  5,320   5,364,741
 
5.000%, 06/15/20
  3,080   3,128,233
San Francisco Unified School District (GO) Series F&C        
2.000%, 06/15/22
  1,750   1,804,093
San Joaquin County Transportation Authority (RB) Series A        
¤
6.000%, 03/01/36 (Pre-refunded @ $100, 3/1/21)
  1,175   1,241,047
San Jose Evergreen Community College District (GO)        
5.000%, 09/01/21
  250   267,013
San Juan Unified School District (GO)        
3.000%, 08/01/22
  1,200   1,269,576
San Leandro Unified School District (GO) Series B        
4.000%, 08/01/21
  265   277,831
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
San Mateo County Community College District (GO)        
4.000%, 09/01/21
  1,310   $1,378,644
San Mateo County Community College District (GO) Series B        
4.000%, 09/01/20
  755   769,488
San Rafael City High School District (GO) Series B        
4.000%, 08/01/20
  305   310,008
San Ramon Valley Unified School District (GO)        
4.000%, 08/01/21
  4,225   4,434,771
Santa Barbara Unified School District (RN)        
3.000%, 06/30/20
  3,500   3,530,590
Santa Clara Unified School District (GO)        
5.000%, 07/01/20
  5,000   5,088,500
 
5.000%, 07/01/20
  1,200   1,221,240
 
5.000%, 07/01/20
  3,195   3,251,551
Santa Monica Community College District (GO) Series D        
4.000%, 08/01/20
  1,855   1,885,459
Santa Monica-Malibu Unified School District (GO)        
4.000%, 08/01/20
  14,365   14,600,873
Santa Monica-Malibu Unified School District (GO) Series D        
4.000%, 08/01/20
  5,765   5,859,661
Sequoia Union High School District (RN)        
2.000%, 06/30/20
  5,000   5,023,550
Sequoia Union High School District (GO)        
1.500%, 07/01/20
  5,640   5,659,514
Southern California Public Power Authority (RB)        
4.000%, 07/01/20
  4,090   4,145,747
 
5.000%, 07/01/20
  1,175   1,195,798
 
5.000%, 07/01/21
  3,825   4,056,183
Tustin Unified School District (GO)        
¤
6.000%, 08/01/36 (Pre-refunded @ $100, 8/1/21)
  1,500   1,618,005
University of California (RB) Series G        
¤
5.000%, 05/15/37 (Pre-refunded @ $100, 5/15/22)
  14,770   16,190,135
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Washington Unified School District (GO)        
4.000%, 08/01/20
  1,000   $1,016,020
West Contra Costa Unified School District (GO) (AGM)        
5.000%, 08/01/20
  820   837,482
 
5.000%, 08/01/21
  2,350   2,501,505
West Contra Costa Unified School District (GO) Series A        
4.000%, 08/01/20
  2,715   2,759,580
West Contra Costa Unified School District (GO) Series B        
6.000%, 08/01/21
  1,000   1,079,290
West Valley-Mission Community College District (GO) Series A        
3.000%, 08/01/20
  7,020   7,100,870
West Valley-Mission Community College District (GO) Series B        
5.000%, 08/01/21
  1,345   1,431,712
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Western Placer Unified School District (RN)        
2.000%, 06/30/20
  8,000   $8,038,400
Westlands Water District (RB) (AGM) Series A        
4.000%, 09/01/20
  1,045   1,063,956
TOTAL MUNICIPAL BONDS

Cost ($1,209,316,278)
      1,215,870,965
    
      Shares  
TEMPORARY CASH INVESTMENTS — (0.6%)
 
BlackRock Liquidity Funds California Money Fund Portfolio
  7,039,532 7,039,532
TOTAL INVESTMENTS — (100.0%)  
(Cost $1,215,953,690)^^
    $1,222,910,497
 
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $1,215,870,965   —   $1,215,870,965
Temporary Cash Investments
$7,039,532   —   —   7,039,532
TOTAL
$7,039,532   $1,215,870,965   —   $1,222,910,497
DFA California Intermediate-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
MUNICIPAL BONDS — (96.0%)
CALIFORNIA — (96.0%)
Albany Unified School District (GO)        
4.000%, 08/01/21
  240   $251,916
Anaheim Housing & Public Improvements Authority (RB)        
¤
5.000%, 10/01/32 (Pre-refunded @ $100, 10/1/21)
  235   251,509
¤
5.000%, 10/01/33 (Pre-refunded @ $100, 10/1/21)
  965   1,032,791
¤
5.000%, 10/01/34 (Pre-refunded @ $100, 10/1/21)
  400   428,100
¤
5.000%, 10/01/41 (Pre-refunded @ $100, 10/1/21)
  960   1,027,440
Anaheim Union High School District (GO)        
5.000%, 08/01/23
  1,905   2,189,550
Antelope Valley Community College District (GO) Series A        
5.000%, 08/01/24
  850   1,011,882
Antelope Valley Union High School District (GO)        
4.000%, 08/01/21
  500   524,825
 
5.000%, 08/01/22
  1,650   1,824,933
Arcadia Unified School District (GO)        
3.000%, 08/01/26
  1,035   1,177,644
Azusa Unified School District (GO)        
4.000%, 07/01/21
  400   418,752
 
5.000%, 07/01/21
  825   875,226
Bay Area Toll Authority (RB) Series        
¤
5.000%, 10/01/54 (Pre-refunded @ $100, 10/1/24)
  6,090   7,272,617
Bay Area Toll Authority (RB) Series S-4        
¤
5.000%, 04/01/30 (Pre-refunded @ $100, 4/1/23)
  10,500   11,907,840
Berkeley Unified School District (GO) Series D        
5.000%, 08/01/23
  600   689,622
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Berkeley Unified School District (GO) Series E        
5.000%, 08/01/27
  455   $593,220
 
5.000%, 08/01/28
  2,540   3,393,796
Beverly Hills Unified School District (GO)        
2.000%, 08/01/21
  145   147,901
 
2.000%, 08/01/22
  2,805   2,898,406
Buena Park School District (GO) (AGM)        
2.500%, 08/01/21
  75   77,057
Burbank Unified School District (GO)        
5.000%, 08/01/24
  300   356,841
Butte-Glenn Community College District (GO)        
2.500%, 08/01/20
  550   554,989
California Infrastructure & Economic Dev. Bank (RB) (FGIC) (ETM) Series A        
5.000%, 07/01/25
  2,500   3,072,525
California Infrastructure & Economic Development Bank (RB) (FGIC) Series A        
5.000%, 07/01/26
  7,500   9,501,375
California Infrastructure & Economic Development Bank (RB) (AMBAC) Series A        
5.000%, 07/01/36 (Pre-refunded @ $100, 1/1/28)
  225   296,874
California Municipal Finance Authority (RB)        
¤
5.750%, 01/01/33 (Pre-refunded @ $100, 1/1/22)
  750   821,062
¤
6.000%, 01/01/42 (Pre-refunded @ $100, 1/1/22)
  3,905   4,292,688
California State (GO)        
5.250%, 02/01/20
  500   500,000
 
5.000%, 11/01/20
  750   773,182
 
4.000%, 12/01/20
  750   769,627
 
5.000%, 02/01/21
  700   728,910
 
5.000%, 04/01/21
  475   497,895
 
5.000%, 09/01/21
  460   490,102
 
5.000%, 09/01/21
  3,705   3,947,455
 
5.000%, 09/01/21
  175   186,452
 
5.000%, 10/01/21
  200   213,774
 
5.000%, 02/01/22
  2,575   2,787,334
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
 
5.000%, 04/01/22
  940   $1,023,914
 
4.000%, 09/01/22
  525   567,436
 
5.000%, 09/01/22
  625   691,413
 
5.250%, 09/01/22
  2,585   2,876,123
 
5.000%, 10/01/22
  1,000   1,109,640
 
5.250%, 10/01/22
  2,380   2,656,556
 
5.000%, 12/01/22
  1,245   1,389,930
 
5.000%, 02/01/23
  1,400   1,572,438
 
5.000%, 08/01/23
  1,500   1,715,100
 
5.000%, 09/01/23
  1,635   1,874,953
 
5.000%, 10/01/23
  100   115,011
 
5.000%, 11/01/23
  875   1,009,286
 
5.000%, 05/01/24
  975   1,143,792
 
5.000%, 09/01/24
  1,000   1,186,470
 
5.000%, 10/01/24
  2,400   2,855,496
 
5.000%, 11/01/24
  850   1,014,152
 
5.500%, 02/01/25
  1,000   1,227,490
 
5.000%, 08/01/25
  3,275   4,003,720
 
5.000%, 08/01/25
  4,500   5,501,295
 
5.000%, 09/01/25
  840   1,029,605
 
5.000%, 10/01/25
  1,000   1,228,930
 
5.000%, 11/01/25
  4,000   4,928,520
 
5.000%, 08/01/26
  800   1,006,608
 
5.000%, 08/01/26
  1,400   1,761,564
 
5.000%, 08/01/26
  2,850   3,586,041
 
3.500%, 08/01/27
  2,220   2,622,752
 
5.000%, 08/01/27
  8,750   11,283,212
 
5.000%, 10/01/27
  2,500   3,236,175
 
5.000%, 04/01/28
  1,000   1,309,470
 
5.000%, 08/01/28
  1,000   1,319,850
 
5.000%, 10/01/28
  4,750   6,293,560
 
5.000%, 10/01/28
  2,000   2,649,920
 
5.000%, 04/01/29
  5,000   6,698,150
California State (GO) Series B        
5.000%, 09/01/21
  1,060   1,129,366
 
5.000%, 09/01/21
  1,700   1,811,248
 
5.000%, 08/01/22
  1,250   1,378,587
 
5.000%, 09/01/23
  2,285   2,620,347
 
5.000%, 08/01/25
  3,000   3,667,530
 
5.000%, 08/01/26
  1,000   1,258,260
 
5.000%, 09/01/26
  305   384,590
California State Department of Water Resources (RB) Series        
5.000%, 12/01/22
  3,210   3,597,094
 
5.000%, 12/01/23
  900   1,046,313
¤
5.000%, 12/01/24 (Pre-refunded @ $100, 6/1/24)
  1,905   2,257,825
California State Department of Water Resources (RB) Series AM        
5.000%, 12/01/22
  4,105   4,600,022
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
California State Department of Water Resources (RB) Series AQ        
¤
4.000%, 12/01/32 (Pre-refunded @ $100, 6/1/23)
  5,000   $5,550,050
California State Department of Water Resources (RB) Series AS        
5.000%, 12/01/22
  1,485   1,664,076
 
5.000%, 12/01/24
  1,000   1,204,330
California State Department of Water Resources (RB) Series BA        
5.000%, 12/01/28
  4,000   5,375,960
California State Department of Water Resources (RB) (ETM) Series AS        
5.000%, 12/01/22
  15   16,783
California State Department of Water Resources Power Supply Revenue (RB) Series L        
5.000%, 05/01/20
  3,380   3,414,746
¤
5.000%, 05/01/22 (Pre-refunded @ $100, 5/1/20)
  610   616,314
California State Department of Water Resources Power Supply Revenue (RB) Series O        
5.000%, 05/01/21
  3,640   3,831,719
 
5.000%, 05/01/22
  7,410   8,108,837
California State Public Works Board (RB) (ETM) Series        
5.000%, 09/01/20
  1,000   1,024,920
California State Public Works Board (RB) (ETM) Series F        
5.000%, 10/01/20
  500   514,260
California State Public Works Board (RB) (ETM) Series H        
5.000%, 09/01/21
  1,740   1,858,981
California State University (RB) Series        
5.000%, 11/01/29
  1,500   2,057,670
California State University (RB) Series A        
5.000%, 11/01/20
  685   706,845
 
5.000%, 11/01/25
  1,015   1,258,326
 
5.000%, 11/01/25
  2,000   2,479,460
California State University (RB) (AGM) Series C        
5.000%, 11/01/22
  100   111,737
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
California Statewide Communities Dev. Authority (RB)        
¤
6.000%, 06/01/33 (Pre-refunded @ $100, 6/1/21)
  1,295   $1,385,533
Capistrano Unified School District School Facilities Improvement District No. 1 (GO)        
4.000%, 08/01/22
  170   183,743
Carlsbad Unified School District (GO)        
5.000%, 08/01/21
  230   244,828
 
5.000%, 08/01/24
  325   387,530
Central Marin Sanitation Agency (RB)        
4.000%, 09/01/21
  1,425   1,499,670
Cerritos Community College District (GO) Series        
5.000%, 08/01/29
  400   547,648
Chabot-Las Positas Community College District (GO)        
5.000%, 08/01/22
  900   996,363
 
4.000%, 08/01/23
  1,970   2,196,373
Chaffey Community College District (GO) Series E        
4.000%, 06/01/22
  335   361,019
Chico Unified School District (GO) Series A-2        
4.000%, 08/01/24
  250   286,813
Chino Valley Unified School District (GO) Series A        
4.000%, 08/01/21
  200   209,930
Chula Vista Elementary School District (GO)        
5.000%, 08/01/22
  1,835   2,030,501
Chula Vista Municipal Financing Authority (RB) Series F        
5.000%, 05/01/25
  250   303,775
City & County of San Francisco (GO) Series        
5.000%, 06/15/20
  575   584,074
 
5.000%, 06/15/20
  2,000   2,031,560
 
5.000%, 06/15/22
  2,200   2,423,586
 
5.000%, 06/15/24
  1,000   1,185,100
City & County of San Francisco (GO) Series A        
5.000%, 06/15/20
  1,715   1,742,063
City & County of San Francisco (GO) Series B        
4.000%, 06/15/20
  800   809,720
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
City & County of San Francisco (GO) Series R1        
5.000%, 06/15/20
  500   $507,890
 
5.000%, 06/15/21
  2,315   2,451,492
City of Grover Beach (GO)        
5.000%, 09/01/23
  360   414,760
City of Long Beach Harbor Revenue (RB) Series        
5.000%, 05/15/28
  500   662,230
 
5.000%, 05/15/29
  375   508,328
City of Los Angeles (GO) Series A        
5.000%, 09/01/20
  445   456,089
City of Los Angeles (GO) Series B        
5.000%, 09/01/24
  1,000   1,194,920
City of Oakland (GO) Series A        
5.000%, 01/15/25
  500   604,440
City of Pacifica COP        
5.000%, 01/01/24
  250   291,198
City of Pasadena Electric Revenue (RB) Series A        
5.000%, 06/01/22
  1,000   1,099,240
City of San Francisco Public Utilities Commission Water Revenue (RB)        
5.000%, 11/01/21
  865   928,949
 
5.000%, 11/01/22
  1,335   1,490,140
 
5.000%, 11/01/23
  1,475   1,707,873
 
5.000%, 11/01/24
  1,250   1,499,137
 
5.000%, 11/01/25
  1,000   1,241,010
City of San Francisco Public Utilities Commission Water Revenue (RB) Series        
¤
5.000%, 11/01/23 (Pre-refunded @ $100, 11/1/20)
  1,000   1,031,740
¤
5.500%, 11/01/30 (Pre-refunded @ $100, 11/1/20)
  1,000   1,035,430
Coachella Valley Unified School District (GO) (BAM)        
4.000%, 08/01/22
  825   891,907
Colton Joint Unified School District (GO)        
5.000%, 08/01/21
  900   956,907
Conejo Valley Unified School District (GO) Series        
5.000%, 08/01/21
  500   532,235
Contra Costa Transportation Authority (RB) Series        
¤
5.000%, 03/01/23 (Pre-refunded @ $100, 3/1/20)
  500   501,625
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Contra Costa Transportation Authority (RB) Series A        
5.000%, 03/01/22
  470   $511,783
 
5.000%, 03/01/24
  1,250   1,466,287
Contra Costa Transportation Authority (RB) Series B        
5.000%, 03/01/27
  1,250   1,610,800
Contra Costa Water District (RB) Series Q        
5.000%, 10/01/22
  505   562,636
Corona-Norco Unified School District (GO) Series B        
3.000%, 08/01/23
  500   539,685
 
5.000%, 08/01/27
  150   193,301
Culver City School Facilities Financing Authority (RB) (AGM)        
5.500%, 08/01/26
  855   1,111,483
Cupertino Union School District (GO) Series B        
4.000%, 08/01/21
  400   419,860
Davis Joint Unified School District Community Facilities District (ST) (AGM)        
3.000%, 08/15/22
  1,000   1,054,210
Del Mar Union School District (GO) Series        
4.000%, 08/01/28
  240   300,636
Desert Sands Unified School District (GO)        
5.000%, 08/01/21
  3,000   3,193,410
Dublin Unified School District (GO)        
5.000%, 08/01/22
  875   968,222
 
5.000%, 08/01/23
  1,665   1,912,452
East Bay Regional Park District (GO) Series A-        
5.000%, 09/01/27
  550   719,956
East Side Union High School District (GO)        
4.000%, 08/01/21
  600   628,962
East Side Union High School District (GO) Series A        
3.000%, 08/01/21
  575   594,240
El Rancho Unified School District (GO) (AGM)        
4.000%, 08/01/21
  1,285   1,348,800
Elsinore Valley Municipal Water District Financing Authority (RB) Series A        
5.000%, 07/01/24
  200   237,584
Fallbrook Union Elementary School District (GO) Series A        
5.000%, 08/01/20
  200   204,264
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Folsom Cordova Unified School District School Facilities Improvement Dist No. 5 (GO) (AGM) Series B        
5.000%, 10/01/26
  250   $318,875
Folsom Cordova Unified School District School Facilities Improvement Dist No. 5 (GO) Series C        
5.000%, 10/01/25
  100   123,891
Fontana Unified School District (GO)        
4.000%, 08/01/21
  1,585   1,663,695
 
4.000%, 08/01/22
  875   946,417
Fountain Valley Public Finance Authority (RB) Series        
5.000%, 07/01/24
  250   297,220
Franklin-Mckinley School District (GO)        
4.000%, 08/01/23
  325   362,109
Fremont Union High School District (GO) Series        
5.000%, 08/01/25
  795   981,507
Fresno Unified School District (GO) (AGM) Series A        
4.500%, 08/01/20
  480   489,058
Gilroy Unified School District (GO) (AGM)        
4.000%, 08/01/24
  2,615   2,993,809
Grossmont Healthcare District (GO) Series        
5.000%, 07/15/23
  100   114,675
Grossmont Union High School District (GO)        
5.000%, 08/01/27
  500   648,940
Hacienda La Puente Unified School District (GO) (NATL)        
5.000%, 08/01/23
  225   258,188
Jurupa Unified School District (GO) (AGM)        
5.000%, 08/01/20
  725   740,566
Kern High School District (GO) Series A        
3.000%, 08/01/20
  3,885   3,929,755
 
3.000%, 08/01/26
  895   1,015,923
Kern High School District (GO) Series E        
2.000%, 08/01/20
  2,435   2,451,120
 
3.000%, 08/01/21
  465   481,196
Lakeside Union School District/San Diego County (GO)        
5.000%, 08/01/23
  695   798,291
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Lancaster Financing Authority (NATL) (ETM)        
5.250%, 02/01/20
  540   $540,000
Liberty Union High School District (GO)        
5.000%, 08/01/20
  380   388,102
 
4.000%, 08/01/21
  500   524,825
Lodi Unified School District (GO) Series 2020        
4.000%, 08/01/27
  325   398,830
Lompoc Unified School District (GO) (AGC)        
5.250%, 08/01/20
  540   552,172
Long Beach Community College District (GO) Series        
5.000%, 08/01/28
  140   185,581
Long Beach Unified School District (GO)        
5.000%, 08/01/20
  1,500   1,531,380
 
5.000%, 08/01/26
  200   253,094
Los Altos Elementary School District (GO)        
4.000%, 08/01/21
  250   262,260
 
4.000%, 08/01/21
  470   493,049
Los Angeles Community College District (GO) Series A        
5.000%, 08/01/21
  2,725   2,898,991
 
5.000%, 08/01/23
  340   390,531
 
5.000%, 08/01/24
  250   297,613
Los Angeles Community College District (GO) Series C        
5.000%, 08/01/22
  400   442,616
 
5.000%, 08/01/25
  1,240   1,527,147
 
5.000%, 06/01/26
  2,500   3,154,825
Los Angeles Community College District (GO) Series G        
5.000%, 08/01/23
  650   746,603
Los Angeles County Metropolitan Transportation Authority (RB) Series        
5.000%, 07/01/27
  3,565   4,632,468
Los Angeles County Metropolitan Transportation Authority (RB) Series A        
5.000%, 07/01/20
  830   844,591
 
5.000%, 07/01/20
  300   305,274
 
5.000%, 07/01/21
  520   551,580
 
5.000%, 07/01/22
  870   959,619
 
5.000%, 07/01/25
  1,590   1,952,822
Los Angeles County Metropolitan Transportation Authority (RB) Series A-        
5.000%, 07/01/25
  3,435   4,218,833
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Los Angeles County Metropolitan Transportation Authority (RB) Series B        
5.000%, 06/01/20
  500   $506,995
 
5.000%, 07/01/20
  525   534,230
Los Angeles County Metropolitan Transportation Authority (RB) Series C        
5.000%, 07/01/20
  525   534,230
Los Angeles County Public Works Financing Authority (RB) Series        
5.000%, 12/01/25
  165   204,785
Los Angeles Department of Water (RB) Series A        
5.000%, 07/01/24
  1,450   1,716,234
Los Angeles Department of Water (RB) Series B        
5.000%, 07/01/20
  500   508,895
 
5.000%, 07/01/22
  435   479,479
 
5.000%, 07/01/28
  750   1,000,042
Los Angeles Department of Water & Power Power System Revenue (RB) Series        
5.000%, 07/01/26
  1,665   2,101,130
Los Angeles Department of Water & Power Power System Revenue (RB) Series A        
5.000%, 07/01/20
  600   610,422
 
5.000%, 07/01/21
  1,000   1,059,710
 
5.000%, 07/01/21
  2,950   3,126,144
 
5.000%, 07/01/21
  1,650   1,748,521
Los Angeles Department of Water & Power Power System Revenue (RB) Series B        
5.000%, 07/01/24
  5,000   5,913,300
Los Angeles Unified School District (GO) Series A        
3.000%, 07/01/20
  790   797,292
 
5.000%, 07/01/20
  150   152,606
 
2.000%, 07/01/22
  1,515   1,558,284
 
5.000%, 07/01/22
  1,115   1,226,478
 
5.000%, 07/01/24
  720   850,140
 
5.000%, 07/01/26
  2,270   2,850,076
 
5.000%, 07/01/27
  1,500   1,930,485
 
5.000%, 07/01/28
  1,000   1,320,100
Los Angeles Unified School District (GO) Series A-1        
5.000%, 07/01/21
  1,710   1,812,104
Los Angeles Unified School District (GO) Series A-2        
5.000%, 07/01/21
  2,600   2,755,246
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Los Angeles Unified School District (GO) Series B-1        
5.000%, 07/01/27
  500   $643,495
Los Angeles Unified School District (GO) Series C        
5.000%, 07/01/22
  500   549,990
 
5.000%, 07/01/23
  3,050   3,479,318
Los Rios Community College District (GO) Series B        
5.000%, 08/01/23
  510   585,414
Los Rios Community College District (GO) Series F        
3.000%, 08/01/21
  800   827,864
Lynwood Unified School District (GO) (AGM)        
5.000%, 08/01/21
  450   477,968
 
5.000%, 08/01/22
  485   534,640
Manhattan Beach Unified School District (GO) Series C        
3.500%, 09/01/21
  1,185   1,237,827
Manhattan Beach Unified School District (GO) Series E        
3.000%, 09/01/22
  660   699,349
Montebello Unified School District (GO)        
5.000%, 08/01/20
  415   423,516
Moreland School District (GO) Series B        
5.000%, 08/01/21
  500   532,235
Moreno Valley Public Financing Authority (RB)        
5.000%, 11/01/20
  1,470   1,516,320
Morongo Unified School District (GO)        
3.000%, 08/01/22
  480   506,726
Morongo Unified School District (GO) Series A        
5.000%, 08/01/24
  100   118,703
 
5.000%, 08/01/25
  80   98,090
 
5.000%, 08/01/26
  220   277,768
 
5.000%, 08/01/27
  120   155,142
Mount Diablo Unified School District (GO) Series G        
3.000%, 08/01/24
  800   880,216
Municipal Improvement Corp. of Los Angeles (RB) Series A        
5.000%, 11/01/24
  325   388,768
North Orange County Community College District (GO) Series B        
4.000%, 08/01/22
  2,500   2,704,050
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Northern Humboldt Union High School District (GO)        
4.000%, 08/01/26
  220   $262,667
Novato Sanitary District (RB)        
5.000%, 02/01/28
  1,475   1,944,920
Oak Park Unified School District (GO)        
4.000%, 08/01/22
  445   481,321
Oakland Unified School District/Alameda County (GO)        
5.000%, 08/01/20
  1,005   1,025,321
 
5.000%, 08/01/22
  1,500   1,648,830
 
5.000%, 08/01/24
  900   1,058,733
 
5.000%, 08/01/26
  575   716,927
Oakland Unified School District/Alameda County (GO) Series        
5.000%, 08/01/21
  610   646,789
 
4.000%, 08/01/22
  350   376,131
 
4.000%, 08/01/24
  500   565,560
 
5.000%, 08/01/25
  540   655,625
Oakland Unified School District/Alameda County (GO) Series A        
5.000%, 08/01/22
  3,000   3,297,660
 
5.000%, 08/01/25
  750   910,590
Oakland Unified School District/Alameda County (GO) Series B        
5.000%, 08/01/24
  1,675   1,970,420
Oakland Unified School District/Alameda County (GO) Series C        
5.000%, 08/01/20
  255   260,156
 
5.000%, 08/01/26
  500   623,415
Oakland Unified School District/Alameda County (GO) (AGM)        
5.000%, 08/01/23
  300   342,462
 
5.000%, 08/01/24
  1,125   1,328,850
 
5.000%, 08/01/25
  1,250   1,525,125
Orange County Sanitation District (RB) Series A        
5.000%, 02/01/23
  1,240   1,399,811
Oxnard Union High School District (GO)        
4.000%, 08/01/21
  320   335,888
 
4.000%, 08/01/22
  500   541,195
Palomar Community College District (GO)        
5.000%, 05/01/21
  965   1,016,820
Palomar Community College District (GO) Series D        
5.000%, 08/01/23
  150   172,406
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Palos Verdes Peninsula Unified School District (GO) Series B        
5.000%, 11/01/21
  250   $268,800
Pasadena Unified School District (GO) Series B        
5.000%, 08/01/24
  800   953,528
Piedmont Unified School District (GO)        
3.000%, 08/01/20
  845   854,734
Placentia-Yorba Linda Unified School District (GO)        
4.000%, 08/01/29
  1,000   1,266,020
Plumas Unified School District (GO) (AGM)        
5.250%, 08/01/21
  800   853,304
Rancho Santiago Community College District (GO) (AGM)        
5.250%, 09/01/20
  500   513,175
Redlands Financing Authority (RB) Series        
5.000%, 09/01/22
  1,290   1,433,022
Redlands Unified School District (GO)        
5.000%, 07/01/26
  300   380,511
 
5.000%, 07/01/27
  500   651,805
Redwood City School District (GO)        
5.000%, 08/01/27
  50   65,021
 
5.000%, 08/01/28
  85   113,081
Reed Union School District (GO)        
4.000%, 08/01/27
  460   567,502
Regents of the University of California Medical Center Pooled Revenue (RB) Series        
¤
5.000%, 05/15/33 (Pre-refunded @ $100, 5/15/23)
  500   568,730
Regents of the University of California Medical Center Pooled Revenue (RB) Series J        
¤
5.250%, 05/15/29 (Pre-refunded @ $100, 5/15/23)
  670   766,339
Riverside County Infrastructure Financing Authority (RB) Series A        
5.000%, 11/01/24
  1,100   1,314,698
Sacramento Municipal Utility District (RB) Series D        
5.000%, 08/15/22
  525   581,238
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Sacramento Municipal Utility District (RB) Series E        
5.000%, 08/15/23
  8,035   $9,224,019
 
5.000%, 08/15/26
  1,000   1,264,580
Sacramento Municipal Utility District (RB) Series F        
5.000%, 08/15/22
  1,000   1,107,120
Saddleback Valley Unified School District (GO)        
5.000%, 08/01/22
  465   514,788
SAN DIEGO CA UNIF SCH DIST SDGSCD 07/29 FIXED 5 (GO) Series C-        
5.000%, 07/01/29
  895   1,215,508
San Diego Community College District (GO)        
5.000%, 08/01/24
  1,300   1,548,859
¤
5.000%, 08/01/43 (Pre-refunded @ $100, 08/01/23)
  5,000   5,740,350
San Diego County Water Authority (RB)        
5.000%, 05/01/24
  940   1,107,903
San Diego County Water Authority Financing Corp. (RB)        
5.000%, 05/01/21
  310   326,607
San Diego Public Facilities Financing Authority (RB)        
5.000%, 05/15/25
  1,020   1,246,287
San Diego Public Facilities Financing Authority Sewer Revenue (RB)        
5.000%, 05/15/22
  700   767,991
 
5.000%, 05/15/23
  2,070   2,357,833
San Diego Public Facilities Financing Authority Sewer Revenue (RB) Series A        
4.000%, 05/15/20
  3,000   3,028,020
¤
5.250%, 05/15/24 (Pre-refunded @ $100, 5/15/20)
  1,975   2,000,122
San Diego Public Facilities Financing Authority Water Revenue (RB) Series A        
¤
5.000%, 08/01/23 (Pre-refunded @ $100, 8/1/20)
  2,690   2,746,678
San Diego Unified School District (GO) (AGM) Series C-2        
5.500%, 07/01/21
  4,270   4,557,969
 
5.500%, 07/01/25
  2,550   3,196,374
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
San Diego Unified School District (GO) (AGM) Series E-2        
5.500%, 07/01/27
  3,000   $4,000,800
San Diego Unified School District (GO) (NATL) Series D-1        
5.500%, 07/01/24
  190   229,364
 
5.500%, 07/01/25
  445   557,260
San Diego Unified School District (GO) Series R-3        
5.000%, 07/01/20
  435   442,647
 
5.000%, 07/01/21
  1,705   1,808,050
 
5.000%, 07/01/22
  1,000   1,102,250
 
5.000%, 07/01/23
  300   343,209
San Diego Unified School District (GO) Series R-5        
5.000%, 07/01/26
  110   138,813
San Diego Unified School District/CA (GO) Series R-4        
5.000%, 07/01/24
  1,000   1,185,530
San Dieguito Union High School District (GO) Series A-2        
5.000%, 08/01/23
  490   563,373
San Francisco Bay Area Rapid Transit District Sales Tax Revenue (RB)        
4.000%, 07/01/26
  375   451,144
San Francisco City & County Airport Comm-San Francisco International Airport (RB) Series C        
¤
5.000%, 05/01/21 (Pre-refunded @ $100, 5/1/20)
  540   545,524
San Francisco City & County Airport Comm-San Francisco International Airport (RB) Series D        
¤
5.000%, 05/01/23 (Pre-refunded @ $100, 5/3/21)
  875   921,296
San Francisco Community College District (GO)        
5.000%, 06/15/20
  2,100   2,133,138
 
5.000%, 06/15/22
  2,070   2,280,374
 
5.000%, 06/15/23
  3,775   4,314,410
 
5.000%, 06/15/24
  1,365   1,616,378
San Francisco Community College District (GO) Series D        
5.000%, 06/15/20
  600   609,468
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
San Francisco County Transportation Authority (RB)        
3.000%, 02/01/22
  2,000   $2,092,960
San Francisco Municipal Transportation Agency (RB) Series        
5.000%, 03/01/20
  860   862,795
San Francisco Unified School District (GO)        
5.000%, 06/15/20
  725   736,354
 
5.000%, 06/15/21
  230   243,464
San Francisco Unified School District (GO) Series A        
5.000%, 06/15/26
  1,595   2,019,414
San Francisco Unified School District (GO) Series F&C        
2.000%, 06/15/22
  1,580   1,628,838
San Joaquin County Transportation Authority (RB) Series A        
¤
6.000%, 03/01/36 (Pre-refunded @ $100, 3/1/21)
  335   353,830
San Jose Evergreen Community College District (GO)        
5.000%, 09/01/21
  1,750   1,869,087
San Jose Evergreen Community College District (GO) Series A        
4.000%, 09/01/23
  100   111,874
San Juan Unified School District (GO)        
3.000%, 08/01/22
  1,480   1,565,810
 
5.000%, 08/01/22
  800   885,864
 
3.000%, 08/01/24
  610   672,305
 
3.000%, 08/01/25
  1,475   1,656,189
 
3.000%, 08/01/26
  3,135   3,552,206
San Juan Water District (RB)        
5.000%, 02/01/26
  500   626,840
San Lorenzo Unified School District (GO)        
5.000%, 08/01/21
  265   282,085
San Mateo County Community College District (GO) Series B        
5.000%, 09/01/27
  450   589,055
San Matro County Community College District (GO) Series B        
5.000%, 09/01/28
  400   536,720
San Ramon Valley Unified School District (GO)        
4.000%, 08/01/21
  1,600   1,679,440
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Santa Ana Unified School District (GO)        
5.000%, 08/01/25
  350   $431,687
Santa Clara Unified School District (GO)        
5.000%, 07/01/24
  1,000   1,186,960
Santa County Clara (GO) Series C        
5.000%, 08/01/26
  900   1,145,448
 
5.000%, 08/01/27
  3,405   4,448,020
Santa Cruz City High School District (GO)        
4.000%, 08/01/22
  715   771,506
Santa Monica Community College District (GO) Series A        
5.000%, 08/01/22
  225   249,208
 
5.000%, 08/01/22
  400   443,036
 
5.000%, 08/01/26
  105   133,483
Simi Valley Unified School District (GO)        
5.000%, 08/01/23
  260   298,836
Sonoma Valley Unified School District (GO) Series B        
5.000%, 08/01/25
  500   615,785
Southern California Public Power Authority (RB) Series A        
5.000%, 07/01/26
  5,500   6,932,805
Standard Elementary School District (GO) Series A        
4.000%, 08/01/24
  240   271,807
Stockton Unified School District (GO) (AGM)        
5.000%, 07/01/20
  150   152,606
Sunnyvale Elementary School District (GO)        
5.000%, 09/01/25
  600   743,922
Sylvan Union School District (GO) Series        
5.000%, 08/01/26
  405   513,686
Tahoe Forest Hospital District (GO)        
4.000%, 08/01/20
  295   299,682
Torrance Unified School District (GO)        
¤
5.000%, 08/01/26 (Pre-refunded @ $100, 8/1/23)
  445   510,891
Tustin Unified School District (GO) Series B        
¤
5.250%, 08/01/31 (Pre-refunded @ $100, 8/1/21)
  415   443,419
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
University of California (RB) Series AF        
5.000%, 05/15/22
  3,000   $3,294,240
¤
5.000%, 05/15/26 (Pre-refunded @ $100, 5/15/23)
  400   454,284
University of California (RB) Series G        
¤
5.000%, 05/15/37 (Pre-refunded @ $100, 5/15/22)
  305   334,326
Upland Unified School District (GO) Series A        
5.000%, 08/01/21
  500   532,235
Upper Santa Clara Valley Joint Powers Authority (RB) (ETM) Series A        
4.000%, 08/01/21
  1,125   1,180,339
Walnut Creek Elementary School District Contra Costa County (GO)        
4.000%, 09/01/25
  100   118,214
West Contra Costa Unified School District (GO) (AGM)        
5.000%, 08/01/20
  100   102,132
West Contra Costa Unified School District (GO)        
5.000%, 08/01/21
  430   457,722
West Contra Costa Unified School District (GO) Series A        
5.000%, 08/01/24
  1,095   1,302,470
West Contra Costa Unified School District (GO) Series A-1        
5.000%, 08/01/25
  520   639,782
 
5.000%, 08/01/26
  545   690,466
 
5.000%, 08/01/27
  575   746,764
West Contra Costa Unified School District (GO) Series B        
6.000%, 08/01/20
  1,475   1,513,674
West Covina Unified School District (GO) (AGM)        
5.000%, 08/01/21
  385   409,821
West Valley-Mission Community College District (GO)        
5.000%, 08/01/22
  1,015   1,123,676
West Valley-Mission Community College District (GO) Series        
5.000%, 08/01/29
  135   184,391
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Westside Union School District (GO) Series A        
3.000%, 08/01/21
  300   $310,449
 
4.000%, 08/01/23
  700   780,437
Windsor Unified School District (GO)        
4.000%, 08/01/26
  105   126,170
Wright Elementary School District (GO) Series A        
3.000%, 08/01/20
  165   166,777
Yuba Community College District (GO) Series B        
4.000%, 08/01/21
  355   372,626
TOTAL MUNICIPAL BONDS

Cost ($506,769,730)
      525,271,266
    
      Shares   Value†
TEMPORARY CASH INVESTMENTS — (4.0%)
 
BlackRock Liquidity Funds California Money Fund Portfolio
  21,816,599   $21,816,599
TOTAL INVESTMENTS — (100.0%)    
(Cost $528,509,523)^^
      $547,087,865
 
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $525,271,266   —   $525,271,266
Temporary Cash Investments
$21,816,599   —   —   21,816,599
TOTAL
$21,816,599   $525,271,266   —   $547,087,865
DFA NY Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
MUNICIPAL BONDS — (99.4%)
NEW YORK — (99.4%)
Albany County (GO)        
5.000%, 04/01/20
  500   $503,350
 
5.000%, 06/01/21
  370   390,690
Ardsley Union Free School District (GO) (ST AID WITHHLDG)        
2.250%, 08/15/23
  290   303,726
Babylon Union Free School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/20
  290   291,282
Bedford Central School District (GO)        
3.000%, 07/01/22
  500   526,185
Bridgehampton Union Free School District (GO) (ST AID WITHHLDG)        
3.000%, 03/15/23
  600   642,162
Bronxville Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 09/15/21
  700   747,397
Chappaqua Central School District (GO) (ST AID WITHHLDG)        
5.000%, 01/15/22
  475   513,855
City of Ithaca (GO) Series A        
3.000%, 02/15/21
  225   230,398
City of New York (GO) Series        
5.000%, 08/01/22
  310   341,648
City of New York (GO) Series A        
5.000%, 08/01/20
  450   459,189
 
5.000%, 08/01/23
  1,200   1,370,292
 
5.000%, 08/01/24
  620   732,344
 
5.000%, 08/01/25
  220   268,290
City of New York (GO) Series A-1        
4.000%, 08/01/20
  100   101,552
City of New York (GO) Series B        
5.000%, 08/01/20
  375   382,658
 
5.000%, 08/01/21
  1,000   1,061,690
City of New York (GO) Series C        
5.000%, 08/01/20
  200   204,084
 
5.000%, 08/01/20
  100   102,042
 
5.000%, 08/01/20
  100   102,042
 
5.000%, 08/01/21
  300   318,507
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
City of New York (GO) Series E        
5.000%, 08/01/20
  1,000   $1,020,420
 
5.000%, 08/01/20
  2,700   2,755,134
 
5.000%, 08/01/20
  2,365   2,413,293
 
5.000%, 08/01/21
  625   663,556
 
5.000%, 08/01/23
  1,000   1,141,910
City of New York (GO) Series F        
5.000%, 08/01/21
  300   318,507
City of New York (GO) Series F-1        
5.000%, 06/01/21
  300   316,446
City of New York (GO) Series I-        
5.000%, 03/01/22
  265   287,583
City of New York (GO) Series J7        
5.000%, 08/01/20
  1,000   1,020,420
City of New York (GO) Series E        
5.000%, 08/01/21
  350   371,592
City of New York NY Series B        
5.000%, 08/01/21
  875   928,979
City of New York NY Series J        
5.000%, 08/01/20
  1,120   1,142,870
City of Rochester (GO) Series        
5.000%, 02/01/20
  200   200,000
 
4.000%, 02/15/21
  1,080   1,114,268
City of Rochester (GO) Series I        
4.000%, 10/15/21
  675   710,161
City of Rochester (GO) Series II        
3.000%, 08/06/20
  2,000   2,019,920
Dutchess County (GO)        
4.000%, 10/01/20
  275   281,023
Eastport-South Manor Central School District (GO) (ST AID WITHHLDG)        
4.000%, 08/01/23
  500   551,615
Eden Central School District (GO) (ST AID WITHHLDG)        
5.000%, 06/01/20
  660   668,950
Edgemont Union Free School District at Greenburgh (GO) (ST AID WITHHLDG)        
4.000%, 08/15/20
  525   533,930
Grand Island Central School District (GO) (ST AID WITHHLDG)        
5.000%, 12/01/21
  500   538,155
 
DFA NY Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Hauppauge Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 07/15/22
  235   $259,050
Haverstraw-Stony Point Central School District (GO) (ST AID WITHHLDG)        
3.000%, 08/15/22
  200   210,584
 
3.000%, 08/15/23
  360   386,276
Herricks Union Free School District (GO) (ST AID WITHHLDG)        
4.000%, 06/15/21
  150   156,539
Hilton Central School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/21
  450   457,555
Island Park Union Free School District (GO) (ST AID WITHHLDG)        
4.000%, 07/15/24
  580   661,014
Island Trees Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 05/15/20
  1,170   1,183,794
Kenmore-Tonawanda Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 06/01/20
  730   739,899
Kingston City School District (GO) (ST AID WITHHLDG)        
3.000%, 06/01/20
  510   513,616
Lindenhurst Union Free School District (GO) (ST AID WITHHLDG)        
2.250%, 09/01/23
  195   204,202
Long Beach City School District (GO) (ST AID WITHHLDG)        
3.000%, 05/01/20
  160   160,854
Longwood Central School District Suffolk County (GO) (ST AID WITHHLDG)        
2.000%, 06/15/21
  1,195   1,217,191
Metropolitan Transportation Authority (RB) (ETM) Series A        
5.000%, 11/15/21
  145   156,013
Metropolitan Transportation Authority (RB) Series A        
5.000%, 11/15/21
  855   915,354
Metropolitan Transportation Authority (RB) Series D        
¤
5.250%, 11/15/40 (Pre-refunded @ $100, 11/15/20)
  1,000   1,035,270
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Metropolitan Transportation Authority (RB) Series G        
¤
5.250%, 11/15/24 (Pre-refunded @ $100, 11/15/20)
  1,500   $1,552,905
Middle Country Central School District (GO) (ST AID WITHHLDG)        
2.000%, 08/15/21
  500   509,260
Middle Country Central School District At Centereach (GO) (ST AID WITHHLDG)        
3.000%, 01/15/23
  725   771,516
Middletown City School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/20
  500   502,155
 
5.000%, 09/15/24
  130   153,860
Mount Pleasant Central School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/20
  1,550   1,556,913
Nassau County Interim Finance Authority (RB) Series A        
5.000%, 11/15/21
  505   543,168
New Hartford Central School District (GO) (AGM ST AID WITHHLDG)        
2.125%, 06/15/21
  250   254,450
New Rochelle City School District (GO) (ST AID WITHHLDG)        
4.000%, 06/01/20
  300   303,147
New York State (GO) Series        
5.000%, 03/15/22
  160   174,488
 
5.000%, 03/01/23
  2,000   2,262,880
New York State (GO) Series A        
5.000%, 02/15/21
  750   783,532
New York State (GO) Series C        
5.000%, 04/15/22
  600   656,448
New York State Dormitory Authority (RB) Series        
5.000%, 12/15/21
  150   161,427
 
5.000%, 03/15/22
  1,475   1,603,030
 
5.000%, 03/15/23
  650   732,634
New York State Dormitory Authority (RB) Series A        
5.000%, 02/15/20
  2,880   2,883,629
 
5.000%, 03/15/20
  1,175   1,180,499
 
5.000%, 03/15/20
  350   351,638
 
5.000%, 07/01/20
  395   401,976
 
5.000%, 12/15/20
  265   274,397
 
5.000%, 03/15/21
  225   235,276
 
5.000%, 03/15/21
  475   496,693
 
5.000%, 02/15/22
  235   254,456
 
DFA NY Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
 
5.000%, 10/01/22
  475   $528,143
 
4.000%, 12/15/22
  100   108,796
 
5.000%, 12/15/22
  500   558,090
 
5.000%, 03/15/23
  325   366,317
¤
5.500%, 07/01/25 (Pre-refunded @ $100, 7/1/20)
  900   916,974
¤
5.000%, 02/15/30 (Pre-refunded @ $100, 2/15/23)
  1,135   1,278,543
New York State Dormitory Authority (RB) Series B        
5.000%, 02/15/20
  2,690   2,693,389
 
5.000%, 03/15/20
  1,000   1,004,680
 
5.000%, 03/15/21
  310   324,158
 
5.000%, 02/15/22
  1,000   1,082,790
 
5.000%, 02/15/24
  455   529,725
New York State Dormitory Authority (RB) Series B-        
5.000%, 02/15/25
  550   661,952
New York State Dormitory Authority (RB) Series C        
5.000%, 03/15/20
  300   301,404
 
5.000%, 03/15/21
  1,970   2,059,970
New York State Dormitory Authority (RB) Series D        
5.000%, 02/15/24
  300   349,269
New York State Dormitory Authority (RB) Series E        
5.000%, 03/15/20
  1,160   1,165,429
 
5.000%, 02/15/21
  900   938,052
 
5.000%, 03/15/21
  1,000   1,045,670
New York State Dormitory Authority (RB) (ETM) Series A        
4.000%, 03/15/20
  400   401,468
New York State Urban Development Corp. (RB) (NATL)        
5.500%, 03/15/20
  750   753,937
New York State Urban Development Corp. (RB) Series A        
5.000%, 03/15/20
  560   562,621
 
5.000%, 03/15/20
  1,550   1,557,254
 
5.000%, 03/15/21
  300   313,701
 
5.000%, 03/15/22
  760   825,634
 
5.000%, 03/15/25
  1,200   1,448,124
New York State Urban Development Corp. (RB) Series A-        
5.000%, 03/15/21
  800   836,536
New York State Urban Development Corp. (RB) Series A-1        
5.000%, 03/15/21
  360   376,441
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Niagara County (GO)        
2.000%, 12/01/21
  250   $255,195
Niskayuna Central School District (GO) (ST AID WITHHLDG)        
4.000%, 06/15/20
  555   561,782
North Shore Central School District (GO) (ST AID WITHHLDG)        
2.000%, 12/15/22
  285   294,149
 
2.000%, 12/15/23
  550   574,497
North Tonawanda City School District (GO) (ST AID WITHHLDG)        
4.000%, 09/15/21
  650   683,176
Oceanside Union Free School District (GO) (ST AID WITHHLDG)        
2.500%, 07/01/23
  520   545,984
Oneida County (GO)        
5.000%, 04/01/20
  225   226,526
Onondaga County (GO)        
5.000%, 04/15/20
  275   277,285
 
5.000%, 05/01/20
  440   444,479
 
4.000%, 06/15/20
  150   151,757
 
4.000%, 05/01/22
  590   631,459
 
5.000%, 06/01/22
  700   767,081
Orange County (GO)        
3.000%, 08/15/20
  665   673,226
 
3.000%, 08/15/21
  830   859,523
Orange County (GO) Series        
5.000%, 03/15/21
  325   340,626
Pittsford Central School District (GO) (ST AID WITHHLDG)        
4.000%, 10/01/21
  1,225   1,290,268
Port Authority of New York & New Jersey (RB) Series 189        
5.000%, 05/01/23
  305   346,178
Port Washington Union Free School District (GO) (ST AID WITHHLDG)        
3.000%, 08/01/21
  135   139,620
Red Hook Central School District (GO) (ST AID WITHHLDG)        
4.000%, 06/15/20
  150   151,734
Riverhead Central School District (GO) (ST AID WITHHLDG)        
3.000%, 03/15/22
  120   125,527
 
2.000%, 10/15/22
  280   288,403
 
DFA NY Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Sachem Central School District (GO) (ST AID WITHHLDG)        
5.000%, 10/15/20
  850   $874,879
Saranac Lake Central School District (GO) (ST AID WITHHLDG)        
3.000%, 06/15/20
  1,070   1,078,485
Schenectady County (GO)        
5.000%, 12/15/20
  800   829,856
 
5.000%, 06/15/25
  140   171,777
Schenectady County (GO) Series B        
3.000%, 12/15/21
  470   490,337
Sewanhaka Central High School District of Elmont (GO) (ST AID WITHHLDG)        
3.000%, 07/15/23
  590   632,067
Spencerport Central School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/21
  500   507,780
State of New York (GO) Series C        
5.000%, 04/15/20
  500   504,285
Suffern Central School District (GO) (ST AID WITHHLDG)        
5.000%, 10/15/21
  215   230,265
Syosset Central School District (GO) (ST AID WITHHLDG)        
2.000%, 12/15/20
  1,210   1,222,886
Taconic Hills Central School District at Craryville (GO) (ST AID WITHHLDG)        
5.000%, 06/15/20
  100   101,529
 
4.000%, 06/15/22
  250   268,818
Town of Babylon (GO)        
5.000%, 10/01/20
  400   411,380
 
3.000%, 07/01/25
  375   419,771
Town of Babylon (GO) Series        
2.000%, 06/01/20
  150   150,651
Town of Bedford (GO) Series A        
3.000%, 03/15/21
  455   466,794
 
3.000%, 03/15/25
  330   367,373
Town of Brookhaven (GO)        
5.000%, 04/15/20
  200   201,706
Town of Brookhaven (GO) Series        
3.000%, 03/15/22
  650   680,355
Town of Brookhaven (GO) Series A        
5.000%, 09/15/20
  1,040   1,067,602
 
5.000%, 09/15/21
  1,000   1,069,550
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Town of Brookhaven (GO) Series B        
4.000%, 12/15/23
  500   $561,235
Town of Cheektowaga (GO)        
5.000%, 07/15/23
  265   302,914
Town of Clarence (GO)        
2.000%, 08/01/20
  320   322,102
 
2.000%, 08/01/21
  250   254,965
 
2.250%, 08/01/24
  210   223,150
Town of Hempstead (GO)        
5.000%, 04/15/20
  250   252,143
Town of Hempstead (GO) Series B        
5.000%, 09/15/20
  1,030   1,057,460
 
5.000%, 09/15/21
  2,250   2,401,222
Town of Huntington (GO)        
2.000%, 12/01/23
  220   229,871
Town of Huntington (GO) Series B        
5.000%, 11/01/20
  2,280   2,353,074
Town of Islip (GO) Series        
5.000%, 05/15/20
  885   895,735
Town of Islip (GO) Series A        
5.000%, 05/01/20
  150   151,568
Town of LaGrange (GO)        
4.000%, 03/01/20
  220   220,550
Town of North Hempstead (GO) Series A        
5.000%, 03/15/21
  1,075   1,124,955
 
3.000%, 04/01/24
  425   464,317
Triborough Bridge & Tunnel Authority (RB) Series A        
5.000%, 11/15/20
  405   418,171
 
5.000%, 01/01/22
  190   205,044
Triborough Bridge & Tunnel Authority (RB) Series B        
5.000%, 11/15/20
  670   691,788
 
5.000%, 11/15/22
  190   211,831
 
5.000%, 11/15/22
  295   328,896
Triborough Bridge & Tunnel Authority Series B        
4.000%, 11/15/20
  940   963,274
Tuckahoe Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 07/15/21
  230   244,180
Ulster County (GO)        
2.000%, 11/15/22
  240   247,085
Village of Croton-On-Hudson (GO) Series A        
3.000%, 04/01/21
  300   307,521
Village of Farmingdale (GO)        
3.000%, 07/15/21
  215   222,235
Village of Mamaroneck (GO)        
5.000%, 08/15/22
  1,090   1,205,300
 
DFA NY Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Wantagh Union Free School District (GO) (ST AID WITHHLDG)        
2.000%, 11/15/22
  250   $257,100
Washingtonville Central School District (GO) (ST AID WITHHLDG)        
5.000%, 06/15/20
  750   761,467
Westchester County (GO) Series        
5.000%, 07/01/20
  435   442,539
 
5.000%, 11/15/20
  500   516,540
 
5.000%, 12/01/20
  500   517,480
 
5.000%, 11/15/22
  525   586,399
 
5.000%, 12/01/22
  1,000   1,118,790
Yorktown Central School District (GO) (ST AID WITHHLDG)        
2.000%, 07/01/21
  400   406,876
TOTAL MUNICIPAL BONDS

Cost ($118,842,671)
      120,283,168
    
      Shares   Value†
TEMPORARY CASH INVESTMENTS — (0.6%)
 
BlackRock Liquidity Funds New York Money Fund Portfolio
  725,263   $725,263
TOTAL INVESTMENTS — (100.0%)    
(Cost $119,567,934)^^
      $121,008,431
 
Summary of the Portfolio's investments as of January 31, 2020, 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
—   $120,283,168   —   $120,283,168
Temporary Cash Investments
$725,263   —   —   725,263
TOTAL
$725,263   $120,283,168   —   $121,008,431
Dimensional Retirement Income Fund
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
    Shares   Value†
AFFILIATED INVESTMENT COMPANIES — (99.4%)
Investment in DFA Inflation-Protected Securities Portfolio of

DFA Investment Dimensions Group Inc.
768,012   $9,469,580
Investment in DFA One-Year Fixed Income Portfolio of

DFA Investment Dimensions Group Inc.
609,810   6,287,141
Investment in U.S. Large Company Portfolio of

Dimensional Investment Group Inc.
50,881   1,260,320
Investment in U.S. Core Equity 1 Portfolio of

DFA Investment Dimensions Group Inc.
49,241   1,258,115
Investment in Large Cap International Portfolio of

DFA Investment Dimensions Group Inc.
28,873   663,795
Investment in Emerging Markets Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
16,552   338,485
Investment in International Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
24,983   332,523
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES

(Cost $18,232,582)
    $19,609,959
    
       
TEMPORARY CASH INVESTMENTS — (0.6%)
State Street Institutional U.S. Government Money Market Fund, 1.518%

(Cost $118,463)
118,463 118,463
TOTAL INVESTMENTS — (100.0%)

(Cost $18,351,045)^^
  $19,728,422
Summary of the Portfolio's investments as of January 31, 2020, 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
$19,609,959   —   —   $19,609,959
Temporary Cash Investments
118,463   —   —   118,463
TOTAL
$19,728,422   —   —   $19,728,422
Dimensional 2045 Target Date Retirement Income Fund
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
    Shares   Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in U.S. Large Company Portfolio of

Dimensional Investment Group Inc.
900,384   $22,302,510
Investment in U.S. Core Equity 1 Portfolio of

DFA Investment Dimensions Group Inc.
869,280   22,210,091
Investment in Large Cap International Portfolio of

DFA Investment Dimensions Group Inc.
514,179   11,820,985
Investment in Emerging Markets Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
294,179   6,015,951
Investment in International Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
444,626   5,917,978
Investment in DFA Two-Year Global Fixed Income Portfolio of

DFA Investment Dimensions Group Inc.
300,823   2,987,177
Investment in DFA Short-Term Extended Quality Portfolio of

DFA Investment Dimensions Group Inc.
275,316   2,987,176
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES

(Cost $62,057,375)^^
    $74,241,868
Summary of the Portfolio's investments as of January 31, 2020, 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
$74,241,868   —   —   $74,241,868
TOTAL
$74,241,868   —   —   $74,241,868
Dimensional 2050 Target Date Retirement Income Fund
SCHEDULE OF INVESTMENTS
January 31, 2020
(Unaudited)
    Shares   Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in U.S. Large Company Portfolio of

Dimensional Investment Group Inc.
698,570   $17,303,585
Investment in U.S. Core Equity 1 Portfolio of

DFA Investment Dimensions Group Inc.
675,234   17,252,239
Investment in Large Cap International Portfolio of

DFA Investment Dimensions Group Inc.
396,797   9,122,351
Investment in Emerging Markets Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
227,998   4,662,562
Investment in International Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
343,594   4,573,239
Investment in DFA Two-Year Global Fixed Income Portfolio of

DFA Investment Dimensions Group Inc.
142,878   1,418,777
Investment in DFA Short-Term Extended Quality Portfolio of

DFA Investment Dimensions Group Inc.
130,763   1,418,777
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES

(Cost $45,410,828)^^
    $55,751,530
Summary of the Portfolio's investments as of January 31, 2020, 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
$55,751,530   —   —   $55,751,530
TOTAL
$55,751,530   —   —   $55,751,530
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 January 31, 2020, the Fund consisted of one hundred and five 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 2005 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, Tax Managed U.S. Equity Portfolio, Tax-Managed U.S. Targeted Value Portfolio, Tax-Managed U.S. Small Cap Portfolio, T.A. U.S. Core Equity 2 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 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 and DFA Oregon Municipal Bond Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. 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 adjust market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Portfolios, however, do not intend to sell futures contracts to establish short
positions in individual securities. 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 January 31, 2020, the DFA Commodity Strategy Portfolio held $283,235,776 in the Subsidiary, representing 20.48% of DFA Commodity Strategy Portfolio’s total assets.
7.    SWAP AGREEMENTS: The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.
The Portfolios may enter into a credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred. If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which
typically is between six months and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject to mandatory central clearing and exchange-trading.
Credit default swaps involve greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer, resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.
The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby creating "synthetic" inflation-indexed bonds.
Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.
The DFA Municipal Real Return Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.
Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio’s rights as a creditor.
The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM’s customers.
The Advisor and the Fund do not believe that a Portfolio’s obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio’s borrowing or senior securities restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio’s obligations over its entitlements with respect to each swap contract will be accrued
on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect to each swap contract will be accrued on a daily basis and assets having an aggregate market value at least equal to the accrued full notional value will be segregated and maintained to cover the transactions in accordance with SEC positions. To the extent that a Portfolio cannot dispose of a swap in the ordinary course of business within seven days at approximately the value at which the Portfolio has valued the swap, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio’s net assets.
The Dodd-Frank Act and related regulatory developments have imposed comprehensive new regulatory requirements on swaps and swap market participants. The regulation of cleared and uncleared swaps, as well as other derivatives, is a rapidly changing area of law and is subject to modification by government and judicial action. In addition, the SEC, CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including, for example, the implementation or reduction of speculative position limits, the implementation of higher margin requirements, the establishment of daily price limits and the suspension of trading. It is not possible to predict fully the effects of current or future regulation. New requirements, even if not directly applicable to a Portfolio, may increase the cost of the Portfolio’s investments and cost of doing business. It is possible that developments in the swaps market, including potential government regulation, could adversely affect a Portfolio’s ability to terminate existing swap agreements or to realize amounts to be received under such agreements.
FEDERAL TAX COST
At January 31, 2020, the total cost of securities for federal income tax purposes was:
  Federal
Tax Cost
Enhanced U.S. Large Company Portfolio
$405,881
U.S. Large Cap Value Portfolio
18,954,751
U.S. Targeted Value Portfolio
9,965,212
U.S. Small Cap Value Portfolio
12,084,514
U.S. Core Equity 1 Portfolio
17,701,809
U.S. Core Equity 2 Portfolio
18,606,894
U.S. Vector Equity Portfolio
3,133,898
U.S. Small Cap Portfolio
14,287,958
U.S. Micro Cap Portfolio
4,926,037
DFA Real Estate Securities Portfolio
7,158,931
Large Cap International Portfolio
4,517,536
International Core Equity Portfolio
28,669,076
International Small Company Portfolio
11,914,168
Global Small Company Portfolio
41,430
Japanese Small Company Portfolio
499,335
Asia Pacific Small Company Portfolio
339,996
United Kingdom Small Company Portfolio
23,352
Continental Small Company Portfolio
621,018
DFA International Real Estate Securities Portfolio
6,421,669
DFA Global Real Estate Securities Portfolio
7,885,149
DFA International Small Cap Value Portfolio
13,279,234
International Vector Equity Portfolio
2,495,149
World ex U.S. Value Portfolio
280,688
World ex U.S. Targeted Value Portfolio
562,152
World ex U.S. Core Equity Portfolio
3,649,418
Selectively Hedged Global Equity Portfolio
293,856
Emerging Markets Portfolio
4,062,162
Emerging Markets Small Cap Portfolio
6,350,220
  Federal
Tax Cost
Emerging Markets Value Portfolio
$16,156,510
Emerging Markets Core Equity Portfolio
25,589,831
U.S. Large Cap Equity Portfolio
1,090,378
DFA Commodity Strategy Portfolio
2,300,574
DFA One-Year Fixed Income Portfolio
7,620,783
DFA Two-Year Global Fixed Income Portfolio
5,769,937
DFA Selectively Hedged Global Fixed Income Portfolio
1,293,512
DFA Short-Term Government Portfolio
2,180,002
DFA Five-Year Global Fixed Income Portfolio
15,222,770
DFA World ex U.S. Government Fixed Income Portfolio
1,486,077
DFA Intermediate Government Fixed Income Portfolio
5,406,989
DFA Short-Term Extended Quality Portfolio
6,702,569
DFA Intermediate-Term Extended Quality Portfolio
2,010,743
DFA Targeted Credit Portfolio
805,518
DFA Investment Grade Portfolio
10,645,807
DFA Inflation-Protected Securities Portfolio
4,696,198
DFA Short-Term Municipal Bond Portfolio
2,579,715
DFA Intermediate-Term Municipal Bond Portfolio
2,046,961
DFA California Short-Term Municipal Bond Portfolio
1,215,954
DFA California Intermediate-Term Municipal Bond Portfolio
528,510
DFA NY Municipal Bond Portfolio
119,568
Dimensional Retirement Income Fund
18,475
Dimensional 2045 Target Date Retirement Income Fund
62,620
Dimensional 2050 Target Date Retirement Income Fund
45,905
Dimensional 2055 Target Date Retirement Income Fund
27,820
Dimensional 2060 Target Date Retirement Income Fund
20,690
Dimensional 2065 Target Date Retirement Income Fund
43
Dimensional 2005 Target Date Retirement Income Fund
5,963
Dimensional 2010 Target Date Retirement Income Fund
15,270
Dimensional 2015 Target Date Retirement Income Fund
41,805
Dimensional 2020 Target Date Retirement Income Fund
99,178
Dimensional 2025 Target Date Retirement Income Fund
139,209
Dimensional 2030 Target Date Retirement Income Fund
126,554
Dimensional 2035 Target Date Retirement Income Fund
98,983
Dimensional 2040 Target Date Retirement Income Fund
81,307
DFA Short-Duration Real Return Portfolio
1,485,177
DFA Municipal Real Return Portfolio
873,499
DFA Municipal Bond Portfolio
514,843
World Core Equity Portfolio
776,832
DFA LTIP Portfolio
195,074
U.S. Social Core Equity 2 Portfolio
920,921
U.S. Sustainability Core 1 Portfolio
1,720,156
International Sustainability Core 1 Portfolio
1,412,482
International Social Core Equity Portfolio
1,191,553
Global Social Core Equity Portfolio
62,902
Emerging Markets Social Core Equity Portfolio
1,276,533
Tax-Managed U.S. Marketwide Value Portfolio
2,895,584
Tax-Managed U.S. Equity Portfolio
1,945,209
  Federal
Tax Cost
Tax-Managed U.S. Targeted Value Portfolio
$3,303,677
Tax-Managed U.S. Small Cap Portfolio
1,999,689
T.A. U.S. Core Equity 2 Portfolio
6,082,189
Tax-Managed DFA International Value Portfolio
3,603,076
T.A. World ex U.S. Core Equity Portfolio
3,476,699
VA U.S. Targeted Value Portfolio
353,011
VA U.S. Large Value Portfolio
463,175
VA International Value Portfolio
360,383
VA International Small Portfolio
262,878
VA Short-Term Fixed Portfolio
326,365
VA Global Bond Portfolio
420,705
VIT Inflation-Protected Securities Portfolio
121,591
DFA VA Global Moderate Allocation Portfolio
119,530
U.S. Large Cap Growth Portfolio
1,871,213
U.S. Small Cap Growth Portfolio
685,469
International Large Cap Growth Portfolio
449,698
International Small Cap Growth Portfolio
201,617
DFA Social Fixed Income Portfolio
330,445
DFA Diversified Fixed Income Portfolio
1,132,332
U.S. High Relative Profitability Portfolio
1,663,043
International High Relative Profitability Portfolio
704,445
VA Equity Allocation Portfolio
71,486
DFA MN Municipal Bond Portfolio
76,413
DFA California Municipal Real Return Portfolio
147,088
DFA Global Core Plus Fixed Income Portfolio
1,787,603
Emerging Markets Sustainability Core 1 Portfolio
326,121
Emerging Markets Targeted Value Portfolio
122,963
DFA Global Sustainability Fixed Income Portfolio
366,120
DFA Oregon Municipal Bond Portfolio
29,628
RECENTLY ISSUED ACCOUNTING STANDARDS
In March 2017, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) 2017-08 which changes the amortization period for a callable debt security from the maturity date to the earliest call date. The ASU is effective for annual periods beginning after December 15, 2018, and interim periods within those annual periods. Management has evaluated the requirements of this update and does not expect any material impact to the Fund's financial statements.
In August 2018, the FASB issued ASU No. 2018-13, “Fair Value Measurements” (“ASU 2018-13”). This update makes certain removals from, changes to and additions to existing disclosure requirements for fair value measurement. ASU 2018-13 does not change fair value measurements already required or permitted by existing standards. ASU 2018-13 is effective for financial statements issued for fiscal years beginning after December 15, 2019, and interim periods within those fiscal years. The Portfolios’ early adoption of all of the ASU 2018-13 disclosure requirements are reflected within these financial statements prepared as of October 31, 2019.
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 us, individually or in aggregate, will not have a material adverse impact on our financial position, our results of operations, or our 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 "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 a court-appointed trustee (the "Trustee") on behalf of the committee of unsecured creditors of Tribune (the "Committee Action," and with the Individual Creditor Actions, collectively referred to as the "Lawsuits"). The 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 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 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 were preempted 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. The Second Circuit’s review is pending.
On January 6, 2017, the Court granted the shareholder defendants’ motion to dismiss the claims against them in the Committee Action. The Trustee moved for leave from the 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 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 Court’s dismissal order and order denying the Trustee’s motion for leave to amend to the Second Circuit. The Second Circuit appeal is pending.
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 Lawsuits has advised management that it does not believe that it is possible to predict with any reasonable certainty the probable outcome of the Lawsuits 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 Lawsuits. 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 Lawsuits. However, even if the plaintiffs in the Lawsuits were to obtain the full recovery the plaintiffs seek, 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 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 Lawsuits. The attorneys’ fees and costs relating to the 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
Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the Schedules of Investments.