NPORT-EX 2 IDGBook1.2edgar.htm
DFA INVESTMENT DIMENSIONS GROUP INC.
FORM N-Q REPORT
July 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
ADR American Depositary Receipt
CP Certificate Participation
GDR Global Depositary Receipt
P.L.C. Public Limited Company
SA Special Assessment
ST Special Tax
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
AMBAC American Municipal Bond Assurance Corporation
SCH BD RES FD School Board Resolution Fund
ST GTD State Guaranteed
FGIC Federal Guaranty Insurance Corporation
CAD Canadian Dollars
EUR Euro
USD United States Dollar
AUD Australian Dollars
DKK Danish Krone
GBP British Pounds
NOK Norwegian Krone
SEK Swedish Krona
SGD Singapore Dollars
JPY Japanese Yen
    
CONTINUED
Investment Footnotes
† See Security Valuation Note within the Notes to Schedules of Investments.
^^ See Federal Tax Cost Note within the Notes to Schedules of Investments.
» Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments.
# Total or Partial Securities on Loan.
* Non-Income Producing Securities.
@ Security purchased with cash collateral received from Securities on Loan.
§ Affiliated Fund.
^ Denominated in USD, unless otherwise noted.
(r) The adjustable rate shown is effective as of July 31, 2020.
Ω Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional investors. This security has been deemed liquid based upon the Fund’s Liquidity Guidelines. The liquidity determination is unaudited.
∞ Rates reflect the effective yields at purchase date.
± Face Amount of security is not adjusted for inflation.
¤ Pre-refunded bonds are collateralized by U.S. Government or other eligible securities that are held in escrow and used to pay principal and interest and retire the bonds at the earliest refunding date (payment date) and/or whose interest rates vary with changes in a designated base rate (such as the prime interest rate).
Emerging Markets Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Emerging Markets Series of

The DFA Investment Trust Company
  $6,022,549,551
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^
  $6,022,549,551
Summary of the Portfolio's Master Fund's investments as of July 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Small Cap Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in The Emerging Markets Small Cap Series of

The DFA Investment Trust Company
  $5,238,054,607
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^
  $5,238,054,607
Summary of the Portfolio's Master Fund's investments as of July 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Value Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in Dimensional Emerging Markets Value Fund
  $13,663,723,936
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^
  $13,663,723,936
Summary of the Portfolio's Master Fund's investments as of July 31, 2020, based on their valuation inputs, is located within this report (see Security Valuation Note).
Emerging Markets Core Equity Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Shares   Value»
COMMON STOCKS — (96.8%)
BRAZIL — (5.0%)
 
AES Tiete Energia SA
  2,287,727   $6,648,444
 
AES Tiete Energia SA
  681   419
 
Aliansce Sonae Shopping Centers SA
  488,261   2,596,423
 
Alliar Medicos A Frente SA
  266,719   580,830
 
Alupar Investimento SA
  1,139,846   5,276,913
#
Ambev SA, ADR
  16,147,015   43,274,000
 
Ambev SA
  514,820   1,371,787
*
Anima Holding SA
  251,359   1,384,834
 
Arezzo Industria e Comercio SA
  317,680   3,213,004
 
Atacadao SA
  680,305   2,926,464
#*
Azul SA, ADR
  490,810   5,663,947
*
B2W Cia Digital
  34,100   779,981
 
B3 SA - Brasil Bolsa Balcao
  3,138,497   38,168,186
 
Banco Bradesco SA, ADR
  2,439,724   10,295,635
 
Banco Bradesco SA
  2,992,932   11,893,585
 
Banco BTG Pactual SA
  354,135   5,866,779
 
Banco do Brasil SA
  1,819,892   11,715,017
 
Banco Santander Brasil SA
  897,318   5,141,489
 
BB Seguridade Participacoes SA
  2,714,161   14,479,896
 
BK Brasil Operacao e Assessoria a Restaurantes SA
  78,186   157,974
 
BR Malls Participacoes SA
  4,694,640   8,909,516
 
BR Properties SA
  709,294   1,260,441
 
BrasilAgro - Co. Brasileira de Propriedades Agricolas
  258,703   1,042,935
#
Braskem SA, Sponsored ADR
  516,634   4,541,213
*
BRF SA
  1,993,468   7,910,360
 
Camil Alimentos SA
  501,366   1,183,122
 
CCR SA
  8,956,956   25,686,721
 
Centrais Eletricas Brasileiras SA
  614,000   4,347,923
#
Cia Brasileira de Distribuicao, ADR
  93,958   1,280,648
 
Cia Brasileira de Distribuicao
  743,436   10,118,557
 
Cia de Locacao das Americas
  869,742   3,189,496
 
Cia de Saneamento Basico do Estado de Sao Paulo
  1,278,004   14,907,658
 
Cia de Saneamento Basico do Estado de Sao Paulo, ADR
  212,352   2,454,789
 
Cia de Saneamento de Minas Gerais-COPASA
  437,637   4,576,415
 
Cia de Saneamento do Parana
  1,248,558   7,335,941
 
Cia de Saneamento do Parana
  75,900   90,937
#
Cia Energetica de Minas Gerais, Sponsored ADR
  421,341   977,510
 
Cia Energetica de Minas Gerais
  641,379   1,502,459
 
Cia Hering
  668,276   1,895,982
 
Cia Paranaense de Energia
  130,786   1,663,986
#
Cia Siderurgica Nacional SA, Sponsored ADR
  3,240,847   7,486,357
 
Cia Siderurgica Nacional SA
  2,566,728   6,027,435
 
Cielo SA
  5,163,224   5,315,105
 
Cogna Educacao
  11,225,297   17,817,419
 
Construtora Tenda SA
  531,027   3,401,024
*
Cosan Logistica SA
  1,208,760   4,689,939
 
Cosan SA
  742,967   12,875,218
 
CSU Cardsystem SA
  317,798   838,274
 
CVC Brasil Operadora e Agencia de Viagens SA
  862,960   3,440,889
 
Cyrela Brazil Realty SA Empreendimentos e Participacoes
  261,337   1,373,678
 
Cyrela Commercial Properties SA Empreendimentos e Participacoes
  15,734   43,584
 
Dimed SA Distribuidora da Medicamentos
  50,314   259,549
 
Direcional Engenharia SA
  866,796   2,686,851
 
Duratex SA
  2,385,998   7,363,980
*
EcoRodovias Infraestrutura e Logistica SA
  1,171,743   3,261,487
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
BRAZIL — (Continued)
 
EDP - Energias do Brasil SA
  1,942,628   $6,911,690
*
Embraer SA
  158,400   231,077
*
Embraer SA, Sponsored ADR
  1,195,508   6,910,036
 
Enauta Participacoes SA
  689,087   1,447,776
 
Energisa SA
  1,219,400   11,489,109
*
Eneva SA
  310,000   2,993,300
 
Engie Brasil Energia SA
  819,261   7,251,015
 
Equatorial Energia SA
  5,374,428   26,302,661
 
Even Construtora e Incorporadora SA
  1,005,019   2,847,511
 
Ez Tec Empreendimentos e Participacoes SA
  820,506   6,475,588
 
Fleury SA
  1,614,788   7,927,600
 
Fras-Le SA
  80,100   85,374
*
Gafisa SA
  189,389   210,571
 
Gafisa SA, ADR
  103,158   220,757
*
Gafisa SA
  121,016   132,695
#
Gerdau SA, Sponsored ADR
  2,244,812   7,497,672
 
Gerdau SA
  337,170   952,069
#
Gol Linhas Aereas Inteligentes SA, ADR
  264,213   1,804,571
 
Grendene SA
  1,281,859   1,872,457
 
Guararapes Confeccoes SA
  783,828   2,682,104
 
Hapvida Participacoes e Investimentos SA
  199,600   2,492,441
*
Helbor Empreendimentos SA
  1,628,313   930,188
 
Hypera SA
  985,988   6,827,096
 
Industrias Romi SA
  172,935   434,281
 
Instituto Hermes Pardini SA
  248,360   1,333,080
*
International Meal Co. Alimentacao SA, Class A
  1,333,561   1,032,787
 
Iochpe-Maxion SA
  1,028,593   2,533,747
 
IRB Brasil Resseguros SA
  714,000   1,090,870
 
Itau Unibanco Holding SA
  1,301,059   6,210,306
 
JBS SA
  6,270,019   25,889,948
 
JHSF Participacoes SA
  2,133,091   3,770,135
 
JSL SA
  437,311   2,415,184
 
Kepler Weber SA
  114,804   961,734
 
Klabin SA
  3,233,629   12,806,697
*
Light SA
  1,893,788   6,861,353
 
Localiza Rent a Car SA
  2,380,859   23,240,138
 
LOG Commercial Properties e Participacoes SA
  348,077   2,455,498
 
Lojas Americanas SA
  365,423   2,156,863
 
Lojas Renner SA
  3,343,796   26,364,231
 
M Dias Branco SA
  103,765   777,360
 
Magazine Luiza SA
  4,359,022   67,442,403
 
Mahle-Metal Leve SA
  373,099   1,305,280
 
Marcopolo SA
  621,900   329,038
*
Marfrig Global Foods SA
  69,501   191,987
*
Marisa Lojas SA
  865,738   1,354,233
*
Mills Estruturas e Servicos de Engenharia SA
  1,087,949   1,597,548
*
Minerva SA
  205,754   535,630
 
Movida Participacoes SA
  247,467   789,856
 
MRV Engenharia e Participacoes SA
  1,846,380   6,774,537
 
Natura & Co. Holding SA
  3,959,853   35,707,793
 
Notre Dame Intermedica Participacoes S.A.
  231,573   2,963,609
 
Odontoprev SA
  1,770,880   4,691,523
*
Omega Geracao SA
  25,239   191,595
*
Paranapanema SA
  132,219   326,965
*
Petro Rio SA
  848,780   6,441,652
#
Petroleo Brasileiro SA, Sponsored ADR
  1,117,137   9,529,179
 
Petroleo Brasileiro SA, Sponsored ADR
  1,709,461   14,821,027
 
Petroleo Brasileiro SA
  19,448,656   84,631,508
 
Porto Seguro SA
  770,760   7,983,085
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
BRAZIL — (Continued)
 
Portobello SA
  780,034   $641,486
*
Profarma Distribuidora de Produtos Farmaceuticos SA
  151,375   190,069
 
Qualicorp Consultoria e Corretora de Seguros SA
  1,753,357   9,411,200
 
Raia Drogasil SA
  957,593   22,780,821
*
Restoque Comercio e Confeccoes de Roupas SA
  142,648   152,313
*
Rumo SA
  3,528,575   15,030,037
 
Sao Carlos Empreendimentos e Participacoes SA
  21,500   161,563
 
Sao Martinho SA
  1,984,716   8,145,761
 
Ser Educacional SA
  279,985   838,900
 
SLC Agricola SA
  882,457   3,924,625
 
Smiles Fidelidade SA
  581,061   1,700,895
*
Springs Global Participacoes SA
  51,371   66,373
 
Sul America SA
  2,011,926   19,554,044
*
Suzano SA
  2,191,408   17,643,679
#*
Suzano SA, Sponsored ADR
  160,383   1,284,669
*
Tecnisa SA
  421,592   923,752
 
Tegma Gestao Logistica SA
  317,752   1,589,202
 
Telefonica Brasil SA, ADR
  523,717   5,284,304
*
Terra Santa Agro SA
  9,100   29,307
 
TIM Participacoes SA, ADR
  12,097   180,729
 
TIM Participacoes SA
  3,318,337   10,018,845
 
Transmissora Alianca de Energia Eletrica SA
  2,089,671   11,600,938
 
Trisul SA
  80,936   212,404
*
Tupy SA
  684,673   2,388,753
 
Ultrapar Participacoes SA
  2,196,700   7,975,673
#
Ultrapar Participacoes SA, Sponsored ADR
  74,790   269,244
 
Usinas Siderurgicas de Minas Gerais SA Usiminas
  279,134   457,505
 
Vale SA, Sponsored ADR
  1,570,741   18,283,426
 
Vale SA
  20,424,690   237,701,727
 
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA
  563,249   1,188,788
*
Via Varejo SA
  1,190,300   4,454,027
*
Vulcabras Azaleia SA
  662,486   656,574
 
WEG SA
  1,384,640   17,876,854
 
Wiz Solucoes e Corretagem de Seguros SA
  513,690   1,018,212
 
YDUQS Participacoes SA
  2,341,245   15,210,205
TOTAL BRAZIL
      1,266,477,927
CANADA — (0.0%)
 
Atlas Corp.
  787,066   5,596,039
CHILE — (0.8%)
 
AES Gener SA
  15,935,751   2,732,228
 
Aguas Andinas SA, Class A
  14,007,238   4,924,162
 
Banco de Chile
  8,969,120   861,062
#
Banco de Chile, ADR
  316,377   5,884,614
 
Banco de Credito e Inversiones SA
  154,405   5,506,743
 
Banco Santander Chile, ADR
  312,308   5,343,589
 
Besalco SA
  2,691,900   1,511,185
*
CAP SA
  967,475   7,284,369
 
Cementos BIO BIO SA
  180,149   163,121
 
Cencosud SA
  6,377,517   11,111,332
 
Cia Cervecerias Unidas SA
  331,032   2,571,526
#
Cia Cervecerias Unidas SA, Sponsored ADR
  147,688   2,210,889
 
Cia Pesquera Camanchaca SA
  49,415   3,685
*
Cia Sud Americana de Vapores SA
  171,466,492   4,450,528
 
Colbun SA
  33,305,280   6,026,590
 
Cristalerias de Chile SA
  59,157   351,632
 
Embotelladora Andina SA, ADR, Class B
  70,431   1,028,293
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHILE — (Continued)
 
Empresa Nacional de Telecomunicaciones SA
  1,231,179   $8,778,895
 
Empresas CMPC SA
  4,256,087   9,427,863
 
Empresas COPEC SA
  810,063   6,612,672
 
Empresas Hites SA
  1,284,893   220,638
 
Enel Americas SA, ADR
  2,662,402   20,154,380
 
Enel Americas SA
  109,926,251   17,055,369
 
Enel Chile SA, ADR
  2,273,259   9,502,222
 
Enel Chile SA
  48,229,949   4,140,949
 
Engie Energia Chile SA
  4,668,460   6,690,723
*
Enjoy SA
  1,141,366   7,222
 
Falabella SA
  1,870,243   6,670,087
 
Forus SA
  537,174   719,132
 
Grupo Security SA
  2,640,638   530,179
 
Hortifrut SA
  22,571   26,406
 
Instituto de Diagnostico SA
  4,394   9,946
 
Inversiones Aguas Metropolitanas SA
  4,847,126   4,225,693
 
Inversiones La Construccion SA
  261,786   1,849,992
 
Itau CorpBanca Chile SA
  983,198,046   3,479,232
 
Itau CorpBanca Chile SA, ADR
  57,579   296,532
#*
Latam Airlines Group SA, Sponsored ADR
  586,128   1,037,447
*
Latam Airlines Group SA
  1,102   1,894
*
Masisa SA
  15,246,461   265,835
 
Molibdenos y Metales SA
  84,875   617,061
 
Multiexport Foods SA
  3,704,908   1,189,538
 
Parque Arauco SA
  4,466,028   7,639,430
 
PAZ Corp. SA
  1,378,694   1,129,092
 
Plaza SA
  13,960   24,691
 
Ripley Corp. SA
  7,745,390   2,649,798
 
Salfacorp SA
  2,323,785   1,356,713
 
Sigdo Koppers SA
  1,838,995   2,149,777
 
SMU SA
  1,083,455   193,217
 
Sociedad Matriz SAAM SA
  26,998,141   1,961,400
#
Sociedad Quimica y Minera de Chile SA, Sponsored ADR
  295,123   9,016,008
 
Socovesa SA
  1,574,885   440,933
 
SONDA SA
  3,713,535   2,992,175
 
Vina Concha y Toro SA
  2,866,737   4,771,205
TOTAL CHILE
      199,799,894
CHINA — (31.7%)
*
21Vianet Group, Inc., ADR
  30,127   654,961
 
360 Security Technology, Inc., Class A
  48,900   136,022
 
361 Degrees International, Ltd.
  6,429,000   904,884
*
3SBio, Inc.
  7,956,500   9,682,546
#*
500.com, Ltd., ADR, Class A
  28,494   107,992
*
51job, Inc., ADR
  113,891   7,730,921
*
58.com, Inc., ADR
  426,578   23,619,624
#
AAC Technologies Holdings, Inc.
  6,433,000   50,717,563
 
AAG Energy Holdings, Ltd.
  440,000   60,803
 
Accelink Technologies Co Ltd, Class A
  53,400   248,150
 
Addsino Co., Ltd., Class A
  43,200   109,906
*
Advanced Technology & Materials Co., Ltd., Class A
  91,300   96,745
 
AECC Aero-Engine Control Co., Ltd., Class A
  60,100   157,460
 
AECC Aviation Power Co., Ltd., Class A
  163,572   864,624
 
Aerospace CH UAV Co., Ltd.
  82,500   277,430
#
Agile Group Holdings, Ltd.
  15,330,465   19,453,233
 
Agricultural Bank of China, Ltd., Class H
  105,564,460   37,469,819
 
Aier Eye Hospital Group Co., Ltd., Class A
  109,191   709,327
 
Air China, Ltd., Class H
  12,198,000   7,579,117
 
Ajisen China Holdings, Ltd.
  3,984,000   637,338
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Ak Medical Holdings, Ltd.
  474,000   $1,387,048
 
AKM Industrial Co., Ltd.
  230,000   30,984
*
Alibaba Group Holding, Ltd., Sponsored ADR
  2,288,786   574,531,062
*
Alibaba Health Information Technology, Ltd.
  5,088,000   14,084,024
#*
Alibaba Pictures Group, Ltd.
  22,040,000   3,076,272
 
A-Living Services Co., Ltd., Class H
  603,500   3,408,603
 
All Winner Technology Co., Ltd., Class A
  11,300   66,495
#*
Aluminum Corp. of China, Ltd., ADR
  204,696   1,310,054
*
Aluminum Corp. of China, Ltd., Class H
  20,622,000   5,319,302
 
Amoy Diagnostics Co., Ltd., Class A
  7,350   82,766
 
AMVIG Holdings, Ltd.
  1,792,000   310,020
#
Angang Steel Co., Ltd., Class H
  19,757,908   5,542,526
 
Angel Yeast Co., Ltd., Class A
  143,300   1,352,679
 
Anhui Anke Biotechnology Group Co., Ltd., Class A
  78,400   237,965
 
Anhui Conch Cement Co., Ltd., Class H
  7,186,000   54,341,582
 
Anhui Construction Engineering Group Co., Ltd., Class A
  150,500   100,049
 
Anhui Expressway Co., Ltd., Class H
  3,148,000   1,511,427
 
Anhui Genuine New Materials Co., Ltd., Class A
  8,500   48,168
*
Anhui Guangxin Agrochemical Co., Ltd., Class A
  79,400   203,826
 
Anhui Gujing Distillery Co., Ltd., Class A
  54,395   1,658,552
*
Anhui Jianghuai Automobile Group Corp., Ltd., Class A
  100,800   133,948
 
Anhui Jiangnan Chemical Industry Co., Ltd., Class A
  229,000   243,125
 
Anhui Jinhe Industrial Co., Ltd., Class A
  133,582   573,495
 
Anhui Kouzi Distillery Co., Ltd., Class A
  26,667   191,161
 
Anhui Sun-Create Electronics Co., Ltd., Class A
  4,660   30,213
 
Anhui Truchum Advanced Materials & Technology Co., Ltd., Class A
  65,800   86,172
 
Anhui Xinhua Media Co., Ltd., Class A
  82,400   68,983
 
Anhui Yingjia Distillery Co., Ltd., Class A
  35,600   111,304
 
Anhui Zhongding Sealing Parts Co., Ltd., Class A
  65,000   87,351
 
Animal Health Holdings, Inc.
  1,485,000   35,926
 
ANTA Sports Products, Ltd.
  4,373,000   41,512,834
#*
Anton Oilfield Services Group
  18,644,000   1,086,280
 
Aoshikang Technology Co., Ltd., Class A
  3,900   32,214
*
Aowei Holdings, Ltd.
  187,000   31,709
 
Apeloa Pharmaceutical Co., Ltd., Class A
  231,600   790,982
 
APT Satellite Holdings, Ltd.
  286,000   88,633
*
Art Group Holdings, Ltd.
  455,000   11,953
 
Asia Cement China Holdings Corp.
  5,246,500   5,943,883
*
Asian Citrus Holdings, Ltd.
  3,478,000   50,485
 
Asymchem Laboratories Tianjin Co., Ltd., Class A
  7,700   241,014
 
Ausnutria Dairy Corp., Ltd.
  3,672,000   6,153,158
 
Autobio Diagnostics Co., Ltd., Class A
  11,700   272,771
 
Avary Holding Shenzhen Co., Ltd., Class A
  57,700   420,894
 
AVIC Aircraft Co., Ltd., Class A
  119,800   407,059
 
Avic Capital Co., Ltd., Class A
  209,100   142,050
*
AVIC Electromechanical Systems Co., Ltd., Class A
  186,100   273,365
 
Avic Heavy Machinery Co., Ltd., Class A
  154,900   296,820
#*
AVIC International Holding HK, Ltd.
  16,594,207   278,453
 
AVIC Jonhon Optronic Technology Co., Ltd., Class A
  117,800   735,555
 
AVIC Shenyang Aircraft Co., Ltd., Class A
  196,400   1,798,882
 
AviChina Industry & Technology Co., Ltd., Class H
  13,706,212   8,160,479
 
AVICOPTER PLC, Class A
  39,700   292,940
*
Babytree Group
  92,500   16,959
*
BAIC BluePark New Energy Technology Co., Ltd., Class A
  290,900   282,745
 
BAIC Motor Corp., Ltd., Class H
  15,446,500   7,532,693
*
Baidu, Inc., Sponsored ADR
  630,238   75,250,417
 
BAIOO Family Interactive, Ltd.
  7,160,000   1,090,757
 
Bank of Beijing Co., Ltd., Class A
  1,261,300   872,636
 
Bank of Changsha Co., Ltd., Class A
  381,147   466,213
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Bank of Chengdu Co., Ltd., Class A
  553,900   $659,251
 
Bank of China, Ltd., Class H
  203,461,702   67,754,535
 
Bank of Chongqing Co., Ltd., Class H
  2,734,000   1,428,877
 
Bank of Communications Co., Ltd., Class H
  25,189,618   13,982,411
 
Bank of Guiyang Co., Ltd., Class A
  196,400   214,892
 
Bank of Hangzhou Co., Ltd., Class A
  586,599   793,545
 
Bank of Jiangsu Co., Ltd., Class A
  1,223,400   1,060,037
 
Bank of Nanjing Co., Ltd., Class A
  1,435,496   1,595,253
 
Bank of Shanghai Co., Ltd., Class A
  423,400   502,450
 
Baoshan Iron & Steel Co., Ltd., Class A
  2,369,780   1,671,277
 
Baosheng Science and Technology Innovation Co., Ltd., Class A
  159,300   103,028
#*
Baoye Group Co., Ltd., Class H
  1,616,440   1,369,117
*
Baozun, Inc., Sponsored ADR
  302,114   12,706,915
#
BBMG Corp., Class H
  16,085,404   3,531,436
 
Befar Group Co., Ltd., Class A
  203,400   146,332
 
Beibuwan Port Co., Ltd., Class A
  65,730   112,979
*
BeiGene Ltd.
  41,800   687,061
*
BeiGene, Ltd., ADR
  777   162,393
 
Beijing Aosaikang Pharmaceutical Co., Ltd., Class A
  122,670   364,684
*
Beijing BDStar Navigation Co., Ltd., Class A
  40,500   269,428
 
Beijing Capital Co., Ltd., Class A
  1,467,600   694,175
 
Beijing Capital Development Co., Ltd., Class A
  245,000   236,871
 
Beijing Capital International Airport Co., Ltd., Class H
  13,112,000   8,637,724
#
Beijing Capital Land, Ltd., Class H
  17,319,999   3,355,494
#
Beijing Chunlizhengda Medical Instruments Co., Ltd., Class H
  45,000   266,244
 
Beijing Dabeinong Technology Group Co., Ltd., Class A
  99,500   154,215
 
Beijing E-Hualu Information Technology Co., Ltd., Class A
  56,418   405,404
 
Beijing Enlight Media Co., Ltd., Class A
  117,100   223,460
#*
Beijing Enterprises Clean Energy Group, Ltd.
  65,400,000   405,144
 
Beijing Enterprises Holdings, Ltd.
  2,992,528   10,472,453
#*
Beijing Enterprises Medical & Health Group, Ltd.
  13,284,000   190,187
#
Beijing Enterprises Water Group, Ltd.
  21,598,469   9,179,105
 
Beijing Forever Technology Co., Ltd., Class A
  15,400   22,708
*
Beijing Gas Blue Sky Holdings, Ltd.
  4,808,000   89,974
 
Beijing GeoEnviron Engineering & Technology, Inc., Class A
  23,700   54,129
 
Beijing Global Safety Technology Co., Ltd., Class A
  12,300   77,557
*
Beijing Jetsen Technology Co., Ltd., Class A
  527,900   390,682
 
Beijing Jingneng Clean Energy Co., Ltd., Class H
  9,008,000   2,488,169
 
Beijing Kunlun Tech Co., Ltd., Class A
  147,300   569,334
*
Beijing Lanxum Technology Co., Ltd., Class A
  61,100   198,302
 
Beijing North Star Co., Ltd., Class H
  7,032,000   1,516,313
 
Beijing Orient Landscape & Environment Co., Ltd., Class A
  614,605   446,770
 
Beijing Orient National Communication Science & Technology Co., Ltd., Class A
  96,500   190,722
 
Beijing Oriental Yuhong Waterproof Technology Co., Ltd., Class A
  265,085   2,082,256
 
Beijing Originwater Technology Co., Ltd., Class A
  407,800   501,208
*
Beijing Properties Holdings, Ltd.
  26,967   338
 
Beijing Sanju Environmental Protection and New Material Co., Ltd., Class A
  321,600   277,829
 
Beijing Shiji Information Technology Co., Ltd., Class A
  53,622   282,288
*
Beijing Shougang Co., Ltd., Class A
  181,800   114,230
 
Beijing Shunxin Agriculture Co., Ltd., Class A
  73,000   647,700
 
Beijing Sinnet Technology Co., Ltd., Class A
  193,900   727,378
 
Beijing SL Pharmaceutical Co., Ltd., Class A
  31,800   63,710
 
Beijing SPC Environment Protection Tech Co., Ltd., Class A
  71,975   60,942
 
Beijing Strong Biotechnologies, Inc., Class A
  36,351   109,519
 
Beijing SuperMap Software Co., Ltd., Class A
  38,900   138,522
 
Beijing Thunisoft Corp., Ltd., Class A
  31,200   118,705
 
Beijing Tiantan Biological Products Corp., Ltd., Class A
  41,520   295,737
 
Beijing Tongrentang Co., Ltd., Class A
  48,748   189,043
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Beijing Urban Construction Design & Development Group Co., Ltd., Class H
  1,882,000   $569,017
 
Beijing Yanjing Brewery Co., Ltd., Class A
  244,000   267,823
 
Beijing Zhong Ke San Huan High-Tech Co., Ltd., Class A
  39,300   56,640
*
Berry Genomics Co., Ltd., Class A
  69,700   897,510
 
Best Pacific International Holdings, Ltd.
  2,052,000   276,951
 
Bestsun Energy Co., Ltd., Class A
  99,400   77,105
 
Betta Pharmaceuticals Co., Ltd., Class A
  13,300   263,729
 
Better Life Commercial Chain Share Co., Ltd., Class A
  131,700   263,388
 
BGI Genomics Co., Ltd., Class A
  8,900   209,409
 
Biem.L.Fdlkk Garment Co., Ltd., Class A
  32,300   72,633
 
BII Railway Transportation Technology Holdings Co., Ltd.
  1,672,000   82,120
#*
Bitauto Holdings, Ltd., ADR
  349,294   5,546,789
 
Blue Sail Medical Co., Ltd., Class A
  35,600   159,364
*
Bluedon Information Security Technology Co., Ltd., Class A
  156,644   90,577
*
Bluefocus Intelligent Communications Group Co., Ltd., Class A
  185,300   202,958
 
BOE Technology Group Co., Ltd., Class A
  2,939,800   1,967,792
*
Bohai Leasing Co., Ltd., Class A
  1,758,821   774,129
#
Bosideng International Holdings, Ltd.
  29,512,157   8,535,347
 
Boya Bio-pharmaceutical Group Co., Ltd., Class A
  24,000   173,353
*
Boyaa Interactive International, Ltd.
  1,986,000   192,485
 
Bright Dairy & Food Co., Ltd., Class A
  81,700   220,792
 
Brilliance China Automotive Holdings, Ltd.
  20,104,000   20,529,241
 
B-Soft Co., Ltd., Class A
  145,200   360,310
 
BTG Hotels Group Co., Ltd., Class A
  129,500   327,986
#
BYD Co., Ltd., Class H
  3,243,300   30,557,337
#
BYD Electronic International Co., Ltd.
  8,287,722   29,095,057
 
By-health Co., Ltd., Class A
  92,100   330,331
 
C C Land Holdings, Ltd.
  13,761,530   3,089,868
 
C&S Paper Co., Ltd., Class A
  257,171   899,417
 
CA Cultural Technology Group, Ltd.
  3,507,000   977,756
 
Cabbeen Fashion, Ltd.
  1,829,000   460,238
 
Camel Group Co., Ltd., Class A
  180,830   194,107
 
Canvest Environmental Protection Group Co., Ltd.
  2,812,000   1,273,458
*
Capital Environment Holdings, Ltd.
  3,860,000   65,341
#*
CAR, Inc.
  4,930,000   1,494,745
 
Carrianna Group Holdings Co., Ltd.
  1,788,877   122,450
*
CCOOP Group Co., Ltd., Class A
  333,500   208,011
*
CECEP COSTIN New Materials Group, Ltd.
  2,583,000   37,494
 
CECEP Solar Energy Co., Ltd., Class A
  796,000   555,848
 
CECEP Wind-Power Corp., Class A
  744,600   329,491
 
Central China Real Estate, Ltd.
  6,347,074   3,129,854
#
Central China Securities Co., Ltd., Class H
  4,483,000   920,659
 
Centre Testing International Group Co Ltd, Class A
  85,800   287,552
*
Century Sunshine Group Holdings, Ltd.
  12,975,000   97,094
*
CGN New Energy Holdings Co., Ltd.
  13,644,000   2,465,708
 
CGN Nuclear Technology Development Co., Ltd., Class A
  120,900   159,974
 
CGN Power Co., Ltd., Class H
  33,392,000   7,027,184
 
Chacha Food Co., Ltd., Class A
  66,700   553,660
 
Changchun High & New Technology Industry Group, Inc., Class A
  22,018   1,568,710
 
Changjiang Securities Co., Ltd., Class A
  246,100   304,287
 
Changsha Jingjia Microelectronics Co., Ltd., Class A
  19,000   206,191
*
Changshouhua Food Co., Ltd.
  1,543,000   542,280
 
Changzhou Tronly New Electronic Materials Co., Ltd., Class A
  55,800   140,789
 
Changzhou Xingyu Automotive Lighting Systems Co., Ltd., Class A
  17,800   380,065
 
Chanjet Information Technology Co., Ltd., Class H
  23,000   39,014
 
Chaowei Power Holdings, Ltd.
  5,548,000   2,940,497
 
Chaozhou Three-Circle Group Co., Ltd., Class A
  175,400   719,428
 
Cheetah Mobile, Inc., ADR
  222,465   551,713
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Chengdu Hongqi Chain Co., Ltd., Class A
  259,700   $373,370
 
Chengdu Kanghong Pharmaceutical Group Co., Ltd., Class A
  61,271   419,409
#
China Aerospace International Holdings, Ltd.
  14,554,600   920,420
*
China Aerospace Times Electronics Co., Ltd., Class A
  229,500   244,257
 
China Aircraft Leasing Group Holdings, Ltd.
  1,534,500   1,180,911
 
China Aoyuan Group, Ltd.
  14,064,000   17,735,976
#*
China Automobile New Retail Holdings, Ltd.
  512,000   15,857
 
China Avionics Systems Co., Ltd., Class A
  98,700   247,478
 
China Baoan Group Co., Ltd., Class A
  260,400   311,993
 
China Bester Group Telecom Co., Ltd., Class A
  20,000   49,902
 
China BlueChemical, Ltd., Class H
  14,241,122   2,097,156
*
China CAMC Engineering Co., Ltd., Class A
  114,100   130,693
*
China Chengtong Development Group, Ltd.
  546,000   14,111
 
China Cinda Asset Management Co., Ltd., Class H
  49,803,000   9,392,199
 
China CITIC Bank Corp., Ltd., Class H
  26,007,607   11,347,767
 
China Coal Energy Co., Ltd., Class H
  10,035,168   2,487,061
 
China Common Rich Renewable Energy Investments, Ltd.
  37,310,000   4,513,132
 
China Communications Construction Co., Ltd., Class H
  15,698,387   9,144,639
 
China Communications Services Corp., Ltd., Class H
  15,197,327   9,852,069
 
China Conch Venture Holdings, Ltd.
  6,982,000   30,034,464
 
China Construction Bank Corp., Class H
  328,426,302   239,465,629
*
China CSSC Holdings, Ltd., Class A
  78,078   231,821
 
China CYTS Tours Holding Co., Ltd., Class A
  39,800   61,148
#
China Datang Corp. Renewable Power Co., Ltd., Class H
  15,606,000   2,197,812
#*
China Dili Group
  10,827,661   2,793,291
 
China Distance Education Holdings, Ltd., ADR
  71,491   623,402
 
China Dongxiang Group Co., Ltd.
  25,143,888   3,179,518
*
China Dynamics Holdings, Ltd.
  1,050,000   5,845
 
China Eastern Airlines Corp., Ltd., ADR
  3,360   59,539
#
China Eastern Airlines Corp., Ltd., Class H
  10,028,000   3,564,920
 
China Education Group Holdings, Ltd.
  180,000   342,144
 
China Electronics Huada Technology Co., Ltd.
  2,662,000   313,621
 
China Electronics Optics Valley Union Holding Co., Ltd.
  4,356,000   275,624
 
China Energy Engineering Corp., Ltd., Class H
  2,854,000   302,148
 
China Everbright Bank Co., Ltd., Class H
  8,098,000   3,043,366
#
China Everbright Greentech Ltd.
  2,171,000   952,426
 
China Everbright International, Ltd.
  21,749,777   13,445,764
 
China Everbright, Ltd.
  9,592,896   15,372,443
#
China Evergrande Group
  14,343,000   40,292,393
 
China Express Airlines Co., Ltd., Class A
  31,500   48,800
 
China Film Co., Ltd., Class A
  105,900   220,614
*
China Financial Services Holdings, Ltd.
  1,424,000   28,652
 
China Foods, Ltd.
  7,802,000   2,790,148
 
China Fortune Land Development Co., Ltd., Class A
  219,570   545,997
 
China Galaxy Securities Co., Ltd., Class H
  12,479,500   7,464,853
 
China Gas Holdings, Ltd.
  8,293,600   24,944,860
 
China Gezhouba Group Co., Ltd., Class A
  918,226   877,630
 
China Glass Holdings, Ltd.
  3,264,000   170,916
*
China Grand Automotive Services Group Co., Ltd., Class A
  196,100   109,426
 
China Grand Pharmaceutical and Healthcare Holdings, Ltd., Class A
  5,036,000   4,774,798
 
China Greatwall Technology Group Co., Ltd., Class A
  358,600   942,433
*
China Greenland Broad Greenstate Group Co., Ltd.
  4,480,000   248,600
 
China Hanking Holdings, Ltd.
  4,174,000   888,702
 
China Harmony Auto Holding, Ltd.
  6,926,000   3,121,283
#*
China High Precision Automation Group, Ltd.
  1,360,000   40,140
 
China High Speed Railway Technology Co., Ltd., Class A
  342,192   149,074
#
China High Speed Transmission Equipment Group Co., Ltd.
  1,839,000   1,121,654
 
China Hongqiao Group, Ltd.
  7,796,000   4,477,461
 
China Huarong Asset Management Co., Ltd., Class H
  63,489,000   7,216,241
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
#*
China Huiyuan Juice Group, Ltd.
  3,039,500   $137,498
#*
China Index Holdings, Ltd., ADR
  23,280   46,095
#*
China International Capital Corp., Ltd., Class H
  6,070,400   14,356,283
 
China International Marine Containers Group Co., Ltd., Class H
  2,494,460   2,382,222
#
China Jinmao Holdings Group, Ltd.
  22,882,976   15,581,307
 
China Jushi Co., Ltd., Class A
  439,100   869,965
 
China Kepei Education Group, Ltd.
  222,000   170,440
 
China Kings Resources Group Co., Ltd., Class A
  15,700   55,351
 
China Lesso Group Holdings, Ltd.
  12,565,000   24,309,540
#
China Life Insurance Co., Ltd., ADR
  836,867   9,607,233
 
China Life Insurance Co., Ltd., Class H
  15,007,000   34,424,733
 
China Lilang, Ltd.
  3,575,000   1,919,895
*
China Literature Ltd.
  247,600   1,629,267
#*
China Logistics Property Holdings Co., Ltd.
  1,727,000   815,112
*
China Longevity Group Co., Ltd.
  893,399   29,625
 
China Longyuan Power Group Corp., Ltd., Class H
  17,003,000   12,180,557
#*
China Lumena New Materials Corp.
  391,649   0
 
China Machinery Engineering Corp., Class H
  6,282,000   1,525,245
#
China Maple Leaf Educational Systems, Ltd.
  13,904,000   4,817,185
 
China Medical System Holdings, Ltd.
  14,202,800   17,245,675
 
China Meheco Co., Ltd., Class A
  270,270   629,746
 
China Meidong Auto Holdings, Ltd.
  2,286,000   6,389,157
 
China Mengniu Dairy Co., Ltd.
  7,477,000   35,085,578
 
China Merchants Bank Co., Ltd., Class H
  19,361,646   90,360,509
 
China Merchants Land, Ltd.
  12,962,000   2,158,305
 
China Merchants Port Holdings Co., Ltd.
  7,246,958   8,291,633
#*
China Merchants Securities Co., Ltd., Class H
  548,200   671,011
#*
China Metal Recycling Holdings, Ltd.
  1,955,133   0
 
China Minsheng Banking Corp., Ltd., Class H
  21,059,960   13,264,631
 
China Mobile, Ltd.
  14,262,500   97,357,747
 
China Mobile, Ltd., Sponsored ADR
  2,903,118   98,880,199
#*
China Modern Dairy Holdings, Ltd.
  5,569,000   770,217
#
China Molybdenum Co., Ltd., Class H
  15,561,000   6,320,515
 
China National Accord Medicines Corp., Ltd., Class A
  61,715   440,307
 
China National Building Material Co., Ltd., Class H
  42,434,150   65,899,568
 
China National Chemical Engineering Co., Ltd., Class A
  635,600   524,485
 
China National Medicines Corp., Ltd., Class A
  50,400   317,602
 
China National Nuclear Power Co., Ltd., Class A
  3,658,445   2,275,576
 
China National Software & Service Co., Ltd., Class A
  12,807   173,950
 
China New Town Development Co., Ltd.
  6,821,177   112,804
*
China Northern Rare Earth Group High-Tech Co., Ltd., Class A
  157,200   280,367
*
China Oil & Gas Group, Ltd.
  30,080,000   894,510
 
China Oilfield Services, Ltd., Class H
  13,648,000   10,648,728
 
China Oriental Group Co., Ltd.
  15,238,000   4,412,355
 
China Overseas Grand Oceans Group, Ltd.
  17,162,500   10,378,384
 
China Overseas Land & Investment, Ltd.
  22,770,033   69,383,857
 
China Overseas Property Holdings, Ltd.
  11,016,344   11,506,935
 
China Pacific Insurance Group Co., Ltd., Class H
  13,549,265   39,257,923
#
China Petroleum & Chemical Corp., ADR
  196,340   8,346,405
 
China Petroleum & Chemical Corp., Class H
  144,228,400   61,444,298
 
China Pioneer Pharma Holdings, Ltd.
  2,974,000   433,864
 
China Power International Development, Ltd.
  36,248,600   6,786,378
*
China Properties Group, Ltd.
  2,271,000   137,983
 
China Railway Construction Corp., Ltd., Class H
  10,234,687   8,186,063
 
China Railway Group, Ltd., Class H
  16,495,000   8,350,103
 
China Railway Hi-tech Industry Co., Ltd., Class A
  170,500   232,170
 
China Railway Signal & Communication Corp., Ltd., Class H
  6,233,000   2,711,610
 
China Railway Tielong Container Logistics Co., Ltd., Class A
  239,200   199,962
*
China Rare Earth Holdings, Ltd.
  9,802,399   588,526
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
China Reinsurance Group Corp., Class H
  11,566,000   $1,268,937
#
China Resources Beer Holdings Co., Ltd.
  4,621,661   32,138,995
 
China Resources Cement Holdings, Ltd.
  20,756,946   28,418,202
 
China Resources Double Crane Pharmaceutical Co., Ltd., Class A
  184,234   383,665
 
China Resources Gas Group, Ltd.
  4,890,000   24,119,918
 
China Resources Land, Ltd.
  14,146,610   58,961,794
 
China Resources Medical Holdings Co., Ltd.
  3,785,500   2,703,990
 
China Resources Pharmaceutical Group, Ltd.
  4,376,500   2,485,767
 
China Resources Power Holdings Co., Ltd.
  10,738,820   13,690,828
 
China Resources Sanjiu Medical & Pharmaceutical Co., Ltd., Class A
  177,596   771,505
*
China Ruifeng Renewable Energy Holdings, Ltd.
  616,000   21,651
#
China Sanjiang Fine Chemicals Co., Ltd.
  5,996,000   2,091,263
 
China SCE Group Holdings, Ltd.
  26,289,400   12,118,927
#*
China Shengmu Organic Milk, Ltd.
  5,244,000   274,240
 
China Shenhua Energy Co., Ltd., Class H
  30,621,000   50,702,039
 
China Shineway Pharmaceutical Group, Ltd.
  2,323,000   1,554,135
*
China Silver Group, Ltd.
  7,744,000   999,617
 
China South City Holdings, Ltd.
  44,350,711   4,523,884
 
China South Publishing & Media Group Co., Ltd., Class A
  196,500   300,433
*
China Southern Airlines Co., Ltd., Sponsored ADR
  33,338   764,774
#*
China Southern Airlines Co., Ltd., Class H
  16,036,000   7,440,718
 
China Spacesat Co., Ltd., Class A
  99,000   502,692
 
China Starch Holdings, Ltd.
  9,420,000   160,449
 
China State Construction Engineering Corp., Ltd., Class A
  6,283,992   4,528,302
 
China State Construction International Holdings, Ltd.
  10,211,460   6,042,381
*
China Sunshine Paper Holdings Co., Ltd.
  1,914,500   418,324
*
China Suntien Green Energy Corp., Ltd., Class H
  10,487,000   3,048,169
 
China Taiping Insurance Holdings Co., Ltd.
  10,277,730   18,236,694
 
China Telecom Corp., Ltd., ADR
  160,026   4,747,971
 
China Telecom Corp., Ltd., Class H
  20,574,000   6,108,949
#
China Tian Lun Gas Holdings, Ltd.
  1,848,000   1,453,986
#*
China Tianrui Group Cement Co., Ltd.
  22,000   24,139
*
China Tianying, Inc., Class A
  668,700   497,342
 
China Tourism Group Duty Free Corp., Ltd., Class A
  122,500   4,268,620
 
China Tower Corp., Ltd., Class H
  10,574,000   1,923,717
 
China Traditional Chinese Medicine Holdings Co., Ltd.
  19,184,000   9,811,434
 
China TransInfo Technology Co., Ltd., Class A
  86,000   289,054
#
China Travel International Investment Hong Kong, Ltd.
  22,899,892   3,399,634
 
China Unicom Hong Kong, Ltd.
  27,308,000   15,189,422
#
China Unicom Hong Kong, Ltd., ADR
  1,067,364   5,923,870
 
China United Network Communications, Ltd., Class A
  7,791,569   5,672,926
 
China Vanke Co., Ltd., Class H
  8,604,200   27,124,060
#
China Vast Industrial Urban Development Co., Ltd.
  1,104,000   448,653
#*
China Vered Financial Holding Corp., Ltd.
  1,620,000   21,365
#
China Water Affairs Group, Ltd.
  6,172,000   5,332,748
*
China Water Industry Group, Ltd.
  4,724,000   137,138
 
China West Construction Group Co., Ltd., Class A
  307,000   460,528
*
China Wood Optimization Holding, Ltd.
  2,912,000   578,664
 
China World Trade Center Co., Ltd., Class A
  53,600   101,740
 
China XLX Fertiliser, Ltd.
  1,057,000   298,855
 
China Yangtze Power Co., Ltd., Class A
  2,327,054   6,124,712
 
China Yongda Automobiles Services Holdings, Ltd.
  950,000   980,193
#
China Yuhua Education Corp., Ltd.
  7,870,000   7,607,687
#*
China Yurun Food Group, Ltd.
  9,515,000   786,579
#
China ZhengTong Auto Services Holdings, Ltd.
  9,473,000   1,371,007
 
China Zhenhua Group Science & Technology Co., Ltd., Class A
  56,500   299,028
 
China Zhonghua Geotechnical Engineering Group Co., Ltd., Class A
  87,374   44,047
#
China Zhongwang Holdings, Ltd.
  14,811,979   3,134,816
#
Chinasoft International, Ltd.
  20,726,000   15,808,710
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Chinese Universe Publishing and Media Group Co., Ltd., Class A
  347,300   $630,565
 
Chongqing Brewery Co., Ltd., Class A
  19,700   205,562
*
Chongqing Changan Automobile Co., Ltd., Class A
  372,800   592,156
 
Chongqing Department Store Co., Ltd., Class A
  8,700   40,249
 
Chongqing Fuling Electric Power Industrial Co., Ltd., Class A
  111,301   327,088
 
Chongqing Fuling Zhacai Group Co., Ltd., Class A
  155,200   876,886
 
Chongqing Machinery & Electric Co., Ltd., Class H
  1,001,962   64,080
 
Chongqing Rural Commercial Bank Co., Ltd., Class H
  22,239,000   9,014,682
 
Chongqing Zhifei Biological Products Co., Ltd., Class A
  72,320   1,926,218
*
Chu Kong Petroleum & Natural Gas Steel Pipe Holdings, Ltd.
  269,000   7,511
 
Chu Kong Shipping Enterprise Group Co., Ltd.
  166,000   19,966
 
CIFI Holdings Group Co., Ltd.
  23,048,015   20,718,397
 
CIMC Enric Holdings, Ltd.
  5,086,000   2,207,332
#
CIMC-TianDa Holdings Co., Ltd.
  5,295,000   131,314
 
Cisen Pharmaceutical Co., Ltd., Class A
  126,600   326,518
*
CITIC Dameng Holdings, Ltd.
  1,396,000   61,320
*
CITIC Guoan Information Industry Co., Ltd., Class A
  1,161,100   460,782
*
CITIC Resources Holdings, Ltd.
  20,802,000   858,383
 
CITIC Securities Co., Ltd., Class H
  4,827,000   11,255,968
 
CITIC, Ltd.
  16,054,567   15,068,672
#*
Citychamp Watch & Jewellery Group, Ltd.
  11,156,000   2,245,581
*
CMST Development Co., Ltd., Class A
  141,900   103,407
 
CNHTC Jinan Truck Co., Ltd., Class A
  81,690   428,028
 
CNNC Hua Yuan Titanium Dioxide Co., Ltd., Class A
  101,700   84,959
 
CNOOC, Ltd.
  66,903,000   70,616,128
 
CNOOC, Ltd., Sponsored ADR
  304,731   32,194,830
 
COFCO Biotechnology Co., Ltd., Class A
  421,600   482,380
#
COFCO Meat Holdings, Ltd.
  2,674,000   1,330,289
#*
Cogobuy Group
  3,081,000   493,081
#
Colour Life Services Group Co., Ltd.
  3,730,545   1,896,190
#
Comba Telecom Systems Holdings, Ltd.
  3,816,000   1,596,031
 
Concord New Energy Group, Ltd.
  38,315,909   1,804,743
 
Consun Pharmaceutical Group, Ltd.
  4,015,000   1,541,557
 
Contemporary Amperex Technology Co., Ltd., Class A
  307,156   9,244,478
*
Coolpad Group, Ltd.
  8,964,000   213,386
 
COSCO SHIPPING Development Co., Ltd., Class H
  15,172,300   1,507,162
 
COSCO SHIPPING Energy Transportation Co., Ltd., Class H
  12,498,000   5,578,264
*
COSCO SHIPPING Holdings Co., Ltd., Class H
  13,730,500   5,174,116
 
COSCO SHIPPING International Hong Kong Co., Ltd.
  4,650,000   1,296,924
 
COSCO SHIPPING Ports, Ltd.
  11,800,380   6,154,630
*
Cosmo Lady China Holdings Co., Ltd.
  3,495,000   225,404
 
Country Garden Holdings Co., Ltd.
  38,477,649   49,413,144
 
Country Garden Services Holdings Co., Ltd.
  6,298,673   38,002,109
 
CP Pokphand Co., Ltd.
  27,419,658   2,620,178
#
CPMC Holdings, Ltd.
  4,310,000   1,982,366
 
CQ Pharmaceutical Holding Co., Ltd., Class A
  135,200   126,886
 
CRCC High-Tech Equipment Corp., Ltd., Class H
  1,671,000   222,302
 
CRRC Corp., Ltd., Class H
  6,909,324   3,007,347
#
CSC Financial Co., Ltd., Class H
  2,062,500   3,096,721
 
CSG Holding Co., Ltd., Class A
  373,161   322,903
 
CSPC Pharmaceutical Group, Ltd.
  23,404,000   49,292,548
*
CSSC Offshore and Marine Engineering Group Co., Ltd., Class H
  242,000   328,811
#*
CT Environmental Group, Ltd.
  17,816,000   146,660
 
CTS International Logistics Corp., Ltd., Class A
  132,200   157,208
#*
CWT International, Ltd.
  23,990,000   76,765
*
Cybernaut International Holdings Co., Ltd.
  492,000   6,732
 
D&O Home Collection Co., Ltd., Class A
  82,529   459,291
 
Da An Gene Co., Ltd. of Sun Yat-Sen University, Class A
  86,500   536,717
 
Da Ming International Holdings, Ltd.
  112,000   21,034
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
DaFa Properties Group, Ltd.
  43,000   $26,627
 
Dali Foods Group Co., Ltd.
  9,392,500   5,740,246
 
Dalian Huarui Heavy Industry Group Co., Ltd., Class A
  315,700   209,537
 
Daqin Railway Co., Ltd., Class A
  1,904,400   1,770,130
 
Dare Power Dekor Home Co., Ltd., Class A
  102,309   241,761
 
Dashang Co., Ltd., Class A
  3,200   11,924
 
DaShenLin Pharmaceutical Group Co., Ltd., Class A
  62,980   690,298
 
Datang International Power Generation Co., Ltd., Class H
  14,306,000   1,883,785
 
Dawning Information Industry Co., Ltd., Class A
  160,148   1,022,424
 
Dawnrays Pharmaceutical Holdings, Ltd.
  6,026,982   693,577
 
Dazhong Transportation Group Co., Ltd., Class A
  207,600   118,714
#*
DBA Telecommunication Asia Holdings, Ltd.
  1,020,000   50,090
 
Deppon Logistics Co., Ltd., Class A
  41,000   75,567
 
DHC Software Co., Ltd., Class A
  182,900   319,382
 
Dian Diagnostics Group Co., Ltd., Class A
  79,100   425,315
#*
Differ Group Holding Co., Ltd.
  8,142,000   662,078
 
Digital China Group Co., Ltd., Class A
  101,300   346,256
 
Digital China Holdings, Ltd.
  7,298,000   6,140,044
 
Digital China Information Service Co., Ltd., Class A
  89,383   214,224
 
Dong-E-E-Jiao Co Ltd, Class A
  23,100   134,862
 
Dongfang Electric Corp., Ltd., Class H
  2,081,600   1,187,656
 
Dongfeng Motor Group Co., Ltd., Class H
  14,188,000   10,156,935
#
Dongjiang Environmental Co., Ltd., Class H
  1,560,595   974,412
 
Dongyue Group, Ltd.
  12,415,000   5,470,231
#
Dynagreen Environmental Protection Group Co., Ltd., Class H
  2,657,000   1,182,354
 
East Money Information Co., Ltd., Class A
  367,200   1,402,152
*
Easysight Supply Chain Management Co., Ltd., Class A
  237,831   474,717
*
E-Commodities Holdings, Ltd.
  5,544,000   142,533
#
EEKA Fashion Holdings, Ltd.
  922,000   1,125,472
 
Electric Connector Technology Co., Ltd., Class A
  30,400   137,929
 
Elion Clean Energy Co., Ltd., Class A
  416,703   213,848
*
Emaar Development PJSC
  911,328   506,201
 
Embry Holdings, Ltd.
  110,000   14,912
 
ENN Ecological Holdings Co., Ltd., Class A
  204,038   349,250
 
ENN Energy Holdings, Ltd.
  2,794,100   33,869,393
 
Eoptolink Technology, Inc., Ltd., Class A
  35,900   374,358
 
Essex Bio-technology, Ltd.
  1,059,000   673,122
 
Eternal Asia Supply Chain Management, Ltd., Class A
  386,300   319,002
 
EVA Precision Industrial Holdings, Ltd.
  4,626,516   228,595
 
Eve Energy Co., Ltd., Class A
  165,982   1,429,867
 
Everbright Securities Co., Ltd., Class H
  905,200   1,012,867
*
EverChina International Holdings Co., Ltd.
  18,107,500   425,159
*
Fang Holdings, Ltd., ADR
  4,341   56,691
*
Fangda Carbon New Material Co., Ltd., Class A
  551,129   541,165
*
Fangda Special Steel Technology Co., Ltd., Class A
  662,065   537,613
#
Fanhua, Inc., ADR
  125,385   2,517,731
 
Fantasia Holdings Group Co., Ltd.
  19,984,019   4,127,285
#
Far East Horizon, Ltd.
  9,654,000   7,964,558
*
FAW Jiefang Group Co., Ltd.
  192,200   372,366
 
Fiberhome Telecommunication Technologies Co., Ltd., Class A
  68,800   281,379
 
Financial Street Holdings Co., Ltd., Class A
  132,700   131,170
*
First Tractor Co., Ltd., Class H
  1,844,000   743,054
#
Flat Glass Group Co., Ltd., Class H
  2,928,000   4,572,077
 
Focus Media Information Technology Co., Ltd., Class A
  1,844,100   1,603,066
 
Foshan Haitian Flavouring & Food Co., Ltd., Class A
  333,999   7,173,296
 
Foshan Nationstar Optoelectronics Co., Ltd., Class A
  154,484   328,278
 
Fosun International, Ltd.
  9,639,120   10,991,199
 
Founder Securities Co., Ltd., Class A
  570,100   701,539
 
Fu Shou Yuan International Group, Ltd.
  8,353,000   7,923,028
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Fufeng Group, Ltd.
  11,791,800   $4,281,114
 
Fujian Aonong Biological Technology Group, Inc., Ltd., Class A
  41,200   139,860
 
Fujian Longking Co., Ltd., Class A
  177,900   233,228
 
Fujian Longma Environmental Sanitation Equipment Co., Ltd., Class A
  51,800   186,098
 
Fujian Star-net Communication Co., Ltd., Class A
  83,541   395,197
 
Fujian Sunner Development Co., Ltd., Class A
  76,600   315,251
#*
Fullshare Holdings, Ltd.
  29,170,017   553,840
#
Fuyao Glass Industry Group Co., Ltd., Class H
  3,372,800   9,417,230
 
Ganfeng Lithium Co., Ltd., Class H
  73,200   406,858
 
Gansu Qilianshan Cement Group Co., Ltd., Class A
  205,700   629,258
 
G-bits Network Technology Xiamen Co., Ltd., Class A
  16,000   1,421,241
*
GCL New Energy Holdings, Ltd.
  5,994,000   94,468
#*
GCL-Poly Energy Holdings, Ltd.
  114,935,320   3,562,531
 
GD Power Development Co., Ltd., Class A
  651,816   190,622
#*
GDS Holdings, Ltd., ADR
  145,833   11,708,932
 
Geely Automobile Holdings, Ltd.
  29,475,000   61,832,167
 
GEM Co., Ltd., Class A
  476,600   365,440
 
Gemdale Corp., Class A
  446,700   894,836
 
Gemdale Properties & Investment Corp., Ltd.
  28,578,000   5,058,490
#
Genertec Universal Medical Group Co., Ltd.
  7,496,000   4,803,677
 
Genimous Technology Co., Ltd., Class A
  280,700   334,685
 
Getein Biotech, Inc., Class A
  9,000   52,339
 
GF Securities Co., Ltd., Class H
  3,627,000   4,352,568
 
Giant Network Group Co., Ltd., Class A
  10,600   32,039
 
Gigadevice Semiconductor Beijing, Inc., Class A
  18,274   609,906
 
Glodon Co., Ltd., Class A
  52,000   570,256
#*
Glorious Property Holdings, Ltd.
  17,149,712   663,832
 
GoerTek, Inc., Class A
  569,400   3,500,684
 
Golden Eagle Retail Group, Ltd.
  3,143,000   3,092,812
*
Golden Meditech Holdings, Ltd.
  232,000   24,000
 
Golden Throat Holdings Group Co., Ltd.
  1,082,500   216,801
*
Goldenmax International Technology, Ltd., Class A
  46,300   60,730
 
Goldlion Holdings, Ltd.
  1,458,866   276,674
 
Goldpac Group, Ltd.
  1,532,000   298,836
#*
GOME Retail Holdings, Ltd.
  73,215,660   10,585,073
*
Gotion High-tech Co., Ltd., Class A
  35,200   127,372
*
Grand Baoxin Auto Group, Ltd.
  6,396,864   1,049,076
 
Grandjoy Holdings Group Co., Ltd., Class A
  149,600   117,524
 
Great Wall Motor Co., Ltd., Class H
  17,009,250   16,605,047
 
Greattown Holdings, Ltd., Class A
  286,300   242,411
 
Greatview Aseptic Packaging Co., Ltd.
  6,098,000   2,313,951
 
Gree Electric Appliances, Inc., Class A
  542,853   4,424,003
*
Gree Real Estate Co., Ltd., Class A
  427,757   813,450
 
Greenland Holdings Corp., Ltd., Class A
  632,300   739,595
 
Greenland Hong Kong Holdings, Ltd.
  8,505,275   2,747,772
 
Greentown China Holdings, Ltd.
  9,309,000   10,851,934
 
Greentown Service Group Co., Ltd.
  5,958,000   8,155,519
 
GRG Banking Equipment Co., Ltd., Class A
  135,000   278,304
 
Guangdong Ellington Electronics Technology Co., Ltd., Class A
  172,100   250,380
 
Guangdong Haid Group Co., Ltd., Class A
  207,898   1,902,785
*
Guangdong HEC Technology Holding Co., Ltd., Class A
  1,075,100   1,115,221
 
Guangdong Hongda Blasting Co., Ltd., Class A
  119,100   960,681
 
Guangdong Investment, Ltd.
  9,440,000   15,262,356
*
Guangdong Land Holdings, Ltd.
  2,795,361   368,141
*
Guangdong Shirongzhaoye Co., Ltd., Class A
  50,515   52,757
 
Guangdong Tapai Group Co., Ltd., Class A
  315,866   708,892
 
Guangdong Xinbao Electrical Appliances Holdings Co., Ltd., Class A
  51,000   363,552
 
Guangdong Zhongsheng Pharmaceutical Co., Ltd., Class A
  26,100   61,423
*
Guanghui Energy Co., Ltd., Class A
  2,069,374   871,958
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Guangshen Railway Co., Ltd., Sponsored ADR
  68,574   $663,111
 
Guangshen Railway Co., Ltd., Class H
  6,012,000   1,140,862
 
Guangxi Liugong Machinery Co., Ltd., Class A
  335,400   345,075
 
Guangxi Liuzhou Pharmaceutical Co., Ltd., Class A
  20,900   79,599
 
Guangxi Wuzhou Zhongheng Group Co., Ltd., Class A
  567,800   310,057
 
Guangzhou Automobile Group Co., Ltd., Class H
  9,095,690   8,693,446
 
Guangzhou Baiyun International Airport Co., Ltd., Class A
  402,426   819,455
 
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., Class H
  1,856,000   5,652,237
 
Guangzhou Haige Communications Group, Inc. Co., Class A
  127,800   264,065
 
Guangzhou Kingmed Diagnostics Group Co., Ltd., Class A
  18,700   258,613
 
Guangzhou R&F Properties Co., Ltd., Class H
  13,039,532   15,049,775
 
Guangzhou Shiyuan Electronic Technology Co., Ltd., Class A
  57,950   862,542
 
Guangzhou Tinci Materials Technology Co., Ltd., Class A
  38,400   208,943
 
Guangzhou Wondfo Biotech Co., Ltd., Class A
  11,400   159,499
 
Guizhou Bailing Group Pharmaceutical Co., Ltd., Class A
  46,900   62,883
 
Guizhou Gas Group Corp., Ltd., Class A
  42,400   67,595
 
Guizhou Space Appliance Co., Ltd., Class A
  31,200   204,698
*
Guizhou Xinbang Pharmaceutical Co., Ltd., Class A
  117,800   86,676
*
Guocheng Mining Co., Ltd., Class A
  54,681   187,310
*
Guolian Securities Co., Ltd., Class H
  331,000   149,310
#*
Guorui Properties, Ltd.
  5,930,000   880,946
 
Guosen Securities Co., Ltd., Class A
  296,197   559,768
*
Guosheng Financial Holding, Inc., Class A
  198,976   290,358
 
Guotai Junan Securities Co., Ltd., Class H
  265,400   439,282
 
Guoyuan Securities Co., Ltd., Class A
  233,100   347,567
*
Haichang Ocean Park Holdings, Ltd.
  3,917,000   242,940
 
Haier Electronics Group Co., Ltd.
  8,005,000   27,732,378
 
Haier Smart Home Co., Ltd., Class A
  712,400   1,837,266
*
Hailiang Education Group, Inc., ADR
  17,328   825,852
*
Hainan Meilan International Airport Co., Ltd., Class H
  998,000   6,035,945
 
Hainan Strait Shipping Co., Ltd., Class A
  177,818   283,612
 
Haisco Pharmaceutical Group Co., Ltd., Class A
  17,300   71,709
 
Haitian International Holdings, Ltd.
  5,120,000   11,780,538
*
Haitong Securities Co., Ltd., Class H
  7,793,600   7,250,622
*
Hang Zhou Great Star Industrial Co., Ltd., Class A
  151,200   399,933
 
Hangcha Group Co., Ltd., Class A
  16,300   29,493
 
Hangjin Technology Co., Ltd., Class A
  74,200   250,606
 
Hangxiao Steel Structure Co., Ltd., Class A
  125,100   80,669
 
Hangzhou Binjiang Real Estate Group Co., Ltd., Class A
  355,800   239,974
 
Hangzhou First Applied Material Co., Ltd., Class A
  47,128   483,047
 
Hangzhou Hikvision Digital Technology Co Ltd, Class A
  1,061,428   5,627,636
 
Hangzhou Oxygen Plant Group Co., Ltd., Class A
  164,700   434,173
 
Hangzhou Shunwang Technology Co., Ltd., Class A
  72,476   252,937
 
Hangzhou Silan Microelectronics Co., Ltd., Class A
  136,100   395,131
 
Hangzhou Tigermed Consulting Co., Ltd., Class A
  16,600   256,123
 
Han's Laser Technology Industry Group Co. Ltd., Class A
  70,800   405,612
 
Harbin Bank Co., Ltd., Class H
  663,000   102,777
 
Harbin Boshi Automation Co., Ltd., Class A
  81,316   164,818
#*
Harbin Electric Co., Ltd., Class H
  6,608,587   2,398,489
*
Harmonicare Medical Holdings, Ltd.
  898,000   44,319
#*
HC Group, Inc.
  2,795,000   432,728
#
Health and Happiness H&H International Holdings, Ltd.
  2,040,500   8,171,715
 
Hebei Construction Group Corp., Ltd., Class H
  9,500   13,857
 
Hefei Meiya Optoelectronic Technology, Inc., Class A
  36,400   312,233
 
Heilongjiang Agriculture Co., Ltd., Class A
  118,600   325,839
 
Henan Pinggao Electric Co., Ltd., Class A
  179,500   214,045
 
Henan Shenhuo Coal & Power Co., Ltd., Class A
  345,300   260,845
 
Henan Shuanghui Investment & Development Co., Ltd., Class A
  207,131   1,622,045
 
Henan Zhongyuan Expressway Co., Ltd., Class A
  209,300   111,606
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Henderson Investment, Ltd.
  811,000   $42,875
 
Hengan International Group Co., Ltd.
  5,586,122   46,901,652
#
Hengdeli Holdings, Ltd.
  14,196,800   605,852
 
Hengdian Group DMEGC Magnetics Co., Ltd., Class A
  137,300   232,043
 
Hengli Petrochemical Co., Ltd.,, Class A
  1,241,000   2,893,174
 
Hengtong Optic-electric Co., Ltd., Class A
  109,020   259,173
 
Hengyi Petrochemical Co., Ltd., Class A
  586,513   852,826
*
Hesteel Co., Ltd., Class A
  2,443,800   788,614
*
Hi Sun Technology China, Ltd.
  7,674,000   970,344
*
Hilong Holding, Ltd.
  4,851,000   137,956
 
Hisense Home Appliances Group Co., Ltd., Class H
  3,085,000   3,350,141
 
Hithink RoyalFlush Information Network Co., Ltd., Class A
  66,508   1,362,775
 
HKC Holdings, Ltd.
  1,112,088   650,862
 
Holitech Technology Co., Ltd., Class A
  715,100   538,812
 
Hongda Xingye Co., Ltd., Class A
  507,081   284,826
 
Hongfa Technology Co., Ltd., Class A
  187,904   1,132,920
#*
Honghua Group, Ltd.
  18,211,000   658,865
#
Honworld Group, Ltd.
  718,500   261,597
 
Hopefluent Group Holdings, Ltd.
  1,139,973   248,878
 
Hopson Development Holdings, Ltd.
  5,498,000   7,207,551
*
Hua Han Health Industry Holdings, Ltd.
  22,200,041   569,445
#*
Hua Hong Semiconductor, Ltd.
  4,072,000   17,927,875
 
Huaan Securities Co., Ltd., Class A
  151,800   175,826
 
Huadian Fuxin Energy Corp., Ltd., Class H
  16,904,000   5,304,643
 
Huadian Power International Corp., Ltd., Class H
  11,088,000   3,363,789
 
Huadong Medicine Co., Ltd., Class A
  107,600   428,975
 
Huafa Industrial Co., Ltd. Zhuhai, Class A
  266,200   270,383
 
Huafon Microfibre Shanghai Technology Co., Ltd.
  180,046   201,102
 
Huafu Fashion Co., Ltd., Class A
  24,300   19,726
 
Huagong Tech Co., Ltd., Class A
  83,100   278,346
 
Hualan Biological Engineering, Inc., Class A
  41,360   385,039
 
Huaneng Power International, Inc., Sponsored ADR
  103,398   1,751,562
 
Huaneng Power International, Inc., Class H
  16,922,000   7,229,465
*
Huanxi Media Group, Ltd.
  1,500,000   267,286
 
Huapont Life Sciences Co., Ltd., Class A
  299,558   240,537
 
Huatai Securities Co., Ltd., Class H
  3,757,200   6,793,358
 
Huaxi Holdings Co., Ltd.
  232,000   50,890
 
Huaxi Securities Co., Ltd., Class A
  183,100   334,466
 
Huaxia Bank Co., Ltd., Class A
  508,909   463,722
 
Huaxin Cement Co., Ltd., Class A
  153,200   601,893
 
Huayu Automotive Systems Co., Ltd., Class A
  586,131   1,760,999
 
Huazhong In-Vehicle Holdings Co., Ltd.
  3,934,000   304,893
#
Huazhu Group, Ltd., ADR
  673,323   23,115,179
 
Hubei Biocause Pharmaceutical Co., Ltd., Class A
  232,200   191,059
 
Hubei Dinglong Co., Ltd., Class A
  112,300   309,020
 
Hubei Jumpcan Pharmaceutical Co., Ltd., Class A
  61,800   224,294
 
Hubei Kaile Science & Technology Co., Ltd., Class A
  182,000   371,635
 
Hubei Xingfa Chemicals Group Co., Ltd., Class A
  227,140   340,543
 
Huishang Bank Corp., Ltd., Class H
  2,676,400   881,169
 
Hunan Aihua Group Co., Ltd., Class A
  57,370   262,211
*
Hunan Dakang International Food & Agriculture Co., Ltd., Class A
  213,600   80,825
 
Hunan Gold Corp., Ltd., Class A
  108,204   152,613
 
Hunan Valin Steel Co., Ltd., Class A
  1,504,100   965,317
 
Hundsun Technologies, Inc., Class A
  40,446   634,550
 
Huolinhe Opencut Coal Industry Corp., Ltd. of Inner Mongolia, Class A
  613,397   1,028,707
*
Hytera Communications Corp Ltd, Class A
  277,902   371,693
*
iDreamSky Technology Holdings, Ltd.
  22,400   13,129
 
Iflytek Co., Ltd., Class A
  276,203   1,449,364
 
IMAX China Holding, Inc.
  1,166,100   1,785,744
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Industrial & Commercial Bank of China, Ltd., Class H
  260,523,725   $152,651,615
 
Industrial Bank Co., Ltd., Class A
  1,338,700   3,003,038
 
Industrial Securities Co., Ltd., Class A
  423,345   496,904
 
Infore Environment Technology Group Co., Ltd., Class A
  182,700   264,196
*
Inner Mongolia BaoTou Steel Union Co., Ltd., Class A
  3,423,700   573,974
 
Inner Mongolia First Machinery Group Co., Ltd., Class A
  120,800   188,331
 
Inner Mongolia Junzheng Energy & Chemical Industry Group Co., Ltd., Class A
  1,130,220   1,211,276
 
Inner Mongolia Yili Industrial Group Co., Ltd., Class A
  747,000   3,918,857
 
Inner Mongolia Yitai Coal Co., Ltd., Class H
  55,700   33,382
*
Inner Mongolia Yuan Xing Energy Co., Ltd., Class A
  269,500   74,515
*
Innovent Biologics, Inc.
  39,500   242,596
 
Inspur Electronic Information Industry Co., Ltd., Class A
  117,100   642,065
#*
Inspur International, Ltd.
  1,282,000   397,389
 
Jafron Biomedical Co., Ltd., Class A
  32,467   341,549
*
JD.com, Inc., ADR
  643,404   41,042,741
 
Jiajiayue Group Co., Ltd., Class A
  115,700   719,772
 
Jiangnan Group, Ltd.
  15,373,000   714,678
 
Jiangsu Changshu Rural Commercial Bank Co., Ltd., Class A
  229,700   245,152
 
Jiangsu Eastern Shenghong Co., Ltd., Class A
  394,200   331,575
 
Jiangsu Etern Co., Ltd., Class A
  42,500   35,361
 
Jiangsu Expressway Co., Ltd., Class H
  6,080,000   6,521,593
 
Jiangsu Guotai International Group Co., Ltd., Class A
  377,905   361,738
 
Jiangsu Hengli Hydraulic Co., Ltd., Class A
  152,698   1,334,041
 
Jiangsu Hengrui Medicine Co., Ltd., Class A
  608,179   8,230,827
 
Jiangsu Hengshun Vinegar Industry Co., Ltd., Class A
  196,492   566,721
 
Jiangsu King's Luck Brewery JSC, Ltd., Class A
  164,980   1,028,095
 
Jiangsu Nhwa Pharmaceutical Co., Ltd., Class A
  200,400   496,218
 
Jiangsu Shagang Co., Ltd., Class A
  278,700   433,011
 
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., Class A
  271,358   5,254,817
 
Jiangsu Yangnong Chemical Co., Ltd., Class A
  90,300   1,241,022
 
Jiangsu Yoke Technology Co., Ltd., Class A
  50,400   436,667
 
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd., Class A
  95,200   501,453
 
Jiangsu Zhangjiagang Rural Commercial Bank Co., Ltd., Class A
  38,900   34,277
 
Jiangsu Zhongnan Construction Group Co., Ltd., Class A
  293,600   397,741
 
Jiangsu Zhongtian Technology Co., Ltd., Class A
  376,300   633,064
 
Jiangsu Zijin Rural Commer Co., Ltd., Class A
  178,400   111,738
 
Jiangxi Copper Co., Ltd., Class H
  6,584,000   7,869,436
 
Jiangxi Huangshanghuang Group Food Co., Ltd., Class A
  23,000   88,079
 
Jiangxi Wannianqing Cement Co., Ltd., Class A
  202,848   564,621
 
Jiangxi Zhengbang Technology Co., Ltd., Class A
  154,000   476,288
#
Jiayuan International Group, Ltd.
  1,706,078   803,533
 
Jilin Aodong Pharmaceutical Group Co., Ltd., Class A
  78,506   195,400
#
Jinchuan Group International Resources Co., Ltd.
  5,991,000   587,587
 
Jinduicheng Molybdenum Co., Ltd., Class A
  204,600   195,451
 
Jingrui Holdings, Ltd.
  1,994,000   526,816
 
Jinke Properties Group Co., Ltd., Class A
  805,245   1,003,539
#*
JinkoSolar Holding Co., Ltd., ADR
  469,431   8,989,604
 
JINYU BIO-TECHNOLOGY CO LTD, Class A
  73,900   309,172
 
Jinyuan EP Co., Ltd., Class A
  28,400   37,315
 
JiuGui Liquor Co., Ltd., Class A
  39,800   392,103
*
Jizhong Energy Resources Co., Ltd., Class A
  842,900   424,110
 
JL Mag Rare-Earth Co., Ltd., Class A
  32,600   174,492
#
JNBY Design, Ltd.
  1,847,000   1,847,704
 
Joincare Pharmaceutical Group Industry Co., Ltd., Class A
  69,249   197,231
 
Joinn Laboratories China Co., Ltd., Class A
  12,088   169,103
 
Jointown Pharmaceutical Group Co., Ltd., Class A
  427,850   1,148,048
 
Jonjee Hi-Tech Industrial And Commercial Holding Co., Ltd., Class A
  18,002   181,105
 
Joy City Property, Ltd.
  12,160,000   941,973
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Joyoung Co., Ltd., Class A
  95,500   $534,843
#*
JOYY, Inc., ADR
  361,463   28,851,977
 
JSTI Group, Class A
  149,200   168,181
 
Ju Teng International Holdings, Ltd.
  6,558,090   2,298,109
 
Juewei Food Co., Ltd., Class A
  80,099   982,716
 
Juneyao Airlines Co., Ltd., Class A
  248,100   331,064
 
K Wah International Holdings, Ltd.
  2,824,064   1,191,863
*
Kai Yuan Holdings, Ltd.
  16,790,000   110,561
 
Kaisa Group Holdings, Ltd.
  28,089,684   12,483,497
 
Kaisa Prosperity Holdings, Ltd.
  27,500   134,821
*
Kangda International Environmental Co., Ltd.
  3,066,000   288,698
#*
Kasen International Holdings, Ltd.
  4,838,000   618,813
 
Kingboard Holdings, Ltd.
  6,549,666   19,155,522
 
Kingboard Laminates Holdings, Ltd.
  10,104,984   11,367,852
 
Kingdee International Software Group Co., Ltd.
  4,719,600   13,053,600
 
Kingsoft Corp., Ltd.
  420,000   2,140,117
 
Konfoong Materials International Co., Ltd., Class A
  6,126   55,842
*
Kong Sun Holdings, Ltd.
  575,000   3,187
 
Konka Group Co., Ltd., Class A
  157,700   163,306
 
KPC Pharmaceuticals, Inc., Class A
  232,396   389,082
 
Kunlun Energy Co., Ltd.
  28,560,000   23,926,771
*
Kunwu Jiuding Investment Holdings Co., Ltd., Class A
  29,500   125,108
 
Kweichow Moutai Co., Ltd., Class A
  173,874   41,818,025
#
KWG Group Holdings, Ltd.
  17,190,644   30,662,144
 
KWG Property Holding, Ltd.
  263,500   469,993
 
Laobaixing Pharmacy Chain JSC, Class A
  41,819   623,535
 
Lee & Man Chemical Co., Ltd.
  1,231,339   457,775
 
Lee & Man Paper Manufacturing, Ltd.
  10,962,200   6,776,623
 
Lee's Pharmaceutical Holdings, Ltd.
  2,009,000   1,586,467
 
Legend Holdings Corp., Class H
  1,015,400   1,320,770
 
Lenovo Group, Ltd.
  66,488,000   40,082,056
 
Lens Technology Co., Ltd., Class A
  266,700   1,253,057
 
Leo Group Co., Ltd., Class A
  617,100   314,661
 
Leoch International Technology, Ltd.
  307,000   18,376
 
Lepu Medical Technology Beijing Co., Ltd., Class A
  273,700   1,683,587
#*
LexinFintech Holdings, Ltd., ADR
  651,815   5,546,946
 
Leyard Optoelectronic Co., Ltd., Class A
  667,650   687,697
 
Li Ning Co., Ltd.
  8,096,583   26,096,954
 
LianChuang Electronic Technology Co., Ltd., Class A
  201,340   338,060
 
Liaoning Cheng Da Co., Ltd., Class A
  127,700   511,623
 
Liaoning Wellhope Agri-Tech JSC, Ltd., Class A
  52,244   122,433
*
Lier Chemical Co., Ltd., Class A
  35,400   108,073
*
Lifestyle China Group, Ltd.
  2,141,500   442,810
*
Lifetech Scientific Corp.
  12,774,000   3,682,198
 
LingNan Eco&Culture-Tourism Co., Ltd., Class A
  254,800   159,641
*
Lingyi iTech Guangdong Co., Class A
  955,000   1,623,352
#*
Link Motion, Inc., Sponsored ADR
  206,737   0
 
Liuzhou Iron & Steel Co., Ltd., Class A
  294,600   210,594
 
Livzon Pharmaceutical Group, Inc., Class H
  746,417   3,509,959
 
Logan Group Co., Ltd.
  11,720,000   20,310,946
 
Long Yuan Construction Group Co., Ltd., Class A
  344,102   420,487
 
Longfor Group Holdings, Ltd.
  8,032,000   39,694,430
 
LONGi Green Energy Technology Co., Ltd., Class A
  499,126   4,076,476
 
Longshine Technology Group Co., Ltd., Class A
  46,600   116,971
 
Lonking Holdings, Ltd.
  22,806,000   7,512,382
 
Luenmei Quantum Co., Ltd., Class A
  253,400   530,245
 
Luoniushan Co., Ltd., Class A
  36,800   57,150
*
Luoyang Glass Co., Ltd., Class H
  60,000   22,094
 
Luxi Chemical Group Co., Ltd., Class A
  255,700   412,527
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Luxshare Precision Industry Co., Ltd., Class A
  751,094   $6,339,132
#
Luye Pharma Group, Ltd.
  14,855,000   9,389,223
 
Luzhou Laojiao Co., Ltd., Class A
  94,371   1,596,130
 
LVGEM China Real Estate Investment Co., Ltd.
  1,512,000   475,989
 
Maanshan Iron & Steel Co., Ltd., Class H
  4,930,177   1,329,662
 
Maccura Biotechnology Co., Ltd., Class A
  39,500   287,021
*
Macrolink Culturaltainment Development Co., Ltd., Class A
  76,100   45,742
*
Mango Excellent Media Co., Ltd., Class A
  146,397   1,429,034
#*
Maoyan Entertainment
  134,000   224,162
 
Maoye International Holdings, Ltd.
  2,251,000   110,438
*
Meinian Onehealth Healthcare Holdings Co., Ltd., Class A
  314,700   694,249
*
Meituan Dianping, Class B
  787,500   19,487,861
 
Metallurgical Corp. of China, Ltd., Class H
  9,972,000   1,686,963
 
Milkyway Chemical Supply Chain Service Co., Ltd., Class A
  27,100   486,129
 
Min Xin Holdings, Ltd.
  720,000   370,565
 
Ming Yang Smart Energy Group, Ltd.
  139,336   319,034
#*
Mingfa Group International Co., Ltd.
  4,986,000   36,219
 
Minmetals Land, Ltd.
  9,869,644   1,223,727
 
Minsheng Education Group Co., Ltd.
  642,000   89,553
#
Minth Group, Ltd.
  6,301,000   18,752,598
 
MLS Co., Ltd., Class A
  314,000   799,846
#*
MMG, Ltd.
  29,497,999   7,792,727
 
MOBI Development Co., Ltd.
  2,518,000   269,481
 
Modern Land China Co., Ltd.
  1,646,000   212,792
 
Momo, Inc., Sponsored ADR
  1,089,767   20,127,996
*
Montnets Rongxin Technology Group Co., Ltd., Class A
  85,805   242,893
 
Muyuan Foodstuff Co., Ltd., Class A
  395,520   5,182,202
 
MYS Group Co., Ltd., Class A
  254,100   190,750
#*
Nan Hai Corp., Ltd.
  35,000,000   252,708
 
NanJi E-Commerce Co., Ltd., Class A
  397,400   1,115,778
 
Nanjing Hanrui Cobalt Co., Ltd., Class A
  16,700   172,538
 
Nanjing Iron & Steel Co., Ltd., Class A
  148,800   70,168
 
Nanjing King-Friend Biochemical Pharmaceutical Co., Ltd., Class A
  25,619   173,415
*
Nanjing Xinjiekou Department Store Co., Ltd., Class A
  188,000   465,561
*
Nanyang Topsec Technologies Group, Inc., Class A
  36,100   121,514
 
NARI Technology Co., Ltd., Class A
  814,803   2,484,299
*
Nature Home Holding Co., Ltd.
  1,733,000   216,981
 
NAURA Technology Group Co., Ltd., Class A
  40,600   1,208,671
 
NetDragon Websoft Holdings, Ltd.
  1,030,500   2,946,049
 
NetEase, Inc., ADR
  213,660   97,946,017
#*
New Century Healthcare Holding Co., Ltd.
  58,000   8,940
 
New China Life Insurance Co., Ltd., Class H
  3,220,900   12,603,009
 
New Hope Liuhe Co., Ltd., Class A
  455,500   2,124,066
*
New Oriental Education & Technology Group, Inc., Sponsored ADR
  289,179   40,542,896
*
New World Department Store China, Ltd.
  2,929,538   476,499
 
Newland Digital Technology Co., Ltd., Class A
  66,900   165,349
#
Nexteer Automotive Group, Ltd.
  7,422,000   4,705,803
 
Nine Dragons Paper Holdings, Ltd.
  16,732,000   17,574,172
 
Ninestar Corp., Class A
  236,200   1,288,608
 
Ningbo Construction Co., Ltd., Class A
  162,000   118,172
 
Ningbo Huaxiang Electronic Co., Ltd., Class A
  33,400   78,748
 
Ningbo Joyson Electronic Corp., Class A
  347,000   1,117,463
 
Ningbo Orient Wires & Cables Co., Ltd., Class A
  102,555   325,437
 
Ningbo Sanxing Medical Electric Co., Ltd., Class A
  246,878   256,693
 
Ningbo Zhoushan Port Co., Ltd., Class A
  1,018,400   608,239
*
Ningxia Jiaze New Energy Co., Ltd., Class A
  98,400   52,911
#*
NIO, Inc., ADR
  2,343,373   27,979,874
*
Niu Technologies
  2,659   55,892
#*
Noah Holdings, Ltd., ADR
  74,405   2,267,120
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Norinco International Cooperation, Ltd., Class A
  62,700   $71,544
 
North Huajin Chemical Industries Co., Ltd., Class A
  60,900   45,063
*
Northeast Pharmaceutical Group Co., Ltd., Class A
  190,300   153,178
 
Northeast Securities Co., Ltd., Class A
  23,900   38,413
 
NSFOCUS Technologies Group Co., Ltd., Class A
  48,570   153,393
#
NVC Lighting Holdings, Ltd.
  9,962,000   156,877
 
Offcn Education Technology Co., Ltd., Class A
  158,232   725,523
 
Offshore Oil Engineering Co., Ltd., Class A
  560,000   386,365
 
OFILM Group Co., Ltd., Class A
  598,500   1,665,099
*
OneSmart International Education Group, Ltd., ADR
  2,719   10,196
 
O-Net Technologies Group, Ltd.
  1,449,000   1,166,025
 
Oppein Home Group, Inc., Class A
  15,660   200,966
 
Opple Lighting Co., Ltd., Class A
  44,500   191,240
 
ORG Technology Co., Ltd., Class A
  608,700   461,167
*
Orient Group, Inc., Class A
  766,900   575,091
 
Orient Securities Co., Ltd., Class H
  1,950,400   1,313,413
 
Oriental Pearl Group Co., Ltd., Class A
  390,400   567,044
 
Ovctek China, Inc., Class A
  20,100   188,358
 
Overseas Chinese Town Asia Holdings, Ltd.
  1,481,817   323,506
#*
Ozner Water International Holding, Ltd.
  1,811,000   29,046
#
Pacific Online, Ltd.
  2,485,195   377,778
#*
Panda Green Energy Group, Ltd.
  14,198,000   549,533
*
Pangang Group Vanadium Titanium & Resources Co., Ltd., Class A
  1,332,131   420,440
*
Parkson Retail Group, Ltd.
  7,152,000   291,463
 
PAX Global Technology, Ltd.
  6,465,000   3,010,449
 
PCI-Suntek Technology Co., Ltd., Class A
  175,600   234,416
 
People's Insurance Co. Group of China, Ltd. (The), Class H
  19,970,000   6,497,440
 
Perfect World Co., Ltd., Class A
  162,600   894,370
#
PetroChina Co., Ltd., ADR
  186,810   6,435,604
 
PetroChina Co., Ltd., Class H
  142,684,000   49,618,714
 
PharmaBlock Sciences Nanjing, Inc., Class A
  15,300   280,290
*
Phoenix Media Investment Holdings, Ltd.
  5,412,000   314,780
 
Phoenix New Media, Ltd., ADR
  119,235   176,468
 
PICC Property & Casualty Co., Ltd., Class H
  20,039,398   15,835,947
*
Pinduoduo, Inc., ADR
  96,601   8,867,972
 
Ping An Bank Co., Ltd., Class A
  2,568,701   4,905,601
#*
Ping An Healthcare and Technology Co., Ltd.
  471,700   8,060,253
#
Ping An Insurance Group Co. of China, Ltd., Class H
  30,207,000   318,720,740
 
Pingdingshan Tianan Coal Mining Co., Ltd., Class A
  147,100   106,661
 
Poly Developments and Holdings Group Co., Ltd., Class A
  1,588,205   3,544,620
 
Poly Property Group Co., Ltd.
  20,373,068   6,416,477
 
Postal Savings Bank of China Co., Ltd., Class H
  26,919,000   14,830,732
*
Pou Sheng International Holdings, Ltd.
  10,915,609   2,386,057
 
Power Construction Corp. of China, Ltd., Class A
  1,314,100   793,041
 
Powerlong Real Estate Holdings, Ltd.
  15,702,715   9,596,020
#*
PW Medtech Group, Ltd.
  4,651,000   944,753
#
Q Technology Group Co., Ltd.
  4,293,000   5,848,344
 
Qianhe Condiment and Food Co., Ltd., Class A
  23,676   117,854
 
Qingdao East Steel Tower Stock Co., Ltd., Class A
  137,600   174,917
 
Qingdao Eastsoft Communication Technology Co., Ltd., Class A
  38,139   130,924
 
Qingdao Gon Technology Co., Ltd., Class A
  32,700   177,668
 
Qingdao Hanhe Cable Co., Ltd., Class A
  394,184   290,790
 
Qingdao Port International Co., Ltd., Class H
  2,233,000   1,264,576
 
Qingdao TGOOD Electric Co., Ltd., Class A
  109,900   331,209
 
Qingdao Topscomm Communication, Inc., Class A
  19,320   30,284
 
Qingling Motors Co., Ltd., Class H
  5,112,000   923,959
 
Qinhuangdao Port Co., Ltd., Class H
  1,912,500   300,926
#*
Qinqin Foodstuffs Group Cayman Co., Ltd.
  328,724   96,011
#*
Qudian, Inc., Sponsored ADR
  166,041   268,986
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Qunxing Paper Holdings Co.
  854,211   $0
 
Rainbow Digital Commercial Co., Ltd., Class A
  159,286   248,448
*
Realcan Pharmaceutical Group Co., Ltd., Class A
  425,800   403,929
 
Red Star Macalline Group Corp., Ltd., Class H
  1,735,914   1,189,658
 
Redco Properties Group Ltd.
  8,526,000   3,872,718
 
Redsun Properties Group, Ltd.
  157,000   55,863
*
REXLot Holdings, Ltd.
  3,197,569   1,609
*
RISE Education Cayman, Ltd.
  9,353   29,836
 
Road King Infrastructure, Ltd.
  2,280,000   3,067,070
 
Rongsheng Petro Chemical Co., Ltd., Class A
  554,555   1,328,031
#
Ronshine China Holdings, Ltd.
  2,782,000   2,482,603
 
Sai Micro Electronics, Inc., Class A
  49,800   208,512
 
SAIC Motor Corp, Ltd., Class A
  946,555   2,465,113
 
Sailun Group Co., Ltd., Class A
  307,200   174,609
 
Sanan Optoelectronics Co., Ltd., Class A
  245,200   945,399
 
SanFeng Intelligent Equipment Group Co., Ltd., Class A
  38,900   27,122
 
Sangfor Technologies, Inc., Class A
  19,172   587,886
 
Sansteel Minguang Co., Ltd. Fujian, Class A
  939,650   959,654
 
Sany Heavy Equipment International Holdings Co., Ltd.
  8,671,500   4,540,077
 
Sany Heavy Industry Co., Ltd., Class A
  1,887,641   5,709,665
 
SDIC Power Holdings Co., Ltd., Class A
  652,300   805,590
 
Sealand Securities Co., Ltd., Class A
  296,900   239,546
 
Seazen Group, Ltd.
  18,502,000   17,546,379
 
Seazen Holdings Co., Ltd. , Class A
  258,030   1,257,021
*
Secoo Holding, Ltd., ADR
  31,941   84,005
*
Semiconductor Manufacturing International Corp.
  14,142,195   55,373,141
 
SF Holding Co., Ltd., Class A
  236,300   2,395,775
 
SG Micro Corp., Class A
  10,550   552,069
 
SGIS Songshan Co., Ltd., Class A
  495,381   314,744
 
Shaanxi Coal Industry Co., Ltd., Class A
  2,521,500   2,925,142
 
Shandong Buchang Pharmaceuticals Co., Ltd., Class A
  341,552   1,403,189
 
Shandong Chenming Paper Holdings, Ltd., Class H
  4,566,533   2,161,922
*
Shandong Himile Mechanical Science & Technology Co., Ltd., Class A
  131,586   412,058
 
Shandong Hualu Hengsheng Chemical Co., Ltd., Class A
  146,001   484,100
 
Shandong Humon Smelting Co., Ltd., Class A
  69,700   195,383
 
Shandong Jincheng Pharmaceutical Group Co., Ltd., Class A
  11,900   63,326
 
Shandong Luyitong Intelligent Electric P.L.C., Class A
  20,600   40,549
 
Shandong Nanshan Aluminum Co., Ltd., Class A
  1,162,400   394,979
 
Shandong New Beiyang Information Technology Co., Ltd., Class A
  71,000   106,224
 
Shandong Publishing & Media Co., Ltd., Class A
  61,300   59,554
 
Shandong Sinocera Functional Material Co., Ltd., Class A
  67,600   347,377
 
Shandong Sun Paper Industry JSC, Ltd., Class A
  769,300   1,399,242
 
Shandong Weigao Group Medical Polymer Co., Ltd., Class H
  11,532,000   29,367,132
 
Shandong Xinhua Pharmaceutical Co., Ltd., Class H
  1,473,200   848,539
 
Shandong Yisheng Livestock & Poultry Breeding Co., Ltd., Class A
  220,220   493,618
 
Shanghai 2345 Network Holding Group Co., Ltd., Class A
  1,385,226   613,437
 
Shanghai AJ Group Co., Ltd., Class A
  28,500   35,572
 
Shanghai AtHub Co., Ltd., Class A
  28,048   387,631
 
Shanghai Baosight Software Co., Ltd., Class A
  142,400   1,455,845
 
Shanghai Belling Co., Ltd., Class A
  9,100   23,696
 
Shanghai East China Computer Co., Ltd., Class A
  85,868   336,784
*
Shanghai Electric Group Co., Ltd., Class H
  9,170,000   2,828,667
*
Shanghai Environment Group Co., Ltd., Class A
  165,900   317,846
 
Shanghai Fengyuzhu Culture and Technology Co., Ltd., Class A
  15,200   41,772
 
Shanghai Fosun Pharmaceutical Group Co., Ltd., Class H
  2,754,000   13,044,778
 
Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co., Ltd., Class H
  1,910,000   1,467,587
 
Shanghai Ganglian E-Commerce Holdings Co., Ltd., Class A
  7,980   87,628
 
Shanghai Haohai Biological Technology Co., Ltd., Class H
  51,200   376,303
 
Shanghai Industrial Holdings, Ltd.
  3,522,000   5,138,719
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Shanghai Industrial Urban Development Group, Ltd.
  20,357,025   $2,235,278
 
Shanghai International Airport Co Ltd, Class A
  100,100   973,743
 
Shanghai International Port Group Co., Ltd., Class A
  455,900   294,509
 
Shanghai Jahwa United Co., Ltd., Class A
  3,400   22,677
 
Shanghai Jin Jiang Capital Co., Ltd., Class H
  18,078,000   3,103,408
 
Shanghai Jinqiao Export Processing Zone Development Co., Ltd., Class A
  39,500   86,089
 
Shanghai Kinetic Medical Co., Ltd., Class A
  91,236   340,864
 
Shanghai M&G Stationery Inc, Class A
  143,399   1,342,982
 
Shanghai Mechanical and Electrical Industry Co., Ltd., Class A
  148,500   369,483
 
Shanghai Pharmaceuticals Holding Co., Ltd., Class H
  5,090,200   9,049,960
*
Shanghai Phichem Material Co., Ltd., Class A
  52,300   181,185
 
Shanghai Prime Machinery Co., Ltd., Class H
  190,000   21,581
 
Shanghai Pudong Development Bank Co., Ltd., Class A
  276,700   410,520
 
Shanghai Pudong Road & Bridge Construction Co., Ltd., Class A
  75,700   71,788
 
Shanghai Putailai New Energy Technology Co., Ltd., Class A
  51,900   790,455
 
Shanghai RAAS Blood Products Co., Ltd., Class A
  387,900   575,056
 
Shanghai Shimao Co., Ltd., Class A
  302,665   189,039
 
Shanghai Shyndec Pharmaceutical Co., Ltd., Class A
  304,000   478,880
 
Shanghai Sinyang Semiconductor Materials Co., Ltd., Class A
  6,200   55,280
 
Shanghai Tunnel Engineering Co., Ltd., Class A
  458,570   395,696
 
Shanghai Waigaoqiao Free Trade Zone Group Co., Ltd., Class A
  153,700   337,091
 
Shanghai Wanye Enterprises Co., Ltd., Class A
  199,200   589,870
 
Shanghai Weaver Network Co., Ltd., Class A
  4,949   59,061
 
Shanghai Yuyuan Tourist Mart Group Co., Ltd., Class A
  312,600   459,238
*
Shanghai Zendai Property, Ltd.
  10,965,000   43,806
 
Shanghai Zijiang Enterprise Group Co., Ltd., Class A
  278,200   185,994
 
Shanxi Blue Flame Holding Co., Ltd., Class A
  105,600   123,505
 
Shanxi Coking Co., Ltd., Class A
  164,090   115,643
 
Shanxi Lu'an Environmental Energy Development Co., Ltd., Class A
  980,900   895,932
*
Shanxi Meijin Energy Co., Ltd., Class A
  858,900   813,558
 
Shanxi Taigang Stainless Steel Co., Ltd., Class A
  1,083,400   551,245
 
Shanxi Xinghuacun Fen Wine Factory Co., Ltd., Class A
  47,300   1,221,474
 
Shanxi Xishan Coal & Electricity Power Co., Ltd., Class A
  1,238,181   746,904
*
Shanying International Holding Co., Ltd., Class A
  1,180,139   536,071
 
Shede Spirits Co., Ltd., Class A
  22,500   119,240
 
Shenergy Co., Ltd., Class A
  205,100   167,377
#
Sheng Ye Capital, Ltd.
  118,000   114,225
 
Shengda Resources Co., Ltd., Class A
  28,852   77,484
#*
Shengjing Bank Co., Ltd., Class H
  702,500   643,515
 
Shenguan Holdings Group, Ltd.
  5,926,000   198,835
 
Shengyi Technology Co., Ltd., Class A
  382,500   1,578,099
 
Shennan Circuits Co., Ltd., Class A
  72,000   1,588,386
 
Shenwan Hongyuan Group Co., Ltd.
  208,000   66,401
 
Shenzhen Agricultural Products Group Co., Ltd., Class A
  54,300   65,497
 
Shenzhen Airport Co., Ltd., Class A
  240,400   343,427
 
Shenzhen Anche Technologies Co., Ltd., Class A
  8,000   83,390
*
Shenzhen Bauing Construction Holding Group Co., Ltd., Class A
  85,000   61,545
 
Shenzhen Capchem Technology Co., Ltd., Class A
  31,500   257,934
 
Shenzhen Comix Group Co., Ltd., Class A
  49,500   118,137
 
Shenzhen Danbond Technology Co., Ltd., Class A
  20,400   27,993
 
Shenzhen Desay Battery Technology Co., Class A
  52,300   440,791
 
Shenzhen Everwin Precision Technology Co., Ltd., Class A
  145,100   491,846
 
Shenzhen Expressway Co., Ltd., Class H
  5,364,000   5,116,436
 
Shenzhen Fastprint Circuit Tech Co., Ltd., Class A
  233,800   430,547
 
Shenzhen FRD Science & Technology Co., Ltd.
  109,300   478,436
 
Shenzhen Gas Corp., Ltd., Class A
  118,600   132,438
 
Shenzhen Gongjin Electronics Co., Ltd., Class A
  111,603   213,818
 
Shenzhen Goodix Technology Co., Ltd., Class A
  37,600   1,123,413
 
Shenzhen H&T Intelligent Control Co., Ltd., Class A
  122,900   283,756
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Shenzhen Hepalink Pharmaceutical Group Co., Ltd., Class A
  36,996   $130,195
*
Shenzhen Infogem Technologies Co., Ltd., Class A
  74,000   245,125
 
Shenzhen Inovance Technology Co., Ltd., Class A
  218,650   1,575,456
 
Shenzhen International Holdings, Ltd.
  8,213,822   13,404,480
 
Shenzhen Investment, Ltd.
  29,061,674   9,118,439
 
Shenzhen Jinjia Group Co., Ltd., Class A
  230,300   378,621
 
Shenzhen Kaifa Technology Co., Ltd., Class A
  109,000   395,461
*
Shenzhen Kangtai Biological Products Co., Ltd., Class A
  11,700   377,276
 
Shenzhen Kingdom Sci-Tech Co., Ltd., Class A
  80,200   223,540
 
Shenzhen Kinwong Electronic Co., Ltd., Class A
  92,900   475,140
 
Shenzhen Megmeet Electrical Co., Ltd., Class A
  76,900   325,861
 
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., Class A
  111,172   5,531,393
 
Shenzhen Neptunus Bioengineering Co., Ltd., Class A
  330,600   243,408
 
Shenzhen Overseas Chinese Town Co., Ltd., Class A
  1,319,276   1,355,613
 
Shenzhen Salubris Pharmaceuticals Co., Ltd., Class A
  56,500   281,927
 
Shenzhen SC New Energy Technology Corp., Class A
  25,771   356,166
 
Shenzhen SDG Information Co., Ltd., Class A
  119,100   195,029
 
Shenzhen Sinovatio Technology Co., Ltd., Class A
  23,112   276,816
 
Shenzhen Sunline Tech Co., Ltd., Class A
  29,900   92,185
 
Shenzhen Sunlord Electronics Co., Ltd., Class A
  110,967   435,010
 
Shenzhen Suntak Circuit Technology Co., Ltd., Class A
  161,900   456,455
 
Shenzhen Sunway Communication Co., Ltd., Class A
  162,800   1,294,679
 
Shenzhen Tagen Group Co., Ltd., Class A
  487,900   598,851
 
Shenzhen Yinghe Technology Co., Ltd., Class A
  53,900   260,076
*
Shenzhen Yitoa Intelligent Control Co., Ltd., Class A
  41,200   36,624
 
Shenzhen YUTO Packaging Technology Co., Ltd., Class A
  83,180   423,220
 
Shenzhen Zhongjin Lingnan Nonfemet Co., Ltd., Class A
  691,350   463,997
 
Shenzhou International Group Holdings, Ltd.
  2,528,200   30,198,654
 
Shenzhou Space Park Group, Ltd.
  3,080,000   0
 
Shijiazhuang Yiling Pharmaceutical Co., Ltd., Class A
  26,700   122,077
 
Shimao Group Holdings, Ltd.
  9,538,683   40,475,788
 
Shinva Medical Instrument Co., Ltd., Class A
  68,300   194,192
 
Shougang Fushan Resources Group, Ltd.
  19,940,461   4,566,163
 
Shui On Land, Ltd.
  33,608,776   4,989,648
*
Siasun Robot & Automation Co., Ltd., Class A
  105,100   235,692
 
Sichuan Chuantou Energy Co., Ltd., Class A
  201,300   275,399
 
Sichuan Expressway Co., Ltd., Class H
  5,250,000   1,193,201
 
Sichuan Haite High-tech Co., Ltd., Class A
  36,700   83,146
*
Sichuan Hebang Biotechnology Co., Ltd., Class A
  1,426,820   276,159
 
Sichuan Kelun Pharmaceutical Co., Ltd., Class A
  51,200   164,978
 
Sichuan Languang Development Co., Ltd., Class A
  438,900   336,241
 
Sichuan Shuangma Cement Co., Ltd., Class A
  119,000   254,901
 
Sichuan Swellfun Co., Ltd., Class A
  20,500   187,248
 
Sichuan Tianyi Comheart Telecom Co., Ltd., Class A
  18,721   67,584
 
Sieyuan Electric Co., Ltd., Class A
  134,900   546,945
 
Sihuan Pharmaceutical Holdings Group, Ltd.
  47,580,000   4,859,885
*
Silver Grant International Holdings Group, Ltd.
  8,640,000   1,060,148
*
SINA Corp.
  282,877   11,414,087
 
Sino Biopharmaceutical, Ltd.
  48,739,495   63,672,673
 
Sino Wealth Electronic, Ltd., Class A
  29,480   157,541
 
Sinocare, Inc., Class A
  31,300   203,369
 
Sinochem International Corp., Class A
  631,867   514,257
 
Sinofert Holdings, Ltd.
  16,492,673   1,490,829
 
Sino-I Technology, Ltd.
  5,320,000   31,547
 
Sinolink Securities Co., Ltd., Class A
  92,100   190,261
#*
Sinolink Worldwide Holdings, Ltd.
  16,305,492   1,000,136
 
Sinoma International Engineering Co., Class A
  387,350   332,060
 
Sinoma Science & Technology Co., Ltd., Class A
  195,400   582,393
 
Sino-Ocean Group Holding, Ltd.
  24,780,962   5,978,078
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Sinopec Engineering Group Co., Ltd., Class H
  8,136,000   $3,606,350
#
Sinopec Kantons Holdings, Ltd.
  8,580,000   3,740,360
#*
Sinopec Oilfield Service Corp., Class H
  8,904,000   644,486
#
Sinopec Shanghai Petrochemical Co., Ltd., Sponsored ADR
  29,244   645,696
 
Sinopec Shanghai Petrochemical Co., Ltd., Class H
  16,745,000   3,728,250
 
Sinopharm Group Co., Ltd., Class H
  6,764,800   16,122,409
 
Sino-Platinum Metals Co., Ltd., Class A
  23,700   89,815
*
Sinosoft Technology Group, Ltd.
  5,710,400   1,473,306
 
Sinotrans, Ltd., Class H
  22,069,000   4,612,129
 
Sinotruk Hong Kong, Ltd.
  6,532,000   20,384,114
 
Skshu Paint Co., Ltd., Class A
  21,002   459,831
 
Skyfame Realty Holdings, Ltd.
  21,964,000   2,947,489
 
Skyworth Digital Co., Ltd., Class A
  77,799   141,657
#*
Skyworth Group, Ltd.
  17,944,811   5,672,739
#*
SMI Holdings Group, Ltd.
  4,693,951   113,559
*
SOHO China, Ltd.
  20,096,339   7,470,197
*
Sohu.com, Ltd., ADR
  86,832   1,994,531
 
Songcheng Performance Development Co., Ltd., Class A
  109,600   293,177
*
Sou Yu Te Group Co., Ltd., Class A
  57,400   23,866
*
Sparkle Roll Group, Ltd.
  8,680,000   319,201
 
Spring Airlines Co., Ltd., Class A
  107,100   609,050
*
SPT Energy Group, Inc.
  3,748,000   135,587
*
SRE Group, Ltd.
  7,903,714   27,575
 
SSY Group, Ltd.
  15,190,506   9,597,170
*
Starrise Media Holdings, Ltd.
  1,806,000   90,898
 
Suchuang Gas Corp., Ltd.
  302,000   130,873
 
Sun Art Retail Group, Ltd.
  16,297,500   22,650,255
 
Sun King Power Electronics Group
  2,780,000   624,242
 
Sunac China Holdings, Ltd.
  15,572,000   73,425,947
 
Sungrow Power Supply Co., Ltd., Class A
  103,300   310,557
 
Suning.com Co., Ltd., Class A
  898,800   1,328,754
 
Sunny Optical Technology Group Co., Ltd.
  2,316,400   43,499,880
 
Sunresin New Materials Co., Ltd., Class A
  20,900   114,536
#*
Sunshine 100 China Holdings, Ltd.
  244,000   42,319
 
Sunward Intelligent Equipment Co., Ltd., Class A
  171,200   173,310
 
Sunwoda Electronic Co., Ltd., Class A
  253,000   865,795
*
Suzhou Anjie Technology Co., Ltd., Class A
  57,900   212,128
 
Suzhou Dongshan Precision Manufacturing Co., Ltd., Class A
  267,400   1,124,099
 
Suzhou Gold Mantis Construction Decoration Co., Ltd., Class A
  510,600   656,589
 
Suzhou Maxwell Technologies Co., Ltd., Class A
  9,000   462,949
 
Suzhou Secote Precision Electronic Co., Ltd., Class A
  19,000   146,649
 
Suzhou TFC Optical Communication Co., Ltd., Class A
  3,900   39,537
#
Symphony Holdings, Ltd.
  6,930,000   778,037
*
Tahoe Group Co., Ltd., Class A
  208,000   177,026
 
Taiji Computer Corp., Ltd., Class A
  71,409   333,775
#*
TAL Education Group, ADR
  458,065   35,806,941
 
Tangshan Jidong Cement Co., Ltd., Class A
  186,500   512,060
 
TangShan Port Group Co., Ltd., Class A
  1,498,800   521,629
 
Tangshan Sanyou Chemical Industries Co., Ltd., Class A
  216,800   193,617
#*
Tarena International, Inc., ADR
  135,749   225,343
*
Taung Gold International, Ltd.
  60,800,000   266,945
 
TBEA Co., Ltd., Class A
  478,600   598,837
 
TCL Electronics Holdings, Ltd.
  6,053,932   3,589,474
 
TCL Technology Group Corp., Class A
  976,500   875,157
*
Tech-Bank Food Co., Ltd., Class A
  88,000   235,811
 
Tecon Biology Co., Ltd., Class A
  69,600   178,094
 
Ten Pao Group Holdings, Ltd.
  60,000   5,522
 
Tencent Holdings, Ltd.
  17,216,900   1,181,047,560
 
Tenfu Cayman Holdings Co., Ltd.
  101,000   70,229
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Tenwow International Holdings, Ltd.
  2,865,000   $26,357
 
Texhong Textile Group, Ltd.
  2,589,000   1,978,782
 
Textainer Group Holdings, Ltd.
  147,367   1,237,953
 
Thunder Software Technology Co., Ltd., Class A
  50,122   697,018
 
Tian An China Investment Co., Ltd.
  1,191,357   630,746
 
Tian Di Science & Technology Co., Ltd., Class A
  751,400   332,732
#*
Tian Ge Interactive Holdings, Ltd.
  1,474,000   187,923
*
Tian Shan Development Holding, Ltd.
  1,584,000   629,570
 
Tiangong International Co., Ltd.
  6,222,000   2,039,394
 
Tianjin 712 Communication & Broadcasting Co., Ltd., Class A
  90,088   571,400
#
Tianjin Capital Environmental Protection Group Co., Ltd., Class H
  2,526,000   821,887
 
Tianjin Chase Sun Pharmaceutical Co., Ltd., Class A
  110,900   88,180
 
Tianjin Development Holdings, Ltd.
  2,497,800   554,722
 
Tianjin Guangyu Development Co., Ltd., Class A
  209,500   248,772
 
Tianjin Port Development Holdings, Ltd.
  15,369,200   1,148,685
 
Tianjin Zhonghuan Semiconductor Co., Ltd., Class A
  11,400   39,957
 
Tianjin ZhongXin Pharmaceutical Group Corp., Ltd., Class A
  21,200   58,056
 
Tianma Microelectronics Co., Ltd., Class A
  610,100   1,469,378
#
Tianneng Power International, Ltd.
  7,797,952   18,100,384
*
Tianqi Lithium Corp., Class A
  30,349   110,029
 
Tianshui Huatian Technology Co., Ltd., Class A
  331,992   787,390
 
Tianyun International Holdings, Ltd.
  1,450,000   164,763
 
Tibet Summit Resources Co., Ltd., Class A
  94,500   167,794
 
Tibet Tianlu Co., Ltd., Class A
  135,500   204,727
#*
Tibet Water Resources, Ltd.
  6,597,000   421,415
 
Tingyi Cayman Islands Holding Corp.
  13,702,000   25,543,227
 
Titan Wind Energy Suzhou Co., Ltd., Class A
  459,700   498,952
 
Toly Bread Co., Ltd., Class A
  71,200   614,633
#
Tomson Group, Ltd.
  2,697,780   574,098
 
Tong Ren Tang Technologies Co., Ltd., Class H
  4,278,000   3,155,870
 
Tongda Group Holdings, Ltd.
  43,120,000   2,507,745
*
TongFu Microelectronics Co., Ltd., Class A
  193,900   749,865
 
Tonghua Dongbao Pharmaceutical Co., Ltd., Class A
  267,500   526,208
 
Tongkun Group Co., Ltd., Class A
  457,700   947,306
 
Tongling Jingda Special Magnet Wire Co., Ltd., Class A
  141,800   71,510
 
Tongling Nonferrous Metals Group Co., Ltd., Class A
  1,317,100   430,689
 
Tongwei Co., Ltd., Class A
  211,000   824,927
*
Topchoice Medical Corp., Class A
  10,654   269,432
#
Towngas China Co., Ltd.
  5,664,294   2,728,160
 
Transfar Zhilian Co., Ltd., Class A
  491,300   404,354
 
TravelSky Technology, Ltd., Class H
  4,624,938   8,895,998
#*
Trigiant Group, Ltd.
  6,560,000   881,722
*
Trip.com Group Ltd., ADR
  1,157,967   31,496,702
*
Trony Solar Holdings Co., Ltd.
  2,133,000   0
*
Truly International Holdings, Ltd.
  7,861,000   934,002
 
Tsaker Chemical Group, Ltd.
  220,500   35,335
 
Tsingtao Brewery Co., Ltd., Class H
  2,308,000   20,574,644
*
Tunghsu Azure Renewable Energy Co., Ltd., Class A
  96,700   42,813
*
Tunghsu Optoelectronic Technology Co., Ltd., Class A
  1,326,300   532,157
*
Tuniu Corp., Sponsored ADR
  80,591   82,203
*
Tus Environmental Science And Technology Development Co., Ltd., Class A
  102,700   120,595
 
Unigroup Guoxin Microelectronics Co., Ltd., Class A
  101,971   1,848,950
 
Unilumin Group Co., Ltd., Class A
  197,931   254,570
 
Uni-President China Holdings, Ltd.
  9,620,308   10,438,634
*
Unisplendour Corp., Ltd., Class A
  145,900   917,621
 
United Energy Group, Ltd.
  33,129,100   5,817,382
 
Universal Scientific Industrial Shanghai Co., Ltd., Class A
  126,600   438,782
#*
V1 Group, Ltd.
  13,654,600   406,403
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
 
Valiant Co., Ltd., Class A
  133,880   $340,057
 
Vats Liquor Chain Store Management Joint Stock Co., Ltd.
  7,900   33,431
*
VCredit Holdings, Ltd.
  16,200   9,011
 
Venustech Group Inc.,, Class A
  117,234   662,450
 
Victory Giant Technology Huizhou Co., Ltd., Class A
  170,300   561,630
#
Vinda International Holdings, Ltd.
  1,850,000   6,966,767
*
Vipshop Holdings, Ltd., ADR
  3,141,441   71,530,612
 
Walvax Biotechnology Co., Ltd., Class A
  22,600   261,839
*
Wanda Film Holding Co., Ltd., Class A
  27,900   69,329
 
Wangneng Environment Co., Ltd., Class A
  47,900   136,739
 
Wanhua Chemical Group Co., Ltd., Class A
  664,114   6,428,866
 
Want Want China Holdings, Ltd.
  37,524,000   27,769,634
 
Wanxiang Qianchao Co., Ltd., Class A
  86,500   75,858
 
Wasion Holdings, Ltd.
  4,518,000   1,370,961
 
Wasu Media Holding Co., Ltd., Class A
  338,600   538,551
#*
Weibo Corp., Sponsored ADR
  342,312   11,830,303
 
Weichai Power Co., Ltd., Class H
  11,480,120   24,586,569
 
Weifu High-Technology Group Co., Ltd., Class A
  83,047   262,267
 
Weihai Guangwei Composites Co., Ltd., Class A
  76,100   845,950
 
Weiqiao Textile Co., Class H
  3,245,500   703,327
 
Wens Foodstuffs Group Co., Ltd., Class A
  1,377,260   4,689,285
 
West China Cement, Ltd.
  37,564,000   8,005,829
 
Western Region Gold Co., Ltd., Class A
  54,800   134,464
 
Western Securities Co., Ltd., Class A
  242,500   344,638
 
Westone Information Industry, Inc., Class A
  54,100   170,368
 
Will Semiconductor, Ltd., Class A
  39,300   1,165,905
 
Wingtech Technology Co., Ltd., Class A
  18,400   404,368
 
Winning Health Technology Group Co., Ltd., Class A
  137,280   454,366
#
Wisdom Education International Holdings Co., Ltd.
  2,154,000   1,222,755
 
Wison Engineering Services Co., Ltd.
  397,000   40,478
 
Wolong Electric Group Co., Ltd., Class A
  176,100   304,894
*
Wonders Information Co., Ltd., Class A
  150,200   577,154
 
Wuchan Zhongda Group Co., Ltd., Class A
  564,600   370,857
 
Wuhan Department Store Group Co., Ltd., Class A
  120,200   431,868
 
Wuhan Guide Infrared Co., Ltd., Class A
  111,510   624,241
 
Wuhan Jingce Electronic Group Co., Ltd., Class A
  27,160   259,829
*
Wuhan P&S Information Technology Co., Ltd., Class A
  90,900   83,415
 
Wuhan Raycus Fiber Laser Technologies Co., Ltd., Class A
  16,800   254,894
 
Wuhu Sanqi Interactive Entertainment Network Technology Group Co., Ltd., Class A
  313,411   2,048,821
 
Wuhu Token Science Co., Ltd., Class A
  402,840   703,733
 
Wuliangye Yibin Co., Ltd., Class A
  705,602   21,994,130
 
WUS Printed Circuit Kunshan Co., Ltd., Class A
  383,100   1,319,619
#
WuXi AppTec Co. Ltd., Class H
  5,500   82,929
*
Wuxi Biologics Cayman, Inc.
  159,500   3,292,693
 
Wuxi Lead Intelligent Equipment Co., Ltd., Class A
  148,004   932,362
 
Wuxi Taiji Industry Co., Ltd., Class A
  281,900   465,353
 
XCMG Construction Machinery Co., Ltd., Class A
  1,080,000   983,565
 
XGD, Inc., Class A
  49,200   99,804
#
Xiabuxiabu Catering Management China Holdings Co., Ltd.
  3,966,000   3,980,451
 
Xiamen C & D, Inc., Class A
  747,834   1,004,159
 
Xiamen Faratronic Co., Ltd., Class A
  47,000   406,546
 
Xiamen International Port Co., Ltd., Class H
  6,883,338   692,259
 
Xiamen Intretech, Inc., Class A
  40,800   348,109
 
Xiamen ITG Group Corp., Ltd., Class A
  467,900   467,267
 
Xiamen Kingdomway Group Co., Class A
  114,466   963,928
 
Xiamen Meiya Pico Information Co., Ltd., Class A
  53,500   156,993
 
Xiamen Tungsten Co., Ltd., Class A
  126,960   273,954
 
Xiamen Xiangyu Co., Ltd., Class A
  507,500   486,330
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Xian International Medical Investment Co., Ltd., Class A
  342,050   $306,712
 
Xiandai Investment Co., Ltd., Class A
  176,300   96,517
*
Xiaomi Corp., Class B
  9,559,800   18,326,711
 
Xinfengming Group Co., Ltd., Class A
  126,992   193,059
 
Xingda International Holdings, Ltd.
  7,594,796   1,542,478
 
Xingfa Aluminium Holdings, Ltd.
  348,000   391,229
 
Xinhu Zhongbao Co., Ltd., Class A
  445,300   217,483
 
Xinhua Winshare Publishing and Media Co., Ltd., Class H
  2,743,000   1,815,520
 
Xinjiang Goldwind Science & Technology Co., Ltd., Class H
  4,229,784   4,257,994
*
Xinjiang Machinery Research Institute Co., Ltd., Class A
  157,600   115,200
 
Xinjiang Tianshan Cement Co., Ltd., Class A
  269,601   696,068
 
Xinjiang Zhongtai Chemical Co., Ltd., Class A
  293,700   237,800
*
Xinming China Holdings, Ltd.
  368,000   48,380
 
Xinxing Ductile Iron Pipes Co., Ltd., Class A
  1,009,400   538,738
 
Xinyangfeng Agricultural Technology Co., Ltd., Class A
  265,700   437,830
#
Xinyi Solar Holdings, Ltd.
  27,969,808   30,696,445
 
Xinyu Iron & Steel Co., Ltd., Class A
  844,900   535,887
 
Xinyuan Real Estate Co., Ltd., ADR
  107,067   226,982
 
Xtep International Holdings, Ltd.
  8,305,889   2,488,544
 
Xuji Electric Co., Ltd., Class A
  223,500   514,166
#*
Xunlei, Ltd., ADR
  102,652   378,786
#*
Yadea Group Holdings, Ltd.
  9,382,000   7,906,336
*
Yanchang Petroleum International, Ltd.
  13,010,000   92,341
 
Yang Quan Coal Industry Group Co., Ltd., Class A
  151,900   105,962
 
Yango Group Co., Ltd., Class A
  627,800   623,175
#
Yangtze Optical Fibre and Cable Joint Stock, Ltd. Co., Class H
  94,000   168,944
 
Yangzhou Yangjie Electronic Technology Co., Ltd., Class A
  55,200   260,837
 
Yantai Changyu Pioneer Wine Co., Ltd., Class A
  28,800   140,222
 
Yantai Dongcheng Pharmaceutical Co., Ltd., Class A
  29,600   105,030
 
Yantai Eddie Precision Machinery Co., Ltd., Class A
  26,860   227,798
 
Yantai Jereh Oilfield Services Group Co., Ltd., Class A
  327,692   1,473,361
 
YanTai Shuangta Food Co., Ltd., Class A
  131,600   297,758
 
Yanzhou Coal Mining Co., Ltd., Class H
  17,084,000   13,354,255
#*
Yashili International Holdings, Ltd.
  3,046,000   231,993
 
Yealink Network Technology Corp., Ltd., Class A
  83,750   759,183
 
YGSOFT, Inc., Class A
  38,870   57,550
#
YiChang HEC ChangJiang Pharmaceutical Co., Ltd., Class H
  1,248,800   1,878,239
*
Yida China Holdings, Ltd.
  612,000   159,497
 
Yifan Pharmaceutical Co., Ltd., Class A
  68,500   290,044
 
Yifeng Pharmacy Chain Co., Ltd., Class A
  69,860   864,673
 
Yihai International Holding, Ltd.
  2,395,000   29,382,848
 
Yijiahe Technology Co., Ltd., Class A
  9,772   157,687
 
Yintai Gold Co., Ltd., Class A
  128,700   351,501
 
Yip's Chemical Holdings, Ltd.
  1,348,000   375,890
*
Yiren Digital, Ltd., Sponsored ADR
  150,597   540,643
*
Yixin Group, Ltd.
  332,500   84,651
 
Yixintang Pharmaceutical Group Co., Ltd., Class A
  31,710   145,081
 
Yonghui Superstores Co., Ltd., Class A
  1,033,987   1,332,020
 
Yonyou Network Technology Co., Ltd., Class A
  125,843   847,792
 
Yotrio Group Co., Ltd., Class A
  90,300   63,279
 
Youngor Group Co., Ltd., Class A
  564,700   539,764
*
Youyuan International Holdings, Ltd.
  4,273,760   26,910
*
Youzu Interactive Co., Ltd., Class A
  49,200   156,268
*
Yuan Longping High-tech Agriculture Co., Ltd., Class A
  48,600   124,029
*
YuanShengTai Dairy Farm, Ltd.
  4,904,000   291,279
 
Yuexiu Property Co., Ltd.
  76,259,784   13,981,341
 
Yuexiu Transport Infrastructure, Ltd.
  4,787,415   3,041,628
 
Yum China Holdings, Inc.
  1,301,003   66,663,394
 
Yunda Holding Co., Ltd., Class A
  74,709   256,903
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Yunnan Aluminium Co., Ltd., Class A
  320,000   $311,207
 
Yunnan Baiyao Group Co Ltd, Class A
  92,000   1,445,415
*
Yunnan Copper Co., Ltd., Class A
  145,400   307,633
 
Yunnan Energy New Material Co., Ltd., Class A
  97,676   1,117,250
*
Yunnan Tin Co., Ltd., Class A
  409,000   606,029
 
Yunnan Water Investment Co., Ltd., Class H
  245,000   44,598
#
Yuzhou Group Holdings Co., Ltd.
  26,478,835   11,896,343
 
Zhangzhou Pientzehuang Pharmaceutical Co., Ltd., Class A
  8,800   257,611
#
Zhaojin Mining Industry Co., Ltd., Class H
  464,666   588,782
*
Zhefu Holding Group Co., Ltd., Class A
  122,300   98,349
 
Zhejiang Century Huatong Group Co., Ltd., Class A
  533,560   924,526
 
Zhejiang Chint Electrics Co., Ltd., Class A
  97,900   444,650
 
Zhejiang Communications Technology Co., Ltd.
  147,800   119,277
 
Zhejiang Crystal-Optech Co., Ltd., Class A
  103,000   236,684
 
Zhejiang Dahua Technology Co., Ltd., Class A
  228,400   696,475
 
Zhejiang Dingli Machinery Co., Ltd., Class A
  57,878   736,546
 
Zhejiang Expressway Co., Ltd., Class H
  8,592,000   6,389,450
#
Zhejiang Glass Co., Ltd.
  192,000   0
 
Zhejiang Hailiang Co., Ltd., Class A
  345,542   439,985
 
Zhejiang Hisoar Pharmaceutical Co., Ltd., Class A
  89,600   104,972
 
Zhejiang Huace Film & TV Co., Ltd., Class A
  94,200   97,555
 
Zhejiang Huafeng Spandex Co., Ltd., Class A
  393,376   381,754
 
Zhejiang Huahai Pharmaceutical Co., Ltd., Class A
  191,210   1,057,237
 
Zhejiang Huayou Cobalt Co., Ltd., Class A
  50,100   307,710
 
Zhejiang Jiahua Energy Chemical Industry Co., Ltd., Class A
  416,500   777,352
 
Zhejiang Jianfeng Group Co., Ltd., Class A
  31,800   78,332
 
Zhejiang Jiecang Linear Motion Technology Co., Ltd., Class A
  17,360   145,828
 
Zhejiang Jiemei Electronic & Technology Co., Ltd., Class A
  30,612   124,463
 
Zhejiang Jingsheng Mechanical & Electrical Co., Ltd., Class A
  141,370   502,805
*
Zhejiang Jingu Co., Ltd., Class A
  65,300   53,846
 
Zhejiang Juhua Co., Ltd., Class A
  290,110   309,338
*
Zhejiang Kaishan Compressor Co., Ltd., Class A
  36,200   88,906
 
Zhejiang Longsheng Group Co., Ltd., Class A
  863,634   1,829,881
 
Zhejiang Medicine Co., Ltd., Class A
  120,600   324,826
 
Zhejiang Meida Industrial Co., Ltd., Class A
  12,900   25,557
*
Zhejiang Narada Power Source Co., Ltd., Class A
  146,100   292,092
 
Zhejiang NHU Co., Ltd., Class A
  105,700   445,792
 
Zhejiang Runtu Co., Ltd., Class A
  254,150   348,167
 
Zhejiang Sanhua Intelligent Controls Co., Ltd., Class A
  599,052   2,035,447
 
Zhejiang Satellite Petrochemical Co., Ltd., Class A
  282,400   740,793
 
Zhejiang Semir Garment Co., Ltd., Class A
  494,825   526,862
 
Zhejiang Supor Co., Ltd., Class A
  12,730   154,726
 
Zhejiang Wanliyang Co., Ltd., Class A
  242,900   320,156
 
Zhejiang Weiming Environment Protection Co., Ltd., Class A
  168,980   522,487
 
Zhejiang Weixing New Building Materials Co., Ltd., Class A
  276,857   541,819
 
Zhejiang Wolwo Bio-Pharmaceutical Co., Ltd., Class A
  14,900   143,997
 
Zhejiang Xianju Pharmaceutical Co., Ltd., Class A
  178,250   386,425
 
Zhejiang Xinan Chemical Industrial Group Co., Ltd., Class A
  89,700   116,834
 
Zhejiang Yankon Group Co., Ltd., Class A
  135,800   93,042
 
Zhejiang Yasha Decoration Co., Ltd., Class A
  126,900   279,159
 
Zhejiang Yongtai Technology Co., Ltd., Class A
  73,210   126,798
 
Zhengzhou Coal Mining Machinery Group Co., Ltd., Class H
  1,967,000   909,042
 
Zhengzhou Yutong Bus Co., Ltd., Class A
  280,300   547,446
 
Zhenro Properties Group, Ltd.
  132,000   83,991
#
Zhong An Group, Ltd.
  12,902,888   441,180
 
Zhongji Innolight Co., Ltd., Class A
  50,600   429,526
 
Zhongjin Gold Corp., Ltd., Class A
  200,800   329,056
*
Zhongshan Broad Ocean Motor Co., Ltd., Class A
  375,300   212,009
 
Zhongsheng Group Holdings, Ltd.
  6,191,000   38,271,304
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
CHINA — (Continued)
*
Zhongtian Financial Group Co., Ltd., Class A
  41,600   $21,407
 
Zhongyu Gas Holdings, Ltd.
  1,544,550   1,436,876
#
Zhou Hei Ya International Holdings Co., Ltd.
  5,850,000   4,699,651
*
Zhuguang Holdings Group Co., Ltd.
  822,000   121,970
*
Zhuhai Holdings Investment Group, Ltd.
  62,000   10,965
 
Zhuzhou CRRC Times Electric Co., Ltd., Class H
  2,655,750   9,328,928
 
Zhuzhou Hongda Electronics Corp., Ltd., Class A
  27,300   143,205
 
Zhuzhou Kibing Group Co., Ltd., Class A
  687,600   897,729
 
Zibo Qixiang Tengda Chemical Co., Ltd., Class A
  378,500   418,262
 
Zijin Mining Group Co., Ltd., Class H
  31,566,000   19,844,299
*
Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H
  8,062,400   8,312,299
 
ZTE Corp., Class H
  1,949,592   5,773,837
#
ZTO Express Cayman, Inc., ADR
  671,485   24,878,519
TOTAL CHINA
      7,998,418,605
COLOMBIA — (0.2%)
 
Banco de Bogota SA
  91,924   1,528,701
 
Bancolombia SA, Sponsored ADR
  232,877   6,501,926
 
Bancolombia SA
  643,467   4,619,586
 
Bolsa de Valores de Colombia
  20,739   61,111
 
Celsia SA ESP
  1,299,891   1,464,249
 
Cementos Argos SA
  1,901,389   1,864,207
*
CEMEX Latam Holdings SA
  1,151,404   545,938
*
Constructora Conconcreto SA
  19,345   1,985
*
Corp. Financiera Colombiana SA
  299,162   1,995,482
 
Ecopetrol SA
  12,564,363   7,000,770
 
Grupo Argos SA
  405,195   1,107,150
 
Grupo Aval Acciones y Valores SA, ADR
  45,906   209,790
 
Grupo de Inversiones Suramericana SA
  534,824   2,779,423
*
Grupo Energia Bogota SA ESP
  3,433,995   2,106,576
 
Grupo Nutresa SA
  471,389   2,550,779
 
Interconexion Electrica SA ESP
  1,923,599   9,893,678
 
Mineros SA
  47,961   48,822
 
Promigas SA ESP
  27,701   48,382
TOTAL COLOMBIA
      44,328,555
CZECH REPUBLIC — (0.1%)
 
CEZ A.S.
  713,819   14,380,084
*
Komercni banka A.S.
  176,604   4,096,054
 
Moneta Money Bank A.S.
  2,881,502   6,560,254
 
O2 Czech Republic A.S.
  354,159   3,389,726
#
Philip Morris CR A.S.
  3,448   2,056,582
TOTAL CZECH REPUBLIC
      30,482,700
EGYPT — (0.1%)
#
Commercial International Bank Egypt S.A.E., GDR
  3,828,381   14,762,364
 
Commercial International Bank Egypt S.A.E., GDR
  434,232   1,673,966
 
Egyptian Financial Group-Hermes Holding Co., GDR
  72,912   116,659
 
Egyptian Financial Group-Hermes Holding Co., GDR
  18,996   30,333
TOTAL EGYPT
      16,583,322
GREECE — (0.2%)
 
Aegean Airlines SA
  204,088   869,294
*
Alpha Bank AE
  530,025   333,313
 
Athens Water Supply & Sewage Co. SA
  121,179   945,365
 
Autohellas SA
  11,683   44,735
 
Bank of Greece
  3,023   46,667
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
GREECE — (Continued)
*
Ellaktor SA
  518,178   $667,859
*
Eurobank Ergasias Services and Holdings SA, Class A
  668,694   285,764
*
FF Group
  156,853   166,289
*
Fourlis Holdings SA
  192,550   885,445
*
GEK Terna Holding Real Estate Construction SA
  288,834   1,974,196
 
Hellenic Exchanges - Athens Stock Exchange SA
  267,024   956,167
 
Hellenic Petroleum SA
  221,832   1,376,850
 
Hellenic Telecommunications Organization SA
  833,991   12,270,952
 
Holding Co. ADMIE IPTO SA
  620,938   1,636,017
*
Intracom Holdings SA
  107,082   80,136
 
JUMBO SA
  287,663   5,612,586
*
LAMDA Development SA
  256,284   1,721,409
*
Marfin Investment Group Holdings SA
  3,611,439   239,344
 
Motor Oil Hellas Corinth Refineries SA
  252,126   3,443,660
 
Mytilineos SA
  317,358   2,966,523
*
National Bank of Greece SA
  290,542   385,366
 
OPAP SA
  808,473   7,323,863
*
Piraeus Bank SA
  527,233   727,434
 
Piraeus Port Authority SA
  25,605   497,065
*
Public Power Corp. SA
  525,419   2,442,167
 
Sarantis SA
  25,496   254,191
 
Terna Energy SA
  184,185   2,417,389
 
Titan Cement International SA
  220,632   2,842,405
TOTAL GREECE
      53,412,451
HONG KONG — (0.0%)
 
Anxin-China Holdings, Ltd.
  13,373,000   0
*
China Boton Group Co., Ltd.
  122,000   28,818
 
Fiber Optic Center, Inc.
  4,584,800   31,057
#
Fuguiniao Co., Ltd.
  782,600   73,461
 
Hosa International, Inc.
  2,198,000   15,428
 
Huishan Dairy
  1,990,720   5,548
 
Karce International Holdings Open
  1,662,000   0
*
Long Well International Holdings, Ltd.
  5,680,000   16,197
 
My Medicare
  4,480,000   24,914
 
Perennial Energy Holdings, Ltd.
  50,000   22,658
 
Prinx Chengshan Cayman Holding, Ltd.
  10,500   11,031
 
Real Gold Mining, Ltd.
  640,000   21,718
 
Shoucheng Holdings, Ltd.
  13,447,640   3,386,963
 
Tech-Pro, Inc.
  37,652,000   62,184
 
Untrade.Superb Summit
  95,000   3,356
 
Wharf Holdings, Ltd. (The)
  34,000   57,763
TOTAL HONG KONG
      3,761,096
HUNGARY — (0.3%)
*
CIG Pannonia Life Insurance P.L.C., Class A
  71,774   83,830
 
Magyar Telekom Telecommunications P.L.C.
  4,208,716   5,305,347
 
Magyar Telekom Telecommunications P.L.C., Sponsored ADR
  21,479   134,244
*
MOL Hungarian Oil & Gas P.L.C.
  3,923,013   23,109,434
*
OTP Bank P.L.C.
  778,456   27,881,862
 
Richter Gedeon Nyrt
  411,959   9,531,630
TOTAL HUNGARY
      66,046,347
INDIA — (10.7%)
*
3M India, Ltd.
  8,720   2,456,631
*
5Paisa Capital, Ltd.
  830   3,811
 
Aarti Drugs, Ltd.
  38,487   892,431
 
Aarti Industries, Ltd.
  440,553   5,821,314
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
*
Aarti Surfactants, Ltd.
  27,128   $89,220
 
ABB India, Ltd.
  122,480   1,466,208
*
ABB Powar Products & System India, Ltd.
  24,496   293,456
 
Abbott India, Ltd.
  9,321   1,939,364
 
ACC, Ltd.
  277,194   5,281,043
*
Accelya Kale Solutions, Ltd.
  3,197   41,849
 
Adani Enterprises, Ltd.
  1,336,541   3,158,173
 
Adani Gas, Ltd.
  1,816,114   3,699,513
*
Adani Green Energy, Ltd.
  1,802,691   8,220,330
 
Adani Ports & Special Economic Zone, Ltd.
  2,010,385   8,443,571
*
Adani Power, Ltd.
  10,839,273   5,117,378
*
Adani Transmissions, Ltd.
  1,864,458   5,863,338
*
Aditya Birla Capital, Ltd.
  2,263,199   1,643,636
*
Aditya Birla Fashion and Retail, Ltd.
  1,623,065   2,687,869
 
Advanced Enzyme Technologies, Ltd.
  75,148   190,408
 
Aegis Logistics, Ltd.
  577,408   1,463,134
 
Agro Tech Foods, Ltd.
  51,860   405,028
 
Ahluwalia Contracts India, Ltd.
  25,428   73,555
 
AIA Engineering, Ltd.
  224,821   4,962,164
 
Ajanta Pharma, Ltd.
  304,264   6,652,620
 
Akzo Nobel India, Ltd.
  72,814   1,842,434
 
Alembic Pharmaceuticals, Ltd.
  530,410   6,972,135
 
Alembic, Ltd.
  859,855   909,775
 
Alkyl Amines Chemicals
  6,717   201,967
 
Allcargo Logistics, Ltd.
  601,442   752,639
 
Amara Raja Batteries, Ltd.
  241,127   2,284,353
 
Ambuja Cements, Ltd.
  2,181,616   6,383,955
 
Amrutanjan Health Care, Ltd.
  4,325   24,981
*
Amtek Auto, Ltd.
  876,612   6,042
 
Anant Raj, Ltd.
  576,015   163,532
 
Apar Industries, Ltd.
  126,930   512,182
 
APL Apollo Tubes, Ltd.
  57,063   1,373,292
 
Apollo Hospitals Enterprise, Ltd.
  281,302   6,328,444
 
Apollo Tyres, Ltd.
  2,498,341   3,606,278
*
Arvind Fashions, Ltd.
  540,442   885,359
 
Arvind, Ltd.
  1,009,550   385,487
 
Asahi India Glass, Ltd.
  388,763   901,416
 
Ashiana Housing, Ltd.
  63,000   50,525
 
Ashok Leyland, Ltd.
  12,195,721   7,920,456
*
Ashoka Buildcon, Ltd.
  666,095   452,281
 
Asian Paints, Ltd.
  1,085,770   24,924,864
 
Astra Microwave Products, Ltd.
  45,479   65,053
 
Astral Poly Technik, Ltd.
  237,559   3,071,993
 
AstraZeneca Pharma India, Ltd.
  4,481   200,432
 
Atul, Ltd.
  111,614   7,508,511
 
Aurobindo Pharma, Ltd.
  2,085,143   24,471,044
 
Automotive Axles, Ltd.
  43,875   301,867
 
Avanti Feeds, Ltd.
  243,671   1,452,636
 
Axis Bank, Ltd.
  3,987,717   23,006,880
 
Bajaj Auto, Ltd.
  238,925   9,568,583
*
Bajaj Consumer Care, Ltd.
  570,953   1,341,773
 
Bajaj Electricals, Ltd.
  247,190   1,390,213
 
Bajaj Finance, Ltd.
  601,167   26,155,693
 
Bajaj Finserv, Ltd.
  166,745   13,817,739
*
Bajaj Hindusthan Sugar, Ltd.
  2,877,138   215,154
 
Bajaj Holdings & Investment, Ltd.
  189,977   6,686,527
 
Balaji Amines, Ltd.
  104,011   787,533
 
Balkrishna Industries, Ltd.
  709,229   12,520,365
 
Balmer Lawrie & Co., Ltd.
  649,719   958,718
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Balrampur Chini Mills, Ltd.
  1,784,468   $2,996,451
 
Banco Products India, Ltd.
  2,172   2,286
 
Bandhan Bank, Ltd.
  311,978   1,431,523
*
Bank of Baroda
  3,302,125   2,054,383
*
Bank of Maharashtra
  862,898   140,358
 
Bannari Amman Sugars, Ltd.
  1,491   25,490
 
BASF India, Ltd.
  49,245   881,271
 
Bata India, Ltd.
  166,022   2,810,218
 
Bayer CropScience, Ltd.
  4,225   313,187
 
BEML, Ltd.
  111,713   955,304
 
Berger Paints India, Ltd.
  1,253,502   8,798,224
 
Bhansali Engineering Polymers, Ltd.
  702,218   402,749
 
Bharat Dyanamics, Ltd.
  5,585   28,705
 
Bharat Electronics, Ltd.
  3,735,261   4,793,401
 
Bharat Forge, Ltd.
  1,925,232   9,793,678
 
Bharat Heavy Electricals, Ltd.
  5,717,220   2,759,728
 
Bharat Petroleum Corp., Ltd.
  2,388,790   13,186,332
 
Bharat Rasayan, Ltd.
  3,791   475,328
*
Bharti Airtel, Ltd.
  8,619,250   63,867,364
 
Bharti Infratel, Ltd.
  1,477,608   3,784,401
*
Biocon, Ltd.
  964,674   5,288,834
 
Birla Corp., Ltd.
  168,566   1,341,055
*
Birlasoft, Ltd.
  1,770,118   2,821,332
 
Bliss Gvs Pharma, Ltd.
  667,531   956,411
*
Blue Dart Express, Ltd.
  34,612   949,080
 
Blue Star, Ltd.
  257,574   1,668,826
 
Bodal Chemicals, Ltd.
  374,044   368,072
 
Bombay Dyeing & Manufacturing Co., Ltd.
  587,832   463,671
*
Borosil, Ltd.
  41,997   83,082
 
Bosch, Ltd.
  17,882   3,130,552
 
Brigade Enterprises, Ltd.
  464,573   870,125
 
Britannia Industries, Ltd.
  250,197   12,794,259
 
BSE, Ltd.
  49,666   341,408
 
Cadila Healthcare, Ltd.
  1,597,176   8,337,712
 
Can Fin Homes, Ltd.
  378,970   1,850,213
*
Canara Bank
  2,348,497   3,191,250
 
Capacit'e Infraprojects, Ltd.
  76,425   95,851
 
Caplin Point Laboratories, Ltd.
  192,216   1,113,884
 
Carborundum Universal, Ltd.
  360,313   1,190,649
 
Care Ratings, Ltd.
  95,253   539,160
 
Castrol India, Ltd.
  2,091,193   3,178,422
 
CCL Products India, Ltd.
  589,729   1,846,650
 
Ceat, Ltd.
  251,970   2,920,000
 
Central Depository Services India, Ltd.
  61,224   286,137
 
Century Plyboards India, Ltd.
  583,254   998,986
 
Century Textiles & Industries, Ltd.
  319,339   1,310,328
 
Cera Sanitaryware, Ltd.
  34,646   1,036,255
 
CESC, Ltd.
  489,068   3,588,304
*
CG Power and Industrial Solutions, Ltd.
  2,973,227   369,316
 
Chambal Fertilizers & Chemicals, Ltd.
  1,428,464   3,010,754
*
Chennai Petroleum Corp., Ltd.
  121,229   129,489
 
Chennai Super Kings Cricket, Ltd.
  2,606,099   14,697
*
Cholamandalam Financial Holdings, Ltd.
  481,315   2,127,629
 
Cholamandalam Investment and Finance Co., Ltd.
  2,002,316   5,410,208
*
Cigniti Technologies, Ltd.
  8,421   30,362
 
Cipla, Ltd.
  1,356,061   13,052,733
 
City Union Bank, Ltd.
  1,910,457   3,086,863
 
Coal India, Ltd.
  3,050,359   5,276,128
 
Cochin Shipyard, Ltd.
  44,300   194,620
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
*
Coffee Day Enterprises, Ltd.
  227,184   $65,934
 
Coforge, Ltd.
  41,257   1,062,345
 
Colgate-Palmolive India, Ltd.
  321,780   6,112,027
 
Container Corp. Of India, Ltd.
  784,156   4,709,146
 
Coromandel International, Ltd.
  890,377   9,263,875
 
CRISIL, Ltd.
  112,264   2,546,801
 
Crompton Greaves Consumer Electricals, Ltd.
  3,924,877   12,889,371
 
Cummins India, Ltd.
  328,292   1,756,056
 
Cyient, Ltd.
  322,814   1,424,347
 
Dabur India, Ltd.
  1,705,343   11,668,341
*
Dalmia Bharat, Ltd.
  409,471   4,159,338
 
DB Corp., Ltd.
  296,724   287,978
*
DCB Bank, Ltd.
  2,018,640   2,094,403
 
DCM Shriram, Ltd.
  420,907   1,911,578
 
Deepak Fertilisers & Petrochemicals Corp., Ltd.
  251,845   539,311
 
Deepak Nitrite, Ltd.
  241,579   2,088,777
 
Delta Corp., Ltd.
  842,821   964,599
 
Dhampur Sugar Mills, Ltd.
  242,835   409,192
 
Dhanuka Agritech, Ltd.
  93,014   984,427
 
Dilip Buildcon, Ltd.
  296,563   1,105,130
*
Dish TV India, Ltd.
  6,231,116   596,099
 
Dishman Carbogen Amcis, Ltd.
  643,441   1,687,362
 
Divi's Laboratories, Ltd.
  378,863   13,241,302
 
Dixon Technologies India, Ltd.
  2,096   214,571
 
DLF, Ltd.
  1,976,514   3,712,869
 
Dr Lal PathLabs, Ltd.
  99,177   2,489,668
 
Dr Reddy's Laboratories, Ltd., ADR
  276,165   16,790,832
 
Dr Reddy's Laboratories, Ltd.
  202,359   12,261,980
 
Dredging Corp. of India, Ltd.
  2,235   7,721
 
eClerx Services, Ltd.
  150,687   967,897
 
Edelweiss Financial Services, Ltd.
  3,384,019   3,441,858
 
Eicher Motors, Ltd.
  54,829   15,085,775
*
EID Parry India, Ltd.
  753,060   2,931,301
*
EIH Associated Hotels
  1,507   5,036
 
EIH, Ltd.
  971,819   836,086
 
Elgi Equipments, Ltd.
  119,334   253,128
 
Emami, Ltd.
  824,232   2,640,503
 
Endurance Technologies, Ltd.
  39,134   469,967
 
Engineers India, Ltd.
  1,373,097   1,180,416
 
Entertainment Network India, Ltd.
  30,872   51,368
 
Eris Lifesciences, Ltd.
  16,839   110,560
 
Escorts, Ltd.
  699,096   10,547,430
 
Essel Propack, Ltd.
  256,742   803,734
 
Excel Industries, Ltd.
  6,518   64,709
 
Exide Industries, Ltd.
  2,000,205   4,149,796
 
FDC, Ltd.
  395,614   1,583,712
*
Federal Bank, Ltd.
  11,999,000   8,614,220
 
Finolex Cables, Ltd.
  586,095   2,119,153
 
Finolex Industries, Ltd.
  445,042   2,745,749
 
Firstsource Solutions, Ltd.
  1,906,716   1,242,861
*
Fortis Healthcare, Ltd.
  1,097,830   2,028,493
*
Future Enterprises, Ltd.
  1,571,898   341,470
 
Future Lifestyle Fashions, Ltd.
  58,028   88,479
*
Future Retail, Ltd.
  810,120   1,185,742
 
Gabriel India, Ltd.
  627,216   713,651
 
GAIL India, Ltd.
  7,509,716   9,719,748
 
Galaxy Surfactants, Ltd.
  685   14,721
 
Garware Technical Fibres, Ltd.
  59,217   1,323,907
 
Gateway Distriparks, Ltd.
  584,541   640,898
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
GE Power India, Ltd.
  11,172   $72,124
 
GE T&D India, Ltd.
  152,570   169,403
 
General Insurance Corp. of India
  36,391   69,684
*
GFL, Ltd.
  242,231   261,171
 
GHCL, Ltd.
  376,110   694,883
 
Gillette India, Ltd.
  27,507   1,845,560
 
GlaxoSmithKline Pharmaceuticals, Ltd.
  48,509   931,973
 
Glenmark Pharmaceuticals, Ltd.
  1,067,896   6,433,575
*
GMR Infrastructure, Ltd.
  4,138,812   1,205,412
 
GOCL Corp., Ltd.
  9,241   19,000
 
Godfrey Phillips India, Ltd.
  120,908   1,477,980
 
Godrej Consumer Products, Ltd.
  1,122,080   10,380,196
 
Godrej Industries, Ltd.
  306,719   1,449,528
*
Godrej Properties, Ltd.
  173,406   2,160,585
 
Granules India, Ltd.
  1,263,179   4,616,843
 
Graphite India, Ltd.
  284,329   627,068
 
Grasim Industries, Ltd.
  1,010,018   8,525,650
 
Great Eastern Shipping Co., Ltd. (The)
  509,297   1,539,891
*
Greaves Cotton, Ltd.
  993,989   1,078,895
*
Greenpanel Industries, Ltd.
  304,107   154,606
 
Greenply Industries, Ltd.
  316,384   361,645
 
Grindwell Norton, Ltd.
  58,381   375,009
 
Gujarat Alkalies & Chemicals, Ltd.
  232,039   982,011
 
Gujarat Ambuja Exports, Ltd.
  264,213   589,253
*
Gujarat Fluorochemicals, Ltd.
  266,329   1,454,052
 
Gujarat Gas, Ltd.
  1,267,645   4,943,207
 
Gujarat Industries Power Co., Ltd.
  230,702   213,794
 
Gujarat Mineral Development Corp., Ltd.
  513,282   282,568
 
Gujarat Narmada Valley Fertilizers & Chemicals, Ltd.
  385,614   844,423
 
Gujarat Pipavav Port, Ltd.
  1,452,353   1,448,483
 
Gujarat State Fertilizers & Chemicals, Ltd.
  791,381   629,937
 
Gujarat State Petronet, Ltd.
  1,570,256   4,275,292
 
Gulf Oil Lubricants India, Ltd.
  124,557   954,007
*
GVK Power & Infrastructure, Ltd.
  1,137,335   32,632
 
Hatsun Agro Products, Ltd.
  70,541   622,011
 
Havells India, Ltd.
  882,826   6,874,575
 
HBL Power Systems, Ltd.
  5,301   1,036
 
HCL Technologies, Ltd.
  5,469,903   51,485,275
 
HDFC Bank Ltd.
  5,989,118   82,764,767
*
HDFC Life Insurance Co., Ltd.
  399,247   3,344,939
*
HealthCare Global Enterprises, Ltd.
  12,428   20,979
 
HEG, Ltd.
  78,554   765,767
 
HeidelbergCement India, Ltd.
  612,558   1,519,335
*
Hemisphere Properties India, Ltd.
  709,341   296,537
 
Heritage Foods, Ltd.
  108,139   450,655
 
Hero MotoCorp, Ltd.
  404,200   14,363,615
 
Hester Biosciences, Ltd.
  4,356   76,718
 
Hexaware Technologies, Ltd.
  1,215,782   6,211,239
 
HFCL, Ltd.
  5,863,623   972,098
 
Hikal, Ltd.
  360,924   748,482
 
HIL, Ltd.
  10,997   182,393
 
Himadri Speciality Chemical, Ltd.
  939,511   537,586
 
Himatsingka Seide, Ltd.
  181,400   148,822
 
Hindalco Industries, Ltd.
  6,416,460   14,110,103
 
Hinduja Global Solutions, Ltd.
  65,465   703,008
*
Hindustan Construction Co., Ltd.
  208,061   15,546
*
Hindustan Oil Exploration Co., Ltd.
  197,864   170,490
 
Hindustan Petroleum Corp., Ltd.
  3,152,502   9,055,406
 
Hindustan Unilever, Ltd.
  2,343,924   69,147,049
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Honda India Power Products, Ltd.
  9,298   $124,898
 
Honeywell Automation India, Ltd.
  8,385   3,020,053
 
Housing Development Finance Corp., Ltd.
  2,926,564   69,778,613
 
Huhtamaki PPL, Ltd.
  109,072   351,007
*
ICICI Bank, Ltd., Sponsored ADR
  3,501,226   32,876,512
*
ICICI Bank, Ltd.
  197,870   921,879
 
ICICI Lombard General Insurance Co., Ltd.
  39,175   678,974
 
ICICI Prudential Life Insurance Co., Ltd.
  658,216   3,972,788
 
ICICI Securities, Ltd.
  25,892   157,551
 
ICRA, Ltd.
  914   30,819
*
IDFC First Bank, Ltd.
  11,008,851   3,912,389
 
IDFC, Ltd.
  5,978,894   1,524,934
*
IFB Industries, Ltd.
  27,979   138,950
*
IFCI, Ltd.
  4,769,182   394,043
 
IIFL Finance, Ltd.
  1,078,536   970,076
 
IIFL Securities, Ltd.
  1,078,536   556,403
 
IIFL Wealth Management, Ltd.
  154,077   2,257,522
 
India Cements, Ltd. (The)
  1,972,438   2,946,302
 
India Glycols, Ltd.
  130,172   467,654
 
Indiabulls Housing Finance, Ltd.
  2,316,740   5,843,783
*
Indiabulls Real Estate, Ltd.
  2,741,081   1,869,080
 
Indiabulls Ventures, Ltd.
  1,005,797   1,541,497
 
Indiabulls Ventures, Ltd.
  203,485   99,197
*
Indian Bank
  1,439,101   1,120,160
 
Indian Hotels Co., Ltd. (The)
  2,696,771   2,745,210
 
Indian Hume Pipe Co., Ltd. (The)
  55,892   123,656
 
Indian Oil Corp., Ltd.
  6,279,620   7,424,053
*
Indian Overseas Bank
  3,449,194   475,775
 
Indo Count Industries, Ltd.
  548,726   475,563
 
Indoco Remedies, Ltd.
  196,859   597,939
*
Indraprastha Gas, Ltd.
  1,183,260   6,388,421
 
IndusInd Bank, Ltd.
  837,781   5,841,163
 
INEOS Styrolution India, Ltd.
  23,972   170,967
 
Infibeam Avenues, Ltd.
  1,622,856   1,653,504
 
Info Edge India, Ltd.
  36,321   1,547,704
 
Infosys, Ltd., Sponsored ADR
  7,138,068   91,724,174
 
Infosys, Ltd.
  9,818,764   126,479,753
 
Inox Leisure, Ltd.
  551,933   1,704,195
*
Intellect Design Arena, Ltd.
  414,704   874,796
 
InterGlobe Aviation, Ltd.
  110,800   1,443,538
 
Ipca Laboratories, Ltd.
  326,576   8,228,701
 
IRB Infrastructure Developers, Ltd.
  1,127,305   1,816,663
 
ITC, Ltd.
  11,951,044   30,975,533
 
ITD Cementation India, Ltd.
  384,560   232,629
 
J Kumar Infraprojects, Ltd.
  203,423   259,160
 
Jagran Prakashan, Ltd.
  739,267   376,579
 
Jai Corp., Ltd.
  293,605   340,371
*
Jain Irrigation Systems, Ltd.
  1,302,725   175,832
*
Jaiprakash Associates, Ltd.
  4,333,627   190,674
*
Jaiprakash Power Ventures, Ltd.
  8,915,158   261,125
*
Jammu & Kashmir Bank, Ltd. (The)
  1,710,336   362,654
 
Jamna Auto Industries, Ltd.
  1,167,085   443,403
 
JB Chemicals & Pharmaceuticals, Ltd.
  252,680   2,477,115
 
Jindal Poly Films, Ltd.
  183,468   913,447
 
Jindal Saw, Ltd.
  1,279,911   944,098
*
Jindal Stainless Hisar, Ltd.
  741,273   708,970
*
Jindal Stainless, Ltd.
  609,902   288,730
*
Jindal Steel & Power, Ltd.
  3,303,727   8,218,243
 
JK Cement, Ltd.
  181,663   3,635,114
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
JK Lakshmi Cement, Ltd.
  237,469   $944,905
 
JK Paper, Ltd.
  727,778   916,051
 
JK Tyre & Industries, Ltd.
  600,174   523,588
 
JM Financial, Ltd.
  2,699,842   2,675,904
 
JMC Projects India, Ltd.
  122,380   72,900
 
Johnson Controls-Hitachi Air Conditioning India, Ltd.
  55,751   1,537,651
 
JSW Energy, Ltd.
  4,015,295   2,462,511
 
JSW Steel, Ltd.
  5,548,125   16,393,341
 
JTEKT India, Ltd.
  160,829   131,944
 
Jubilant Foodworks, Ltd.
  496,423   11,462,886
 
Jubilant Life Sciences, Ltd.
  934,570   9,926,017
*
Just Dial, Ltd.
  258,984   1,273,005
 
Jyothy Labs, Ltd.
  650,061   1,064,393
 
Kajaria Ceramics, Ltd.
  740,587   4,008,146
 
Kalpataru Power Transmission, Ltd.
  619,348   1,902,860
 
Kalyani Steels, Ltd.
  178,214   513,571
 
Kansai Nerolac Paints, Ltd.
  557,200   3,232,628
 
Karnataka Bank, Ltd. (The)
  1,661,559   929,960
 
Karur Vysya Bank, Ltd. (The)
  2,993,713   1,373,597
 
Kaveri Seed Co., Ltd.
  287,838   2,318,117
 
KCP, Ltd. (The)
  234,687   179,265
 
KEC International, Ltd.
  893,293   3,257,767
 
KEI Industries, Ltd.
  484,967   2,269,698
 
Kiri Industries, Ltd.
  100,019   655,718
 
Kirloskar Brothers, Ltd.
  14,662   25,874
 
Kirloskar Oil Engines, Ltd.
  147,627   207,659
 
KNR Constructions, Ltd.
  335,404   948,184
 
Kolte-Patil Developers, Ltd.
  195,454   359,294
 
Kotak Mahindra Bank, Ltd.
  1,537,254   28,004,029
*
KPIT Technologies, Ltd.
  1,778,899   1,543,401
 
KPR Mill, Ltd.
  111,209   625,380
 
KRBL, Ltd.
  596,549   2,153,298
 
KSB, Ltd.
  21,421   144,743
 
L&T Finance Holdings, Ltd.
  4,817,465   3,854,362
 
LA Opala RG, Ltd.
  107,650   260,829
 
Lakshmi Machine Works, Ltd.
  19,929   801,633
*
Lakshmi Vilas Bank, Ltd. (The)
  59,343   15,639
*
Lanco Infratech, Ltd.
  978,499   736
 
Larsen & Toubro Infotech, Ltd.
  184,566   5,941,339
 
Larsen & Toubro, Ltd.
  1,397,415   17,057,752
 
Laurus Labs, Ltd.
  59,747   752,454
 
LG Balakrishnan & Bros, Ltd.
  51,296   155,813
 
LIC Housing Finance, Ltd.
  2,614,434   9,177,700
*
Linde India, Ltd.
  52,952   443,375
 
LT Foods, Ltd.
  884,976   613,859
 
Lumax Industries, Ltd.
  11,696   194,646
 
Lupin, Ltd.
  1,330,679   16,418,361
 
LUX Industries, Ltd.
  60,119   907,540
 
Magma Fincorp, Ltd.
  543,068   186,433
 
Mahanagar Gas, Ltd.
  160,796   2,088,905
 
Maharashtra Scooters, Ltd.
  6,499   261,654
 
Maharashtra Seamless, Ltd.
  207,822   546,908
*
Mahindra & Mahindra Financial Services, Ltd.
  2,213,652   3,851,407
 
Mahindra & Mahindra, Ltd.
  3,039,190   24,736,810
*
Mahindra CIE Automotive, Ltd.
  613,565   891,024
*
Mahindra Holidays & Resorts India, Ltd.
  447,682   949,742
 
Mahindra Lifespace Developers, Ltd.
  165,112   467,143
 
Mahindra Logistics, Ltd.
  12,013   48,037
 
Majesco, Ltd.
  89,481   713,673
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Manappuram Finance, Ltd.
  2,087,235   $4,437,321
*
Mangalore Refinery & Petrochemicals, Ltd.
  1,226,138   595,536
 
Marico, Ltd.
  1,977,196   9,603,699
 
Marksans Pharma, Ltd.
  2,044,659   1,085,295
 
Maruti Suzuki India, Ltd.
  372,638   31,131,413
 
MAS Financial Services, Ltd.
  7,234   61,821
 
Mastek, Ltd.
  67,207   512,304
*
Max Financial Services, Ltd.
  1,008,482   7,507,976
*
Max India, Ltd.
  805,459   739,650
 
Mayur Uniquoters, Ltd.
  125,960   372,272
 
Meghmani Organics, Ltd.
  1,163,189   926,129
 
Minda Corp., Ltd.
  56,541   50,471
 
Minda Industries, Ltd.
  594,818   2,246,920
 
Mindtree, Ltd.
  178,842   2,591,497
 
Mishra Dhatu Nigam, Ltd.
  14,785   39,671
 
MOIL, Ltd.
  644,598   1,223,449
*
Morepen Laboratories, Ltd.
  1,896,828   581,842
 
Motherson Sumi Systems, Ltd.
  5,894,987   7,503,659
 
Motilal Oswal Financial Services, Ltd.
  234,356   2,120,536
 
Mphasis, Ltd.
  605,498   9,294,103
 
MRF, Ltd.
  7,651   6,248,821
 
Multi Commodity Exchange of India, Ltd.
  57,372   1,314,329
*
Muthoot Capital Services, Ltd.
  9,273   44,370
 
Muthoot Finance, Ltd.
  1,011,933   17,173,596
 
Narayana Hrudayalaya, Ltd.
  30,558   119,165
 
Natco Pharma, Ltd.
  599,828   6,325,133
 
National Aluminium Co., Ltd.
  4,680,220   2,053,782
 
Nava Bharat Ventures, Ltd.
  697,414   429,433
 
Navin Fluorine International, Ltd.
  117,322   2,773,115
 
Navneet Education, Ltd.
  718,245   703,352
 
NBCC India, Ltd.
  2,649,256   822,988
 
NCC, Ltd.
  2,246,872   870,439
 
NESCO, Ltd.
  153,322   894,844
 
Nestle India, Ltd.
  99,685   21,974,516
*
Network18 Media & Investments, Ltd.
  268,691   146,186
 
NHPC, Ltd.
  10,060,957   2,720,843
 
NIIT, Ltd.
  751,046   970,591
 
Nilkamal, Ltd.
  55,944   921,126
 
NLC India, Ltd.
  749,864   477,748
 
NOCIL, Ltd.
  509,397   716,961
 
NRB Bearings, Ltd.
  312,497   326,152
 
NTPC, Ltd.
  5,503,514   6,387,680
*
Nucleus Software Exports, Ltd.
  54,990   219,164
 
Oberoi Realty, Ltd.
  537,532   2,489,504
 
Oil & Natural Gas Corp., Ltd.
  5,994,313   6,279,851
 
Oil India, Ltd.
  1,117,674   1,436,384
 
Omaxe, Ltd.
  438,299   491,019
 
Oracle Financial Services Software, Ltd.
  97,096   3,804,073
 
Orient Cement, Ltd.
  609,895   522,884
 
Orient Electric, Ltd.
  218,209   524,774
 
Orient Refractories, Ltd.
  203,893   465,430
 
Oriental Carbon & Chemicals, Ltd.
  6,014   62,824
 
Page Industries, Ltd.
  30,799   8,145,358
 
Paisalo Digital, Ltd.
  15,106   65,016
 
Parag Milk Foods, Ltd.
  244,851   276,072
*
PC Jeweller, Ltd.
  670,023   133,734
 
Persistent Systems, Ltd.
  349,203   4,291,759
 
Petronet LNG, Ltd.
  4,905,296   16,217,622
 
Pfizer, Ltd.
  64,451   3,680,999
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Phillips Carbon Black, Ltd.
  610,099   $781,797
 
Phoenix Mills, Ltd. (The)
  340,012   2,798,077
 
PI Industries, Ltd.
  497,500   11,741,139
 
Pidilite Industries, Ltd.
  409,330   7,436,356
 
Piramal Enterprises, Ltd.
  475,198   9,364,972
*
PNB Housing Finance, Ltd.
  158,265   446,243
 
PNC Infratech, Ltd.
  104,489   186,293
 
Poly Medicure, Ltd.
  53,069   275,046
 
Polyplex Corp., Ltd.
  81,708   640,567
 
Power Finance Corp., Ltd.
  5,859,332   6,346,289
 
Power Grid Corp. of India, Ltd.
  5,373,544   12,802,394
 
Power Mech Projects, Ltd.
  12,076   68,280
 
Praj Industries, Ltd.
  355,506   283,405
 
Prakash Industries, Ltd.
  250,381   109,947
 
Prestige Estates Projects, Ltd.
  858,342   2,236,850
 
Prism Johnson, Ltd.
  499,248   295,786
*
Procter & Gamble Health, Ltd.
  48,229   2,685,323
 
Procter & Gamble Hygiene & Health Care, Ltd.
  29,714   4,093,249
 
PSP Projects, Ltd.
  11,848   63,292
 
PTC India Financial Services, Ltd.
  1,538,242   360,796
 
PTC India, Ltd.
  2,092,804   1,452,725
*
Punjab National Bank
  6,692,535   2,857,761
 
PVR, Ltd.
  271,563   3,940,245
 
PVR, Ltd.
  16,786   243,345
*
Quess Corp., Ltd.
  97,280   475,499
 
Quick Heal Technologies, Ltd.
  155,325   229,557
 
Radico Khaitan, Ltd.
  492,021   2,426,288
 
Rain Industries Ltd.
  915,447   1,124,264
 
Rajesh Exports, Ltd.
  634,400   3,870,721
 
Rallis India, Ltd.
  498,413   1,935,676
 
Ramco Cements, Ltd. (The)
  399,056   3,687,880
 
Ramco Industries, Ltd.
  170,553   389,520
 
Ramkrishna Forgings, Ltd.
  57,549   111,309
 
Rashtriya Chemicals & Fertilizers, Ltd.
  1,332,766   829,403
 
Ratnamani Metals & Tubes, Ltd.
  42,810   603,863
*
Raymond, Ltd.
  265,969   850,812
 
RBL Bank, Ltd.
  684,121   1,545,725
 
REC, Ltd.
  6,688,355   8,963,415
 
Redington India, Ltd.
  1,789,791   2,167,617
 
Relaxo Footwears, Ltd.
  206,620   1,662,499
 
Reliance Industries, Ltd.
  9,603,552   265,964,413
*
Reliance Infrastructure, Ltd.
  30,177   11,197
*
Reliance Power, Ltd.
  1,540,183   67,850
 
Repco Home Finance, Ltd.
  349,671   674,130
*
RP-SG Business Process Services, Ltd.
  47,822   107,486
 
Sadbhav Engineering, Ltd.
  465,968   265,915
 
Sanofi India, Ltd.
  44,766   4,654,681
 
Saregama India, Ltd.
  16,043   101,865
 
Sasken Technologies, Ltd.
  20,205   146,657
 
Savita Oil Technologies, Ltd.
  491   4,174
*
SBI Life Insurance Co., Ltd.
  88,857   1,081,150
 
Schaeffler India, Ltd.
  28,297   1,348,266
 
Sequent Scientific, Ltd.
  266,455   435,705
 
Seshasayee Paper & Boards, Ltd.
  3,105   6,160
 
SH Kelkar & Co., Ltd.
  19,601   18,709
 
Sharda Cropchem, Ltd.
  132,225   513,528
*
Sheela Foam, Ltd.
  4,039   75,985
 
Shilpa Medicare, Ltd.
  62,597   467,610
*
Shipping Corp. of India, Ltd.
  1,269,001   912,668
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Shoppers Stop, Ltd.
  89,085   $188,159
 
Shree Cement, Ltd.
  33,627   9,727,240
 
Shriram City Union Finance, Ltd.
  36,098   316,652
 
Shriram Transport Finance Co., Ltd.
  905,069   8,349,306
 
Shriram Transport Finance Co., Ltd.
  104,431   966,663
 
Siemens, Ltd.
  159,092   2,468,775
 
SKF India, Ltd.
  91,184   1,791,268
 
SML ISUZU, Ltd.
  18,565   98,493
 
Sobha, Ltd.
  520,668   1,525,285
 
Solar Industries India, Ltd.
  127,348   1,693,586
 
Solara Active Pharma Sciences, Ltd.
  53,545   549,181
 
Somany Ceramics, Ltd.
  15,534   26,579
*
Somany Home Innovation, Ltd.
  323,214   309,697
 
Sonata Software, Ltd.
  365,788   1,294,064
 
South Indian Bank, Ltd. (The)
  6,374,128   590,383
 
SRF, Ltd.
  174,037   8,793,933
 
Srikalahasthi Pipes, Ltd.
  81,329   197,213
 
Star Cement, Ltd.
  185,669   220,117
*
State Bank of India
  2,905,882   7,395,549
*
State Bank of India, GDR
  13,057   326,725
*
State Bank of India, GDR
  1,550   38,905
 
Steel Authority of India, Ltd.
  5,353,246   2,447,697
 
Sterlite Technologies, Ltd.
  1,155,411   1,882,396
 
Strides Pharma Science, Ltd.
  508,103   2,962,294
 
Subros, Ltd.
  157,475   377,319
 
Sudarshan Chemical Industries
  222,672   1,218,892
*
Sumitomo Chemical India, Ltd.
  62,781   224,635
 
Sun Pharmaceutical Industries, Ltd.
  1,692,418   12,159,439
 
Sun TV Network, Ltd.
  903,109   4,667,591
 
Sundaram Finance Holdings, Ltd.
  91,918   57,710
 
Sundaram Finance, Ltd.
  113,303   1,923,293
 
Sundaram-Clayton, Ltd.
  6,069   126,155
 
Sundram Fasteners, Ltd.
  715,309   3,977,733
 
Sunteck Realty, Ltd.
  404,838   999,935
 
Suprajit Engineering, Ltd.
  250,249   508,722
 
Supreme Industries, Ltd.
  380,639   6,556,523
 
Supreme Petrochem, Ltd.
  230,846   557,636
 
Surya Roshni, Ltd.
  124,490   189,358
*
Suven Life Sciences, Ltd.
  68,950   34,921
*
Suven Pharmaceuticals, Ltd.
  473,353   3,956,136
*
Suzlon Energy, Ltd.
  8,612,923   501,100
 
Swan Energy, Ltd.
  39,795   70,510
 
Swaraj Engines, Ltd.
  21,440   387,182
 
Symphony, Ltd.
  82,664   933,511
 
Syngene International, Ltd.
  512,657   3,334,433
 
TAKE Solutions, Ltd.
  591,009   335,834
 
Tasty Bite Eatables, Ltd.
  225   35,987
 
Tata Chemicals, Ltd.
  741,127   3,039,848
 
Tata Communications, Ltd.
  705,029   7,166,366
 
Tata Consultancy Services, Ltd.
  2,988,931   91,165,837
 
Tata Consumer Products, Ltd.
  2,563,889   14,644,198
 
Tata Elxsi, Ltd.
  175,327   2,203,657
 
Tata Metaliks, Ltd.
  114,749   752,023
*
Tata Motors, Ltd.
  13,954,123   19,413,697
 
Tata Power Co., Ltd. (The)
  6,565,643   4,275,715
*
Tata Sponge Iron, Ltd.
  157,447   547,157
 
Tata Steel, Ltd.
  2,140,205   10,575,628
 
TCI Express, Ltd.
  121,043   1,138,431
 
Tech Mahindra, Ltd.
  2,444,467   22,192,141
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
*
Techno Electric & Engineering Co., Ltd.
  251,349   $600,943
 
Texmaco Rail & Engineering, Ltd.
  303,848   105,990
 
Thermax, Ltd.
  152,296   1,516,400
 
Thomas Cook India, Ltd.
  348,116   135,824
 
Thyrocare Technologies, Ltd.
  64,929   609,155
 
Tide Water Oil Co India, Ltd.
  7,242   410,728
 
Time Technoplast, Ltd.
  925,401   453,233
 
Timken India, Ltd.
  167,723   2,170,227
 
Tinplate Co. of India, Ltd. (The)
  315,341   550,959
 
Titan Co., Ltd.
  1,202,166   16,803,770
 
Torrent Pharmaceuticals, Ltd.
  290,972   10,354,263
 
Torrent Power, Ltd.
  1,283,209   5,597,745
 
Transport Corp. of India, Ltd.
  311,013   712,916
 
Trent, Ltd.
  335,830   2,497,841
 
Trident, Ltd.
  11,561,385   1,033,966
 
Triveni Engineering & Industries, Ltd.
  712,161   515,926
 
Triveni Turbine, Ltd.
  689,421   575,868
 
TTK Prestige, Ltd.
  28,565   2,246,544
 
Tube Investments of India, Ltd.
  480,897   3,290,939
 
TV Today Network, Ltd.
  243,895   664,041
*
TV18 Broadcast, Ltd.
  5,053,794   2,256,031
 
TVS Srichakra, Ltd.
  21,164   403,217
*
UCO Bank
  2,841,300   530,197
 
Uflex, Ltd.
  293,343   1,037,808
 
UltraTech Cement, Ltd.
  313,752   17,287,997
 
Unichem Laboratories, Ltd.
  294,032   927,360
*
Union Bank of India
  4,560,466   1,766,038
 
United Breweries, Ltd.
  385,105   4,916,390
*
United Spirits, Ltd.
  1,127,197   8,749,084
*
UPL, Ltd.
  4,108,239   26,197,306
*
VA Tech Wabag, Ltd.
  185,127   281,710
 
Vaibhav Global, Ltd.
  33,547   597,902
 
Vakrangee, Ltd.
  2,647,903   993,772
 
Vardhman Textiles, Ltd.
  156,086   1,390,134
 
Varun Beverages, Ltd.
  15,606   147,610
 
Vedanta, Ltd.
  13,190,228   20,119,395
 
Vedanta, Ltd., ADR
  59,076   355,638
 
Venky's India, Ltd.
  47,641   663,252
*
Vesuvius India, Ltd.
  9,596   111,044
 
V-Guard Industries, Ltd.
  898,530   1,952,838
 
Vinati Organics, Ltd.
  222,851   2,910,666
 
Vindhya Telelinks, Ltd.
  15,346   133,519
 
VIP Industries, Ltd.
  419,840   1,510,182
 
V-Mart Retail, Ltd.
  50,400   1,211,195
*
Vodafone Idea, Ltd.
  55,670,170   6,226,920
 
Voltas, Ltd.
  344,258   2,741,655
 
VRL Logistics, Ltd.
  344,921   676,464
 
VST Industries, Ltd.
  28,150   1,225,630
 
VST Tillers Tractors, Ltd.
  10,841   195,389
 
WABCO India, Ltd.
  29,271   2,714,329
 
Welspun Corp., Ltd.
  909,325   1,066,115
 
Welspun Enterprises, Ltd.
  517,827   387,655
 
Welspun India, Ltd.
  3,361,938   1,759,984
 
West Coast Paper Mills, Ltd.
  264,577   607,804
 
Wheels India, Ltd.
  4,388   23,990
 
Whirlpool of India, Ltd.
  141,536   3,933,573
 
Wipro, Ltd.
  6,010,508   22,466,421
*
Wockhardt, Ltd.
  264,244   975,766
 
Yes Bank, Ltd.
  12,651,241   2,037,326
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDIA — (Continued)
 
Zee Entertainment Enterprises, Ltd.
  2,643,528   $4,886,363
 
Zensar Technologies, Ltd.
  626,578   1,341,719
 
Zydus Wellness, Ltd.
  52,181   1,115,689
TOTAL INDIA
      2,707,599,300
INDONESIA — (2.0%)
*
Ace Hardware Indonesia Tbk PT
  58,002,400   6,950,472
 
Adaro Energy Tbk PT
  167,159,600   12,503,198
 
Adhi Karya Persero Tbk PT
  17,156,779   707,625
*
Agung Podomoro Land Tbk PT
  62,728,800   504,994
 
AKR Corporindo Tbk PT
  11,836,300   2,343,758
*
Alam Sutera Realty Tbk PT
  145,259,900   1,226,194
 
Aneka Tambang Tbk
  93,651,519   4,695,032
 
Arwana Citramulia Tbk PT
  18,995,100   548,098
 
Asahimas Flat Glass Tbk PT
  476,500   88,558
 
Astra Agro Lestari Tbk PT
  4,132,522   2,756,098
 
Astra International Tbk PT
  66,786,600   23,526,483
 
Astra Otoparts Tbk PT
  1,183,800   70,626
*
Astrindo Nusantara Infrastructure Tbk PT
  23,591,300   80,792
*
Asuransi Kresna Mitra Tbk PT
  1,160,200   92,977
*
Bakrie Telecom Tbk PT
  35,294,139   22,663
*
Bank Artha Graha Internasional Tbk PT
  17,340,400   59,379
*
Bank Bukopin Tbk
  87,600,940   1,072,650
 
Bank Central Asia Tbk PT
  24,910,400   53,357,377
 
Bank Danamon Indonesia Tbk PT
  12,730,654   2,396,221
*
Bank Ina Perdana PT
  2,332,500   140,783
 
Bank Mandiri Persero Tbk PT
  46,183,436   18,355,596
 
Bank Maybank Indonesia Tbk PT
  3,700,300   50,292
 
Bank Negara Indonesia Persero Tbk PT
  30,236,630   9,559,171
*
Bank Pan Indonesia Tbk PT
  39,223,800   2,168,381
 
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT
  31,039,100   1,990,187
 
Bank Pembangunan Daerah Jawa Timur Tbk PT
  45,808,100   1,724,647
*
Bank Permata Tbk PT
  33,357,919   2,905,469
 
Bank Rakyat Indonesia Persero Tbk PT
  235,543,300   51,163,574
 
Bank Tabungan Negara Persero Tbk PT
  39,735,235   3,467,013
*
Barito Pacific Tbk PT
  245,314,100   16,050,777
 
Bayan Resources Tbk PT
  948,000   862,016
*
Bekasi Fajar Industrial Estate Tbk PT
  54,594,200   462,805
*
Bintang Oto Global Tbk PT
  1,919,800   183,987
 
BISI International Tbk PT
  12,355,312   710,440
 
Blue Bird Tbk PT
  640,200   48,917
*
Buana Lintas Lautan Tbk PT
  12,216,500   270,802
 
Bukit Asam Tbk PT
  31,029,300   4,339,108
*
Bumi Serpong Damai Tbk PT
  60,959,100   2,894,888
*
Bumi Teknokultura Unggul Tbk PT
  24,398,900   83,474
*
Capital Financial Indonesia Tbk PT
  572,300   15,448
 
Catur Sentosa Adiprana Tbk PT
  864,200   19,498
 
Charoen Pokphand Indonesia Tbk PT
  33,671,660   14,378,245
 
Ciputra Development Tbk PT
  134,020,115   6,034,270
*
Citra Marga Nusaphala Persada Tbk PT
  13,387,781   910,997
*
City Retail Developments Tbk PT
  11,633,200   117,579
*
Delta Dunia Makmur Tbk PT
  70,913,500   1,263,773
 
Dharma Satya Nusantara Tbk PT
  3,624,400   90,796
*
Eagle High Plantations Tbk PT
  112,435,100   921,326
 
Elnusa Tbk PT
  41,736,800   651,365
*
Erajaya Swasembada Tbk PT
  15,454,700   1,555,663
*
Gajah Tunggal Tbk PT
  24,656,600   913,838
*
Garuda Indonesia Persero Tbk PT
  41,718,953   696,004
*
Global Mediacom Tbk PT
  77,915,400   1,140,099
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDONESIA — (Continued)
 
Gudang Garam Tbk PT
  3,280,200   $11,246,965
*
Hanson International Tbk PT
  637,185,300   1,636,606
*
Harum Energy Tbk PT
  9,934,400   804,800
 
Hexindo Adiperkasa Tbk PT
  615,356   142,662
 
Indah Kiat Pulp & Paper Corp. Tbk PT
  20,822,800   11,173,268
 
Indika Energy Tbk PT
  13,722,100   924,696
 
Indo Tambangraya Megah Tbk PT
  3,239,700   1,763,184
*
Indocement Tunggal Prakarsa Tbk PT
  3,782,400   3,211,721
 
Indofood CBP Sukses Makmur Tbk PT
  10,648,700   6,710,918
 
Indofood Sukses Makmur Tbk PT
  39,362,800   17,446,073
 
Indo-Rama Synthetics Tbk PT
  151,200   24,846
*
Indosat Tbk PT
  7,486,700   1,182,456
*
Industri dan Perdagangan Bintraco Dharma Tbk PT
  11,903,700   40,369
 
Industri Jamu Dan Farmasi Sido Muncul Tbk PT
  10,668,500   951,420
*
Inovisi Infracom Tbk PT
  2,876,678   0
*
Inti Agri Resources Tbk PT
  10,879,700   27,944
*
Intikeramik Alamasri Industri Tbk PT
  6,837,200   23,412
*
Intiland Development Tbk PT
  94,633,100   1,155,999
 
Japfa Comfeed Indonesia Tbk PT
  49,680,000   3,625,898
 
Jasa Marga Persero Tbk PT
  11,897,858   3,209,874
 
Jaya Real Property Tbk PT
  4,465,600   126,255
 
Kalbe Farma Tbk PT
  81,150,100   8,729,547
 
Kapuas Prima Coal Tbk PT
  37,262,800   373,094
*
Kawasan Industri Jababeka Tbk PT
  156,386,645   1,693,925
 
KMI Wire & Cable Tbk PT
  29,165,400   760,682
*
Krakatau Steel Persero Tbk PT
  45,394,937   1,183,905
*
Kresna Graha Investama Tbk PT
  83,436,500   616,202
 
Link Net Tbk PT
  4,669,800   606,060
*
Lippo Cikarang Tbk PT
  22,839,230   1,280,663
*
Lippo Karawaci Tbk PT
  540,023,962   5,096,583
 
Malindo Feedmill Tbk PT
  11,111,300   467,309
*
Matahari Department Store Tbk PT
  16,947,400   1,510,702
 
Mayora Indah Tbk PT
  38,716,425   6,245,052
*
Medco Energi Internasional Tbk PT
  60,346,900   1,932,918
 
Media Nusantara Citra Tbk PT
  45,184,693   2,541,181
 
Metrodata Electronics Tbk PT
  3,461,400   341,740
*
Metropolitan Kentjana Tbk PT
  11,400   11,478
*
Mitra Adiperkasa Tbk PT
  90,757,800   4,241,942
 
Mitra Keluarga Karyasehat Tbk PT
  9,938,600   1,633,434
*
MNC Investama Tbk PT
  192,282,200   658,508
*
MNC Land Tbk PT
  269,000   1,974
*
MNC Sky Vision Tbk PT
  1,928,500   150,066
*
Modernland Realty Tbk PT
  27,464,700   97,474
*
Multipolar Tbk PT
  4,548,700   16,222
 
Nippon Indosari Corpindo Tbk PT
  19,975,189   1,690,138
 
Pabrik Kertas Tjiwi Kimia Tbk PT
  4,890,800   2,270,336
*
Pacific Strategic Financial Tbk PT
  284,700   16,271
 
Pakuwon Jati Tbk PT
  96,984,400   2,825,050
 
Pan Brothers Tbk PT
  42,792,100   730,987
*
Panin Financial Tbk PT
  210,811,400   2,676,265
*
Paninvest Tbk PT
  5,860,000   293,539
*
Pelayaran Tamarin Samudra Tbk PT
  22,703,500   85,340
 
Perusahaan Gas Negara Tbk PT
  54,551,500   4,742,135
 
Perusahaan Perkebunan London Sumatra Indonesia Tbk PT
  45,267,200   3,082,635
*
Pool Advista Indonesia Tbk PT
  8,941,700   30,622
 
PP Persero Tbk PT
  27,748,590   1,860,067
 
Puradelta Lestari Tbk PT
  27,746,800   419,419
 
Ramayana Lestari Sentosa Tbk PT
  23,922,500   923,772
*
Resource Alam Indonesia Tbk PT
  2,033,900   29,116
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
INDONESIA — (Continued)
*
Rimo International Lestari Tbk PT
  151,291,900   $388,592
*
Salim Ivomas Pratama Tbk PT
  39,721,600   875,055
*
Sampoerna Agro Tbk PT
  5,269,459   646,075
 
Sarana Menara Nusantara Tbk PT
  12,575,200   979,971
 
Sawit Sumbermas Sarana Tbk PT
  30,787,100   1,728,594
*
Sekawan Intipratama Tbk PT
  2,876,400   0
 
Selamat Sempurna Tbk PT
  17,180,400   1,509,652
*
Semen Baturaja Persero Tbk PT
  12,225,700   412,506
 
Semen Indonesia Persero Tbk PT
  9,791,500   6,207,831
*
Sentul City Tbk PT
  138,840,800   475,560
*
Siloam International Hospitals Tbk PT
  2,201,425   710,881
*
Sinar Mas Multiartha Tbk PT
  278,500   328,295
*
Sitara Propertindo Tbk PT
  29,109,300   151,528
*
Smartfren Telecom Tbk PT
  16,495,700   161,641
 
Sri Rejeki Isman Tbk PT
  141,222,800   1,905,489
*
Sugih Energy Tbk PT
  58,447,900   37,531
 
Sumber Alfaria Trijaya Tbk PT
  969,100   49,050
 
Summarecon Agung Tbk PT
  65,976,364   2,725,296
 
Surya Citra Media Tbk PT
  41,811,100   3,686,437
*
Surya Esa Perkasa Tbk PT
  22,019,400   233,254
 
Surya Semesta Internusa Tbk PT
  45,337,300   1,171,738
*
Suryainti Permata Tbk PT
  3,098,000   0
 
Telekomunikasi Indonesia Persero Tbk PT
  55,290,600   11,532,507
#
Telekomunikasi Indonesia Persero Tbk PT, Sponsored ADR
  844,825   17,327,361
 
Tempo Scan Pacific Tbk PT
  1,009,000   95,656
*
Tiga Pilar Sejahtera Food Tbk
  35,980,639   77,629
*
Timah Tbk PT
  34,197,867   1,789,414
 
Tiphone Mobile Indonesia Tbk PT
  17,703,800   146,723
*
Totalindo Eka Persada Tbk PT
  14,694,600   50,327
 
Tower Bersama Infrastructure Tbk PT
  59,156,600   5,108,567
*
Trada Alam Minera Tbk PT
  173,119,000   444,655
 
Trias Sentosa Tbk PT
  3,690,500   97,751
*
Truba Alam Manuggal Engineering PT
  15,388,500   0
 
Tunas Baru Lampung Tbk PT
  27,972,500   1,403,622
 
Tunas Ridean Tbk PT
  8,038,500   767,866
 
Ultrajaya Milk Industry & Trading Co. Tbk PT
  10,837,000   1,206,873
 
Unilever Indonesia Tbk PT
  23,479,100   13,533,446
 
United Tractors Tbk PT
  12,713,746   18,632,206
*
Vale Indonesia Tbk PT
  18,720,550   4,412,330
*
Visi Media Asia Tbk PT
  71,482,700   245,010
 
Waskita Beton Precast Tbk PT
  91,862,700   1,252,101
 
Waskita Karya Persero Tbk PT
  33,877,951   1,457,523
 
Wijaya Karya Beton Tbk PT
  39,128,500   736,397
 
Wijaya Karya Persero Tbk PT
  33,037,722   2,701,103
 
XL Axiata Tbk PT
  33,263,500   5,715,000
TOTAL INDONESIA
      499,559,185
MALAYSIA — (2.3%)
 
Duopharma Biotech Bhd
  1,215,459   754,524
#
7-Eleven Malaysia Holdings Bhd, Class B
  2,198,485   702,235
#
Aeon Co. M Bhd
  5,551,500   1,109,490
 
AEON Credit Service M Bhd
  852,240   1,851,689
*
AFFIN Bank Bhd
  4,019,366   1,532,468
#*
AirAsia Group Bhd
  12,952,900   1,965,603
#*
AirAsia X Bhd
  21,598,700   361,289
 
Ajinomoto Malaysia Bhd
  32,600   116,971
 
Alliance Bank Malaysia Bhd
  7,614,000   3,851,826
 
Allianz Malaysia Bhd
  27,400   86,631
 
AMMB Holdings Bhd
  11,716,150   8,026,497
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MALAYSIA — (Continued)
*
Ann Joo Resources Bhd
  1,033,950   $168,736
 
APM Automotive Holdings Bhd
  189,700   74,993
 
Astro Malaysia Holdings Bhd
  5,904,700   1,112,422
 
Axiata Group Bhd
  14,177,835   10,717,724
 
Batu Kawan Bhd
  387,650   1,400,209
*
Berjaya Assets Bhd
  1,232,400   79,695
*
Berjaya Corp. Bhd
  33,752,663   1,703,626
 
Berjaya Food Bhd
  205,300   57,066
*
Berjaya Land Bhd
  1,975,000   88,629
 
Berjaya Sports Toto Bhd
  6,562,598   3,256,723
#*
BerMaz Motor Sdn Bhd
  7,203,400   2,397,113
 
BIMB Holdings Bhd
  3,390,999   2,732,570
*
Borneo Oil Bhd
  5,379,600   57,328
*
Boustead Holdings Bhd
  3,458,031   516,522
#
Boustead Plantations Bhd
  3,265,000   293,212
#
British American Tobacco Malaysia Bhd
  913,600   2,314,043
*
Bumi Armada Bhd
  17,964,150   964,027
 
Bursa Malaysia Bhd
  3,074,700   6,740,273
*
Cahya Mata Sarawak Bhd
  3,814,000   1,558,632
 
Can-One Bhd
  67,100   40,028
#
Carlsberg Brewery Malaysia Bhd, Class B
  811,900   4,848,166
 
Carotech Bhd
  44,425   0
 
CB Industrial Product Holding Bhd
  2,967,620   626,950
 
CIMB Group Holdings Bhd
  15,352,599   13,028,433
*
Coastal Contracts Bhd
  65,677   10,069
 
CSC Steel Holdings Bhd
  1,166,900   233,425
#*
Cypark Resources Bhd
  2,468,650   544,646
 
D&O Green Technologies Bhd
  5,976,900   1,211,158
#
Dagang NeXchange Bhd
  10,125,500   599,272
#
Datasonic Group Bhd
  5,432,000   1,800,517
#*
Dayang Enterprise Holdings Bhd
  3,477,863   951,334
 
Dialog Group Bhd
  6,958,984   6,226,613
 
DiGi.Com Bhd
  10,602,820   10,630,790
 
DRB-Hicom Bhd
  10,893,400   4,918,676
 
Dutch Lady Milk Industries Bhd
  81,800   776,799
#
Eastern & Oriental Bhd
  8,474,253   807,940
#*
Eco World Development Group Bhd
  5,240,000   540,471
#*
Eco World International Bhd
  504,300   53,591
#
Ekovest BHD
  11,567,750   1,401,932
 
FGV Holdings Bhd
  12,773,600   3,630,070
 
Fraser & Neave Holdings Bhd
  231,400   1,774,506
#
Frontken Corp. Bhd
  5,067,900   4,231,057
#
Gabungan AQRS Bhd
  2,550,107   511,191
 
Gadang Holdings Bhd
  3,685,300   382,622
 
Gamuda Bhd
  7,133,896   6,008,677
#
Gas Malaysia Bhd
  568,700   366,846
 
Genting Bhd
  8,304,200   7,534,998
 
Genting Malaysia Bhd
  9,732,100   5,247,732
#
Genting Plantations Bhd
  768,400   1,836,354
#
George Kent Malaysia Bhd
  2,649,387   426,554
#
Globetronics Technology Bhd
  4,993,945   3,025,246
 
Glomac Bhd
  324,168   21,359
 
Guan Chong Bhd
  780,000   573,602
 
GuocoLand Malaysia Bhd
  602,900   70,345
#
Hai-O Enterprise Bhd
  1,752,300   765,551
#
HAP Seng Consolidated Bhd
  5,945,240   12,567,801
 
Hartalega Holdings Bhd
  5,440,200   26,140,794
#
Heineken Malaysia Bhd
  809,000   4,318,480
#*
Hengyuan Refining Co. Bhd
  1,094,700   781,176
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MALAYSIA — (Continued)
#
HeveaBoard Bhd
  2,799,900   $271,844
 
Hiap Teck Venture Bhd
  8,023,000   297,061
#*
Hibiscus Petroleum Bhd
  6,806,700   969,833
 
Hong Leong Bank Bhd
  1,163,265   4,129,732
 
Hong Leong Financial Group Bhd
  1,380,998   4,406,902
 
Hong Leong Industries Bhd
  539,900   1,007,614
*
HSS Engineers Bhd
  510,200   65,755
 
Hup Seng Industries Bhd
  1,335,300   293,443
 
IGB Bhd
  481,813   303,584
 
IHH Healthcare Bhd
  2,173,200   2,775,817
 
IJM Corp. Bhd
  18,799,726   7,114,198
 
IJM Plantations Bhd
  976,300   411,223
#
Inari Amertron Bhd
  19,087,232   9,679,221
 
Inch Kenneth Kajang Rubber P.L.C.
  113,000   12,529
#
Insas Bhd
  5,155,502   962,593
 
IOI Corp. Bhd
  3,710,277   4,020,640
#
IOI Properties Group Bhd
  7,128,319   1,557,091
*
Iris Corp. Bhd
  16,215,200   1,230,202
#*
Iskandar Waterfront City Bhd
  4,304,700   621,000
#*
JAKS Resources Bhd
  4,479,100   819,957
*
Jaya Tiasa Holdings Bhd
  3,250,739   458,272
 
JHM Consolidation Bhd
  1,188,900   434,113
 
Keck Seng Malaysia Bhd
  338,000   302,568
 
Kerjaya Prospek Group Bhd
  2,129,060   534,480
#
Kim Loong Resources Bhd
  794,260   261,469
#*
KNM Group Bhd
  14,879,881   779,257
 
Kossan Rubber Industries
  2,201,300   9,171,829
 
KPJ Healthcare Bhd
  9,422,900   1,749,268
#*
Kretam Holdings Bhd
  4,088,700   467,995
*
KSL Holdings Bhd
  6,378,311   846,813
 
Kuala Lumpur Kepong Bhd
  611,030   3,362,108
 
Kumpulan Fima BHD
  737,000   281,119
 
Land & General Bhd
  19,809,420   494,722
*
Landmarks Bhd
  302,392   17,473
#
LBS Bina Group Bhd
  5,860,494   496,837
 
Lii Hen Industries Bhd
  933,700   616,025
#
Lingkaran Trans Kota Holdings Bhd
  1,027,900   974,060
 
Lotte Chemical Titan Holding Bhd
  46,700   22,184
#
LPI Capital Bhd
  463,340   1,464,326
 
Magni-Tech Industries Bhd
  1,656,900   826,676
 
Magnum Bhd
  4,286,200   2,154,793
#
Mah Sing Group Bhd
  8,126,251   1,253,583
#
Malakoff Corp. Bhd
  9,738,900   2,185,825
 
Malayan Banking Bhd
  11,201,958   20,279,502
#
Malayan Flour Mills Bhd
  3,760,700   480,800
*
Malayan United Industries Bhd
  3,764,800   158,618
 
Malaysia Airports Holdings Bhd
  6,889,345   8,607,031
 
Malaysia Building Society Bhd
  12,819,302   1,621,336
*
Malaysian Bulk Carriers Bhd
  422,081   37,541
#
Malaysian Pacific Industries Bhd
  984,925   3,060,799
 
Malaysian Resources Corp. Bhd
  18,107,800   2,399,066
 
Matrix Concepts Holdings Bhd
  4,270,337   1,704,328
#
Maxis Bhd
  6,468,115   8,083,939
#
MBM Resources BHD
  1,123,410   819,297
 
Media Chinese International, Ltd.
  393,900   13,469
#
Mega First Corp. Bhd
  1,350,100   2,137,560
 
MISC Bhd
  3,066,760   5,709,094
#
MKH Bhd
  2,927,175   898,757
#
MMC Corp. Bhd
  4,089,500   684,349
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MALAYSIA — (Continued)
 
MNRB Holdings Bhd
  3,811,254   $749,362
*
MPHB Capital Bhd
  497,100   95,066
#
Muda Holdings Bhd
  992,400   388,022
 
Muhibbah Engineering M Bhd
  2,861,100   577,016
*
Mulpha International Bhd
  805,740   279,906
 
My EG Services Bhd
  1,953,400   621,203
#
Nestle Malaysia Bhd
  131,500   4,399,420
#
NTPM Holdings Bhd
  1,358,800   190,216
*
OCK Group Bhd
  2,278,500   278,550
#
Oriental Holdings BHD
  860,640   1,084,504
 
OSK Holdings Bhd
  8,314,867   1,531,906
 
Padini Holdings Bhd
  3,614,300   1,820,705
 
Panasonic Manufacturing Malaysia Bhd
  84,700   618,477
 
Pantech Group Holdings Bhd
  355,631   30,751
#
Paramount Corp. Bhd
  1,893,175   374,353
 
Pentamaster Corp. Bhd
  2,545,530   3,860,408
#
Petron Malaysia Refining & Marketing Bhd
  689,300   608,218
 
Petronas Chemicals Group Bhd
  8,064,000   11,799,652
 
Petronas Dagangan Bhd
  1,079,700   5,478,453
 
Petronas Gas Bhd
  2,120,508   8,432,781
#
PIE Industrial Bhd
  588,100   212,151
#
Pos Malaysia Bhd
  1,399,000   326,682
 
Power Root Bhd
  36,800   19,009
 
PPB Group Bhd
  2,317,940   10,789,167
 
Press Metal Aluminium Holdings Bhd
  7,290,880   8,336,748
 
Public Bank Bhd
  11,255,611   45,177,639
 
QL Resources Bhd
  3,910,387   8,994,274
 
Ranhill Holdings Bhd
  674,160   149,045
 
RGB International Bhd
  6,191,028   234,928
 
RHB Bank Bhd
  5,884,619   6,968,247
 
Sam Engineering & Equipment M Bhd
  87,300   149,429
#*
Sapura Energy Bhd
  51,071,188   1,160,039
#
Sarawak Oil Palms Bhd
  951,691   804,711
 
Scientex Bhd
  2,262,128   4,865,700
 
SEG International BHD
  533,828   75,582
 
Serba Dinamik Holdings Bhd
  8,429,610   3,252,511
 
Shangri-La Hotels Malaysia Bhd
  382,300   374,823
 
Sime Darby Bhd
  10,357,087   5,323,741
 
Sime Darby Plantation Bhd
  3,787,287   4,665,930
#
Sime Darby Property Bhd
  8,357,887   1,232,522
 
SKP Resources Bhd
  5,990,900   1,991,258
 
SP Setia Bhd Group
  4,929,459   900,506
*
Sumatec Resources Bhd
  786,700   353
 
Sunway Bhd
  9,988,290   3,187,506
 
Sunway Construction Group Bhd
  3,577,519   1,605,330
#*
Supermax Corp. Bhd
  1,406,836   6,178,302
 
Suria Capital Holdings Bhd
  261,280   58,087
 
Syarikat Takaful Malaysia Keluarga Bhd
  2,348,800   2,674,186
#
Ta Ann Holdings Bhd
  2,227,624   1,495,273
 
TA Enterprise Bhd
  12,202,100   1,759,641
#
TA Global Bhd
  9,130,040   571,342
#
Taliworks Corp. Bhd
  2,748,866   555,052
 
Tan Chong Motor Holdings Bhd
  864,500   210,491
 
Telekom Malaysia Bhd
  4,231,802   3,993,579
 
Tenaga Nasional Bhd
  7,365,581   19,877,403
#
Thong Guan Industries Bhd
  363,600   404,363
 
TIME dotCom Bhd
  1,663,760   4,284,521
 
Top Glove Corp. Bhd
  4,068,020   24,917,973
*
Tropicana Corp. Bhd
  5,377,476   1,142,067
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MALAYSIA — (Continued)
#*
TSH Resources Bhd
  2,642,550   $647,898
*
Tune Protect Group Bhd
  2,903,800   188,499
#
Uchi Technologies Bhd
  2,171,640   1,312,928
 
UEM Edgenta Bhd
  2,039,500   1,078,175
*
UEM Sunrise Bhd
  17,524,045   1,766,043
 
UMW Holdings Bhd
  2,172,606   1,262,085
 
Unisem M Bhd
  29,700   19,390
 
United Malacca Bhd
  218,650   235,525
 
United Plantations Bhd
  353,200   1,164,906
 
UOA Development Bhd
  5,551,000   2,018,283
*
Velesto Energy Bhd
  22,792,392   761,352
 
ViTrox Corp. Bhd
  894,200   2,601,092
*
Vivocom International Holdings Bhd
  1,801,033   12,747
*
Vizione Holdings Bhd
  1,241,742   114,140
 
VS Industry Bhd
  9,317,700   3,077,379
#
Wah Seong Corp. Bhd
  2,437,621   285,214
#*
WCT Holdings Bhd
  5,613,989   622,908
 
Wellcall Holdings Bhd
  3,231,850   612,820
 
Westports Holdings Bhd
  4,564,900   4,226,858
 
Yinson Holdings Bhd
  2,731,600   4,047,917
*
YNH Property Bhd
  4,424,693   2,864,253
 
YTL Corp. Bhd
  38,374,018   7,071,236
 
YTL Power International Bhd
  6,249,059   1,041,490
TOTAL MALAYSIA
      572,032,275
MEXICO — (2.2%)
#
ALEATICA S.A.B. de C.V.
  54,542   49,506
#
Alfa S.A.B. de C.V., Class A
  29,868,518   16,212,613
#
Alpek S.A.B. de C.V.
  4,622,850   3,614,360
#*
Alsea S.A.B. de C.V.
  4,899,771   4,773,176
 
America Movil S.A.B. de C.V.
  48,410,715   30,562,595
 
America Movil S.A.B. de C.V., Sponsored ADR, Class L
  4,109,882   51,948,908
#
Arca Continental S.A.B. de C.V.
  1,233,387   6,188,272
#*
Axtel S.A.B. de C.V.
  10,807,237   2,763,117
#*
Banco del Bajio SA
  641,585   495,855
#
Becle S.A.B. de C.V.
  1,009,582   2,062,714
*
Bio Pappel S.A.B. de C.V.
  92,571   66,553
#
Bolsa Mexicana de Valores S.A.B. de C.V.
  4,211,066   8,547,016
 
Cemex S.A.B. de C.V.
  19,242,144   5,896,716
 
Cemex S.A.B. de C.V., Sponsored ADR
  4,539,867   13,891,993
 
Coca-Cola Femsa S.A.B. de C.V., Sponsored ADR
  133,359   5,519,729
#
Coca-Cola Femsa S.A.B. de C.V.
  328,303   1,363,811
#*
Consorcio ARA S.A.B. de C.V.
  10,053,447   1,215,177
*
Controladora Vuela Cia de Aviacion S.A.B. de C.V., ADR
  281,890   1,558,852
#*
Controladora Vuela Cia de Aviacion S.A.B. de C.V., Class A
  1,003,438   551,880
*
Corp Interamericana de Entretenimiento S.A.B. de C.V., Class B
  222,600   45,660
 
Corp. Actinver S.A.B. de C.V.
  61,598   24,910
#
Corp. Inmobiliaria Vesta S.A.B. de C.V.
  4,690,753   7,054,572
 
Corp. Moctezuma S.A.B. de C.V.
  395,000   834,195
#*
Credito Real S.A.B. de C.V. SOFOM ER
  1,578,147   903,419
 
Cydsa S.A.B. de C.V.
  6,129   5,343
#
Dine S.A.B. de C.V.
  7,300   3,690
#
El Puerto de Liverpool S.A.B. de C.V.
  691,428   1,689,191
#*
Elementia S.A.B. de C.V.
  60,292   17,609
#*
Empresas ICA S.A.B. de C.V.
  4,691,828   19,794
*
Financiera Independencia S.A.B. de C.V. SOFOM ENR
  123,395   40,975
 
Fomento Economico Mexicano S.A.B. de C.V., Sponsored ADR
  214,426   13,189,343
#*
Genomma Lab Internacional S.A.B. de C.V., Class B
  7,139,047   7,596,164
*
Gentera S.A.B. de C.V.
  8,053,355   2,822,564
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
MEXICO — (Continued)
#
Gruma S.A.B. de C.V., Class B
  1,611,936   $18,897,061
*
Grupo Aeromexico S.A.B. de C.V.
  1,246,570   271,663
#*
Grupo Aeroportuario del Centro Norte S.A.B. de C.V.
  2,855,070   11,911,627
#
Grupo Aeroportuario del Pacifico S.A.B. de C.V., ADR
  103,923   6,972,194
#
Grupo Aeroportuario del Pacifico S.A.B. de C.V., Class B
  1,166,366   7,859,803
#
Grupo Aeroportuario del Sureste S.A.B. de C.V., Class B
  771,475   7,730,349
#
Grupo Bimbo S.A.B. de C.V., Class A
  7,998,391   14,462,155
#
Grupo Carso S.A.B. de C.V.
  2,634,902   5,209,422
 
Grupo Cementos de Chihuahua S.A.B. de C.V.
  907,094   4,308,238
 
Grupo Comercial Chedraui S.A. de C.V.
  3,334,025   3,917,536
 
Grupo Elektra S.A.B. de C.V.
  292,415   15,662,039
*
Grupo Famsa S.A.B. de C.V., Class A
  203,179   6,665
 
Grupo Financiero Banorte S.A.B. de C.V., Class O
  10,039,893   35,959,552
#*
Grupo Financiero Inbursa S.A.B. de C.V., Class O
  9,092,909   6,557,681
*
Grupo GICSA SAB de CV
  815,515   119,460
*
Grupo Gigante S.A.B. de C.V.
  41,000   47,153
#
Grupo Herdez S.A.B. de C.V.
  2,083,498   3,173,695
*
Grupo Hotelero Santa Fe S.A.B. de C.V.
  306,056   55,009
*
Grupo Industrial Saltillo S.A.B. de C.V.
  277,199   199,040
 
Grupo KUO S.A.B. de C.V., Class B
  271,325   609,460
#
Grupo Lala S.A.B. de C.V.
  2,955,013   1,597,340
#
Grupo Mexico S.A.B. de C.V., Class B
  18,267,919   46,271,067
*
Grupo Pochteca S.A.B. de C.V.
  387,811   117,624
#
Grupo Rotoplas S.A.B. de C.V.
  333,576   223,034
 
Grupo Sanborns S.A.B. de C.V.
  611,992   537,607
 
Grupo Simec S.A.B. de C.V., Sponsored ADR
  8,806   56,006
#
Grupo Simec S.A.B. de C.V., Class B
  1,299,357   2,724,242
#*
Grupo Sports World S.A.B. de C.V.
  218,149   120,176
*
Grupo Televisa S.A.B., Sponsored ADR
  2,153,350   12,037,226
#*
Grupo Televisa S.A.B.
  3,812,773   4,276,199
*
Grupo Traxion S.A.B. de C.V.
  115,439   81,697
#*
Hoteles City Express S.A.B. de C.V.
  2,621,098   641,877
#
Industrias Bachoco S.A.B. de C.V., Sponsored ADR
  44,831   1,608,088
 
Industrias Bachoco S.A.B. de C.V., Class B
  1,487,230   4,383,837
#
Industrias CH S.A.B. de C.V., Class B
  2,255,440   8,766,370
#
Industrias Penoles S.A.B. de C.V.
  971,996   14,497,175
#
Infraestructura Energetica Nova S.A.B. de C.V.
  1,666,256   4,941,492
#
Kimberly-Clark de Mexico S.A.B. de C.V., Class A
  5,553,361   9,130,419
#
La Comer S.A.B. de C.V.
  5,521,026   8,729,944
#
Megacable Holdings S.A.B. de C.V.
  2,774,845   8,301,468
#*
Minera Frisco S.A.B. de C.V.
  1,407,312   154,928
#*
Minera Frisco S.A.B. de C.V., Class A1
  2,388,099   429,225
#
Nemak S.A.B. de C.V.
  4,678,234   1,095,197
#
Orbia Advance Corp. S.A.B. de C.V.
  9,419,747   14,936,997
#*
Organizacion Cultiba S.A.B. de C.V.
  194,351   98,289
 
Organizacion Soriana S.A.B. de C.V., Class B
  3,364,870   2,452,401
#*
Promotora y Operadora de Infraestructura S.A.B. de C.V.
  1,106,051   8,107,893
#*
Promotora y Operadora de Infraestructura S.A.B. de C.V., Class L
  23,958   117,341
 
Qualitas Controladora S.A.B. de C.V.
  1,371,212   5,549,542
#*
Regional S.A.B. de C.V.
  2,424,517   6,314,312
#*
Telesites S.A.B. de C.V.
  6,671,514   4,943,306
 
TV Azteca S.A.B. de C.V.
  3,882,558   55,129
#*
Unifin Financiera S.A.B. de C.V.
  799,130   645,624
*
Vitro S.A.B. de C.V., Class A
  421,013   440,782
 
Wal-Mart de Mexico S.A.B. de C.V.
  16,435,867   38,683,923
TOTAL MEXICO
      548,527,851
PERU — (0.1%)
 
Cementos Pacasmayo SAA, ADR
  35,916   292,714
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
PERU — (Continued)
 
Cia de Minas Buenaventura SAA, ADR
  157,251   $1,864,997
 
Credicorp, Ltd.
  163,353   20,773,601
*
Fossal SAA, ADR
  3,794   1
*
Grana y Montero SAA, Sponsored ADR
  241,360   564,782
TOTAL PERU
      23,496,095
PHILIPPINES — (0.9%)
*
8990 Holdings, Inc.
  507,700   91,409
 
A Soriano Corp.
  818,000   104,574
 
Aboitiz Equity Ventures, Inc.
  6,000,780   5,902,640
 
Aboitiz Power Corp.
  4,778,800   2,499,960
*
AC Energy Philippines, Inc.
  10,457,000   543,395
 
ACR Mining Corp.
  11,905   813
*
AgriNurture, Inc.
  198,900   29,749
*
Alliance Global Group, Inc.
  29,179,494   3,390,597
 
Alsons Consolidated Resources, Inc.
  3,329,000   80,279
*
Altus Property Ventures, Inc.
  329,486   95,874
*
Apex Mining Co., Inc.
  13,799,000   412,673
*
Atlas Consolidated Mining & Development Corp.
  2,979,300   163,729
 
Ayala Corp.
  785,460   11,671,113
 
Ayala Land, Inc.
  23,287,720   15,793,231
*
AyalaLand Logistics Holdings Corp.
  1,686,000   56,744
 
Bank of the Philippine Islands
  3,320,496   4,611,143
 
BDO Unibank, Inc.
  5,514,443   9,861,644
 
Belle Corp.
  28,836,700   804,043
 
Bloomberry Resorts Corp.
  34,887,700   4,502,338
 
Cebu Air, Inc.
  2,456,190   1,885,081
 
Cebu Holdings, Inc.
  2,065,000   256,614
*
CEMEX Holdings Philippines, Inc.
  27,143,267   492,362
 
Century Pacific Food, Inc.
  5,402,950   1,593,841
 
Century Properties Group, Inc.
  1,153,062   8,448
 
Chelsea Logistics and Infrastructure Holdings Corp.
  991,100   67,112
 
China Banking Corp.
  1,704,390   694,031
 
COL Financial Group, Inc.
  133,700   56,690
 
Cosco Capital, Inc.
  15,937,400   1,587,647
 
D&L Industries, Inc.
  22,392,400   2,099,370
 
DMCI Holdings, Inc.
  33,438,100   2,425,984
*
DoubleDragon Properties Corp.
  3,565,190   1,160,804
 
Eagle Cement Corp.
  436,200   87,511
*
East West Banking Corp.
  6,439,350   949,750
*
EEI Corp.
  3,271,700   332,593
 
Emperador, Inc.
  4,131,000   765,005
*
Empire East Land Holdings, Inc.
  4,800,000   24,162
 
Filinvest Development Corp.
  267,400   47,269
 
Filinvest Land, Inc.
  133,328,687   2,363,057
 
First Philippine Holdings Corp.
  2,644,930   3,217,367
*
Global Ferronickel Holdings, Inc.
  13,421,756   302,636
*
Global-Estate Resorts, Inc.
  488,000   7,833
 
Globe Telecom, Inc.
  125,930   5,284,865
 
GT Capital Holdings, Inc.
  353,572   3,171,637
*
Holcim Philippines, Inc.
  155,100   15,197
*
Integrated Micro-Electronics, Inc.
  6,640,540   627,908
 
International Container Terminal Services, Inc.
  4,695,512   9,218,288
 
JG Summit Holdings, Inc.
  7,304,520   9,303,505
 
Jollibee Foods Corp.
  2,040,137   5,611,798
 
Lopez Holdings Corp.
  20,593,200   982,451
 
LT Group, Inc.
  13,245,100   2,029,497
*
MacroAsia Corp.
  1,090,330   118,114
 
Manila Electric Co.
  805,560   4,349,051
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
PHILIPPINES — (Continued)
 
Manila Water Co., Inc.
  10,346,400   $2,701,289
 
Max's Group, Inc.
  1,501,500   142,843
 
Megawide Construction Corp.
  6,338,070   885,003
 
Megaworld Corp.
  79,958,300   4,892,171
 
METRO PACIFIC Corp. COM
  225,000   0
 
Metro Pacific Investments Corp.
  62,112,500   3,959,379
 
Metropolitan Bank & Trust Co.
  4,347,229   3,036,168
 
Nickel Asia Corp.
  21,346,340   1,129,596
 
Petron Corp.
  22,943,000   1,452,720
 
Philex Mining Corp.
  2,787,050   182,489
*
Philippine National Bank
  2,998,666   1,209,825
*
Philippine Stock Exchange, Inc. (The)
  84,552   265,383
 
Philtown Properties, Inc.
  16,675   0
 
Phoenix Petroleum Philippines, Inc.
  2,579,970   598,268
*
Pilipinas Shell Petroleum Corp.
  1,357,940   482,773
#
PLDT, Inc., Sponsored ADR
  228,626   6,090,597
 
PLDT, Inc.
  307,745   8,334,121
 
Premium Leisure Corp.
  44,436,000   271,325
 
Puregold Price Club, Inc.
  6,982,980   6,816,634
*
PXP Energy Corp.
  2,545,900   299,412
 
RFM Corp.
  6,096,300   544,458
 
Rizal Commercial Banking Corp.
  2,919,464   946,410
 
Robinsons Land Corp.
  22,236,418   6,985,923
 
Robinsons Retail Holdings, Inc.
  2,024,350   2,539,488
 
San Miguel Corp.
  3,797,590   7,666,892
 
San Miguel Food and Beverage, Inc.
  606,460   801,344
 
Security Bank Corp.
  1,600,468   3,005,668
 
Semirara Mining & Power Corp.
  8,137,800   1,651,333
 
Shakey's Pizza Asia Ventures, Inc.
  366,600   44,182
 
SM Investments Corp.
  255,470   4,664,404
 
SM Prime Holdings, Inc.
  23,658,690   14,507,244
 
SSI Group, Inc.
  5,914,000   126,775
 
STI Education Systems Holdings, Inc.
  5,418,000   31,923
*
Top Frontier Investment Holdings, Inc.
  155,417   387,970
 
Union Bank of the Philippines
  1,482,222   1,596,195
 
Universal Robina Corp.
  3,008,340   7,512,876
 
Vista Land & Lifescapes, Inc.
  59,524,800   3,781,829
 
Vistamalls, Inc.
  912,800   73,651
 
Wilcon Depot, Inc.
  1,812,000   550,975
TOTAL PHILIPPINES
      221,922,962
POLAND — (0.9%)
*
AB SA
  2,455   19,236
*
Agora SA
  196,939   394,886
#*
Alior Bank SA
  632,193   2,472,960
*
Alumetal SA
  12,496   125,329
#*
Amica SA
  30,867   1,223,811
#*
AmRest Holdings SE
  223,521   1,162,942
 
Apator SA
  37,049   203,201
#
Bank Handlowy w Warszawie SA
  142,186   1,390,611
*
Bank Millennium SA
  3,516,077   2,689,517
#*
Bank Polska Kasa Opieki SA
  203,274   2,743,198
#*
Bioton SA
  287,528   426,528
#*
Boryszew SA
  1,758,217   1,695,579
#
Budimex SA
  104,422   6,467,793
#
CCC SA
  197,569   2,929,637
#*
CD Projekt SA
  81,730   8,769,579
#*
Ciech SA
  316,155   2,593,835
 
ComArch SA
  12,830   748,080
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
POLAND — (Continued)
#
Cyfrowy Polsat SA
  1,346,703   $10,006,462
#*
Develia SA
  1,220,181   627,801
#*
Dino Polska SA
  159,693   8,840,793
*
Dom Development SA
  13,920   364,665
 
Echo Investment SA
  10,980   11,031
#*
Enea SA
  2,273,143   4,311,764
#*
Eurocash SA
  695,642   2,915,734
#*
Fabryki Mebli Forte SA
  102,533   723,807
 
Famur SA
  535,751   231,905
 
Firma Oponiarska Debica SA
  16,334   338,743
*
Getin Noble Bank SA
  4,003,505   244,534
#*
Globe Trade Centre SA
  296,005   514,105
#*
Grupa Azoty SA
  244,855   1,864,498
*
Grupa Azoty Zaklady Chemiczne Police SA
  43,991   143,949
 
Grupa Kety SA
  64,967   7,566,144
#
Grupa Lotos SA
  835,444   10,794,469
#*
ING Bank Slaski SA
  100,954   3,558,434
*
Inter Cars SA
  26,821   1,419,563
#
Jastrzebska Spolka Weglowa SA
  407,636   1,801,839
 
Kernel Holding SA
  538,696   5,684,893
*
KGHM Polska Miedz SA
  807,037   27,169,575
#
KRUK SA
  124,402   4,306,582
 
Lentex SA
  29,742   78,047
#*
LPP SA
  6,006   11,056,218
*
Lubelski Wegiel Bogdanka SA
  86,138   457,039
#*
mBank SA
  63,271   3,148,892
*
Netia SA
  906,948   1,061,687
#
Neuca SA
  7,790   1,078,124
 
NEWAG SA
  511   3,533
#*
Orange Polska SA
  4,071,772   7,635,370
*
PGE Polska Grupa Energetyczna SA
  3,793,715   6,674,390
#
PKP Cargo SA
  108,706   376,029
 
Polski Koncern Naftowy Orlen SA
  2,057,734   29,299,396
 
Polskie Gornictwo Naftowe i Gazownictwo SA
  3,575,935   4,876,268
#*
Powszechna Kasa Oszczednosci Bank Polski SA
  2,405,705   13,933,209
#
Powszechny Zaklad Ubezpieczen SA
  2,119,823   15,280,837
#*
Santander Bank Polska SA
  80,051   3,210,968
#
Stalexport Autostrady SA
  715,197   563,924
#*
Tauron Polska Energia SA
  8,574,770   5,935,783
#*
VRG SA
  988,725   600,001
 
Warsaw Stock Exchange
  151,357   1,761,006
 
Wawel SA
  590   90,712
*
Zespol Elektrowni Patnow Adamow Konin SA
  36,197   90,935
TOTAL POLAND
      236,710,380
QATAR — (0.1%)
 
Commercial Bank PSQC (The)
  683,416   773,024
 
Aamal Co.
  3,723,960   782,778
 
Al Khaleej Takaful Group QSC
  422,762   211,083
 
Al Khalij Commercial Bank PQSC
  292,843   124,431
 
Al Meera Consumer Goods Co. QSC
  128,761   676,164
 
Barwa Real Estate Co.
  892,219   773,693
*
Doha Bank QPSC
  922,244   603,411
*
Gulf International Services QSC
  1,048,361   483,270
 
Industries Qatar QSC
  249,319   534,990
 
Mannai Corp. QSC
  25,668   19,917
 
Masraf Al Rayan QSC
  1,833,517   1,991,152
*
Mazaya Qatar Real Estate Development QSC
  4,007,315   961,756
 
Medicare Group
  498,363   1,001,624
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
QATAR — (Continued)
 
Mesaieed Petrochemical Holding Co.
  863,079   $491,812
 
National Leasing
  271,037   67,100
 
Ooredoo QPSC
  194,558   360,322
 
Qatar Electricity & Water Co QSC
  348,075   1,623,664
*
Qatar First Bank
  426,186   157,373
 
Qatar Fuel QSC
  242,075   1,078,126
 
Qatar Gas Transport Co., Ltd.
  4,530,871   3,496,339
 
Qatar Insurance Co. SAQ
  187,595   102,561
 
Qatar International Islamic Bank QSC
  498,356   1,123,773
 
Qatar Islamic Bank SAQ
  164,340   727,986
 
Qatar National Bank QPSC
  615,626   3,065,655
 
Qatar National Cement Co. QSC
  100,219   100,653
 
Qatar Navigation QSC
  206,727   337,835
*
Salam International Investment, Ltd. QSC
  2,628,225   328,643
 
United Development Co. QSC
  2,688,064   850,323
 
Vodafone Qatar QSC
  1,366,445   479,245
 
Widam Food Co.
  212,123   392,439
TOTAL QATAR
      23,721,142
RUSSIA — (1.0%)
 
Etalon Group P.L.C., GDR
  650,174   945,255
 
Etalon Group P.L.C., GDR
  177,547   259,219
 
Gazprom PJSC, Sponsored ADR
  4,527,463   21,886,322
 
Gazprom PJSC, Sponsored ADR
  143,467   702,988
 
Globaltrans Investment P.L.C., GDR
  193,097   1,156,005
 
Globaltrans Investment P.L.C., GDR
  287,874   1,727,244
 
Lukoil PJSC, Sponsored ADR
  2,503   171,380
 
Lukoil PJSC, Sponsored ADR
  820,538   55,661,493
 
Magnitogorsk Iron & Steel Works PJSC, GDR
  706,665   4,925,145
 
Magnitogorsk Iron & Steel Works PJSC, GDR
  1,272   8,929
*
Mail.Ru Group, Ltd., GDR
  83,777   2,210,349
*
Mail.Ru Group, Ltd., GDR
  51,069   1,350,775
*
Mechel PJSC, Sponsored ADR
  132,062   224,505
 
MMC Norilsk Nickel PJSC, ADR
  152,640   4,025,117
 
MMC Norilsk Nickel PJSC, ADR
  1,034,973   27,035,368
 
Mobile TeleSystems PJSC, Sponsored ADR
  149,281   1,322,630
 
Novatek PJSC, GDR
  37,444   5,455,487
 
Novatek PJSC, GDR
  316   46,326
 
Novolipetsk Steel PJSC, GDR
  259,719   5,030,149
 
Novolipetsk Steel PJSC, GDR
  1,873   36,598
 
O'Key Group SA, GDR
  2,220   1,432
 
PhosAgro PJSC, GDR
  307,967   3,639,293
 
PhosAgro PJSC, GDR
  96,394   1,139,377
 
Polyus PJSC, GDR
  6,695   766,578
 
Ros Agro P.L.C., GDR
  135,725   1,299,479
 
Ros Agro P.L.C., GDR
  12,318   118,499
 
Rosneft Oil Co. PJSC, GDR
  909,750   4,310,395
 
Rosneft Oil Co. PJSC, GDR
  2,952,866   14,006,459
 
Rostelecom PJSC, Sponsored ADR
  240,907   1,733,326
 
Rostelecom PJSC, Sponsored ADR
  164,180   1,179,498
 
RusHydro PJSC, ADR
  556   547
 
RusHydro PJSC, ADR
  4,558,006   4,556,306
 
Sberbank of Russia PJSC, Sponsored ADR
  3,020,548   35,842,738
 
Severstal PAO, GDR
  553,208   6,737,188
 
Severstal PAO, GDR
  2,071   25,287
*
Tatneft PJSC, Sponsored ADR
  626,224   27,872,902
*
Tatneft PJSC, Sponsored ADR
  1,571   70,381
 
VEON, Ltd., ADR
  2,502,152   4,228,637
 
VTB Bank PJSC, GDR
  3,938,248   3,864,114
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
RUSSIA — (Continued)
 
VTB Bank PJSC, GDR
  4,630,557   $4,584,251
 
X5 Retail Group NV, GDR
  319,229   11,980,649
 
X5 Retail Group NV, GDR
  650   24,414
TOTAL RUSSIA
      262,163,034
SAUDI ARABIA — (0.9%)
*
Abdul Mohsen Al-Hokair Tourism and Development Co.
  315,214   1,187,218
 
Abdullah Al Othaim Markets Co.
  86,633   2,767,263
 
Advanced Petrochemical Co.
  204,004   2,780,385
 
Al Babtain Power & Telecommunication Co.
  151,562   969,240
 
Al Etihad Cooperative Insurance Co.
  139,054   593,453
*
Al Hassan Ghazi Ibrahim Shaker Co.
  196,133   619,646
 
Al Jouf Agricultural Development Co.
  120,658   938,366
*
Al Jouf Cement Co.
  445,168   1,086,072
 
Al Khaleej Training and Education Co.
  118,805   480,255
 
Al Rajhi Bank
  1,738,880   27,329,031
*
Al Yamamah Steel Industries Co.
  177,308   896,694
*
AlAbdullatif Industrial Investment Co.
  114,822   329,116
 
Alandalus Property Co.
  272,192   1,146,889
 
Aldrees Petroleum and Transport Services Co.
  157,286   2,472,940
*
Alinma Bank
  1,615,707   6,286,390
*
AlJazira Takaful Ta'awuni Co.
  167,577   802,890
 
Almarai Co. JSC
  71,517   1,021,963
 
Arab National Bank
  121,636   631,045
 
Arabian Cement Co.
  344,071   2,733,399
 
Arabian Pipes Co.
  137,630   455,087
*
Arabian Shield Cooperative Insurance Co.
  175,704   798,201
 
Arriyadh Development Co.
  645,127   2,617,919
*
Aseer Trading Tourism & Manufacturing Co.
  539,136   1,606,428
*
Astra Industrial Group
  264,833   1,433,190
*
AXA Cooperative Insurance Co.
  7,713   79,842
 
Bank AlBilad
  808,556   5,058,912
 
Bank Al-Jazira
  1,223,255   3,887,926
 
Banque Saudi Fransi
  162,752   1,300,893
*
Basic Chemical Industries, Ltd.
  68,937   446,732
*
Bawan Co.
  180,839   660,446
 
Bupa Arabia for Cooperative Insurance Co.
  62,101   1,962,915
*
City Cement Co.
  650,989   3,013,426
*
Co. for Cooperative Insurance (The)
  157,489   3,414,069
 
Dallah Healthcare Co.
  38,314   550,835
*
Dar Al Arkan Real Estate Development Co.
  6,359,485   12,291,580
 
Dur Hospitality Co.
  199,028   1,384,165
 
Eastern Province Cement Co.
  261,835   2,395,575
*
Electrical Industries Co.
  104,310   425,837
*
Emaar Economic City
  892,444   1,690,767
*
Etihad Etisalat Co.
  689,795   4,967,720
*
Fawaz Abdulaziz Al Hokair & Co.
  462,584   2,351,813
 
Fitaihi Holding Group
  131,368   396,634
*
Hail Cement Co.
  336,848   1,197,128
 
Herfy Food Services Co.
  95,816   1,136,934
 
Jarir Marketing Co.
  51,159   2,093,403
*
Jazan Energy and Development Co.
  179,806   612,106
 
Leejam Sports Co. JSC
  116,717   1,781,966
*
Malath Cooperative Insurance Co.
  300,441   1,140,557
*
Methanol Chemicals Co.
  375,431   750,098
*
Middle East Paper Co.
  172,028   670,840
*
Mobile Telecommunications Co. Saudi Arabia
  2,084,520   6,306,353
 
Mouwasat Medical Services Co.
  23,564   688,777
*
Najran Cement Co.
  529,222   1,676,003
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SAUDI ARABIA — (Continued)
*
Nama Chemicals Co.
  142,297   $755,747
*
National Agriculture Development Co. (The)
  164,318   1,314,544
*
National Co., for Glass Manufacturing (The)
  53,977   307,813
 
National Commercial Bank
  578,440   5,595,438
 
National Gas & Industrialization Co.
  147,143   1,119,209
*
National Industrialization Co.
  1,580,630   4,367,501
 
National Medical Care Co.
  75,470   918,532
*
National Metal Manufacturing & Casting Co.
  72,695   317,566
 
National Petrochemical Co.
  37,960   243,299
*
Northern Region Cement Co.
  560,344   1,507,401
 
Qassim Cement Co. (The)
  84,861   1,512,316
*
Rabigh Refining & Petrochemical Co.
  628,371   2,129,148
*
Red Sea International Co.
  189,121   765,093
 
Riyad Bank
  632,050   2,854,876
 
Sahara International Petrochemical Co.
  1,199,515   4,625,317
 
Samba Financial Group
  321,270   2,212,964
 
Saudi Airlines Catering Co.
  117,794   2,585,590
 
Saudi Arabian Fertilizer Co.
  100,741   2,098,175
*
Saudi Arabian Mining Co.
  182,551   1,773,241
 
Saudi Automotive Services Co.
  107,208   748,939
 
Saudi Basic Industries Corp.
  666,470   15,773,878
 
Saudi British Bank (The)
  187,619   1,210,877
 
Saudi Cement Co.
  121,617   1,822,384
*
Saudi Ceramic Co.
  240,444   2,424,981
*
Saudi Chemical Co., Holding.
  119,353   789,153
 
Saudi Co. For Hardware CJSC
  68,567   834,024
 
Saudi Electricity Co.
  665,318   2,771,305
 
Saudi Ground Services Co.
  274,131   2,134,663
 
Saudi Industrial Investment Group
  106,000   518,548
 
Saudi Industrial Services Co.
  251,855   1,452,339
*
Saudi Investment Bank (The)
  7,576   26,854
*
Saudi Kayan Petrochemical Co.
  1,148,578   2,482,705
*
Saudi Marketing Co.
  65,881   440,038
*
Saudi Printing & Packaging Co.
  141,079   547,443
*
Saudi Public Transport Co.
  313,898   1,298,625
*
Saudi Re for Cooperative Reinsurance Co.
  391,702   948,493
*
Saudi Real Estate Co.
  155,308   551,809
*
Saudi Research & Marketing Group
  93,479   1,469,775
 
Saudi Telecom Co.
  357,980   9,317,877
 
Saudia Dairy & Foodstuff Co.
  20,512   963,489
 
Savola Group (The)
  462,968   5,722,896
 
Seera Group Holding
  716,590   3,166,432
 
Southern Province Cement Co.
  135,011   2,362,810
*
Tabuk Cement Co.
  280,172   997,737
*
Takween Advanced Industries Co.
  206,600   438,130
 
Umm Al-Qura Cement Co.
  375,004   2,427,013
 
United Electronics Co.
  163,634   2,488,130
 
United International Transportation Co.
  207,903   1,802,281
 
United Wire Factories Co.
  78,646   429,458
 
Yamama Cement Co.
  439,427   2,807,339
 
Yanbu Cement Co.
  279,936   2,335,131
 
Yanbu National Petrochemical Co.
  342,919   4,745,050
*
Zamil Industrial Investment Co.
  186,777   810,432
TOTAL SAUDI ARABIA
      242,382,140
SOUTH AFRICA — (4.6%)
 
Absa Group, Ltd.
  5,436,988   25,197,831
 
Adcock Ingram Holdings, Ltd.
  516,112   1,324,836
 
Adcorp Holdings, Ltd.
  391,159   64,073
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH AFRICA — (Continued)
#
Advtech, Ltd.
  4,561,464   $1,979,505
 
AECI, Ltd.
  1,457,698   7,365,760
 
African Oxygen, Ltd.
  788,354   804,193
 
African Rainbow Minerals, Ltd.
  1,333,567   15,225,326
 
Afrimat, Ltd.
  128,505   255,360
#
Alexander Forbes Group Holdings, Ltd.
  1,844,172   349,759
 
Allied Electronics Corp., Ltd., Class A
  390,373   458,593
 
Alviva Holdings, Ltd.
  1,408,448   455,521
#
Anglo American Platinum, Ltd.
  256,354   19,678,544
 
AngloGold Ashanti, Ltd., Sponsored ADR
  2,021,937   65,086,152
*
Aspen Pharmacare Holdings, Ltd.
  1,677,293   12,976,005
 
Astral Foods, Ltd.
  546,457   4,398,225
#
AVI, Ltd.
  3,145,836   12,968,263
 
Balwin Properties, Ltd.
  21,544   3,115
 
Barloworld, Ltd.
  3,080,578   11,882,279
#
Bid Corp., Ltd.
  1,697,697   28,001,343
 
Bidvest Group, Ltd. (The)
  2,565,694   19,804,967
*
Blue Label Telecoms, Ltd.
  4,058,390   652,219
#*
Brait SE
  4,411,654   712,846
#
Capitec Bank Holdings, Ltd.
  166,036   8,590,906
 
Cashbuild, Ltd.
  244,293   2,277,999
 
Caxton and CTP Publishers and Printers, Ltd.
  47,312   11,188
 
City Lodge Hotels, Ltd.
  275,870   258,114
#
Clicks Group, Ltd.
  1,695,716   22,629,675
 
Coronation Fund Managers, Ltd.
  2,009,610   4,613,248
 
Curro Holdings, Ltd.
  426,015   221,505
 
DataTec, Ltd.
  3,683,446   4,862,478
 
Dis-Chem Pharmacies, Ltd.
  518,557   523,685
 
Discovery, Ltd.
  2,826,453   18,379,279
#
Distell Group Holdings, Ltd.
  348,539   1,385,966
*
enX Group, Ltd.
  132,524   38,872
*
EOH Holdings, Ltd.
  66,848   19,102
 
Evraz Highveld Steel And Vanad
  35,483   0
 
Exxaro Resources, Ltd.
  2,107,673   16,626,771
 
Famous Brands, Ltd.
  753,192   1,854,625
 
FirstRand, Ltd.
  21,412,217   48,767,600
#
Foschini Group, Ltd. (The)
  2,154,607   8,840,074
 
Gold Fields, Ltd., Sponsored ADR
  8,859,134   115,966,064
*
Grand Parade Investments, Ltd.
  782,027   94,499
#*
Grindrod Shipping Holdings, Ltd.
  107,741   330,629
 
Grindrod, Ltd.
  5,186,481   1,116,507
*
Harmony Gold Mining Co., Ltd.
  1,618,483   10,454,048
*
Harmony Gold Mining Co., Ltd., Sponsored ADR
  3,556,376   22,938,625
 
Hudaco Industries, Ltd.
  326,280   1,344,807
#
Impala Platinum Holdings, Ltd.
  4,233,256   37,790,364
 
Imperial Logistics, Ltd.
  2,003,501   3,897,834
 
Investec, Ltd.
  1,962,374   3,841,507
 
Italtile, Ltd.
  481,636   277,770
 
JSE, Ltd.
  805,474   5,465,868
 
KAP Industrial Holdings, Ltd.
  9,505,303   1,437,895
 
Kumba Iron Ore, Ltd.
  389,359   12,591,050
 
Lewis Group, Ltd.
  1,264,958   1,033,203
 
Liberty Holdings, Ltd.
  1,536,630   6,225,278
 
Life Healthcare Group Holdings, Ltd.
  14,739,967   15,041,640
*
Long4Life, Ltd.
  1,677,020   303,962
#*
Massmart Holdings, Ltd.
  1,240,659   1,424,679
 
Merafe Resources, Ltd.
  9,817,835   259,919
#*
Metair Investments, Ltd.
  1,716,735   1,821,346
 
MiX Telematics, Ltd., Sponsored ADR
  40,982   416,377
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH AFRICA — (Continued)
 
Momentum Metropolitan Holdings
  13,734,068   $13,362,590
*
Motus Holdings Ltd.
  194,235   321,459
 
Mpact, Ltd.
  1,695,569   788,113
 
Mr. Price Group, Ltd.
  1,462,547   10,816,019
 
MTN Group, Ltd.
  15,239,104   53,302,038
*
MultiChoice Group, Ltd.
  904,538   5,573,754
 
Murray & Roberts Holdings, Ltd.
  4,260,045   1,437,698
*
Nampak, Ltd.
  6,738,864   462,899
 
Naspers, Ltd., Class N
  463,620   84,356,226
 
Nedbank Group, Ltd.
  2,468,422   15,149,747
 
NEPI Rockcastle P.L.C.
  1,246,479   6,460,704
 
Netcare, Ltd.
  9,855,070   7,846,681
*
Ninety One, Ltd.
  1,014,684   2,950,504
#*
Northam Platinum, Ltd.
  2,695,390   21,276,350
 
Oceana Group, Ltd.
  763,647   3,209,683
 
Old Mutual, Ltd.
  4,195,756   2,817,411
#*
Omnia Holdings, Ltd.
  1,714,488   2,733,664
*
Peregrine Holdings, Ltd.
  2,932,947   3,457,755
 
Pick n Pay Stores, Ltd.
  3,034,363   7,944,512
*
PPC, Ltd.
  11,864,052   538,568
 
PSG Group, Ltd.
  876,431   7,841,287
 
PSG Konsult, Ltd.
  39,653   16,302
 
Raubex Group, Ltd.
  1,701,346   2,514,463
 
RCL Foods, Ltd.
  218,443   117,659
 
Reunert, Ltd.
  1,933,028   3,517,289
#
RFG Holdings, Ltd.
  538,736   428,007
*
Royal Bafokeng Platinum, Ltd.
  550,153   1,626,492
 
Sanlam, Ltd.
  7,604,301   26,910,800
 
Santam, Ltd.
  349,871   5,421,868
*
Sappi, Ltd.
  6,439,075   9,240,337
*
Sasol, Ltd.
  1,516,905   12,262,107
*
Sasol, Ltd., Sponsored ADR
  726,657   5,835,056
 
Shoprite Holdings, Ltd.
  3,413,393   20,852,684
*
Sibanye Stillwater, Ltd.
  12,138,470   34,337,214
#*
Sibanye Stillwater, Ltd., ADR
  1,923,222   21,617,019
 
SPAR Group, Ltd. (The)
  1,509,884   14,546,225
 
Spur Corp., Ltd.
  574,906   546,406
 
Standard Bank Group, Ltd.
  8,902,167   56,617,031
#*
Steinhoff International Holdings NV
  10,257,445   601,986
#*
Sun International, Ltd.
  1,265,809   720,513
#*
Super Group, Ltd.
  4,848,381   5,371,136
 
Telkom SA SOC, Ltd.
  3,324,061   5,667,415
 
Tiger Brands, Ltd.
  1,278,910   13,169,980
*
Tongaat Hulett, Ltd.
  1,197,561   318,148
 
Transaction Capital, Ltd.
  1,472,330   1,573,642
 
Trencor, Ltd.
  817,499   239,725
 
Truworths International, Ltd.
  3,487,978   6,685,240
#
Tsogo Sun Gaming, Ltd.
  4,559,863   858,392
*
Tsogo Sun Hotels, Ltd.
  45,493   4,803
#
Vodacom Group, Ltd.
  3,855,428   28,930,469
 
Wilson Bayly Holmes-Ovcon, Ltd.
  648,251   4,240,687
 
Woolworths Holdings, Ltd.
  5,672,242   10,490,904
TOTAL SOUTH AFRICA
      1,161,547,334
SOUTH KOREA — (13.1%)
*
3S Korea Co., Ltd.
  29,727   61,366
#
ABco Electronics Co., Ltd.
  47,446   245,981
*
Able C&C Co., Ltd.
  33,758   236,657
 
ABOV Semiconductor Co., Ltd.
  76,705   682,446
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#*
Abpro Bio Co., Ltd.
  780,310   $528,350
*
Actoz Soft Co., Ltd.
  21,729   213,214
*
ADTechnology Co., Ltd.
  17,822   496,031
#*
Advanced Cosmeceutical Technology Co., Ltd.
  19,800   13,960
#*
Advanced Digital Chips, Inc.
  163,376   98,305
 
Advanced Nano Products Co., Ltd.
  23,322   597,711
 
Advanced Process Systems Corp.
  16,979   379,468
#
Aekyung Petrochemical Co., Ltd.
  99,672   570,854
 
AfreecaTV Co., Ltd.
  70,557   3,736,379
#*
Agabang&Company
  129,782   320,372
 
Ahn-Gook Pharmaceutical Co., Ltd.
  11,439   134,460
 
Ahnlab, Inc.
  30,912   1,531,663
 
AJ Networks Co., Ltd.
  129,852   348,103
#*
Ajin Industrial Co., Ltd.
  222,120   499,329
 
AK Holdings, Inc.
  41,160   625,629
#*
ALUKO Co., Ltd.
  318,003   541,088
*
Aminologics Co., Ltd.
  99,988   209,686
 
Amorepacific Corp.
  51,815   7,240,959
 
AMOREPACIFIC Group
  69,455   3,110,957
*
Amotech Co., Ltd.
  32,159   907,681
*
Anam Electronics Co., Ltd.
  17,717   25,440
*
Ananti, Inc.
  134,572   1,179,526
 
Anapass, Inc.
  9,928   181,703
#*
Apact Co., Ltd.
  25,621   157,618
*
Aprogen Healthcare & Games, Inc.
  139,949   104,521
*
Aprogen KIC, Inc.
  11,732   26,671
*
Aprogen pharmaceuticals, Inc.
  135,557   174,916
*
APS Holdings Corp.
  75,920   549,397
 
Asia Cement Co., Ltd.
  13,489   670,469
 
ASIA Holdings Co., Ltd.
  8,563   536,135
#
Asia Paper Manufacturing Co., Ltd.
  41,382   1,002,920
*
Asiana Airlines, Inc.
  607,036   2,087,074
#
Atec Co., Ltd.
  32,288   775,060
*
A-Tech Solution Co., Ltd.
  36,570   285,477
#
Atinum Investment Co., Ltd.
  233,113   369,229
#
AUK Corp.
  222,265   473,480
#
Aurora World Corp.
  43,295   334,287
 
Austem Co., Ltd.
  119,678   243,785
#
Autech Corp.
  91,542   929,604
 
Avaco Co., Ltd.
  89,288   541,077
 
Avatec Co., Ltd.
  14,678   105,515
 
Baiksan Co., Ltd.
  95,747   411,205
#*
Barun Electronics Co., Ltd.
  8,951   29,442
*
Barunson Entertainment & Arts Corp.
  176,803   253,741
#
Bcworld Pharm Co., Ltd.
  29,936   483,548
 
BGF Co., Ltd.
  475,675   1,681,913
 
BGF retail Co., Ltd.
  2,274   237,617
#*
BH Co., Ltd.
  180,247   3,547,245
*
Binex Co., Ltd.
  62,691   1,165,369
 
Binggrae Co., Ltd.
  29,393   1,502,990
#*
Biolog Device Co., Ltd.
  170,537   258,886
 
BioSmart Co., Ltd.
  65,588   478,288
#*
Biotoxtech Co., Ltd.
  41,407   372,610
 
BIT Computer Co., Ltd.
  42,093   414,712
 
Bixolon Co., Ltd.
  15,244   58,532
*
Bluecom Co., Ltd.
  101,870   718,450
 
BNK Financial Group, Inc.
  1,420,330   6,139,011
#
Boditech Med, Inc.
  64,797   1,149,090
#*
Bohae Brewery Co., Ltd.
  385,716   287,444
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
BoKwang Industry Co., Ltd.
  62,071   $380,116
 
Bolak Co., Ltd.
  39,990   64,231
 
Bookook Securities Co., Ltd.
  8,890   141,807
 
Boryung Pharmaceutical Co., Ltd.
  93,588   1,296,119
#*
Bosung Power Technology Co., Ltd.
  152,717   238,660
#*
Brain Contents Co., Ltd.
  393,554   201,723
 
Bubang Co., Ltd.
  36,879   66,624
 
Bukwang Pharmaceutical Co., Ltd.
  54,440   1,693,392
 
Busan City Gas Co., Ltd.
  1,989   60,893
 
BYC Co., Ltd.
  354   61,029
*
BYON Co., Ltd.
  88,291   74,596
*
Byucksan Corp.
  191,136   285,954
*
CammSys Corp.
  574,596   1,557,848
*
Capro Corp.
  248,345   541,438
#
Caregen Co., Ltd.
  12,761   740,235
 
Cell Biotech Co., Ltd.
  15,137   227,311
*
Celltrion Pharm, Inc.
  10,415   1,032,419
#*
Celltrion, Inc.
  248,945   62,059,673
#
Changhae Ethanol Co., Ltd.
  22,808   263,775
*
Charm Engineering Co., Ltd.
  145,084   168,394
 
Cheil Worldwide, Inc.
  356,350   5,751,864
#
Chemtronics Co., Ltd.
  87,309   1,167,437
#
Cheryong Electric Co., Ltd.
  36,800   173,436
#*
ChinHung International, Inc.
  115,198   241,200
 
Chinyang Holdings Corp.
  108,748   218,035
*
Choa Pharmaceutical Co.
  83,140   350,998
 
Chokwang Paint, Ltd.
  53,005   244,715
 
Chong Kun Dang Pharmaceutical Corp.
  55,099   6,256,237
 
Chongkundang Holdings Corp.
  16,882   1,755,245
#
Choong Ang Vaccine Laboratory
  25,530   372,583
#*
Chorokbaem Media Co., Ltd.
  354,900   460,084
 
Chosun Refractories Co., Ltd.
  3,426   210,007
#
Chungdahm Learning, Inc.
  42,000   738,656
#*
CJ CGV Co., Ltd.
  144,773   2,394,586
 
CJ CheilJedang Corp.
  32,782   10,636,732
 
CJ Corp.
  150,626   10,428,666
 
CJ ENM Co., Ltd.
  23,369   2,263,199
 
CJ Freshway Corp.
  54,224   691,080
*
CJ Logistics Corp.
  34,624   4,454,021
#*
CJ Seafood Corp.
  101,038   305,234
 
CKD Bio Corp.
  23,710   788,364
#
Clean & Science Co., Ltd.
  44,547   1,400,627
 
CLIO Cosmetics Co., Ltd.
  14,021   211,132
*
CMG Pharmaceutical Co., Ltd.
  335,957   1,233,429
#*
CODI-M Co., Ltd.
  79,491   16,863
 
Com2uSCorp
  37,367   3,783,441
 
Commax Co., Ltd.
  59,749   274,968
*
Coreana Cosmetics Co., Ltd.
  107,894   467,419
 
Cosmax BTI, Inc.
  22,385   414,497
#*
COSMAX NBT Inc.
  50,417   346,195
 
Cosmax, Inc.
  32,552   2,542,156
*
Cosmecca Korea Co., Ltd.
  13,224   155,342
*
CosmoAM&T Co., Ltd.
  69,185   863,559
*
Cosmochemical Co., Ltd.
  47,412   353,368
#*
COSON Co., Ltd.
  55,462   216,109
 
Coway Co., Ltd.
  195,350   12,593,530
#
Coweaver Co., Ltd.
  28,980   241,116
 
COWELL FASHION Co., Ltd.
  247,202   1,306,972
#*
Creative & Innovative System
  130,591   622,683
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
Crown Confectionery Co., Ltd.
  17,528   $126,394
 
CROWNHAITAI Holdings Co., Ltd.
  49,318   345,423
 
CS Wind Corp.
  29,266   1,954,411
#*
CTC BIO, Inc.
  54,395   408,473
#
Cuckoo Holdings Co., Ltd.
  6,369   429,063
#
Cuckoo Homesys Co., Ltd.
  26,782   807,491
#*
Curo Co., Ltd.
  458,866   250,831
 
Cymechs, Inc.
  29,356   342,353
 
D.I Corp.
  80,638   286,876
#*
DA Technology Co., Ltd.
  40,570   45,081
 
Dae Dong Industrial Co., Ltd.
  140,209   910,156
 
Dae Han Flour Mills Co., Ltd.
  9,588   1,335,167
 
Dae Hwa Pharmaceutical Co., Ltd.
  37,256   404,490
#
Dae Hyun Co., Ltd.
  208,457   313,964
 
Dae Won Chemical Co., Ltd.
  205,806   309,694
 
Dae Won Kang Up Co., Ltd.
  220,492   570,051
#*
Dae Young Packaging Co., Ltd.
  447,378   398,804
 
Daea TI Co., Ltd.
  256,268   1,527,582
 
Daebongls Co., Ltd.
  14,698   155,268
#
Daechang Co., Ltd.
  411,555   409,993
 
Daechang Forging Co., Ltd.
  3,604   80,058
 
Daeduck Co., Ltd.
  47,317   272,860
*
Daeduck Electronics Co., Ltd.
  81,787   961,065
*
Daehan New Pharm Co., Ltd.
  84,566   884,828
 
Daehan Steel Co., Ltd.
  90,995   491,999
*
Dae-Il Corp.
  30,719   44,226
*
Daejoo Electronic Materials Co., Ltd.
  40,099   1,434,445
 
Daekyo Co., Ltd.
  144,250   486,032
 
Daelim B&Co Co., Ltd.
  86,995   373,517
 
Daelim Construction Co., Ltd.
  18,618   428,100
 
Daelim Industrial Co., Ltd.
  215,819   15,180,231
*
Daemyung Sonoseason Co., Ltd.
  130,075   120,921
#
Daeryuk Can Co., Ltd.
  77,313   308,941
 
Daesang Corp.
  213,092   4,566,738
 
Daesang Holdings Co., Ltd.
  121,302   855,206
 
Daesung Energy Co., Ltd.
  13,173   54,472
*
Daesung Industrial Co., Ltd.
  102,667   284,314
*
Daewon Cable Co., Ltd.
  42,694   36,957
*
Daewon Media Co., Ltd.
  59,661   310,474
 
Daewon Pharmaceutical Co., Ltd.
  107,820   1,924,571
 
Daewon San Up Co., Ltd.
  78,902   328,501
#*
Daewoo Electronic Components Co., Ltd.
  117,721   235,006
*
Daewoo Engineering & Construction Co., Ltd.
  864,251   2,536,226
*
Daewoo Shipbuilding & Marine Engineering Co., Ltd.
  221,872   4,420,416
 
Daewoong Co., Ltd.
  76,207   1,644,329
 
Daewoong Pharmaceutical Co., Ltd.
  5,873   544,794
*
Dahaam E-Tec Co., Ltd.
  1,420   26,221
 
Daihan Pharmaceutical Co., Ltd.
  43,089   1,080,004
 
Daishin Securities Co., Ltd.
  319,405   2,781,405
#*
Danal Co., Ltd.
  227,028   727,771
#
Danawa Co., Ltd.
  37,501   864,144
 
Daou Data Corp.
  128,774   1,580,335
 
Daou Technology, Inc.
  261,366   4,569,257
*
Dasan Networks, Inc.
  86,944   835,223
#
Dawonsys Co., Ltd.
  61,227   1,046,032
#*
Dayou Automotive Seat Technology Co., Ltd.
  521,950   294,603
#*
Dayou Plus Co., Ltd.
  397,817   211,068
 
DB Financial Investment Co., Ltd.
  272,310   815,034
 
DB HiTek Co., Ltd.
  217,462   6,282,397
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
DB Insurance Co., Ltd.
  451,939   $17,874,636
#*
DB, Inc.
  744,696   453,310
 
DCM Corp.
  29,903   273,415
#*
Dentium Co., Ltd.
  8,968   309,197
#*
Deutsch Motors, Inc.
  181,168   1,023,229
*
Development Advance Solution Co., Ltd.
  31,713   127,137
 
DGB Financial Group, Inc.
  1,130,850   4,900,333
#
DHP Korea Co., Ltd.
  56,903   381,224
#
DI Dong Il Corp.
  11,282   692,297
 
Digital Chosun Co., Ltd.
  58,393   158,640
#
Digital Daesung Co., Ltd.
  16,113   82,505
#
Digital Power Communications Co., Ltd.
  169,180   2,448,181
*
DIO Corp.
  47,458   1,049,529
*
Diostech Co., Ltd.
  150,001   51,746
#
Display Tech Co., Ltd.
  15,091   42,117
 
DMS Co., Ltd.
  102,584   560,513
*
DNF Co., Ltd.
  22,732   307,883
 
Dohwa Engineering Co., Ltd.
  4,996   33,189
 
Dong A Eltek Co., Ltd.
  63,594   385,470
#
Dong Ah Tire & Rubber Co., Ltd.
  42,226   375,209
 
Dong-A Socio Holdings Co., Ltd.
  6,093   509,391
 
Dong-A ST Co., Ltd.
  21,564   1,677,543
#
Dong-Ah Geological Engineering Co., Ltd.
  101,855   1,380,134
#*
Dongbang Transport Logistics Co., Ltd.
  94,917   152,377
 
Dongbu Corp.
  65,579   616,767
#
Dongil Industries Co., Ltd.
  14,145   822,694
 
Dongjin Semichem Co., Ltd.
  243,568   6,493,048
 
DongKook Pharmaceutical Co., Ltd.
  22,950   2,829,902
 
Dongkuk Industries Co., Ltd.
  310,646   910,791
*
Dongkuk Steel Mill Co., Ltd.
  502,050   2,564,505
 
Dongkuk Structures & Construction Co., Ltd.
  182,787   1,088,661
 
Dongsuh Cos., Inc.
  67,390   1,222,613
 
Dongsung Chemical Co., Ltd.
  14,071   191,006
 
DONGSUNG Corp.
  188,961   625,321
#
Dongsung Finetec Co., Ltd.
  59,725   502,848
#
Dongwha Enterprise Co., Ltd.
  29,398   1,227,039
 
Dongwha Pharm Co., Ltd.
  34,948   718,364
 
Dongwon Development Co., Ltd.
  424,595   1,288,130
 
Dongwon F&B Co., Ltd.
  9,285   1,415,450
 
Dongwon Industries Co., Ltd.
  14,546   2,298,612
 
Dongwon Systems Corp.
  34,291   610,048
#*
Dongwoo Farm To Table Co., Ltd.
  15,270   42,465
 
Dongyang E&P, Inc.
  46,307   588,157
*
Dongyang Steel Pipe Co., Ltd.
  197,431   171,270
 
Doosan Bobcat, Inc.
  136,980   3,102,428
 
Doosan Co., Ltd.
  47,691   1,905,134
*
Doosan Fuel Cell Co., Ltd.
  174,279   6,723,351
*
Doosan Heavy Industries & Construction Co., Ltd.
  1,139,353   10,048,888
#*
Doosan Infracore Co., Ltd.
  1,297,192   7,766,362
*
Doosan Solus Co., Ltd.
  96,063   3,049,918
 
DoubleUGames Co., Ltd.
  62,404   3,992,450
#
Douzone Bizon Co., Ltd.
  94,948   8,371,662
 
DRB Holding Co., Ltd.
  31,713   178,452
*
Dreamus Co.
  11,216   46,657
#*
DRTECH Corp.
  44,089   59,953
 
DTR Automotive Corp.
  37,505   760,809
*
Duk San Neolux Co., Ltd.
  61,343   1,802,129
 
DY Corp.
  120,530   413,057
 
DY POWER Corp.
  65,903   623,513
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
e Tec E&C, Ltd.
  13,898   $821,590
 
E1 Corp.
  19,152   611,765
 
Eagon Industrial, Ltd.
  26,278   169,571
#*
Easy Bio, Inc.
  11,905   524,593
 
Easy Holdings Co., Ltd.
  289,666   1,174,496
 
Ecopro Co., Ltd.
  92,442   2,829,580
 
e-Credible Co., Ltd.
  6,969   138,399
 
Eehwa Construction Co., Ltd.
  9,771   39,003
#*
EG Corp.
  12,698   94,841
#*
Ehwa Technologies Information Co., Ltd.
  2,763,000   346,074
#
Elcomtec Co., Ltd.
  135,076   221,265
 
e-LITECOM Co., Ltd.
  14,782   82,246
 
E-MART, Inc.
  64,566   6,181,608
*
EMKOREA Co., Ltd.
  75,370   306,640
*
EM-Tech Co., Ltd.
  76,300   812,721
#*
EMW Co., Ltd.
  94,607   41,392
*
Enex Co., Ltd.
  60,387   58,958
#
ENF Technology Co., Ltd.
  106,035   4,285,220
 
Eo Technics Co., Ltd.
  13,987   1,308,634
 
eSang Networks Co., Ltd.
  4,780   23,506
 
Estechpharma Co., Ltd.
  26,942   270,106
*
ESTsoft Corp.
  3,612   19,897
#*
E-TRON Co., Ltd.
  1,461,912   207,797
 
Eugene Corp.
  417,364   1,421,865
 
Eugene Investment & Securities Co., Ltd.
  663,129   2,131,997
#
Eugene Technology Co., Ltd.
  51,018   1,451,017
*
Eusu Holdings Co., Ltd.
  82,415   397,397
*
Exem Co., Ltd.
  37,161   122,844
 
Ezwel Co., Ltd.
  11,115   122,547
 
F&F Co., Ltd.
  32,125   2,208,889
 
Farmsco
  72,024   377,073
 
FarmStory Co., Ltd.
  70,655   71,139
#*
Feelux Co., Ltd.
  258,988   942,435
 
Fila Holdings Corp.
  301,526   8,481,101
 
Fine DNC Co., Ltd.
  47,807   75,660
#
Fine Semitech Corp.
  115,195   2,663,968
#*
Firstec Co., Ltd.
  71,326   137,768
#
Foosung Co., Ltd.
  221,721   1,535,212
 
Fursys, Inc.
  12,434   300,239
#
Gabia, Inc.
  40,503   567,442
*
Galaxia Communications Co., Ltd.
  13,555   63,258
*
Gamevil, Inc.
  19,646   553,663
 
Gaon Cable Co., Ltd.
  13,579   189,402
 
Gemvaxlink Co., Ltd.
  211,531   262,811
*
Genie Music Corp.
  31,944   95,207
 
Geumhwa PSC Co., Ltd.
  2,366   49,216
*
Gigalane Co., Ltd.
  90,126   82,366
#
Global Standard Technology Co., Ltd.
  66,410   1,173,817
#
GMB Korea Corp.
  85,618   351,306
#*
GNCO Co., Ltd.
  415,936   441,241
 
GOLFZON Co., Ltd.
  22,536   1,443,676
#
Golfzon Newdin Holdings Co., Ltd.
  240,587   1,308,163
#*
Good People Co., Ltd.
  96,647   161,469
 
Grand Korea Leisure Co., Ltd.
  190,505   2,041,497
 
Green Cross Cell Corp.
  6,130   217,310
 
Green Cross Corp.
  15,138   2,891,991
 
Green Cross Holdings Corp.
  78,036   1,735,611
*
Green Non-Life Insurance Co., Ltd.
  14,915   0
 
GS Engineering & Construction Corp.
  419,794   9,518,879
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#*
GS Global Corp.
  379,694   $539,915
 
GS Holdings Corp.
  490,619   14,439,462
 
GS Home Shopping, Inc.
  25,553   2,276,219
 
GS Retail Co., Ltd.
  177,855   5,133,120
 
Gunjang Energy Co., Ltd.
  23,939   580,307
 
Gwangju Shinsegae Co., Ltd.
  3,500   405,801
#*
GY Commerce Co., Ltd.
  128,715   45,578
 
Hae In Corp.
  15,042   62,900
 
HAESUNG DS Co., Ltd.
  54,775   954,037
 
Haesung Industrial Co., Ltd.
  35,227   369,035
#
Haimarrow Food Service Co., Ltd.
  194,781   385,884
 
Haitai Confectionery & Foods Co., Ltd.
  40,768   286,596
#*
Halla Corp.
  171,933   503,104
 
Halla Holdings Corp.
  79,215   1,941,558
#
Han Kuk Carbon Co., Ltd.
  126,442   888,512
 
Hana Financial Group, Inc.
  1,014,001   25,162,638
#
Hana Micron, Inc.
  244,422   1,139,372
#
Hana Tour Service, Inc.
  76,846   2,439,205
*
Hanall Biopharma Co., Ltd.
  70,885   1,726,592
#*
Hancom MDS, Inc.
  13,827   146,031
*
Hancom, Inc.
  81,461   1,159,513
#
Handok, Inc.
  36,657   1,080,533
 
Handsome Co., Ltd.
  102,866   2,621,314
 
Hanil Holdings Co., Ltd.
  15,629   579,353
 
Hanil Hyundai Cement Co., Ltd.
  5,301   125,895
#*
Hanjin Heavy Industries & Construction Co., Ltd.
  166,855   927,697
#
Hanjin Kal Corp.
  44,875   3,165,431
#
Hanjin Transportation Co., Ltd.
  60,930   2,628,119
 
Hankook AtlasBX Co., Ltd.
  255   9,805
 
Hankook Cosmetics Manufacturing Co., Ltd.
  5,885   209,278
 
Hankook Shell Oil Co., Ltd.
  5,273   1,041,569
 
Hankook Tire & Technology Co., Ltd.
  508,157   11,127,955
 
Hanla IMS Co., Ltd.
  4,352   19,662
 
Hanmi Pharm Co., Ltd.
  21,611   4,786,591
#
Hanmi Science Co., Ltd.
  32,585   1,156,547
 
Hanmi Semiconductor Co., Ltd.
  80,009   800,824
#
HanmiGlobal Co., Ltd.
  62,832   487,650
#
Hanon Systems
  798,183   6,683,904
 
Hans Biomed Corp.
  38,098   638,382
 
Hansae Co., Ltd.
  79,799   711,110
#
Hansae Yes24 Holdings Co., Ltd.
  107,868   356,272
 
Hanshin Construction
  79,841   952,636
#
Hanshin Machinery Co.
  130,040   147,804
 
Hansol Chemical Co., Ltd.
  50,428   6,417,204
*
Hansol Holdings Co., Ltd.
  485,846   1,334,039
#*
Hansol HomeDeco Co., Ltd.
  481,896   453,164
 
Hansol Paper Co., Ltd.
  185,081   2,140,640
*
Hansol Technics Co., Ltd.
  195,654   1,531,436
#
Hanssem Co., Ltd.
  34,741   2,976,960
*
Hanwha Aerospace Co., Ltd.
  249,329   5,105,246
 
Hanwha Corp.
  453,718   9,690,113
*
Hanwha General Insurance Co., Ltd.
  517,920   1,230,196
#*
Hanwha Investment & Securities Co., Ltd.
  1,064,120   1,579,193
 
Hanwha Life Insurance Co., Ltd.
  2,034,142   2,506,129
 
Hanwha Solutions Corp.
  673,677   14,460,816
#
Hanyang Eng Co., Ltd.
  90,734   829,996
 
Hanyang Securities Co., Ltd.
  11,785   81,831
*
Harim Co., Ltd.
  200,781   471,784
 
Harim Holdings Co., Ltd.
  76,884   431,144
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
HB Technology Co., Ltd.
  253,292   $489,791
 
HDC Holdings Co., Ltd.
  318,853   2,603,442
 
HDC Hyundai Engineering Plastics Co., Ltd.
  103,147   357,319
#
HDC I-Controls Co., Ltd.
  22,652   155,998
*
Heung-A Shipping Co., Ltd.
  418,319   67,941
#*
Heungkuk Fire & Marine Insurance Co., Ltd.
  157,831   293,615
 
High Tech Pharm Co., Ltd.
  21,787   188,842
 
Hite Jinro Co., Ltd.
  101,130   3,537,376
 
Hitejinro Holdings Co., Ltd.
  49,977   897,482
#*
HJ Magnolia Yongpyong Hotel & Resort Corp.
  161,365   610,366
#*
HMM Co., Ltd
  398,875   1,974,352
#*
Home Center Holdings Co., Ltd.
  164,515   204,646
*
Homecast Co., Ltd.
  85,344   255,992
#
Hotel Shilla Co., Ltd.
  158,499   9,377,930
 
HS Industries Co., Ltd.
  422,135   2,454,234
 
HS R&A Co., Ltd.
  346,381   537,588
#*
HSD Engine Co., Ltd.
  104,384   413,402
*
Huayi Brothers Korea Co., Ltd.
  5,415   13,613
 
Huchems Fine Chemical Corp.
  118,372   1,655,759
*
Hugel, Inc.
  12,147   1,603,202
*
Humax Co., Ltd.
  73,125   270,224
 
Humedix Co., Ltd.
  31,665   758,601
#*
Huneed Technologies
  79,988   466,604
 
Huons Co., Ltd.
  63,190   3,199,699
 
Huons Global Co., Ltd.
  50,954   1,389,700
#
Huvis Corp.
  133,799   742,687
#
Huvitz Co., Ltd.
  63,825   370,592
#
Hwa Shin Co., Ltd.
  135,189   256,059
#
Hwacheon Machine Tool Co., Ltd.
  3,319   88,817
#
Hwail Pharm Co., Ltd.
  46,878   524,527
#
Hwangkum Steel & Technology Co., Ltd.
  53,686   276,878
 
HwaSung Industrial Co., Ltd.
  77,393   757,093
 
Hy-Lok Corp.
  62,440   690,889
*
Hyosung Advanced Materials Corp.
  24,691   2,749,756
 
Hyosung Chemical Corp.
  20,005   1,803,235
 
Hyosung Corp.
  54,736   3,144,611
 
Hyosung TNC Co., Ltd.
  23,590   2,253,012
 
HyosungITX Co., Ltd.
  8,136   186,674
#*
Hyulim ROBOT Co., Ltd.
  195,951   126,368
#*
Hyundai Bioscience Co., Ltd.
  56,841   594,540
 
Hyundai BNG Steel Co., Ltd.
  88,071   554,610
*
Hyundai Construction Equipment Co., Ltd.
  92,753   1,777,418
#
Hyundai Corp Holdings, Inc.
  28,838   242,649
 
Hyundai Corp.
  49,866   620,846
 
Hyundai Department Store Co., Ltd.
  62,181   3,119,732
#*
Hyundai Electric & Energy System Co., Ltd.
  90,416   947,924
 
Hyundai Elevator Co., Ltd.
  82,318   3,206,509
 
Hyundai Engineering & Construction Co., Ltd.
  230,610   6,661,411
 
Hyundai Glovis Co., Ltd.
  119,013   11,157,495
 
Hyundai Greenfood Co., Ltd.
  291,096   1,931,359
 
Hyundai Heavy Industries Holdings Co., Ltd.
  46,850   9,317,758
 
Hyundai Home Shopping Network Corp.
  40,309   2,051,494
 
Hyundai Hy Communications & Networks Co., Ltd.
  305,040   1,018,271
 
Hyundai Livart Furniture Co., Ltd.
  86,141   1,382,955
 
Hyundai Marine & Fire Insurance Co., Ltd.
  621,900   12,171,790
 
Hyundai Mipo Dockyard Co., Ltd.
  178,360   4,685,655
 
Hyundai Mobis Co., Ltd.
  112,064   19,391,184
 
Hyundai Motor Co.
  273,788   29,202,424
 
Hyundai Motor Securities Co., Ltd.
  137,344   1,077,014
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
Hyundai Pharmaceutical Co., Ltd.
  39,143   $198,741
*
Hyundai Rotem Co., Ltd.
  100,303   1,523,552
 
Hyundai Steel Co.
  301,346   6,293,708
 
Hyundai Telecommunication Co., Ltd.
  47,349   280,392
 
Hyundai Wia Corp.
  130,373   4,171,515
#
HyVision System, Inc.
  47,645   477,659
 
I&C Technology Co., Ltd.
  23,375   89,288
#
i3system, Inc.
  22,022   452,201
*
iA, Inc.
  623,338   233,442
#
ICD Co., Ltd.
  65,269   856,165
*
IHQ, Inc.
  641,346   798,867
*
Il Dong Pharmaceutical Co., Ltd.
  31,099   417,451
#
Iljin Diamond Co., Ltd.
  17,918   839,674
*
Iljin Display Co., Ltd.
  53,529   155,932
*
Iljin Electric Co., Ltd.
  86,144   206,415
 
Iljin Holdings Co., Ltd.
  104,126   426,065
#
Iljin Materials Co., Ltd.
  35,973   1,535,749
#
Ilshin Spinning Co., Ltd.
  12,280   699,271
#*
Ilshin Stone Co., Ltd.
  134,868   272,868
#
ilShinbiobase Co., Ltd.
  119,594   351,033
#
Ilsung Pharmaceuticals Co., Ltd.
  3,576   249,238
 
Ilyang Pharmaceutical Co., Ltd.
  48,569   3,442,041
 
iMarketKorea, Inc.
  110,659   790,658
 
InBody Co., Ltd.
  78,092   1,095,305
*
INCON Co., Ltd.
  39,163   29,166
*
Incross Co., Ltd.
  9,948   328,210
 
Industrial Bank of Korea
  1,061,407   7,242,528
#*
Infinitt Healthcare Co., Ltd.
  44,793   262,600
 
INITECH Co., Ltd.
  27,616   103,464
 
Innocean Worldwide, Inc.
  28,722   1,204,946
#
InnoWireless, Inc.
  21,914   977,762
*
Innox Advanced Materials Co., Ltd.
  59,126   2,593,330
#*
Inscobee, Inc.
  301,722   498,316
*
Insun ENT Co., Ltd.
  84,076   648,318
 
Intelligent Digital Integrated Security Co., Ltd.
  20,066   651,834
*
Interflex Co., Ltd.
  52,039   677,437
 
Interojo Co., Ltd.
  55,380   1,044,513
 
Interpark Corp.
  470,983   1,014,197
 
INTOPS Co., Ltd.
  102,901   1,237,099
 
Inzi Controls Co., Ltd.
  42,989   185,982
 
INZI Display Co., Ltd.
  124,958   184,040
*
Iones Co., Ltd.
  30,757   197,373
 
IS Dongseo Co., Ltd.
  128,445   4,728,001
#
ISC Co., Ltd.
  53,055   999,355
 
i-SENS, Inc.
  58,633   1,409,161
 
ISU Chemical Co., Ltd.
  105,222   771,766
 
IsuPetasys Co., Ltd.
  124,399   448,690
 
It's Hanbul Co., Ltd.
  9,529   209,237
*
Jahwa Electronics Co., Ltd.
  101,955   1,059,782
#
JASTECH, Ltd.
  37,761   308,837
*
Jayjun Cosmetic Co., Ltd.
  118,202   298,964
 
JB Financial Group Co., Ltd.
  1,753,103   6,777,102
#*
JC Hyun System, Inc.
  57,068   287,750
*
Jcontentree Corp.
  32,131   798,550
*
Jeju Semiconductor Corp.
  83,002   211,310
*
Jejuair Co., Ltd.
  45,941   602,360
#*
Jeongsan Aikang Co., Ltd.
  125,996   203,315
 
Jinro Distillers Co., Ltd.
  10,945   276,232
 
Jinsung T.E.C.
  76,654   504,044
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
JLS Co., Ltd.
  38,347   $189,145
*
JNK Heaters Co., Ltd.
  21,580   131,865
 
JS Corp.
  7,469   44,224
 
Jusung Engineering Co., Ltd.
  286,052   1,685,699
#
JVM Co., Ltd.
  15,359   427,402
 
JW Holdings Corp.
  73,367   329,977
 
JW Life Science Corp.
  35,153   578,271
 
JW Pharmaceutical Corp.
  44,928   1,358,023
#
JYP Entertainment Corp.
  199,482   5,013,517
 
Kakao Corp.
  24,900   7,223,872
*
Kanglim Co., Ltd.
  17,922   25,418
 
Kangnam Jevisco Co., Ltd.
  30,776   387,945
 
Kangwon Land, Inc.
  230,469   4,424,608
#
KAON Media Co., Ltd.
  131,806   659,922
 
KB Financial Group, Inc.
  1,155,887   34,208,774
 
KB Financial Group, Inc., ADR
  439,337   12,855,001
 
KC Co., Ltd.
  56,156   1,095,779
 
KC Green Holdings Co., Ltd.
  105,220   363,858
#
KC Tech Co., Ltd.
  70,767   1,384,041
 
KCC Corp.
  32,238   3,644,122
#
KCC Engineering & Construction Co., Ltd.
  66,356   383,922
*
KCC Glass Corp.
  30,292   818,079
 
KCI, Ltd.
  7,564   66,726
 
KCO Energy, Inc.
  70   0
*
KD Corp.
  271,938   21,185
#*
KEC Corp.
  566,370   390,773
#
KEPCO Engineering & Construction Co., Inc.
  43,939   598,414
 
KEPCO Plant Service & Engineering Co., Ltd.
  96,518   2,385,563
#
Keyang Electric Machinery Co., Ltd.
  167,779   395,569
*
KEYEAST Co., Ltd.
  96,668   1,215,733
#
KG Eco Technology Service Co., Ltd.
  169,587   591,854
 
Kginicis Co., Ltd.
  111,969   2,234,567
 
KGMobilians Co., Ltd.
  75,381   729,078
#*
KH Vatec Co., Ltd.
  79,037   1,624,789
 
Kia Motors Corp.
  987,684   33,617,181
 
KINX, Inc.
  4,462   242,583
 
KISCO Corp.
  130,306   489,047
 
KISCO Holdings Co., Ltd.
  45,474   434,591
 
KISWIRE, Ltd.
  55,511   731,548
#*
Kiwi Media Group Co., Ltd.
  1,506,170   35,556
 
KIWOOM Securities Co., Ltd.
  68,454   5,528,277
 
KL-Net Corp.
  116,727   231,048
 
KM Corp.
  6,557   104,785
 
KMH Co., Ltd.
  110,933   732,689
#*
KMW Co., Ltd.
  28,876   1,731,946
#
Kocom Co., Ltd.
  25,809   138,587
#*
Kodaco Co., Ltd.
  447,742   428,425
 
Koentec Co., Ltd.
  54,279   409,742
 
Koh Young Technology, Inc.
  34,394   2,838,980
 
Kolmar BNH Co., Ltd.
  44,329   2,222,982
 
Kolmar Korea Holdings Co., Ltd.
  50,051   1,223,609
 
Kolon Corp.
  50,494   798,184
#
Kolon Global Corp.
  68,716   606,307
 
Kolon Industries, Inc.
  167,127   4,743,332
 
Kolon Plastic, Inc.
  73,775   278,708
 
Komelon Corp.
  7,669   54,668
 
KoMiCo, Ltd.
  10,430   347,965
*
KONA I Co., Ltd.
  11,919   97,916
 
Kook Soon Dang Brewery Co., Ltd.
  54,601   177,093
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
Korea Aerospace Industries, Ltd.
  242,168   $4,884,953
 
Korea Airport Service Co., Ltd.
  97   2,717
#
Korea Alcohol Industrial Co., Ltd.
  74,450   1,139,709
 
Korea Asset In Trust Co., Ltd.
  255,135   600,435
 
Korea Autoglass Corp.
  89,999   1,090,745
#
Korea Cast Iron Pipe Industries Co., Ltd.
  29,890   228,920
#*
Korea Circuit Co., Ltd.
  61,216   836,720
*
Korea District Heating Corp.
  17,823   511,795
#*
Korea Electric Power Corp., Sponsored ADR
  672,517   5,265,808
*
Korea Electric Power Corp.
  328,558   5,271,074
 
Korea Electric Terminal Co., Ltd.
  48,134   1,572,467
#
Korea Electronic Certification Authority, Inc.
  46,611   228,153
 
Korea Electronic Power Industrial Development Co., Ltd.
  93,274   252,868
 
Korea Export Packaging Industrial Co., Ltd.
  9,242   146,246
 
Korea Flange Co., Ltd.
  151,815   297,927
 
Korea Gas Corp.
  162,002   3,454,365
#*
Korea Information & Communications Co., Ltd.
  93,081   718,080
#
Korea Information Certificate Authority, Inc.
  31,107   157,823
 
Korea Investment Holdings Co., Ltd.
  296,806   12,157,184
*
Korea Line Corp.
  112,357   1,540,183
#*
Korea Materials & Analysis Corp.
  98,437   137,406
 
Korea Petrochemical Ind Co., Ltd.
  30,410   2,976,381
 
Korea Real Estate Investment & Trust Co., Ltd.
  771,733   1,112,451
*
Korea Shipbuilding & Offshore Engineering Co., Ltd.
  83,238   6,250,879
 
Korea United Pharm, Inc.
  57,626   1,198,150
 
Korea Zinc Co., Ltd.
  30,565   10,628,297
#*
Korean Air Lines Co., Ltd.
  692,941   10,151,100
 
Korean Reinsurance Co.
  848,200   5,078,712
 
Kortek Corp.
  84,288   630,230
 
KPX Chemical Co., Ltd.
  15,304   577,196
#*
KSIGN Co., Ltd.
  111,591   120,244
 
KSS LINE, Ltd.
  143,752   1,021,196
#
KT Corp., Sponsored ADR
  309,798   3,054,608
 
KT Corp.
  35,348   705,453
*
KT Hitel Co., Ltd.
  95,811   400,463
 
KT Skylife Co., Ltd.
  196,628   1,394,136
#
KT Submarine Co., Ltd.
  92,378   368,816
 
KT&G Corp.
  307,789   20,890,841
#
KTB Investment & Securities Co., Ltd.
  360,786   743,772
#
KTCS Corp.
  235,785   359,266
 
Ktis Corp.
  209,053   385,229
#
Kuk Young G&M
  79,758   170,355
#
Kukbo Design Co., Ltd.
  21,962   287,251
#
Kukdo Chemical Co., Ltd.
  27,905   923,873
#
Kukdong Oil & Chemicals Co., Ltd.
  45,496   118,166
#*
Kuk-il Paper Manufacturing Co., Ltd.
  363,623   1,666,896
#*
Kukje Pharma Co., Ltd.
  23,155   194,925
*
Kum Yang Co., Ltd.
  19,425   71,750
 
Kumho Industrial Co., Ltd.
  97,708   560,388
 
Kumho Petrochemical Co., Ltd.
  137,345   9,768,906
*
Kumho Tire Co., Inc.
  609,813   1,480,999
 
Kumkang Kind Co., Ltd.
  122,176   369,933
 
Kwang Dong Pharmaceutical Co., Ltd.
  218,470   1,680,518
#
Kwang Myung Electric Co., Ltd.
  106,295   169,035
 
Kyeryong Construction Industrial Co., Ltd.
  64,593   1,384,942
 
Kyobo Securities Co., Ltd.
  156,376   882,629
 
Kyongbo Pharmaceutical Co., Ltd.
  55,105   484,544
#
Kyung Dong Navien Co., Ltd.
  35,842   1,523,479
 
Kyung Nong Corp.
  12,631   143,331
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
Kyungbang Co., Ltd.
  103,753   $993,327
 
KyungDong City Gas Co., Ltd.
  22,884   319,647
 
Kyungdong Pharm Co., Ltd.
  62,505   659,361
 
Kyung-In Synthetic Corp.
  97,671   735,511
 
L&F Co., Ltd.
  61,138   2,085,129
*
L&K Biomed Co., Ltd.
  26,871   166,092
#*
LabGenomics Co., Ltd.
  30,845   1,350,594
#
LB Semicon, Inc.
  309,634   2,470,274
 
Leadcorp, Inc. (The)
  130,935   851,875
*
Leaders Cosmetics Co., Ltd.
  3,037   10,260
 
LEENO Industrial, Inc.
  51,287   5,931,692
#*
Leenos Corp.
  81,145   81,653
 
LF Corp.
  177,233   1,779,440
 
LG Chem, Ltd.
  79,668   38,148,192
 
LG Corp.
  262,300   16,288,129
#*
LG Display Co., Ltd., ADR
  590,161   3,133,755
#*
LG Display Co., Ltd.
  1,689,339   17,881,822
 
LG Electronics, Inc.
  869,500   51,704,582
#
LG Hausys, Ltd.
  71,940   3,784,457
 
LG HelloVision Co., Ltd.
  251,531   841,256
 
LG Household & Health Care, Ltd.
  29,699   34,252,693
 
LG Innotek Co., Ltd.
  106,870   14,505,855
 
LG International Corp.
  223,277   2,838,084
 
LG Uplus Corp.
  1,204,736   11,597,235
 
LIG Nex1 Co., Ltd.
  48,734   1,378,067
#
Lion Chemtech Co., Ltd.
  55,748   363,065
#*
Livefinancial Co., Ltd.
  151,440   179,291
#*
Liveplex Co., Ltd.
  230,169   143,175
#
LMS Co., Ltd.
  35,029   268,249
*
Lock & Lock Co., Ltd.
  87,156   813,757
*
LONGTU KOREA, Inc.
  2,592   11,760
*
LOT Vacuum Co., Ltd.
  57,892   735,213
 
Lotte Chemical Corp.
  43,402   6,155,273
 
Lotte Chilsung Beverage Co., Ltd.
  11,265   957,100
 
Lotte Confectionery Co., Ltd.
  787   72,849
 
Lotte Corp.
  70,584   1,843,161
 
LOTTE Fine Chemical Co., Ltd.
  153,724   5,654,150
 
Lotte Food Co., Ltd.
  2,883   796,977
 
LOTTE Himart Co., Ltd.
  67,421   1,729,627
*
Lotte Non-Life Insurance Co., Ltd.
  700,759   1,003,839
 
Lotte Shopping Co., Ltd.
  40,801   2,674,500
#*
Lotte Tour Development Co., Ltd.
  21,895   302,930
 
LS Cable & System Asia, Ltd.
  52,587   295,447
 
LS Corp.
  87,605   3,091,822
 
LS Electric Co., Ltd.
  105,020   4,735,933
*
Lumens Co., Ltd.
  191,159   309,284
*
Lutronic Corp.
  71,530   350,026
*
LVMC Holdings
  200,121   606,711
 
Macquarie Korea Infrastructure Fund
  1,256,585   11,930,174
 
Maeil Holdings Co., Ltd.
  49,818   338,779
 
MAKUS, Inc.
  17,927   64,764
 
Mando Corp.
  270,835   6,286,270
#*
Maniker Co., Ltd.
  611,854   400,755
#
Mcnex Co., Ltd.
  99,175   3,232,054
#*
ME2ON Co., Ltd.
  194,785   1,361,356
*
Mediana Co., Ltd.
  4,014   66,984
#*
Medience Co., Ltd.
  37,164   98,143
*
Medipost Co., Ltd.
  9,503   222,817
 
Medy-Tox, Inc.
  26,476   3,845,522
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
Meerecompany, Inc.
  15,910   $361,350
#
MegaStudy Co., Ltd.
  64,702   553,570
 
MegaStudyEdu Co., Ltd.
  64,900   1,851,959
 
Meritz Financial Group, Inc.
  297,335   2,125,430
 
Meritz Fire & Marine Insurance Co., Ltd.
  500,359   5,217,108
 
Meritz Securities Co., Ltd.
  2,065,114   5,348,335
#
META BIOMED Co., Ltd.
  46,200   108,813
#*
Mgame Corp.
  85,404   408,589
 
Mi Chang Oil Industrial Co., Ltd.
  3,141   152,816
#
MiCo, Ltd.
  168,474   2,366,487
 
Minwise Co., Ltd.
  66,136   779,557
 
Mirae Asset Daewoo Co., Ltd.
  1,117,897   7,422,774
 
Mirae Asset Life Insurance Co., Ltd.
  453,305   1,219,661
*
Mirae Corp.
  24,107   66,326
 
Miwon Chemicals Co., Ltd.
  1,485   64,620
 
Miwon Commercial Co., Ltd.
  3,977   273,194
 
Miwon Specialty Chemical Co., Ltd.
  10,292   693,164
 
MK Electron Co., Ltd.
  140,020   1,172,995
*
MNTech Co., Ltd.
  113,061   298,484
#*
Mobase Co., Ltd.
  116,705   353,303
*
Mobile Appliance, Inc.
  34,266   102,085
 
Modetour Network, Inc.
  50,955   482,889
#
Monalisa Co., Ltd.
  53,629   263,495
 
Moorim P&P Co., Ltd.
  196,125   491,594
#
Moorim Paper Co., Ltd.
  190,936   332,983
 
Motonic Corp.
  42,474   267,101
#*
MP Group, Inc.
  104,321   21,589
#*
Muhak Co., Ltd.
  101,125   458,807
#
Multicampus Co., Ltd.
  17,880   439,899
*
MyungMoon Pharm Co., Ltd.
  69,474   345,272
#
Nam Hwa Construction Co., Ltd.
  34,033   434,108
#
Namhae Chemical Corp.
  97,701   634,631
*
NamKwang Engineering & Construction Co., Ltd.
  4,022   35,324
#*
Namsun Aluminum Co., Ltd.
  565,100   2,641,450
*
Namuga Co., Ltd.
  16,252   254,890
 
Namyang Dairy Products Co., Ltd.
  2,543   648,911
*
Namyeung Vivien
  4,560   3,810
*
NanoenTek, Inc.
  6,498   64,579
 
Nasmedia Co., Ltd.
  22,380   560,235
#*
Nature & Environment Co., Ltd.
  51,916   66,206
 
NAVER Corp.
  163,139   41,445,737
 
NCSoft Corp.
  21,902   14,923,933
 
NeoPharm Co., Ltd.
  39,131   1,033,742
#*
Neowiz
  71,991   1,714,780
 
NEOWIZ HOLDINGS Corp.
  24,725   335,510
#
NEPES Corp.
  147,428   4,272,646
#*
Netmarble Corp.
  28,980   3,117,446
*
New Power Plasma Co., Ltd.
  11,645   58,826
 
Nexen Corp.
  189,956   642,014
 
Nexen Tire Corp.
  312,568   1,372,487
*
Next Entertainment World Co., Ltd.
  44,760   183,349
#*
NextEye Co., Ltd.
  28,610   32,865
 
Nexturn Co., Ltd.
  9,371   59,344
 
NH Investment & Securities Co., Ltd.
  515,094   3,803,072
*
NHN Corp.
  31,421   2,177,272
#
NHN KCP Corp.
  79,803   4,192,399
 
NICE Holdings Co., Ltd.
  208,433   3,573,303
 
Nice Information & Telecommunication, Inc.
  60,644   1,208,909
 
NICE Information Service Co., Ltd.
  288,652   4,918,394
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
NICE Total Cash Management Co., Ltd.
  160,830   $848,924
#*
NK Co., Ltd.
  195,316   169,251
 
Nong Shim Holdings Co., Ltd.
  17,781   1,202,343
#
Nong Woo Bio Co., Ltd.
  22,919   223,545
#
NongShim Co., Ltd.
  9,619   2,984,362
 
Noroo Holdings Co., Ltd.
  17,027   132,935
#
NOROO Paint & Coatings Co., Ltd.
  77,213   477,334
 
NPC
  89,214   257,036
#
NS Shopping Co., Ltd.
  128,176   1,356,843
*
nTels Co., Ltd.
  4,593   35,946
 
Nuri Telecom Co., Ltd.
  46,052   255,294
*
NUVOTEC Co., Ltd.
  46,960   66,057
*
OCI Co., Ltd.
  93,588   4,420,496
#*
Omnisystem Co., Ltd.
  105,167   248,066
 
Openbase, Inc.
  89,344   256,641
#
Opto Device Technology Co., Ltd.
  72,879   289,785
 
OptoElectronics Solutions Co., Ltd.
  44,988   2,275,289
#
OPTRON-TEC, Inc.
  211,470   1,128,173
#*
Orbitech Co., Ltd.
  60,366   148,747
#*
Orientbio, Inc.
  138,146   87,044
 
Orion Corp.
  30,176   3,394,109
 
Orion Holdings Corp.
  212,684   2,223,590
#*
OSANGJAIEL Co., Ltd.
  38,370   414,837
*
Osstem Implant Co., Ltd.
  83,386   2,579,584
#*
Osung Advanced Materials Co., Ltd.
  231,893   433,250
 
Ottogi Corp.
  4,097   1,917,997
#
Paik Kwang Industrial Co., Ltd.
  169,605   529,447
*
Pan Ocean Co., Ltd.
  959,073   2,838,864
 
Pang Rim Co., Ltd.
  34,057   49,390
#
Pan-Pacific Co., Ltd.
  306,517   455,902
 
Paradise Co., Ltd.
  104,217   1,148,109
 
Partron Co., Ltd.
  335,922   3,165,849
*
Paru Co., Ltd.
  106,491   226,734
*
Pearl Abyss Corp.
  10,593   1,677,857
 
Pharma Research Products Co., Ltd.
  12,639   631,493
#*
Pharmicell Co., Ltd.
  97,848   1,869,452
 
PI Advanced Materials Co., Ltd.
  85,454   2,449,070
*
PNE Solution Co., Ltd.
  52,975   930,050
#*
Pobis TNC Co., Ltd.
  174,113   143,093
#*
POLUS BioPharm, Inc.
  44,171   8,516
 
POSCO, Sponsored ADR
  395,138   15,813,423
 
POSCO
  240,194   38,759,942
#
POSCO Chemical Co., Ltd.
  47,061   2,999,229
 
Posco ICT Co., Ltd.
  261,944   956,961
 
Posco International Corp.
  393,955   4,592,949
#
Posco M-Tech Co., Ltd.
  120,524   465,238
 
Power Logics Co., Ltd.
  335,861   2,133,531
#
Protec Co., Ltd.
  41,135   1,001,069
 
PS TEC Co., Ltd.
  37,133   124,168
#
PSK, Inc.
  100,555   2,620,477
 
Pulmuone Co., Ltd.
  105,860   1,581,352
#
Pungkuk Alcohol Industry Co., Ltd.
  27,641   548,729
 
Pyeong Hwa Automotive Co., Ltd.
  75,333   400,719
*
RaonSecure Co., Ltd.
  39,956   125,129
 
Rayence Co., Ltd.
  36,773   363,332
*
Redrover Co., Ltd.
  372,004   35,713
#
Reyon Pharmaceutical Co., Ltd.
  21,606   294,306
 
RFHIC Corp.
  10,310   316,172
#*
RFTech Co., Ltd.
  93,446   798,693
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
*
Robostar Co., Ltd.
  11,293   $133,098
 
S Net Systems, Inc.
  58,918   348,466
 
S&S Tech Corp.
  39,811   1,464,074
#*
S&T Corp.
  5,847   76,210
*
S&T Dynamics Co., Ltd.
  209,892   888,312
*
S&T Holdings Co., Ltd.
  69,485   909,974
*
S&T Motiv Co., Ltd.
  73,394   2,769,956
#*
S.Y. Co., Ltd.
  93,024   280,426
 
S-1 Corp.
  82,528   6,269,209
 
Sajo Industries Co., Ltd.
  20,151   567,557
 
Sajodaerim Corp.
  2,461   29,528
*
Sajodongaone Co., Ltd.
  20,593   14,832
#
Sam Chun Dang Pharm Co., Ltd.
  43,712   1,773,994
#*
SAM KANG M&T Co., Ltd.
  69,895   551,835
#
Sam Young Electronics Co., Ltd.
  97,628   641,985
 
Sam Yung Trading Co., Ltd.
  97,142   1,056,781
 
Sambo Corrugated Board Co., Ltd.
  17,238   111,340
#*
Sambo Motors Co., Ltd.
  77,790   334,913
*
Sambon Electronics Co., Ltd.
  62,983   70,745
 
Samchully Co., Ltd.
  12,871   838,431
*
Samchuly Bicycle Co., Ltd.
  8,435   84,435
#
Samho Development Co., Ltd.
  159,080   577,034
 
SAMHWA Paints Industrial Co., Ltd.
  67,880   284,499
 
Samick Musical Instruments Co., Ltd.
  248,383   305,352
#
Samick THK Co., Ltd.
  36,331   326,019
 
Samil Pharmaceutical Co., Ltd.
  8,986   144,310
#
Samji Electronics Co., Ltd.
  51,364   481,480
#
Samjin LND Co., Ltd.
  95,857   239,875
 
Samjin Pharmaceutical Co., Ltd.
  85,656   2,064,217
*
Samkee Automotive Co., Ltd.
  249,407   597,564
 
Sammok S-Form Co., Ltd.
  29,195   196,032
 
SAMPYO Cement Co., Ltd.
  212,168   643,333
*
Samsung Biologics Co., Ltd.
  8,919   5,499,080
 
Samsung C&T Corp.
  110,281   9,823,404
 
Samsung Card Co., Ltd.
  140,432   3,335,261
#
Samsung Electro-Mechanics Co., Ltd.
  240,915   28,500,605
 
Samsung Electronics Co., Ltd., GDR
  130   156,438
 
Samsung Electronics Co., Ltd.
  21,925,296   1,071,573,408
 
Samsung Electronics Co., Ltd., GDR
  36   43,416
*
Samsung Engineering Co., Ltd.
  328,787   3,297,678
 
Samsung Fire & Marine Insurance Co., Ltd.
  142,403   20,497,460
*
Samsung Heavy Industries Co., Ltd.
  1,025,714   4,942,972
 
Samsung Life Insurance Co., Ltd.
  154,077   6,155,066
#*
Samsung Pharmaceutical Co., Ltd.
  232,980   833,771
 
Samsung Publishing Co., Ltd.
  4,454   83,940
 
Samsung SDI Co., Ltd.
  36,176   12,111,055
 
Samsung SDS Co., Ltd.
  62,750   8,794,736
 
Samsung Securities Co., Ltd.
  231,688   5,640,663
 
SAMT Co., Ltd.
  320,421   590,336
#
Samwha Capacitor Co., Ltd.
  72,012   3,677,464
#
Samwha Electric Co., Ltd.
  16,326   265,226
 
Samyang Corp.
  25,145   1,346,022
#
Samyang Foods Co., Ltd.
  28,685   2,874,484
 
Samyang Holdings Corp.
  33,138   1,988,332
#
Samyang Tongsang Co., Ltd.
  11,508   545,587
 
Sang-A Frontec Co., Ltd.
  48,694   1,970,462
*
Sangbo Corp.
  104,283   90,329
#
Sangsangin Co., Ltd.
  351,112   1,661,350
 
Sangsin Energy Display Precision Co., Ltd.
  25,727   227,666
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
 
SaraminHR Co., Ltd.
  39,297   $829,045
#
Satrec Initiative Co., Ltd.
  22,982   462,406
 
SAVEZONE I&C Corp.
  104,700   194,491
*
SBI Investment Korea Co., Ltd.
  193,051   119,042
*
SBS Media Holdings Co., Ltd.
  328,508   519,997
#*
SBW
  1,027,902   690,570
#*
S-Connect Co., Ltd.
  230,038   355,977
#*
SD Biotechnologies Co., Ltd.
  36,398   158,062
#*
SDN Co., Ltd.
  201,770   440,079
 
Seah Besteel Corp.
  101,562   934,764
 
SeAH Holdings Corp.
  495   30,700
 
SeAH Steel Corp.
  16,679   882,297
#
SeAH Steel Holdings Corp.
  16,201   545,804
 
Sebang Co., Ltd.
  90,492   755,950
 
Sebang Global Battery Co., Ltd.
  61,684   1,536,095
#
Seegene, Inc.
  48,834   10,654,888
 
Sejin Heavy Industries Co., Ltd.
  21,401   125,246
#
Sejong Industrial Co., Ltd.
  91,862   454,455
*
Sejong Telecom, Inc.
  1,779,080   407,258
#
Sekonix Co., Ltd.
  61,933   255,603
#*
Selvas AI, Inc.
  76,838   200,253
 
Sempio Foods Co.
  8,094   318,737
 
Semyung Electric Machinery Co., Ltd.
  4,892   16,393
#
S-Energy Co., Ltd.
  112,260   617,322
*
Seobu T&D
  204,512   1,240,754
#
Seohan Co., Ltd.
  841,006   795,642
 
Seohee Construction Co., Ltd.
  1,220,667   1,139,685
 
Seojin System Co., Ltd.
  18,316   585,653
#*
Seoul Auction Co., Ltd.
  27,683   95,591
*
Seoul Electronics & Telecom
  73,908   49,006
#*
Seoul Food Industrial Co., Ltd.
  1,169,428   156,702
#
Seoul Pharma Co., Ltd.
  20,628   183,958
 
Seoul Semiconductor Co., Ltd.
  193,052   2,895,447
#
Seoulin Bioscience Co., Ltd.
  27,867   321,638
 
SEOWONINTECH Co., Ltd.
  30,019   187,172
 
Seoyon Co., Ltd.
  129,667   729,618
 
Seoyon E-Hwa Co., Ltd.
  56,651   171,500
 
Sewha P&C, Inc.
  6,930   27,416
#*
Sewon Cellontech Co., Ltd.
  190,028   432,030
 
Sewon Precision Industry Co., Ltd.
  8,303   10,571
 
SEWOONMEDICAL Co., Ltd.
  119,343   371,537
 
SFA Engineering Corp.
  118,581   3,514,240
#*
SFA Semicon Co., Ltd.
  664,108   3,437,097
#*
SG Corp.
  380,523   201,512
#*
SH Energy & Chemical Co., Ltd.
  492,639   336,944
#*
Shin Poong Pharmaceutical Co., Ltd.
  63,370   3,673,384
 
Shindaeyang Paper Co., Ltd.
  15,591   727,654
 
Shinhan Financial Group Co., Ltd.
  1,478,212   37,093,111
#
Shinhan Financial Group Co., Ltd., ADR
  296,626   7,365,224
#
Shinil Electronics Co., Ltd.
  224,260   375,519
 
Shinsegae Engineering & Construction Co., Ltd.
  20,226   403,353
#
Shinsegae Food Co., Ltd.
  15,687   715,545
 
Shinsegae International, Inc.
  8,380   1,043,067
 
Shinsegae, Inc.
  47,921   8,431,737
#*
Shinsung E&G Co., Ltd.
  541,943   627,117
#*
Shinsung Tongsang Co., Ltd.
  688,482   1,368,363
#
Shinwha Intertek Corp.
  240,196   549,498
#*
Shinwon Corp.
  300,027   419,166
 
Shinyoung Securities Co., Ltd.
  26,970   1,014,048
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
#
SHOWBOX Corp.
  290,338   $687,382
*
Signetics Corp.
  272,494   164,405
#
SIGONG TECH Co., Ltd.
  67,289   291,823
 
Silicon Works Co., Ltd.
  52,466   2,125,275
 
Silla Co., Ltd.
  49,175   412,137
#
SIMMTECH Co., Ltd.
  125,218   2,031,970
 
SIMPAC, Inc.
  77,838   158,454
 
Sindoh Co., Ltd.
  37,903   739,097
 
Sinil Pharm Co., Ltd.
  21,225   557,009
#
SinSin Pharmaceutical Co., Ltd.
  16,393   139,648
 
SK Bioland Co., Ltd.
  41,103   1,001,513
 
SK Chemicals Co., Ltd.
  11,069   2,504,515
#
SK D&D Co., Ltd.
  26,088   733,686
#
SK Discovery Co., Ltd.
  107,275   4,367,760
 
SK Holdings Co., Ltd.
  66,171   12,334,006
 
SK Hynix, Inc.
  2,287,099   160,134,089
 
SK Innovation Co., Ltd.
  184,073   19,694,005
#
SK Materials Co., Ltd.
  22,194   4,573,581
 
SK Networks Co., Ltd.
  1,480,375   6,335,335
#
SK Securities Co., Ltd.
  3,486,638   2,457,494
 
SK Telecom Co., Ltd., Sponsored ADR
  28,295   574,106
 
SK Telecom Co., Ltd.
  49,785   9,220,714
 
SKC Co., Ltd.
  59,577   3,506,876
#*
SKC Solmics Co., Ltd.
  163,369   619,719
 
SL Corp.
  96,561   925,054
*
SM Culture & Contents Co., Ltd.
  84,196   120,476
*
SM Entertainment Co., Ltd.
  53,663   1,411,428
#*
S-MAC Co., Ltd.
  861,286   1,023,256
 
SMCore, Inc.
  6,422   44,372
#*
SMEC Co., Ltd.
  181,561   286,273
*
SNU Precision Co., Ltd.
  68,293   207,220
 
S-Oil Corp.
  46,162   2,372,382
#*
Solborn, Inc.
  92,627   266,594
*
Solid, Inc.
  81,917   555,501
 
Songwon Industrial Co., Ltd.
  150,359   1,637,485
#*
Sonokong Co., Ltd.
  62,623   87,483
 
Soulbrain Holdings Co., Ltd.
  62,794   5,054,511
 
SPC Samlip Co., Ltd.
  19,009   1,042,369
 
SPG Co., Ltd.
  49,432   267,917
 
Spigen Korea Co., Ltd.
  17,324   935,046
#
Ssangyong Cement Industrial Co., Ltd.
  504,185   2,141,999
#*
Ssangyong Motor Co.
  365,833   1,132,347
*
ST Pharm Co., Ltd.
  29,504   1,524,629
 
Suheung Co., Ltd.
  46,817   2,312,125
 
Sun Kwang Co., Ltd.
  26,496   369,348
#*
SundayToz Corp.
  23,349   469,929
 
Sung Bo Chemicals Co., Ltd.
  63,949   237,517
 
Sung Kwang Bend Co., Ltd.
  146,579   924,270
#*
Sungchang Enterprise Holdings, Ltd.
  609,733   906,503
 
Sungdo Engineering & Construction Co., Ltd.
  78,386   237,345
 
Sungshin Cement Co., Ltd.
  174,096   1,156,707
 
Sungwoo Hitech Co., Ltd.
  462,785   1,143,050
#
Sunjin Co., Ltd.
  92,108   765,953
#*
Sunny Electronics Corp.
  119,120   361,202
#*
Suprema, Inc.
  23,021   621,216
*
Synopex, Inc.
  577,794   2,167,559
 
Systems Technology, Inc.
  67,715   1,098,981
 
Tae Kyung Industrial Co., Ltd.
  49,374   203,610
 
Taekwang Industrial Co., Ltd.
  2,973   1,702,872
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
*
Taewoong Co., Ltd.
  65,836   $710,451
 
Taeyoung Engineering & Construction Co., Ltd.
  392,507   5,286,991
*
Taihan Electric Wire Co., Ltd.
  942,855   635,675
#*
Taihan Fiberoptics Co., Ltd.
  284,013   901,278
*
Taihan Textile Co., Ltd.
  3,055   85,271
 
Tailim Packaging Co., Ltd.
  141,994   423,829
*
TBH Global Co., Ltd.
  112,552   164,061
#
TechWing, Inc.
  74,580   1,340,164
*
Tego Science, Inc.
  414   10,404
*
Telcon RF Pharmaceutical, Inc.
  175,381   812,651
 
Telechips, Inc.
  52,440   376,388
 
TES Co., Ltd.
  58,139   1,250,432
*
Theragen Etex Co., Ltd.
  21,162   189,831
*
Thinkware Systems Corp.
  59,187   511,719
#*
TK Chemical Corp.
  460,312   795,807
 
TK Corp.
  118,686   742,046
*
TOBESOFT Co., Ltd.
  22,650   28,995
#
Tokai Carbon Korea Co., Ltd.
  38,774   3,036,749
#*
Tong Yang Moolsan Co., Ltd.
  697,095   716,739
 
Tongyang Life Insurance Co., Ltd.
  390,591   981,970
#
Tongyang, Inc.
  1,298,678   1,302,964
*
Tonymoly Co., Ltd.
  15,374   137,196
 
Top Engineering Co., Ltd.
  106,655   758,253
#
Toptec Co., Ltd.
  95,895   1,426,448
 
Tovis Co., Ltd.
  131,202   797,213
#
TS Corp.
  34,446   578,335
*
T'way Holdings, Inc.
  209,945   179,139
 
UBCare Co., Ltd.
  73,933   759,986
 
Ubiquoss Holdings, Inc.
  23,512   624,909
#
Ubiquoss, Inc.
  20,226   636,081
 
UIL Co., Ltd.
  77,480   267,588
 
Uju Electronics Co., Ltd.
  50,213   1,242,945
*
Uni-Chem Co., Ltd.
  21,981   25,934
#
Unick Corp.
  63,959   389,111
 
Unid Co., Ltd.
  47,148   1,900,694
#
Union Semiconductor Equipment & Materials Co., Ltd.
  92,662   518,935
#
Uniquest Corp.
  63,201   606,044
#*
Unison Co., Ltd.
  239,545   409,325
#
UniTest, Inc.
  77,391   981,940
 
Value Added Technology Co., Ltd.
  49,947   998,880
*
Viatron Technologies, Inc.
  47,800   390,465
#*
VICTEK Co., Ltd.
  75,937   474,729
 
Vieworks Co., Ltd.
  39,106   1,186,442
 
Visang Education, Inc.
  56,082   328,503
 
Vitzrocell Co., Ltd.
  89,663   1,455,544
*
W Holding Co., Ltd.
  254,127   56,268
*
Webzen, Inc.
  99,814   2,795,290
#*
Welcron Co., Ltd.
  23,706   118,837
 
Wemade Co., Ltd.
  33,329   1,037,513
#
Whanin Pharmaceutical Co., Ltd.
  49,039   632,064
#*
WillBes & Co. (The)
  590,360   636,789
#
Winix, Inc.
  52,263   841,636
 
Wins Co., Ltd.
  39,739   554,757
#
WiSoL Co., Ltd.
  197,113   2,608,108
#*
WIZIT Co., Ltd.
  316,484   186,945
*
WONIK CUBE Corp.
  64,656   88,426
*
Wonik Holdings Co., Ltd.
  282,483   1,176,679
*
WONIK IPS Co., Ltd.
  55,442   1,794,788
 
Wonik Materials Co., Ltd.
  54,043   1,312,912
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
SOUTH KOREA — (Continued)
*
Wonik QnC Corp.
  39,655   $518,367
 
Woojin, Inc.
  10,731   33,894
 
Woori Financial Group, Inc.
  1,456,460   10,416,945
*
Woori Investment Bank Co., Ltd.
  1,609,403   790,314
*
Woori Technology Investment Co., Ltd.
  59,779   134,707
#*
Woori Technology, Inc.
  183,605   114,656
#*
Wooridul Pharmaceutical, Ltd.
  51,632   406,042
#
Woorison F&G Co., Ltd.
  172,798   280,004
#
Woory Industrial Co., Ltd.
  33,002   533,583
#*
Woosu AMS Co., Ltd.
  132,228   436,193
#
WooSung Feed Co., Ltd.
  162,652   454,700
 
Worldex Industry & Trading Co., Ltd.
  18,504   208,139
 
Y G-1 Co., Ltd.
  141,798   541,202
*
YeaRimDang Publishing Co., Ltd.
  25,665   48,433
*
Yeong Hwa Metal Co., Ltd.
  36,310   67,465
#*
Yest Co., Ltd.
  20,395   140,333
*
YG Entertainment, Inc.
  27,777   951,574
*
YIK Corp.
  14,394   67,343
*
YJM Games Co., Ltd.
  128,890   220,356
*
YMC Co., Ltd.
  33,067   339,994
 
Yonwoo Co., Ltd.
  22,729   315,735
 
Yoosung Enterprise Co., Ltd.
  134,656   281,290
#
Youlchon Chemical Co., Ltd.
  57,701   800,784
 
Young Poong Corp.
  2,563   1,121,308
 
Young Poong Precision Corp.
  79,053   488,046
 
Youngone Corp.
  147,354   2,989,089
 
Youngone Holdings Co., Ltd.
  40,502   1,183,403
#*
YoungWoo DSP Co., Ltd.
  112,767   170,441
 
YTN Co., Ltd.
  12,525   29,476
*
Yuanta Securities Korea Co., Ltd.
  983,785   2,363,472
 
Yuhan Corp.
  128,835   6,195,609
 
YuHwa Securities Co., Ltd.
  32,205   58,202
*
Yungjin Pharmaceutical Co., Ltd.
  265,384   1,460,716
*
Yuyang DNU Co., Ltd.
  38,183   29,325
#
Yuyu Pharma, Inc.
  14,689   194,761
#
Zeus Co., Ltd.
  39,435   465,160
TOTAL SOUTH KOREA
      3,303,064,540
TAIWAN — (16.5%)
 
Sino American Electronic Co.
  247,836   0
 
Aaeon Technology, Inc.
  5,000   12,263
 
ABC Taiwan Electronics Corp.
  440,613   314,670
 
Ability Enterprise Co., Ltd.
  2,687,974   1,119,750
#
Ability Opto-Electronics Technology Co., Ltd.
  387,471   462,905
 
AcBel Polytech, Inc.
  1,913,468   1,472,024
 
Accton Technology Corp.
  1,829,369   14,331,248
 
Ace Pillar Co., Ltd.
  213,000   161,363
#
Acer, Inc.
  13,913,595   9,611,821
#
ACES Electronic Co., Ltd.
  871,000   779,460
*
Acon Holding, Inc.
  1,339,000   409,027
#
Acter Group Corp., Ltd.
  333,705   2,185,950
 
Action Electronics Co., Ltd.
  1,476,000   519,287
#
Actron Technology Corp.
  338,757   915,213
#
A-DATA Technology Co., Ltd.
  957,465   1,980,074
 
Addcn Technology Co., Ltd.
  134,146   969,333
 
Advanced Ceramic X Corp.
  251,000   3,502,338
 
Advanced International Multitech Co., Ltd.
  1,049,000   1,091,014
*
Advanced Lithium Electrochemistry Cayman Co., Ltd.
  59,619   29,064
#*
Advanced Optoelectronic Technology, Inc.
  451,000   362,922
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Advanced Power Electronics Corp.
  59,000   $55,363
#
Advanced Wireless Semiconductor Co.
  1,115,120   3,699,523
#
Advancetek Enterprise Co., Ltd.
  1,501,662   913,705
 
Advantech Co., Ltd.
  1,112,465   11,707,799
 
Aerospace Industrial Development Corp.
  3,097,000   2,817,366
#*
AGV Products Corp.
  3,458,603   852,067
 
Airmate Cayman International Co., Ltd.
  19,682   16,718
 
Airtac International Group
  275,299   5,775,046
 
Alchip Technologies, Ltd.
  381,000   7,795,049
 
Alcor Micro Corp.
  189,000   122,488
#*
ALI Corp.
  1,258,256   1,182,245
 
All Ring Tech Co., Ltd.
  276,000   588,505
 
Allied Circuit Co., Ltd.
  92,000   414,858
#
Allis Electric Co., Ltd.
  635,100   537,730
#
Alltek Technology Corp.
  829,304   524,649
#
Alltop Technology Co., Ltd.
  379,000   1,166,274
#
Alpha Networks, Inc.
  2,383,873   2,021,526
 
Altek Corp.
  2,348,159   2,196,789
#
Amazing Microelectronic Corp.
  411,577   1,266,156
 
Ambassador Hotel (The)
  1,786,000   1,728,821
 
Ampire Co., Ltd.
  330,000   257,496
#
AMPOC Far-East Co., Ltd.
  587,567   656,846
*
AmTRAN Technology Co., Ltd.
  7,806,944   2,519,043
 
Anderson Industrial Corp.
  296,247   78,082
#
Anpec Electronics Corp.
  441,702   1,271,145
#
Apacer Technology, Inc.
  641,005   943,668
 
APAQ Technology Co., Ltd.
  259,520   347,330
 
APCB, Inc.
  1,101,000   774,809
#
Apex Biotechnology Corp.
  530,625   482,898
#
Apex International Co., Ltd.
  791,916   2,173,945
#
Apex Medical Corp.
  365,463   453,101
#*
Apex Science & Engineering
  567,870   240,506
#
Arcadyan Technology Corp.
  1,404,759   3,706,858
 
Ardentec Corp.
  3,903,993   4,669,478
#
Argosy Research, Inc.
  82,000   346,946
 
ASE Technology Holding Co., Ltd., ADR
  498,749   2,498,732
#
ASE Technology Holding Co., Ltd.
  19,110,387   48,960,266
 
Asia Cement Corp.
  9,219,655   12,567,792
 
Asia Electronic Material Co., Ltd.
  211,000   98,192
#
Asia Optical Co., Inc.
  1,490,000   3,517,461
*
Asia Pacific Telecom Co., Ltd.
  6,898,415   1,726,280
#*
Asia Plastic Recycling Holding, Ltd.
  2,132,533   367,795
 
Asia Polymer Corp.
  3,108,273   1,819,722
 
Asia Tech Image, Inc.
  317,000   579,519
#
Asia Vital Components Co., Ltd.
  1,714,864   2,767,423
 
ASMedia Technology, Inc.
  146,048   9,240,891
#
ASPEED Technology, Inc.
  167,999   6,703,265
 
ASROCK, Inc.
  202,000   1,162,354
 
Asustek Computer, Inc.
  2,349,861   17,331,087
 
Aten International Co., Ltd.
  569,715   1,631,573
#*
AU Optronics Corp.
  43,012,497   14,652,425
#
Audix Corp.
  575,375   782,389
#
AURAS Technology Co., Ltd.
  516,303   4,007,509
 
Aurona Industries, Inc.
  463,000   253,800
 
Aurora Corp.
  359,258   1,043,719
#
Avalue Technology, Inc.
  396,000   790,640
 
Avermedia Technologies
  1,682,037   2,058,600
 
AVY Precision Technology, Inc.
  1,013,396   819,827
#
Awea Mechantronic Co., Ltd.
  182,062   195,553
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
#
Axiomtek Co., Ltd.
  314,000   $613,843
*
Azurewave Technologies, Inc.
  57,000   51,535
 
Bank of Kaohsiung Co., Ltd.
  4,691,571   1,585,834
 
Baolong International Co., Ltd.
  140,000   60,031
 
Basso Industry Corp.
  736,284   976,019
#
BenQ Materials Corp.
  1,015,000   628,157
 
BES Engineering Corp.
  14,114,050   3,600,231
#
Bin Chuan Enterprise Co., Ltd.
  801,257   703,236
 
Bionet Corp.
  41,000   61,180
 
Bionime Corp.
  157,000   397,856
#*
Biostar Microtech International Corp.
  1,240,712   408,236
#
Bioteque Corp.
  451,680   2,431,913
#
Bizlink Holding, Inc.
  1,171,291   7,819,715
*
Boardtek Electronics Corp.
  571,000   508,335
 
Bon Fame Co., Ltd.
  147,000   184,680
#
Bright Led Electronics Corp.
  574,180   274,014
#
Brighton-Best International Taiwan, Inc.
  425,749   378,019
#
C Sun Manufacturing, Ltd.
  836,740   803,097
*
Cameo Communications, Inc.
  2,192,116   668,779
 
Capital Futures Corp.
  657,808   846,062
 
Capital Securities Corp.
  20,645,554   8,383,576
#
Career Technology MFG. Co., Ltd.
  3,711,766   3,903,187
#
Carnival Industrial Corp.
  672,530   216,181
#
Casetek Holdings, Ltd.
  1,613,221   3,830,007
#
Caswell, Inc.
  97,000   490,880
#
Catcher Technology Co., Ltd.
  2,450,872   18,096,409
 
Cathay Chemical Works
  32,000   19,320
 
Cathay Financial Holding Co., Ltd.
  28,895,816   39,062,000
 
Cathay Real Estate Development Co., Ltd.
  5,989,600   3,812,797
#
Cayman Engley Industrial Co., Ltd.
  308,801   757,536
 
CCP Contact Probes Co., Ltd.
  46,000   50,464
#
Celxpert Energy Corp.
  558,000   671,375
 
Center Laboratories, Inc.
  1,479,967   3,782,759
#
Central Reinsurance Co., Ltd.
  1,079,312   691,457
 
Chailease Holding Co., Ltd.
  6,743,003   28,219,446
*
Chain Chon Industrial Co., Ltd.
  1,538,000   423,196
#
ChainQui Construction Development Co., Ltd.
  784,497   573,868
*
Champion Building Materials Co., Ltd.
  3,170,390   573,424
 
Chang Hwa Commercial Bank, Ltd.
  22,672,278   14,697,788
 
Chang Wah Electromaterials, Inc.
  193,520   1,199,893
#
Chang Wah Technology Co., Ltd.
  502,980   545,841
#
Channel Well Technology Co., Ltd.
  997,000   1,026,560
 
Chant Sincere Co., Ltd.
  124,000   147,982
 
Charoen Pokphand Enterprise
  1,203,620   2,758,487
#
Chaun-Choung Technology Corp.
  161,000   1,387,184
 
CHC Healthcare Group
  560,000   826,620
#
CHC Resources Corp.
  447,048   662,323
#
Chen Full International Co., Ltd.
  514,000   692,884
#
Chenbro Micom Co., Ltd.
  588,000   1,709,922
*
Cheng Fwa Industrial Co., Ltd.
  58,000   21,152
 
Cheng Loong Corp.
  6,928,160   5,489,843
#*
Cheng Mei Materials Technology Corp.
  6,365,200   1,682,837
 
Cheng Shin Rubber Industry Co., Ltd.
  7,889,508   9,151,662
 
Cheng Uei Precision Industry Co., Ltd.
  3,382,630   4,596,483
 
Chenming Electronic Technology Corp.
  830,708   359,827
#
Chia Chang Co., Ltd.
  776,000   1,006,783
 
Chia Hsin Cement Corp.
  3,249,747   1,842,107
 
Chian Hsing Forging Industrial Co., Ltd.
  341,000   451,792
 
Chicony Electronics Co., Ltd.
  3,889,689   11,521,043
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Chicony Power Technology Co., Ltd.
  1,383,696   $3,195,924
#
Chieftek Precision Co., Ltd.
  364,375   1,033,443
 
Chien Kuo Construction Co., Ltd.
  1,672,364   613,725
#
Chilisin Electronics Corp.
  1,827,925   5,858,760
 
Chime Ball Technology Co., Ltd.
  162,282   191,723
*
China Airlines, Ltd.
  28,439,057   7,757,579
 
China Bills Finance Corp.
  3,921,000   1,961,317
#
China Chemical & Pharmaceutical Co., Ltd.
  1,553,000   1,184,201
 
China Development Financial Holding Corp.
  38,414,157   11,330,201
 
China Ecotek Corp.
  132,000   143,548
#
China Electric Manufacturing Corp.
  2,777,398   1,043,271
 
China Fineblanking Technology Co., Ltd.
  325,681   429,960
 
China General Plastics Corp.
  2,599,626   1,535,795
 
China Glaze Co., Ltd.
  796,022   282,793
 
China Life Insurance Co., Ltd.
  11,201,154   7,768,705
 
China Man-Made Fiber Corp.
  15,365,488   3,247,574
#
China Metal Products
  2,857,405   2,626,022
 
China Motor Corp.
  1,922,286   2,543,568
#
China Petrochemical Development Corp.
  30,693,941   8,475,314
#
China Steel Chemical Corp.
  927,998   3,121,245
 
China Steel Corp.
  44,416,440   30,048,038
#
China Steel Structure Co., Ltd.
  765,000   656,664
 
China Wire & Cable Co., Ltd.
  1,045,680   1,020,653
 
Chinese Maritime Transport, Ltd.
  674,964   536,160
#
Ching Feng Home Fashions Co., Ltd.
  640,659   667,283
 
Chin-Poon Industrial Co., Ltd.
  3,365,617   2,954,769
 
Chipbond Technology Corp.
  5,734,000   11,706,273
 
ChipMOS Techinologies, Inc.
  2,687,155   2,924,747
 
ChipMOS Technologies, Inc., ADR
  62,027   1,351,578
#
Chlitina Holding, Ltd.
  402,000   2,856,251
#
Chong Hong Construction Co., Ltd.
  1,075,739   3,287,268
 
Chroma ATE, Inc.
  1,332,705   7,489,067
 
Chun YU Works & Co., Ltd.
  1,435,000   779,228
 
Chun Yuan Steel Industry Co., Ltd.
  3,015,177   1,003,576
 
Chung Hsin Electric & Machinery Manufacturing Corp.
  2,943,500   3,076,490
#
Chung Hung Steel Corp.
  10,658,926   2,945,378
 
Chung Hwa Food Industrial Co., Ltd.
  16,650   50,231
#*
Chung Hwa Pulp Corp.
  3,840,308   1,090,972
#
Chunghwa Chemical Synthesis & Biotech Co., Ltd.
  212,000   376,186
#
Chunghwa Precision Test Tech Co., Ltd.
  130,000   3,723,101
#
Chunghwa Telecom Co., Ltd., Sponsored ADR
  300,734   11,091,070
 
Chunghwa Telecom Co., Ltd.
  6,972,000   26,055,291
*
Chuwa Wool Industry Co., Taiwan Ltd.
  25,000   35,561
 
Chyang Sheng Dyeing & Finishing Co., Ltd.
  1,785,000   691,601
 
Cleanaway Co., Ltd.
  655,000   3,457,303
 
Clevo Co.
  3,859,482   4,336,846
#
CMC Magnetics Corp.
  10,741,944   2,758,771
#
C-Media Electronics, Inc.
  61,000   63,852
*
CoAsia Electronics Corp.
  490,642   194,535
 
Coland Holdings, Ltd.
  35,000   31,913
#
Collins Co., Ltd.
  280,060   130,430
 
Compal Electronics, Inc.
  26,978,560   17,134,242
 
Compeq Manufacturing Co., Ltd.
  7,443,000   12,337,917
#
Compucase Enterprise
  358,000   372,894
*
Concord Securities Co., Ltd.
  5,686,863   1,988,040
#
Concraft Holding Co., Ltd.
  439,075   1,920,633
#
Continental Holdings Corp.
  3,816,250   1,773,345
 
Contrel Technology Co., Ltd.
  942,000   470,455
#
Coremax Corp.
  326,545   666,038
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Coretronic Corp.
  4,503,600   $5,462,898
#
Co-Tech Development Corp.
  918,800   1,292,268
#
Cowealth Medical Holding Co., Ltd.
  180,369   213,325
#*
Coxon Precise Industrial Co., Ltd.
  720,000   300,371
 
Creative Sensor, Inc.
  864,000   498,705
*
CSBC Corp. Taiwan
  1,128,157   955,079
 
CTBC Financial Holding Co., Ltd.
  64,354,931   42,618,601
 
CTCI Corp.
  3,605,896   4,297,907
 
C-Tech United Corp.
  174,819   84,309
#
Cub Elecparts, Inc.
  444,769   1,828,730
#
CviLux Corp.
  649,378   682,523
#
Cyberlink Corp.
  49,504   182,138
#
CyberPower Systems, Inc.
  264,000   732,040
 
CyberTAN Technology, Inc.
  2,430,873   1,257,161
#
Cypress Technology Co., Ltd.
  279,100   735,234
#
DA CIN Construction Co., Ltd.
  1,710,809   1,296,672
#
Dadi Early-Childhood Education Group, Ltd.
  172,502   1,042,379
 
Dafeng TV, Ltd.
  405,061   562,845
#
Da-Li Development Co., Ltd.
  1,354,635   1,302,074
*
Danen Technology Corp.
  464,279   106,523
#
Darfon Electronics Corp.
  1,281,700   1,567,502
#*
Darwin Precisions Corp.
  3,110,304   1,275,485
 
Davicom Semiconductor, Inc.
  86,392   63,157
 
Daxin Materials Corp.
  334,500   1,010,169
#
De Licacy Industrial Co., Ltd.
  1,677,469   1,045,785
#
Delpha Construction Co., Ltd.
  1,131,754   635,219
 
Delta Electronics, Inc.
  3,713,028   25,380,257
 
Depo Auto Parts Ind Co., Ltd.
  981,634   1,687,843
#
Dimerco Data System Corp.
  56,000   102,351
#
Dimerco Express Corp.
  910,000   1,208,377
#
D-Link Corp.
  4,747,758   2,848,159
 
Draytek Corp.
  173,000   162,078
#
Dyaco International, Inc.
  43,408   111,650
 
DYNACOLOR, Inc.
  254,000   260,955
*
Dynamic Electronics Co., Ltd.
  1,230,381   743,313
 
Dynapack International Technology Corp.
  874,000   2,488,389
 
E Ink Holdings, Inc.
  5,159,000   7,206,291
 
E.Sun Financial Holding Co., Ltd.
  50,285,201   46,529,183
 
Eastern Media International Corp.
  2,677,615   1,413,655
#
Eclat Textile Co., Ltd.
  849,518   10,041,069
#
ECOVE Environment Corp.
  168,000   1,232,023
#
Edimax Technology Co., Ltd.
  1,232,423   465,048
 
Edison Opto Corp.
  846,000   329,593
#
Edom Technology Co., Ltd.
  1,336,038   764,485
 
eGalax_eMPIA Technology, Inc.
  358,451   708,625
#
Egis Technology, Inc.
  527,000   3,500,693
 
Elan Microelectronics Corp.
  1,424,026   7,652,524
*
E-Lead Electronic Co., Ltd.
  350,846   194,803
#
E-LIFE MALL Corp.
  407,000   966,163
 
Elite Advanced Laser Corp.
  839,320   2,006,079
#
Elite Material Co., Ltd.
  1,911,839   11,553,929
 
Elite Semiconductor Microelectronics Technology, Inc.
  1,865,390   2,548,583
*
Elitegroup Computer Systems Co., Ltd.
  3,247,028   1,322,489
 
eMemory Technology, Inc.
  360,000   6,731,620
#
Emerging Display Technologies Corp.
  861,000   556,678
#
Ennoconn Corp.
  378,531   3,384,278
#
EnTie Commercial Bank Co., Ltd.
  2,316,166   1,128,057
*
Epileds Technologies, Inc.
  362,000   235,271
*
Epistar Corp.
  7,546,261   11,682,347
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Eslite Spectrum Corp. (The)
  33,550   $88,884
#
Eson Precision Ind. Co., Ltd.
  711,000   822,842
 
Eternal Materials Co., Ltd.
  5,526,999   5,840,505
*
Etron Technology, Inc.
  1,493,000   506,433
#
Eurocharm Holdings Co., Ltd.
  266,000   865,538
 
Eva Airways Corp.
  26,969,695   10,000,153
#*
Everest Textile Co., Ltd.
  3,827,684   1,217,845
 
Evergreen International Storage & Transport Corp.
  5,269,000   2,400,058
*
Evergreen Marine Corp. Taiwan, Ltd.
  22,025,920   8,267,493
 
Everlight Chemical Industrial Corp.
  3,567,756   2,015,473
 
Everlight Electronics Co., Ltd.
  3,800,570   4,721,807
#*
Everspring Industry Co., Ltd.
  545,000   329,450
#
Excellence Opto, Inc.
  141,000   122,912
#
Excelliance Mos Corp.
  147,000   607,488
#
Excelsior Medical Co., Ltd.
  1,274,707   2,512,086
 
EZconn Corp.
  348,600   429,559
 
Far Eastern Department Stores, Ltd.
  10,473,000   8,419,181
 
Far Eastern International Bank
  25,346,999   9,518,001
 
Far Eastern New Century Corp.
  12,616,705   11,032,948
 
Far EasTone Telecommunications Co., Ltd.
  7,283,000   15,691,071
#
Faraday Technology Corp.
  1,044,893   1,676,701
#
Farglory F T Z Investment Holding Co., Ltd.
  787,385   713,129
 
Farglory Land Development Co., Ltd.
  3,574,105   5,186,323
*
Federal Corp.
  3,430,938   2,639,017
#
Feedback Technology Corp.
  167,200   454,776
 
Feng Hsin Steel Co., Ltd.
  2,992,131   5,385,862
 
Feng TAY Enterprise Co., Ltd.
  1,097,321   6,572,504
 
Firich Enterprises Co., Ltd.
  22,000   21,646
#*
First Copper Technology Co., Ltd.
  1,965,000   525,748
 
First Financial Holding Co., Ltd.
  35,148,141   28,323,975
 
First Hi-Tec Enterprise Co., Ltd.
  331,496   499,229
 
First Hotel
  1,220,293   571,056
 
First Insurance Co., Ltd. (The)
  2,208,640   980,424
#
First Steamship Co., Ltd.
  4,075,194   1,315,696
#
FIT Holding Co., Ltd.
  953,436   1,297,921
#
FLEXium Interconnect, Inc.
  1,867,724   9,043,223
 
Flytech Technology Co., Ltd.
  684,070   1,511,627
 
FocalTech Systems Co., Ltd.
  1,686,174   2,125,987
 
Forest Water Environment Engineering Co., Ltd.
  271,277   426,479
#
Formosa Advanced Technologies Co., Ltd.
  1,499,000   1,827,312
#
Formosa Chemicals & Fibre Corp.
  6,170,198   14,195,573
 
Formosa International Hotels Corp.
  414,975   1,935,074
#
Formosa Laboratories, Inc.
  669,467   1,141,276
#
Formosa Oilseed Processing Co., Ltd.
  304,891   361,843
#
Formosa Optical Technology Co., Ltd.
  200,000   455,984
 
Formosa Petrochemical Corp.
  1,294,000   3,606,648
 
Formosa Plastics Corp.
  5,991,770   16,047,170
 
Formosa Sumco Technology Corp.
  86,000   381,230
 
Formosa Taffeta Co., Ltd.
  3,969,460   4,094,162
 
Formosan Rubber Group, Inc.
  2,467,143   1,454,727
 
Formosan Union Chemical
  2,499,936   1,183,044
#
Fortune Electric Co., Ltd.
  752,304   863,318
 
Founding Construction & Development Co., Ltd.
  1,440,882   789,585
 
Foxconn Technology Co., Ltd.
  4,068,241   7,537,006
 
Foxsemicon Integrated Technology, Inc.
  485,402   3,423,315
#
Froch Enterprise Co., Ltd.
  1,721,384   586,942
 
FSP Technology, Inc.
  1,204,619   982,868
 
Fubon Financial Holding Co., Ltd.
  22,268,387   31,714,324
#
Fulgent Sun International Holding Co., Ltd.
  874,226   3,210,772
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Fullerton Technology Co., Ltd.
  758,670   $449,500
#
Fulltech Fiber Glass Corp.
  2,930,215   1,021,358
#
Fwusow Industry Co., Ltd.
  825,294   556,446
#
G Shank Enterprise Co., Ltd.
  1,264,510   886,121
*
G Tech Optoelectronics Corp.
  220,955   55,834
 
Gallant Precision Machining Co., Ltd.
  740,000   529,395
#
Gamania Digital Entertainment Co., Ltd.
  192,000   436,167
#
GCS Holdings, Inc.
  365,000   664,201
 
GEM Services, Inc.
  451,970   917,951
#
Gemtek Technology Corp.
  2,603,574   2,142,656
#
General Interface Solution Holding, Ltd.
  2,098,000   9,855,654
 
General Plastic Industrial Co., Ltd.
  563,478   513,334
#
Generalplus Technology, Inc.
  303,000   311,909
#
Genesys Logic, Inc.
  527,000   1,383,857
#
Genius Electronic Optical Co., Ltd.
  636,576   14,721,849
 
Genmont Biotech, Inc.
  76,314   59,554
#*
GeoVision, Inc.
  215,840   167,968
 
Getac Technology Corp.
  2,317,281   3,327,510
#
Giant Manufacturing Co., Ltd.
  1,358,363   14,303,744
#*
Giantplus Technology Co., Ltd.
  2,347,000   782,100
#
Gigabyte Technology Co., Ltd.
  2,726,750   7,811,969
 
Gigasolar Materials Corp.
  93,820   326,135
#*
Gigastorage Corp.
  2,359,255   707,880
 
Ginko International Co., Ltd.
  303,000   1,429,956
 
Global Brands Manufacture, Ltd.
  2,359,973   1,251,280
#
Global Lighting Technologies, Inc.
  276,000   1,036,156
 
Global Mixed Mode Technology, Inc.
  277,000   1,471,649
#
Global PMX Co., Ltd.
  300,000   1,697,600
#
Global Unichip Corp.
  451,000   4,483,376
#
Globalwafers Co., Ltd.
  1,104,779   15,814,641
 
Globe Union Industrial Corp.
  1,621,820   678,418
#
Gloria Material Technology Corp.
  4,855,885   2,563,811
#*
GlycoNex, Inc.
  108,000   112,388
*
Gold Circuit Electronics, Ltd.
  1,640,747   2,250,944
 
Golden Friends Corp.
  104,400   200,123
 
Goldsun Building Materials Co., Ltd.
  9,575,672   5,473,658
 
Good Will Instrument Co., Ltd.
  205,342   160,604
#
Gourmet Master Co., Ltd.
  619,102   1,983,886
 
Grand Fortune Securities Co., Ltd.
  1,034,000   335,570
#
Grand Ocean Retail Group, Ltd.
  716,000   578,575
#*
Grand Pacific Petrochemical
  7,669,000   3,627,913
#
Grand Plastic Technology Corp.
  124,000   1,611,721
#
GrandTech CG Systems, Inc.
  400,600   549,946
 
Grape King Bio, Ltd.
  795,000   5,051,435
 
Great China Metal Industry
  1,191,000   845,677
 
Great Taipei Gas Co., Ltd.
  1,528,000   1,604,036
 
Great Wall Enterprise Co., Ltd.
  4,155,240   6,542,499
 
Greatek Electronics, Inc.
  2,858,000   5,100,427
*
Green Energy Technology, Inc.
  2,077,221   4,254
 
GTM Holdings Corp.
  1,145,550   894,094
 
Hannstar Board Corp.
  3,260,831   4,654,444
#*
HannStar Display Corp.
  24,256,323   5,712,236
#*
HannsTouch Solution, Inc.
  4,409,862   1,436,562
 
Hanpin Electron Co., Ltd.
  450,000   440,679
 
Harvatek Corp.
  1,150,839   582,100
 
Hey Song Corp.
  1,998,500   2,163,756
 
Hi-Clearance, Inc.
  111,978   411,181
#
Highlight Tech Corp.
  459,842   562,671
 
Highwealth Construction Corp.
  4,849,130   7,083,156
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
HIM International Music, Inc.
  102,200   $364,081
#
Hiroca Holdings, Ltd.
  503,221   930,292
#
Hitron Technology, Inc.
  1,070,997   781,868
 
Hiwin Technologies Corp.
  836,746   8,824,781
 
Ho Tung Chemical Corp.
  7,343,828   1,967,586
#*
Hocheng Corp.
  2,637,300   728,709
 
Hold-Key Electric Wire & Cable Co., Ltd.
  91,901   26,354
#
Holiday Entertainment Co., Ltd.
  524,400   1,178,475
#
Holtek Semiconductor, Inc.
  1,416,000   3,504,575
 
Holy Stone Enterprise Co., Ltd.
  816,675   3,010,433
 
Hon Hai Precision Industry Co., Ltd.
  26,398,403   70,553,107
 
Hong Pu Real Estate Development Co., Ltd.
  2,104,554   1,706,759
 
Hong TAI Electric Industrial
  2,246,000   867,339
 
Hong YI Fiber Industry Co.
  1,408,680   757,511
*
Horizon Securities Co., Ltd.
  4,081,000   1,294,973
#
Hota Industrial Manufacturing Co., Ltd.
  1,105,762   3,592,112
 
Hotai Motor Co., Ltd.
  900,000   20,583,822
 
Hotron Precision Electronic Industrial Co., Ltd.
  311,259   446,314
 
Howarm United Industries Co.
  115,310   0
#
Hsin Kuang Steel Co., Ltd.
  1,068,783   974,792
 
Hsin Yung Chien Co., Ltd.
  219,555   594,344
 
Hsing TA Cement Co.
  496,222   287,176
#
HTC Corp.
  2,372,619   2,419,759
#
Hu Lane Associate, Inc.
  394,688   1,018,286
 
HUA ENG Wire & Cable Co., Ltd.
  3,861,000   1,127,940
 
Hua Nan Financial Holdings Co., Ltd.
  25,115,624   17,225,693
 
Huaku Development Co., Ltd.
  1,487,400   4,315,182
#
Huang Hsiang Construction Corp.
  1,083,735   1,388,321
#
Hung Ching Development & Construction Co., Ltd.
  1,155,000   814,475
#
Hung Sheng Construction, Ltd.
  4,679,504   2,747,765
 
Huxen Corp.
  239,072   412,055
*
Hwa Fong Rubber Industrial Co., Ltd.
  1,918,112   826,881
 
Hwacom Systems, Inc.
  113,000   64,973
#
Ibase Technology, Inc.
  794,345   1,172,304
 
IBF Financial Holdings Co., Ltd.
  17,759,172   6,881,709
 
Ichia Technologies, Inc.
  1,687,255   904,178
#*
I-Chiun Precision Industry Co., Ltd.
  1,700,211   497,095
 
IEI Integration Corp.
  637,173   1,096,066
#
Infortrend Technology, Inc.
  1,754,866   750,239
#
Info-Tek Corp.
  475,000   281,916
 
Innodisk Corp.
  539,335   3,350,131
#
Innolux Corp.
  37,360,151   10,581,416
#
Inpaq Technology Co., Ltd.
  394,550   447,116
 
Intai Technology Corp.
  204,000   797,340
#*
Integrated Service Technology, Inc.
  685,669   1,650,247
 
IntelliEPI, Inc.
  50,000   83,147
#
International CSRC Investment Holdings Co.
  7,610,083   4,808,311
 
International Games System Co., Ltd.
  319,000   8,172,820
 
Inventec Corp.
  14,069,276   11,982,959
#
Iron Force Industrial Co., Ltd.
  254,682   766,600
 
I-Sheng Electric Wire & Cable Co., Ltd.
  627,000   914,765
 
ITE Technology, Inc.
  1,067,646   2,590,373
#
ITEQ Corp.
  2,002,608   9,144,246
 
J Touch Corp.
  22,100   0
#
Jarllytec Co., Ltd.
  403,828   855,689
 
Jentech Precision Industrial Co., Ltd.
  236,156   2,569,562
 
Jess-Link Products Co., Ltd.
  540,450   610,876
#
Jih Lin Technology Co., Ltd.
  265,000   404,376
 
Jih Sun Financial Holdings Co., Ltd.
  14,173,596   5,121,975
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Jinan Acetate Chemical Co., Ltd.
  4,400   $19,765
 
Jinli Group Holdings, Ltd.
  1,097,681   323,374
#
JMC Electronics Co., Ltd.
  93,000   171,534
#
Jourdeness Group, Ltd.
  290,000   728,545
#*
K Laser Technology, Inc.
  1,088,459   558,201
 
Kaimei Electronic Corp.
  703,307   834,655
#
Kaori Heat Treatment Co., Ltd.
  633,321   1,432,592
#
Kaulin Manufacturing Co., Ltd.
  1,410,684   491,713
#
Kayee International Group Co., Ltd.
  39,000   121,602
 
KEE TAI Properties Co., Ltd.
  4,097,101   1,384,520
#
Kenda Rubber Industrial Co., Ltd.
  3,243,304   3,085,383
#
Kenmec Mechanical Engineering Co., Ltd.
  1,465,000   895,259
 
Kerry TJ Logistics Co., Ltd.
  1,352,000   1,813,330
*
Key Ware Electronics Co., Ltd.
  232,709   91,563
 
Kindom Development Co., Ltd.
  2,791,000   3,375,389
 
King Chou Marine Technology Co., Ltd.
  629,800   645,744
 
King Slide Works Co., Ltd.
  297,450   3,433,104
#
King Yuan Electronics Co., Ltd.
  11,147,032   13,492,872
 
King's Town Bank Co., Ltd.
  7,594,653   9,303,213
*
King's Town Construction Co., Ltd.
  741,690   894,429
 
Kinik Co.
  619,000   1,391,755
#*
Kinko Optical Co., Ltd.
  629,772   750,963
 
Kinpo Electronics
  9,770,892   3,275,118
 
Kinsus Interconnect Technology Corp.
  2,265,476   5,964,742
#
KMC Kuei Meng International, Inc.
  500,951   2,981,366
#
KNH Enterprise Co., Ltd.
  719,150   922,299
#
KS Terminals, Inc.
  730,290   1,038,754
 
Kung Long Batteries Industrial Co., Ltd.
  490,000   2,520,451
*
Kung Sing Engineering Corp.
  3,722,578   1,276,988
 
Kuo Toong International Co., Ltd.
  2,029,735   1,091,701
#
Kuoyang Construction Co., Ltd.
  3,919,418   3,751,609
 
Kwong Fong Industries Corp.
  814,733   383,680
 
Kwong Lung Enterprise Co., Ltd.
  628,000   926,352
 
KYE Systems Corp.
  2,055,107   588,037
 
L&K Engineering Co., Ltd.
  1,470,000   1,649,267
#
La Kaffa International Co., Ltd.
  168,947   756,715
*
LAN FA Textile
  1,592,412   398,739
#
Land Mark Optoelectronics Corp.
  307,600   2,757,292
#
Lanner Electronics, Inc.
  567,705   1,110,561
#
Largan Precision Co., Ltd.
  331,234   43,222,213
#
Laser Tek Taiwan Co., Ltd.
  599,144   490,113
#
Laster Tech Corp., Ltd.
  343,163   308,131
 
Leader Electronics, Inc.
  324,886   75,386
#*
Lealea Enterprise Co., Ltd.
  7,845,965   1,968,348
 
Ledlink Optics, Inc.
  598,858   490,580
#
LEE CHI Enterprises Co., Ltd.
  1,676,000   583,489
#
Lelon Electronics Corp.
  480,765   764,836
#
Lemtech Holdings Co., Ltd.
  156,973   625,817
*
Leofoo Development Co., Ltd.
  1,151,010   660,466
*
LES Enphants Co., Ltd.
  129,239   26,280
*
Lextar Electronics Corp.
  2,607,000   2,146,848
 
Li Cheng Enterprise Co., Ltd.
  557,889   595,166
 
Li Peng Enterprise Co., Ltd.
  6,851,060   1,418,242
 
Lian HWA Food Corp.
  394,181   566,365
#
Lida Holdings, Ltd.
  486,000   541,863
 
Lien Hwa Industrial Holdings Corp.
  4,398,942   7,048,456
 
Lifestyle Global Enterprise, Inc.
  120,000   219,321
*
Lingsen Precision Industries, Ltd.
  2,901,490   1,069,418
#
Lion Travel Service Co., Ltd.
  216,000   504,949
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Lite-On Semiconductor Corp.
  2,417,887   $3,337,476
 
Lite-On Technology Corp.
  12,384,419   20,951,827
 
Long Bon International Co., Ltd.
  2,533,276   1,196,967
 
Long Da Construction & Development Corp.
  354,000   191,072
 
Longchen Paper & Packaging Co., Ltd.
  6,955,880   3,489,968
#
Longwell Co.
  788,000   1,459,830
#
Lotes Co., Ltd.
  548,062   8,420,056
 
Lu Hai Holding Corp.
  355,729   526,865
*
Lucky Cement Corp.
  1,446,000   470,455
#
Lumax International Corp., Ltd.
  485,126   1,112,701
 
Lung Yen Life Service Corp.
  809,000   1,624,490
#*
LuxNet Corp.
  594,952   575,003
#
Macauto Industrial Co., Ltd.
  467,000   1,158,050
#
Machvision, Inc.
  258,890   2,448,985
#
Macroblock, Inc.
  236,790   754,712
#
Macronix International
  10,203,837   11,025,907
#
Makalot Industrial Co., Ltd.
  1,484,636   9,156,456
 
Marketech International Corp.
  17,000   68,083
#
Materials Analysis Technology, Inc.
  428,932   1,375,586
#
Mayer Steel Pipe Corp.
  1,098,905   585,398
 
Maywufa Co., Ltd.
  178,462   109,120
 
MediaTek, Inc.
  1,808,823   43,191,173
#
Mega Financial Holding Co., Ltd.
  15,571,220   17,189,909
#
Meiloon Industrial Co.
  633,889   466,648
 
Mercuries & Associates Holding, Ltd.
  3,579,433   3,606,205
#*
Mercuries Life Insurance Co., Ltd.
  10,266,763   3,319,359
 
Merida Industry Co., Ltd.
  637,588   5,883,026
#
Merry Electronics Co., Ltd.
  1,243,384   6,753,655
*
Microbio Co., Ltd.
  2,870,358   7,166,660
*
Microelectronics Technology, Inc.
  150,772   116,286
#
Micro-Star International Co., Ltd.
  2,770,465   12,325,222
 
Mildef Crete, Inc.
  282,000   422,792
#*
MIN AIK Technology Co., Ltd.
  1,007,249   467,741
#
Mirle Automation Corp.
  1,338,512   2,053,179
 
Mitac Holdings Corp.
  6,958,535   7,022,216
 
MJ International Co., Ltd.
  24,000   59,852
#
Mobiletron Electronics Co., Ltd.
  571,960   594,478
 
momo.com, Inc.
  134,000   2,974,090
 
Mosel Vitelic, Inc.
  242,129   261,916
*
Motech Industries, Inc.
  2,647,003   816,440
#
MPI Corp.
  499,000   2,558,192
#
Nak Sealing Technologies Corp.
  306,549   670,273
 
Namchow Holdings Co., Ltd.
  1,556,000   2,229,696
 
Nan Kang Rubber Tire Co., Ltd.
  2,991,197   4,623,851
 
Nan Liu Enterprise Co., Ltd.
  264,000   2,378,277
#
Nan Ren Lake Leisure Amusement Co., Ltd.
  743,000   254,269
 
Nan Ya Plastics Corp.
  8,702,584   18,147,631
#
Nan Ya Printed Circuit Board Corp.
  1,476,211   5,034,033
 
Nang Kuang Pharmaceutical Co., Ltd.
  267,000   389,683
 
Nantex Industry Co., Ltd.
  2,202,363   2,678,389
#
Nanya Technology Corp.
  4,170,751   8,630,541
 
National Petroleum Co., Ltd.
  651,000   1,011,743
 
Netronix, Inc.
  247,000   342,569
 
New Best Wire Industrial Co., Ltd.
  110,200   97,422
#
New Era Electronics Co., Ltd.
  445,000   240,988
 
Nexcom International Co., Ltd.
  644,267   518,427
 
Nichidenbo Corp.
  1,084,552   1,757,447
*
Nien Hsing Textile Co., Ltd.
  902,656   478,679
 
Nien Made Enterprise Co., Ltd.
  816,000   8,959,346
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Niko Semiconductor Co., Ltd.
  121,000   $151,735
#
Nishoku Technology, Inc.
  249,800   662,480
#
Nova Technology Corp.
  64,000   302,637
 
Novatek Microelectronics Corp.
  2,301,000   22,809,475
#
Nuvoton Technology Corp.
  808,892   1,276,224
 
O-Bank Co., Ltd.
  2,305,000   543,791
#*
Ocean Plastics Co., Ltd.
  784,000   879,668
#
OptoTech Corp.
  2,771,537   1,843,428
 
Orient Europharma Co., Ltd.
  219,000   383,211
*
Orient Semiconductor Electronics, Ltd.
  3,895,637   1,576,565
#
Oriental Union Chemical Corp.
  5,807,819   3,064,704
#
O-TA Precision Industry Co., Ltd.
  388,683   496,262
 
Pacific Construction Co.
  1,133,276   353,958
#
Pacific Hospital Supply Co., Ltd.
  368,000   1,146,009
#
Paiho Shih Holdings Corp.
  733,656   719,029
#
Pan Jit International, Inc.
  1,792,074   1,792,823
 
Pan-International Industrial Corp.
  3,631,854   2,222,838
#
Panion & BF Biotech, Inc.
  40,000   160,352
 
Parade Technologies, Ltd.
  202,805   8,828,016
#*
Paragon Technologies Co., Ltd.
  258,626   266,478
 
Parpro Corp.
  61,000   49,109
 
PCL Technologies, Inc.
  322,067   1,427,980
 
P-Duke Technology Co., Ltd.
  391,410   883,049
 
Pegatron Corp.
  8,081,293   16,953,362
#
Pharmally International Holding Co., Ltd.
  422,490   1,892,957
*
Phihong Technology Co., Ltd.
  2,839,101   867,347
#
Phison Electronics Corp.
  804,000   8,066,391
#
Phoenix Tours International, Inc.
  245,536   248,941
#
Pixart Imaging, Inc.
  645,000   4,390,593
 
Planet Technology Corp.
  181,000   424,622
 
Plastron Precision Co., Ltd.
  375,491   183,941
#
Plotech Co., Ltd.
  684,000   441,948
 
Polytronics Technology Corp.
  379,408   961,532
#
Posiflex Technology, Inc.
  180,939   517,433
#
Pou Chen Corp.
  14,792,005   13,410,228
#
Power Wind Health Industry, Inc.
  170,781   1,024,519
#
Powertech Technology, Inc.
  5,247,580   17,530,418
 
Poya International Co., Ltd.
  277,515   5,827,436
 
President Chain Store Corp.
  2,002,728   19,130,327
 
President Securities Corp.
  9,041,144   5,062,757
#
Primax Electronics, Ltd.
  3,419,000   4,891,412
 
Prince Housing & Development Corp.
  11,096,141   3,704,903
*
Princeton Technology Corp.
  907,000   222,777
 
Pro Hawk Corp.
  65,000   359,540
 
Prodisc Technology, Inc.
  603,000   0
#
Promate Electronic Co., Ltd.
  902,000   1,007,040
*
Promise Technology, Inc.
  128,538   21,753
#
Prosperity Dielectrics Co., Ltd.
  715,687   1,223,897
 
Qisda Corp.
  13,203,525   7,538,296
 
QST International Corp.
  349,000   521,104
 
Qualipoly Chemical Corp.
  685,893   593,961
#
Quang Viet Enterprise Co., Ltd.
  180,000   799,286
 
Quanta Computer, Inc.
  9,500,436   26,543,927
#
Quanta Storage, Inc.
  1,051,000   1,171,587
#*
Quintain Steel Co., Ltd.
  2,864,215   713,443
 
Radiant Opto-Electronics Corp.
  3,420,692   14,624,845
 
Radium Life Tech Co., Ltd.
  7,374,858   2,454,225
 
Rafael Microelectronics, Inc.
  124,000   602,437
#
Realtek Semiconductor Corp.
  1,404,861   17,923,462
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Rechi Precision Co., Ltd.
  2,385,292   $1,563,646
 
Rexon Industrial Corp., Ltd.
  279,559   769,083
#
Rich Development Co., Ltd.
  5,353,769   1,679,900
#
RichWave Technology Corp.
  285,100   2,614,033
*
Right WAY Industrial Co., Ltd.
  295,767   126,759
*
Ritek Corp.
  9,790,382   1,794,977
#*
Roo Hsing Co., Ltd.
  4,277,000   2,092,891
*
Rotam Global Agrosciences, Ltd.
  304,217   138,158
 
Ruentex Development Co., Ltd.
  3,679,827   6,379,050
#
Ruentex Engineering & Construction Co.
  228,000   460,285
 
Ruentex Industries, Ltd.
  2,808,294   6,151,116
*
Sagittarius Life Science Corp.
  47,744   64,884
 
Samebest Co., Ltd.
  176,160   315,574
 
Sampo Corp.
  2,824,895   2,221,050
#
San Fang Chemical Industry Co., Ltd.
  1,168,659   812,070
 
San Far Property, Ltd.
  1,022,204   617,237
#
San Shing Fastech Corp.
  734,622   1,141,065
#
Sanitar Co., Ltd.
  265,000   267,667
 
Sanyang Motor Co., Ltd.
  3,816,802   2,720,849
#
SCI Pharmtech, Inc.
  335,312   1,403,626
#
Scientech Corp.
  263,000   522,220
 
SDI Corp.
  959,000   1,495,426
#
Sea Sonic Electronics Co., Ltd.
  186,000   530,338
 
Senao International Co., Ltd.
  470,547   450,735
 
Senao Networks, Inc.
  143,000   475,374
 
Sercomm Corp.
  1,414,000   3,814,669
#
Sesoda Corp.
  1,710,910   1,290,560
 
Shan-Loong Transportation Co., Ltd.
  588,247   592,929
#
Sharehope Medicine Co., Ltd.
  377,225   505,332
 
Sheng Yu Steel Co., Ltd.
  1,186,000   711,650
 
ShenMao Technology, Inc.
  683,450   477,614
 
Shieh Yih Machinery Industry Co., Ltd.
  412,000   163,008
#
Shih Her Technologies, Inc.
  355,000   617,685
*
Shih Wei Navigation Co., Ltd.
  1,901,641   379,084
 
Shihlin Electric & Engineering Corp.
  1,640,787   2,552,634
 
Shin Hai Gas Corp.
  8,242   11,776
#*
Shin Kong Financial Holding Co., Ltd.
  39,564,614   11,497,449
 
Shin Shin Natural Gas Co.
  9,480   11,286
 
Shin Zu Shing Co., Ltd.
  821,245   4,321,565
*
Shinih Enterprise Co., Ltd.
  119,000   83,571
*
Shining Building Business Co., Ltd.
  3,290,622   1,059,784
 
Shinkong Insurance Co., Ltd.
  2,044,784   2,392,445
 
Shinkong Synthetic Fibers Corp.
  12,032,844   4,579,888
 
Shinkong Textile Co., Ltd.
  869,169   1,317,676
#
Shiny Chemical Industrial Co., Ltd.
  581,660   2,253,122
 
ShunSin Technology Holding, Ltd.
  181,000   685,270
*
Shuttle, Inc.
  2,082,000   672,928
#
Sigurd Microelectronics Corp.
  3,654,523   5,438,013
 
Silergy Corp.
  113,000   6,778,928
#*
Silicon Integrated Systems Corp.
  3,745,817   1,587,069
 
Silitech Technology Corp.
  69,521   64,321
#
Simplo Technology Co., Ltd.
  672,880   7,479,041
 
Sinbon Electronics Co., Ltd.
  1,746,849   10,384,349
 
Sincere Navigation Corp.
  3,227,741   1,573,651
#
Single Well Industrial Corp.
  257,351   182,174
 
Sinher Technology, Inc.
  428,000   615,778
 
Sinmag Equipment Corp.
  326,519   869,439
 
Sino-American Silicon Products, Inc.
  3,554,000   11,864,779
 
Sinon Corp.
  3,537,740   2,379,135
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
SinoPac Financial Holdings Co., Ltd.
  33,214,497   $12,073,687
 
Sinopower Semiconductor, Inc.
  108,000   331,792
#
Sinphar Pharmaceutical Co., Ltd.
  913,507   1,309,615
 
Sinyi Realty Co.
  1,399,314   1,376,663
 
Sirtec International Co., Ltd.
  903,000   819,412
#
Sitronix Technology Corp.
  774,774   3,976,047
 
Siward Crystal Technology Co., Ltd.
  1,148,705   898,293
 
Soft-World International Corp.
  463,000   1,597,932
#*
Solar Applied Materials Technology Co.
  2,619,639   3,870,914
#
Solomon Technology Corp.
  821,000   538,213
#
Solteam, Inc.
  519,930   535,509
#
Sonix Technology Co., Ltd.
  911,000   1,649,798
 
Southeast Cement Co., Ltd.
  1,181,000   659,288
#*
Speed Tech Corp.
  298,000   891,403
 
Spirox Corp.
  452,745   464,599
 
Sporton International, Inc.
  359,479   3,055,617
#
St Shine Optical Co., Ltd.
  376,000   3,976,087
#
Standard Chemical & Pharmaceutical Co., Ltd.
  573,040   815,511
 
Standard Foods Corp.
  2,124,734   4,445,022
 
Stark Technology, Inc.
  612,520   1,363,517
*
Sunko INK Co., Ltd.
  328,000   111,695
 
Sunny Friend Environmental Technology Co., Ltd.
  494,000   4,389,356
#
Sunonwealth Electric Machine Industry Co., Ltd.
  1,663,001   3,146,907
 
Sunplus Technology Co., Ltd.
  4,667,153   1,962,399
#
Sunrex Technology Corp.
  971,145   1,541,099
 
Sunspring Metal Corp.
  991,000   774,666
 
Supreme Electronics Co., Ltd.
  2,218,857   2,248,432
#
Swancor Holding Co., Ltd.
  433,061   1,551,977
 
Sweeten Real Estate Development Co., Ltd.
  1,052,179   791,417
#
Symtek Automation Asia Co., Ltd.
  418,257   942,624
 
Syncmold Enterprise Corp.
  898,000   2,432,773
 
Synmosa Biopharma Corp.
  111,302   91,072
 
Synnex Technology International Corp.
  4,786,732   7,149,987
 
Sysage Technology Co., Ltd.
  704,756   1,014,305
 
Systex Corp.
  930,293   2,573,821
#
T3EX Global Holdings Corp.
  705,000   699,832
#
TA Chen Stainless Pipe
  5,576,694   4,432,999
#
Ta Liang Technology Co., Ltd.
  315,000   468,465
 
Ta Ya Electric Wire & Cable
  4,512,900   1,728,739
 
Ta Yih Industrial Co., Ltd.
  279,000   542,889
#
Tah Hsin Industrial Corp.
  456,300   805,897
 
TAI Roun Products Co., Ltd.
  141,000   52,718
#
TA-I Technology Co., Ltd.
  355,834   883,210
#*
Tai Tung Communication Co., Ltd.
  599,353   361,515
 
Taichung Commercial Bank Co., Ltd.
  23,303,491   9,307,366
 
TaiDoc Technology Corp.
  304,532   2,623,846
 
Taiflex Scientific Co., Ltd.
  1,200,460   2,103,691
#
Taimide Tech, Inc.
  590,940   933,881
#
Tainan Enterprises Co., Ltd.
  771,289   483,331
#
Tainan Spinning Co., Ltd.
  10,098,791   3,791,289
*
Tainergy Tech Co., Ltd.
  892,780   549,984
 
Tainet Communication System Corp.
  32,000   51,434
#
Tai-Saw Technology Co., Ltd.
  309,960   295,474
 
Taishin Financial Holding Co., Ltd.
  43,434,434   19,794,638
#
Taisun Enterprise Co., Ltd.
  939,775   711,155
#
Taita Chemical Co., Ltd.
  1,565,189   854,771
 
Taiwan Business Bank
  23,773,703   8,201,028
 
Taiwan Cement Corp.
  24,203,947   37,177,525
#
Taiwan Chinsan Electronic Industrial Co., Ltd.
  741,448   892,748
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
 
Taiwan Cogeneration Corp.
  2,015,657   $2,706,441
 
Taiwan Cooperative Financial Holding Co., Ltd.
  26,824,881   19,592,659
 
Taiwan FamilyMart Co., Ltd.
  132,000   1,158,618
 
Taiwan Fertilizer Co., Ltd.
  4,258,000   8,117,428
 
Taiwan Fire & Marine Insurance Co., Ltd.
  1,397,880   937,404
 
Taiwan FU Hsing Industrial Co., Ltd.
  1,067,000   1,425,133
*
Taiwan Glass Industry Corp.
  8,283,904   2,858,573
 
Taiwan High Speed Rail Corp.
  6,984,000   7,950,901
 
Taiwan Hon Chuan Enterprise Co., Ltd.
  2,513,545   4,590,812
#
Taiwan Hopax Chemicals Manufacturing Co., Ltd.
  1,094,000   839,139
 
Taiwan Kolin Co., Ltd.
  508,000   0
*
Taiwan Land Development Corp.
  7,468,009   1,772,206
 
Taiwan Line Tek Electronic
  528,071   472,075
 
Taiwan Mobile Co., Ltd.
  5,662,900   20,290,659
 
Taiwan Navigation Co., Ltd.
  1,491,720   793,327
 
Taiwan Paiho, Ltd.
  2,346,152   5,171,793
 
Taiwan PCB Techvest Co., Ltd.
  2,196,816   2,761,966
*
Taiwan Prosperity Chemical Corp.
  9,042   5,500
 
Taiwan Sakura Corp.
  1,176,243   2,025,352
 
Taiwan Sanyo Electric Co., Ltd.
  403,650   478,433
 
Taiwan Secom Co., Ltd.
  1,631,405   4,789,524
 
Taiwan Semiconductor Co., Ltd.
  2,005,000   2,550,127
 
Taiwan Semiconductor Manufacturing Co., Ltd., Sponsored ADR
  6,829,693   538,794,481
#
Taiwan Semiconductor Manufacturing Co., Ltd.
  41,439,652   603,096,016
 
Taiwan Shin Kong Security Co., Ltd.
  1,466,561   1,881,588
#
Taiwan Styrene Monomer
  2,958,404   1,491,110
#
Taiwan Surface Mounting Technology Corp.
  2,411,674   11,093,316
 
Taiwan Taxi Co., Ltd.
  136,710   426,401
 
Taiwan TEA Corp.
  7,766,896   4,415,663
#
Taiwan Union Technology Corp.
  1,429,000   6,622,948
 
Taiyen Biotech Co., Ltd.
  840,910   910,478
#*
Tatung Co., Ltd.
  6,515,588   3,554,512
 
Tayih Lun An Co., Ltd.
  45,000   24,570
#
TCI Co., Ltd.
  486,282   4,698,440
 
Te Chang Construction Co., Ltd.
  440,980   425,687
 
Teco Electric and Machinery Co., Ltd.
  9,888,000   9,190,676
 
Tehmag Foods Corp.
  88,600   656,018
 
Ten Ren Tea Co., Ltd.
  171,170   216,341
 
Tera Autotech Corp.
  23,000   21,834
 
Test Research, Inc.
  983,370   1,817,165
 
Test-Rite International Co., Ltd.
  1,805,166   1,344,002
*
Tex-Ray Industrial Co., Ltd.
  1,129,000   824,664
 
Thinking Electronic Industrial Co., Ltd.
  449,058   1,491,330
#
Thye Ming Industrial Co., Ltd.
  861,992   889,330
#*
Ton Yi Industrial Corp.
  6,218,300   1,924,518
 
Tong Hsing Electronic Industries, Ltd.
  1,207,086   5,793,958
 
Tong Yang Industry Co., Ltd.
  3,157,341   3,727,473
 
Tong-Tai Machine & Tool Co., Ltd.
  2,019,804   866,029
#
TOPBI International Holdings, Ltd.
  743,309   1,009,562
#
Topco Scientific Co., Ltd.
  1,166,050   4,619,527
 
Topco Technologies Corp.
  265,468   569,606
 
Topkey Corp.
  61,000   333,633
#
Topoint Technology Co., Ltd.
  1,059,993   802,872
#
Toung Loong Textile Manufacturing
  600,000   553,955
#*
TPK Holding Co., Ltd.
  3,099,000   5,499,181
 
Trade-Van Information Services Co.
  331,000   536,498
#
Transcend Information, Inc.
  884,870   1,989,416
 
Tripod Technology Corp.
  3,095,660   13,437,827
 
Tsang Yow Industrial Co., Ltd.
  779,000   405,991
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
#
Tsann Kuen Enterprise Co., Ltd.
  771,441   $493,968
 
TSC Auto ID Technology Co., Ltd.
  195,570   1,161,116
*
TSEC Corp.
  2,600,945   1,423,204
 
TSRC Corp.
  4,597,154   2,426,896
#
Ttet Union Corp.
  263,000   1,064,281
#
TTFB Co., Ltd.
  87,000   688,767
 
TTY Biopharm Co., Ltd.
  1,315,991   3,157,533
 
Tung Ho Steel Enterprise Corp.
  8,118,645   6,536,685
#*
Tung Thih Electronic Co., Ltd.
  272,848   688,145
 
TURVO International Co., Ltd.
  327,515   725,383
#
TXC Corp.
  1,814,762   4,657,634
#
TYC Brother Industrial Co., Ltd.
  1,925,333   1,463,484
*
Tycoons Group Enterprise
  4,061,353   617,243
 
Tyntek Corp.
  1,871,413   864,620
 
UDE Corp.
  551,000   626,554
 
Ultra Chip, Inc.
  352,000   293,916
 
U-Ming Marine Transport Corp.
  3,744,200   3,546,503
 
Unimicron Technology Corp.
  6,688,563   14,693,828
#
Union Bank Of Taiwan
  9,431,701   3,348,942
 
Union Insurance Co., Ltd.
  445,895   271,716
 
Uni-President Enterprises Corp.
  17,259,734   42,125,023
#
Unitech Computer Co., Ltd.
  531,365   497,108
#
Unitech Printed Circuit Board Corp.
  5,422,839   4,688,232
#
United Integrated Services Co., Ltd.
  1,220,640   8,565,911
#
United Microelectronics Corp.
  65,606,441   49,749,021
 
United Orthopedic Corp.
  560,468   653,533
#
United Radiant Technology
  827,000   377,140
*
United Renewable Energy Co., Ltd.
  23,992,313   7,398,317
*
Unity Opto Technology Co., Ltd.
  3,736,276   394,104
 
Univacco Technology, Inc.
  52,000   39,892
 
Universal Cement Corp.
  3,253,790   1,899,892
#
Universal Microwave Technology, Inc.
  298,643   824,199
#*
Unizyx Holding Corp.
  1,966,496   1,143,680
 
UPC Technology Corp.
  9,029,684   2,897,222
#
Userjoy Technology Co., Ltd.
  257,597   690,845
 
USI Corp.
  7,151,226   2,807,258
#*
Usun Technology Co., Ltd.
  283,100   318,970
#
Utechzone Co., Ltd.
  300,000   516,930
 
Vanguard International Semiconductor Corp.
  3,929,000   12,735,084
 
Ve Wong Corp.
  704,524   724,142
#
VHQ Media Holdings, Ltd.
  102,000   211,286
 
Victory New Materials, Ltd. Co.
  1,132,500   411,761
 
Visual Photonics Epitaxy Co., Ltd.
  797,224   2,356,916
 
Vivotek, Inc.
  176,504   442,845
 
Voltronic Power Technology Corp.
  293,717   8,948,681
#
Wafer Works Corp.
  2,633,909   3,345,054
#
Waffer Technology Corp.
  630,000   306,307
 
Wah Hong Industrial Corp.
  364,280   301,629
 
Wah Lee Industrial Corp.
  1,444,000   2,696,342
#
Walsin Lihwa Corp.
  20,448,307   10,004,273
#
Walsin Technology Corp.
  1,916,496   11,482,266
*
Walton Advanced Engineering, Inc.
  2,129,662   703,099
 
Wan Hai Lines, Ltd.
  5,227,026   3,106,910
 
WAN HWA Enterprise Co.
  428,452   177,733
#
Wei Chuan Foods Corp.
  1,372,000   941,785
 
Wei Mon Industry Co., Ltd.
  2,514,674   0
#
Weikeng Industrial Co., Ltd.
  2,539,979   1,474,926
#
Well Shin Technology Co., Ltd.
  760,443   1,175,492
 
Weltrend Semiconductor
  85,000   86,358
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TAIWAN — (Continued)
*
Wha Yu Industrial Co., Ltd.
  322,000   $148,728
 
Wholetech System Hitech, Ltd.
  254,000   240,929
 
Win Semiconductors Corp.
  995,248   10,732,448
#
Winbond Electronics Corp.
  19,422,188   8,689,951
 
Winmate, Inc.
  127,000   266,906
 
Winstek Semiconductor Co., Ltd.
  555,000   451,672
*
Wintek Corp.
  6,349,135   74,362
#
Wisdom Marine Lines Co., Ltd.
  3,216,849   2,374,873
 
Wistron Corp.
  17,612,169   20,636,030
 
Wistron NeWeb Corp.
  1,879,515   4,133,435
#
Wowprime Corp.
  628,000   1,529,435
 
WPG Holdings, Ltd.
  9,720,957   13,223,662
 
WT Microelectronics Co., Ltd.
  2,242,789   3,214,882
#
WUS Printed Circuit Co., Ltd.
  1,447,230   1,587,378
#
XAC Automation Corp.
  212,000   177,337
 
XPEC Entertainment, Inc.
  63,985   5,417
 
Xxentria Technology Materials Corp.
  698,736   1,209,859
#
Yageo Corp.
  740,227   9,829,255
*
Yang Ming Marine Transport Corp.
  11,799,491   2,540,465
 
YC INOX Co., Ltd.
  2,520,560   1,993,006
 
YCC Parts Manufacturing Co., Ltd.
  51,000   77,476
*
Yea Shin International Development Co., Ltd.
  1,582,715   806,259
#
Yem Chio Co., Ltd.
  4,143,762   1,634,686
#
Yeong Guan Energy Technology Group Co., Ltd.
  639,774   2,035,954
 
YFC-Boneagle Electric Co., Ltd.
  756,000   493,849
#
YFY, Inc.
  12,238,997   5,712,693
 
Yi Jinn Industrial Co., Ltd.
  2,124,096   957,573
 
Yieh Phui Enterprise Co., Ltd.
  12,323,342   3,491,075
#
Yonyu Plastics Co., Ltd.
  554,050   618,196
#
Young Fast Optoelectronics Co., Ltd.
  1,096,137   881,891
*
Young Optics, Inc.
  18,000   38,469
#
Youngtek Electronics Corp.
  601,569   1,416,028
 
Yuanta Financial Holding Co., Ltd.
  42,880,301   26,383,336
 
Yuanta Futures Co., Ltd.
  48,000   90,100
 
Yulon Finance Corp.
  1,265,200   4,539,951
*
Yulon Motor Co., Ltd.
  7,933,715   6,427,667
 
Yung Chi Paint & Varnish Manufacturing Co., Ltd.
  385,350   931,692
 
Yungshin Construction & Development Co., Ltd.
  499,200   570,731
 
YungShin Global Holding Corp.
  1,137,400   1,774,584
 
Zeng Hsing Industrial Co., Ltd.
  349,974   1,583,816
#
Zenitron Corp.
  1,683,000   1,068,690
#
Zero One Technology Co., Ltd.
  768,000   1,128,005
 
Zhen Ding Technology Holding, Ltd.
  3,363,150   15,504,448
#*
Zig Sheng Industrial Co., Ltd.
  5,608,638   1,304,266
*
Zinwell Corp.
  2,347,979   1,495,360
#
Zippy Technology Corp.
  666,028   758,688
#
ZongTai Real Estate Development Co., Ltd.
  783,625   973,330
TOTAL TAIWAN
      4,177,118,079
THAILAND — (2.3%)
 
AAPICO Hitech PCL
  160,600   43,520
 
AAPICO Hitech PCL
  867,080   234,966
 
Advanced Info Service PCL
  3,772,009   22,378,631
 
Advanced Information Technology PCL, Class F
  695,100   383,411
 
AEON Thana Sinsap Thailand PCL
  442,400   1,532,244
 
AEON Thana Sinsap Thailand PCL
  11,200   38,791
 
After You PCL
  589,300   161,581
 
Airports of Thailand PCL
  11,056,800   18,261,050
 
AJ Plast PCL
  1,560,500   875,772
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
Allianz Ayudhya Capital PCL
  136,500   $150,475
 
Amata Corp. PCL
  3,403,000   1,636,976
 
Ananda Development PCL
  14,551,100   681,299
 
AP Thailand PCL
  15,864,136   3,128,820
*
Asia Aviation PCL
  17,245,400   1,001,016
 
Asia Plus Group Holdings PCL
  13,410,000   743,985
 
Asia Plus Group Holdings PCL
  468,800   26,009
 
Asia Sermkij Leasing PCL
  1,158,900   631,806
 
Asian Insulators PCL
  9,576,560   408,461
 
B Grimm Power PCL
  2,900,500   4,557,829
 
Bangchak Corp. PCL
  5,955,500   3,705,178
 
Bangkok Airways PCL
  5,669,500   1,036,355
 
Bangkok Aviation Fuel Services PCL
  1,591,742   1,051,548
 
Bangkok Bank PCL
  672,700   2,146,513
 
Bangkok Bank PCL
  83,200   265,482
 
Bangkok Chain Hospital PCL
  6,494,650   3,124,180
 
Bangkok Dusit Medical Services PCL, Class F
  15,506,500   10,989,935
 
Bangkok Expressway & Metro PCL
  30,637,955   8,695,451
 
Bangkok Insurance PCL
  23,140   210,752
 
Bangkok Land PCL
  133,408,604   4,492,232
 
Bangkok Life Assurance PCL
  3,468,040   1,801,724
*
Bangkok Ranch PCL
  5,315,700   301,733
 
Banpu PCL
  18,963,710   3,375,245
 
Banpu Power PCL
  2,313,500   1,120,303
 
Beauty Community PCL
  12,951,600   581,488
*
BEC World PCL
  8,063,600   1,184,359
 
Berli Jucker PCL
  3,172,550   3,764,430
*
Better World Green PCL
  9,686,900   192,604
 
BTS Group Holdings PCL
  8,948,300   3,013,137
 
Bumrungrad Hospital PCL
  2,162,800   7,941,653
*
Buriram Sugar PCL
  1,042,160   94,248
 
Cal-Comp Electronics Thailand PCL, Class F
  19,991,928   1,211,729
 
Carabao Group PCL, Class F
  1,021,900   3,981,748
 
Central Pattana PCL
  6,337,900   9,806,900
*
Central Plaza Hotel PCL
  4,127,100   2,964,709
*
Central Retail Corp. PCL
  528,517   500,000
 
CH Karnchang PCL
  4,513,867   2,649,042
 
Charoen Pokphand Foods PCL
  20,355,300   22,031,312
 
Charoong Thai Wire & Cable PCL, Class F
  1,044,500   169,157
 
Chularat Hospital PCL, Class F
  29,096,900   2,164,830
 
CIMB Thai Bank PCL
  1,623,900   30,205
*
COL PCL
  406,700   206,073
 
Com7 PCL, Class F
  3,738,300   4,585,584
 
Communication & System Solution PCL
  1,612,000   82,196
*
Country Group Development PCL
  14,436,400   277,779
*
Country Group Holdings PCL
  3,932,111   92,053
*
CP ALL PCL
  18,041,100   39,487,054
 
Delta Electronics Thailand PCL
  218,300   794,582
 
Demco PCL
  847,400   82,614
 
Dhipaya Insurance PCL
  3,297,900   3,067,076
 
Do Day Dream PCL
  29,700   14,096
 
Dynasty Ceramic PCL
  27,167,460   2,108,402
 
Eastern Polymer Group PCL, Class F
  4,707,900   736,777
 
Eastern Power Group PCL
  2,018,104   274,409
 
Eastern Water Resources Development and Management PCL, Class F
  3,799,300   1,206,224
 
Electricity Generating PCL
  663,400   5,042,117
 
Energy Absolute PCL
  4,784,600   7,249,975
 
Erawan Group PCL (The)
  13,056,700   1,390,147
*
Esso Thailand PCL
  7,079,800   1,725,535
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
Forth Corp. PCL
  935,400   $182,985
 
Forth Smart Service PCL
  2,900,400   599,938
 
Fortune Parts Industry PCL, Class F
  2,927,600   140,829
 
GFPT PCL
  3,694,022   1,575,579
 
Global Green Chemicals PCL, Class F
  1,761,900   519,826
 
Global Power Synergy PCL, Class F
  2,229,926   4,898,579
 
GMM Grammy PCL
  370,000   115,690
*
Grande Asset Hotels & Property PCL
  2,158,431   35,994
 
Gunkul Engineering PCL
  8,898,700   764,804
 
Haad Thip PCL
  77,400   43,934
 
Hana Microelectronics PCL
  4,188,857   4,869,592
 
Home Product Center PCL
  22,283,715   11,148,110
*
ICC International PCL
  51,000   48,657
 
Ichitan Group PCL
  4,702,500   1,334,631
 
Indorama Ventures PCL
  6,364,000   5,102,221
*
Interlink Communication PCL
  858,350   112,859
 
Intouch Holdings PCL
  843,114   1,534,409
 
Intouch Holdings PCL, Class F
  794,700   1,446,299
 
IRPC PCL
  41,221,890   3,357,768
*
Italian-Thai Development PCL
  27,670,519   931,742
*
ITV PCL
  183,700   0
 
Jasmine International PCL
  30,813,100   3,399,248
 
Jubilee Enterprise PCL
  127,400   69,864
 
JWD Infologistics PCL
  878,900   171,933
 
Kang Yong Electric PCL
  1,400   14,053
 
Karmarts PCL
  5,071,966   452,179
 
Kasikornbank PCL
  1,444,200   3,774,627
 
Kasikornbank PCL
  1,549,600   4,025,258
 
KCE Electronics PCL
  3,392,464   3,046,228
 
KGI Securities Thailand PCL
  12,493,100   1,362,192
 
Khon Kaen Sugar Industry PCL
  16,427,748   1,053,652
 
Khonburi Sugar PCL
  284,500   29,378
 
Kiatnakin Bank PCL
  1,821,207   2,263,185
 
Krung Thai Bank PCL
  5,659,575   1,787,760
 
Krungthai Card PCL
  3,287,900   3,242,297
 
Lam Soon Thailand PCL
  2,756,000   387,117
 
Land & Houses PCL
  6,500,500   1,542,651
 
Land & Houses PCL
  10,333,780   2,452,336
 
Lanna Resources PCL
  2,426,250   560,218
 
LH Financial Group PCL
  49,676,427   1,577,156
*
Loxley PCL
  13,000,035   637,859
 
LPN Development PCL
  9,313,096   1,457,481
 
Major Cineplex Group PCL
  5,333,800   2,446,030
 
MBK PCL
  7,031,600   2,660,880
*
MCOT PCL
  1,734,500   266,996
 
MCS Steel PCL
  2,787,600   1,197,910
 
Mega Lifesciences PCL
  2,953,600   3,196,793
 
Millcon Steel PCL
  2,111,406   46,721
*
Minor International PCL
  8,256,839   4,819,193
 
MK Restaurants Group PCL
  949,800   1,500,125
*
Mono Technology PCL, Class F
  6,891,400   587,866
*
Muangthai Capital PCL
  2,443,700   3,918,384
 
Namyong Terminal PCL
  3,250,200   302,271
*
Nava Nakorn PCL
  638,800   41,791
*
Nawarat Patanakarn PCL
  680,800   11,571
 
Netbay PCL
  589,900   567,530
 
Noble Development PCL
  329,400   115,143
 
Origin Property PCL, Class F
  8,741,900   1,850,286
 
PCS Machine Group Holding PCL
  1,542,500   222,601
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
Plan B Media Pcl, Class F
  13,455,600   $2,308,585
 
Platinum Group PCL (The), Class F
  1,577,800   127,509
 
Polyplex Thailand PCL
  2,669,487   2,003,239
*
Power Line Engineering PCL
  136,400   3,631
*
Precious Shipping PCL
  6,664,800   1,143,484
 
Premier Marketing PCL
  2,979,100   630,548
 
Prima Marine PCL
  3,921,100   1,163,158
*
Principal Capital PCL
  840,700   77,107
 
Property Perfect PCL
  62,538,740   802,229
 
Pruksa Holding PCL
  6,497,500   2,354,582
 
PTG Energy PCL
  7,015,900   4,252,402
 
PTT Exploration & Production PCL
  8,636,869   25,205,005
 
PTT Global Chemical PCL
  4,087,111   6,160,321
 
PTT PCL
  32,343,900   40,452,565
 
Pylon PCL
  1,567,100   256,304
 
Quality Houses PCL
  57,928,104   3,938,349
*
Raimon Land PCL
  18,654,600   394,838
 
Rajthanee Hospital PCL
  25,100   17,387
 
Ratch Group PCL
  2,184,801   4,186,382
 
Ratchthani Leasing PCL
  12,334,475   1,400,274
*
Regional Container Lines PCL
  3,885,400   351,377
 
Rojana Industrial Park PCL
  9,531,612   1,314,389
 
RS PCL
  3,781,900   2,231,603
 
S 11 Group PCL
  1,074,300   172,260
 
Sabina PCL
  108,500   60,892
 
Saha Pathana Inter-Holding PCL
  33,600   65,999
*
Sahakol Equipment PCL
  5,765,900   294,004
 
Sahamitr Pressure Container PCL
  374,800   137,023
 
Saha-Union PCL
  723,700   777,486
 
Samart Corp. PCL
  4,765,500   764,131
*
Samart Digital Public Co., Ltd.
  12,000   54
 
Samart Telcoms PCL
  2,905,000   512,387
 
Sansiri PCL
  87,603,485   1,994,660
 
Sappe PCL
  1,291,200   728,778
 
SC Asset Corp. PCL
  16,975,416   1,241,207
 
SEAFCO PCL
  5,401,384   1,203,868
 
Sena Development PCL
  2,223,650   192,539
*
Sermsang Power Corp. Co., Ltd.
  421,900   104,858
 
Siam Cement PCL (The)
  1,097,700   13,447,331
 
Siam Cement PCL (The)
  737,000   9,028,590
 
Siam City Cement PCL
  535,988   2,595,500
 
Siam City Cement PCL
  5,224   25,297
 
Siam Commercial Bank PCL (The)
  2,753,869   5,917,076
 
Siam Future Development PCL
  9,376,802   1,287,027
 
Siam Global House PCL
  8,710,309   5,307,332
 
Siam Wellness Group PCL, Class F
  2,784,000   486,581
 
Siamgas & Petrochemicals PCL
  6,567,900   1,874,587
 
Singha Estate PCL
  22,232,617   1,162,164
 
Sino-Thai Engineering & Construction PCL
  5,172,800   2,455,141
 
SNC Former PCL
  1,058,000   305,364
 
Somboon Advance Technology PCL
  2,813,425   956,380
 
SPCG PCL
  4,491,800   2,664,902
*
Sri Trang Agro-Industry PCL
  4,883,640   3,954,523
*
Sriracha Construction PCL
  697,100   156,488
*
Srisawad Corp. PCL
  4,035,022   6,211,210
*
Srithai Superware PCL
  10,393,500   213,320
 
Srivichai Vejvivat PCL
  98,800   21,070
 
Star Petroleum Refining PCL
  15,382,100   3,428,384
 
STP & I PCL
  10,265,533   1,389,258
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
THAILAND — (Continued)
 
Supalai PCL
  9,892,525   $5,202,835
 
Super Energy Corp. PCL
  132,893,400   3,792,997
 
Susco PCL
  2,606,800   193,948
 
Synnex Thailand PCL
  1,687,390   616,892
 
Syntec Construction PCL
  9,249,000   456,777
 
TAC Consumer PCL, Class F
  971,500   188,490
 
Taokaenoi Food & Marketing PCL, Class F
  3,301,500   984,653
*
Tata Steel Thailand PCL
  23,690,700   273,508
 
Thai Agro Energy PCL
  980,300   82,366
*
Thai Airways International PCL
  9,215,337   868,856
 
Thai Central Chemical PCL
  96,100   61,945
 
Thai Nakarin Hospital PCL
  155,500   165,810
 
Thai Oil PCL
  3,396,100   4,574,239
 
Thai Rayon PCL
  6,000   5,003
 
Thai Rayon PCL
  20,400   17,010
*
Thai Reinsurance PCL
  5,002,500   165,239
 
Thai Solar Energy PCL, Class F
  3,906,650   358,311
 
Thai Stanley Electric PCL
  7,500   38,363
 
Thai Stanley Electric PCL, Class F
  170,300   871,093
 
Thai Union Group PCL, Class F
  10,013,760   4,303,195
 
Thai Vegetable Oil PCL
  3,590,925   3,368,381
 
Thai Wah PCL, Class F
  3,792,900   471,946
 
Thaicom PCL
  5,068,700   877,767
 
Thaifoods Group PCL
  7,864,100   1,190,365
 
Thaire Life Assurance PCL
  3,463,800   262,152
 
Thanachart Capital PCL
  5,298,800   5,905,020
 
Thitikorn PCL
  1,672,300   396,858
 
Thoresen Thai Agencies PCL
  10,114,500   979,581
 
Tipco Asphalt PCL
  1,259,700   1,131,134
 
Tipco Asphalt PCL
  3,394,300   3,047,876
 
TIPCO Foods PCL
  2,249,700   559,133
 
Tisco Financial Group PCL
  90   188
 
Tisco Financial Group PCL
  1,474,200   3,072,974
 
TKS Technologies PCL
  305,000   54,774
 
TMB Bank PCL
  151,942,725   4,629,058
*
TMT Steel PCL
  3,603,800   485,399
 
TOA Paint Thailand PCL
  638,200   793,081
 
Total Access Communication PCL
  3,153,400   3,716,426
 
Total Access Communication PCL
  2,184,000   2,573,944
 
TPC Power Holdings Co., Ltd.
  1,554,500   653,057
 
TPI Polene PCL
  76,629,510   3,145,539
 
TPI Polene Power PCL
  5,987,400   768,046
 
True Corp. PCL
  88,899,448   9,579,160
 
TTCL PCL
  976,678   89,579
 
TTW PCL
  8,322,100   3,576,241
*
U City PCL, Class F
  9,526,239   446,029
 
Union Auction PCL
  428,200   94,065
 
Unique Engineering & Construction PCL
  6,511,505   1,064,978
 
United Paper PCL
  2,698,100   1,012,355
 
Univanich Palm Oil PCL
  1,299,900   185,090
 
Univentures PCL
  7,216,000   689,607
*
Vanachai Group PCL
  7,455,240   855,921
 
VGI PCL
  4,135,600   875,329
 
Vibhavadi Medical Center PCL
  24,297,300   1,199,963
 
Vinythai PCL
  2,475,700   1,889,575
 
WHA Corp. PCL
  15,881,400   1,639,962
 
WHA Utilities and Power PCL
  2,493,100   351,788
 
Workpoint Entertainment PCL
  1,954,680   620,583
TOTAL THAILAND
      583,108,119
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TURKEY — (0.7%)
*
Afyon Cimento Sanayi TAS
  765,148   $469,606
#*
Akbank T.A.S.
  8,761,153   6,589,978
 
Akcansa Cimento A.S.
  54,323   99,481
#
Aksa Akrilik Kimya Sanayii A.S.
  1,362,326   1,450,029
#*
Aksa Enerji Uretim A.S.
  1,358,614   1,070,403
 
Aksigorta A.S.
  837,121   908,615
#*
Alarko Holding A.S.
  622,104   485,271
#*
Albaraka Turk Katilim Bankasi A.S.
  4,389,778   999,213
 
Alkim Alkali Kimya A.S.
  743,174   1,418,739
 
Anadolu Anonim Turk Sigorta Sirketi
  1,649,466   1,509,668
#
Anadolu Cam Sanayii A.S.
  1,928,004   1,352,163
 
Anadolu Efes Biracilik Ve Malt Sanayii A.S.
  530,341   1,469,049
 
Anadolu Hayat Emeklilik A.S.
  589,477   684,193
#*
Arcelik A.S.
  1,117,385   3,701,104
 
Aselsan Elektronik Sanayi Ve Ticaret A.S.
  676,570   3,408,694
 
AvivaSA Emeklilik ve Hayat A.S., Class A
  111,545   218,353
 
Aygaz A.S.
  285,711   518,368
*
Bagfas Bandirma Gubre Fabrikalari A.S.
  305,717   740,933
*
Bera Holding A.S.
  2,272,783   2,687,196
#*
Besiktas Futbol Yatirimlari Sanayi ve Ticaret A.S.
  1,083,806   457,847
#
BIM Birlesik Magazalar A.S.
  1,648,445   16,829,568
 
Bizim Toptan Satis Magazalari A.S.
  60,447   147,530
*
Borusan Mannesmann Boru Sanayi ve Ticaret A.S.
  252,870   497,411
 
Borusan Yatirim ve Pazarlama A.S.
  2,670   34,862
 
Brisa Bridgestone Sabanci Sanayi ve Ticaret A.S.
  205,704   332,927
*
Bursa Cimento Fabrikasi A.S.
  137,858   119,474
#*
Celebi Hava Servisi A.S.
  24,695   268,008
#
Cemtas Celik Makina Sanayi Ve Ticaret A.S.
  183,194   316,998
#*
Cimsa Cimento Sanayi VE Ticaret A.S.
  307,629   514,849
 
Coca-Cola Icecek A.S.
  585,372   3,764,787
 
Deva Holding A.S.
  174,912   517,186
#
Dogan Sirketler Grubu Holding A.S.
  7,474,820   2,257,969
 
Dogus Otomotiv Servis ve Ticaret A.S.
  143,377   350,362
 
EGE Endustri VE Ticaret A.S.
  9,002   935,546
 
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret A.S.
  1,227,778   1,108,046
 
Enerjisa Enerji A.S.
  1,103,502   1,307,856
 
Enka Insaat ve Sanayi A.S.
  2,750,803   2,567,073
 
Erbosan Erciyas Boru Sanayii ve Ticaret A.S.
  35,963   122,213
#
Eregli Demir ve Celik Fabrikalari TAS
  5,417,914   5,917,783
*
Fenerbahce Futbol A.S.
  236,837   454,683
 
Ford Otomotiv Sanayi A.S.
  342,650   4,059,873
*
Global Yatirim Holding A.S.
  480,756   322,988
#*
Goldas Kuyumculuk Sanayi Ithalat Ve B
  61,429   0
#*
Goodyear Lastikleri TAS
  768,966   604,450
*
Gozde Girisim Sermayesi Yatirim Ortakligi A.S.
  1,130,680   920,727
 
GSD Holding A.S.
  2,231,315   823,225
#*
Gubre Fabrikalari TAS
  138,251   580,904
#
Hektas Ticaret TAS
  933,457   1,980,264
#*
Ihlas Holding A.S.
  2,287,995   298,032
*
Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim A.S.
  783,793   1,477,463
*
Is Finansal Kiralama A.S.
  483,788   279,969
 
Is Yatirim Menkul Degerler A.S., Class A
  1,347,838   1,514,384
#
Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class A
  1,257,807   799,022
#
Kardemir Karabuk Demir Celik Sanayi ve Ticaret A.S., Class D
  7,261,045   3,106,299
#
Kartonsan Karton Sanayi ve Ticaret A.S.
  4,873   469,236
*
Kerevitas Gida Sanayi ve Ticaret A.S.
  197,574   151,722
 
KOC Holding A.S.
  711,489   1,649,022
*
Konya Cimento Sanayii A.S.
  3,401   230,272
#
Kordsa Teknik Tekstil A.S.
  775,272   1,323,427
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
TURKEY — (Continued)
#*
Koza Altin Isletmeleri A.S.
  190,930   $2,369,022
#*
Koza Anadolu Metal Madencilik Isletmeleri A.S.
  1,860,242   3,802,537
*
Logo Yazilim Sanayi Ve Ticaret A.S.
  103,205   1,342,770
*
Mavi Giyim Sanayi Ve Ticaret AS, Class B
  16,782   99,354
*
Metro Ticari ve Mali Yatirimlar Holding A.S.
  2,550,351   725,879
#*
Migros Ticaret A.S.
  494,849   3,187,524
*
MLP Saglik Hizmetleri A.S.
  6,210   15,689
*
NET Holding A.S.
  1,606,416   580,638
*
Netas Telekomunikasyon A.S.
  162,806   391,123
 
Nuh Cimento Sanayi A.S.
  279,156   707,897
#
Otokar Otomotiv Ve Savunma Sanayi A.S.
  48,021   1,159,051
*
Oyak Cimento Fabrikalari A.S.
  148,965   176,590
#*
Pegasus Hava Tasimaciligi A.S.
  449,523   3,065,548
#*
Petkim Petrokimya Holding A.S.
  4,060,499   2,272,837
 
Polisan Holding A.S.
  716,128   338,964
 
Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret A.S.
  796,107   774,152
#
Sasa Polyester Sanayi A.S.
  261,380   506,475
#*
Sekerbank Turk A.S.
  1,791,829   380,642
 
Selcuk Ecza Deposu Ticaret ve Sanayi A.S.
  1,124,514   1,368,559
#
Soda Sanayii A.S.
  2,632,762   2,464,182
#
Tat Gida Sanayi A.S.
  239,350   395,115
#
TAV Havalimanlari Holding A.S.
  1,230,680   2,934,895
#
Tekfen Holding A.S.
  2,103,426   4,593,010
 
Tofas Turk Otomobil Fabrikasi A.S.
  793,591   2,887,360
#
Trakya Cam Sanayii A.S.
  3,420,314   1,853,468
*
Tupras Turkiye Petrol Rafinerileri A.S.
  147,301   1,745,596
#*
Turcas Petrol A.S.
  450,747   233,705
#*
Turk Hava Yollari AO
  4,636,799   7,046,945
 
Turk Telekomunikasyon A.S.
  2,384,060   2,473,081
 
Turk Traktor ve Ziraat Makineleri A.S.
  38,668   599,733
#
Turkcell Iletisim Hizmetleri A.S.
  5,402,863   11,468,667
#
Turkcell Iletisim Hizmetleri A.S., ADR
  153,721   813,184
*
Turkiye Garanti Bankasi A.S.
  7,788,408   7,828,791
#*
Turkiye Halk Bankasi A.S.
  1,997,917   1,582,491
#*
Turkiye Is Bankasi A.S., Class C
  4,218,042   2,903,506
#*
Turkiye Sinai Kalkinma Bankasi A.S.
  16,893,622   2,743,526
#
Turkiye Sise ve Cam Fabrikalari A.S.
  2,616,447   2,161,797
#*
Turkiye Vakiflar Bankasi TAO, Class D
  3,584,524   2,321,471
*
Ulker Biskuvi Sanayi A.S.
  1,196,882   4,451,575
*
Vestel Elektronik Sanayi ve Ticaret A.S.
  789,568   1,981,979
#*
Yapi ve Kredi Bankasi A.S.
  6,653,329   2,041,068
#*
Yatas Yatak ve Yorgan Sanayi ve Ticaret A.S.
  932,230   1,203,319
*
Zorlu Enerji Elektrik Uretim A.S.
  1,603,291   556,450
TOTAL TURKEY
      181,745,478
UNITED ARAB EMIRATES — (0.1%)
 
Abu Dhabi Commercial Bank PJSC
  453,020   626,341
 
Abu Dhabi Islamic Bank PJSC
  901,757   914,696
 
Air Arabia PJSC
  2,901,811   910,297
 
Aldar Properties PJSC
  4,881,386   2,319,279
 
Amanat Holdings PJSC
  1,768,243   410,292
*
Amlak Finance PJSC
  3,113,893   287,287
*
Arabtec Holding PJSC
  1,809,860   640,094
 
Aramex PJSC
  239,510   212,015
*
DAMAC Properties Dubai Co. PJSC
  1,583,918   391,865
 
Dana Gas PJSC
  1,611,960   316,928
*
Deyaar Development PJSC
  15,783,689   1,167,142
 
Dubai Financial Market PJSC
  3,386,066   746,100
 
Dubai Investments PJSC
  909,061   286,685
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
UNITED ARAB EMIRATES — (Continued)
 
Dubai Islamic Bank PJSC
  2,712,579   $2,772,561
*
DXB Entertainments PJSC
  3,621,115   120,610
*
Emaar Malls PJSC
  1,366,856   497,441
 
Emirates Telecommunications Group Co. PJSC
  433,087   1,958,192
*
Eshraq Investments PJSC
  2,302,156   214,824
 
First Abu Dhabi Bank PJSC
  248,700   754,166
*
International Holdings Co. PJSC
  16,916   152,292
 
National Central Cooling Co. PJSC
  235,780   125,892
 
RAK Properties PJSC
  130,748   13,349
 
Ras Al Khaimah Ceramics
  42,562   15,222
TOTAL UNITED ARAB EMIRATES
      15,853,570
TOTAL COMMON STOCKS
      24,445,458,420
PREFERRED STOCKS — (1.2%)
BRAZIL — (1.1%)
 
AES Tiete Energia SA
  6,203   3,567
 
Alpargatas SA
  628,181   3,788,438
*
AZUL SA
  356,000   1,386,042
 
Banco ABC Brasil SA
  810,119   2,183,488
 
Banco Bradesco SA
  7,389,861   31,788,918
 
Banco do Estado do Rio Grande do Sul SA, Class B
  1,927,228   5,268,285
 
Banco Pan SA
  320,189   605,815
 
Braskem SA, Class A
  193,975   847,807
 
Centrais Eletricas Brasileiras SA, Class B
  601,103   4,430,593
 
Centrais Eletricas Santa Catarina
  66,063   685,129
 
Cia de Saneamento do Parana
  5,797,206   6,734,541
 
Cia de Transmissao de Energia Eletrica Paulista
  1,132,895   4,895,084
 
Cia Energetica de Minas Gerais
  2,665,555   6,131,765
 
Cia Energetica de Sao Paulo, Class B
  1,306,387   8,013,799
 
Cia Energetica do Ceara, Class A
  88,430   1,127,296
 
Cia Ferro Ligas da Bahia - FERBASA
  429,182   1,479,271
 
Cia Paranaense de Energia
  521,741   6,639,094
*
Eucatex SA Industria e Comercio
  95,359   115,165
 
Gerdau SA
  2,824,371   9,447,868
*
Gol Linhas Aereas Inteligentes SA
  306,300   1,051,621
 
Itau Unibanco Holding SA
  7,236,738   37,303,560
 
Lojas Americanas SA
  1,079,359   7,055,648
 
Marcopolo SA
  3,615,445   2,065,355
 
Petroleo Brasileiro SA
  28,735,931   122,291,106
 
Randon SA Implementos e Participacoes
  1,175,762   2,648,341
 
Schulz SA
  125,540   289,992
 
Telefonica Brasil SA
  1,084,893   10,949,692
 
Unipar Carbocloro SA
  575,674   3,018,221
 
Usinas Siderurgicas de Minas Gerais SA Usiminas, Class A
  2,836,598   4,420,842
TOTAL BRAZIL
      286,666,343
CHILE — (0.0%)
 
Coca-Cola Embonor SA, Class B
  329,325   448,055
 
Embotelladora Andina SA, Class B
  1,291,362   3,240,942
 
Sociedad Quimica y Minera de Chile SA, Class B
  61,336   1,867,481
TOTAL CHILE
      5,556,478
COLOMBIA — (0.1%)
 
Avianca Holdings SA
  2,221,136   110,075
 
Banco Davivienda SA
  531,782   3,931,739
 
Bancolombia SA
  245,604   1,743,505
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
 
COLOMBIA — (Continued)
 
Grupo Argos SA
  93,838   $194,564
 
Grupo Aval Acciones y Valores SA
  9,883,820   2,303,489
 
Grupo de Inversiones Suramericana SA
  241,658   1,056,485
TOTAL COLOMBIA
      9,339,857
SOUTH KOREA — (0.0%)
#
AMOREPACIFIC Group
  6,521   187,370
 
CJ Corp.
  5,186   249,468
TOTAL SOUTH KOREA
      436,838
TOTAL PREFERRED STOCKS
      301,999,516
RIGHTS/WARRANTS — (0.0%)
BRAZIL — (0.0%)
*
B2W Cia Digital. Rights 08/25/20
  2,260   3,033
*
CVC Brasil Operadora e Agencia de Viagens SA Rights 08/13/20
  184,989   574,483
*
Gafisa SA Rights 06/15/20
  0   0
*
IRB Brasil Resseguros SA 08/12/20
  256,604   49,190
TOTAL BRAZIL
      626,706
CHILE — (0.0%)
*
Grupo Security SA Rights 08/18/20
  296,581   0
CHINA — (0.0%)
#*
China Merchants Securities Co., Ltd. Rights 08/11/20
  164,460   24,827
*
Legend Holdings Corp. Rights 05/23/19
  16,192   0
TOTAL CHINA
      24,827
INDIA — (0.0%)
*
Gateway Distriparks, Ltd. Rights 08/13/20
  89,408   18,500
*
Mahindra & Mahindra Financial Services, Ltd. Rights 08/11/20
  2,213,652   2,167,419
TOTAL INDIA
      2,185,919
SOUTH AFRICA — (0.0%)
#*
Foschini Group, Ltd. (The) Rights 08/07/20
  861,843   1,381,470
#*
Sun International, Ltd. Rights 08/07/20
  1,177,329   8,265
TOTAL SOUTH AFRICA
      1,389,735
SOUTH KOREA — (0.0%)
*
Chorokbaem Media Co., Ltd. Rights 08/04/20
  144,667   41,285
*
Jejuair Co., Ltd. Rights 08/06/20
  23,174   49,600
*
Jejuair Co., Ltd. Rights 08/10/20
  8,638   112,017
*
Pobis TNC Co., Ltd. Rights 07/09/20
  174,270   19,016
*
SBW, Inc. Rights 08/10/20
  737,651   144,880
TOTAL SOUTH KOREA
      366,798
TAIWAN — (0.0%)
*
Shin Zu Shing Co., Ltd. Rights 08/24/20
  33,884   50,893
THAILAND — (0.0%)
*
Better World Green PCL Rights 08/14/20
  242,172   0
Emerging Markets Core Equity Portfolio
CONTINUED
      Shares   Value»
 
THAILAND — (Continued)
*
Grande Asset Hotels Foreign Rights 06/03/19
  215,843   $0
TOTAL THAILAND
      0
TOTAL RIGHTS/WARRANTS
      4,644,878
TOTAL INVESTMENT SECURITIES

(Cost $21,152,267,572)
      24,752,102,814
    
        Value†
SECURITIES LENDING COLLATERAL — (2.0%)
@§
The DFA Short Term Investment Fund
  43,666,872 505,269,376
TOTAL INVESTMENTS — (100.0%)  
(Cost $21,657,428,044)^^
    $25,257,372,190
As of July 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:                    
S&P 500® Emini Index
  1,650   09/18/20   $255,132,912   $269,238,750   $14,105,838
Total Futures Contracts
          $255,132,912   $269,238,750   $14,105,838
Summary of the Portfolio's investments as of July 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
$1,266,477,927   —   —   $1,266,477,927
Canada
5,596,039   —   —   5,596,039
Chile
199,799,894   —   —   199,799,894
China
1,468,491,468   $6,529,927,137   —   7,998,418,605
Colombia
44,328,555   —   —   44,328,555
Czech Republic
—   30,482,700   —   30,482,700
Egypt
1,790,625   14,792,697   —   16,583,322
Greece
—   53,412,451   —   53,412,451
Hong Kong
—   3,761,096   —   3,761,096
Hungary
134,244   65,912,103   —   66,046,347
India
142,925,026   2,564,674,274   —   2,707,599,300
Indonesia
17,419,631   482,139,554   —   499,559,185
Malaysia
—   572,032,275   —   572,032,275
Mexico
548,508,057   19,794   —   548,527,851
Peru
23,496,094   1   —   23,496,095
Philippines
6,186,471   215,736,491   —   221,922,962
Poland
—   236,710,380   —   236,710,380
Qatar
—   23,721,142   —   23,721,142
Russia
26,877,403   235,285,631   —   262,163,034
Saudi Arabia
440,038   241,942,102   —   242,382,140
South Africa
231,859,293   929,688,041   —   1,161,547,334
South Korea
50,245,898   3,252,818,642   —   3,303,064,540
Taiwan
553,735,861   3,623,382,218   —   4,177,118,079
Thailand
583,108,119   —   —   583,108,119
Turkey
813,184   180,932,294   —   181,745,478
Emerging Markets Core Equity Portfolio
CONTINUED
  Investments in Securities (Market Value)
  Level 1   Level 2   Level 3   Total
United Arab Emirates
—   $15,853,570   —   $15,853,570
Preferred Stocks              
Brazil
$286,666,343   —   —   286,666,343
Chile
5,556,478   —   —   5,556,478
Colombia
9,339,857   —   —   9,339,857
South Korea
—   436,838   —   436,838
Rights/Warrants              
Brazil
—   626,706   —   626,706
China
—   24,827   —   24,827
India
—   2,185,919   —   2,185,919
South Africa
—   1,389,735   —   1,389,735
South Korea
—   366,798   —   366,798
Taiwan
—   50,893   —   50,893
Securities Lending Collateral
—   505,269,376   —   505,269,376
Futures Contracts**
14,105,838   —   —   14,105,838
TOTAL
$5,487,902,343   $19,783,575,685   —   $25,271,478,028
** Valued at the unrealized appreciation/(depreciation) on the investment.
U.S. Large Cap Equity Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
    
      Shares   Value†
COMMON STOCKS — (99.3%)
COMMUNICATION SERVICES — (10.9%)
 
Activision Blizzard, Inc.
  37,352   $3,086,396
*
Alphabet, Inc., Class A
  17,578   26,155,185
*
Alphabet, Inc., Class C
  17,724   26,283,983
*
Altice USA, Inc., Class A
  34,068   919,495
 
AT&T, Inc.
  434,379   12,848,931
 
Cable One, Inc.
  441   803,749
 
CenturyLink, Inc.
  184,037   1,775,957
*
Charter Communications, Inc., Class A
  10,468   6,071,440
 
Comcast Corp., Class A
  328,719   14,069,173
#*
Discovery, Inc., Class A
  21,517   454,009
*
Discovery, Inc., Class C
  46,175   875,016
*
DISH Network Corp., Class A
  34,838   1,118,648
*
Electronic Arts, Inc.
  15,900   2,251,758
*
Facebook, Inc., Class A
  145,047   36,794,072
 
Fox Corp., Class A
  41,779   1,076,645
*
Fox Corp., Class B
  30,315   781,218
*
GCI Liberty, Inc., Class A
  12,028   942,875
*
IAC/InterActiveCorp
  4,636   613,899
 
Interpublic Group of Cos., Inc. (The)
  76,315   1,377,486
*
Liberty Broadband Corp., Class A
  2,108   284,601
*
Liberty Broadband Corp., Class C
  14,833   2,036,126
*
Liberty Media Corp.-Liberty Formula One, Class C
  26,300   932,072
*
Liberty Media Corp.-Liberty SiriusXM, Class A
  8,443   293,732
*
Liberty Media Corp.-Liberty SiriusXM, Class C
  20,026   700,710
*
Live Nation Entertainment, Inc.
  12,434   582,035
*
Match Group, Inc.
  14,472   1,486,274
*
Netflix, Inc.
  21,536   10,528,520
 
New York Times Co. (The), Class A
  12,013   554,280
 
News Corp., Class A
  32,026   407,371
 
News Corp., Class B
  4,100   52,316
 
Omnicom Group, Inc.
  36,071   1,938,095
*
Pinterest, Inc., Class A
  26,081   894,317
#*
Roku, Inc.
  3,149   487,749
 
Sirius XM Holdings, Inc.
  90,697   533,298
*
Snap, Inc., Class A
  42,893   961,661
*
Spotify Technology SA
  3,673   946,973
*
Take-Two Interactive Software, Inc.
  8,631   1,415,657
*
T-Mobile US, Inc.
  33,357   3,581,875
*
Twitter, Inc.
  76,075   2,769,130
 
Verizon Communications, Inc.
  400,848   23,040,743
#
ViacomCBS, Inc., Class A
  868   24,078
 
ViacomCBS, Inc., Class B
  51,624   1,345,838
 
Walt Disney Co. (The)
  85,425   9,989,599
*
Zillow Group, Inc., Class A
  7,062   480,852
#*
Zillow Group, Inc., Class C
  14,926   1,020,789
*
Zynga, Inc., Class A
  86,080   846,166
TOTAL COMMUNICATION SERVICES
      206,434,792
CONSUMER DISCRETIONARY — (11.6%)
 
Advance Auto Parts, Inc.
  8,038   1,206,825
*
Amazon.com, Inc.
  24,290   76,870,077
 
Aptiv P.L.C.
  39,263   3,052,698
 
Aramark
  13,144   277,601
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
CONSUMER DISCRETIONARY — (Continued)
 
Autoliv, Inc.
  569   $37,002
*
AutoZone, Inc.
  1,144   1,381,288
 
Best Buy Co., Inc.
  33,646   3,350,805
*
Booking Holdings, Inc.
  2,566   4,265,026
 
BorgWarner, Inc.
  22,383   819,218
*
Bright Horizons Family Solutions, Inc.
  7,012   751,967
*
Burlington Stores, Inc.
  4,814   905,032
*
CarMax, Inc.
  23,908   2,318,359
#
Carnival Corp.
  73,020   1,013,518
#*
Carvana Co.
  1,784   276,431
#*
Chegg, Inc.
  9,990   808,890
*
Chipotle Mexican Grill, Inc.
  1,220   1,409,295
 
Darden Restaurants, Inc.
  22,323   1,694,316
 
Dollar General Corp.
  14,963   2,848,955
*
Dollar Tree, Inc.
  34,851   3,253,341
 
Domino's Pizza, Inc.
  2,005   775,153
 
DR Horton, Inc.
  44,326   2,932,608
 
Dunkin' Brands Group, Inc.
  5,107   351,004
 
eBay, Inc.
  45,656   2,523,864
*
Etsy, Inc.
  4,630   548,099
 
Expedia Group, Inc.
  10,693   866,240
 
Ford Motor Co.
  550,776   3,640,629
 
Garmin, Ltd.
  23,291   2,296,260
 
General Motors Co.
  130,068   3,237,393
 
Gentex Corp.
  42,303   1,141,758
 
Genuine Parts Co.
  21,193   1,910,549
 
Hasbro, Inc.
  19,100   1,389,716
 
Hilton Worldwide Holdings, Inc.
  13,577   1,018,954
 
Home Depot, Inc. (The)
  52,125   13,838,666
 
Las Vegas Sands Corp.
  38,824   1,694,279
 
Lear Corp.
  6,405   706,984
 
Lennar Corp., Class A
  26,626   1,926,391
 
Lennar Corp., Class B
  1,223   65,883
*
LKQ Corp.
  49,318   1,390,274
 
Lowe's Cos., Inc.
  47,970   7,143,213
*
Lululemon Athletica, Inc.
  6,766   2,202,942
 
Marriott International, Inc., Class A
  14,468   1,212,780
 
McDonald's Corp.
  36,411   7,073,929
#
MGM Resorts International
  28,027   450,954
 
Newell Brands, Inc.
  11,159   183,008
 
NIKE, Inc., Class B
  78,785   7,690,204
*
NVR, Inc.
  363   1,426,644
*
O'Reilly Automotive, Inc.
  4,670   2,229,365
 
Pool Corp.
  2,948   933,632
 
PulteGroup, Inc.
  34,753   1,515,231
 
Ross Stores, Inc.
  23,146   2,075,502
 
Royal Caribbean Cruises, Ltd.
  21,376   1,041,225
 
Service Corp. International
  34,893   1,512,960
 
Starbucks Corp.
  54,040   4,135,681
 
Target Corp.
  35,103   4,418,766
*
Tesla, Inc.
  6,032   8,630,344
 
Tiffany & Co.
  13,059   1,637,076
 
TJX Cos., Inc. (The)
  72,015   3,744,060
 
Tractor Supply Co.
  11,111   1,585,984
*
Ulta Beauty, Inc.
  7,335   1,415,582
 
Vail Resorts, Inc.
  5,815   1,116,654
 
VF Corp.
  37,705   2,275,874
#*
Wayfair, Inc., Class A
  2,776   738,666
 
Whirlpool Corp.
  14,031   2,288,737
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
CONSUMER DISCRETIONARY — (Continued)
 
Wynn Resorts, Ltd.
  11,570   $838,015
 
Yum! Brands, Inc.
  13,792   1,255,762
TOTAL CONSUMER DISCRETIONARY
      219,568,138
CONSUMER STAPLES — (7.0%)
 
Altria Group, Inc.
  118,073   4,858,704
 
Archer-Daniels-Midland Co.
  53,786   2,303,654
#*
Beyond Meat, Inc.
  1,951   245,631
*
Boston Beer Co., Inc. (The), Class A
  807   654,025
 
Brown-Forman Corp., Class A
  3,116   197,056
 
Brown-Forman Corp., Class B
  16,497   1,143,902
 
Campbell Soup Co.
  32,674   1,619,650
 
Church & Dwight Co., Inc.
  24,082   2,319,819
 
Clorox Co. (The)
  7,962   1,883,093
 
Coca-Cola Co. (The)
  228,078   10,774,405
 
Colgate-Palmolive Co.
  47,070   3,633,804
 
Conagra Brands, Inc.
  47,226   1,768,614
 
Constellation Brands, Inc., Class A
  10,297   1,834,925
 
Costco Wholesale Corp.
  27,026   8,797,774
 
Estee Lauder Cos., Inc. (The), Class A
  14,638   2,891,591
 
General Mills, Inc.
  61,032   3,861,495
 
Hershey Co. (The)
  9,600   1,395,936
#
Hormel Foods Corp.
  56,801   2,888,899
 
Ingredion, Inc.
  2,223   192,290
 
JM Smucker Co. (The)
  11,057   1,209,083
 
Kellogg Co.
  36,583   2,523,861
 
Keurig Dr Pepper, Inc.
  17,051   521,590
 
Kimberly-Clark Corp.
  16,340   2,484,334
 
Kraft Heinz Co. (The)
  44,325   1,523,894
 
Kroger Co. (The)
  135,129   4,701,138
 
Lamb Weston Holdings, Inc.
  9,086   545,887
 
McCormick & Co., Inc. Non-Voting
  9,857   1,921,129
 
Molson Coors Beverage Co., Class B
  25,399   952,970
 
Mondelez International, Inc., Class A
  69,201   3,839,963
*
Monster Beverage Corp.
  28,129   2,207,564
 
PepsiCo, Inc.
  87,973   12,110,363
 
Philip Morris International, Inc.
  76,203   5,853,152
*
Post Holdings, Inc.
  12,069   1,071,003
 
Procter & Gamble Co. (The)
  151,035   19,803,709
 
Sysco Corp.
  34,360   1,815,926
 
Tyson Foods, Inc., Class A
  35,885   2,205,133
 
Walgreens Boots Alliance, Inc.
  67,368   2,742,551
 
Walmart, Inc.
  88,920   11,506,248
TOTAL CONSUMER STAPLES
      132,804,765
ENERGY — (2.6%)
 
Baker Hughes Co.
  60,052   930,206
 
Cabot Oil & Gas Corp.
  84,430   1,578,841
*
Cheniere Energy, Inc.
  12,836   635,125
 
Chevron Corp.
  112,321   9,428,225
 
Concho Resources, Inc.
  28,896   1,518,196
 
ConocoPhillips
  74,592   2,788,995
 
Diamondback Energy, Inc.
  7,982   318,163
 
EOG Resources, Inc.
  42,753   2,002,978
 
Exxon Mobil Corp.
  193,815   8,155,735
 
Halliburton Co.
  128,876   1,846,793
 
Hess Corp.
  37,450   1,842,915
 
Kinder Morgan, Inc.
  144,002   2,030,428
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
ENERGY — (Continued)
 
Marathon Petroleum Corp.
  79,287   $3,028,763
 
Occidental Petroleum Corp.
  47,948   754,702
 
ONEOK, Inc.
  40,119   1,119,721
 
Phillips 66
  21,169   1,312,901
 
Pioneer Natural Resources Co.
  18,370   1,780,420
 
Schlumberger, Ltd.
  193,780   3,515,169
 
Valero Energy Corp.
  40,277   2,264,776
 
Williams Cos., Inc. (The)
  111,385   2,130,795
TOTAL ENERGY
      48,983,847
FINANCIALS — (10.3%)
 
Aflac, Inc.
  54,416   1,935,577
 
Alleghany Corp.
  1,591   831,011
 
Allstate Corp. (The)
  22,813   2,153,319
 
Ally Financial, Inc.
  57,456   1,154,866
 
American Express Co.
  50,207   4,685,317
 
American Financial Group, Inc.
  2,679   162,803
 
American International Group, Inc.
  82,300   2,645,122
 
Ameriprise Financial, Inc.
  23,903   3,672,218
 
Aon P.L.C., Class A
  14,679   3,012,424
*
Arch Capital Group, Ltd.
  36,485   1,121,914
 
Ares Management Corp., Class A
  5,792   231,332
 
Arthur J Gallagher & Co.
  23,118   2,484,954
 
Assurant, Inc.
  6,892   740,683
*
Athene Holding, Ltd., Class A
  1,053   33,959
 
Bank of America Corp.
  378,322   9,412,651
 
Bank of New York Mellon Corp. (The)
  65,426   2,345,522
*
Berkshire Hathaway, Inc., Class B
  95,062   18,611,238
 
BlackRock, Inc.
  7,290   4,191,823
 
Blackstone Group, Inc. (The), Class A
  32,803   1,747,744
 
Brown & Brown, Inc.
  34,556   1,571,261
 
Capital One Financial Corp.
  23,987   1,530,371
 
Cboe Global Markets, Inc.
  13,378   1,173,251
 
Charles Schwab Corp. (The)
  70,639   2,341,683
 
Chubb, Ltd.
  21,881   2,784,138
 
Cincinnati Financial Corp.
  14,848   1,157,105
 
Citigroup, Inc.
  99,523   4,977,145
 
Citizens Financial Group, Inc.
  41,364   1,026,241
 
CME Group, Inc.
  17,384   2,888,873
 
CNA Financial Corp.
  6,080   202,464
 
Commerce Bancshares, Inc.
  15,572   891,653
#*
Credit Acceptance Corp.
  2,799   1,309,764
 
Discover Financial Services
  42,609   2,106,163
 
E*TRADE Financial Corp.
  29,823   1,514,114
 
Equitable Holdings, Inc.
  43,684   893,775
 
Erie Indemnity Co., Class A
  4,209   884,395
 
Everest Re Group, Ltd.
  4,304   941,672
 
FactSet Research Systems, Inc.
  2,852   987,648
 
Fidelity National Financial, Inc.
  33,167   1,073,284
 
Fifth Third Bancorp
  69,025   1,370,836
 
First American Financial Corp.
  13,173   671,955
 
First Republic Bank
  16,245   1,827,238
#
Franklin Resources, Inc.
  44,067   927,610
 
Globe Life, Inc
  15,936   1,268,506
 
Goldman Sachs Group, Inc. (The)
  15,838   3,135,290
 
Hartford Financial Services Group, Inc. (The)
  45,603   1,929,919
 
Huntington Bancshares, Inc.
  90,043   834,699
 
Intercontinental Exchange, Inc.
  28,201   2,729,293
 
JPMorgan Chase & Co.
  181,222   17,513,294
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
FINANCIALS — (Continued)
 
KeyCorp
  94,573   $1,135,822
 
KKR & Co., Inc., Class A
  54,164   1,915,781
 
Lincoln National Corp.
  24,979   930,967
 
Loews Corp.
  24,798   902,895
 
M&T Bank Corp.
  13,020   1,379,469
*
Markel Corp.
  1,405   1,467,579
 
MarketAxess Holdings, Inc.
  1,856   958,995
 
Marsh & McLennan Cos., Inc.
  31,231   3,641,534
 
MetLife, Inc.
  47,796   1,809,079
 
Moody's Corp.
  10,990   3,091,487
 
Morgan Stanley
  57,714   2,821,060
 
Morningstar, Inc.
  4,414   741,728
 
MSCI, Inc.
  3,838   1,443,011
 
Nasdaq, Inc.
  19,942   2,618,584
 
Northern Trust Corp.
  24,022   1,882,124
 
PNC Financial Services Group, Inc. (The)
  19,910   2,123,800
 
Principal Financial Group, Inc.
  26,227   1,112,812
 
Progressive Corp. (The)
  42,992   3,883,897
 
Prudential Financial, Inc.
  36,266   2,298,176
 
Raymond James Financial, Inc.
  14,846   1,031,500
 
Regions Financial Corp.
  93,048   1,010,501
 
RenaissanceRe Holdings, Ltd.
  5,085   917,232
 
S&P Global, Inc.
  11,805   4,134,701
 
SEI Investments Co.
  19,842   1,038,332
 
Signature Bank
  1,089   111,655
 
State Street Corp.
  34,125   2,176,834
*
SVB Financial Group
  6,281   1,408,640
 
Synchrony Financial
  83,151   1,840,132
 
T Rowe Price Group, Inc.
  17,666   2,439,675
 
TD Ameritrade Holding Corp.
  59,257   2,126,734
#
Tradeweb Markets, Inc., Class A
  1,738   93,974
 
Travelers Cos., Inc. (The)
  24,986   2,858,898
 
Truist Financial Corp.
  65,224   2,443,291
 
U.S. Bancorp.
  78,262   2,883,172
 
Voya Financial, Inc.
  14,642   723,315
 
Wells Fargo & Co.
  179,395   4,352,123
 
Willis Towers Watson P.L.C.
  12,300   2,583,123
 
WR Berkley Corp.
  16,439   1,015,108
TOTAL FINANCIALS
      194,985,857
HEALTH CARE — (14.7%)
 
Abbott Laboratories
  89,854   9,042,907
 
AbbVie, Inc.
  104,190   9,888,673
*
ABIOMED, Inc.
  3,951   1,185,063
#*
ACADIA Pharmaceuticals, Inc.
  12,593   523,491
 
Agilent Technologies, Inc.
  23,943   2,306,429
*
Alexion Pharmaceuticals, Inc.
  26,926   2,759,646
*
Align Technology, Inc.
  6,396   1,879,273
*
Alnylam Pharmaceuticals, Inc.
  5,113   745,271
*
Amedisys, Inc.
  500   117,080
 
AmerisourceBergen Corp.
  19,921   1,995,885
 
Amgen, Inc.
  37,375   9,144,541
 
Anthem, Inc.
  15,355   4,204,199
 
Baxter International, Inc.
  31,046   2,681,753
 
Becton Dickinson and Co.
  16,567   4,660,960
*
Biogen, Inc.
  15,942   4,379,108
*
BioMarin Pharmaceutical, Inc.
  11,388   1,364,396
*
Bio-Rad Laboratories, Inc., Class A
  2,382   1,250,288
 
Bio-Techne Corp.
  3,107   854,922
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
HEALTH CARE — (Continued)
*
Boston Scientific Corp.
  69,261   $2,671,397
 
Bristol-Myers Squibb Co.
  107,010   6,277,207
 
Bruker Corp.
  12,075   538,786
 
Cardinal Health, Inc.
  23,292   1,272,209
*
Catalent, Inc.
  18,639   1,627,930
*
Centene Corp.
  39,400   2,570,850
 
Cerner Corp.
  31,120   2,161,284
*
Charles River Laboratories International, Inc.
  5,225   1,039,723
 
Chemed Corp.
  1,991   979,950
*
Cigna Corp.
  22,495   3,884,662
 
Cooper Cos., Inc. (The)
  6,503   1,839,894
 
CVS Health Corp.
  75,458   4,749,327
 
Danaher Corp.
  30,888   6,294,974
*
DaVita, Inc.
  14,064   1,229,053
 
DENTSPLY SIRONA, Inc.
  21,057   939,142
*
DexCom, Inc.
  3,704   1,613,240
*
Edwards Lifesciences Corp.
  30,344   2,379,273
*
Elanco Animal Health, Inc.
  38,702   914,528
 
Eli Lilly and Co.
  54,692   8,219,661
 
Encompass Health Corp.
  13,865   943,929
#*
Exact Sciences Corp.
  10,136   960,386
*
Exelixis, Inc.
  34,793   803,370
 
Gilead Sciences, Inc.
  89,884   6,249,635
*
Guardant Health, Inc.
  7,642   650,946
 
HCA Healthcare, Inc.
  12,714   1,610,101
*
Henry Schein, Inc.
  20,526   1,410,752
 
Hill-Rom Holdings, Inc.
  7,223   702,220
*
Hologic, Inc.
  25,118   1,752,734
*
Horizon Therapeutics P.L.C.
  18,400   1,125,896
 
Humana, Inc.
  9,711   3,811,082
*
IDEXX Laboratories, Inc.
  5,215   2,074,266
*
Illumina, Inc.
  5,975   2,283,406
#*
Immunomedics, Inc.
  14,925   630,283
*
Incyte Corp.
  7,831   773,390
*
Insulet Corp.
  4,263   866,924
*
Intuitive Surgical, Inc.
  5,925   4,061,232
*
Ionis Pharmaceuticals, Inc.
  13,508   777,520
*
IQVIA Holdings, Inc.
  15,654   2,479,437
*
Jazz Pharmaceuticals P.L.C.
  8,039   870,222
 
Johnson & Johnson
  180,557   26,317,988
*
Laboratory Corp. of America Holdings
  9,194   1,773,706
*
Masimo Corp.
  5,148   1,133,178
 
McKesson Corp.
  18,855   2,831,267
 
Medtronic P.L.C.
  63,435   6,120,209
 
Merck & Co., Inc.
  161,598   12,966,623
*
Mettler-Toledo International, Inc.
  1,557   1,455,795
#*
Moderna, Inc.
  15,708   1,163,963
*
Molina Healthcare, Inc.
  11,248   2,077,506
*
Mylan NV
  63,032   1,015,446
*
Neurocrine Biosciences, Inc.
  5,618   676,182
*
Penumbra, Inc.
  1,100   244,101
 
PerkinElmer, Inc.
  13,581   1,614,917
 
Perrigo Co. P.L.C.
  16,406   869,846
 
Pfizer, Inc.
  338,653   13,031,367
*
PRA Health Sciences, Inc.
  5,288   563,489
 
Quest Diagnostics, Inc.
  16,207   2,059,423
*
Quidel Corp.
  4,232   1,195,413
*
Regeneron Pharmaceuticals, Inc.
  5,108   3,228,614
*
Repligen Corp.
  4,145   625,522
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
HEALTH CARE — (Continued)
 
ResMed, Inc.
  8,855   $1,793,226
#*
Sarepta Therapeutics, Inc.
  3,090   474,377
*
Seattle Genetics, Inc.
  6,993   1,162,726
 
STERIS P.L.C.
  9,746   1,555,754
 
Stryker Corp.
  16,651   3,218,638
*
Syneos Health, Inc.
  5,774   360,240
#*
Teladoc Health, Inc.
  4,401   1,045,810
 
Teleflex, Inc.
  3,764   1,404,348
 
Thermo Fisher Scientific, Inc.
  20,493   8,483,077
 
UnitedHealth Group, Inc.
  58,051   17,576,682
 
Universal Health Services, Inc., Class B
  9,707   1,066,799
*
Varian Medical Systems, Inc.
  6,886   982,770
*
Veeva Systems, Inc., Class A
  5,481   1,450,108
*
Vertex Pharmaceuticals, Inc.
  10,538   2,866,336
*
Waters Corp.
  3,587   764,569
 
West Pharmaceutical Services, Inc.
  3,998   1,074,942
 
Zimmer Biomet Holdings, Inc.
  19,055   2,569,757
 
Zoetis, Inc.
  30,176   4,577,096
TOTAL HEALTH CARE
      278,416,516
INDUSTRIALS — (10.3%)
 
3M Co.
  39,463   5,937,998
*
AECOM
  10,806   391,069
 
Allegion P.L.C.
  9,356   930,548
 
AMERCO
  2,890   918,240
 
AMETEK, Inc.
  27,975   2,608,669
 
AO Smith Corp.
  24,453   1,177,167
 
Boeing Co. (The)
  26,252   4,147,816
 
Carlisle Cos., Inc.
  7,637   909,414
 
Carrier Global Corp.
  74,000   2,015,760
 
Caterpillar, Inc.
  52,275   6,946,302
#
CH Robinson Worldwide, Inc.
  15,825   1,483,119
 
Cintas Corp.
  11,923   3,599,196
*
Copart, Inc.
  16,361   1,525,663
*
CoStar Group, Inc.
  2,314   1,966,345
 
CSX Corp.
  65,784   4,693,031
 
Cummins, Inc.
  21,672   4,188,331
 
Deere & Co.
  24,918   4,393,293
 
Delta Air Lines, Inc.
  80,104   2,000,197
 
Donaldson Co., Inc.
  9,555   461,889
 
Dover Corp.
  21,147   2,176,661
 
Eaton Corp. P.L.C.
  26,868   2,502,217
 
Emerson Electric Co.
  64,004   3,968,888
 
Equifax, Inc.
  9,838   1,599,265
 
Expeditors International of Washington, Inc.
  15,462   1,306,694
 
Fastenal Co.
  58,457   2,749,817
 
FedEx Corp.
  18,230   3,069,932
 
Fortive Corp.
  32,661   2,292,476
 
Fortune Brands Home & Security, Inc.
  22,160   1,695,240
*
Generac Holdings, Inc.
  9,208   1,450,997
 
General Dynamics Corp.
  17,910   2,628,113
 
General Electric Co.
  403,048   2,446,501
 
Graco, Inc.
  22,426   1,193,960
 
HEICO Corp.
  4,109   394,957
 
HEICO Corp., Class A
  6,353   486,322
 
Honeywell International, Inc.
  42,960   6,416,935
 
Howmet Aerospace, Inc.
  57,506   849,939
 
Hubbell, Inc.
  10,617   1,432,977
 
Huntington Ingalls Industries, Inc.
  6,957   1,208,501
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
INDUSTRIALS — (Continued)
 
IDEX Corp.
  5,869   $967,329
 
Illinois Tool Works, Inc.
  20,576   3,806,354
*
Ingersoll Rand, Inc.
  40,751   1,287,324
 
Jacobs Engineering Group, Inc.
  12,614   1,076,605
 
JB Hunt Transport Services, Inc.
  12,401   1,604,689
 
Johnson Controls International P.L.C.
  68,459   2,634,302
 
Kansas City Southern
  10,973   1,885,710
#
Knight-Swift Transportation Holdings, Inc.
  21,954   954,779
 
L3Harris Technologies, Inc.
  13,741   2,313,023
 
Lennox International, Inc.
  1,874   502,494
 
Lockheed Martin Corp.
  15,925   6,035,097
 
Masco Corp.
  11,715   669,629
 
Nordson Corp.
  5,578   1,080,068
 
Norfolk Southern Corp.
  15,738   3,025,001
 
Northrop Grumman Corp.
  11,342   3,686,263
 
Old Dominion Freight Line, Inc.
  11,551   2,111,754
 
Otis Worldwide Corp.
  22,419   1,406,568
 
PACCAR, Inc.
  50,789   4,321,128
 
Parker-Hannifin Corp.
  18,836   3,370,137
 
Pentair P.L.C.
  25,108   1,075,878
 
Raytheon Technologies Corp.
  71,710   4,064,523
 
Republic Services, Inc.
  45,731   3,990,030
 
Robert Half International, Inc.
  4,997   254,197
 
Rockwell Automation, Inc.
  7,543   1,645,430
 
Rollins, Inc.
  14,219   745,076
 
Roper Technologies, Inc.
  6,365   2,752,544
*
Sensata Technologies Holding P.L.C.
  13,480   511,970
 
Snap-on, Inc.
  9,346   1,363,301
 
Southwest Airlines Co.
  86,584   2,674,580
 
Stanley Black & Decker, Inc.
  18,793   2,881,343
*
Teledyne Technologies, Inc.
  4,012   1,230,480
 
Textron, Inc.
  36,981   1,292,116
 
Toro Co. (The)
  16,304   1,163,290
 
Trane Technologies P.L.C.
  29,341   3,282,378
 
TransDigm Group, Inc.
  2,648   1,142,824
 
TransUnion
  18,588   1,664,927
*
Trex Co., Inc.
  8,286   1,154,488
 
Union Pacific Corp.
  48,630   8,430,011
*
United Airlines Holdings, Inc.
  44,483   1,395,877
 
United Parcel Service, Inc., Class B
  44,736   6,386,511
*
United Rentals, Inc.
  14,055   2,183,725
 
Verisk Analytics, Inc.
  10,420   1,966,358
 
Waste Management, Inc.
  30,339   3,325,154
 
Watsco, Inc.
  5,239   1,236,771
 
Westinghouse Air Brake Technologies Corp.
  17,591   1,093,984
 
WW Grainger, Inc.
  5,911   2,018,784
#*
XPO Logistics, Inc.
  18,281   1,371,441
 
Xylem, Inc.
  21,937   1,600,962
TOTAL INDUSTRIALS
      196,801,646
INFORMATION TECHNOLOGY — (26.1%)
 
Accenture P.L.C., Class A
  44,448   9,991,021
*
Adobe, Inc.
  23,593   10,482,842
*
Advanced Micro Devices, Inc.
  57,351   4,440,688
*
Akamai Technologies, Inc.
  19,786   2,224,738
#*
Alteryx, Inc., Class A
  2,874   504,358
 
Amdocs, Ltd.
  20,615   1,280,191
 
Amphenol Corp., Class A
  18,961   2,005,315
 
Analog Devices, Inc.
  18,814   2,160,788
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
INFORMATION TECHNOLOGY — (Continued)
*
ANSYS, Inc.
  5,533   $1,718,550
 
Apple, Inc.
  255,658   108,664,876
 
Applied Materials, Inc.
  56,098   3,608,784
*
Arista Networks, Inc.
  6,093   1,582,779
*
Aspen Technology, Inc.
  8,264   803,757
*
Atlassian Corp. P.L.C., Class A
  3,892   687,522
*
Autodesk, Inc.
  10,606   2,507,577
 
Automatic Data Processing, Inc.
  27,990   3,720,151
*
Avalara, Inc.
  3,553   477,701
*
Black Knight, Inc.
  12,127   908,555
 
Booz Allen Hamilton Holding Corp.
  11,336   926,831
 
Broadcom, Inc.
  24,371   7,719,514
 
Broadridge Financial Solutions, Inc.
  9,022   1,212,015
*
Cadence Design Systems, Inc.
  15,966   1,744,285
 
CDW Corp.
  8,526   991,148
*
Ceridian HCM Holding, Inc.
  10,295   805,996
*
Ciena Corp.
  21,657   1,288,808
 
Cisco Systems, Inc.
  255,448   12,031,601
 
Citrix Systems, Inc.
  7,397   1,055,996
 
Cognex Corp.
  10,975   733,898
 
Cognizant Technology Solutions Corp., Class A
  41,444   2,831,454
 
Corning, Inc.
  88,545   2,744,895
#*
Coupa Software, Inc.
  1,724   528,320
*
Dell Technologies, Inc., Class C
  10,042   600,813
*
DocuSign, Inc.
  5,918   1,283,200
 
Dolby Laboratories, Inc., Class A
  6,404   445,718
*
Dropbox, Inc., Class A
  10,501   238,898
*
Elastic N.V.
  5,282   508,076
#*
Enphase Energy Inc.
  14,347   865,985
 
Entegris, Inc.
  19,774   1,421,948
*
EPAM Systems, Inc.
  4,212   1,221,817
*
F5 Networks, Inc.
  7,705   1,047,109
*
Fair Isaac Corp.
  1,777   780,441
*
Fastly, Inc., Class A
  1,040   100,350
 
Fidelity National Information Services, Inc.
  29,752   4,353,015
*
Fiserv, Inc.
  27,587   2,752,907
*
Five9, Inc.
  1,492   180,263
*
FleetCor Technologies, Inc.
  7,817   2,021,242
*
Fortinet, Inc.
  8,816   1,219,253
*
Gartner, Inc.
  5,751   716,805
 
Genpact, Ltd.
  29,690   1,182,256
 
Global Payments, Inc.
  14,500   2,581,290
*
GoDaddy, Inc., Class A
  10,763   756,424
*
Guidewire Software, Inc.
  6,023   708,666
 
Hewlett Packard Enterprise Co.
  156,316   1,542,839
 
HP, Inc.
  70,999   1,248,162
*
HubSpot, Inc.
  2,523   591,921
 
Intel Corp.
  363,797   17,364,031
 
International Business Machines Corp.
  70,516   8,669,237
 
Intuit, Inc.
  12,868   3,942,369
*
IPG Photonics Corp.
  6,855   1,227,114
 
Jack Henry & Associates, Inc.
  5,190   925,377
 
Juniper Networks, Inc.
  39,066   991,495
*
Keysight Technologies, Inc.
  17,302   1,728,297
 
KLA Corp.
  11,801   2,358,194
 
Lam Research Corp.
  8,147   3,072,723
 
Leidos Holdings, Inc.
  20,867   1,985,704
 
Marvell Technology Group, Ltd.
  62,355   2,274,087
 
Mastercard, Inc., Class A
  56,784   17,519,568
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
INFORMATION TECHNOLOGY — (Continued)
 
Maxim Integrated Products, Inc.
  18,135   $1,234,812
#
Microchip Technology, Inc.
  29,914   3,043,151
*
Micron Technology, Inc.
  67,805   3,393,979
 
Microsoft Corp.
  412,754   84,618,698
#*
MongoDB, Inc.
  1,954   447,622
 
Monolithic Power Systems, Inc.
  3,026   801,920
 
Motorola Solutions, Inc.
  7,787   1,088,623
 
NetApp, Inc.
  13,066   578,824
 
NortonLifeLock, Inc.
  45,946   985,542
*
Nuance Communications, Inc.
  9,900   270,765
 
NVIDIA Corp.
  27,148   11,526,769
*
Okta, Inc.
  3,671   811,218
*
ON Semiconductor Corp.
  66,659   1,373,175
 
Oracle Corp.
  139,695   7,746,088
*
Palo Alto Networks, Inc.
  3,317   848,887
 
Paychex, Inc.
  31,769   2,284,826
*
Paycom Software, Inc.
  3,091   878,988
*
Paylocity Holding Corp.
  3,400   452,880
*
PayPal Holdings, Inc.
  51,348   10,067,802
 
Pegasystems, Inc.
  5,725   669,195
*
Proofpoint, Inc.
  4,630   535,552
*
PTC, Inc.
  7,206   616,545
*
Qorvo, Inc.
  13,990   1,792,818
 
QUALCOMM, Inc.
  73,264   7,737,411
#*
RealPage, Inc.
  7,141   449,954
*
RingCentral, Inc., Class A
  2,159   626,693
*
salesforce.com, Inc.
  40,207   7,834,334
 
Seagate Technology P.L.C.
  32,007   1,447,357
*
ServiceNow, Inc.
  6,163   2,706,790
 
Skyworks Solutions, Inc.
  22,942   3,339,896
#*
Slack Technologies, Inc., Class A
  13,751   406,342
*
SolarEdge Technologies, Inc.
  3,802   665,730
*
Splunk, Inc.
  5,319   1,116,033
*
Square, Inc., Class A
  11,731   1,523,270
 
SS&C Technologies Holdings, Inc.
  30,202   1,736,615
*
Synopsys, Inc.
  9,203   1,833,422
 
TE Connectivity, Ltd.
  22,259   1,982,609
 
Teradyne, Inc.
  18,041   1,604,927
 
Texas Instruments, Inc.
  58,195   7,422,772
*
Trade Desk, Inc. (The), Class A
  1,645   742,421
*
Trimble, Inc.
  23,231   1,034,012
*
Twilio, Inc., Class A
  9,129   2,532,567
*
Tyler Technologies, Inc.
  2,285   816,316
 
Ubiquiti, Inc.
  1,212   224,584
 
Universal Display Corp.
  5,744   1,002,041
*
VeriSign, Inc.
  5,208   1,102,429
 
Visa, Inc., Class A
  94,296   17,953,958
#*
VMware, Inc., Class A
  4,647   651,556
 
Western Digital Corp.
  29,058   1,252,400
 
Western Union Co. (The)
  20,135   488,878
*
WEX, Inc.
  799   126,538
*
Workday, Inc., Class A
  5,624   1,017,494
 
Xilinx, Inc.
  15,010   1,611,323
*
Zebra Technologies Corp., Class A
  4,814   1,351,530
*
Zendesk, Inc.
  3,883   353,935
*
Zoom Video Communications, Inc., Class A
  4,603   1,168,748
*
Zscaler, Inc.
  2,717   352,802
TOTAL INFORMATION TECHNOLOGY
      495,098,914
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
MATERIALS — (3.4%)
 
Air Products & Chemicals, Inc.
  13,474   $3,862,053
 
Albemarle Corp.
  16,946   1,397,367
*
Amcor, P.L.C.
  184,440   1,899,732
 
AptarGroup, Inc.
  12,073   1,390,810
*
Arconic Corp.
  14,376   234,185
 
Avery Dennison Corp.
  10,495   1,189,503
 
Ball Corp.
  26,336   1,939,120
*
Berry Global Group, Inc.
  7,016   350,730
 
Celanese Corp.
  16,548   1,608,466
*
Corteva, Inc.
  68,793   1,964,728
*
Crown Holdings, Inc.
  17,287   1,237,403
*
Dow, Inc.
  73,360   3,012,162
 
DuPont de Nemours, Inc.
  46,700   2,497,516
 
Eastman Chemical Co.
  16,706   1,246,769
 
Ecolab, Inc.
  15,221   2,847,545
 
FMC Corp.
  18,010   1,909,960
 
Freeport-McMoRan, Inc.
  140,779   1,818,865
 
International Flavors & Fragrances, Inc.
  10,360   1,304,842
 
International Paper Co.
  55,602   1,934,393
 
Linde P.L.C.
  24,838   6,088,042
 
LyondellBasell Industries NV, Class A
  57,357   3,585,960
 
Martin Marietta Materials, Inc.
  6,870   1,423,327
 
Newmont Corp.
  48,863   3,381,319
 
Nucor Corp.
  36,718   1,540,320
 
Packaging Corp. of America
  13,206   1,269,361
 
PPG Industries, Inc.
  27,192   2,927,219
 
Reliance Steel & Aluminum Co.
  9,384   922,072
 
Royal Gold, Inc.
  5,680   794,802
 
RPM International, Inc.
  11,265   919,111
 
Scotts Miracle-Gro Co. (The)
  6,142   973,937
 
Sherwin-Williams Co. (The)
  5,322   3,448,230
 
Southern Copper Corp.
  8,004   349,855
 
Steel Dynamics, Inc.
  3,693   101,225
 
Vulcan Materials Co.
  16,148   1,896,098
 
Westlake Chemical Corp.
  2,254   122,843
 
WestRock Co.
  39,853   1,070,451
TOTAL MATERIALS
      64,460,321
REAL ESTATE — (0.1%)
*
CBRE Group, Inc., Class A
  40,867   1,790,383
UTILITIES — (2.3%)
 
AES Corp.
  38,585   587,649
 
Alliant Energy Corp.
  10,900   586,965
 
Ameren Corp.
  12,117   972,268
 
American Electric Power Co., Inc.
  24,268   2,108,404
 
American Water Works Co., Inc.
  8,290   1,220,868
 
Atmos Energy Corp.
  5,126   543,305
 
Avangrid, Inc.
  4,361   217,134
 
CenterPoint Energy, Inc.
  26,910   511,559
 
CMS Energy Corp.
  12,885   826,959
 
Consolidated Edison, Inc.
  16,308   1,252,944
 
Dominion Energy, Inc.
  41,097   3,330,090
 
DTE Energy Co.
  8,912   1,030,495
 
Duke Energy Corp.
  35,992   3,049,962
 
Edison International
  17,024   947,726
 
Entergy Corp.
  9,632   1,012,612
 
Essential Utilities, Inc.
  12,986   588,915
 
Evergy, Inc.
  9,533   618,024
U.S. Large Cap Equity Portfolio
CONTINUED
      Shares   Value†
UTILITIES — (Continued)
 
Eversource Energy
  15,680   $1,412,298
 
Exelon Corp.
  45,118   1,742,006
 
FirstEnergy Corp.
  25,593   742,197
 
NextEra Energy, Inc.
  23,968   6,727,818
 
NiSource, Inc.
  20,159   492,887
 
NRG Energy, Inc.
  40,830   1,380,462
 
OGE Energy Corp.
  16,660   548,114
 
Pinnacle West Capital Corp.
  5,033   418,142
 
PPL Corp.
  34,251   911,762
 
Public Service Enterprise Group, Inc.
  24,760   1,385,074
 
Sempra Energy
  14,318   1,782,018
 
Southern Co. (The)
  51,396   2,806,736
 
UGI Corp.
  17,137   571,348
 
Vistra Corp.
  71,775   1,339,321
 
WEC Energy Group, Inc.
  15,369   1,464,051
 
Xcel Energy, Inc.
  24,541   1,694,311
TOTAL UTILITIES
      44,824,424
TOTAL COMMON STOCKS
      1,884,169,603
RIGHTS/WARRANTS — (0.0%)
ENERGY — (0.0%)
*»
Occidental Petroleum Corp. 08/03/2027
  12,852   71,975
TOTAL INVESTMENT SECURITIES

(Cost $1,258,944,132)
      1,884,241,578
    
         
TEMPORARY CASH INVESTMENTS — (0.2%)
 
State Street Institutional U.S. Government Money Market Fund 0.092%
  3,922,804 3,922,804
SECURITIES LENDING COLLATERAL — (0.5%)
@§
The DFA Short Term Investment Fund
  748,467 8,660,509
TOTAL INVESTMENTS — (100.0%)  
(Cost $1,271,524,987)^^
    $1,896,824,891
Summary of the Portfolio's investments as of July 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
$206,434,792   —   —   $206,434,792
Consumer Discretionary
219,568,138   —   —   219,568,138
Consumer Staples
132,804,765   —   —   132,804,765
Energy
48,983,847   —   —   48,983,847
Financials
194,985,857   —   —   194,985,857
Health Care
278,416,516   —   —   278,416,516
Industrials
196,801,646   —   —   196,801,646
Information Technology
495,098,914   —   —   495,098,914
Materials
64,460,321   —   —   64,460,321
Real Estate
1,790,383   —   —   1,790,383
Utilities
44,824,424   —   —   44,824,424
U.S. Large Cap Equity Portfolio
CONTINUED
  Investments in Securities (Market Value)
  Level 1   Level 2   Level 3   Total
Rights/Warrants              
Energy
—   $71,975   —   $71,975
Temporary Cash Investments
$3,922,804   —   —   3,922,804
Securities Lending Collateral
—   8,660,509   —   8,660,509
TOTAL
$1,888,092,407   $8,732,484   —   $1,896,824,891
DFA COMMODITY STRATEGY PORTFOLIO
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (58.7%)
AUSTRALIA — (1.0%)
Australia & New Zealand Banking Group, Ltd. Floating Rate Note        
(r)
1.230%, 11/23/21
  2,000   $2,018,418
Commonwealth Bank of Australia        
2.400%, 11/02/20
  1,746   1,754,849
Macquarie Group, Ltd.        
Ω
6.250%, 01/14/21
  4,842   4,965,640
Westpac Banking Corp.        
2.100%, 05/13/21
  1,000   1,014,650
TOTAL AUSTRALIA
      9,753,557
BELGIUM — (2.0%)
Dexia Credit Local SA        
0.200%, 03/16/21
EUR 16,250   19,209,996
CANADA — (3.9%)
Bank of Montreal Floating Rate Note        
(r)
1.159%, 08/27/21
  12,203   12,299,516
Canadian Natural Resources, Ltd.        
2.950%, 01/15/23
  750   780,708
National Bank of Canada        
#
2.100%, 02/01/23
  2,500   2,594,132
Royal Bank of Canada        
2.030%, 03/15/21
CAD 20,000   15,081,862
Suncor Energy, Inc.        
2.800%, 05/15/23
  7,000   7,359,679
TOTAL CANADA
      38,115,897
DENMARK — (0.8%)
Danske Bank A.S.        
Ω
2.800%, 03/10/21
  5,600   5,678,794
Ω
5.000%, 01/12/22
  784   826,206
 
2.700%, 03/02/22
  1,000   1,031,104
TOTAL DENMARK
      7,536,104
FRANCE — (4.0%)
Agence Francaise de Developpement EPIC        
0.125%, 03/31/21
EUR 18,000   21,267,993
Banque Federative du Credit Mutuel S.A.        
#Ω
2.750%, 10/15/20
  5,870   5,899,772
BNP Paribas SA        
Ω
2.950%, 05/23/22
  2,000   2,076,556
BPCE SA        
2.650%, 02/03/21
  330   333,773
      Face
Amount^ 		  Value†
      (000)    
FRANCE — (Continued)
Credit Agricole SA        
Ω
3.375%, 01/10/22
  1,620   $1,680,279
Sanofi        
0.875%, 09/22/21
EUR 5,000   5,942,125
Societe Generale SA        
2.625%, 09/16/20
  2,000   2,005,478
TOTAL FRANCE
      39,205,976
GERMANY — (2.1%)
BMW US Capital LLC        
Ω
2.000%, 04/11/21
  3,000   3,026,251
Daimler Finance North America LLC        
Ω
2.700%, 08/03/20
  3,060   3,060,000
Deutsche Bahn Finance GMBH        
4.375%, 09/23/21
EUR 175   216,772
Deutsche Bank AG        
2.950%, 08/20/20
  2,463   2,464,590
 
3.150%, 01/22/21
  5,400   5,449,708
Siemens Financieringsmaatschappij NV        
2.900%, 05/27/22
  1,000   1,046,086
Volkswagen Group of America Finance LLC        
Ω
4.000%, 11/12/21
  850   885,173
 
2.900%, 05/13/22
  520   539,246
Ω
2.700%, 09/26/22
  4,000   4,157,065
TOTAL GERMANY
      20,844,891
JAPAN — (3.6%)
American Honda Finance Corp. Floating Rate Note        
(r)
0.645%, 02/12/21
  6,000   6,000,440
American Honda Finance Corp.        
1.950%, 05/20/22
  1,500   1,542,091
Mitsubishi UFJ Financial Group, Inc.        
2.950%, 03/01/21
  513   520,501
 
2.190%, 09/13/21
  1,000   1,019,522
Mitsubishi UFJ Financial Group, Inc. Floating Rate Note        
(r)
1.373%, 09/13/21
  2,500   2,522,415
Mizuho Financial Group, Inc.        
2.632%, 04/12/21
  2,000   2,031,494
 
2.953%, 02/28/22
  500   519,307
#
2.601%, 09/11/22
  2,173   2,261,389
 
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
JAPAN — (Continued)
Mizuho Financial Group, Inc. Floating Rate Note        
(r)
1.453%, 09/13/21
  560   $565,372
Sumitomo Mitsui Financial Group, Inc. Floating Rate Note        
(r)
1.412%, 10/19/21
  3,520   3,561,532
Toyota Finance Australia, Ltd.        
0.000%, 04/09/21
EUR 2,000   2,357,706
Toyota Motor Credit Corp. Floating Rate Note        
(r)
0.546%, 04/13/21
  12,000   12,015,606
TOTAL JAPAN
      34,917,375
NETHERLANDS — (0.6%)
Nederlandse Waterschapsbank NV Floating Rate Note        
(r)Ω
0.383%, 12/15/21
  5,000   5,002,550
Shell International Finance BV        
1.875%, 05/10/21
  1,263   1,278,928
TOTAL NETHERLANDS
      6,281,478
SINGAPORE — (0.2%)
Temasek Financial I, Ltd.        
0.500%, 03/01/22
EUR 2,000   2,369,636
SPAIN — (1.7%)
Santander Holdings USA, Inc.        
#
3.400%, 01/18/23
  2,000   2,094,018
Santander UK Group Holdings P.L.C.        
2.875%, 10/16/20
  4,000   4,019,790
 
3.125%, 01/08/21
  1,808   1,828,874
Telefonica Emisiones SA        
5.462%, 02/16/21
  8,000   8,212,826
TOTAL SPAIN
      16,155,508
SWITZERLAND — (0.5%)
Credit Suisse AG        
3.000%, 10/29/21
  1,500   1,548,392
Nestle Finance International, Ltd.        
2.125%, 09/10/21
EUR 2,875   3,471,727
TOTAL SWITZERLAND
      5,020,119
UNITED KINGDOM — (2.5%)
Barclays P.L.C.        
3.250%, 01/12/21
  1,085   1,098,259
CNH Industrial Capital LLC        
4.375%, 04/05/22
  1,860   1,953,633
      Face
Amount^ 		  Value†
      (000)    
UNITED KINGDOM — (Continued)
HSBC Holdings P.L.C.        
4.000%, 03/30/22
  2,053   $2,169,864
 
3.600%, 05/25/23
  2,200   2,365,869
HSBC USA, Inc.        
2.750%, 08/07/20
  6,725   6,726,393
Lloyds Banking Group P.L.C.        
3.100%, 07/06/21
  1,000   1,025,001
 
3.000%, 01/11/22
  5,700   5,899,557
NatWest Markets PLC        
Ω
2.375%, 05/21/23
  3,300   3,410,672
TOTAL UNITED KINGDOM
      24,649,248
UNITED STATES — (35.8%)
AbbVie, Inc.        
3.375%, 09/15/20
  1,570   1,575,578
 
2.900%, 11/06/22
  5,500   5,785,522
Aetna, Inc.        
2.750%, 11/15/22
  886   924,168
Altria Group, Inc.        
2.850%, 08/09/22
  2,800   2,925,915
#
2.950%, 05/02/23
  4,599   4,875,156
American Express Co.        
2.500%, 08/01/22
  3,569   3,703,121
American Express Credit Corp.        
2.600%, 09/14/20
  1,600   1,601,014
American International Group, Inc.        
3.375%, 08/15/20
  3,470   3,473,290
 
6.400%, 12/15/20
  7,000   7,154,673
Anthem, Inc.        
4.350%, 08/15/20
  1,128   1,129,408
 
2.500%, 11/21/20
  11,352   11,422,645
Aon P.L.C.        
#
2.800%, 03/15/21
  3,380   3,424,063
AT&T, Inc. Floating Rate Note        
(r)
1.225%, 07/15/21
  2,000   2,016,271
AutoZone, Inc.        
2.500%, 04/15/21
  2,045   2,070,454
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.        
2.773%, 12/15/22
  6,000   6,277,995
Bank of America Corp.        
2.625%, 10/19/20
  1,010   1,015,010
 
3.300%, 01/11/23
  5,000   5,339,286
Best Buy Co., Inc.        
#
5.500%, 03/15/21
  6,000   6,106,465
BMW US Capital LLC        
#Ω
3.800%, 04/06/23
  7,000   7,545,473
Boeing Co. (The)        
2.200%, 10/30/22
  3,500   3,523,981
 
2.800%, 03/01/23
  4,000   4,077,953
Bristol-Myers Squibb Co.        
2.875%, 02/19/21
  7,000   7,096,412
 
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Bunge, Ltd. Finance Corp.        
3.500%, 11/24/20
  2,000   $2,014,005
 
3.000%, 09/25/22
  2,000   2,079,582
Capital One Financial Corp.        
4.750%, 07/15/21
  4,110   4,279,260
Cardinal Health, Inc.        
3.200%, 06/15/22
  4,654   4,862,796
Caterpillar Financial Services Corp. Floating Rate Note        
(r)
0.543%, 03/15/21
  3,000   3,003,477
(r)
0.598%, 09/07/21
  1,800   1,802,489
Cigna Corp.        
3.750%, 07/15/23
  2,147   2,338,923
Citigroup, Inc.        
2.650%, 10/26/20
  2,575   2,588,776
 
2.700%, 03/30/21
  3,234   3,284,762
 
4.500%, 01/14/22
  195   206,164
Citizens Bank NA        
2.550%, 05/13/21
  8,000   8,122,385
CNH Industrial Capital LLC        
1.950%, 07/02/23
  4,000   4,037,235
Conagra Brands, Inc.        
3.800%, 10/22/21
  2,200   2,287,712
Daimler Finance North America LLC        
Ω
2.550%, 08/15/22
  1,100   1,137,046
Dollar Tree, Inc.        
3.700%, 05/15/23
  7,278   7,835,502
Dominion Energy Gas Holdings LLC        
2.800%, 11/15/20
  2,000   2,009,529
DuPont de Nemours, Inc.        
2.169%, 05/01/23
  8,500   8,670,491
Eastman Chemical Co.        
3.500%, 12/01/21
  400   414,414
 
3.600%, 08/15/22
  1,725   1,811,392
eBay, Inc.        
2.750%, 01/30/23
  3,800   4,002,109
Edison International        
2.400%, 09/15/22
  2,400   2,450,304
#
2.950%, 03/15/23
  1,522   1,564,550
Enterprise Products Operating LLC        
5.200%, 09/01/20
  3,839   3,852,880
Eversource Energy        
2.500%, 03/15/21
  4,050   4,095,014
GE Capital International Funding Co., Unlimited Co.        
2.342%, 11/15/20
  3,000   3,015,662
General Electric Co.        
4.375%, 09/16/20
  7,000   7,032,748
General Motors Financial Co., Inc.        
4.200%, 03/01/21
  500   507,429
 
3.550%, 07/08/22
  1,507   1,565,729
 
3.250%, 01/05/23
  1,600   1,655,005
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
General Motors Financial Co.,Inc.        
#
5.200%, 03/20/23
  1,753   $1,906,988
Goldman Sachs Group, Inc. (The)        
5.250%, 07/27/21
  1,000   1,047,296
 
5.750%, 01/24/22
  1,000   1,076,015
 
3.625%, 01/22/23
  1,503   1,614,135
 
3.200%, 02/23/23
  4,500   4,785,749
Harley-Davidson Financial Services, Inc.        
Ω
2.850%, 01/15/21
  6,000   6,026,824
 
3.350%, 02/15/23
  1,200   1,237,898
Hewlett Packard Enterprise Co.        
3.600%, 10/15/20
  12,000   12,037,990
Integrys Holding, Inc.        
4.170%, 11/01/20
  4,060   4,094,181
JPMorgan Chase & Co.        
4.350%, 08/15/21
  750   780,851
 
3.250%, 09/23/22
  4,112   4,359,185
Keurig Dr Pepper, Inc.        
3.200%, 11/15/21
  630   647,243
KeyCorp        
2.900%, 09/15/20
  3,128   3,136,985
Kinder Morgan Energy Partners LP        
3.950%, 09/01/22
  2,120   2,242,666
Kroger Co. (The)        
2.950%, 11/01/21
  2,334   2,401,843
Laboratory Corp. of America Holdings        
3.750%, 08/23/22
  3,118   3,293,657
LG&E & KU Energy LLC        
3.750%, 11/15/20
  1,244   1,245,261
Liberty Mutual Group, Inc.        
5.000%, 06/01/21
  980   1,015,518
LyondellBasell Industries NV        
6.000%, 11/15/21
  5,000   5,276,941
Marathon Oil Corp.        
2.800%, 11/01/22
  4,000   4,050,432
Marathon Petroleum Corp.        
4.500%, 05/01/23
  7,870   8,527,230
Marriott International, Inc.        
#
2.875%, 03/01/21
  600   605,469
Marsh & McLennan Cos. Inc.        
4.800%, 07/15/21
  1,526   1,573,548
Micron Technology, Inc.        
2.497%, 04/24/23
  7,400   7,725,058
Morgan Stanley        
3.125%, 01/23/23
  7,700   8,186,630
Mylan NV        
3.150%, 06/15/21
  1,214   1,238,933
Mylan, Inc.        
Ω
3.125%, 01/15/23
  5,000   5,281,503
 
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
National Rural Utilities Cooperative Finance Corp. Floating Rate Note        
(r)
0.683%, 06/30/21
  1,800   $1,805,622
Omnicom Group, Inc. / Omnicom Capital, Inc.        
3.625%, 05/01/22
  1,900   2,003,574
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
4.250%, 01/17/23
  4,000   4,308,170
Philip Morris International, Inc.        
2.900%, 11/15/21
  5,159   5,333,265
Phillips 66        
#
3.700%, 04/06/23
  1,000   1,075,130
Procter & Gamble Co. (The)        
2.000%, 11/05/21
EUR 1,153   1,395,845
Raytheon Technologies Corp.        
8.750%, 03/01/21
  2,000   2,094,369
Roper Technologies, Inc.        
3.000%, 12/15/20
  5,070   5,109,643
Sempra Energy        
2.850%, 11/15/20
  6,000   6,021,292
Tyson Foods, Inc.        
4.500%, 06/15/22
  500   532,041
UnitedHealth Group, Inc.        
2.125%, 03/15/21
  2,905   2,938,218
Valero Energy Corp.        
2.700%, 04/15/23
  6,000   6,262,786
VMware, Inc.        
2.950%, 08/21/22
  4,000   4,174,829
Walgreen Co.        
#
3.100%, 09/15/22
  5,296   5,566,380
Waste Management, Inc.        
2.400%, 05/15/23
  2,207   2,306,473
Wells Fargo & Co.        
2.550%, 12/07/20
  1,450   1,461,130
#
4.600%, 04/01/21
  3,400   3,495,670
Wells Fargo & Co. Floating Rate Note        
(r)
1.270%, 07/26/21
  3,000   3,024,608
Williams Cos., Inc. (The)        
3.700%, 01/15/23
  6,000   6,342,407
Williams Partners LP        
3.350%, 08/15/22
  995   1,035,462
Xcel Energy, Inc.        
2.400%, 03/15/21
  2,622   2,649,791
Zoetis, Inc. Floating Rate Note        
(r)
0.817%, 08/20/21
  994   995,940
TOTAL UNITED STATES
      350,939,897
TOTAL BONDS
      574,999,682
      Face
Amount^ 		  Value†
      (000)    
U.S. TREASURY OBLIGATIONS — (33.3%)
U.S. Treasury Bill        
0.000%, 08/11/20
  13,000   $12,999,747
U.S. Treasury Notes        
(r)
0.220%, 01/31/21
  19,000   19,009,073
(r)
0.244%, 04/30/21
  163,000   163,140,775
(r)
0.259%, 01/31/22
  10,000   10,016,893
(r)
0.219%, 04/30/22
  121,000   121,133,669
TOTAL U.S. TREASURY OBLIGATIONS
      326,300,157
TOTAL INVESTMENT SECURITIES

(Cost $894,018,316)
      901,299,839
COMMERCIAL PAPER — (7.5%)
Ω
Astrazeneca P.L.C. 2.000%, 10/28/20
  3,000   2,996,677
Ω
Astrazeneca PLC 1.900%, 12/11/20
  6,000   5,989,537
Ω
AT&T, Inc. 1.400%, 08/03/20
  5,000   4,999,921
Bayer Corp.        
Ω
0.800%, 08/17/20
  2,000   1,999,842
Ω
2.450%, 09/01/20
  3,200   3,199,389
Ω
BP Capital Markets P.L.C. 1.550%, 09/01/20
  7,000   6,999,197
Ω
Campbell Soup Co. 1.600%, 09/01/20
  3,500   3,499,331
Ω
Daimler Fin North America 1.578%, 08/12/20
  4,000   3,999,772
Ω
Emerson Electric Co. 1.017%, 08/06/20
  4,500   4,499,819
Ω
Glencore Funding LLC 1.560%, 08/06/20
  5,000   4,999,675
Ω
Honeywell International 1.018%, 09/18/20
  8,000   7,998,443
Intesa Funding LLC 1.200%, 08/03/20
  1,000   999,959
Ω
Natwest Markets P.L.C. 1.150%, 01/07/21
  5,000   4,990,156
Ω
Telstra Corporation Limited 0.550%, 12/21/20
  7,000   6,988,683
Ω
Walgreens Boots Alliance, Inc. 1.430%, 11/09/20
  1,500   1,497,711
Walt Disney Co. (The)        
Ω
0.700%, 03/26/21
  5,000   4,986,249
Ω
0.700%, 04/30/21
  2,500   2,491,450
TOTAL COMMERCIAL PAPER
      73,135,811
    
 
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
      Shares   Value†
SECURITIES LENDING COLLATERAL — (0.5%)
@§
The DFA Short Term Investment Fund
  408,186   $4,723,119
TOTAL INVESTMENTS — (100.0%)    
(Cost $971,765,685)^^
      $979,158,769
As of July 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 15,260,321   CAD 20,392,748   Bank of America Corp.   09/03/20   $34,608
Total Appreciation           $34,608
USD 54,869,695   EUR 47,892,605   Bank of New York Mellon Corp.   08/21/20   $(1,565,541)
Total (Depreciation)           $(1,565,541)
Total Appreciation
(Depreciation) 		          $(1,530,933)
As of July 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:                    
CME Live Cattle Futures
  60   10/30/20   $2,441,748   $2,589,000   $147,252
Copper futures
  75   12/29/20   5,469,462   5,419,688   (49,774)
Corn Futures
  229   12/14/20   3,761,846   3,744,150   (17,696)
Gasoline Rbob Futures
  23   10/30/20   1,082,105   1,052,457   (29,648)
Gold 100 Oz. Futures
  65   12/29/20   11,786,152   12,908,350   1,122,198
ICE Brent Crude Oil Futures
  78   09/30/20   3,336,991   3,420,300   83,309
Kc Hrw Wheat Futures
  47   12/14/20   1,059,423   1,064,550   5,127
Lean Hogs Futures
  49   10/14/20   938,927   972,650   33,723
LME Nickel Futures
  29   09/14/20   2,203,379   2,394,849   191,470
LME Nickel Futures
  25   11/16/20   2,059,613   2,069,550   9,937
LME Primary Aluminium Futures
  85   09/14/20   3,351,285   3,605,594   254,309
LME Prime Aluminium Futures
  72   11/16/20   3,087,325   3,082,500   (4,825)
LME Zinc Futures
  52   09/14/20   2,625,881   3,009,500   383,619
LME Zinc Futures
  44   11/16/20   2,458,148   2,553,650   95,502
Low Su Gasoil G Futures
  32   11/12/20   1,227,277   1,200,800   (26,477)
Natural Gas Futures
  280   10/28/20   6,662,541   6,770,400   107,859
Ny Harb Ulsd Futures
  19   10/30/20   1,015,753   1,003,485   (12,268)
NYBOT CSC ’C’ Coffee Futures
  45   12/18/20   1,993,104   2,052,000   58,896
NYBOT CSC No 11 World Sugar Futures
  150   09/30/20   1,865,048   2,123,520   258,472
NYBOT CTN No 2 Cotton Futures
  32   12/08/20   915,550   1,002,560   87,010
Silver Futures
  31   12/29/20   3,820,933   3,792,695   (28,238)
Soybean Futures
  90   11/13/20   3,868,253   4,016,250   147,997
Soybean Meal Futures
  83   12/14/20   2,431,784   2,467,590   35,806
Soybean Oil Futures
  105   12/14/20   1,781,196   1,937,880   156,684
Wheat Futures (cbt)
  84   12/14/20   2,229,987   2,262,750   32,763
Wti Crude Futures
  97   10/20/20   3,994,122   3,968,270   (25,852)
Total
          $77,467,833   $80,484,988   $3,017,155
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
Description   Number of
Contracts 		  Expiration
Date 		  Notional
Value 		  Market
Value 		  Unrealized
Appreciation
(Depreciation)
Short Position contracts:                    
LME Nickel Futures
  (29)   09/14/20   $(2,369,702)   $(2,394,849)   $(25,147)
LME Primary Aluminium Futures
  (85)   09/14/20   (3,582,520)   (3,605,594)   (23,074)
LME Zinc Futures
  (52)   09/14/20   (2,872,947)   (3,009,500)   (136,553)
Total
          $(8,825,169)   $(9,009,943)   $(184,774)
Total Futures Contracts
          $68,642,664   $71,475,045   $2,832,381
As of July 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 128,398,366   3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%   09/29/20   —   —   $1,202,543   $1,202,543
BofA Merrill Lynch Total Return Index (2)   Bank of America Corp.   USD 140,338,729   3 Month USD UST 13-Week Bill High Discount Rate plus 0.19%   09/29/20   —   —   1,618,565   1,618,565
Citi Commodities Pre-Roll RS Total Return Index (3)   Citibank, N.A.   USD 192,113,051   3 Month USD UST 13-Week Bill High Discount Rate plus 0.19%   09/30/20   —   —   639,429   639,429
Citi Custom CIVICS H Total Return Index (4)   Citibank, N.A.   USD 80,546,630   3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%   09/30/20   —   —   336,082   336,082
Credit Suisse Custom 141 Total Return Index (5)   Credit Suisse   USD 144,995,074   3 Month USD UST 13-Week Bill High Discount Rate plus 0.18%   08/28/20   —   —   587,499   587,499
Credit Suisse Custom 57 Total Return Index (6)   Credit Suisse   USD 86,404,134   3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%   08/28/20   —   —   323,337   323,337
UBS UBSIB190 Custom Strategy (7)   UBS AG   USD 296,101,737   3 Month USD UST 13-Week Bill High Discount Rate plus 0.14%   10/30/20   —   —   (972,122)   (972,122)
Total                     —   —   $3,735,333   $3,735,333
* Portfolio receives the price appreciation of the reference entity at maturity.
** Payments received (paid) by the Fund are exchanged at maturity.
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
(1) The following table represents the individual positions within the Total Return Swap as of July 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
CBOT Soybean Oil Futures   2.70%   3,481,785
CBOT Corn Futures   5.24%   6,731,432
NYMEX Light Sweet Crude Oil Futures   5.53%   7,096,032
ICE Brent Crude Oil Futures   4.76%   6,109,019
NYBOT CTN No. 2 Cotton Futures   1.41%   1,816,109
COMEX Gold 100 Troy Oz. Futures   18.16%   23,317,268
COMEX Copper Futures   7.61%   9,772,903
NYMEX NY Harbor ULSD Futures   1.38%   1,774,594
NYBOT CSC 'C' Coffee Futures   2.85%   3,656,116
KCBT Hard Red Winter Wheat Futures   1.50%   1,922,944
LME Primary Aluminum Futures   4.32%   5,547,765
CME Live Cattle Futures   3.62%   4,650,901
CME Lean Hogs Futures   1.35%   1,729,463
LME Nickel Futures   2.88%   3,698,295
LME Zinc Futures   3.58%   4,590,788
NYMEX Henry Hub Natural Gas Futures   9.45%   12,130,716
ICE Gasoil Futures   1.67%   2,141,443
CBOT Soybean Futures   5.63%   7,231,352
NYBOT CSC No. 11 World Sugar Futures   2.96%   3,798,679
COMEX Silver Futures   5.31%   6,820,964
CBOT Soybean Meal Futures   3.44%   4,411,793
CBOT Wheat Futures   3.15%   4,041,811
NYMEX Reformulated Gasoline Blend Futures   1.50%   1,926,194
Total Notional Amount       128,398,366
(2) The following table represents the individual positions within the Total Return Swap as of July 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
CBOT Soybean Oil Futures   2.78%   3,892,530
CBOT Corn Futures   4.19%   5,878,998
NYMEX Light Sweet Crude Oil Futures   4.54%   6,368,154
ICE Brent Crude Oil Futures   3.91%   5,491,928
NYBOT CTN No. 2 Cotton Futures   1.16%   1,624,539
COMEX Gold 100 Troy Oz. Futures   18.61%   26,122,173
COMEX Copper Futures   9.33%   13,094,578
NYMEX NY Harbor ULSD Futures   1.12%   1,575,395
NYBOT CSC 'C' Coffee Futures   2.26%   3,176,950
KCBT Hard Red Winter Wheat Futures   1.20%   1,683,282
LME Primary Aluminum Futures   4.39%   6,158,774
CME Live Cattle Futures   2.95%   4,139,470
CME Lean Hogs Futures   1.66%   2,326,444
LME Nickel Futures   2.95%   4,136,185
LME Zinc Futures   4.39%   6,155,422
NYMEX Henry Hub Natural Gas Futures   9.06%   12,708,977
ICE Gasoil Futures   1.35%   1,896,479
CBOT Soybean Futures   6.94%   9,743,937
NYBOT CSC No. 11 World Sugar Futures   2.39%   3,356,003
COMEX Silver Futures   5.40%   7,571,699
CBOT Soybean Meal Futures   4.22%   5,928,777
CBOT Wheat Futures   3.19%   4,483,034
NYMEX Reformulated Gasoline Blend Futures   2.01%   2,825,001
Total Notional Amount       140,338,729
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
(3) The following table represents the individual positions within the Total Return Swap as of July 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
CBOT Soybean Oil Futures   2.78%   5,328,577
CBOT Corn Futures   4.19%   8,047,900
NYMEX Light Sweet Crude Oil Futures   4.54%   8,717,518
ICE Brent Crude Oil Futures   3.91%   7,518,031
NYBOT CTN No. 2 Cotton Futures   1.16%   2,223,871
COMEX Gold 100 Troy Oz. Futures   18.61%   35,759,268
COMEX Copper Futures   9.33%   17,925,482
NYMEX NY Harbor ULSD Futures   1.12%   2,156,597
NYBOT CSC 'C' Coffee Futures   2.26%   4,349,003
KCBT Hard Red Winter Wheat Futures   1.20%   2,304,285
LME Primary Aluminum Futures   4.39%   8,430,894
CME Live Cattle Futures   2.95%   5,666,620
CME Lean Hogs Futures   1.66%   3,184,726
LME Nickel Futures   2.95%   5,662,123
LME Zinc Futures   4.39%   8,426,305
NYMEX Henry Hub Natural Gas Futures   9.06%   17,397,623
ICE Gasoil Futures   1.35%   2,596,136
CBOT Soybean Futures   6.94%   13,338,709
NYBOT CSC No. 11 World Sugar Futures   2.39%   4,594,113
COMEX Silver Futures   5.40%   10,365,081
CBOT Soybean Meal Futures   4.22%   8,116,045
CBOT Wheat Futures   3.19%   6,136,932
NYMEX Reformulated Gasoline Blend Futures   2.01%   3,867,212
Total Notional Amount       192,113,051
(4) The following table represents the individual positions within the Total Return Swap as of July 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
CBOT Soybean Oil Futures   2.70%   2,184,186
CBOT Corn Futures   5.24%   4,222,749
NYMEX Light Sweet Crude Oil Futures   5.53%   4,451,469
ICE Brent Crude Oil Futures   4.76%   3,832,299
NYBOT CTN No. 2 Cotton Futures   1.41%   1,139,278
COMEX Gold 100 Troy Oz. Futures   18.16%   14,627,346
COMEX Copper Futures   7.61%   6,130,720
NYMEX NY Harbor ULSD Futures   1.38%   1,113,235
NYBOT CSC 'C' Coffee Futures   2.85%   2,293,548
KCBT Hard Red Winter Wheat Futures   1.50%   1,206,298
LME Primary Aluminum Futures   4.32%   3,480,214
CME Live Cattle Futures   3.62%   2,917,595
CME Lean Hogs Futures   1.35%   1,084,924
LME Nickel Futures   2.88%   2,320,008
LME Zinc Futures   3.58%   2,879,885
NYMEX Henry Hub Natural Gas Futures   9.45%   7,609,819
ICE Gasoil Futures   1.67%   1,343,366
CBOT Soybean Futures   5.63%   4,536,359
NYBOT CSC No. 11 World Sugar Futures   2.96%   2,382,980
COMEX Silver Futures   5.31%   4,278,915
CBOT Soybean Meal Futures   3.44%   2,767,598
CBOT Wheat Futures   3.15%   2,535,502
NYMEX Reformulated Gasoline Blend Futures   1.50%   1,208,337
Total Notional Amount       80,546,630
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
(5) The following table represents the individual positions within the Total Return Swap as of July 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
CBOT Soybean Oil Futures   2.78%   4,021,682
CBOT Corn Futures   4.19%   6,074,059
NYMEX Light Sweet Crude Oil Futures   4.54%   6,579,445
ICE Brent Crude Oil Futures   3.91%   5,674,146
NYBOT CTN No. 2 Cotton Futures   1.16%   1,678,440
COMEX Gold 100 Troy Oz. Futures   18.61%   26,988,889
COMEX Copper Futures   9.33%   13,529,047
NYMEX NY Harbor ULSD Futures   1.12%   1,627,666
NYBOT CSC 'C' Coffee Futures   2.26%   3,282,359
KCBT Hard Red Winter Wheat Futures   1.20%   1,739,132
LME Primary Aluminum Futures   4.39%   6,363,118
CME Live Cattle Futures   2.95%   4,276,815
CME Lean Hogs Futures   1.66%   2,403,634
LME Nickel Futures   2.95%   4,273,421
LME Zinc Futures   4.39%   6,359,655
NYMEX Henry Hub Natural Gas Futures   9.06%   13,130,652
ICE Gasoil Futures   1.35%   1,959,403
CBOT Soybean Futures   6.94%   10,067,234
NYBOT CSC No. 11 World Sugar Futures   2.39%   3,467,353
COMEX Silver Futures   5.40%   7,822,923
CBOT Soybean Meal Futures   4.22%   6,125,490
CBOT Wheat Futures   3.19%   4,631,778
NYMEX Reformulated Gasoline Blend Futures   2.01%   2,918,733
Total Notional Amount       144,995,074
(6) The following table represents the individual positions within the Total Return Swap as of July 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
CBOT Soybean Oil Futures   2.70%   2,343,026
CBOT Corn Futures   5.24%   4,529,836
NYMEX Light Sweet Crude Oil Futures   5.53%   4,775,189
ICE Brent Crude Oil Futures   4.76%   4,110,991
NYBOT CTN No. 2 Cotton Futures   1.41%   1,222,129
COMEX Gold 100 Troy Oz. Futures   18.16%   15,691,074
COMEX Copper Futures   7.61%   6,576,557
NYMEX NY Harbor ULSD Futures   1.38%   1,194,192
NYBOT CSC 'C' Coffee Futures   2.85%   2,460,339
KCBT Hard Red Winter Wheat Futures   1.50%   1,294,022
LME Primary Aluminum Futures   4.32%   3,733,302
CME Live Cattle Futures   3.62%   3,129,768
CME Lean Hogs Futures   1.35%   1,163,821
LME Nickel Futures   2.88%   2,488,723
LME Zinc Futures   3.58%   3,089,316
NYMEX Henry Hub Natural Gas Futures   9.45%   8,163,219
ICE Gasoil Futures   1.67%   1,441,058
CBOT Soybean Futures   5.63%   4,866,251
NYBOT CSC No. 11 World Sugar Futures   2.96%   2,556,275
COMEX Silver Futures   5.31%   4,590,086
CBOT Soybean Meal Futures   3.44%   2,968,863
CBOT Wheat Futures   3.15%   2,719,888
NYMEX Reformulated Gasoline Blend Futures   1.50%   1,296,209
Total Notional Amount       86,404,134
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
(7) The following table represents the individual positions within the Total Return Swap as of July 31, 2020:
Referenced Commodity — Long Position
Futures Contract   % of Index   Notional Amount
CBOT Soybean Oil Futures   2.70%   8,029,406
CBOT Corn Futures   5.24%   15,523,474
NYMEX Light Sweet Crude Oil Futures   5.53%   16,364,284
ICE Brent Crude Oil Futures   4.76%   14,088,117
NYBOT CTN No. 2 Cotton Futures   1.41%   4,188,161
COMEX Gold 100 Troy Oz. Futures   18.16%   53,772,362
COMEX Copper Futures   7.61%   22,537,464
NYMEX NY Harbor ULSD Futures   1.38%   4,092,422
NYBOT CSC 'C' Coffee Futures   2.85%   8,431,433
KCBT Hard Red Winter Wheat Futures   1.50%   4,434,535
LME Primary Aluminum Futures   4.32%   12,793,799
CME Live Cattle Futures   3.62%   10,725,525
CME Lean Hogs Futures   1.35%   3,988,346
LME Nickel Futures   2.88%   8,528,704
LME Zinc Futures   3.58%   10,586,898
NYMEX Henry Hub Natural Gas Futures   9.45%   27,974,858
ICE Gasoil Futures   1.67%   4,938,419
CBOT Soybean Futures   5.63%   16,676,349
NYBOT CSC No. 11 World Sugar Futures   2.96%   8,760,200
COMEX Silver Futures   5.31%   15,729,946
CBOT Soybean Meal Futures   3.44%   10,174,113
CBOT Wheat Futures   3.15%   9,320,892
NYMEX Reformulated Gasoline Blend Futures   1.50%   4,442,030
Total Notional Amount       296,101,737
Summary of the Portfolio's investments as of July 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
—   $9,753,557   —   $9,753,557
Belgium
—   19,209,996   —   19,209,996
Canada
—   38,115,897   —   38,115,897
Denmark
—   7,536,104   —   7,536,104
France
—   39,205,976   —   39,205,976
Germany
—   20,844,891   —   20,844,891
Japan
—   34,917,375   —   34,917,375
Netherlands
—   6,281,478   —   6,281,478
Singapore
—   2,369,636   —   2,369,636
Spain
—   16,155,508   —   16,155,508
Switzerland
—   5,020,119   —   5,020,119
United Kingdom
—   24,649,248   —   24,649,248
United States
—   350,939,897   —   350,939,897
U.S. Treasury Obligations
—   326,300,157   —   326,300,157
Commercial Paper
—   73,135,811   —   73,135,811
Securities Lending Collateral
—   4,723,119   —   4,723,119
Forward Currency Contracts**
—   (1,530,933)   —   (1,530,933)
Futures Contracts**
$2,832,381   —   —   2,832,381
Swap Agreements**
—   3,735,333   —   3,735,333
TOTAL
$2,832,381   $981,363,169   —   $984,195,550
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA COMMODITY STRATEGY PORTFOLIO
CONTINUED
DFA One-Year Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
AGENCY OBLIGATIONS — (4.3%)
Federal Farm Credit Bank, Floating Rate Note, 1M USD LIBOR + 0.015%, FRN        
(r)
0.196%, 03/17/21
  50,000   $49,997,331
Federal Farm Credit Banks Funding Corp., Floating Rate Note, 1M USD LIBOR + 0.045%, FRN        
(r)
0.222%, 04/16/21
  112,000   112,049,102
Federal Home Loan Bank        
0.000%, 10/16/20
  75,000   74,986,125
#
0.000%, 10/19/20
  75,000   74,985,562
TOTAL AGENCY OBLIGATIONS
      312,018,120
BONDS — (22.4%)
African Development Bank, Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)
0.323%, 12/15/21
  87,000   86,772,930
Apple, Inc., Floating Rate Note, 3M USD LIBOR + 0.500%, FRN        
(r)
0.948%, 02/09/22
  5,110   5,144,345
Apple, Inc., Floating Rate Note, 3M USD LIBOR + 1.130%, FRN        
#(r)
1.489%, 02/23/21
  10,500   10,566,977
Asian Development Bank, Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)
0.323%, 12/15/21
  151,500   151,440,915
Asian Development Bank, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
0.371%, 03/16/21
  2,800   2,800,504
Asian Development Bank, Floating Rate Note, 3M USD LIBOR + 0.190%, FRN        
#(r)
0.511%, 06/16/21
  10,678   10,693,056
Asian Development Bank, Floating Rate Note, SOFR + 0.240%, FRN        
(r)
0.336%, 09/10/21
  50,750   50,715,998
      Face
Amount 		  Value†
      (000)    
 
Bank of Montreal, Floating Rate Note, 3M USD LIBOR + 0.460%, FRN        
(r)
0.726%, 04/13/21
  16,178   $16,224,982
Bank of Nova Scotia (The)        
#
2.350%, 10/21/20
  11,846   11,899,343
Bank of Nova Scotia (The), Floating Rate Note, 3M USD LIBOR + 0.290%, FRN        
(r)
0.566%, 01/08/21
  39,053   39,084,961
Bank of Nova Scotia (The), Floating Rate Note, 3M USD LIBOR + 0.440%, FRN        
(r)
0.712%, 04/20/21
  6,000   6,016,558
Canadian Imperial Bank of Commerce, Floating Rate Note, 3M USD LIBOR + 0.310%, FRN        
(r)
0.614%, 10/05/20
  3,735   3,737,438
Canadian Imperial Bank of Commerce, Floating Rate Note, 3M USD LIBOR + 0.315%, FRN        
(r)
0.566%, 02/02/21
  21,180   21,208,839
CPPIB Capital, Inc., Floating Rate Note, 3M USD LIBOR + 0.030%, FRN        
(r)Ω
0.301%, 10/16/20
  50,000   50,003,909
Dexia Credit Local SA, Floating Rate Note, 3M USD LIBOR + 0.320%, FRN        
(r)
0.650%, 09/04/20
  3,300   3,300,990
(r)
0.590%, 09/29/20
  83,000   83,032,375
EUROFIMA, Floating Rate Note, 3M USD LIBOR + 0.090%, FRN        
(r)
0.482%, 11/15/21
  22,500   22,499,325
European Investment Bank, Floating Rate Note, 3M USD LIBOR + 0.110%, FRN        
(r)
0.407%, 03/24/21
  2,043   2,043,948
Inter-American Development Bank, Floating Rate Note, 3M USD LIBOR - 0.020%, FRN        
(r)
0.225%, 10/25/21
  74,365   74,292,122
 
DFA One-Year Fixed Income Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Inter-American Development Bank, Floating Rate Note, 3M USD LIBOR + 0.000%, FRN        
(r)
0.275%, 01/15/22
  159   $158,832
Inter-American Development Bank, Floating Rate Note, 3M USD LIBOR + 0.220%, FRN        
(r)
0.495%, 10/15/20
  10,700   10,704,922
Inter-American Investment Corp., Floating Rate Note, 3M USD LIBOR + 0.090%, FRN        
(r)
0.356%, 10/12/21
  34,250   34,246,233
International Finance Corp., Floating Rate Note, 1M USD LIBOR + 0.130%, FRN        
(r)
0.306%, 08/23/21
  23,500   23,495,034
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.040%, FRN        
(r)Ω
0.358%, 03/12/21
  5,000   5,000,018
(r)
0.358%, 03/12/21
  66,522   66,522,244
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.080%, FRN        
(r)Ω
0.440%, 02/24/22
  75,000   74,929,206
(r)
0.440%, 02/24/22
  14,000   13,986,785
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.130%, FRN        
(r)Ω
0.448%, 09/08/21
  4,000   4,004,154
(r)
0.448%, 09/08/21
  3,000   3,002,130
Kuntarahoitus Oyj, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
0.436%, 02/17/21
  27,200   27,203,046
Landeskreditbank Baden-Wuerttemberg Foerderbank, Floating Rate Note, 3M USD LIBOR + 0.035%, FRN        
(r)
0.450%, 03/15/22
  46,800   46,770,048
Landeskreditbank Baden-Wuerttemberg Foerderbank, Floating Rate Note, 3M USD LIBOR + 0.120%, FRN        
(r)
0.426%, 09/27/21
  9,187   9,193,707
      Face
Amount 		  Value†
      (000)    
 
Municipality Finance P.L.C., Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)Ω
0.255%, 10/26/20
  88,000   $87,997,512
Nederlandse Waterschapsbank NV, Floating Rate Note, 3M USD LIBOR + 0.070%, FRN        
(r)Ω
0.383%, 12/15/21
  42,200   42,221,523
(r)
0.383%, 12/15/21
  115,000   115,058,652
Nordic Investment Bank        
1.500%, 09/29/20
  9,200   9,218,061
NRW Bank, Floating Rate Note, 3M USD LIBOR + 0.040%, FRN        
(r)
0.488%, 02/08/21
  30,200   30,197,282
NRW Bank, Floating Rate Note, 3M USD LIBOR + 0.060%, FRN        
(r)
0.387%, 03/05/21
  36,000   36,001,152
Oesterreichische Kontrollbank AG, Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)
0.323%, 09/15/20
  16,800   16,801,425
(r)
0.368%, 11/22/21
  20,000   19,988,065
Royal Bank of Canada        
2.150%, 10/26/20
  22,453   22,554,937
Royal Bank of Canada, Floating Rate Note, 3M USD LIBOR + 0.240%, FRN        
(r)
0.485%, 10/26/20
  3,340   3,341,787
Royal Bank of Canada, Floating Rate Note, 3M USD LIBOR + 0.390%, FRN        
(r)
0.658%, 04/30/21
  16,700   16,741,821
Svensk Exportkredit AB, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
0.363%, 12/14/20
  2,000   2,000,351
Svenska Handelsbanken AB, Floating Rate Note, 3M USD LIBOR + 0.047%, FRN        
(r)
0.829%, 05/24/21
  7,000   7,022,554
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.240%, FRN        
(r)
0.485%, 01/25/21
  26,510   26,530,560
 
DFA One-Year Fixed Income Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.260%, FRN        
(r)
0.559%, 09/17/20
  16,800   $16,806,643
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.430%, FRN        
(r)
0.745%, 06/11/21
  18,350   18,411,690
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.930%, FRN        
(r)
1.243%, 12/14/20
  20,000   20,064,111
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.150%, FRN        
(r)
0.524%, 08/21/20
  5,500   5,499,739
(r)
0.418%, 10/09/20
  34,177   34,179,096
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.170%, FRN        
(r)
0.478%, 09/18/20
  82,712   82,735,397
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.280%, FRN        
(r)
0.546%, 04/13/21
  3,327   3,331,327
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.540%, FRN        
(r)
0.816%, 01/08/21
  19,750   19,780,615
Walmart, Inc., Floating Rate Note, 3M USD LIBOR + 0.230%, FRN        
(r)
0.535%, 06/23/21
  4,105   4,114,610
TOTAL BONDS
      1,611,294,784
U.S. TREASURY OBLIGATIONS — (12.8%)
U.S. Treasury Bills        
#
0.000%, 09/22/20
  35,000   34,995,504
#
0.000%, 09/29/20
  45,000   44,993,409
#
0.000%, 10/01/20
  83,000   82,987,587
#
0.000%, 10/20/20
  80,000   79,985,266
#
0.000%, 11/12/20
  70,000   69,980,852
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.114%, FRN        
(r)
0.219%, 04/30/22
  606,500   607,170,001
TOTAL U.S. TREASURY OBLIGATIONS
      920,112,619
      Face
Amount 		  Value†
      (000)    
CERTIFICATES OF DEPOSIT — (6.6%)
Bank of Montreal, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
0.297%, 01/28/21
  40,000   $39,996,114
Bank of Nova Scotia, Floating Rate Note, 3M USD LIBOR + 0.280%, FRN        
(r)
0.586%, 09/21/20
  17,700   17,707,783
National Australia Bank, Ltd., Floating Rate Note, 1M USD LIBOR + 0.220%, FRN        
(r)Ω
0.400%, 05/26/21
  55,000   55,023,416
(r)Ω
0.393%, 05/28/21
  89,000   89,035,647
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note, 1M USD LIBOR + 0.050%, FRN        
(r)Ω
0.228%, 08/11/20
  70,000   70,000,000
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note, 1M USD LIBOR + 0.140%, FRN        
(r)
0.316%, 10/22/20
  16,000   16,001,378
Svenska Handelsbanken AB, Floating Rate Note, 3M USD LIBOR + 0.120%, FRN        
(r)Ω
0.540%, 05/11/21
  10,000   10,000,000
Toronto-Dominion Bank, Floating Rate Note, 3M USD LIBOR + 0.150%, FRN        
(r)
0.584%, 05/07/21
  20,000   20,015,144
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)Ω
0.606%, 02/03/21
  50,000   50,005,022
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.090%, FRN        
(r)Ω
0.361%, 07/15/21
  60,000   60,005,686
 
DFA One-Year Fixed Income Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Westpac Banking Corp., Floating Rate Note, 3M USD LIBOR + 0.090%, FRN        
(r)Ω
0.400%, 06/04/21
  50,000   $50,012,518
TOTAL CERTIFICATES OF DEPOSIT
      477,802,708
TOTAL INVESTMENT SECURITIES

(Cost $3,320,562,311)
      3,321,228,231
    
         
         
COMMERCIAL PAPER — (50.5%)
Banque Et Caisse      
0.300%, 09/24/20
  11,217 11,214,824
 
0.300%, 12/04/20
  6,000 5,996,262
BNG Bank NV      
Ω
0.010%, 08/06/20
  58,000 57,998,995
Ω
0.150%, 08/27/20
  60,000 59,995,500
Ω
0.150%, 08/31/20
  35,000 34,996,896
Caisse Des Depots Et      
Ω
0.640%, 08/17/20
  75,000 74,997,166
Ω
0.440%, 08/27/20
  18,000 17,998,920
Ω
0.470%, 09/23/20
  125,000 124,983,312
DBS Bank Ltd.      
Ω
1.697%, 08/06/20
  25,000 24,999,417
Erste Abwicklungsanstalt      
Ω
0.010%, 08/28/20
  31,000 30,997,589
Ω
0.254%, 11/20/20
  10,000 9,994,524
Ω
0.210%, 10/22/20
  70,000 69,972,887
Ω
0.220%, 11/24/20
  95,000 94,946,125
European Investment Bank      
0.010%, 09/04/20
  100,000 99,990,278
 
0.203%, 09/14/20
  15,000 14,998,125
 
0.220%, 10/14/20
  75,000 74,982,812
 
0.224%, 10/14/20
  22,250 22,244,901
Export Development Canada      
0.010%, 08/25/20
  15,850 15,848,976
Exxon Mobil Corp.      
0.390%, 01/04/21
  142,000 141,882,337
 
0.400%, 02/01/21
  49,000 48,950,394
FMS Wertmanagement      
Ω
0.215%, 11/20/20
  140,000 139,925,520
Hydro-Quebec      
Ω
0.228%, 11/17/20
  75,000 74,961,623
KFW International Finance, Inc.      
Ω
0.200%, 08/10/20
  109,250 109,248,058
Ω
0.230%, 09/03/20
  43,500 43,495,358
Ω
0.213%, 09/08/20
  60,000 59,992,460
Kingdom of Denmark      
0.220%, 08/03/20
  50,000 49,999,791
 
0.200%, 08/05/20
  74,000 73,999,486
 
0.233%, 08/07/20
  14,250 14,249,861
 
0.264%, 01/25/21
  39,000 38,963,747
      FaceAmount   Value†
      (000)    
Landesbank Hessen-Thuringen        
Ω
0.203%, 10/14/20
  75,000   $74,974,219
Ω
0.200%, 10/15/20
  58,000   57,979,429
Ω
0.210%, 10/16/20
  25,000   24,990,856
Loreal USA, Inc.        
Ω
0.280%, 11/04/20
  14,000   13,994,811
Merck & Co., Inc.        
Ω
0.650%, 08/04/20
  45,000   44,999,750
Ω
0.711%, 08/05/20
  50,000   49,999,653
Ω
0.650%, 08/06/20
  32,000   31,999,733
Ω
0.700%, 08/10/20
  25,000   24,999,577
Ω
0.660%, 08/11/20
  16,000   15,999,682
National Australia Bank, Ltd.        
Ω
0.190%, 09/16/20
  57,850   57,836,632
Nederlandse Waterschapsbank NV        
Ω
0.010%, 08/19/20
  10,000   9,999,087
Ω
0.470%, 08/21/20
  46,000   45,995,170
NRW Bank        
Ω
0.190%, 09/21/20
  46,500   46,489,589
NRW. Bank        
Ω
0.235%, 09/08/20
  35,250   35,244,119
Oesterreichische Kontrollbank AG        
1.660%, 08/03/20
  18,000   17,999,895
 
1.679%, 08/03/20
  7,272   7,271,958
 
0.223%, 10/22/20
  20,000   19,993,314
Pfizer, Inc.        
Ω
0.870%, 08/18/20
  25,000   24,998,950
Ω
0.814%, 10/13/20
  58,000   57,982,832
Ω
0.190%, 10/06/20
  35,000   34,991,076
Province of Alberta        
0.447%, 10/20/20
  75,000   74,986,331
Ω
0.180%, 08/20/20
  100,000   99,995,167
Ω
0.210%, 09/09/20
  13,000   12,998,368
Province of Alberta Canada        
0.010%, 09/17/20
  50,000   49,991,867
Province of British Columbia        
0.010%, 10/21/20
  46,500   46,481,782
 
0.290%, 11/02/20
  27,500   27,486,931
PSP Capital, Inc.        
Ω
0.550%, 08/20/20
  7,000   6,999,463
Ω
0.620%, 09/22/20
  4,000   3,998,969
Ω
0.360%, 09/28/20
  48,000   47,985,919
Ω
0.233%, 10/14/20
  60,000   59,978,750
Ω
0.250%, 12/08/20
  49,500   49,464,786
Ω
0.220%, 01/15/21
  36,525   36,481,024
Queensland Treasury Corp.        
0.200%, 12/21/20
  100,000   99,913,008
 
0.203%, 12/22/20
  65,000   64,943,060
 
0.223%, 01/19/21
  45,000   44,952,700
Royal Bank of Canada        
1.700%, 10/16/20
  24,250   24,242,739
Sanofi        
Ω
0.240%, 09/11/20
  89,000   88,996,262
Ω
0.230%, 09/14/20
  12,400   12,399,690
 
0.240%, 09/14/20
  40,000   39,999,000
 
DFA One-Year Fixed Income Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
Shell International Finance BV        
Ω
1.750%, 09/28/20
  10,925   $10,920,005
Svenska Handelsbanken AB        
Ω
0.200%, 09/04/20
  70,000   69,993,398
Ω
0.244%, 12/10/20
  70,000   69,949,180
Ω
0.244%, 12/17/20
  50,000   49,960,810
Swedish Export Credit        
0.260%, 10/19/20
  94,250   94,218,584
 
0.260%, 10/20/20
  30,000   29,989,808
 
0.240%, 10/09/20
  73,000   72,980,128
Total Capital Canada, Ltd.        
Ω
0.190%, 08/19/20
  1,750   1,749,914
TOTAL COMMERCIAL PAPER

(Cost $3,632,741,576)
      3,633,624,119
    
      Shares   Value†
TEMPORARY CASH INVESTMENTS — (0.3%)
 
State Street Institutional U.S. Government Money Market Fund 0.092%
  22,900,023   $22,900,023
SECURITIES LENDING COLLATERAL — (3.1%)
@§
The DFA Short Term Investment Fund
  19,511,639   225,769,177
TOTAL INVESTMENTS — (100.0%)    
(Cost $7,201,960,527)^^
      $7,203,521,550
 
Summary of the Portfolio's investments as of July 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
—   $312,018,120   —   $312,018,120
Bonds
—   1,611,294,784   —   1,611,294,784
U.S. Treasury Obligations
—   920,112,619   —   920,112,619
Certificates of Deposit
—   477,802,708   —   477,802,708
Commercial Paper
—   3,633,624,119   —   3,633,624,119
Temporary Cash Investments
$22,900,023   —   —   22,900,023
Securities Lending Collateral
—   225,769,177   —   225,769,177
TOTAL
$22,900,023   $7,180,621,527   —   $7,203,521,550
DFA Two-Year Global Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
AGENCY OBLIGATIONS — (0.1%)
Federal Farm Credit Banks Funding Corp.        
(r)
0.183%, 08/09/21
  8,000   $7,998,931
BONDS — (70.7%)
AUSTRALIA — (3.6%)
Australia & New Zealand Banking Group, Ltd. Floating Rate Note        
(r)
1.282%, 04/07/21
AUD 16,000   11,509,895
(r)
0.850%, 07/16/21
AUD 1,000   718,380
(r)
1.228%, 08/16/21
AUD 4,497   3,243,754
(r)
0.921%, 12/06/21
AUD 2,000   1,440,549
(r)
0.975%, 02/08/22
AUD 9,000   6,494,074
(r)
1.101%, 03/07/22
AUD 13,540   9,790,418
(r)
0.675%, 08/29/22
AUD 12,000   8,626,388
(r)
0.875%, 01/18/23
AUD 17,350   12,532,139
(r)
0.996%, 05/09/23
AUD 12,000   8,704,915
Commonwealth Bank of Australia        
Ω
2.050%, 09/18/20
  4,250   4,259,380
 
2.400%, 11/02/20
  19,446   19,544,559
(r)
0.828%, 08/16/21
AUD 2,000   1,437,018
(r)
1.143%, 09/06/21
  6,626   6,673,203
(r)
0.982%, 07/25/22
AUD 17,500   12,650,393
National Australia Bank, Ltd.        
2.500%, 01/12/21
  6,000   6,058,320
(r)
0.800%, 04/16/21
AUD 4,000   2,868,589
(r)
1.260%, 05/12/21
AUD 5,000   3,599,779
(r)
1.152%, 10/21/21
AUD 1,500   1,082,708
(r)
1.000%, 07/05/22
AUD 6,000   4,337,497
(r)
0.896%, 02/10/23
AUD 47,626   34,417,864
(r)
0.998%, 05/16/23
AUD 2,000   1,450,176
Queensland Treasury Corp.        
5.500%, 06/21/21
AUD 5,000   3,736,347
South Australian Government Financing Authority        
5.000%, 05/20/21
AUD 3,534   2,619,517
Westpac Banking Corp. Floating Rate Note        
(r)
1.205%, 02/07/22
AUD 7,800   5,646,456
(r)
0.718%, 05/16/22
AUD 14,100   10,136,146
(r)
0.912%, 10/27/22
AUD 5,000   3,611,935
TOTAL AUSTRALIA
      187,190,399
AUSTRIA — (0.4%)
Autobahnen- und Schnell- strassen-Finanzierungs AG        
1.750%, 10/21/20
EUR 8,000   9,468,085
KA Finanz AG        
0.375%, 08/11/20
EUR 500   589,070
      Face
Amount^ 		  Value†
      (000)    
 
AUSTRIA — (Continued)
OeBB-Infrastruktur AG        
3.500%, 10/19/20
EUR 6,800   $8,076,179
TOTAL AUSTRIA
      18,133,334
BELGIUM — (2.6%)
Dexia Credit Local SA        
2.000%, 01/22/21
EUR 38,250   45,559,354
 
0.200%, 03/16/21
EUR 44,600   52,724,049
 
0.875%, 09/07/21
GBP 6,000   7,903,163
 
0.625%, 01/21/22
EUR 7,400   8,841,695
 
1.125%, 06/15/22
GBP 400   531,302
Kingdom of Belgium Treasury Bill        
0.000%, 09/10/20
EUR 17,000   20,036,631
TOTAL BELGIUM
      135,596,194
CANADA — (16.5%)
Bank of Montreal        
1.880%, 03/31/21
CAD 88,000   66,339,826
 
1.610%, 10/28/21
CAD 7,500   5,672,832
 
0.250%, 11/17/21
EUR 28,000   33,145,025
(r)
1.159%, 08/27/21
  10,200   10,280,674
(r)
0.871%, 09/07/21
AUD 9,500   6,819,067
(r)
0.098%, 09/28/21
EUR 12,019   14,220,848
(r)
0.142%, 03/14/22
EUR 1,500   1,772,580
(r)
1.020%, 10/06/22
AUD 11,570   8,346,344
Bank of Nova Scotia (The)        
3.270%, 01/11/21
CAD 131,280   99,227,666
 
0.375%, 04/06/22
EUR 2,000   2,371,734
 
1.250%, 06/08/22
GBP 1,000   1,324,933
Canada Housing Trust No 1 Floating Rate Note        
(r)Ω
0.739%, 03/15/21
CAD 40,000   29,948,113
(r)Ω
0.724%, 03/15/22
CAD 172,000   129,183,949
Canadian Imperial Bank of Commerce Floating Rate Note        
(r)
0.614%, 10/05/20
  7,000   7,004,568
(r)
0.566%, 02/02/21
  5,000   5,006,808
Canadian Imperial Bank of Commerce        
1.900%, 04/26/21
CAD 65,940   49,751,975
Ontario, Province of Canada Floating Rate Note        
(r)
0.711%, 06/27/22
CAD 43,300   32,512,580
Province of Alberta Canada        
1.350%, 09/01/21
CAD 15,000   11,327,970
Province of British Columbia Canada        
3.700%, 12/18/20
CAD 75,500   57,100,310
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
CANADA — (Continued)
Province of Manitoba Canada        
0.750%, 12/15/21
GBP 10,760   $14,154,869
Province of Ontario Canada Floating Rate Note        
(r)
0.449%, 11/10/20
GBP 10,000   13,090,261
(r)
0.795%, 10/27/21
CAD 10,000   7,508,007
Province of Ontario Canada        
4.000%, 06/02/21
CAD 28,794   22,156,407
Province of Quebec Canada        
4.500%, 12/01/20
CAD 128,300   97,110,298
 
4.250%, 12/01/21
CAD 15,000   11,777,819
Province of Quebec Canada Floating Rate Note        
(r)
0.968%, 04/19/22
CAD 10,000   7,541,827
Royal Bank of Canada Floating Rate Note        
(r)
0.144%, 08/06/20
EUR 1,000   1,177,986
(r)
0.485%, 10/26/20
  4,500   4,502,407
(r)
0.151%, 01/19/21
EUR 3,767   4,447,209
(r)
0.658%, 04/30/21
  3,057   3,064,656
 
2.860%, 03/04/21
CAD 37,000   28,023,263
 
2.030%, 03/15/21
CAD 65,000   49,016,051
 
1.650%, 07/15/21
CAD 10,000   7,553,250
 
1.583%, 09/13/21
CAD 15,000   11,325,395
Toronto-Dominion Bank (The)        
0.625%, 03/08/21
EUR 13,805   16,347,958
TOTAL CANADA
      870,155,465
DENMARK — (0.9%)
Denmark Government Bond        
3.000%, 11/15/21
DKK 285,000   47,170,775
FINLAND — (0.7%)
Kuntarahoitus Oyj Floating Rate Note        
(r)
0.255%, 10/26/20
  18,000   18,000,533
(r)
0.436%, 02/17/21
  17,600   17,601,971
Kuntarahoitus Oyj        
0.750%, 12/15/20
GBP 2,373   3,113,246
TOTAL FINLAND
      38,715,750
FRANCE — (5.4%)
Agence Francaise de Developpement        
2.125%, 02/15/21
EUR 5,900   7,041,439
Agence Francaise de Developpement EPIC        
0.125%, 03/31/21
EUR 13,000   15,360,217
Agence Francaise de Developpement EPIC Floating Rate Note        
(r)
0.438%, 06/07/21
  9,400   9,402,653
Bpifrance Financement SA        
0.100%, 02/19/21
EUR 25,000   29,518,265
      Face
Amount^ 		  Value†
      (000)    
 
FRANCE — (Continued)
Caisse d'Amortissement de la Dette Sociale        
3.750%, 10/25/20
EUR 5,292   $6,292,000
 
3.375%, 04/25/21
EUR 2,527   3,058,552
Caisse des Depots et Consignations Floating Rate Note        
(r)
0.392%, 10/02/20
  40,200   40,200,000
Caisse des Depots et Consignations        
1.000%, 01/25/21
GBP 200   262,742
Dexia Credit Local SA Floating Rate Note        
(r)
0.590%, 09/29/20
  43,000   43,016,773
Sanofi        
0.875%, 09/22/21
EUR 16,300   19,371,327
 
1.125%, 03/10/22
EUR 1,000   1,199,213
 
0.000%, 03/21/22
EUR 4,400   5,200,636
 
0.000%, 09/13/22
EUR 9,800   11,591,939
SNCF Reseau        
6.000%, 10/12/20
EUR 1,000   1,192,004
 
0.100%, 05/27/21
EUR 10,800   12,767,157
SNCF Reseau EPIC        
5.500%, 12/01/21
GBP 32,992   46,116,557
Total Capital International SA        
2.125%, 11/19/21
EUR 16,800   20,334,576
Total Capital International SA        
2.250%, 12/17/20
GBP 2,078   2,738,544
Total Capital SA        
4.125%, 01/28/21
  3,500   3,565,232
UNEDIC ASSEO        
0.000%, 11/25/20
EUR 6,400   7,547,071
TOTAL FRANCE
      285,776,897
GERMANY — (6.7%)
Deutsche Bahn Finance GMBH        
3.750%, 06/01/21
EUR 1,452   1,766,779
 
4.375%, 09/23/21
EUR 6,403   7,931,381
Erste Abwicklungsanstalt        
0.000%, 02/25/21
EUR 2,000   2,361,226
FMS Wertmanagement Floating Rate Note        
(r)
0.340%, 01/14/22
GBP 20,000   26,201,203
Kreditanstalt fuer Wiederaufbau        
3.500%, 01/22/21
SEK 2,000   231,395
 
1.375%, 02/01/21
GBP 21,000   27,662,728
 
2.800%, 02/17/21
AUD 3,000   2,172,162
 
6.250%, 05/19/21
AUD 4,000   2,991,785
 
5.550%, 06/07/21
GBP 5,000   6,845,363
 
1.000%, 10/12/21
NOK 80,000   8,858,419
 
0.125%, 06/03/22
SEK 126,000   14,314,287
Land Baden-Wuerttemberg Floating Rate Note        
(r)
0.348%, 07/19/21
EUR 2,566   3,044,910
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
GERMANY — (Continued)
Landeskreditbank Baden-Wuerttemberg Foerderbank Floating Rate Note        
(r)
0.426%, 09/27/21
  76,000   $76,055,480
Landwirtschaftliche Rentenbank Floating Rate Note        
(r)
0.000%, 01/15/21
EUR 6,000   7,084,525
(r)
0.587%, 06/03/21
  6,728   6,739,168
NRW Bank        
0.125%, 01/18/21
EUR 18,700   22,080,764
 
0.000%, 02/01/22
EUR 2,000   2,371,036
(r)
0.488%, 02/08/21
  19,000   18,998,290
(r)
0.387%, 03/05/21
  24,000   24,000,768
State of North Rhine-Westphalia Germany Floating Rate Note        
(r)
0.167%, 10/29/21
GBP 68,900   90,086,015
TOTAL GERMANY
      351,797,684
JAPAN — (1.6%)
Total Capital Canada, Ltd.        
1.125%, 03/18/22
EUR 2,500   3,004,116
Toyota Credit Canada, Inc.        
2.200%, 02/25/21
CAD 5,000   3,768,188
Toyota Finance Australia, Ltd.        
0.000%, 04/09/21
EUR 6,980   8,228,394
Toyota Motor Credit Corp. Floating Rate Note        
(r)
0.817%, 01/08/21
  2,549   2,552,951
4.250%, 01/11/21
  1,000   1,017,264
 
1.000%, 03/09/21
EUR 6,566   7,783,924
 
1.900%, 04/08/21
  1,883   1,904,352
 
0.000%, 07/21/21
EUR 2,844   3,356,457
 
1.000%, 09/10/21
EUR 9,914   11,821,167
 
0.750%, 07/21/22
EUR 17,419   20,859,743
Toyota Motor Finance Netherlands BV        
0.250%, 01/10/22
EUR 15,692   18,582,776
TOTAL JAPAN
      82,879,332
NETHERLANDS — (3.4%)
Allianz Finance II B.V.        
3.500%, 02/14/22
EUR 3,600   4,483,774
BNG Bank NV        
1.125%, 05/24/21
GBP 5,000   6,593,367
 
5.375%, 06/07/21
GBP 2,000   2,731,228
Cooperatieve Rabobank UA        
4.500%, 01/11/21
  2,962   3,016,037
 
4.125%, 01/12/21
EUR 500   600,254
 
4.625%, 01/13/21
GBP 850   1,133,381
 
2.500%, 01/19/21
  12,410   12,538,194
      Face
Amount^ 		  Value†
      (000)    
 
NETHERLANDS — (Continued)
Nederlandse Waterschapsbank NV Floating Rate Note        
(r)
0.458%, 11/10/20
  18,000   $18,000,672
(r)Ω
0.383%, 12/15/21
  50,000   50,025,501
(r)
0.383%, 12/15/21
  23,000   23,011,731
Shell International Finance BV        
2.250%, 11/10/20
  19,639   19,739,379
 
1.625%, 03/24/21
EUR 24,210   28,856,753
 
1.875%, 05/10/21
  2,909   2,945,685
 
1.250%, 03/15/22
EUR 2,882   3,476,559
 
1.000%, 04/06/22
EUR 2,836   3,406,847
TOTAL NETHERLANDS
      180,559,362
NORWAY — (3.4%)
Equinor ASA        
2.000%, 09/10/20
EUR 34,165   40,330,405
 
5.625%, 03/11/21
EUR 9,326   11,374,567
 
0.875%, 02/17/23
EUR 4,758   5,732,723
Kommunalbanken A.S. Floating Rate Note        
(r)Ω
0.358%, 03/12/21
  3,600   3,600,013
(r)
0.358%, 03/12/21
  3,000   3,000,011
(r)
0.315%, 04/15/21
  5,500   5,498,331
(r)Ω
0.440%, 02/24/22
  100,000   99,905,608
Kommunalbanken A.S.        
1.500%, 04/19/22
NOK 100,000   11,177,837
TOTAL NORWAY
      180,619,495
SINGAPORE — (1.2%)
DBS Bank, Ltd. Floating Rate Note        
(r)
0.730%, 09/13/22
AUD 2,000   1,434,889
Monetary Authority of Singapore Bill        
0.000%, 09/04/20
SGD 70,000   50,934,653
Oversea-Chinese Banking Corp., Ltd. Floating Rate Note        
(r)
0.801%, 04/23/21
AUD 2,500   1,792,006
Temasek Financial I, Ltd.        
0.500%, 03/01/22
EUR 2,000   2,369,636
United Overseas Bank, Ltd. Floating Rate Note        
(r)
0.632%, 07/25/22
AUD 10,000   7,158,535
TOTAL SINGAPORE
      63,689,719
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.3%)
African Development Bank Floating Rate Note        
(r)
0.323%, 12/15/21
  50,000   49,869,500
African Development Bank        
5.250%, 03/23/22
AUD 13,000   9,994,937
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
Asian Development Bank Floating Rate Note        
(r)
0.336%, 09/10/21
  5,500   $5,496,315
(r)
0.323%, 12/15/21
  144,000   143,943,840
(r)
0.320%, 02/01/22
GBP 5,000   6,550,105
EUROFIMA        
4.000%, 10/27/21
EUR 6,950   8,634,573
(r)
0.482%, 11/15/21
  20,000   19,999,400
(r)
0.415%, 03/11/22
  5,285   5,284,102
European Bank for Reconstruction & Development Floating Rate Note        
(r)
0.343%, 08/19/22
  33,957   33,949,984
European Financial Stability Facility        
0.100%, 01/19/21
EUR 9,000   10,633,361
European Investment Bank        
1.250%, 11/05/20
CAD 85,000   63,595,192
 
1.000%, 05/25/21
NOK 47,220   5,215,515
Ω
2.250%, 07/30/21
CAD 15,000   11,412,632
 
2.250%, 07/30/21
CAD 10,000   7,608,048
 
4.250%, 12/07/21
GBP 1,674   2,313,039
 
1.500%, 05/12/22
NOK 225,000   25,235,666
(r)Ω
0.407%, 03/24/21
  9,000   9,004,176
(r)
0.340%, 01/10/22
GBP 20,947   27,462,944
(r)
0.410%, 06/29/23
GBP 3,051   4,008,799
European Stability Mechanism Treasury Bill        
0.000%, 08/06/20
EUR 5,625   6,626,145
 
0.000%, 10/08/20
EUR 36,000   42,446,509
 
0.000%, 11/19/20
EUR 8,309   9,801,284
Inter-American Development Bank Floating Rate Note        
(r)
0.183%, 10/09/20
  15,000   14,998,500
(r)
0.495%, 10/15/20
  25,000   25,011,500
(r)
0.225%, 10/25/21
  50,000   49,951,000
(r)
0.275%, 01/15/22
  159   158,831
Inter-American Development Bank        
6.000%, 02/26/21
AUD 6,000   4,422,926
Inter-American Investment Corp. Floating Rate Note        
(r)
0.356%, 10/12/21
  72,750   72,741,998
International Bank for Reconstruction & Development        
5.750%, 10/01/20
AUD 5,000   3,603,240
 
2.800%, 01/13/21
AUD 10,000   7,222,444
International Finance Corp.        
2.700%, 02/05/21
AUD 35,659   25,780,986
(r)
0.306%, 08/23/21
  21,000   20,995,562
      Face
Amount^ 		  Value†
      (000)    
 
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
(r)
0.310%, 01/18/22
GBP 15,000   $19,649,332
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      753,622,385
SWEDEN — (3.0%)
Kommuninvest I Sverige AB        
2.500%, 12/01/20
SEK 526,380   60,450,699
 
1.000%, 09/15/21
SEK 430,000   49,482,592
Svensk Exportkredit AB Floating Rate Note        
(r)
0.363%, 12/14/20
  28,929   28,934,071
(r)
0.433%, 12/13/21
  12,000   12,005,155
Svenska Handelsbanken AB        
1.950%, 09/08/20
  2,500   2,503,950
 
3.000%, 11/20/20
GBP 1,000   1,319,380
TOTAL SWEDEN
      154,695,847
SWITZERLAND — (1.5%)
Nestle Finance International, Ltd.        
0.750%, 11/08/21
EUR 2,356   2,807,378
Nestle Holdings, Inc.        
1.750%, 12/09/20
GBP 6,900   9,074,984
Novartis Finance SA        
0.000%, 03/31/21
EUR 50,532   59,603,012
 
0.750%, 11/09/21
EUR 5,500   6,560,749
TOTAL SWITZERLAND
      78,046,123
UNITED STATES — (5.5%)
3M Co.        
1.875%, 11/15/21
EUR 1,400   1,693,361
 
0.375%, 02/15/22
EUR 2,000   2,373,396
Apple, Inc. Floating Rate Note        
(r)
1.490%, 02/23/21
  800   805,103
#(r)
0.948%, 02/09/22
  4,000   4,026,884
Berkshire Hathaway, Inc.        
0.250%, 01/17/21
EUR 1,074   1,266,521
Chevron Corp. Floating Rate Note        
#(r)
0.922%, 11/15/21
  6,000   6,030,401
International Finance Corp. Floating Rate Note        
(r)
0.493%, 12/15/21
  15,000   15,012,897
Johnson & Johnson        
0.250%, 01/20/22
EUR 30,363   36,078,640
Merck & Co., Inc.        
1.125%, 10/15/21
EUR 46,986   56,013,459
Microsoft Corp.        
2.125%, 12/06/21
EUR 10,406   12,578,417
Oracle Corp.        
2.250%, 01/10/21
EUR 25,525   30,369,065
 
2.250%, 01/10/21
EUR 22,330   26,567,726
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Pfizer, Inc.        
0.250%, 03/06/22
EUR 13,190   $15,632,816
Procter & Gamble Co. (The)        
4.125%, 12/07/20
EUR 13,722   16,391,717
 
2.000%, 11/05/21
EUR 20,124   24,362,515
Toyota Motor Credit Corp. Floating Rate Note        
(r)
0.559%, 08/13/21
  15,094   15,093,268
Walmart, Inc. Floating Rate Note        
(r)
0.535%, 06/23/21
  25,925   25,985,691
Walmart, Inc.        
1.900%, 04/08/22
EUR 500   607,190
TOTAL UNITED STATES
      290,889,067
TOTAL BONDS
      3,719,537,828
U.S. TREASURY OBLIGATIONS — (5.9%)
U.S. Treasury Notes        
(r)
0.219%, 04/30/22
  311,000   311,343,562
CERTIFICATES OF DEPOSIT — (2.7%)
AUSTRALIA — (1.0%)
(r)Ω
National Australia Bank, Ltd., Floating Rate Note
  50,000,000   50,021,287
CANADA — (1.0%)
(r)
Bank of Montreal, Floating Rate Note
  10,000,000   9,999,029
(r)
Toronto-Dominion Bank, Floating Rate Note
  45,000,000   45,034,073
TOTAL CANADA
      55,033,102
SINGAPORE — (0.5%)
(r)
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note
  25,000,000   25,000,844
SWEDEN — (0.2%)
(r)Ω
Svenska Handelsbanken AB, Floating Rate Note
  10,000,000   10,000,000
TOTAL CERTIFICATES OF DEPOSIT
      140,055,233
TOTAL INVESTMENT SECURITIES

(Cost $4,120,213,877)
      4,178,935,554
COMMERCIAL PAPER — (20.6%)
Banque ET Caisse D'epargne de L'etat        
0.600%, 08/17/20
  97,000   96,996,015
      Face
Amount^ 		  Value†
      (000)    
 
 
0.570%, 10/22/20
  50,000   $49,983,285
 
0.305%, 12/01/20
  10,000   9,993,953
Ω
BNG Bank NV 0.230%, 09/01/20
  50,000   49,995,244
Caisse Des Depots Et        
Ω
0.440%, 08/24/20
  35,000   34,998,133
Ω
0.440%, 08/27/20
  20,000   19,998,800
Ω
0.470%, 09/23/20
  75,000   74,989,987
Ω
0.300%, 11/13/20
  26,000   25,991,279
Denmark, Kingdom Of (Government)        
0.140%, 08/19/20
  50,000   49,997,889
 
0.190%, 10/15/20
  50,000   49,986,278
Ω
Erste Abwicklungsanstalt 0.210%, 10/22/20
  30,000   29,988,380
Exxon Mobil Corp.        
0.290%, 11/23/20
  32,200   32,182,205
 
0.390%, 02/01/21
  25,000   24,974,691
Ω
FMS Wertmanagement 0.195%, 11/25/20
  25,000   24,985,863
KFW        
Ω
0.180%, 08/26/20
  30,850   30,847,750
Ω
0.220%, 09/14/20
  31,800   31,795,230
Ω
0.240%, 10/02/20
  7,000   6,998,334
Ω
0.240%, 10/14/20
  21,900   21,893,476
Ω
L'Oreal USA, Inc. 0.270%, 10/28/20
  47,900   47,884,605
Ω
Merck & Co., Inc. 0.700%, 08/10/20
  65,000   64,998,899
Nederlandse Waterschapsbank NV        
Ω
0.600%, 08/14/20
  50,000   49,996,908
Ω
0.193%, 10/20/20
  15,000   14,993,689
Ω
Nestle Finance International Ltd SA 0.190%, 09/14/20
  37,100   37,096,754
Ω
NRW BANK 0.210%, 09/15/20
  25,000   24,995,177
Oesterreichische Kontrollbank AG 0.223%, 10/22/20
  20,000   19,993,314
Pfizer, Inc.        
Ω
0.870%, 08/18/20
  17,000   16,999,286
Ω
0.850%, 09/14/20
  9,100   9,098,635
Ω
0.260%, 10/05/20
  50,000   49,987,533
Ω
0.814%, 10/13/20
  25,000   24,992,600
PSP Capital, Inc.        
Ω
0.160%, 08/05/20
  13,700   13,699,840
Ω
0.550%, 08/20/20
  23,000   22,998,237
Ω
Sanofi 0.240%, 09/14/20
  20,000   19,999,500
TOTAL COMMERCIAL PAPER
      1,084,331,769
    
 
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
      Shares   Value†
SECURITIES LENDING COLLATERAL — (0.0%)
@§
The DFA Short Term Investment Fund
  51,981   $601,468
TOTAL INVESTMENTS — (100.0%)    
(Cost $5,204,826,299)^^
      $5,263,868,791
As of July 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)
GBP 265,646   USD 336,287   Citibank, N.A.   08/05/20   $11,445
NOK 48,210,463   USD 5,188,771   JP Morgan   08/07/20   108,120
CAD 70,533,911   USD 51,967,188   JP Morgan   08/10/20   692,683
USD 2,854,114   CAD 3,815,504   Bank of New York Mellon Corp.   08/13/20   5,479
CAD 40,687,731   USD 29,871,673   JP Morgan   08/13/20   505,567
USD 3,743,373   AUD 5,220,031   State Street Bank and Trust   08/19/20   13,722
EUR 5,084,808   USD 5,869,154   Bank of New York Mellon Corp.   08/20/20   122,507
EUR 4,638,223   USD 5,400,473   Bank of New York Mellon Corp.   08/24/20   65,420
CAD 8,459,322   USD 6,232,639   Citibank, N.A.   08/24/20   83,174
Total Appreciation           $1,608,117
USD 12,430,391   GBP 9,972,024   Bank of New York Mellon Corp.   08/05/20   $(623,058)
USD 128,551,565   GBP 102,781,121   Citibank, N.A.   08/05/20   (5,989,646)
USD 126,685,781   EUR 113,083,630   Bank of America Corp.   08/06/20   (6,526,646)
USD 386,504   EUR 340,695   Citibank, N.A.   08/06/20   (14,834)
USD 52,764,833   NOK 509,902,560   JP Morgan   08/07/20   (3,258,239)
USD 137,369,565   EUR 121,600,401   Bank of New York Mellon Corp.   08/10/20   (5,887,424)
USD 44,194,013   CAD 60,464,534   Barclays Capital   08/10/20   (948,168)
USD 7,436,793   CAD 10,069,377   JP Morgan   08/10/20   (80,898)
USD 117,121,366   CAD 159,178,419   Citibank, N.A.   08/12/20   (1,720,159)
USD 14,097,787   CAD 18,927,828   Bank of New York Mellon Corp.   08/13/20   (33,627)
USD 120,564,654   CAD 163,252,462   Morgan Stanley and Co. International   08/13/20   (1,318,752)
USD 76,195,771   CAD 103,340,212   Bank of New York Mellon Corp.   08/14/20   (957,616)
USD 6,401,986   GBP 5,075,240   Citibank, N.A.   08/14/20   (241,864)
USD 33,897,577   CAD 46,087,078   HSBC Bank   08/14/20   (510,851)
USD 29,888,943   GBP 23,816,720   State Street Bank and Trust   08/14/20   (1,288,838)
USD 133,707,408   GBP 105,669,906   State Street Bank and Trust   08/17/20   (4,624,262)
USD 90,754,618   AUD 130,509,080   Citibank, N.A.   08/18/20   (2,492,240)
USD 21,735,418   AUD 31,052,496   JP Morgan   08/18/20   (451,143)
USD 4,532,551   AUD 6,349,747   Bank of New York Mellon Corp.   08/19/20   (4,268)
USD 92,129,006   AUD 132,466,693   Citibank, N.A.   08/19/20   (2,516,881)
USD 14,621,671   AUD 20,728,801   State Street Bank and Trust   08/19/20   (188,813)
USD 22,711,498   EUR 19,925,443   State Street Bank and Trust   08/20/20   (767,560)
USD 130,913,990   EUR 115,436,903   UBS AG   08/20/20   (5,110,574)
USD 135,408,635   EUR 118,263,812   Bank of New York Mellon Corp.   08/21/20   (3,949,961)
USD 4,971,921   EUR 4,343,687   State Street Bank and Trust   08/21/20   (146,552)
USD 85,082,733   EUR 74,258,904   Bank of New York Mellon Corp.   08/24/20   (2,427,343)
USD 141,468,108   CAD 180,805,371   State Street Bank and Trust   08/24/20   (1,616,670)
USD 107,156,272   CAD 143,701,624   Bank of New York Mellon Corp.   08/25/20   (132,987)
USD 107,602,274   CAD 144,466,394   JP Morgan   08/26/20   (258,172)
USD 129,901,586   EUR 113,367,255   State Street Bank and Trust   08/27/20   (3,704,057)
USD 145,310,158   CAD 194,656,776   HSBC Bank   08/31/20   (24,421)
USD 125,392,427   SEK 1,108,444,354   Bank of America Corp.   09/04/20   (891,335)
USD 143,710,713   EUR 123,705,483   State Street Bank and Trust   09/04/20   (2,103,494)
USD 50,326,399   SGD 69,969,900   State Street Bank and Trust   10/08/20   (604,064)
DFA Two-Year Global Fixed Income Portfolio
CONTINUED
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
USD 46,548,439   DKK 306,379,514   Morgan Stanley and Co. International   10/09/20   $(1,982,716)
Total (Depreciation)           $(63,398,133)
Total Appreciation
(Depreciation) 		          $(61,790,016)
Summary of the Portfolio's investments as of July 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
—   $187,190,399   —   $187,190,399
Austria
—   18,133,334   —   18,133,334
Belgium
—   135,596,194   —   135,596,194
Canada
—   870,155,465   —   870,155,465
Denmark
—   47,170,775   —   47,170,775
Finland
—   38,715,750   —   38,715,750
France
—   285,776,897   —   285,776,897
Germany
—   351,797,684   —   351,797,684
Japan
—   82,879,332   —   82,879,332
Netherlands
—   180,559,362   —   180,559,362
Norway
—   180,619,495   —   180,619,495
Singapore
—   63,689,719   —   63,689,719
Supranational Organization Obligations
—   753,622,385   —   753,622,385
Sweden
—   154,695,847   —   154,695,847
Switzerland
—   78,046,123   —   78,046,123
United States
—   290,889,067   —   290,889,067
Agency Obligations
—   7,998,931   —   7,998,931
Certificates of Deposit
—   140,055,233   —   140,055,233
U.S. Treasury Obligations
—   311,343,562   —   311,343,562
Commercial Paper
—   1,084,331,769   —   1,084,331,769
Securities Lending Collateral
—   601,468   —   601,468
Forward Currency Contracts**
—   (61,790,016)   —   (61,790,016)
TOTAL
—   $5,202,078,775   —   $5,202,078,775
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Selectively Hedged Global Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
AGENCY OBLIGATIONS — (0.6%)
Federal Home Loan Bank Discount Notes        
0.000%, 10/07/20
  6,600   $6,598,928
BONDS — (86.0%)
AUSTRALIA — (2.8%)
ASB Finance, Ltd.        
0.500%, 06/10/22
EUR 2,000   2,379,555
Australia & New Zealand Banking Group, Ltd. Floating Rate Note        
(r)
0.846%, 05/17/21
  6,000   6,020,509
Commonwealth Bank of Australia        
0.500%, 07/11/22
EUR 5,725   6,838,585
National Australia Bank, Ltd. Floating Rate Note        
(r)
0.961%, 11/04/21
  3,245   3,268,031
0.875%, 01/20/22
EUR 1,112   1,330,192
 
0.350%, 09/07/22
EUR 1,500   1,786,256
Westpac Banking Corp. Floating Rate Note        
(r)
0.585%, 01/25/21
  1,114   1,115,446
#(r)
1.231%, 08/19/21
  540   544,412
Westpac Banking Corp.        
0.250%, 01/17/22
EUR 8,500   10,076,661
TOTAL AUSTRALIA
      33,359,647
BELGIUM — (4.0%)
Anheuser-Busch InBev Finance, Inc.        
3.700%, 02/01/24
  400   441,947
Anheuser-Busch InBev SA        
0.800%, 04/20/23
EUR 1,439   1,734,462
Dexia Credit Local SA        
2.000%, 01/22/21
EUR 2,000   2,382,188
 
0.625%, 01/21/22
EUR 1,250   1,493,529
 
0.250%, 06/02/22
EUR 2,000   2,381,859
 
1.125%, 06/15/22
GBP 2,000   2,656,511
 
0.750%, 01/25/23
EUR 6,000   7,254,447
 
0.250%, 06/01/23
EUR 12,900   15,453,766
 
0.625%, 02/03/24
EUR 7,000   8,512,126
Euroclear Bank SA Floating Rate Note        
(r)
0.048%, 03/08/21
EUR 2,000   2,360,453
Euroclear Bank SA        
0.250%, 09/07/22
EUR 1,404   1,669,204
TOTAL BELGIUM
      46,340,492
      Face
Amount^ 		  Value†
      (000)    
 
CANADA — (6.9%)
Bank of Montreal Floating Rate Note        
(r)
0.871%, 09/07/21
AUD 2,800   $2,009,830
(r)
0.098%, 09/28/21
EUR 1,000   1,183,197
(r)
1.091%, 09/07/23
AUD 2,000   1,446,373
Bank of Montreal        
0.250%, 11/17/21
EUR 1,500   1,775,626
Bank of Nova Scotia (The) Floating Rate Note        
(r)
0.712%, 04/20/21
  5,000   5,013,799
Canadian Imperial Bank of Commerce        
0.750%, 03/22/23
EUR 6,750   8,125,151
 
0.375%, 05/03/24
EUR 1,740   2,046,560
Canadian Natural Resources, Ltd.        
2.950%, 01/15/23
  2,000   2,081,887
#
3.900%, 02/01/25
  500   545,744
CPPIB Capital, Inc.        
#
2.375%, 01/29/21
  7,000   7,073,821
Enbridge, Inc.        
#
4.000%, 10/01/23
  3,000   3,261,808
Export Development Canada Floating Rate Note        
(r)
0.372%, 11/15/21
GBP 1,000   1,308,437
(r)
0.372%, 05/29/24
GBP 1,000   1,308,215
Penske Truck Leasing Canada, Inc.        
2.850%, 12/07/22
CAD 1,000   761,051
Royal Bank of Canada        
2.860%, 03/04/21
CAD 25,000   18,934,637
 
1.968%, 03/02/22
CAD 8,000   6,103,222
Toronto-Dominion Bank (The) Floating Rate Note        
(r)
0.128%, 09/08/20
EUR 1,700   2,003,565
(r)
1.515%, 12/22/20
AUD 5,000   3,588,464
 
0.625%, 03/08/21
EUR 3,379   4,001,431
 
1.994%, 03/23/22
CAD 10,000   7,632,834
 
0.625%, 07/20/23
EUR 1,000   1,203,974
TOTAL CANADA
      81,409,626
DENMARK — (1.0%)
AP Moller - Maersk A.S.        
1.500%, 11/24/22
EUR 2,680   3,230,564
Danske Bank A.S.        
Ω
2.800%, 03/10/21
  5,000   5,070,352
 
0.875%, 05/22/23
EUR 2,500   2,963,370
TOTAL DENMARK
      11,264,286
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
FINLAND — (0.6%)
Nordea Bank Abp        
0.300%, 06/30/22
EUR 5,000   $5,944,385
OP Corporate Bank P.L.C.        
0.750%, 03/03/22
EUR 725   865,747
 
0.375%, 10/11/22
EUR 500   595,142
TOTAL FINLAND
      7,405,274
FRANCE — (2.5%)
Agence Francaise de Developpement EPIC        
0.125%, 03/31/21
EUR 1,000   1,181,555
BNP Paribas SA        
1.000%, 06/27/24
EUR 6,000   7,243,972
BPCE SA        
1.125%, 12/14/22
EUR 2,200   2,660,425
 
0.375%, 10/05/23
EUR 500   596,455
 
0.625%, 09/26/24
EUR 800   950,584
Pernod Ricard SA        
Ω
4.450%, 01/15/22
  3,450   3,638,788
Sanofi        
0.500%, 03/21/23
EUR 6,000   7,191,869
Societe Generale SA        
#Ω
2.500%, 04/08/21
  3,200   3,247,078
#Ω
3.250%, 01/12/22
  1,000   1,031,119
Total Capital International SA        
2.125%, 11/19/21
EUR 1,200   1,452,470
UNEDIC ASSEO        
0.000%, 11/25/20
EUR 600   707,538
TOTAL FRANCE
      29,901,853
GERMANY — (4.8%)
BMW Finance NV        
0.125%, 01/12/21
EUR 645   760,667
 
0.625%, 10/06/23
EUR 2,000   2,404,301
BMW US Capital LLC        
#Ω
3.450%, 04/12/23
  5,000   5,349,535
Daimler Finance North America LLC        
Ω
2.850%, 01/06/22
  7,200   7,390,518
Deutsche Bahn Finance GMBH        
3.750%, 06/01/21
EUR 624   759,277
Deutsche Bank AG        
2.950%, 08/20/20
  1,000   1,000,646
 
3.125%, 01/13/21
  1,500   1,511,811
Kreditanstalt fuer Wiederaufbau        
0.125%, 06/03/22
SEK 100,000   11,360,545
Land Baden-Wuerttemberg Floating Rate Note        
(r)
0.348%, 07/19/21
EUR 500   593,318
Landeskreditbank Baden-Wuerttemberg Foerderbank        
0.050%, 11/09/21
EUR 5,000   5,924,444
      Face
Amount^ 		  Value†
      (000)    
 
GERMANY — (Continued)
NRW Bank        
0.125%, 03/10/23
EUR 7,000   $8,360,846
State of North Rhine-Westphalia Germany Floating Rate Note        
(r)
0.167%, 10/29/21
GBP 5,000   6,537,447
Volkswagen Financial Services AG        
1.375%, 10/16/23
EUR 1,000   1,205,526
Volkswagen Group of America Finance LLC Floating Rate Note        
(r)Ω
1.375%, 11/12/21
  600   599,809
Volkswagen Group of America Finance LLC        
Ω
4.000%, 11/12/21
  2,400   2,499,312
Volkswagen International Finance NV        
0.875%, 01/16/23
EUR 300   357,492
TOTAL GERMANY
      56,615,494
ITALY — (1.6%)
Enel Finance International NV        
5.000%, 09/14/22
EUR 2,000   2,609,255
Eni SpA        
1.750%, 01/18/24
EUR 1,170   1,456,197
Intesa Sanpaolo SpA        
Ω
3.125%, 07/14/22
  400   410,589
 
1.000%, 07/04/24
EUR 6,100   7,237,378
Republic of Italy Government International Bond        
6.875%, 09/27/23
  2,500   2,902,013
 
2.375%, 10/17/24
  3,562   3,633,352
TOTAL ITALY
      18,248,784
JAPAN — (6.5%)
American Honda Finance Corp. Floating Rate Note        
(r)
0.665%, 06/11/21
  5,000   5,006,037
1.375%, 11/10/22
EUR 2,000   2,427,832
 
0.550%, 03/17/23
EUR 2,606   3,109,591
Daiwa Securities Group, Inc.        
Ω
3.129%, 04/19/22
  700   724,884
Mitsubishi UFJ Financial Group, Inc.        
0.680%, 01/26/23
EUR 2,150   2,569,155
 
0.980%, 10/09/23
EUR 4,000   4,841,274
Mizuho Financial Group, Inc.        
Ω
2.632%, 04/12/21
  4,000   4,062,987
 
2.953%, 02/28/22
  400   415,446
 
0.523%, 06/10/24
EUR 3,000   3,567,480
Mizuho Financial Group, Inc. Floating Rate Note        
(r)
1.453%, 09/13/21
  3,735   3,770,831
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
JAPAN — (Continued)
Sumitomo Mitsui Financial Group, Inc.        
2.058%, 07/14/21
  1,650   $1,675,899
 
0.819%, 07/23/23
EUR 4,544   5,470,451
Sumitomo Mitsui Financial Group, Inc. Floating Rate Note        
(r)
1.412%, 10/19/21
  800   809,439
Takeda Pharmaceutical Co., Ltd.        
0.375%, 11/21/20
EUR 4,152   4,887,427
Total Capital Canada, Ltd.        
1.125%, 03/18/22
EUR 1,500   1,802,469
Toyota Credit Canada, Inc.        
2.200%, 02/25/21
CAD 10,000   7,536,377
 
2.020%, 02/28/22
CAD 4,000   3,047,519
Toyota Motor Credit Corp. Floating Rate Note        
(r)
0.817%, 01/08/21
  992   993,538
(r)
0.546%, 04/13/21
  17,000   17,022,108
 
1.000%, 09/10/21
EUR 500   596,186
 
0.750%, 07/21/22
EUR 1,010   1,209,503
Toyota Motor Finance Netherlands BV        
0.250%, 01/10/22
EUR 500   592,110
TOTAL JAPAN
      76,138,543
JERSEY, CHANNEL ISLANDS — (0.0%)
Glencore Finance Europe, Ltd.        
0.625%, 09/11/24
EUR 483   561,512
NETHERLANDS — (4.2%)
ABN AMRO Bank NV        
0.500%, 07/17/23
EUR 911   1,092,232
Cooperatieve Rabobank UA        
0.125%, 10/11/21
EUR 900   1,065,244
 
4.000%, 01/11/22
EUR 980   1,224,729
 
4.750%, 06/06/22
EUR 1,367   1,757,589
ING Bank NV Floating Rate Note        
(r)
0.141%, 11/26/21
EUR 2,000   2,366,550
ING Groep NV        
1.000%, 09/20/23
EUR 5,000   6,052,051
Koninklijke Philips NV        
0.500%, 09/06/23
EUR 2,000   2,392,521
LeasePlan Corp. NV        
Ω
2.875%, 10/24/24
  1,000   1,036,131
Nederlandse Waterschapsbank NV Floating Rate Note        
(r)Ω
0.383%, 12/15/21
  30,000   30,015,301
Shell International Finance BV        
1.250%, 03/15/22
EUR 647   780,477
      Face
Amount^ 		  Value†
      (000)    
 
NETHERLANDS — (Continued)
 
1.000%, 04/06/22
EUR 929   $1,115,994
TOTAL NETHERLANDS
      48,898,819
NORWAY — (1.0%)
Equinor ASA        
2.000%, 09/10/20
EUR 10,000   11,804,597
SINGAPORE — (0.7%)
DBS Bank, Ltd. Floating Rate Note        
(r)
0.730%, 09/13/22
AUD 3,200   2,295,822
Oversea-Chinese Banking Corp., Ltd. Floating Rate Note        
(r)
0.700%, 10/06/20
AUD 5,000   3,574,548
Temasek Financial I, Ltd.        
0.500%, 03/01/22
EUR 320   379,142
United Overseas Bank Ltd/Sydney Floating Rate Note        
(r)
0.910%, 04/06/21
AUD 2,000   1,434,539
United Overseas Bank, Ltd. Floating Rate Note        
(r)
0.632%, 07/25/22
AUD 1,000   715,853
TOTAL SINGAPORE
      8,399,904
SPAIN — (2.0%)
Banco Santander SA        
3.848%, 04/12/23
  2,000   2,145,234
Iberdrola International BV        
1.750%, 09/17/23
EUR 1,000   1,242,255
Santander Holdings USA, Inc.        
3.400%, 01/18/23
  9,525   9,972,762
Spain Government Bond        
Ω
5.400%, 01/31/23
EUR 2,500   3,370,464
Telefonica Emisiones SA        
0.750%, 04/13/22
EUR 2,200   2,630,934
 
3.987%, 01/23/23
EUR 1,700   2,203,645
 
1.069%, 02/05/24
EUR 1,400   1,705,779
TOTAL SPAIN
      23,271,073
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (5.6%)
African Development Bank Floating Rate Note        
(r)
0.323%, 12/15/21
  10,000   9,973,900
African Development Bank        
5.250%, 03/23/22
AUD 1,000   768,841
Asian Development Bank Floating Rate Note        
(r)
0.320%, 02/01/22
GBP 1,000   1,310,021
(r)
0.351%, 03/19/24
GBP 4,280   5,600,503
Asian Development Bank        
0.370%, 06/26/23
SEK 20,000   2,287,912
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
European Bank for Reconstruction & Development Floating Rate Note        
(r)
0.363%, 02/28/24
GBP 1,800   $2,357,293
European Investment Bank Floating Rate Note        
(r)
0.340%, 01/10/22
GBP 9,000   11,799,613
(r)
0.410%, 06/29/23
GBP 14,686   19,296,370
Inter-American Development Bank Floating Rate Note        
(r)
0.183%, 10/09/20
  845   844,916
(r)
0.225%, 10/25/21
  1,000   999,020
International Bank for Reconstruction & Development        
0.300%, 10/04/23
GBP 2,000   2,616,691
International Bank for Reconstruction & Development Floating Rate Note        
(r)
0.333%, 05/15/24
GBP 1,784   2,332,626
International Finance Corp. Floating Rate Note        
(r)
0.306%, 08/23/21
  5,000   4,998,943
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      65,186,649
SWEDEN — (1.9%)
Kommuninvest I Sverige AB        
0.250%, 06/01/22
SEK 57,430   6,557,065
 
0.750%, 02/22/23
SEK 32,500   3,763,713
 
1.000%, 11/13/23
SEK 12,500   1,465,541
Skandinaviska Enskilda Banken AB        
0.300%, 02/17/22
EUR 1,250   1,482,862
 
1.250%, 08/05/22
GBP 2,000   2,648,662
Svenska Handelsbanken AB        
0.250%, 02/28/22
EUR 4,600   5,453,938
Swedbank AB        
0.250%, 11/07/22
EUR 800   948,148
TOTAL SWEDEN
      22,319,929
SWITZERLAND — (1.0%)
Credit Suisse Group Funding Guernsey, Ltd.        
1.250%, 04/14/22
EUR 1,000   1,201,691
Novartis Finance SA        
0.750%, 11/09/21
EUR 1,200   1,431,436
UBS Group AG        
1.750%, 11/16/22
EUR 4,700   5,750,989
      Face
Amount^ 		  Value†
      (000)    
 
SWITZERLAND — (Continued)
 
2.125%, 03/04/24
EUR 2,400   $3,019,971
TOTAL SWITZERLAND
      11,404,087
UNITED KINGDOM — (5.4%)
Barclays P.L.C.        
3.250%, 01/12/21
  1,000   1,012,220
BAT International Finance P.L.C.        
4.875%, 02/24/21
EUR 743   897,395
 
3.625%, 11/09/21
EUR 105   128,841
 
0.875%, 10/13/23
EUR 5,100   6,101,362
BP Capital Markets P.L.C.        
1.109%, 02/16/23
EUR 5,000   6,068,849
BP Capital Markets PLC        
3.497%, 11/09/20
CAD 4,000   3,006,518
British Telecommunications P.L.C.        
0.500%, 06/23/22
EUR 400   475,118
 
1.125%, 03/10/23
EUR 7,000   8,458,227
CNH Industrial Capital LLC        
4.375%, 04/05/22
  3,700   3,886,260
HSBC Holdings P.L.C. Floating Rate Note        
(r)
2.020%, 05/25/21
  3,082   3,117,850
Lloyds Banking Group P.L.C.        
3.000%, 01/11/22
  1,000   1,035,010
Mead Johnson Nutrition Co.        
3.000%, 11/15/20
  2,800   2,820,375
National Grid North America, Inc.        
0.750%, 08/08/23
EUR 6,050   7,266,924
Nationwide Building Society        
0.625%, 04/19/23
EUR 3,000   3,598,493
Natwest Group P.L.C.        
2.500%, 03/22/23
EUR 3,500   4,336,736
NatWest Markets P.L.C.        
1.000%, 05/28/24
EUR 3,130   3,734,474
PPL WEM Ltd / Western Power Distribution P.L.C.        
Ω
5.375%, 05/01/21
  500   510,567
Praxair, Inc.        
1.200%, 02/12/24
EUR 3,372   4,157,227
Rolls-Royce P.L.C.        
0.875%, 05/09/24
EUR 958   1,011,864
Vodafone Group P.L.C.        
1.750%, 08/25/23
EUR 1,300   1,612,647
TOTAL UNITED KINGDOM
      63,236,957
UNITED STATES — (33.5%)
3M Co.        
1.875%, 11/15/21
EUR 1,865   2,255,798
Abbott Ireland Financing DAC        
0.000%, 09/27/20
EUR 2,000   2,356,099
 
0.875%, 09/27/23
EUR 3,420   4,142,375
AbbVie, Inc.        
Ω
3.450%, 03/15/22
  6,000   6,240,320
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Ω
3.250%, 10/01/22
  3,200   $3,354,823
 
2.900%, 11/06/22
  1,080   1,136,066
Aetna, Inc.        
2.750%, 11/15/22
  5,000   5,215,396
Albemarle Corp.        
1.875%, 12/08/21
EUR 5,100   6,067,912
Altria Group, Inc.        
2.850%, 08/09/22
  5,700   5,956,327
 
1.000%, 02/15/23
EUR 1,500   1,799,303
Ameren Corp.        
2.700%, 11/15/20
  1,000   1,004,895
American International Group, Inc.        
1.500%, 06/08/23
EUR 2,000   2,428,793
 
4.125%, 02/15/24
  307   343,005
Amgen, Inc.        
1.250%, 02/25/22
EUR 270   323,352
Anthem, Inc.        
3.300%, 01/15/23
  5,000   5,336,644
Ares Capital Corp.        
4.200%, 06/10/24
  1,046   1,073,999
Assurant, Inc.        
4.200%, 09/27/23
  1,500   1,590,051
AT&T, Inc.        
2.500%, 03/15/23
EUR 5,000   6,224,904
 
1.950%, 09/15/23
EUR 175   216,993
 
2.400%, 03/15/24
EUR 3,000   3,780,798
Autodesk, Inc.        
3.600%, 12/15/22
  2,239   2,378,303
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.        
2.773%, 12/15/22
  800   837,066
Bank of America Corp.        
1.625%, 09/14/22
EUR 1,500   1,826,277
 
0.750%, 07/26/23
EUR 2,000   2,396,154
Baxter International, Inc.        
0.400%, 05/15/24
EUR 2,000   2,386,618
Berkshire Hathaway, Inc.        
0.625%, 01/17/23
EUR 1,000   1,197,420
 
0.750%, 03/16/23
EUR 1,500   1,802,088
Booking Holdings, Inc.        
0.800%, 03/10/22
EUR 1,900   2,256,459
 
2.150%, 11/25/22
EUR 5,000   6,095,153
 
3.650%, 03/15/25
  1,000   1,112,763
 
4.100%, 04/13/25
  1,000   1,137,873
Bristol-Myers Squibb Co.        
3.550%, 08/15/22
  1,777   1,884,662
Broadcom Corp. / Broadcom Cayman Finance Ltd.        
3.000%, 01/15/22
  2,425   2,492,514
Broadcom, Inc.        
Ω
4.700%, 04/15/25
  5,050   5,774,490
Brown & Brown, Inc.        
4.200%, 09/15/24
  1,429   1,576,659
Bunge Ltd Finance Corp.        
4.350%, 03/15/24
  2,000   2,196,672
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Bunge, Ltd. Finance Corp.        
3.500%, 11/24/20
  1,000   $1,007,002
Campbell Soup Co.        
3.650%, 03/15/23
  286   306,581
Capital One Financial Corp.        
3.750%, 04/24/24
  700   766,036
 
0.800%, 06/12/24
EUR 2,000   2,333,049
 
3.200%, 02/05/25
  1,000   1,089,087
Cardinal Health, Inc.        
3.200%, 06/15/22
  4,000   4,179,455
Caterpillar Financial Services Corp. Floating Rate Note        
(r)
0.543%, 03/15/21
  1,000   1,001,159
(r)
0.776%, 05/17/21
  2,766   2,773,269
(r)
0.598%, 09/07/21
  2,000   2,002,765
Church & Dwight Co., Inc.        
2.875%, 10/01/22
  2,000   2,099,819
CNA Financial Corp.        
3.950%, 05/15/24
  7,000   7,708,169
CNH Industrial Capital LLC        
#
4.200%, 01/15/24
  380   409,636
Coca-Cola Co. (The)        
0.750%, 03/09/23
EUR 2,000   2,402,407
Conagra Brands, Inc.        
3.800%, 10/22/21
  2,000   2,079,738
Constellation Brands, Inc.        
2.700%, 05/09/22
  565   585,806
Cox Communications, Inc.        
Ω
3.250%, 12/15/22
  5,000   5,296,354
Daimler Finance North America LLC        
Ω
3.300%, 05/19/25
  500   543,811
Discovery Communications LLC        
3.450%, 03/15/25
  200   219,845
DuPont de Nemours, Inc.        
2.169%, 05/01/23
  3,700   3,774,214
DXC Technology Co.        
#
4.125%, 04/15/25
  1,000   1,078,890
E*TRADE Financial Corp.        
2.950%, 08/24/22
  5,000   5,241,285
eBay, Inc.        
2.600%, 07/15/22
  760   787,114
Edison International        
2.400%, 09/15/22
  1,300   1,327,248
 
4.950%, 04/15/25
  6,000   6,672,901
Energy Transfer Operating LP        
3.600%, 02/01/23
  3,594   3,695,817
Enterprise Products Operating LLC        
3.350%, 03/15/23
  1,200   1,275,194
Equifax, Inc.        
3.300%, 12/15/22
  1,000   1,049,035
ERAC USA Finance LLC        
#Ω
3.850%, 11/15/24
  4,000   4,370,825
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Exelon Generation Co. LLC        
3.400%, 03/15/22
  815   $847,540
FedEx Corp.        
1.000%, 01/11/23
EUR 7,000   8,387,645
Fluor Corp.        
1.750%, 03/21/23
EUR 4,087   3,508,227
GATX Corp.        
4.750%, 06/15/22
  5,000   5,269,116
General Electric Co.        
0.375%, 05/17/22
EUR 1,000   1,172,044
 
3.150%, 09/07/22
  3,000   3,134,313
 
1.250%, 05/26/23
EUR 1,500   1,787,776
General Mills, Inc.        
1.000%, 04/27/23
EUR 1,809   2,175,662
General Motors Financial Co., Inc.        
4.200%, 03/01/21
  500   507,429
 
3.450%, 01/14/22
  3,705   3,803,026
 
3.250%, 01/05/23
  900   930,941
 
2.750%, 06/20/25
  2,000   2,062,525
Glencore Funding LLC        
Ω
4.625%, 04/29/24
  1,200   1,327,680
Goldman Sachs Group, Inc. (The)        
3.550%, 02/12/21
CAD 4,000   3,030,975
 
5.250%, 07/27/21
  3,000   3,141,887
Harley-Davidson Financial Services, Inc.        
Ω
2.550%, 06/09/22
  1,924   1,948,732
 
0.900%, 11/19/24
EUR 2,000   2,265,858
Hewlett Packard Enterprise Co.        
4.450%, 10/02/23
  4,000   4,390,083
 
4.650%, 10/01/24
  3,500   3,935,671
Honeywell International, Inc.        
1.300%, 02/22/23
EUR 8,000   9,719,129
IBM Credit LLC Floating Rate Note        
(r)
0.532%, 01/20/21
  4,000   4,004,268
International Business Machines Corp.        
1.875%, 11/06/20
EUR 312   369,366
 
0.500%, 09/07/21
EUR 2,250   2,668,634
 
1.250%, 05/26/23
EUR 2,923   3,571,077
JM Smucker Co. (The)        
3.500%, 03/15/25
  1,000   1,122,302
Johnson Controls International P.L.C.        
1.000%, 09/15/23
EUR 4,501   5,437,686
JPMorgan Chase & Co.        
2.625%, 04/23/21
EUR 4,000   4,809,082
 
0.625%, 01/25/24
EUR 3,333   3,987,946
Kellogg Co.        
0.800%, 11/17/22
EUR 1,790   2,140,202
Keurig Dr Pepper, Inc.        
2.700%, 11/15/22
  4,684   4,872,889
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Lazard Group LLC        
#
3.750%, 02/13/25
  2,460   $2,645,989
LyondellBasell Industries NV        
5.750%, 04/15/24
  500   581,431
Marathon Petroleum Corp.        
3.400%, 12/15/20
  3,500   3,528,424
 
4.500%, 05/01/23
  200   216,702
 
4.700%, 05/01/25
  3,900   4,436,824
Mastercard, Inc.        
1.100%, 12/01/22
EUR 1,000   1,207,442
Medtronic Global Holdings SCA        
0.000%, 03/07/21
EUR 2,000   2,356,961
 
0.000%, 12/02/22
EUR 2,062   2,429,886
Micron Technology, Inc.        
2.497%, 04/24/23
  300   313,178
Molson Coors Beverage Co.        
1.250%, 07/15/24
EUR 7,112   8,242,275
Mondelez International, Inc.        
2.375%, 01/26/21
EUR 300   357,184
Morgan Stanley        
2.375%, 03/31/21
EUR 1,000   1,197,766
 
3.125%, 08/05/21
CAD 4,000   3,053,850
 
1.875%, 03/30/23
EUR 1,500   1,844,438
 
1.750%, 03/11/24
EUR 3,314   4,107,715
Mosaic Co. (The)        
3.750%, 11/15/21
  6,000   6,172,337
Motorola Solutions, Inc.        
#
3.500%, 03/01/23
  2,000   2,134,869
MPLX L.P.        
#
4.875%, 12/01/24
  165   185,688
Mylan NV        
2.250%, 11/22/24
EUR 2,000   2,494,537
Mylan, Inc.        
Ω
3.125%, 01/15/23
  3,550   3,749,867
 
4.200%, 11/29/23
  331   363,962
National Oilwell Varco, Inc.        
2.600%, 12/01/22
  1,042   1,063,594
National Rural Utilities Cooperative Finance Corp. Floating Rate Note        
(r)
0.683%, 06/30/21
  2,600   2,608,120
NetApp, Inc.        
3.250%, 12/15/22
  500   520,355
Newmont Corp.        
3.625%, 06/09/21
  500   510,404
Omnicom Group, Inc. / Omnicom Capital, Inc.        
3.625%, 05/01/22
  5,914   6,236,389
Oracle Corp.        
2.250%, 01/10/21
EUR 1,140   1,356,346
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.375%, 02/01/22
  361   372,561
Pfizer, Inc.        
0.250%, 03/06/22
EUR 6,680   7,917,150
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Philip Morris International, Inc.        
2.875%, 05/30/24
EUR 2,000   $2,607,017
Phillips 66 Partners L.P.        
2.450%, 12/15/24
  300   310,888
Procter & Gamble Co. (The)        
2.000%, 08/16/22
EUR 400   492,692
Prudential Financial, Inc.        
3.500%, 05/15/24
  3,000   3,343,845
Ross Stores, Inc.        
4.600%, 04/15/25
  2,000   2,301,115
Ryder System, Inc.        
3.400%, 03/01/23
  2,325   2,462,222
 
2.500%, 09/01/24
  2,000   2,105,271
Sempra Energy        
4.050%, 12/01/23
  1,000   1,100,125
Sky, Ltd.        
1.875%, 11/24/23
EUR 2,748   3,439,011
Steel Dynamics, Inc.        
2.400%, 06/15/25
  100   104,980
Stryker Corp.        
1.125%, 11/30/23
EUR 2,277   2,768,560
Sysco Corp.        
3.550%, 03/15/25
  7,667   8,387,184
United Parcel Service, Inc.        
0.375%, 11/15/23
EUR 8,546   10,201,862
 
3.900%, 04/01/25
  1,500   1,712,610
Ventas Realty LP        
3.100%, 01/15/23
  500   516,513
#
3.500%, 04/15/24
  1,000   1,055,114
Verizon Communications, Inc.        
3.376%, 02/15/25
  1,000   1,122,653
VF Corp.        
2.050%, 04/23/22
  800   820,968
ViacomCBS, Inc.        
4.750%, 05/15/25
  3,200   3,683,712
Volkswagen Group of America Finance LLC        
#Ω
2.850%, 09/26/24
  1,000   1,070,231
Wells Fargo & Co.        
2.250%, 09/03/20
EUR 1,294   1,527,256
 
1.500%, 09/12/22
EUR 300   362,598
Wells Fargo Bank NA Floating Rate Note        
(r)
0.768%, 10/22/21
  6,000   6,023,859
Whirlpool Corp.        
3.700%, 03/01/23
  1,000   1,064,673
Williams Cos., Inc. (The)        
3.700%, 01/15/23
  670   708,235
TOTAL UNITED STATES
      392,104,684
TOTAL BONDS
      1,007,872,210
      Face
Amount^ 		  Value†
      (000)    
U.S. TREASURY OBLIGATIONS — (8.1%)
U.S. Treasury Notes        
(r)
0.220%, 01/31/21
  11,000   $11,005,253
(r)
0.244%, 04/30/21
  40,500   40,534,978
(r)
0.325%, 07/31/21
  22,000   22,041,449
(r)
0.219%, 04/30/22
  22,000   22,024,304
TOTAL U.S. TREASURY OBLIGATIONS
      95,605,984
TOTAL INVESTMENT SECURITIES

(Cost $1,079,989,510)
      1,110,077,122
COMMERCIAL PAPER — (4.1%)
BASF Coatings AG        
Ω
1.690%, 08/07/20
  4,000   3,999,883
 
1.650%, 09/01/20
  5,300   5,298,568
Ω
Bayer Corp. 2.450%, 09/01/20
  2,100   2,099,599
Ω
BP Capital Markets P.L.C. 1.370%, 10/15/20
  2,000   1,998,932
Dow Chemical Co.        
1.322%, 08/17/20
  5,000   4,999,606
 
1.250%, 08/24/20
  3,000   2,999,620
Export Development Canada        
0.440%, 08/10/20
  4,000   3,999,932
 
0.447%, 08/11/20
  3,000   2,999,940
 
Harley-Davidson Financial Services, Inc. 2.193%, 08/20/20
  4,000   3,999,578
Ω
PSP Capital, Inc. 0.620%, 09/22/20
  9,000   8,997,681
Ω
Walt Disney Co. (The) 0.700%, 04/30/21
  6,000   5,979,479
TOTAL COMMERCIAL PAPER
      47,372,818
    
      Shares  
SECURITIES LENDING COLLATERAL — (1.2%)
@§
The DFA Short Term Investment Fund
  1,248,179 14,442,681
TOTAL INVESTMENTS — (100.0%)  
(Cost $1,141,762,891)^^
    $1,171,892,621
 
DFA Selectively Hedged Global Fixed Income Portfolio
CONTINUED
As of July 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 688,320   USD 778,727   Citibank, N.A.   08/05/20   $32,097
USD 25,652,250   SEK 224,118,094   State Street Bank and Trust   09/01/20   119,590
USD 53,688,186   CAD 71,727,545   HSBC Bank   09/02/20   134,789
Total Appreciation           $286,476
USD 32,793,940   EUR 29,014,020   Citibank, N.A.   08/05/20   $(1,383,848)
USD 101,700,916   EUR 89,395,893   JP Morgan   08/19/20   (3,636,105)
USD 15,768,727   AUD 22,212,243   JP Morgan   08/21/20   (101,773)
USD 158,756,691   EUR 133,889,443   Mellon Bank   08/24/20   (4,996,031)
USD 102,812,985   EUR 89,737,543   Citibank, N.A.   08/25/20   (2,940,069)
USD 104,892,197   EUR 90,778,878   Citibank, N.A.   09/01/20   (2,103,929)
Total (Depreciation)           $(15,161,755)
Total Appreciation
(Depreciation) 		          $(14,875,279)
Summary of the Portfolio's investments as of July 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
—   $33,359,647   —   $33,359,647
Belgium
—   46,340,492   —   46,340,492
Canada
—   81,409,626   —   81,409,626
Denmark
—   11,264,286   —   11,264,286
Finland
—   7,405,274   —   7,405,274
France
—   29,901,853   —   29,901,853
Germany
—   56,615,494   —   56,615,494
Italy
—   18,248,784   —   18,248,784
Japan
—   76,138,543   —   76,138,543
Jersey, Channel Islands
—   561,512   —   561,512
Netherlands
—   48,898,819   —   48,898,819
Norway
—   11,804,597   —   11,804,597
Singapore
—   8,399,904   —   8,399,904
Spain
—   23,271,073   —   23,271,073
Supranational Organization Obligations
—   65,186,649   —   65,186,649
Sweden
—   22,319,929   —   22,319,929
Switzerland
—   11,404,087   —   11,404,087
United Kingdom
—   63,236,957   —   63,236,957
United States
—   392,104,684   —   392,104,684
Agency Obligations
—   6,598,928   —   6,598,928
U.S. Treasury Obligations
—   95,605,984   —   95,605,984
Commercial Paper
—   47,372,818   —   47,372,818
Securities Lending Collateral
—   14,442,681   —   14,442,681
Forward Currency Contracts**
—   (14,875,279)   —   (14,875,279)
TOTAL
—   $1,157,017,342   —   $1,157,017,342
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Short-Term Government Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
    
      Face
Amount 		  Value†
      (000)    
AGENCY OBLIGATIONS — (19.7%)
Federal Farm Credit Discount Notes        
 
0.000%, 11/06/20
  50,000   $49,988,125
Federal Home Loan Bank        
 
0.000%, 08/20/20
  117,000   116,996,132
 
0.000%, 09/01/20
  80,000   79,994,200
 
0.000%, 09/14/20
  45,000   44,995,275
 
0.000%, 01/20/21
  245,000   244,884,307
TOTAL AGENCY OBLIGATIONS
      536,858,039
U.S. TREASURY OBLIGATIONS — (79.9%)
U.S. Treasury Bills        
∞
0.000%, 08/04/20
  88,000   87,999,817
∞
0.000%, 08/18/20
  67,500   67,497,679
∞
0.000%, 09/17/20
  98,000   97,989,128
∞
0.000%, 09/22/20
  115,000   114,985,226
∞
0.000%, 09/29/20
  78,000   77,988,576
∞
0.000%, 10/01/20
  208,000   207,968,894
∞
0.000%, 10/06/20
  150,000   149,977,333
∞
0.000%, 10/13/20
  125,000   124,976,580
∞
0.000%, 10/20/20
  25,000   24,995,396
∞
0.000%, 11/03/20
  43,000   42,989,011
∞
0.000%, 11/12/20
  95,000   94,974,014
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.114%, FRN        
(r)
0.219%, 04/30/22
  265,500   265,793,298
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.139%, FRN        
(r)
0.244%, 04/30/21
  85,000   85,073,410
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.154%, FRN        
(r)
0.259%, 01/31/22
  270,000   270,456,108
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.220%, FRN        
(r)
0.325%, 07/31/21
  188,000   188,354,203
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.300%, FRN        
(r)
0.405%, 10/31/21
  269,600   270,493,320
TOTAL U.S. TREASURY OBLIGATIONS
      2,172,511,993
TOTAL INVESTMENT SECURITIES

(Cost $2,708,382,692)
      2,709,370,032
    
      Shares  
TEMPORARY CASH INVESTMENTS — (0.4%)
 
State Street Institutional U.S. Government Money Market Fund 0.092%
  11,474,081 11,474,081
TOTAL INVESTMENTS — (100.0%)  
(Cost $2,719,856,773)^^
    $2,720,844,113
DFA Short-Term Government Portfolio
CONTINUED
Summary of the Portfolio's investments as of July 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
—   $536,858,039   —   $536,858,039
U.S. Treasury Obligations
—   2,172,511,993   —   2,172,511,993
Temporary Cash Investments
$11,474,081   —   —   11,474,081
TOTAL
$11,474,081   $2,709,370,032   —   $2,720,844,113
DFA Five-Year Global Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (94.3%)
AUSTRALIA — (4.3%)
ANZ New Zealand International, Ltd.        
 
0.400%, 03/01/22
EUR 27,377   $32,512,485
ASB Finance, Ltd.        
 
0.500%, 06/10/22
EUR 41,239   49,065,225
Australia & New Zealand Banking Group, Ltd. Floating Rate Note        
(r)Ω
0.768%, 11/09/20
  1,495   1,496,084
(r)
0.975%, 02/08/22
AUD 9,000   6,494,074
(r)
1.101%, 03/07/22
AUD 11,000   7,953,811
(r)
0.675%, 08/29/22
AUD 4,450   3,198,952
(r)
0.875%, 01/18/23
AUD 16,000   11,557,016
(r)
0.996%, 05/09/23
AUD 8,000   5,803,277
(r)
1.131%, 12/06/23
AUD 22,500   16,415,720
(r)
0.865%, 08/29/24
AUD 24,000   17,367,450
(r)
0.860%, 01/16/25
AUD 94,150   68,092,265
Commonwealth Bank of Australia Floating Rate Note        
(r)
1.210%, 01/17/22
AUD 1,300   940,665
(r)
0.982%, 07/25/22
AUD 11,060   7,995,048
(r)
0.902%, 04/25/23
AUD 3,000   2,170,599
Commonwealth Bank of Australia        
 
0.500%, 07/11/22
EUR 16,950   20,246,989
National Australia Bank, Ltd. Floating Rate Note        
(r)
0.800%, 04/16/21
AUD 11,500   8,247,193
(r)
1.260%, 05/12/21
AUD 15,500   11,159,315
(r)
1.152%, 10/21/21
AUD 4,000   2,887,222
(r)
1.000%, 07/05/22
AUD 11,455   8,281,004
(r)
0.896%, 02/10/23
AUD 14,906   10,772,114
(r)
0.998%, 05/16/23
AUD 7,084   5,136,522
(r)
1.030%, 09/26/23
AUD 76,000   55,230,463
(r)
1.135%, 02/26/24
AUD 13,211   9,638,132
(r)
1.025%, 06/19/24
AUD 9,150   6,652,540
(r)
0.872%, 01/21/25
AUD 113,327   82,036,660
 
0.875%, 01/20/22
EUR 9,168   10,966,908
 
0.350%, 09/07/22
EUR 27,190   32,378,870
Westpac Banking Corp.        
 
0.250%, 01/17/22
EUR 11,762   13,943,728
 
2.625%, 12/14/22
GBP 5,416   7,406,092
(r)
1.205%, 02/07/22
AUD 7,500   5,429,285
(r)
0.718%, 05/16/22
AUD 7,000   5,032,129
(r)
1.048%, 11/16/23
AUD 12,300   8,950,882
(r)
1.241%, 04/24/24
AUD 19,000   13,924,408
(r)
0.978%, 08/16/24
AUD 41,000   29,794,713
TOTAL AUSTRALIA
      579,177,840
      Face
Amount^ 		  Value†
      (000)    
AUSTRIA — (0.5%)
OeBB-Infrastruktur AG        
 
3.500%, 10/19/20
EUR 12,761   $15,155,901
Oesterreichische Kontrollbank AG Floating Rate Note        
(r)
0.368%, 11/22/21
  37,200   37,177,801
 
0.750%, 03/07/22
GBP 8,000   10,556,089
 
1.125%, 12/15/22
GBP 2,907   3,886,193
TOTAL AUSTRIA
      66,775,984
BELGIUM — (2.4%)
Dexia Credit Local SA        
 
2.000%, 01/22/21
EUR 43,500   51,812,599
 
0.200%, 03/16/21
EUR 14,050   16,609,258
 
0.875%, 09/07/21
GBP 8,100   10,669,269
 
0.625%, 01/21/22
EUR 30,650   36,621,344
 
0.250%, 06/02/22
EUR 72,400   86,223,282
 
1.125%, 06/15/22
GBP 35,400   47,020,237
 
0.750%, 01/25/23
EUR 60,100   72,665,375
 
0.250%, 06/01/23
EUR 6,600   7,906,578
Euroclear Bank SA Floating Rate Note        
(r)
0.048%, 03/08/21
EUR 167   197,098
TOTAL BELGIUM
      329,725,040
CANADA — (19.2%)
Bank of Montreal        
 
1.880%, 03/31/21
CAD 129,816   97,863,305
 
1.610%, 10/28/21
CAD 106,000   80,176,028
 
0.250%, 11/17/21
EUR 24,840   29,404,372
 
1.375%, 12/29/21
GBP 2,613   3,459,717
(r)
0.726%, 04/13/21
  83,200   83,441,617
(r)
0.871%, 09/07/21
AUD 3,400   2,440,508
(r)
0.098%, 09/28/21
EUR 57,052   67,503,769
(r)
0.142%, 03/14/22
EUR 9,953   11,761,660
(r)
1.020%, 10/06/22
AUD 11,000   7,935,158
(r)
1.091%, 09/07/23
AUD 2,470   1,786,271
Bank of Nova Scotia (The)        
 
3.270%, 01/11/21
CAD 50,000   37,792,378
 
2.700%, 03/07/22
  61,626   63,972,801
 
0.375%, 04/06/22
EUR 29,000   34,390,148
 
1.250%, 06/08/22
GBP 3,890   5,153,990
 
1.750%, 12/23/22
GBP 25,148   33,839,005
Bank of Nova Scotia (The) Floating Rate Note        
(r)
0.712%, 04/20/21
  34,745   34,840,887
Canada Housing Trust No 1        
Ω
1.250%, 12/15/20
CAD 115,000   86,172,944
(r)Ω
0.724%, 03/15/22
CAD 48,500   36,426,869
(r)Ω
0.664%, 09/15/22
CAD 50,000   37,547,501
(r)Ω
0.564%, 03/15/23
CAD 20,000   14,994,662
(r)Ω
0.504%, 09/15/23
CAD 46,000   34,429,684
(r)Ω
0.514%, 03/15/24
CAD 15,000   11,231,550
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
CANADA — (Continued)
Canadian Imperial Bank of Commerce Floating Rate Note        
(r)
0.614%, 10/05/20
  28,525   $28,543,616
 
1.900%, 04/26/21
CAD 129,200   97,481,880
 
0.750%, 03/22/23
EUR 2,000   2,407,452
Export Development Canada Floating Rate Note        
(r)
0.372%, 11/15/21
GBP 28,000   36,636,237
(r)
0.350%, 01/31/22
GBP 32,000   41,906,846
(r)
0.372%, 05/29/24
GBP 5,399   7,063,050
(r)
0.390%, 01/17/25
GBP 51,500   67,294,179
Province of British Columbia Canada        
 
3.700%, 12/18/20
CAD 25,000   18,907,387
Province of Manitoba Canada        
 
0.750%, 12/15/21
GBP 8,500   11,181,820
 
1.500%, 12/15/22
GBP 36,230   48,659,541
Province of Ontario Canada        
 
3.000%, 09/28/20
EUR 3,303   3,910,645
 
4.000%, 06/02/21
CAD 15,000   11,542,200
 
3.150%, 06/02/22
CAD 135,200   106,097,858
(r)
0.449%, 11/10/20
GBP 50,500   66,105,817
(r)
0.795%, 10/27/21
CAD 117,250   88,031,382
(r)
0.634%, 08/21/23
CAD 102,000   76,480,391
Province of Quebec Canada        
 
4.500%, 12/01/20
CAD 92,000   69,634,820
 
0.875%, 05/24/22
GBP 11,551   15,261,655
Quebec, Province of Canada Floating Rate Note        
(r)
1.098%, 10/19/23
CAD 139,500   106,292,657
(r)
0.959%, 10/13/24
CAD 67,000   50,967,920
 
1.500%, 12/15/23
GBP 20,000   27,156,233
 
2.375%, 01/22/24
EUR 17,728   22,779,360
Royal Bank of Canada Floating Rate Note        
(r)
0.144%, 08/06/20
EUR 12,297   14,485,694
(r)
0.658%, 04/30/21
  8,018   8,038,079
 
2.860%, 03/04/21
CAD 40,000   30,295,420
 
2.030%, 03/15/21
CAD 137,500   103,687,801
 
1.968%, 03/02/22
CAD 304,434   232,253,516
 
2.000%, 03/21/22
CAD 30,000   22,917,765
Toronto-Dominion Bank (The)        
 
0.625%, 03/08/21
EUR 13,483   15,966,644
 
2.621%, 12/22/21
CAD 57,179   43,909,306
 
1.994%, 03/23/22
CAD 313,467   239,264,169
 
3.005%, 05/30/23
CAD 33,000   26,228,034
 
0.625%, 07/20/23
EUR 25,256   30,407,566
Toronto-Dominion Bank (The) Floating Rate Note        
(r)
0.745%, 06/11/21
  3,000   3,010,086
TOTAL CANADA
      2,591,371,850
DENMARK — (1.9%)
Kommunekredit        
 
0.250%, 10/09/20
EUR 83,000   97,898,178
      Face
Amount^ 		  Value†
      (000)    
DENMARK — (Continued)
 
0.000%, 09/08/22
EUR 30,214   $35,883,867
 
0.250%, 03/29/23
EUR 66,308   79,561,133
 
0.250%, 05/15/23
EUR 36,868   44,267,814
 
0.125%, 08/28/23
EUR 3,193   3,825,362
TOTAL DENMARK
      261,436,354
FINLAND — (1.8%)
Kuntarahoitus Oyj Floating Rate Note        
(r)
0.436%, 02/17/21
  76,100   76,108,523
Municipality Finance P.L.C.        
 
1.250%, 12/07/22
GBP 55,568   74,402,764
OP Corporate Bank P.L.C.        
 
0.750%, 03/03/22
EUR 56,018   66,892,961
 
2.500%, 05/20/22
GBP 2,550   3,454,511
 
0.375%, 10/11/22
EUR 16,840   20,044,379
TOTAL FINLAND
      240,903,138
FRANCE — (8.0%)
Agence Francaise de Developpement        
 
0.125%, 04/30/22
EUR 58,200   69,169,108
Agence Francaise de Developpement EPIC        
 
0.125%, 03/31/21
EUR 4,500   5,316,998
 
0.500%, 10/25/22
EUR 19,600   23,523,900
Agence Francaise de Developpement EPIC Floating Rate Note        
(r)
0.438%, 06/07/21
  47,600   47,613,432
Bpifrance Financement SA        
 
0.100%, 02/19/21
EUR 6,100   7,202,457
Caisse d'Amortissement de la Dette Sociale        
 
3.750%, 10/25/20
EUR 10,100   12,008,541
 
0.125%, 11/25/22
EUR 249,200   297,287,417
 
0.500%, 05/25/23
EUR 23,900   28,878,524
 
0.125%, 10/25/23
EUR 46,900   56,239,869
Caisse des Depots et Consignations Floating Rate Note        
(r)
0.392%, 10/02/20
  47,200   47,200,000
Caisse des Depots et Consignations        
 
1.000%, 01/25/21
GBP 3,900   5,123,468
Dexia Credit Local SA Floating Rate Note        
(r)
0.651%, 09/04/20
  9,325   9,327,798
(r)
0.590%, 09/29/20
  43,000   43,016,773
Sanofi        
 
0.875%, 09/22/21
EUR 9,000   10,695,825
 
0.000%, 03/21/22
EUR 23,000   27,185,143
 
0.000%, 09/13/22
EUR 12,200   14,430,781
 
0.500%, 03/21/23
EUR 132,300   158,580,718
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
FRANCE — (Continued)
SNCF Reseau        
 
6.000%, 10/12/20
EUR 37,618   $44,840,791
 
0.100%, 05/27/21
EUR 13,700   16,195,375
Total Capital International SA        
 
2.125%, 03/15/23
EUR 4,500   5,610,165
 
0.250%, 07/12/23
EUR 7,000   8,335,136
Total Capital International SA        
 
2.250%, 12/17/20
GBP 1,991   2,623,889
Unedic Asseo        
 
0.250%, 11/24/23
EUR 5,000   6,007,786
UNEDIC ASSEO        
 
0.000%, 11/25/20
EUR 19,800   23,348,752
 
0.875%, 10/25/22
EUR 97,900   118,446,578
TOTAL FRANCE
      1,088,209,224
GERMANY — (8.8%)
Bayerische Landesbodenkreditanstalt        
 
2.500%, 02/09/22
EUR 17,829   21,935,711
Deutsche Bahn Finance GMBH        
 
3.750%, 06/01/21
EUR 2,903   3,532,341
 
4.375%, 09/23/21
EUR 2,080   2,576,491
 
2.500%, 09/12/23
EUR 1,000   1,271,904
Erste Abwicklungsanstalt        
 
0.000%, 02/25/21
EUR 7,000   8,264,290
FMS Wertmanagement Floating Rate Note        
(r)
0.000%, 04/06/21
EUR 3,000   3,544,503
FMS Wertmanagement        
Ω
1.125%, 09/07/23
GBP 20,300   27,333,209
Kreditanstalt fuer Wiederaufbau        
 
0.375%, 12/15/20
GBP 5,000   6,551,688
 
2.800%, 02/17/21
AUD 11,020   7,979,075
 
6.250%, 05/19/21
AUD 10,600   7,928,230
 
0.125%, 11/07/23
EUR 123,800   149,235,836
Land Baden-Wuerttemberg Floating Rate Note        
(r)
0.348%, 07/19/21
EUR 12,122   14,384,412
Land Berlin        
 
1.500%, 08/28/20
EUR 4,200   4,953,854
Landeskreditbank Baden-Wuertteberg Foerderbank        
 
1.125%, 05/17/21
GBP 16,400   21,618,687
Landeskreditbank Baden-Wuerttemberg Foerderbank Floating Rate Note        
(r)
0.426%, 09/27/21
  37,335   37,362,255
(r)
0.450%, 03/15/22
  9,600   9,593,856
Landeskreditbank Baden-Wuerttemberg Foerderbank        
 
0.875%, 03/07/22
GBP 5,485   7,249,524
      Face
Amount^ 		  Value†
      (000)    
GERMANY — (Continued)
Landwirtschaftliche Rentenbank Floating Rate Note        
(r)
0.000%, 01/15/21
EUR 17,000   $20,072,821
Landwirtschaftliche Rentenbank        
 
0.050%, 06/12/23
EUR 117,000   140,051,811
NRW Bank Floating Rate Note        
(r)
0.488%, 02/08/21
  19,400   19,398,254
 
0.000%, 11/11/22
EUR 93,540   111,283,612
 
0.125%, 03/10/23
EUR 29,500   35,234,995
 
0.125%, 07/07/23
EUR 110,300   132,074,366
State of North Rhine-Westphalia Germany Floating Rate Note        
(r)
0.167%, 10/29/21
GBP 103,700   135,586,644
(r)
0.440%, 10/15/24
GBP 400   523,165
 
0.000%, 12/05/22
EUR 79,200   94,316,937
 
0.375%, 02/16/23
EUR 71,009   85,442,798
 
0.125%, 03/16/23
EUR 27,260   32,605,058
 
0.200%, 04/17/23
EUR 39,500   47,365,829
TOTAL GERMANY
      1,189,272,156
JAPAN — (2.9%)
Total Capital Canada, Ltd.        
 
1.125%, 03/18/22
EUR 21,600   25,955,560
Toyota Credit Canada, Inc.        
 
2.200%, 02/25/21
CAD 13,000   9,797,290
 
2.020%, 02/28/22
CAD 43,966   33,496,811
 
2.350%, 07/18/22
CAD 34,200   26,301,152
Toyota Finance Australia, Ltd.        
 
0.000%, 04/09/21
EUR 11,735   13,833,839
 
1.625%, 07/11/22
GBP 2,000   2,663,658
 
0.500%, 04/06/23
EUR 12,500   14,940,773
 
0.250%, 04/09/24
EUR 4,000   4,763,048
Toyota Motor Credit Corp. Floating Rate Note        
(r)
0.418%, 10/09/20
  27,000   27,001,656
(r)
0.566%, 10/07/21
  3,000   3,002,878
 
1.000%, 03/09/21
EUR 9,640   11,428,119
 
1.900%, 04/08/21
  19,722   19,945,633
 
0.000%, 07/21/21
EUR 19,201   22,660,804
 
1.125%, 09/07/21
GBP 3,352   4,409,946
 
2.600%, 01/11/22
  48,709   50,281,327
 
0.750%, 07/21/22
EUR 61,577   73,740,193
 
2.375%, 02/01/23
EUR 20,648   25,809,555
Toyota Motor Finance Netherlands BV        
 
0.250%, 01/10/22
EUR 13,693   16,215,520
 
0.625%, 09/26/23
EUR 4,000   4,816,687
TOTAL JAPAN
      391,064,449
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
NETHERLANDS — (8.7%)
Allianz Finance II B.V.        
 
3.500%, 02/14/22
EUR 6,900   $8,593,899
Allianz Finance II BV Floating Rate Note        
(r)
0.148%, 12/07/20
EUR 4,000   4,718,258
BNG Bank NV        
 
1.250%, 12/15/21
GBP 79,900   106,068,818
 
1.000%, 03/15/22
GBP 5,030   6,664,387
 
1.000%, 06/17/22
GBP 15,457   20,519,066
 
0.250%, 02/22/23
EUR 59,000   70,682,241
 
0.050%, 07/11/23
EUR 184,891   220,830,678
Cooperatieve Rabobank UA        
 
0.125%, 10/11/21
EUR 18,733   22,172,469
 
2.750%, 01/10/22
  31,570   32,663,585
 
4.750%, 06/06/22
EUR 35,519   45,667,735
 
0.500%, 12/06/22
EUR 22,849   27,360,761
Nederlandse Waterschapsbank NV Floating Rate Note        
#(r)Ω
0.383%, 12/15/21
  295,000   295,150,456
(r)
0.383%, 12/15/21
  17,000   17,008,670
Nederlandse Waterschapsbank NV        
 
0.125%, 09/25/23
EUR 55,009   65,996,648
Shell International Finance BV        
 
1.625%, 03/24/21
EUR 39,343   46,894,310
 
1.250%, 03/15/22
EUR 43,619   52,617,642
 
1.000%, 04/06/22
EUR 55,401   66,552,437
 
2.375%, 08/21/22
  24,379   25,387,766
Toyota Motor Finance Netherlands BV Floating Rate Note        
(r)
0.297%, 09/30/21
EUR 31,000   36,585,851
TOTAL NETHERLANDS
      1,172,135,677
NORWAY — (3.4%)
Equinor ASA        
 
2.000%, 09/10/20
EUR 14,160   16,715,309
 
5.625%, 03/11/21
EUR 1,210   1,475,791
 
0.875%, 02/17/23
EUR 28,954   34,885,509
Kommunalbanken A.S.        
 
0.875%, 12/08/20
GBP 7,700   10,104,739
 
1.125%, 12/15/21
GBP 12,237   16,210,355
 
0.125%, 03/21/22
SEK 200,000   22,809,141
 
1.125%, 11/30/22
GBP 57,699   77,093,831
 
1.500%, 12/15/23
GBP 4,000   5,448,498
(r)
0.358%, 03/12/21
  20,000   20,000,073
(r)
0.315%, 04/15/21
  47,000   46,985,734
(r)
0.448%, 09/08/21
  25,000   25,017,750
(r)Ω
0.440%, 02/24/22
  137,500   137,370,211
(r)
0.440%, 02/24/22
  39,000   38,963,187
TOTAL NORWAY
      453,080,128
      Face
Amount^ 		  Value†
      (000)    
SINGAPORE — (0.8%)
DBS Bank, Ltd. Floating Rate Note        
(r)
0.819%, 08/23/21
AUD 6,000   $4,304,224
(r)
0.730%, 09/13/22
AUD 10,000   7,174,445
Oversea-Chinese Banking Corp., Ltd. Floating Rate Note        
(r)
0.700%, 10/06/20
AUD 7,000   5,004,367
(r)
0.801%, 04/23/21
AUD 36,100   25,876,570
(r)
0.821%, 09/06/21
AUD 1,000   717,789
(r)
0.719%, 05/23/22
AUD 25,000   17,926,549
(r)
0.730%, 12/05/22
AUD 5,000   3,585,078
Temasek Financial I, Ltd.        
 
0.500%, 03/01/22
EUR 7,685   9,105,327
 
4.625%, 07/26/22
GBP 4,200   5,946,519
United Overseas Bank, Ltd. Floating Rate Note        
(r)
0.911%, 01/24/22
AUD 1,300   934,638
(r)
0.632%, 07/25/22
AUD 41,500   29,707,918
TOTAL SINGAPORE
      110,283,424
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (20.0%)
African Development Bank Floating Rate Note        
(r)
0.323%, 12/15/21
  109,500   109,214,205
 
5.250%, 03/23/22
AUD 2,500   1,922,103
 
0.250%, 01/24/24
EUR 2,790   3,361,111
Asian Development Bank Floating Rate Note        
(r)
0.320%, 02/01/22
GBP 69,500   91,046,454
(r)
0.351%, 03/19/24
GBP 58,306   76,295,072
 
1.000%, 12/15/22
GBP 22,333   29,813,954
 
0.200%, 05/25/23
EUR 167,622   201,002,972
 
0.370%, 06/26/23
SEK 200,000   22,879,122
Council Of Europe Development Bank        
 
0.375%, 10/27/22
EUR 39,747   47,726,163
 
0.125%, 05/25/23
EUR 87,670   105,087,469
EUROFIMA Floating Rate Note        
(r)
0.482%, 11/15/21
  94,700   94,697,159
(r)
0.415%, 03/11/22
  20,782   20,778,467
EUROFIMA        
 
0.250%, 04/25/23
EUR 3,373   4,043,554
European Bank for Reconstruction & Development Floating Rate Note        
(r)
0.320%, 01/18/22
GBP 17,000   22,262,789
(r)
0.343%, 08/19/22
  54,539   54,527,731
(r)
0.313%, 02/27/23
GBP 23,695   31,024,817
(r)
0.363%, 02/28/24
GBP 20,500   26,846,949
(r)
0.374%, 11/13/24
GBP 9,000   11,790,659
European Financial Stability Facility        
 
0.100%, 01/19/21
EUR 11,478   13,561,079
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
 
0.125%, 10/17/23
EUR 91,000   $109,484,020
 
0.200%, 01/17/24
EUR 153,094   184,917,741
European Investment Bank Floating Rate Note        
(r)
0.465%, 05/21/21
GBP 5,750   7,538,371
(r)
0.340%, 01/10/22
GBP 39,750   52,114,958
(r)
0.347%, 02/18/22
GBP 6,982   9,143,002
(r)
0.410%, 06/29/23
GBP 54,491   71,597,337
(r)
0.376%, 03/05/24
  62,143   62,121,250
(r)
0.370%, 01/15/25
GBP 133,000   174,621,018
 
1.500%, 05/12/22
NOK 256,830   28,805,672
 
0.500%, 07/19/22
SEK 130,000   14,918,397
European Stability Mechanism        
 
1.375%, 03/04/21
EUR 4,962   5,910,382
 
0.100%, 07/31/23
EUR 203,961   244,800,675
European Stability Mechanism Treasury Bill        
 
0.000%, 09/10/20
EUR 67,500   79,550,098
Inter-American Development Bank Floating Rate Note        
(r)
0.495%, 10/15/20
  6,065   6,067,790
(r)
0.475%, 07/15/21
  31,158   31,182,510
(r)
0.275%, 01/15/22
  259   258,725
(r)
0.358%, 09/16/22
  53,075   52,916,306
 
6.000%, 02/26/21
AUD 8,000   5,897,235
 
4.750%, 08/27/24
AUD 23,000   19,167,037
Inter-American Investment Corp. Floating Rate Note        
(r)
0.356%, 10/12/21
  37,805   37,800,841
International Bank for Reconstruction & Development        
 
2.800%, 01/13/21
AUD 5,000   3,611,222
 
1.000%, 12/19/22
GBP 11,785   15,735,620
 
0.300%, 10/04/23
GBP 26,000   34,016,980
(r)
0.333%, 05/15/24
GBP 41,627   54,428,383
(r)
0.488%, 06/17/24
  37,003   36,974,211
(r)
0.375%, 08/06/24
  259,182   258,972,801
International Finance Corp.        
 
2.700%, 02/05/21
AUD 10,005   7,233,483
(r)
0.306%, 08/23/21
  36,000   35,992,393
(r)
0.310%, 01/18/22
GBP 40,500   53,053,196
Nordic Investment Bank        
 
1.500%, 08/31/22
NOK 100,000   11,220,576
 
1.375%, 06/19/23
NOK 200,000   22,535,814
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      2,700,469,873
SWEDEN — (6.0%)
Kommuninvest I Sverige AB        
 
0.250%, 06/01/22
SEK 2,142,600   244,631,159
 
0.750%, 02/22/23
SEK 698,750   80,919,830
 
1.000%, 11/13/23
SEK 535,920   62,832,998
      Face
Amount^ 		  Value†
      (000)    
SWEDEN — (Continued)
Skandinaviska Enskilda Banken AB        
 
0.300%, 02/17/22
EUR 31,728   $37,638,604
 
1.250%, 08/05/22
GBP 5,351   7,086,495
Svensk Exportkredit AB        
 
0.625%, 12/07/20
GBP 29,166   38,238,766
 
1.375%, 12/15/22
GBP 31,487   42,277,940
 
1.375%, 12/15/23
GBP 8,000   10,840,153
(r)
0.363%, 12/14/20
  22,500   22,503,944
(r)
0.395%, 07/15/21
  6,000   6,001,788
(r)
0.433%, 12/13/21
  103,200   103,244,330
Svenska Handelsbanken AB        
 
2.375%, 01/18/22
GBP 1,000   1,344,644
 
0.250%, 02/28/22
EUR 57,386   68,039,064
 
2.625%, 08/23/22
EUR 10,905   13,579,829
 
2.750%, 12/05/22
GBP 5,000   6,888,075
 
1.125%, 12/14/22
EUR 53,008   64,330,017
TOTAL SWEDEN
      810,397,636
SWITZERLAND — (0.8%)
Nestle Finance International, Ltd.        
 
0.750%, 11/08/21
EUR 8,000   9,532,693
 
1.750%, 09/12/22
EUR 12,765   15,675,413
 
0.750%, 05/16/23
EUR 4,500   5,438,280
Nestle Holdings, Inc.        
 
1.750%, 12/09/20
GBP 11,266   14,817,212
Novartis Finance SA        
 
0.750%, 11/09/21
EUR 5,300   6,322,177
 
0.500%, 08/14/23
EUR 31,860   38,270,040
 
0.125%, 09/20/23
EUR 10,000   11,926,584
Roche Finance Europe BV        
 
0.500%, 02/27/23
EUR 6,000   7,199,997
TOTAL SWITZERLAND
      109,182,396
UNITED KINGDOM — (0.3%)
Transport for London        
 
2.250%, 08/09/22
GBP 29,447   39,766,953
UNITED STATES — (4.5%)
3M Co.        
 
1.875%, 11/15/21
EUR 3,625   4,384,594
 
0.375%, 02/15/22
EUR 55,027   65,300,437
 
0.375%, 02/15/22
EUR 5,500   6,526,840
 
0.950%, 05/15/23
EUR 6,000   7,297,687
Apple, Inc. Floating Rate Note        
(r)
1.490%, 02/23/21
  800   805,103
Apple, Inc.        
 
1.000%, 11/10/22
EUR 27,825   33,711,590
Berkshire Hathaway, Inc.        
 
0.625%, 01/17/23
EUR 37,658   45,092,435
 
0.750%, 03/16/23
EUR 26,918   32,339,066
 
1.300%, 03/15/24
EUR 4,271   5,257,906
Coca-Cola Co. (The)        
 
0.750%, 03/09/23
EUR 22,430   26,942,992
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
International Finance Corp. Floating Rate Note        
(r)
0.493%, 12/15/21
  42,000   $42,036,111
Johnson & Johnson        
 
0.250%, 01/20/22
EUR 41,680   49,525,993
Merck & Co., Inc.        
 
1.125%, 10/15/21
EUR 29,745   35,459,931
Oracle Corp.        
 
2.250%, 01/10/21
EUR 25,881   30,792,626
 
1.900%, 09/15/21
  13,016   13,234,078
Pfizer, Inc.        
 
2.200%, 12/15/21
  4,772   4,903,279
 
0.250%, 03/06/22
EUR 96,493   114,363,708
Procter & Gamble Co. (The)        
 
4.125%, 12/07/20
EUR 1,500   1,791,836
 
2.000%, 11/05/21
EUR 9,900   11,985,137
 
2.000%, 08/16/22
EUR 25,959   31,974,448
Walmart, Inc. Floating Rate Note        
(r)
0.535%, 06/23/21
  35,000   35,081,936
 
1.900%, 04/08/22
EUR 8,445   10,255,439
 
1.900%, 04/08/22
EUR 5,000   6,071,900
TOTAL UNITED STATES
      615,135,072
TOTAL BONDS
      12,748,387,194
U.S. TREASURY OBLIGATIONS — (2.8%)
U.S. Treasury Notes        
(r)
0.219%, 04/30/22
  382,000   382,421,995
CERTIFICATES OF DEPOSIT — (1.5%)
AUSTRALIA — (0.7%)
Ω
National Australia Bank, Ltd., Floating Rate Note
  100,000,000   100,042,575
CANADA — (0.2%)
(r)
Toronto-Dominion Bank, Floating Rate Note
  25,500,000   25,519,308
SINGAPORE — (0.2%)
(r)
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note
  22,000,000   22,001,895
      Face
Amount^ 		  Value†
      (000)    
 
SINGAPORE — (Continued)
Ω
Oversea-Chinese Banking Corp., Ltd., Floating Rate Note
  7,000,000   $7,000,000
TOTAL SINGAPORE
      29,001,895
SWEDEN — (0.4%)
Ω
Svenska Handelsbanken AB, Floating Rate Note
  50,000,000   50,000,000
TOTAL CERTIFICATES OF DEPOSIT
      204,563,778
TOTAL INVESTMENT SECURITIES

(Cost $13,138,815,253)
      13,335,372,967
COMMERCIAL PAPER — (1.4%)
 
Exxon Mobil Corp. 0.390%, 02/01/21
  25,000   24,974,691
 
EXXON MOBIL Corp. 0.010%, 02/03/21
  76,000   75,921,440
Ω
Nederlandse Waterschapsbank NV 0.600%, 08/14/20
  25,000   24,998,454
 
Shell International Finance BV 0.500%, 05/25/21
  64,750   64,487,367
TOTAL COMMERCIAL PAPER
      190,381,952
    
      Shares  
SECURITIES LENDING COLLATERAL — (0.0%)
@§
The DFA Short Term Investment Fund
  114,878 1,329,259
TOTAL INVESTMENTS — (100.0%)  
(Cost $13,330,415,102)^^
    $13,527,084,178
 
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
As of July 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)
GBP 207,510,318   USD 256,389,364   State Street Bank and Trust   08/03/20   $1,033,593
EUR 38,020,003   USD 44,557,297   JP Morgan   08/04/20   228,390
EUR 26,592,603   USD 29,837,041   Citibank, N.A.   08/05/20   1,488,378
DKK 240,523,569   USD 35,512,704   Bank of America Corp.   08/11/20   2,540,066
EUR 4,185,301   USD 4,717,994   JP Morgan   08/11/20   212,796
DKK 296,640,855   USD 45,593,355   State Street Bank and Trust   08/11/20   1,337,623
USD 43,788,192   CAD 58,629,429   Barclays Capital   08/12/20   15,859
EUR 15,424,674   USD 17,808,803   Barclays Capital   08/19/20   366,408
GBP 10,265,644   USD 13,217,301   JP Morgan   08/24/20   221,884
USD 22,936,583   CAD 30,632,047   Mellon Bank   08/25/20   66,350
USD 22,450,151   CAD 30,000,000   Mellon Bank   08/27/20   51,728
EUR 97,812,014   USD 113,936,227   Mellon Bank   08/28/20   1,339,691
USD 125,282,139   CAD 167,754,262   State Street Bank and Trust   09/01/20   33,272
USD 69,401,646   SEK 608,378,643   UBS AG   09/08/20   86,960
EUR 8,250,109   USD 9,398,714   UBS AG   09/09/20   326,911
EUR 4,840,399   USD 5,527,619   Barclays Capital   09/10/20   178,599
EUR 35,108,647   USD 39,698,379   Citibank, N.A.   09/10/20   1,690,273
EUR 23,660,150   USD 27,214,236   Mellon Bank   09/10/20   678,087
EUR 1,284,169   USD 1,461,498   State Street Bank and Trust   09/10/20   52,375
DKK 185,817,393   USD 28,849,538   Barclays Capital   09/15/20   569,130
DKK 27,466,880   USD 4,224,735   State Street Bank and Trust   09/15/20   123,830
EUR 22,257,732   USD 25,506,782   State Street Bank and Trust   10/05/20   746,450
DKK 43,682,245   USD 6,784,978   JP Morgan   10/09/20   134,381
DKK 162,691,070   USD 25,041,509   State Street Bank and Trust   10/09/20   729,097
USD 71,250,013   EUR 60,107,425   Barclays Capital   10/14/20   339,868
EUR 56,452,086   USD 66,301,163   JP Morgan   10/16/20   299,364
Total Appreciation           $14,891,363
USD 121,619,041   EUR 108,417,478   Bank of America Corp.   08/03/20   $(6,091,398)
USD 65,085,194   SEK 609,690,759   Citibank, N.A.   08/03/20   (4,353,295)
USD 122,728,365   GBP 99,092,840   UBS AG   08/03/20   (6,984,152)
SEK 609,690,759   USD 69,525,590   UBS AG   08/03/20   (87,102)
USD 106,025,724   EUR 96,774,295   Bank of America Corp.   08/04/20   (7,969,620)
EUR 58,754,292   USD 69,541,580   Barclays Capital   08/04/20   (331,924)
USD 142,234,258   EUR 128,896,324   Bank of America Corp.   08/05/20   (9,602,381)
USD 112,983,818   GBP 90,323,279   Citibank, N.A.   08/05/20   (5,249,990)
USD 20,294,654   GBP 16,025,388   State Street Bank and Trust   08/05/20   (682,692)
USD 134,988,264   EUR 124,912,451   Bank of America Corp.   08/06/20   (12,158,505)
USD 145,768,881   NOK 404,457,283   Citibank, N.A.   08/06/20   (8,248,892)
USD 132,428,711   EUR 122,519,709   Citibank, N.A.   08/07/20   (11,902,385)
USD 17,242,118   AUD 24,733,549   JP Morgan   08/07/20   (428,908)
USD 59,712,829   AUD 85,889,316   State Street Bank and Trust   08/07/20   (1,651,287)
USD 29,344,601   AUD 42,160,995   UBS AG   08/07/20   (777,565)
USD 118,625,134   CAD 162,292,375   Barclays Capital   08/10/20   (2,540,636)
USD 269,691,668   AUD 313,140,042   State Street Bank and Trust   08/10/20   (11,815,356)
USD 26,791,681   NOK 258,919,160   JP Morgan   08/11/20   (1,656,628)
USD 216,564,105   DKK 664,845,614   State Street Bank and Trust   08/11/20   (18,843,489)
USD 107,785,666   CAD 146,496,813   Citibank, N.A.   08/12/20   (1,587,858)
USD 130,513,540   EUR 119,984,493   State Street Bank and Trust   08/12/20   (10,845,667)
USD 129,579,958   GBP 103,040,858   Mellon Bank   08/13/20   (5,307,126)
USD 128,726,328   CAD 174,309,054   Morgan Stanley and Co. International   08/13/20   (1,411,870)
USD 138,416,941   EUR 124,331,857   State Street Bank and Trust   08/13/20   (8,067,201)
USD 115,713,945   EUR 106,907,543   Bank of America Corp.   08/14/20   (10,244,053)
USD 126,057,924   CAD 171,325,274   HSBC Bank   08/14/20   (1,852,838)
USD 209,484,391   SEK 803,130,108   Mellon Bank   08/14/20   (9,709,614)
USD 243,105,964   CAD 273,116,821   State Street Bank and Trust   08/17/20   (5,509,928)
USD 125,311,129   EUR 114,183,907   Bank of America Corp.   08/18/20   (9,231,265)
USD 116,331,894   CAD 158,401,265   State Street Bank and Trust   08/18/20   (1,930,738)
USD 119,098,008   GBP 94,371,833   UBS AG   08/18/20   (4,444,109)
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
USD 139,030,083   GBP 110,241,541   HSBC Bank   08/19/20   $(5,287,841)
USD 139,193,561   EUR 126,850,072   JP Morgan   08/19/20   (10,276,490)
USD 76,461,159   SEK 697,872,159   UBS AG   08/19/20   (3,032,467)
USD 119,159,298   EUR 108,184,912   Bank of America Corp.   08/20/20   (8,319,915)
USD 122,088,029   GBP 97,402,838   Mellon Bank   08/20/20   (5,423,355)
USD 42,563,147   SEK 389,703,923   State Street Bank and Trust   08/20/20   (1,827,966)
USD 136,607,038   EUR 125,015,146   Mellon Bank   08/21/20   (10,707,131)
USD 261,500,900   EUR 285,924,205   Mellon Bank   08/24/20   (5,883,551)
USD 154,095,919   SEK 672,529,716   State Street Bank and Trust   08/24/20   (4,314,441)
USD 136,401,548   EUR 124,162,819   Bank of America Corp.   08/25/20   (9,920,680)
USD 64,312,693   SEK 581,550,616   Citibank, N.A.   08/25/20   (1,935,326)
USD 90,005,519   CAD 122,171,907   Mellon Bank   08/25/20   (1,209,410)
USD 125,450,095   GBP 98,818,344   Barclays Capital   08/26/20   (3,918,547)
USD 260,957,714   EUR 289,386,447   State Street Bank and Trust   08/26/20   (7,368,980)
USD 131,961,672   EUR 115,727,124   Bank of America Corp.   08/27/20   (4,425,125)
USD 16,543,508   CAD 22,441,593   JP Morgan   08/27/20   (211,702)
USD 77,781,725   CAD 104,856,447   Mellon Bank   08/27/20   (505,577)
USD 114,228,283   CAD 153,376,258   Bank of America Corp.   08/28/20   (284,808)
USD 100,838,534   EUR 88,637,767   JP Morgan   08/28/20   (3,625,115)
USD 10,312,496   EUR 9,174,247   Mellon Bank   08/28/20   (499,772)
USD 129,964,079   GBP 102,214,523   State Street Bank and Trust   08/28/20   (3,852,139)
USD 147,368,702   EUR 130,087,671   JP Morgan   08/31/20   (2,483,983)
USD 160,291,527   SEK 535,707,619   Mellon Bank   08/31/20   (912,188)
USD 76,739,571   AUD 108,119,338   National Australia Bank Ltd.   08/31/20   (513,783)
USD 124,054,972   GBP 97,758,525   Citibank, N.A.   09/01/20   (3,930,357)
USD 76,765,291   AUD 108,155,179   National Australia Bank Ltd.   09/01/20   (513,952)
USD 134,886,579   EUR 119,023,384   State Street Bank and Trust   09/01/20   (5,399,811)
USD 143,032,728   EUR 126,388,500   Bank of America Corp.   09/02/20   (5,937,684)
USD 125,266,770   GBP 97,345,047   Citibank, N.A.   09/02/20   (2,177,923)
USD 113,475,506   CAD 151,987,776   HSBC Bank   09/02/20   (1,983)
EUR 43,044,129   USD 50,769,130   Mellon Bank   09/02/20   (34,279)
USD 150,002,291   AUD 210,153,172   UBS AG   09/02/20   (157,296)
USD 252,765,687   EUR 209,483,409   Citibank, N.A.   09/03/20   (7,272,909)
USD 246,159,990   EUR 270,938,373   State Street Bank and Trust   09/04/20   (6,907,917)
USD 138,650,495   EUR 122,502,790   Bank of America Corp.   09/08/20   (5,758,553)
USD 128,780,322   GBP 98,869,371   State Street Bank and Trust   09/08/20   (664,232)
USD 129,973,623   EUR 115,713,126   State Street Bank and Trust   09/09/20   (6,434,564)
USD 212,982,673   EUR 183,388,492   State Street Bank and Trust   09/10/20   (3,209,155)
USD 141,122,438   EUR 124,751,311   State Street Bank and Trust   09/11/20   (5,946,751)
USD 133,932,894   EUR 118,505,902   State Street Bank and Trust   09/14/20   (5,782,646)
USD 32,700,334   DKK 213,284,273   Morgan Stanley and Co. International   09/15/20   (1,066,898)
USD 139,252,458   EUR 123,111,908   State Street Bank and Trust   09/15/20   (5,896,586)
USD 136,270,949   EUR 118,870,921   State Street Bank and Trust   09/16/20   (3,880,996)
USD 144,717,868   EUR 126,242,483   State Street Bank and Trust   09/17/20   (4,128,560)
USD 118,863,064   EUR 102,569,083   State Street Bank and Trust   09/18/20   (2,073,813)
USD 136,354,248   EUR 120,661,913   State Street Bank and Trust   09/28/20   (5,946,228)
USD 116,896,526   EUR 104,142,051   State Street Bank and Trust   09/29/20   (5,924,200)
USD 140,919,177   EUR 125,525,384   Barclays Capital   09/30/20   (7,123,347)
USD 122,322,664   EUR 107,755,414   State Street Bank and Trust   10/01/20   (4,765,004)
USD 134,541,944   EUR 118,080,838   State Street Bank and Trust   10/02/20   (4,726,628)
USD 145,784,117   EUR 127,202,947   Bank of America Corp.   10/05/20   (4,253,113)
USD 142,712,259   EUR 122,733,577   Citibank, N.A.   10/07/20   (2,059,108)
USD 145,251,799   EUR 123,808,849   Mellon Bank   10/08/20   (790,843)
USD 147,846,468   EUR 125,920,659   Mellon Bank   10/09/20   (690,205)
USD 31,358,296   DKK 206,373,315   Morgan Stanley and Co. International   10/09/20   (1,331,669)
USD 127,274,584   EUR 108,197,338   State Street Bank and Trust   10/13/20   (365,804)
USD 144,977,922   EUR 126,687,912   Citibank, N.A.   10/16/20   (4,484,788)
Total (Depreciation)           $(397,896,566)
Total Appreciation
(Depreciation) 		          $(383,005,203)
DFA Five-Year Global Fixed Income Portfolio
CONTINUED
Summary of the Portfolio's investments as of July 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
—   $579,177,840   —   $579,177,840
Austria
—   66,775,984   —   66,775,984
Belgium
—   329,725,040   —   329,725,040
Canada
—   2,591,371,850   —   2,591,371,850
Denmark
—   261,436,354   —   261,436,354
Finland
—   240,903,138   —   240,903,138
France
—   1,088,209,224   —   1,088,209,224
Germany
—   1,189,272,156   —   1,189,272,156
Japan
—   391,064,449   —   391,064,449
Netherlands
—   1,172,135,677   —   1,172,135,677
Norway
—   453,080,128   —   453,080,128
Singapore
—   110,283,424   —   110,283,424
Supranational Organization Obligations
—   2,700,469,873   —   2,700,469,873
Sweden
—   810,397,636   —   810,397,636
Switzerland
—   109,182,396   —   109,182,396
United Kingdom
—   39,766,953   —   39,766,953
United States
—   615,135,072   —   615,135,072
Certificates of Deposit
—   204,563,778   —   204,563,778
U.S. Treasury Obligations
—   382,421,995   —   382,421,995
Commercial Paper
—   190,381,952   —   190,381,952
Securities Lending Collateral
—   1,329,259   —   1,329,259
Forward Currency Contracts**
—   (383,005,203)   —   (383,005,203)
TOTAL
—   $13,144,078,975   —   $13,144,078,975
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA World ex U.S. Government Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (100.0%)
AUSTRALIA — (8.1%)
New South Wales Treasury Corp.        
2.000%, 03/20/31
AUD 20,000   $15,091,087
Queensland Treasury Corp.        
Ω
3.500%, 08/21/30
AUD 61,500   52,891,305
Ω
1.750%, 08/21/31
AUD 7,000   5,140,969
Ω
1.750%, 07/20/34
AUD 7,000   4,970,542
Treasury Corp. of Victoria        
4.250%, 12/20/32
AUD 10,000   9,308,039
 
2.250%, 11/20/34
AUD 36,000   27,151,174
Western Australian Treasury Corp.        
2.750%, 07/24/29
AUD 4,400   3,552,205
 
2.000%, 10/24/34
AUD 10,000   7,305,358
TOTAL AUSTRALIA
      125,410,679
AUSTRIA — (1.3%)
Republic of Austria Government Bond        
Ω
0.750%, 02/20/28
EUR 16,000   20,575,952
BELGIUM — (6.4%)
Dexia Credit Local SA        
1.000%, 10/18/27
EUR 32,450   41,254,172
Kingdom of Belgium Government Bond        
Ω
0.800%, 06/22/28
EUR 2,500   3,218,456
Ω
1.000%, 06/22/31
EUR 32,300   42,868,919
 
1.250%, 04/22/33
EUR 9,000   12,398,406
TOTAL BELGIUM
      99,739,953
CANADA — (17.5%)
CPPIB Capital, Inc.        
0.875%, 02/06/29
EUR 15,000   19,015,516
 
1.500%, 03/04/33
EUR 31,520   43,023,531
Province of Alberta Canada        
3.500%, 06/01/31
CAD 28,000   25,071,753
 
3.900%, 12/01/33
CAD 32,000   29,997,268
Province of Manitoba Canada        
6.300%, 03/05/31
CAD 5,000   5,516,817
Province of Ontario Canada        
6.200%, 06/02/31
CAD 7,000   7,819,127
 
5.850%, 03/08/33
CAD 45,000   50,576,244
Province of Quebec Canada        
0.875%, 05/04/27
EUR 32,763   41,276,892
 
0.875%, 07/05/28
EUR 3,000   3,788,749
 
0.000%, 10/15/29
EUR 10,000   11,759,104
      Face
Amount^ 		  Value†
      (000)    
CANADA — (Continued)
Province of Saskatchewan Canada        
6.400%, 09/05/31
CAD 30,200   $33,969,335
TOTAL CANADA
      271,814,336
DENMARK — (4.0%)
Denmark Government Bond        
Ω
0.500%, 11/15/29
DKK 360,000   61,703,466
FINLAND — (6.7%)
Finland Government Bond        
Ω
1.125%, 04/15/34
EUR 45,000   62,208,763
Kuntarahoitus Oyj        
1.250%, 02/23/33
EUR 30,511   41,813,913
TOTAL FINLAND
      104,022,676
FRANCE — (19.3%)
Action Logement Services        
0.500%, 10/30/34
EUR 11,300   13,681,495
Agence Francaise de Developpement        
1.000%, 01/31/28
EUR 28,000   35,674,665
 
0.875%, 05/25/31
EUR 5,500   7,013,923
 
1.375%, 07/05/32
EUR 13,000   17,425,316
French Republic Government Bond OAT        
1.250%, 05/25/34
EUR 82,000   113,423,294
SNCF Mobilites        
1.500%, 02/02/29
EUR 21,000   27,517,448
SNCF Reseau        
5.250%, 12/07/28
GBP 16,713   29,650,238
 
1.125%, 05/25/30
EUR 8,000   10,367,002
 
5.000%, 10/10/33
EUR 11,000   20,868,182
Societe Nationale SNCF SA        
5.375%, 03/18/27
GBP 4,226   7,125,754
Unedic Asseo        
1.500%, 04/20/32
EUR 9,000   12,393,244
 
1.250%, 05/25/33
EUR 3,400   4,577,183
TOTAL FRANCE
      299,717,744
GERMANY — (4.8%)
Deutsche Bahn Finance GMBH        
0.625%, 09/26/28
EUR 1,000   1,237,722
 
1.125%, 12/18/28
EUR 1,500   1,919,397
 
1.625%, 08/16/33
EUR 4,773   6,383,107
Kreditanstalt fuer Wiederaufbau        
2.050%, 02/16/26
JPY 1,029,000   10,965,140
 
2.050%, 02/16/26
JPY 399,000   4,251,789
 
5.750%, 06/07/32
GBP 5,000   10,440,531
 
DFA World ex U.S. Government Fixed Income Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
GERMANY — (Continued)
 
0.050%, 09/29/34
EUR 10,000   $12,073,264
State of North Rhine-Westphalia Germany        
2.375%, 05/13/33
EUR 9,000   13,944,830
 
1.100%, 03/13/34
EUR 10,000   13,607,120
TOTAL GERMANY
      74,822,900
NETHERLANDS — (3.6%)
BNG Bank NV        
0.750%, 01/11/28
EUR 12,300   15,591,999
 
3.300%, 04/26/29
AUD 27,000   22,648,095
Nederlandse Waterschapsbank NV        
1.000%, 03/01/28
EUR 7,600   9,816,960
 
0.500%, 04/29/30
EUR 6,500   8,146,707
TOTAL NETHERLANDS
      56,203,761
NORWAY — (2.5%)
Equinor ASA        
6.875%, 03/11/31
GBP 19,124   39,154,556
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.4%)
African Development Bank        
0.500%, 03/21/29
EUR 3,500   4,359,890
Asian Development Bank        
2.350%, 06/21/27
JPY 4,130,000   45,828,370
EUROFIMA        
3.350%, 05/21/29
AUD 15,000   12,465,503
European Financial Stability Facility        
1.250%, 05/24/33
EUR 30,000   41,831,336
European Investment Bank        
1.900%, 01/26/26
JPY 2,297,800   24,146,240
 
2.150%, 01/18/27
JPY 517,100   5,602,144
 
1.375%, 05/12/28
SEK 110,000   13,365,345
 
5.625%, 06/07/32
GBP 5,800   11,940,783
      Face
Amount^ 		  Value†
      (000)    
SUPRANATIONAL ORGANIZATION OBLIGATIONS —
(Continued)
European Stability Mechanism        
1.200%, 05/23/33
EUR 38,500   $52,877,931
European Union        
1.250%, 04/04/33
EUR 10,000   13,772,976
International Bank for Reconstruction & Development        
1.200%, 08/08/34
EUR 10,000   13,791,800
TOTAL SUPRANATIONAL ORGANIZATION OBLIGATIONS
      239,982,318
SWEDEN — (1.5%)
Sweden Government Bond        
2.250%, 06/01/32
SEK 165,000   23,503,804
UNITED KINGDOM — (8.9%)
Network Rail Infrastructure Finance P.L.C.        
4.375%, 12/09/30
GBP 16,700   30,518,638
Transport for London        
4.000%, 09/12/33
GBP 20,846   36,755,830
United Kingdom Gilt        
4.250%, 06/07/32
GBP 18,650   35,922,554
 
4.500%, 09/07/34
GBP 17,000   35,037,791
TOTAL UNITED KINGDOM
      138,234,813
TOTAL BONDS

Cost ($1,422,265,120)
      1,554,886,958
TOTAL INVESTMENTS — (100.0%)    
(Cost $1,422,265,120)^^
      $1,554,886,958
 
As of July 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)
AUD 94,837,535   USD 67,733,916   Bank of America Corp.   08/04/20   $22,765
Total Appreciation           $22,765
USD 65,141,058   AUD 94,837,535   UBS AG   08/04/20   $(2,615,623)
USD 115,529,393   GBP 92,348,845   State Street Bank and Trust   08/05/20   (5,355,895)
USD 125,194,971   EUR 111,740,818   Bank of America Corp.   08/06/20   (6,435,625)
USD 111,650,162   GBP 89,886,363   Citibank, N.A.   08/06/20   (6,012,363)
USD 91,018,302   AUD 130,387,636   State Street Bank and Trust   08/13/20   (2,140,095)
USD 123,871,824   EUR 108,828,771   State Street Bank and Trust   08/19/20   (4,363,357)
DFA World ex U.S. Government Fixed Income Portfolio
CONTINUED
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
USD 73,505,452   EUR 64,813,793   Bank of America Corp.   08/20/20   $(2,867,594)
USD 35,613,521   SEK 326,062,797   State Street Bank and Trust   08/20/20   (1,528,242)
USD 108,375,840   EUR 94,978,854   JP Morgan   08/24/20   (3,551,570)
USD 124,590,826   EUR 108,754,326   State Street Bank and Trust   08/25/20   (3,572,947)
USD 199,250,886   EUR 209,070,156   JP Morgan   08/26/20   (2,309,355)
USD 77,302,044   CAD 103,796,693   JP Morgan   08/27/20   (194,031)
USD 61,570,556   DKK 390,926,614   JP Morgan   08/31/20   (301,498)
USD 119,244,402   EUR 101,600,379   Bank of America Corp.   09/02/20   (508,980)
USD 66,859,357   AUD 93,601,097   Bank of America Corp.   09/09/20   (22,608)
USD 90,444,599   JPY 9,660,469,954   Citibank, N.A.   10/14/20   (896,928)
Total (Depreciation)           $(42,676,711)
Total Appreciation
(Depreciation) 		          $(42,653,946)
Summary of the Portfolio's investments as of July 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
—   $125,410,679   —   $125,410,679
Austria
—   20,575,952   —   20,575,952
Belgium
—   99,739,953   —   99,739,953
Canada
—   271,814,336   —   271,814,336
Denmark
—   61,703,466   —   61,703,466
Finland
—   104,022,676   —   104,022,676
France
—   299,717,744   —   299,717,744
Germany
—   74,822,900   —   74,822,900
Netherlands
—   56,203,761   —   56,203,761
Norway
—   39,154,556   —   39,154,556
Supranational Organization Obligations
—   239,982,318   —   239,982,318
Sweden
—   23,503,804   —   23,503,804
United Kingdom
—   138,234,813   —   138,234,813
Forward Currency Contracts**
—   (42,653,946)   —   (42,653,946)
TOTAL
—   $1,512,233,012   —   $1,512,233,012
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Intermediate Government Fixed Income Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
AGENCY OBLIGATIONS — (27.2%)
Federal Farm Credit Bank        
5.250%, 03/06/23
  4,203   $4,741,452
 
5.220%, 05/15/23
  33,694   38,336,252
Federal Home Loan Bank        
2.500%, 12/08/23
  15,000   16,090,207
 
5.375%, 08/15/24
  19,950   23,958,760
 
5.365%, 09/09/24
  1,400   1,684,109
 
2.875%, 09/13/24
  21,500   23,678,101
 
3.125%, 06/13/25
  11,480   12,923,324
 
3.125%, 09/12/25
  43,715   49,564,644
 
4.375%, 03/13/26
  14,080   17,058,478
 
5.750%, 06/12/26
  30,080   39,107,928
 
1.875%, 09/11/26
  2,500   2,678,001
 
3.000%, 09/11/26
  62,930   71,918,865
 
2.500%, 12/10/27
  92,640   104,584,419
 
3.000%, 03/10/28
  41,265   48,256,514
 
3.250%, 06/09/28
  183,860   218,563,904
 
3.250%, 11/16/28
  231,000   277,173,627
 
2.125%, 09/14/29
  11,305   12,561,063
 
2.125%, 12/14/29
  22,670   25,258,714
Tennessee Valley Authority        
2.875%, 09/15/24
  87,775   96,119,433
 
6.750%, 11/01/25
  57,282   75,263,999
 
2.875%, 02/01/27
  159,331   180,065,653
 
7.125%, 05/01/30
  116,250   180,607,424
TOTAL AGENCY OBLIGATIONS
      1,520,194,871
U.S. TREASURY OBLIGATIONS — (72.5%)
U.S. Treasury Bonds        
6.750%, 08/15/26
  80,183   111,137,746
 
6.500%, 11/15/26
  15,000   20,777,930
 
6.625%, 02/15/27
  11,828   16,631,960
 
6.125%, 11/15/27
  20,000   28,275,781
 
5.250%, 11/15/28
  69,132   96,166,532
 
5.250%, 02/15/29
  10,000   14,009,766
 
6.125%, 08/15/29
  8,528   12,795,664
 
6.250%, 05/15/30
  101,289   156,959,004
      Face
Amount 		  Value†
      (000)    
 
 
5.375%, 02/15/31
  209,250   $313,327,353
U.S. Treasury Notes        
2.000%, 10/31/21
  2   1,842
 
3.000%, 10/31/25
  47,000   53,739,727
 
2.250%, 11/15/25
  57,000   62,962,735
 
1.625%, 02/15/26
  156,000   167,535,468
 
2.375%, 04/30/26
  63,000   70,476,328
 
1.625%, 05/15/26
  153,000   164,630,390
 
1.500%, 08/15/26
  183,000   195,874,335
 
2.000%, 11/15/26
  164,800   181,782,126
 
2.250%, 02/15/27
  161,500   181,214,355
 
2.375%, 05/15/27
  130,000   147,417,969
 
2.250%, 08/15/27
  165,500   186,872,773
 
2.250%, 11/15/27
  12,000   13,588,125
 
2.750%, 02/15/28
  102,000   119,618,907
 
2.875%, 05/15/28
  170,000   201,742,188
 
2.875%, 08/15/28
  10,000   11,913,281
 
2.375%, 05/15/29
  190,000   220,845,313
 
1.625%, 08/15/29
  227,000   249,637,929
 
1.750%, 11/15/29
  105,000   116,890,430
 
1.500%, 02/15/30
  414,000   451,809,842
 
0.625%, 05/15/30
  476,500   480,352,950
TOTAL U.S. TREASURY OBLIGATIONS
      4,048,988,749
TOTAL INVESTMENT SECURITIES

(Cost $5,068,388,662)
      5,569,183,620
    
      Shares  
TEMPORARY CASH INVESTMENTS — (0.3%)
 
State Street Institutional U.S. Government Money Market Fund 0.092%
  16,417,993 16,417,993
TOTAL INVESTMENTS — (100.0%)  
(Cost $5,084,806,655)^^
    $5,585,601,613
 
Summary of the Portfolio's investments as of July 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
—   $1,520,194,871   —   $1,520,194,871
U.S. Treasury Obligations
—   4,048,988,749   —   4,048,988,749
Temporary Cash Investments
$16,417,993   —   —   16,417,993
TOTAL
$16,417,993   $5,569,183,620   —   $5,585,601,613
DFA Short-Term Extended Quality Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (80.3%)
3M Co.        
1.875%, 11/15/21
EUR 2,730   $3,302,053
 
0.375%, 02/15/22
EUR 2,200   2,610,736
ABB Finance BV, Floating Rate Note, 3M EURO + 0.350%, FRN        
(r)
0.000%, 10/12/20
EUR 5,560   6,551,449
Abbott Ireland Financing DAC        
0.000%, 09/27/20
EUR 8,847   10,422,205
 
0.875%, 09/27/23
EUR 23,016   27,877,455
AbbVie, Inc.        
Ω
3.450%, 03/15/22
  12,220   12,709,452
Ω
3.250%, 10/01/22
  18,630   19,531,361
 
2.900%, 11/06/22
  1,252   1,316,995
ABN AMRO Bank NV        
0.500%, 07/17/23
EUR 17,291   20,730,820
Advance Auto Parts, Inc.        
4.500%, 12/01/23
  1,000   1,103,731
Aetna, Inc.        
2.750%, 11/15/22
  2,000   2,086,158
Aflac, Inc.        
3.625%, 06/15/23
  706   771,574
African Development Bank, Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)
0.323%, 12/15/21
  25,000   24,934,750
Agence Francaise de Developpement EPIC        
0.125%, 03/31/21
EUR 10,000   11,815,552
Agence Francaise de Developpement EPIC, Floating Rate Note, 3M USD LIBOR + 0.120%, FRN        
(r)
0.438%, 06/07/21
  2,000   2,000,564
Airbus Finance BV        
Ω
2.700%, 04/17/23
  7,000   7,285,172
Albemarle Corp.        
1.875%, 12/08/21
EUR 3,000   3,569,360
 
4.150%, 12/01/24
  830   897,229
Alimentation Couche-Tard, Inc.        
Ω
2.700%, 07/26/22
  3,445   3,553,598
Altria Group, Inc.        
1.000%, 02/15/23
EUR 17,875   21,441,696
Ameren Corp.        
2.700%, 11/15/20
  1,000   1,004,895
American Express Co.        
2.500%, 08/01/22
  1,220   1,265,847
 
2.650%, 12/02/22
  12,256   12,862,369
      Face
Amount^ 		  Value†
      (000)    
American Express Credit Corp.        
2.600%, 09/14/20
  13,165   $13,173,344
American Honda Finance Corp.        
1.375%, 11/10/22
EUR 5,000   6,069,579
 
0.550%, 03/17/23
EUR 4,193   5,003,267
American Honda Finance Corp., Floating Rate Note, 3M USD LIBOR + 0.210%, FRN        
(r)
0.645%, 02/12/21
  30,000   30,002,203
American Honda Finance Corp., Floating Rate Note, 3M USD LIBOR + 0.350%, FRN        
(r)
0.665%, 06/11/21
  8,767   8,777,586
American International Group, Inc.        
3.375%, 08/15/20
  3,000   3,002,845
 
6.400%, 12/15/20
  11,283   11,532,311
 
1.500%, 06/08/23
EUR 7,600   9,229,415
 
4.125%, 02/15/24
  12,338   13,785,012
AmerisourceBergen Corp.        
3.400%, 05/15/24
  4,200   4,561,450
Anheuser-Busch InBev Finance, Inc.        
3.700%, 02/01/24
  1,200   1,325,840
Anheuser-Busch InBev SA        
0.800%, 04/20/23
EUR 5,000   6,026,624
Anthem, Inc.        
2.500%, 11/21/20
  1,360   1,368,463
 
3.125%, 05/15/22
  2,235   2,339,271
ANZ New Zealand International, Ltd.        
0.400%, 03/01/22
EUR 9,750   11,578,943
AP Moller - Maersk A.S.        
1.500%, 11/24/22
EUR 540   650,934
ArcelorMittal SA        
0.950%, 01/17/23
EUR 12,000   13,764,353
Ares Capital Corp.        
4.200%, 06/10/24
  3,152   3,236,371
Arrow Electronics, Inc.        
3.250%, 09/08/24
  1,000   1,067,808
ASB Finance, Ltd.        
0.500%, 06/10/22
EUR 2,200   2,617,510
Asian Development Bank        
0.370%, 06/26/23
SEK 80,000   9,151,649
Asian Development Bank, Floating Rate Note, 1M USD LIBOR + 0.290%, FRN        
(r)
0.351%, 03/19/24
GBP 9,250   12,103,890
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Asian Development Bank, Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)
0.323%, 12/15/21
  100,000   $99,961,000
Asian Development Bank, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
0.371%, 03/16/21
  2,000   2,000,360
Asian Development Bank, Floating Rate Note, 3M USD LIBOR + 0.260%, FRN        
(r)
0.320%, 02/01/22
GBP 7,000   9,170,146
Assurant, Inc.        
4.000%, 03/15/23
  8,305   8,864,004
 
4.200%, 09/27/23
  6,000   6,360,205
AstraZeneca P.L.C.        
2.375%, 11/16/20
  23,256   23,394,098
AT&T, Inc.        
2.500%, 03/15/23
EUR 15,000   18,674,711
 
1.950%, 09/15/23
EUR 5,200   6,447,781
 
3.400%, 05/15/25
  500   556,078
AT&T, Inc., Floating Rate Note, 3M USD LIBOR + 0.75%, FRN        
(r)
1.100%, 06/01/21
  7,800   7,833,171
Australia & New Zealand Banking Group, Ltd.        
3.300%, 03/07/22
AUD 19,300   14,422,958
Australia & New Zealand Banking Group, Ltd., Floating Rate Note, 3M USD LIBOR + 0.320%, FRN        
(r)Ω
0.768%, 11/09/20
  4,000   4,002,901
Australia & New Zealand Banking Group, Ltd., Floating Rate Note, 3M USD LIBOR + 0.460%, FRN        
(r)
0.846%, 05/17/21
  12,500   12,542,728
Australia & New Zealand Banking Group, Ltd., Floating Rate Note, 3M USD LIBOR + 0.870%, FRN        
(r)Ω
1.229%, 11/23/21
  2,050   2,068,878
(r)
1.229%, 11/23/21
  10,000   10,092,090
Autobahnen- und Schnell- strassen-Finanzierungs AG        
1.750%, 10/21/20
EUR 8,200   9,704,787
Autodesk, Inc.        
3.600%, 12/15/22
  1,000   1,062,216
      Face
Amount^ 		  Value†
      (000)    
AutoZone, Inc.        
2.875%, 01/15/23
  22,501   $23,531,882
Avnet, Inc.        
4.875%, 12/01/22
  4,291   4,592,981
Banco Santander SA        
3.848%, 04/12/23
  25,400   27,244,478
Bank of America Corp.        
2.625%, 10/19/20
  2,300   2,311,408
 
5.700%, 01/24/22
  19,171   20,665,028
 
3.228%, 06/22/22
CAD 4,130   3,208,909
 
3.300%, 01/11/23
  563   601,204
Bank of Montreal        
1.900%, 08/27/21
  5,254   5,344,684
Bank of Montreal, Floating Rate Note, 3M USD LIBOR + 0.4%, FRN        
(r)
0.658%, 01/22/21
  22,772   22,813,268
Bank of Montreal, Floating Rate Note, 3M USD LIBOR + 0.460%, FRN        
(r)
0.726%, 04/13/21
  5,000   5,014,520
Bank of Montreal, Floating Rate Note, 3M USD LIBOR + 0.790%, FRN        
(r)
1.159%, 08/27/21
  4,608   4,644,446
Bank of Nova Scotia (The)        
2.350%, 10/21/20
  934   938,206
 
3.270%, 01/11/21
CAD 5,000   3,779,238
 
2.450%, 03/22/21
  37,679   38,192,290
 
2.700%, 03/07/22
  3,305   3,430,859
Bank of Nova Scotia (The), Floating Rate Note, 3M USD LIBOR + 0.290%, FRN        
(r)
0.567%, 01/08/21
  1,898   1,899,553
Bank of Nova Scotia (The), Floating Rate Note, 3M USD LIBOR + 0.440%, FRN        
(r)
0.712%, 04/20/21
  5,515   5,530,220
Barclays P.L.C.        
3.200%, 08/10/21
  12,000   12,277,200
 
1.500%, 04/01/22
EUR 1,764   2,117,842
 
3.650%, 03/16/25
  1,000   1,097,280
BAT International Finance P.L.C.        
4.875%, 02/24/21
EUR 1,487   1,795,998
 
3.625%, 11/09/21
EUR 1,854   2,274,968
#Ω
3.250%, 06/07/22
  7,350   7,685,629
 
2.375%, 01/19/23
EUR 12,041   14,934,788
 
0.875%, 10/13/23
EUR 3,487   4,171,657
 
7.250%, 03/12/24
GBP 2,443   3,883,591
Bayer Capital Corp. BV        
1.250%, 11/13/23
EUR 17,005   20,777,087
Bayer U.S. Finance LLC        
Ω
3.375%, 10/08/24
  1,000   1,094,662
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Beam Suntory, Inc.        
3.250%, 06/15/23
  10,000   $10,446,930
Berkshire Hathaway, Inc.        
0.625%, 01/17/23
EUR 4,000   4,789,679
BHP Billiton Finance, Ltd.        
2.250%, 09/25/20
EUR 3,850   4,549,214
Biogen, Inc.        
3.625%, 09/15/22
  6,426   6,851,386
BMW Finance NV        
0.125%, 01/12/21
EUR 2,322   2,738,402
 
0.500%, 11/22/22
EUR 4,200   5,013,688
 
0.375%, 07/10/23
EUR 3,000   3,573,452
 
0.625%, 10/06/23
EUR 12,085   14,527,988
BMW US Capital LLC        
0.625%, 04/20/22
EUR 2,000   2,385,420
#Ω
3.800%, 04/06/23
  4,000   4,311,699
BMW US Capital LLC, Floating Rate Note, 3M USD LIBOR + 0.500%, FRN        
(r)Ω
0.933%, 08/13/21
  20,407   20,385,929
BNG Bank NV        
2.625%, 09/01/20
EUR 1,385   1,635,393
 
0.050%, 07/11/23
EUR 4,000   4,777,532
BNP Paribas SA        
2.875%, 10/24/22
EUR 5,000   6,280,067
 
1.125%, 11/22/23
EUR 15,500   18,756,977
 
1.000%, 06/27/24
EUR 8,000   9,658,630
Boeing Co. (The)        
#
2.200%, 10/30/22
  3,900   3,926,721
 
2.800%, 03/01/23
  4,000   4,077,953
Booking Holdings, Inc.        
0.800%, 03/10/22
EUR 7,866   9,341,739
 
3.650%, 03/15/25
  5,000   5,563,816
 
4.100%, 04/13/25
  6,107   6,948,992
BP Capital Markets America, Inc.        
#
2.112%, 09/16/21
  1,000   1,019,078
BP Capital Markets P.L.C.        
2.500%, 11/06/22
  2,000   2,088,401
 
1.109%, 02/16/23
EUR 5,000   6,068,849
 
1.117%, 01/25/24
EUR 7,650   9,326,747
BPCE SA        
2.750%, 12/02/21
  1,000   1,028,831
 
1.125%, 12/14/22
EUR 2,500   3,023,210
 
1.125%, 01/18/23
EUR 1,600   1,922,936
 
0.625%, 09/26/23
EUR 10,000   12,019,125
Ω
2.375%, 01/14/25
  14,627   15,321,533
Bristol-Myers Squibb Co.        
3.550%, 08/15/22
  9,995   10,600,562
British Telecommunications P.L.C.        
0.625%, 03/10/21
EUR 4,647   5,494,694
 
0.500%, 06/23/22
EUR 1,600   1,900,474
 
1.125%, 03/10/23
EUR 10,326   12,477,094
 
0.875%, 09/26/23
EUR 15,480   18,607,101
      Face
Amount^ 		  Value†
      (000)    
Broadcom Corp. / Broadcom Cayman Finance Ltd.        
#
3.000%, 01/15/22
  9,465   $9,728,514
Broadcom, Inc.        
Ω
4.700%, 04/15/25
  31,760   36,316,395
Brown & Brown, Inc.        
4.200%, 09/15/24
  4,094   4,517,034
Bunge Ltd Finance Corp.        
4.350%, 03/15/24
  27,460   30,160,310
Bunge, Ltd. Finance Corp.        
3.500%, 11/24/20
  2,800   2,819,607
 
3.000%, 09/25/22
  600   623,875
Caisse d'Amortissement de la Dette Sociale        
0.125%, 11/25/22
EUR 20,000   23,859,343
Caisse des Depots et Consignations, Floating Rate Note, 3M USD LIBOR + 0.090%, FRN        
(r)
0.392%, 10/02/20
  40,000   40,000,000
Canada Housing Trust No 1, Floating Rate Note, 3 mo. CDOR + 0.175%, FRN        
(r)Ω
0.739%, 03/15/21
CAD 25,000   18,717,571
Canadian Imperial Bank of Commerce        
2.040%, 03/21/22
CAD 5,000   3,818,881
 
0.750%, 03/22/23
EUR 24,900   29,972,780
 
0.375%, 05/03/24
EUR 2,880   3,387,409
Canadian Imperial Bank of Commerce, Floating Rate Note, 3M USD LIBOR + 0.315%, FRN        
(r)
0.566%, 02/02/21
  645   645,878
Canadian Natural Resources, Ltd.        
2.950%, 01/15/23
  3,963   4,125,258
 
3.900%, 02/01/25
  949   1,035,821
 
2.050%, 07/15/25
  1,109   1,133,827
Capital One Financial Corp.        
#
3.750%, 04/24/24
  1,959   2,143,805
 
0.800%, 06/12/24
EUR 5,125   5,978,438
 
3.200%, 02/05/25
  7,012   7,636,679
Cardinal Health, Inc.        
3.079%, 06/15/24
  6,000   6,459,111
Caterpillar Financial Services Corp., Floating Rate Note, 3M USD LIBOR + 0.230%, FRN        
(r)
0.543%, 03/15/21
  15,503   15,520,968
Caterpillar Financial Services Corp., Floating Rate Note, 3M USD LIBOR + 0.280%, FRN        
(r)
0.598%, 09/07/21
  7,723   7,733,678
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Caterpillar Financial Services Corp., Floating Rate Note, 3M USD LIBOR + 0.390%, FRN        
#(r)
0.776%, 05/17/21
  3,935   $3,945,342
Chevron Corp.        
2.498%, 03/03/22
  540   557,020
Chubb INA Holdings, Inc.        
2.300%, 11/03/20
  7,229   7,252,563
Church & Dwight Co., Inc.        
#
2.875%, 10/01/22
  7,000   7,349,367
Cigna Corp.        
3.900%, 02/15/22
  1,000   1,050,755
Citigroup, Inc.        
0.750%, 10/26/23
EUR 26,478   31,734,314
Citigroup, Inc., Floating Rate Note, 3M USD LIBOR + 1.190%, FRN        
#(r)
1.441%, 08/02/21
  10,105   10,191,852
Citizens Bank NA        
2.650%, 05/26/22
  8,635   8,922,006
CNA Financial Corp.        
3.950%, 05/15/24
  11,000   12,112,837
CNH Industrial Capital LLC        
4.375%, 04/05/22
  200   210,068
 
1.950%, 07/02/23
  1,000   1,009,309
#
4.200%, 01/15/24
  2,570   2,770,430
Coca-Cola Co. (The)        
#
3.150%, 11/15/20
  1,020   1,028,307
Coca-Cola European Partners P.L.C.        
2.625%, 11/06/23
EUR 4,620   5,892,784
Comcast Cable Communications Holdings, Inc.        
9.455%, 11/15/22
  11,000   13,353,440
Comerica, Inc.        
3.700%, 07/31/23
  3,000   3,244,982
Commonwealth Bank of Australia        
2.400%, 11/02/20
  10,000   10,050,684
 
2.900%, 07/12/21
AUD 5,000   3,658,862
 
3.250%, 01/17/22
AUD 5,000   3,720,695
Ω
2.750%, 03/10/22
  11,500   11,936,921
 
3.250%, 03/31/22
AUD 3,200   2,392,879
Conagra Brands, Inc.        
3.800%, 10/22/21
  2,400   2,495,685
Constellation Brands, Inc.        
2.700%, 05/09/22
  4,935   5,116,727
 
3.200%, 02/15/23
  5,191   5,523,332
Cooperatieve Rabobank UA        
2.500%, 01/19/21
  8,935   9,027,298
 
0.125%, 10/11/21
EUR 2,750   3,254,913
#
2.750%, 01/10/22
  4,928   5,098,706
 
4.000%, 01/11/22
EUR 2,500   3,124,308
 
3.875%, 02/08/22
  15,799   16,625,709
 
4.750%, 06/06/22
EUR 3,000   3,857,181
 
0.500%, 12/06/22
EUR 3,496   4,186,320
      Face
Amount^ 		  Value†
      (000)    
Cox Communications, Inc.        
Ω
3.250%, 12/15/22
  770   $815,639
CPPIB Capital, Inc.        
#
2.375%, 01/29/21
  35,700   36,076,489
Credit Agricole SA        
0.750%, 12/05/23
EUR 2,000   2,420,265
Credit Suisse Group Funding Guernsey, Ltd.        
1.250%, 04/14/22
EUR 10,220   12,281,283
CVS Health Corp.        
2.750%, 12/01/22
  2,120   2,219,260
CVS Health Corp., Floating Rate Note, 3M USD LIBOR + 0.720%, FRN        
(r)
1.033%, 03/09/21
  2,185   2,193,390
Daimler AG        
0.875%, 01/12/21
EUR 1,500   1,774,008
 
1.400%, 01/12/24
EUR 1,355   1,644,913
Daimler Finance North America LLC        
Ω
2.875%, 03/10/21
  318   321,849
Ω
2.850%, 01/06/22
  3,000   3,079,382
#Ω
2.700%, 06/14/24
  3,000   3,164,403
Ω
3.300%, 05/19/25
  200   217,524
Daimler Finance North America LLC, Floating Rate Note, 3M USD LIBOR + 0.670%, FRN        
(r)
1.211%, 11/05/21
  13,000   12,970,814
Daimler International Finance BV        
0.200%, 09/13/21
EUR 6,893   8,139,182
 
0.625%, 02/27/23
EUR 8,000   9,522,873
 
2.000%, 09/04/23
GBP 2,000   2,670,894
Daiwa Securities Group, Inc.        
Ω
3.129%, 04/19/22
  11,000   11,391,029
Danone SA        
Ω
2.077%, 11/02/21
  5,000   5,086,015
Danske Bank A.S.        
Ω
2.750%, 09/17/20
  15,822   15,865,801
 
0.875%, 05/22/23
EUR 3,000   3,556,045
Deutsche Bahn Finance GMBH        
3.750%, 06/01/21
EUR 1,645   2,001,620
 
4.375%, 09/23/21
EUR 175   216,772
Deutsche Bank AG        
3.125%, 01/13/21
  1,500   1,511,811
 
3.150%, 01/22/21
  8,800   8,881,006
Dexia Credit Local SA        
2.000%, 01/22/21
EUR 2,400   2,858,626
 
0.200%, 03/16/21
EUR 6,000   7,092,921
 
0.625%, 01/21/22
EUR 750   896,118
 
0.250%, 06/02/22
EUR 8,000   9,527,434
 
0.750%, 01/25/23
EUR 1,200   1,450,889
Discovery Communications LLC        
3.450%, 03/15/25
  1,200   1,319,070
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Dollar General Corp.        
3.250%, 04/15/23
  8,009   $8,539,870
Dollar Tree, Inc.        
3.700%, 05/15/23
  3,702   3,985,577
Dominion Energy Gas Holdings LLC        
2.800%, 11/15/20
  5,000   5,023,823
Dominion Energy Gas Holdings LLC, Floating Rate Note, 3M USD LIBOR + 0.600%, FRN        
(r)
0.913%, 06/15/21
  18,669   18,749,497
Dow Chemical Co. (The)        
3.500%, 10/01/24
  900   985,409
DTE Energy Co.        
2.600%, 06/15/22
  3,418   3,538,027
DuPont de Nemours, Inc.        
2.169%, 05/01/23
  34,250   34,936,977
DXC Technology Co.        
4.450%, 09/18/22
  1,250   1,307,426
 
4.250%, 04/15/24
  2,000   2,184,154
#
4.125%, 04/15/25
  13,250   14,295,289
E*TRADE Financial Corp.        
2.950%, 08/24/22
  4,060   4,255,924
Eaton Corp.        
2.750%, 11/02/22
  1,285   1,352,161
eBay, Inc.        
#
3.800%, 03/09/22
  1,636   1,718,628
Edison International        
#
2.400%, 09/15/22
  2,600   2,654,496
#
2.950%, 03/15/23
  2,000   2,055,914
 
4.950%, 04/15/25
  32,300   35,922,449
Electricite de France SA        
2.750%, 03/10/23
EUR 11,700   14,775,624
Electronic Arts, Inc.        
3.700%, 03/01/21
  11,879   12,085,997
Enbridge, Inc.        
2.900%, 07/15/22
  18,189   18,926,931
 
3.190%, 12/05/22
CAD 5,000   3,907,201
 
2.500%, 01/15/25
  4,000   4,216,278
Enel Finance International N.V.        
Ω
4.250%, 09/14/23
  2,000   2,180,533
Enel Finance International NV        
Ω
2.875%, 05/25/22
  2,200   2,273,012
 
5.000%, 09/14/22
EUR 2,000   2,609,255
Energy Transfer Operating L.P.        
4.650%, 06/01/21
  1,180   1,203,154
Energy Transfer Operating LP        
3.600%, 02/01/23
  1,500   1,542,495
Eni SpA        
1.750%, 01/18/24
EUR 4,406   5,483,766
Enterprise Products Operating LLC        
3.350%, 03/15/23
  3,960   4,208,140
      Face
Amount^ 		  Value†
      (000)    
Equifax, Inc.        
#
3.950%, 06/15/23
  10,000   $10,828,857
Equinor ASA        
2.900%, 11/08/20
  5,259   5,294,359
ERAC USA Finance LLC        
Ω
3.850%, 11/15/24
  15,000   16,390,593
Erste Abwicklungsanstalt        
2.000%, 11/16/20
  2,200   2,210,547
 
0.000%, 02/25/21
EUR 16,000   18,889,805
EUROFIMA, Floating Rate Note, 3M USD LIBOR + 0.100%, FRN        
(r)
0.415%, 03/11/22
  18,458   18,454,862
European Investment Bank        
5.000%, 12/01/20
SEK 24,630   2,849,840
 
0.500%, 07/19/22
SEK 40,000   4,590,276
European Investment Bank, Floating Rate Note, 3M USD LIBOR + 0.350%, FRN        
(r)
0.410%, 06/29/23
GBP 1,653   2,171,926
European Stability Mechanism        
0.100%, 07/31/23
EUR 7,000   8,401,629
Eversource Energy        
2.500%, 03/15/21
  5,500   5,561,130
Exelon Corp.        
2.450%, 04/15/21
  447   452,559
Exelon Generation Co. LLC        
#
3.400%, 03/15/22
  1,600   1,663,883
FedEx Corp.        
0.700%, 05/13/22
EUR 4,060   4,827,483
 
1.000%, 01/11/23
EUR 21,955   26,307,249
Fidelity & Guaranty Life Holdings, Inc.        
Ω
5.500%, 05/01/25
  1,000   1,099,200
Fluor Corp.        
1.750%, 03/21/23
EUR 27,252   23,392,756
GATX Corp.        
4.750%, 06/15/22
  12,125   12,777,606
GE Capital Funding LLC        
Ω
3.450%, 05/15/25
  5,003   5,276,844
GE Capital International Funding Co., Unlimited Co.        
2.342%, 11/15/20
  14,874   14,951,654
General Dynamics Corp., Floating Rate Note, 3M USD LIBOR + 0.38%, FRN        
(r)
0.828%, 05/11/21
  15,000   15,041,817
General Electric Co.        
0.375%, 05/17/22
EUR 1,500   1,758,067
#
3.375%, 03/11/24
  731   794,361
General Mills, Inc.        
1.000%, 04/27/23
EUR 5,922   7,122,316
General Motors Financial Co., Inc.        
3.200%, 07/06/21
  7,234   7,352,366
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
3.450%, 01/14/22
  12,773   $13,110,944
 
3.250%, 01/05/23
  1,300   1,344,692
 
2.750%, 06/20/25
  19,100   19,697,117
Gilead Sciences, Inc.        
4.500%, 04/01/21
  1,198   1,221,241
GlaxoSmithKline Capital, Inc.        
2.800%, 03/18/23
  5,700   6,071,179
Glencore Funding LLC        
Ω
4.625%, 04/29/24
  5,058   5,596,171
Global Payments, Inc.        
#
3.800%, 04/01/21
  1,531   1,560,325
Goldman Sachs Group, Inc. (The)        
2.750%, 09/15/20
  10,000   10,007,390
 
5.250%, 07/27/21
  400   418,918
 
2.500%, 10/18/21
EUR 9,411   11,419,861
 
5.750%, 01/24/22
  5,000   5,380,077
 
3.250%, 02/01/23
EUR 12,360   15,649,974
 
3.500%, 01/23/25
  10,000   10,994,088
Halliburton Co.        
3.500%, 08/01/23
  2,800   2,980,239
Harley-Davidson Financial Services, Inc.        
Ω
3.550%, 05/21/21
  3,000   3,044,118
Ω
2.550%, 06/09/22
  11,012   11,153,551
#Ω
3.350%, 02/15/23
  500   515,791
Hewlett Packard Enterprise Co.        
3.600%, 10/15/20
  10,000   10,031,658
 
4.450%, 10/02/23
  20,200   22,169,921
 
4.650%, 10/01/24
  12,668   14,244,879
HSBC Holdings P.L.C.        
4.000%, 03/30/22
  2,450   2,589,463
HSBC Holdings P.L.C., Floating Rate Note, 3M USD LIBOR + 1.660%, FRN        
(r)
2.019%, 05/25/21
  34,826   35,231,098
Iberdrola International BV        
1.750%, 09/17/23
EUR 3,000   3,726,765
IBM Credit LLC, Floating Rate Note, 3M USD LIBOR + 0.160%, FRN        
(r)
0.701%, 02/05/21
  14,000   14,010,359
IBM Credit LLC, Floating Rate Note, 3M USD LIBOR + 0.260%, FRN        
(r)
0.532%, 01/20/21
  26,000   26,027,741
IBM Credit LLC, Floating Rate Note, 3M USD LIBOR + 0.47%, FRN        
(r)
0.832%, 11/30/20
  6,536   6,544,722
ING Bank NV        
Ω
2.750%, 03/22/21
  6,000   6,093,074
      Face
Amount^ 		  Value†
      (000)    
ING Bank NV, Floating Rate Note, 3M EURIBOR + 0.420%, FRN        
(r)
0.141%, 11/26/21
EUR 15,400   $18,222,435
ING Groep NV        
1.000%, 09/20/23
EUR 4,200   5,083,723
Integrys Holding, Inc.        
4.170%, 11/01/20
  1,000   1,008,419
Inter-American Development Bank, Floating Rate Note, 3M USD LIBOR - 0.020%, FRN        
(r)
0.225%, 10/25/21
  15,000   14,985,300
Inter-American Development Bank, Floating Rate Note, FRN        
(r)
0.183%, 10/09/20
  20,573   20,570,943
International Bank for Reconstruction & Development, Floating Rate Note, 1M USD LIBOR + 0.270%, FRN        
(r)
0.333%, 05/15/24
GBP 4,182   5,468,074
International Business Machines Corp.        
1.875%, 11/06/20
EUR 3,938   4,662,066
 
1.250%, 05/26/23
EUR 4,000   4,886,865
Intesa Sanpaolo SpA        
0.875%, 06/27/22
EUR 3,000   3,556,695
Ω
3.125%, 07/14/22
  1,025   1,052,134
Ireland Government Bond        
3.400%, 03/18/24
EUR 15,000   20,214,199
Japan Bank for International Cooperation        
1.750%, 10/17/24
  1,000   1,050,549
JM Smucker Co. (The)        
3.500%, 03/15/25
  1,000   1,122,302
Johnson Controls International P.L.C.        
1.000%, 09/15/23
EUR 15,011   18,134,882
JPMorgan Chase & Co.        
3.875%, 09/23/20
EUR 5,150   6,099,933
 
2.550%, 10/29/20
  11,000   11,039,025
 
2.625%, 04/23/21
EUR 3,000   3,606,812
 
4.350%, 08/15/21
  4,994   5,199,429
 
0.625%, 01/25/24
EUR 14,800   17,708,250
Kellogg Co.        
0.800%, 11/17/22
EUR 8,770   10,485,793
Keurig Dr Pepper, Inc.        
3.200%, 11/15/21
  5,000   5,136,849
 
2.700%, 11/15/22
  2,000   2,080,653
KeyCorp        
2.900%, 09/15/20
  7,259   7,279,851
 
5.100%, 03/24/21
  8,008   8,251,494
Kinross Gold Corp.        
5.950%, 03/15/24
  3,715   4,221,882
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.040%, FRN        
(r)
0.315%, 04/15/21
  3,000   $2,999,089
Kommunalbanken A.S., Floating Rate Note, 3M USD LIBOR + 0.130%, FRN        
(r)
0.448%, 09/08/21
  10,000   10,007,100
Kommunekredit        
0.000%, 09/08/22
EUR 1,750   2,078,400
Kommuninvest I Sverige AB        
2.500%, 12/01/20
SEK 20,000   2,296,846
 
0.250%, 06/01/22
SEK 839,890   95,894,364
 
0.750%, 02/22/23
SEK 97,500   11,291,139
 
1.000%, 11/13/23
SEK 312,190   36,602,168
Kreditanstalt fuer Wiederaufbau        
0.125%, 06/03/22
SEK 40,000   4,544,218
Kroger Co. (The)        
2.950%, 11/01/21
  786   808,847
 
3.400%, 04/15/22
  10,000   10,403,967
Kuntarahoitus Oyj, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
0.436%, 02/17/21
  29,000   29,003,248
Landeskreditbank Baden-Wuerttemberg Foerderbank, Floating Rate Note, 3M USD LIBOR + 0.120%, FRN        
(r)
0.426%, 09/27/21
  1,000   1,000,730
Lazard Group LLC        
3.750%, 02/13/25
  2,000   2,151,211
LeasePlan Corp. NV        
Ω
2.875%, 10/24/24
  13,100   13,573,316
Liberty Mutual Group, Inc.        
Ω
5.000%, 06/01/21
  2,500   2,590,608
Ω
4.950%, 05/01/22
  1,200   1,283,436
Lloyds Banking Group P.L.C.        
3.100%, 07/06/21
  10,250   10,506,263
 
3.000%, 01/11/22
  27,304   28,259,914
Lockheed Martin Corp.        
2.500%, 11/23/20
  1,790   1,798,803
LyondellBasell Industries NV        
5.750%, 04/15/24
  6,000   6,977,175
Manufacturers & Traders Trust Co.        
2.500%, 05/18/22
  1,780   1,845,366
Marathon Petroleum Corp.        
4.500%, 05/01/23
  24,288   26,316,310
 
4.700%, 05/01/25
  9,096   10,348,040
Marsh & McLennan Cos., Inc.        
2.750%, 01/30/22
  4,650   4,800,999
 
3.500%, 06/03/24
  2,165   2,378,579
      Face
Amount^ 		  Value†
      (000)    
Mastercard, Inc.        
1.100%, 12/01/22
EUR 15,162   $18,307,233
McDonald's Corp.        
1.000%, 11/15/23
EUR 12,500   15,234,112
 
0.625%, 01/29/24
EUR 5,000   5,995,881
Medtronic Global Holdings SCA        
0.000%, 03/07/21
EUR 9,878   11,641,033
 
0.000%, 12/02/22
EUR 3,438   4,051,382
Micron Technology, Inc.        
2.497%, 04/24/23
  3,000   3,131,780
Mitsubishi UFJ Financial Group, Inc.        
2.950%, 03/01/21
  1,002   1,016,652
 
2.190%, 09/13/21
  1,300   1,325,378
 
2.998%, 02/22/22
  2,500   2,595,781
 
0.680%, 01/26/23
EUR 15,142   18,094,018
 
0.980%, 10/09/23
EUR 5,004   6,056,433
 
2.193%, 02/25/25
  3,000   3,153,426
Mitsubishi UFJ Financial Group, Inc., Floating Rate Note, 3M USD LIBOR + 0.650%, FRN        
(r)
0.894%, 07/26/21
  6,254   6,280,367
Mitsubishi UFJ Financial Group, Inc., Floating Rate Note, 3M USD LIBOR + 1.060%, FRN        
(r)
1.373%, 09/13/21
  9,092   9,173,517
Mizuho Bank, Ltd.        
#Ω
2.700%, 10/20/20
  13,642   13,705,615
Mizuho Financial Group, Inc.        
Ω
2.632%, 04/12/21
  5,000   5,078,734
 
2.953%, 02/28/22
  600   623,169
Mizuho Financial Group, Inc., Floating Rate Note, 3M USD LIBOR + 1.140%, FRN        
(r)
1.453%, 09/13/21
  22,001   22,212,062
Molson Coors Beverage Co.        
1.250%, 07/15/24
EUR 2,000   2,317,850
Molson Coors Brewing Co.        
#
2.100%, 07/15/21
  3,000   3,038,187
Mondelez International Holdings Netherlands BV        
Ω
2.000%, 10/28/21
  13,012   13,237,556
Mondelez International, Inc.        
2.375%, 01/26/21
EUR 700   833,430
Morgan Stanley        
5.375%, 08/10/20
EUR 1,700   2,004,338
 
2.375%, 03/31/21
EUR 7,000   8,384,363
 
3.125%, 08/05/21
CAD 5,000   3,817,313
 
1.000%, 12/02/22
EUR 600   721,295
 
1.875%, 03/30/23
EUR 5,000   6,148,126
 
1.750%, 03/11/24
EUR 18,985   23,531,977
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Morgan Stanley, Floating Rate Note, 3M USD LIBOR + 1.4%, FRN        
(r)
1.671%, 04/21/21
  15,237   $15,361,375
MPLX L.P.        
4.500%, 07/15/23
  275   297,106
#
4.875%, 12/01/24
  6,290   7,078,657
Mylan NV        
3.750%, 12/15/20
  781   787,715
 
3.150%, 06/15/21
  1,500   1,530,807
Mylan, Inc.        
Ω
3.125%, 01/15/23
  5,125   5,413,541
#
4.200%, 11/29/23
  663   729,023
National Australia Bank, Ltd.        
3.000%, 05/12/21
AUD 6,000   4,376,048
 
1.875%, 07/12/21
  2,500   2,538,579
 
2.800%, 01/10/22
  17,631   18,248,720
 
2.500%, 05/22/22
  35,800   37,165,729
 
0.350%, 09/07/22
EUR 7,800   9,288,532
National Bank of Canada        
2.100%, 02/01/23
  1,120   1,162,171
National Bank of Canada, Floating Rate Note, 3M USD LIBOR + 0.400%, FRN        
(r)Ω
0.706%, 03/21/21
  14,390   14,403,834
National Grid North America, Inc.        
0.750%, 08/08/23
EUR 25,400   30,509,070
National Rural Utilities Cooperative Finance Corp., Floating Rate Note, 3M USD LIBOR + 0.375%, FRN        
(r)
0.683%, 06/30/21
  2,500   2,507,808
Natwest Group P.L.C.        
2.500%, 03/22/23
EUR 5,000   6,195,337
Natwest Markets P.L.C.        
Ω
3.625%, 09/29/22
  200   211,286
Nederlandse Waterschapsbank NV, Floating Rate Note, 3M USD LIBOR + 0.010%, FRN        
(r)
0.458%, 11/10/20
  37,123   37,124,386
Nederlandse Waterschapsbank NV, Floating Rate Note, 3M USD LIBOR + 0.070%, FRN        
(r)Ω
0.383%, 12/15/21
  125,000   125,063,752
Nestle Holdings, Inc.        
1.875%, 03/09/21
  8,000   8,058,048
Newmont Corp.        
3.625%, 06/09/21
  4,927   5,029,519
      Face
Amount^ 		  Value†
      (000)    
Nissan Motor Acceptance Corp., Floating Rate Note, 3M USD LIBOR + 0.390%, FRN        
(r)
0.696%, 09/28/20
  4,000   $3,990,940
Nomura Holdings, Inc.        
2.648%, 01/16/25
  11,228   11,797,253
 
1.851%, 07/16/25
  11,000   11,171,105
Nordea Bank AB        
1.000%, 02/22/23
EUR 3,000   3,638,626
Norfolk Southern Corp.        
3.000%, 04/01/22
  1,352   1,402,835
Northrop Grumman Corp.        
2.550%, 10/15/22
  4,000   4,175,484
NRW Bank        
0.125%, 01/18/21
EUR 14,500   17,121,448
 
0.125%, 07/07/23
EUR 4,000   4,789,642
NRW Bank, Floating Rate Note, 3M USD LIBOR + 0.040%, FRN        
(r)
0.488%, 02/08/21
  22,200   22,198,002
NRW Bank, Floating Rate Note, FRN        
(r)
0.369%, 12/17/21
  10,000   10,000,100
Nutrien, Ltd.        
3.625%, 03/15/24
  4,350   4,758,901
OeBB-Infrastruktur AG        
3.500%, 10/19/20
EUR 1,500   1,781,510
Omnicom Group, Inc. / Omnicom Capital, Inc.        
3.625%, 05/01/22
  3,795   4,001,876
OP Corporate Bank P.L.C.        
0.375%, 10/11/22
EUR 325   386,842
Oracle Corp.        
1.900%, 09/15/21
  51,207   52,064,952
 
2.500%, 05/15/22
  1,329   1,374,881
#
3.400%, 07/08/24
  5,000   5,510,061
Penske Truck Leasing Canada, Inc.        
2.850%, 12/07/22
CAD 2,000   1,522,102
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.375%, 02/01/22
  15,000   15,480,385
Ω
4.250%, 01/17/23
  9,025   9,720,309
Ω
4.125%, 08/01/23
  2,707   2,929,914
Pernod Ricard SA        
Ω
5.750%, 04/07/21
  320   331,516
Ω
4.450%, 01/15/22
  18,077   19,066,194
Perrigo Finance Unlimited Co.        
#
3.900%, 12/15/24
  2,000   2,164,949
Pfizer, Inc.        
0.250%, 03/06/22
EUR 14,700   17,422,471
Philip Morris International, Inc.        
2.875%, 05/30/24
EUR 5,000   6,517,542
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Phillips 66 Partners L.P.        
#
2.450%, 12/15/24
  3,600   $3,730,650
 
3.605%, 02/15/25
  2,000   2,145,966
PPL Capital Funding, Inc.        
3.400%, 06/01/23
  3,000   3,192,566
Praxair, Inc.        
1.200%, 02/12/24
EUR 1,580   1,947,929
Procter & Gamble Co. (The)        
2.000%, 11/05/21
EUR 550   665,841
Province of Ontario Canada        
3.150%, 06/02/22
CAD 15,300   12,006,636
Province of Ontario Canada, Floating Rate Note, 3M CDOR + 0.050%, FRN        
(r)
0.634%, 08/21/23
CAD 15,000   11,247,116
Prudential Financial, Inc.        
4.500%, 11/15/20
  3,801   3,846,175
#
3.500%, 05/15/24
  12,500   13,932,687
Quebec, Province of Canada, Floating Rate Note, 3 mo. CDOR + 0.405%, FRN        
(r)
0.959%, 10/13/24
CAD 5,000   3,803,576
Quebec, Province of Canada, Floating Rate Note, 3 mo. CDOR + 0.545%, FRN        
(r)
1.097%, 10/19/23
CAD 15,000   11,429,318
Republic of Italy Government International Bond        
#
6.875%, 09/27/23
  14,450   16,773,637
 
2.375%, 10/17/24
  11,923   12,161,833
Republic Services, Inc.        
#
3.550%, 06/01/22
  2,000   2,099,080
Reynolds American Inc.        
4.000%, 06/12/22
  2,283   2,419,459
 
4.450%, 06/12/25
  8,000   9,099,121
Rolls-Royce P.L.C.        
0.875%, 05/09/24
EUR 958   1,011,864
Ross Stores, Inc.        
#
4.600%, 04/15/25
  7,200   8,284,014
Royal Bank of Canada        
1.968%, 03/02/22
CAD 10,000   7,629,027
Royal Bank of Canada, Floating Rate Note, 3M USD LIBOR + 0.240%, FRN        
#(r)
0.485%, 10/26/20
  31,500   31,516,852
Royal Bank of Canada, Floating Rate Note, US0003M + 0.350%, FRN        
(r)
0.627%, 07/08/21
  3,050   3,056,230
Ryder System, Inc.        
2.875%, 06/01/22
  2,367   2,459,541
 
2.500%, 09/01/22
  15,225   15,745,395
 
3.400%, 03/01/23
  18,180   19,252,991
 
3.875%, 12/01/23
  290   316,968
#
2.500%, 09/01/24
  6,000   6,315,813
      Face
Amount^ 		  Value†
      (000)    
Sanofi        
0.000%, 03/21/22
EUR 1,500   $1,772,944
 
0.500%, 03/21/23
EUR 8,000   9,589,159
Santander Holdings USA, Inc.        
3.400%, 01/18/23
  18,560   19,432,489
Santander UK Group Holdings P.L.C.        
3.125%, 01/08/21
  15,000   15,173,182
 
2.875%, 08/05/21
  1,000   1,023,622
Sempra Energy        
2.850%, 11/15/20
  5,400   5,419,162
Sempra Energy, Floating Rate Note, 3M USD LIBOR + 0.450%, FRN        
(r)
0.763%, 03/15/21
  700   701,247
Shell International Finance BV        
2.250%, 11/10/20
  12,956   13,022,221
 
1.625%, 03/24/21
EUR 2,500   2,979,838
 
1.875%, 05/10/21
  17,301   17,519,183
 
1.750%, 09/12/21
  4,897   4,974,953
 
1.000%, 04/06/22
EUR 1,000   1,201,286
Sherwin-Williams Co. (The)        
2.750%, 06/01/22
  341   352,823
Siemens Financieringsmaatschappij NV        
Ω
1.700%, 09/15/21
  3,020   3,063,737
Skandinaviska Enskilda Banken AB        
1.250%, 08/05/22
GBP 2,000   2,648,662
Sky, Ltd.        
1.875%, 11/24/23
EUR 12,700   15,893,535
Societe Generale SA        
Ω
2.625%, 09/16/20
  17,000   17,046,559
Ω
2.500%, 04/08/21
  4,200   4,261,790
#Ω
3.250%, 01/12/22
  2,000   2,062,237
 
0.500%, 01/13/23
EUR 5,000   5,890,201
Ω
4.250%, 09/14/23
  500   544,048
#Ω
2.625%, 10/16/24
  2,000   2,081,783
Southern Power Co.        
1.000%, 06/20/22
EUR 17,310   20,694,631
Southwest Airlines Co.        
2.650%, 11/05/20
  3,500   3,508,026
Spain Government Bond        
Ω
5.400%, 01/31/23
EUR 17,000   22,919,157
Ω
4.800%, 01/31/24
EUR 3,500   4,864,441
Standard Chartered P.L.C        
1.625%, 06/13/21
EUR 2,400   2,867,305
Starbucks Corp.        
2.100%, 02/04/21
  1,770   1,782,671
State of North Rhine-Westphalia Germany        
0.200%, 04/17/23
EUR 9,000   10,792,214
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
State of North Rhine-Westphalia Germany, Floating Rate Note, SONIO/N + 0.380%, FRN        
(r)
0.440%, 10/15/24
GBP 4,000   $5,231,654
Stryker Corp.        
#
2.625%, 03/15/21
  6,121   6,193,089
 
1.125%, 11/30/23
EUR 7,278   8,849,179
Sumitomo Mitsui Banking Corp., Floating Rate Note, 3M USD LIBOR + 0.370%, FRN        
#(r)
0.641%, 10/16/20
  5,000   5,003,389
Sumitomo Mitsui Financial Group, Inc.        
2.934%, 03/09/21
  4,000   4,061,864
 
2.058%, 07/14/21
  5,000   5,078,483
 
2.784%, 07/12/22
  1,150   1,199,024
 
0.819%, 07/23/23
EUR 8,946   10,769,950
Sumitomo Mitsui Financial Group, Inc., Floating Rate Note, 3M USD LIBOR + 1.140%, FRN        
(r)
1.412%, 10/19/21
  705   713,318
Sumitomo Mitsui Financial Group, Inc., Floating Rate Note, 3M USD LIBOR + 1.680%, FRN        
(r)
1.993%, 03/09/21
  11,647   11,751,535
Sunoco Logistics Partners Operations L.P.        
#
3.450%, 01/15/23
  9,260   9,518,308
Svensk Exportkredit AB, Floating Rate Note, 3M USD LIBOR + 0.050%, FRN        
(r)
0.363%, 12/14/20
  22,250   22,253,900
Svensk Exportkredit AB, Floating Rate Note, 3M USD LIBOR + 0.120%, FRN        
(r)
0.433%, 12/13/21
  29,000   29,012,457
Svenska Handelsbanken AB        
0.250%, 02/28/22
EUR 13,000   15,413,303
 
2.625%, 08/23/22
EUR 3,000   3,735,854
Svenska Handelsbanken AB, Floating Rate Note, 3M USD LIBOR + 0.047%, FRN        
(r)
0.830%, 05/24/21
  6,625   6,646,346
Swedbank AB        
0.300%, 09/06/22
EUR 12,020   14,247,262
 
0.250%, 11/07/22
EUR 1,200   1,422,223
 
0.400%, 08/29/23
EUR 250   297,862
      Face
Amount^ 		  Value†
      (000)    
Sysco Corp.        
2.600%, 10/01/20
  16,190   $16,214,891
 
3.550%, 03/15/25
  16,102   17,614,509
 
5.650%, 04/01/25
  10,000   11,845,329
Takeda Pharmaceutical Co., Ltd.        
0.375%, 11/21/20
EUR 25,680   30,228,598
 
1.125%, 11/21/22
EUR 1,200   1,444,350
 
1.125%, 11/21/22
EUR 1,150   1,384,169
Telefoica Emisiones Sau Co.        
0.318%, 10/17/20
EUR 11,800   13,908,964
Telefonica Emisiones SA        
3.961%, 03/26/21
EUR 1,100   1,329,241
 
3.987%, 01/23/23
EUR 7,800   10,110,841
 
1.069%, 02/05/24
EUR 1,300   1,583,937
Temasek Financial I, Ltd.        
0.500%, 03/01/22
EUR 3,180   3,767,722
Toronto-Dominion Bank (The)        
0.625%, 03/08/21
EUR 3,000   3,552,617
 
1.994%, 03/23/22
CAD 15,000   11,449,252
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.260%, FRN        
(r)
0.559%, 09/17/20
  26,314   26,324,405
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 0.430%, FRN        
(r)
0.745%, 06/11/21
  15,246   15,297,255
Toronto-Dominion Bank (The), Floating Rate Note, 3M USD LIBOR + 1.000%, FRN        
(r)
1.276%, 04/07/21
  6,116   6,155,538
Total Capital International SA        
2.750%, 06/19/21
  2,000   2,042,703
 
2.875%, 02/17/22
  1,416   1,470,356
 
0.250%, 07/12/23
EUR 500   595,367
Total Capital SA        
4.125%, 01/28/21
  10,000   10,186,376
Toyota Credit Canada, Inc.        
2.020%, 02/28/22
CAD 10,000   7,618,799
 
2.350%, 07/18/22
CAD 10,000   7,690,395
Toyota Finance Australia, Ltd.        
0.000%, 04/09/21
EUR 500   589,426
Toyota Motor Credit Corp.        
1.900%, 04/08/21
  32,876   33,248,789
 
2.600%, 01/11/22
  5,277   5,447,342
 
0.750%, 07/21/22
EUR 6,700   8,023,439
 
2.375%, 02/01/23
EUR 2,000   2,499,957
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.150%, FRN        
(r)
0.418%, 10/09/20
  500   500,031
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
Toyota Motor Credit Corp., Floating Rate Note, 3M USD LIBOR + 0.540%, FRN        
(r)
0.817%, 01/08/21
  1,300   $1,302,015
Toyota Motor Finance Netherlands BV        
0.250%, 01/10/22
EUR 3,000   3,552,659
TransCanada PipeLines, Ltd.        
2.500%, 08/01/22
  300   310,732
Truist Financial Corp.        
2.900%, 03/03/21
  7,565   7,664,534
 
2.050%, 05/10/21
  1,292   1,307,909
Tyson Foods, Inc.        
4.500%, 06/15/22
  750   798,062
UBS Group AG        
1.750%, 11/16/22
EUR 9,052   11,076,161
 
2.125%, 03/04/24
EUR 5,000   6,291,606
UBS Group AG, Floating Rate Note, 3M USD LIBOR + 1.780%, FRN        
(r)
2.048%, 04/14/21
  3,900   3,944,528
UNEDIC ASSEO        
0.000%, 11/25/20
EUR 1,600   1,886,768
 
0.875%, 10/25/22
EUR 27,300   33,029,536
United Parcel Service, Inc.        
0.375%, 11/15/23
EUR 2,000   2,387,517
 
3.900%, 04/01/25
  10,947   12,498,631
UnitedHealth Group, Inc.        
4.700%, 02/15/21
  925   936,546
 
2.375%, 10/15/22
  6,225   6,519,683
Unum Group        
4.500%, 03/15/25
  1,000   1,103,728
Ventas Realty L.P.        
#
2.650%, 01/15/25
  2,000   2,060,738
Ventas Realty LP        
#
3.100%, 01/15/23
  3,200   3,305,686
#
3.500%, 04/15/24
  1,000   1,055,114
Verizon Communications, Inc.        
1.625%, 03/01/24
EUR 5,000   6,247,438
 
3.376%, 02/15/25
  5,000   5,613,263
VF Corp.        
2.050%, 04/23/22
  6,900   7,080,849
ViacomCBS, Inc.        
#
4.750%, 05/15/25
  21,500   24,749,940
VMware, Inc.        
2.950%, 08/21/22
  2,000   2,087,415
Vodafone Group P.L.C.        
1.750%, 08/25/23
EUR 5,600   6,946,785
 
0.500%, 01/30/24
EUR 2,304   2,752,836
Volkswagen Bank GMBH        
1.250%, 06/10/24
EUR 6,900   8,274,697
Volkswagen Financial Services AG        
0.875%, 04/12/23
EUR 5,000   5,941,235
 
1.375%, 10/16/23
EUR 12,000   14,466,318
      Face
Amount^ 		  Value†
      (000)    
Volkswagen Group of America Finance LLC        
Ω
4.000%, 11/12/21
  3,850   $4,009,313
Ω
2.850%, 09/26/24
  1,000   1,070,231
Volkswagen International Finance NV        
0.875%, 01/16/23
EUR 4,200   5,004,891
Volkswagen Leasing GmbH        
2.125%, 04/04/22
EUR 2,496   3,024,377
 
1.375%, 01/20/25
EUR 3,000   3,611,455
Walgreen Co.        
3.100%, 09/15/22
  4,127   4,337,698
Walgreens Boots Alliance, Inc.        
3.300%, 11/18/21
  4,000   4,130,040
Walt Disney Co. (The)        
5.650%, 08/15/20
  4,210   4,216,787
Wells Fargo & Co.        
2.250%, 09/03/20
EUR 10,552   12,454,098
 
2.550%, 12/07/20
  6,690   6,741,349
 
1.500%, 09/12/22
EUR 2,700   3,263,382
 
2.250%, 05/02/23
EUR 5,700   7,068,947
 
3.000%, 02/19/25
  2,800   3,044,964
Wells Fargo & Co., Floating Rate Note, 3M USD LIBOR + 1.025%, FRN        
(r)
1.269%, 07/26/21
  3,400   3,427,889
Wells Fargo & Co., Floating Rate Note, 3M USD LIBOR + 1.340%, FRN        
(r)
1.670%, 03/04/21
  15,234   15,342,886
Western Australian Treasury Corp.        
2.750%, 10/20/22
AUD 27,000   20,319,466
Westpac Banking Corp.        
2.600%, 11/23/20
  29,052   29,261,217
 
2.800%, 01/11/22
  15,512   16,056,345
 
2.500%, 06/28/22
  3,140   3,269,367
Whirlpool Corp.        
3.700%, 03/01/23
  1,525   1,623,626
Williams Cos, Inc. (The)        
4.300%, 03/04/24
  5,100   5,580,797
 
3.900%, 01/15/25
  1,442   1,580,299
Williams Partners LP        
3.350%, 08/15/22
  4,600   4,787,062
Xcel Energy, Inc.        
#
2.400%, 03/15/21
  4,070   4,113,139
Zimmer Biomet Holdings, Inc.        
3.550%, 04/01/25
  6,600   7,297,541
Zoetis, Inc.        
3.450%, 11/13/20
  12,400   12,474,632
 
3.250%, 02/01/23
  3,015   3,200,507
TOTAL BONDS
      4,937,082,177
 
DFA Short-Term Extended Quality Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
U.S. TREASURY OBLIGATIONS — (8.7%)
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.114%, FRN        
(r)
0.219%, 04/30/22
  25,000   $25,027,618
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.139%, FRN        
(r)
0.244%, 04/30/21
  105,300   105,390,942
U.S. Treasury Notes, Floating Rate Note, 3M USTMMR + 0.220%, FRN        
(r)
0.325%, 07/31/21
  404,200   404,961,537
TOTAL U.S. TREASURY OBLIGATIONS
      535,380,097
TOTAL INVESTMENT SECURITIES

(Cost $5,370,592,025)
      5,472,462,274
    
         
         
COMMERCIAL PAPER — (10.5%)
Bank of Nova Scotia (The)      
Ω
1.793%, 08/17/20
  33,000 32,998,239
Ω
1.780%, 10/08/20
  20,000 19,993,292
BASF Aktiengesellschaft      
Ω
1.680%, 08/06/20
  40,000 39,999,073
BASF Coatings AG      
Ω
1.681%, 09/01/20
  12,000 11,996,757
Ω
1.650%, 09/01/20
  4,000 3,998,919
Bayer Corp.      
Ω
2.450%, 09/01/20
  17,900 17,896,579
Ω
0.800%, 08/17/20
  5,200 5,199,590
BNG Bank NV      
Ω
1.710%, 08/21/20
  40,000 39,997,667
BP Capital Markets P.L.C.      
Ω
1.500%, 10/09/20
  30,000 29,986,175
Ω
1.370%, 10/15/20
  8,000 7,995,727
Ω
1.070%, 12/01/20
  4,200 4,196,542
Caisse des Depots et Consignations      
Ω
0.274%, 11/06/20
  25,000 24,992,310
Ω
0.345%, 01/19/21
  50,000 49,960,105
Ω
0.370%, 02/09/21
  50,000 49,948,265
      FaceAmount^   Value†
      (000)    
Erste Abwicklungsanstalt        
Ω
0.254%, 11/04/20
  25,000   $24,988,067
Exxon Mobil Corp.        
0.300%, 11/23/20
  10,000   9,994,474
Glencore Funding LLC        
Ω
1.560%, 08/06/20
  41,000   40,997,335
Harley-Davidson Financial Services, Inc.        
Ω
1.050%, 08/04/20
  7,500   7,499,842
Ω
1.750%, 08/20/20
  14,500   14,498,469
Ω
0.815%, 01/04/21
  8,000   7,955,970
Honeywell International, Inc.        
Ω
0.850%, 08/06/20
  10,415   10,414,878
Natwest Markets P.L.C.        
Ω
1.150%, 01/07/21
  12,500   12,475,389
Ω
1.080%, 01/08/21
  15,000   14,969,880
Ω
1.021%, 01/15/21
  10,000   9,977,320
Shell International Finance BV        
Ω
0.499%, 05/25/21
  50,000   49,797,195
Telstra Corp., Ltd.        
Ω
1.100%, 09/28/20
  10,000   9,994,280
Total Capital Canada, Ltd.        
Ω
0.270%, 01/05/21
  50,000   49,945,578
Walgreens Boots Alliance, Inc.        
Ω
0.850%, 08/12/20
  4,000   3,999,772
Ω
1.430%, 11/09/20
  31,500   31,451,924
Walt Disney Co. (The)        
Ω
1.800%, 08/19/20
  1,000   999,932
Ω
1.050%, 09/08/20
  3,000   2,999,363
Ω
0.700%, 03/26/21
  3,500   3,490,374
TOTAL COMMERCIAL PAPER

(Cost $645,005,995)
      645,609,282
    
      Shares  
SECURITIES LENDING COLLATERAL — (0.5%)
@§
The DFA Short Term Investment Fund
  2,553,989 29,552,201
TOTAL INVESTMENTS — (100.0%)  
(Cost $6,045,147,767)^^
    $6,147,623,757
 
As of July 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)
GBP 33,220,427   USD 43,248,677   State Street Bank and Trust   08/03/20   $236,858
EUR 8,087,342   USD 9,140,270   Citibank, N.A.   08/17/20   388,807
DFA Short-Term Extended Quality Portfolio
CONTINUED
Currency Purchased   Currency Sold   Counterparty   Settlement
Date 		  Unrealized
Foreign
Exchange
Appreciation
(Depreciation)
EUR 5,450,798   USD 6,199,040   Mellon Bank   08/17/20   $223,475
EUR 2,163,149   USD 2,519,679   Citibank, N.A.   08/25/20   29,529
Total Appreciation           $878,669
USD 41,154,096   GBP 33,220,427   UBS AG   08/03/20   $(2,331,439)
USD 136,491,160   EUR 120,732,278   Citibank, N.A.   08/05/20   (5,728,437)
EUR 265,610   USD 313,036   Citibank, N.A.   08/05/20   (154)
USD 129,373,538   EUR 115,462,191   Bank of America Corp.   08/06/20   (6,640,833)
USD 47,527,648   AUD 69,074,357   UBS AG   08/07/20   (1,822,924)
USD 65,653,291   CAD 89,258,006   Citibank, N.A.   08/10/20   (985,792)
USD 44,716,454   CAD 60,701,719   Mellon Bank   08/10/20   (602,807)
USD 85,450,161   EUR 75,297,505   State Street Bank and Trust   08/17/20   (3,270,675)
USD 135,770,827   EUR 120,110,677   Mellon Bank   08/18/20   (5,755,053)
USD 70,639,126   SEK 644,833,502   UBS AG   08/18/20   (2,812,126)
USD 26,157,213   SEK 239,456,869   State Street Bank and Trust   08/19/20   (1,118,978)
USD 136,479,019   EUR 119,908,693   State Street Bank and Trust   08/20/20   (4,814,859)
USD 120,692,449   EUR 105,415,636   JP Morgan   08/21/20   (3,526,235)
USD 129,577,665   EUR 113,554,799   State Street Bank and Trust   08/24/20   (4,240,485)
USD 138,694,730   EUR 121,050,421   Mellon Bank   08/25/20   (3,959,629)
USD 135,494,173   EUR 116,977,288   JP Morgan   08/26/20   (2,363,044)
USD 133,136,110   EUR 116,244,890   State Street Bank and Trust   08/27/20   (3,860,886)
USD 138,058,504   EUR 119,215,988   State Street Bank and Trust   08/28/20   (2,442,972)
USD 66,859,470   SEK 591,198,675   State Street Bank and Trust   09/04/20   (495,100)
USD 43,266,635   GBP 33,228,072   State Street Bank and Trust   09/08/20   (237,161)
Total (Depreciation)           $(57,009,589)
Total Appreciation
(Depreciation) 		          $(56,130,920)
Summary of the Portfolio's investments as of July 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
—   $4,937,082,177   —   $4,937,082,177
U.S. Treasury Obligations
—   535,380,097   —   535,380,097
Commercial Paper
—   645,609,282   —   645,609,282
Securities Lending Collateral
—   29,552,201   —   29,552,201
Forward Currency Contracts**
—   (56,130,920)   —   (56,130,920)
TOTAL
—   $6,091,492,837   —   $6,091,492,837
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Intermediate-Term Extended Quality Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
AGENCY OBLIGATIONS — (6.1%)
Federal Home Loan Bank        
3.000%, 03/10/28
  1,955   $2,286,235
 
3.250%, 06/09/28
  570   677,589
#
3.250%, 11/16/28
  10,100   12,118,847
 
2.125%, 09/14/29
  5,000   5,555,534
 
2.125%, 12/14/29
  5,000   5,570,956
Federal Home Loan Mortgage Corp.        
6.750%, 09/15/29
  5,000   7,591,953
 
6.750%, 03/15/31
  6,000   9,492,146
 
6.250%, 07/15/32
  16,000   25,345,380
Federal National Mortgage Association        
6.250%, 05/15/29
  12,275   17,859,737
 
7.125%, 01/15/30
  3,000   4,693,757
 
7.250%, 05/15/30
  11,000   17,488,054
 
6.625%, 11/15/30
  10,000   15,547,522
Tennessee Valley Authority        
7.125%, 05/01/30
  2,000   3,107,224
TOTAL AGENCY OBLIGATIONS
      127,334,934
BONDS — (86.2%)
3M Co.        
2.875%, 10/15/27
  14,000   15,932,410
 
3.375%, 03/01/29
  5,000   5,876,416
 
2.375%, 08/26/29
  11,000   12,146,442
AbbVie, Inc.        
4.250%, 11/14/28
  4,000   4,837,072
Activision Blizzard, Inc.        
3.400%, 06/15/27
  600   678,910
Affiliated Managers Group, Inc.        
3.300%, 06/15/30
  5,200   5,534,238
Agilent Technologies, Inc.        
2.750%, 09/15/29
  1,400   1,531,562
Ahold Finance USA LLC        
#
6.875%, 05/01/29
  388   546,983
Airbus SE        
Ω
3.150%, 04/10/27
  1,000   1,058,791
Alimentation Couche-Tard, Inc.        
Ω
3.550%, 07/26/27
  1,185   1,307,313
Allstate Corp. (The)        
5.350%, 06/01/33
  1,900   2,655,189
Altria Group, Inc.        
4.800%, 02/14/29
  4,000   4,820,289
 
3.400%, 05/06/30
  2,500   2,791,410
Ameren Corp.        
3.650%, 02/15/26
  1,890   2,144,999
      Face
Amount 		  Value†
      (000)    
 
American Express Credit Corp.        
3.300%, 05/03/27
  8,500   $9,835,382
American Honda Finance Corp.        
2.300%, 09/09/26
  1,500   1,613,773
American International Group, Inc.        
#
3.900%, 04/01/26
  5,000   5,746,412
Ameriprise Financial, Inc.        
#
2.875%, 09/15/26
  1,000   1,107,732
AmerisourceBergen Corp.        
3.450%, 12/15/27
  8,000   9,165,106
 
2.800%, 05/15/30
  4,800   5,214,007
Amgen, Inc.        
2.600%, 08/19/26
  5,176   5,681,588
 
2.300%, 02/25/31
  6,100   6,505,834
Amphenol Corp.        
2.800%, 02/15/30
  6,000   6,608,881
Analog Devices, Inc.        
3.900%, 12/15/25
  4,502   5,184,831
Anheuser-Busch InBev Worldwide, Inc.        
#
4.000%, 04/13/28
  3,000   3,511,387
#
4.900%, 01/23/31
  8,000   10,253,844
Anthem, Inc.        
3.650%, 12/01/27
  555   639,707
 
4.101%, 03/01/28
  5,000   5,967,285
#
2.250%, 05/15/30
  3,100   3,281,150
ANZ New Zealand International Ltd.        
#Ω
3.450%, 07/17/27
  11,000   12,498,252
Aon Corp.        
3.750%, 05/02/29
  10,800   12,665,550
 
2.800%, 05/15/30
  500   550,978
AP Moller - Maersk A.S.        
Ω
3.875%, 09/28/25
  1,914   2,072,900
Apple, Inc.        
3.200%, 05/11/27
  8,405   9,628,056
 
2.900%, 09/12/27
  551   622,889
 
3.000%, 11/13/27
  11,000   12,555,901
#
2.200%, 09/11/29
  5,000   5,457,382
Applied Materials, Inc.        
3.300%, 04/01/27
  1,111   1,286,659
Archer-Daniels-Midland Co.        
2.500%, 08/11/26
  3,963   4,341,520
Arrow Electronics, Inc.        
3.875%, 01/12/28
  5,330   5,814,521
AstraZeneca P.L.C.        
#
4.000%, 01/17/29
  3,000   3,675,476
AT&T, Inc.        
3.800%, 02/15/27
  2,000   2,286,127
 
2.750%, 06/01/31
  7,542   8,073,117
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Autodesk, Inc.        
3.500%, 06/15/27
  5,375   $6,151,864
Avnet, Inc.        
#
4.625%, 04/15/26
  5,850   6,544,888
AXIS Specialty Finance P.L.C.        
4.000%, 12/06/27
  4,780   5,192,833
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.        
3.337%, 12/15/27
  10,970   12,127,133
#
3.138%, 11/07/29
  2,000   2,169,571
Banco Santander SA        
3.800%, 02/23/28
  5,800   6,461,676
Bank of America Corp., Floating Rate Note, 3M USD LIBOR + 1.040%, FRN        
(r)
3.419%, 12/20/28
  2,918   3,298,995
Barclays P.L.C.        
4.375%, 01/12/26
  2,700   3,076,542
BAT Capital Corp.        
4.906%, 04/02/30
  6,000   7,242,647
BAT International Finance P.L.C.        
#
3.950%, 06/15/25
  1,500   1,681,784
Baxter International, Inc.        
2.600%, 08/15/26
  2,783   3,084,764
Bayer U.S. Finance II LLC        
Ω
5.500%, 08/15/25
  3,984   4,777,026
Ω
4.375%, 12/15/28
  7,000   8,285,810
Bemis Co., Inc.        
#
2.630%, 06/19/30
  375   398,071
Best Buy Co., Inc.        
#
4.450%, 10/01/28
  5,000   5,909,167
Biogen, Inc.        
2.250%, 05/01/30
  11,000   11,519,318
Black Hills Corp.        
4.350%, 05/01/33
  8,837   10,536,548
BlackRock, Inc.        
3.200%, 03/15/27
  10,045   11,506,799
 
3.250%, 04/30/29
  1,365   1,611,062
BMW US Capital LLC        
Ω
2.800%, 04/11/26
  5,500   5,953,197
#Ω
3.300%, 04/06/27
  4,000   4,425,914
BNP Paribas SA        
Ω
3.500%, 11/16/27
  8,631   9,609,489
Boeing Co. (The)        
6.125%, 02/15/33
  3,335   3,939,011
 
3.600%, 05/01/34
  3,000   2,898,835
 
3.250%, 02/01/35
  700   653,749
Booking Holdings, Inc.        
4.625%, 04/13/30
  2,400   2,922,972
BP Capital Markets America, Inc.        
#
3.017%, 01/16/27
  7,600   8,414,633
Broadcom, Inc.        
Ω
4.300%, 11/15/32
  5,000   5,735,898
      Face
Amount 		  Value†
      (000)    
 
Brookfield Finance, Inc.        
4.350%, 04/15/30
  2,000   $2,346,060
Bunge, Ltd. Finance Corp.        
3.750%, 09/25/27
  6,075   6,577,014
CA, Inc.        
4.700%, 03/15/27
  7,900   8,824,985
Camden Property Trust        
#
2.800%, 05/15/30
  2,000   2,222,865
Campbell Soup Co.        
4.150%, 03/15/28
  905   1,063,604
Canadian Natural Resources, Ltd.        
2.950%, 07/15/30
  5,980   6,134,912
Canadian Pacific Railway Co.        
3.700%, 02/01/26
  1,000   1,127,757
Capital One Financial Corp.        
3.750%, 03/09/27
  2,000   2,247,824
Cardinal Health, Inc.        
3.410%, 06/15/27
  10,000   11,373,859
Cargill, Inc.        
Ω
2.125%, 04/23/30
  3,470   3,674,829
Carrier Global Corp.        
Ω
2.700%, 02/15/31
  2,500   2,636,118
CenterPoint Energy Resources Corp.        
4.000%, 04/01/28
  3,000   3,466,701
CenterPoint Energy, Inc.        
#
2.950%, 03/01/30
  2,000   2,207,024
Charles Schwab Corp. (The)        
4.625%, 03/22/30
  5,000   6,403,435
Chevron Corp.        
2.236%, 05/11/30
  10,000   10,811,209
Cigna Corp.        
3.400%, 03/01/27
  3,500   3,959,164
 
4.375%, 10/15/28
  5,000   6,037,406
#
2.400%, 03/15/30
  2,000   2,128,391
Cincinnati Financial Corp.        
6.920%, 05/15/28
  900   1,208,823
Clorox Co. (The)        
3.900%, 05/15/28
  1,000   1,200,572
CME Group, Inc.        
3.750%, 06/15/28
  813   984,060
CNA Financial Corp.        
4.500%, 03/01/26
  6,830   8,005,236
CNO Financial Group, Inc.        
5.250%, 05/30/29
  2,750   3,138,623
Coca-Cola Co. (The)        
2.900%, 05/25/27
  8,000   8,886,607
Comcast Corp.        
4.250%, 10/15/30
  1,000   1,254,048
 
4.250%, 01/15/33
  4,000   5,088,527
 
7.050%, 03/15/33
  5,337   8,400,819
Commonwealth Bank of Australia        
Ω
2.850%, 05/18/26
  5,373   5,942,689
ConocoPhillips        
#
5.900%, 10/15/32
  8,000   11,161,553
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Credit Agricole SA        
3.875%, 04/15/24
  78   $86,569
CRH America Finance, Inc.        
Ω
3.950%, 04/04/28
  2,280   2,581,678
CSX Corp.        
2.400%, 02/15/30
  2,000   2,160,591
CVS Health Corp.        
3.250%, 08/15/29
  7,000   7,883,382
Daimler Finance North America LLC        
#
8.500%, 01/18/31
  9,188   14,199,366
Danske Bank A.S.        
Ω
4.375%, 06/12/28
  6,000   6,881,460
Deere & Co.        
5.375%, 10/16/29
  650   869,750
DENTSPLY SIRONA, Inc.        
3.250%, 06/01/30
  3,833   4,193,014
Diageo Capital P.L.C.        
2.375%, 10/24/29
  7,400   8,105,933
 
2.125%, 04/29/32
  4,600   4,924,162
Discovery Communications LLC        
#
3.625%, 05/15/30
  9,000   9,984,543
Dollar Tree, Inc.        
#
4.200%, 05/15/28
  5,234   6,227,381
Dow Chemical Co. (The)        
#
7.375%, 11/01/29
  1,000   1,469,856
DTE Energy Co.        
6.375%, 04/15/33
  10,407   14,480,963
DXC Technology Co.        
4.750%, 04/15/27
  8,000   8,976,285
E*TRADE Financial Corp.        
4.500%, 06/20/28
  2,500   2,941,843
Eaton Corp.        
4.000%, 11/02/32
  12,600   15,453,695
eBay, Inc.        
3.600%, 06/05/27
  2,000   2,278,156
Ecolab, Inc.        
#
2.700%, 11/01/26
  2,000   2,255,220
Electricite de France SA        
3.625%, 10/13/25
  5,797   6,549,691
#
3.625%, 10/13/25
  2,000   2,259,683
Electronic Arts, Inc.        
4.800%, 03/01/26
  1,100   1,322,534
Enbridge, Inc.        
3.700%, 07/15/27
  3,000   3,344,013
Enel Finance International NV        
Ω
3.500%, 04/06/28
  4,500   4,995,550
Ω
4.875%, 06/14/29
  7,000   8,601,735
Enterprise Products Operating LLC        
3.700%, 02/15/26
  5,800   6,598,074
 
6.875%, 03/01/33
  2,035   2,740,851
 
6.650%, 10/15/34
  1,500   2,036,427
EOG Resources, Inc.        
4.375%, 04/15/30
  5,000   6,085,347
      Face
Amount 		  Value†
      (000)    
 
Equinor ASA        
2.375%, 05/22/30
  2,000   $2,148,562
Estee Lauder Cos., Inc. (The)        
#
2.600%, 04/15/30
  2,400   2,673,836
Exelon Corp.        
3.400%, 04/15/26
  5,400   6,114,417
Expedia Group, Inc.        
3.250%, 02/15/30
  1,500   1,417,550
Exxon Mobil Corp.        
2.440%, 08/16/29
  7,000   7,669,202
Fairfax Financial Holdings Ltd.        
4.850%, 04/17/28
  400   443,563
FedEx Corp.        
#
3.100%, 08/05/29
  1,500   1,669,035
 
4.900%, 01/15/34
  7,988   10,431,337
 
3.900%, 02/01/35
  2,000   2,274,817
Fidelity National Financial, Inc.        
3.400%, 06/15/30
  3,900   4,237,894
Fifth Third Bancorp        
#
3.950%, 03/14/28
  2,943   3,503,591
FirstEnergy Corp.        
7.375%, 11/15/31
  2,000   2,872,843
Flex, Ltd.        
4.875%, 06/15/29
  2,000   2,306,169
FMR LLC        
Ω
4.950%, 02/01/33
  9,555   13,198,213
Fortune Brands Home & Security, Inc.        
3.250%, 09/15/29
  4,700   5,255,311
GATX Corp.        
3.250%, 09/15/26
  2,200   2,354,563
General Dynamics Corp.        
2.125%, 08/15/26
  4,225   4,574,429
General Electric Co.        
6.750%, 03/15/32
  9,273   11,681,737
General Mills, Inc.        
4.200%, 04/17/28
  3,000   3,613,142
General Motors Financial Co., Inc.        
5.250%, 03/01/26
  3,270   3,699,511
 
4.350%, 01/17/27
  959   1,038,232
Georgia Power Co.        
#
2.650%, 09/15/29
  5,000   5,401,184
Georgia-Pacific LLC        
7.750%, 11/15/29
  4,960   7,506,714
GlaxoSmithKline Capital, Inc.        
3.875%, 05/15/28
  2,800   3,376,522
 
5.375%, 04/15/34
  8,000   11,496,589
Global Payments, Inc.        
4.800%, 04/01/26
  5,970   7,100,201
 
4.450%, 06/01/28
  1,071   1,278,642
Goldman Sachs Group, Inc. (The)        
#
6.125%, 02/15/33
  10,000   14,433,294
Halliburton Co.        
2.920%, 03/01/30
  3,000   3,004,612
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Hasbro, Inc.        
3.500%, 09/15/27
  2,820   $2,967,163
HP, Inc.        
#
3.400%, 06/17/30
  11,000   11,847,249
HSBC Holdings P.L.C.        
4.300%, 03/08/26
  3,700   4,232,208
 
4.950%, 03/31/30
  3,556   4,352,136
ING Groep NV        
3.950%, 03/29/27
  6,550   7,632,421
Intel Corp.        
4.000%, 12/15/32
  2,000   2,546,689
International Business Machines Corp.        
3.300%, 01/27/27
  3,191   3,625,436
 
3.500%, 05/15/29
  1,000   1,177,911
 
1.950%, 05/15/30
  2,000   2,090,991
 
5.875%, 11/29/32
  66   97,034
International Paper Co.        
#
3.800%, 01/15/26
  578   661,231
Interstate Power and Light Co.        
#
2.300%, 06/01/30
  1,228   1,303,085
ITC Holdings Corp.        
Ω
2.950%, 05/14/30
  1,500   1,663,000
Jabil, Inc.        
#
3.600%, 01/15/30
  5,000   5,326,767
 
3.000%, 01/15/31
  6,567   6,661,219
Janus Capital Group, Inc.        
4.875%, 08/01/25
  2,000   2,250,249
Jefferies Group LLC / Jefferies Group Capital Finance, Inc.        
4.850%, 01/15/27
  3,000   3,419,784
Johnson & Johnson        
6.950%, 09/01/29
  1,000   1,483,109
#
4.950%, 05/15/33
  2,800   3,986,675
Juniper Networks, Inc.        
#
3.750%, 08/15/29
  7,000   8,046,499
Kellogg Co.        
#
3.250%, 04/01/26
  6,741   7,656,755
 
4.300%, 05/15/28
  3,000   3,601,024
 
7.450%, 04/01/31
  1,100   1,636,002
KeyCorp        
#
2.550%, 10/01/29
  9,783   10,525,995
Kraft Heinz Foods Co.        
3.950%, 07/15/25
  2,500   2,747,654
Kroger Co. (The)        
7.500%, 04/01/31
  7,725   11,296,912
Laboratory Corp. of America Holdings        
3.600%, 09/01/27
  3,100   3,548,352
Lam Research Corp.        
4.000%, 03/15/29
  2,000   2,432,443
Lazard Group LLC        
#
4.500%, 09/19/28
  7,000   8,129,798
Lear Corp.        
3.800%, 09/15/27
  639   670,906
 
3.500%, 05/30/30
  3,995   4,061,909
      Face
Amount 		  Value†
      (000)    
 
Legg Mason, Inc.        
4.750%, 03/15/26
  3,205   $3,715,588
Leggett & Platt, Inc.        
4.400%, 03/15/29
  11,000   12,080,200
Liberty Mutual Group, Inc.        
Ω
4.569%, 02/01/29
  5,000   6,087,802
Lincoln National Corp.        
#
3.050%, 01/15/30
  11,500   12,631,571
#
3.400%, 01/15/31
  60   67,716
Lloyds Banking Group P.L.C.        
3.750%, 01/11/27
  5,000   5,657,816
 
4.375%, 03/22/28
  4,000   4,754,211
Loews Corp.        
3.750%, 04/01/26
  5,500   6,313,738
 
6.000%, 02/01/35
  1,900   2,706,267
LYB International Finance II BV        
3.500%, 03/02/27
  2,000   2,243,526
Macquarie Bank, Ltd.        
#Ω
3.900%, 01/15/26
  5,000   5,663,373
Markel Corp.        
3.350%, 09/17/29
  8,000   8,782,222
Mars, Inc.        
Ω
3.600%, 04/01/34
  13,159   16,272,995
Marsh & McLennan Cos. Inc.        
#
4.375%, 03/15/29
  2,262   2,799,863
Marsh & McLennan Cos., Inc.        
#
2.250%, 11/15/30
  3,300   3,532,617
 
5.875%, 08/01/33
  2,500   3,679,044
Maxim Integrated Products, Inc.        
3.450%, 06/15/27
  2,950   3,259,421
McKesson Corp.        
3.950%, 02/16/28
  1,000   1,172,972
 
4.750%, 05/30/29
  3,100   3,828,959
Merck Sharp & Dohme Corp.        
6.400%, 03/01/28
  1,591   2,090,448
MetLife, Inc.        
6.500%, 12/15/32
  300   459,504
 
5.700%, 06/15/35
  3,000   4,507,283
Micron Technology, Inc.        
4.663%, 02/15/30
  4,334   5,211,520
Mitsubishi UFJ Financial Group, Inc.        
#
3.850%, 03/01/26
  697   802,731
 
3.677%, 02/22/27
  2,000   2,272,145
 
3.195%, 07/18/29
  1,002   1,121,484
Mizuho Financial Group, Inc.        
2.839%, 09/13/26
  10,000   10,830,428
Molson Coors Beverage Co.        
3.000%, 07/15/26
  2,000   2,112,517
Morgan Stanley        
3.625%, 01/20/27
  6,400   7,356,707
 
7.250%, 04/01/32
  4,000   6,164,288
Mosaic Co. (The)        
#
4.050%, 11/15/27
  4,000   4,317,831
Motorola Solutions, Inc.        
4.600%, 05/23/29
  10,500   12,311,555
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
MPLX L.P.        
4.125%, 03/01/27
  6,700   $7,319,683
Mylan NV        
3.950%, 06/15/26
  5,000   5,713,389
National Australia Bank, Ltd.        
Ω
3.500%, 01/10/27
  7,790   8,941,110
Nationwide Building Society        
Ω
3.900%, 07/21/25
  7,000   7,957,125
Natwest Group P.L.C.        
4.800%, 04/05/26
  1,000   1,177,430
NetApp, Inc.        
2.700%, 06/22/30
  10,000   10,627,384
NextEra Energy Capital Holdings, Inc.        
#
3.550%, 05/01/27
  2,000   2,320,335
 
2.750%, 11/01/29
  2,000   2,233,347
Nomura Holdings, Inc.        
3.103%, 01/16/30
  7,625   8,237,974
 
2.679%, 07/16/30
  2,000   2,070,757
Norfolk Southern Corp.        
5.640%, 05/17/29
  2,048   2,658,960
Northern Trust Corp.        
1.950%, 05/01/30
  9,100   9,668,909
Novartis Capital Corp.        
#
3.100%, 05/17/27
  5,678   6,465,469
Nucor Corp.        
#
3.950%, 05/01/28
  6,000   7,046,060
#
2.700%, 06/01/30
  4,300   4,659,811
Nutrien, Ltd.        
#
2.950%, 05/13/30
  2,000   2,198,632
Omnicom Group, Inc.        
4.200%, 06/01/30
  3,270   3,887,972
ONEOK, Inc.        
4.000%, 07/13/27
  1,315   1,352,980
Oracle Corp.        
#
3.250%, 11/15/27
  8,500   9,728,455
#
3.250%, 05/15/30
  7,966   9,343,138
O'Reilly Automotive, Inc.        
#
3.600%, 09/01/27
  3,900   4,508,067
Owens Corning        
3.875%, 06/01/30
  6,300   6,915,186
Parker-Hannifin Corp.        
3.250%, 06/14/29
  2,850   3,242,625
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.400%, 11/15/26
  4,000   4,367,492
PerkinElmer, Inc.        
3.300%, 09/15/29
  2,700   3,044,669
Perrigo Finance Unlimited Co.        
3.150%, 06/15/30
  8,667   9,237,147
Pfizer, Inc.        
3.450%, 03/15/29
  5,000   5,979,430
Philip Morris International, Inc.        
3.375%, 08/15/29
  7,000   8,121,814
 
2.100%, 05/01/30
  5,000   5,294,727
      Face
Amount 		  Value†
      (000)    
 
Phillips 66        
2.150%, 12/15/30
  3,000   $2,973,355
Phillips 66 Partners L.P.        
3.550%, 10/01/26
  4,550   4,931,284
 
3.150%, 12/15/29
  5,500   5,606,218
PNC Financial Services Group, Inc. (The)        
3.450%, 04/23/29
  1,000   1,179,665
PPG Industries, Inc.        
#
3.750%, 03/15/28
  2,000   2,402,143
#
2.800%, 08/15/29
  5,500   6,029,233
 
2.550%, 06/15/30
  4,000   4,312,472
Principal Financial Group, Inc.        
3.100%, 11/15/26
  300   329,559
Procter & Gamble Co. (The)        
#
2.850%, 08/11/27
  7,000   7,989,263
Progressive Corp. (The)        
6.250%, 12/01/32
  900   1,357,779
Province of British Columbia Canada        
#
6.500%, 01/15/26
  1,363   1,772,942
Prudential Financial, Inc.        
3.878%, 03/27/28
  4,900   5,831,692
#
5.750%, 07/15/33
  4,625   6,448,525
Prudential P.L.C.        
3.125%, 04/14/30
  3,000   3,334,688
QUALCOMM, Inc.        
2.150%, 05/20/30
  14,000   14,968,528
Quest Diagnostics, Inc.        
#
2.800%, 06/30/31
  5,600   6,140,632
Raytheon Technologies Corp.        
7.500%, 09/15/29
  5,114   7,560,589
Reinsurance Group of America, Inc.        
3.950%, 09/15/26
  7,358   8,227,499
 
3.150%, 06/15/30
  1,600   1,731,953
RELX Capital, Inc.        
3.000%, 05/22/30
  900   1,000,378
Rio Tinto Finance USA, Ltd.        
#
7.125%, 07/15/28
  2,120   3,052,696
Rolls-Royce P.L.C.        
#Ω
3.625%, 10/14/25
  3,733   3,859,437
Ross Stores, Inc.        
4.800%, 04/15/30
  2,300   2,792,232
salesforce.com, Inc.        
3.700%, 04/11/28
  2,000   2,376,994
Santander Holdings USA, Inc.        
4.500%, 07/17/25
  4,500   4,966,276
 
4.400%, 07/13/27
  2,000   2,231,732
Shell International Finance B.V.        
2.375%, 11/07/29
  10,000   10,804,456
Shell International Finance BV        
2.875%, 05/10/26
  9,051   10,066,175
 
2.500%, 09/12/26
  6,200   6,754,547
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
Sherwin-Williams Co. (The)        
3.950%, 01/15/26
  2,200   $2,522,740
 
2.950%, 08/15/29
  1,230   1,374,245
Siemens Financieringsmaatschappij NV        
Ω
6.125%, 08/17/26
  2,080   2,727,052
Southern Power Co.        
4.150%, 12/01/25
  2,000   2,333,014
Southwest Airlines Co.        
3.000%, 11/15/26
  1,700   1,654,541
Southwest Gas Corp.        
2.200%, 06/15/30
  2,700   2,904,933
Standard Chartered P.L.C.        
Ω
4.050%, 04/12/26
  1,962   2,163,238
Statoil ASA        
Ω
6.500%, 12/01/28
  5,000   6,747,243
Steel Dynamics, Inc.        
3.250%, 01/15/31
  8,025   8,777,140
Steelcase Inc.        
5.125%, 01/18/29
  400   431,841
Sumitomo Mitsui Financial Group, Inc.        
3.784%, 03/09/26
  4,000   4,571,261
 
3.544%, 01/17/28
  6,000   6,798,307
 
3.040%, 07/16/29
  3,000   3,322,576
Suncor Energy, Inc.        
5.950%, 12/01/34
  8,000   9,830,923
Sysco Corp.        
3.300%, 07/15/26
  12,345   13,401,442
TD Ameritrade Holding Corp.        
#
2.750%, 10/01/29
  3,000   3,370,678
Telefonica Europe BV        
8.250%, 09/15/30
  9,275   14,419,722
Thomson Reuters Corp.        
3.850%, 09/29/24
  112   122,629
TJX Cos., Inc. (The)        
2.250%, 09/15/26
  1,975   2,117,254
#
3.875%, 04/15/30
  2,000   2,411,274
Total Capital International SA        
#
2.829%, 01/10/30
  9,400   10,569,619
Total Capital S.A.        
#
3.883%, 10/11/28
  4,928   5,867,511
Toyota Motor Credit Corp.        
3.200%, 01/11/27
  13,213   14,996,471
 
3.050%, 01/11/28
  14,430   16,462,110
TransCanada PipeLines, Ltd.        
4.625%, 03/01/34
  10,545   12,756,116
Travelers Property Casualty Corp.        
6.375%, 03/15/33
  3,133   4,748,252
UBS Group AG        
Ω
4.125%, 09/24/25
  4,000   4,593,217
Union Pacific Corp.        
3.950%, 09/10/28
  4,930   5,930,822
UnitedHealth Group, Inc.        
#
3.875%, 12/15/28
  3,000   3,621,231
 
4.625%, 07/15/35
  5,000   6,812,764
      Face
Amount 		  Value†
      (000)    
 
Unum Group        
3.875%, 11/05/25
  9,000   $9,660,255
 
4.000%, 06/15/29
  3,775   4,088,191
Valero Energy Corp.        
7.500%, 04/15/32
  5,400   7,765,830
Ventas Realty L.P.        
3.000%, 01/15/30
  3,800   3,875,068
Verizon Communications, Inc.        
4.016%, 12/03/29
  4,307   5,264,817
 
4.500%, 08/10/33
  4,500   5,891,817
ViacomCBS, Inc.        
4.000%, 01/15/26
  1,000   1,124,909
 
2.900%, 01/15/27
  6,600   7,110,708
#
4.200%, 05/19/32
  4,800   5,511,388
Vodafone Group P.L.C.        
7.875%, 02/15/30
  8,125   11,956,901
Walgreens Boots Alliance, Inc.        
3.450%, 06/01/26
  3,000   3,309,827
 
3.200%, 04/15/30
  4,604   4,895,581
Walmart, Inc.        
#
2.375%, 09/24/29
  16,000   17,860,570
 
7.550%, 02/15/30
  3,000   4,709,106
Walt Disney Co. (The)        
2.650%, 01/13/31
  5,035   5,473,021
 
6.200%, 12/15/34
  4,500   6,679,423
Wells Fargo & Co.        
3.000%, 04/22/26
  5,700   6,245,993
 
4.150%, 01/24/29
  8,000   9,501,084
Welltower Inc.        
2.750%, 01/15/31
  6,400   6,527,903
Welltower, Inc.        
3.100%, 01/15/30
  2,000   2,105,069
Westlake Chemical Corp.        
3.375%, 06/15/30
  3,000   3,176,435
Westpac Banking Corp.        
#
2.700%, 08/19/26
  7,595   8,346,351
 
3.350%, 03/08/27
  7,000   8,095,318
WestRock MWV LLC        
8.200%, 01/15/30
  3,885   5,579,610
 
7.950%, 02/15/31
  3,112   4,491,558
Whirlpool Corp.        
4.750%, 02/26/29
  2,000   2,473,911
Williams Cos., Inc. (The)        
4.000%, 09/15/25
  1,000   1,117,787
 
3.750%, 06/15/27
  2,771   3,037,468
#
8.750%, 03/15/32
  5,000   7,262,702
WRKCo, Inc.        
4.200%, 06/01/32
  2,000   2,411,316
Yara International ASA        
Ω
3.148%, 06/04/30
  7,454   8,049,504
Zoetis, Inc.        
3.000%, 09/12/27
  1,500   1,686,365
TOTAL BONDS
      1,791,102,564
U.S. TREASURY OBLIGATIONS — (3.5%)
U.S. Treasury Notes        
1.500%, 02/15/30
  25,000   27,283,203
 
DFA Intermediate-Term Extended Quality Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
 
 
0.625%, 05/15/30
  45,000   $45,363,867
TOTAL U.S. TREASURY OBLIGATIONS
      72,647,070
TOTAL INVESTMENT SECURITIES

(Cost $1,804,460,643)
      1,991,084,568
    
      Shares   Value†
SECURITIES LENDING COLLATERAL — (4.2%)
@§
The DFA Short Term Investment Fund
  7,484,433   $86,602,380
TOTAL INVESTMENTS — (100.0%)    
(Cost $1,891,055,201)^^
      $2,077,686,948
 
Summary of the Portfolio's investments as of July 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
—   $127,334,934   —   $127,334,934
Bonds
—   1,791,102,564   —   1,791,102,564
U.S. Treasury Obligations
—   72,647,070   —   72,647,070
Securities Lending Collateral
—   86,602,380   —   86,602,380
TOTAL
—   $2,077,686,948   —   $2,077,686,948
DFA Targeted Credit Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
BONDS — (95.0%)
AUSTRALIA — (2.5%)
Australia & New Zealand Banking Group, Ltd.        
2.550%, 11/23/21
  886   $912,613
 
0.625%, 02/21/23
EUR 2,000   2,402,233
BHP Billiton Finance USA, Ltd.        
2.875%, 02/24/22
  704   730,050
BHP Billiton Finance, Ltd.        
0.750%, 10/28/22
EUR 2,554   3,051,447
Commonwealth Bank of Australia Floating Rate Note        
(r)
1.143%, 09/06/21
  594   598,231
Commonwealth Bank of Australia        
Ω
2.750%, 03/10/22
  991   1,028,651
FMG Resources August 2006 Pty, Ltd.        
#
4.750%, 05/15/22
  1,300   1,360,879
#Ω
5.125%, 05/15/24
  1,500   1,601,250
National Australia Bank, Ltd.        
2.800%, 01/10/22
  1,000   1,035,036
 
2.500%, 05/22/22
  4,500   4,671,670
Westpac Banking Corp.        
2.500%, 06/28/22
  1,000   1,041,200
 
0.750%, 10/17/23
EUR 1,374   1,663,324
TOTAL AUSTRALIA
      20,096,584
BELGIUM — (0.9%)
Anheuser-Busch InBev SA        
0.875%, 03/17/22
EUR 3,272   3,913,222
 
0.800%, 04/20/23
EUR 1,000   1,205,325
 
2.875%, 09/25/24
EUR 1,500   1,971,445
TOTAL BELGIUM
      7,089,992
CANADA — (5.3%)
Alimentation Couche-Tard, Inc.        
Ω
2.700%, 07/26/22
  2,000   2,063,047
Bank of Montreal        
1.900%, 08/27/21
  500   508,630
Bank of Nova Scotia (The)        
2.700%, 03/07/22
  950   986,177
 
0.375%, 04/06/22
EUR 1,000   1,185,867
Canadian Imperial Bank of Commerce        
2.300%, 07/11/22
CAD 3,000   2,310,926
Canadian National Railway Co.        
#
2.850%, 12/15/21
  565   580,044
      Face
Amount^ 		  Value†
      (000)    
CANADA — (Continued)
Canadian Natural Resources Ltd.        
2.890%, 08/14/20
CAD 2,000   $1,494,181
Canadian Natural Resources, Ltd.        
3.450%, 11/15/21
  2,800   2,873,756
 
2.950%, 01/15/23
  1,000   1,040,943
 
3.900%, 02/01/25
  200   218,297
CPPIB Capital, Inc.        
#
2.375%, 01/29/21
  6,000   6,063,276
Enbridge, Inc.        
2.900%, 07/15/22
  2,167   2,254,916
 
3.190%, 12/05/22
CAD 1,000   781,440
 
2.500%, 01/15/25
  2,200   2,318,953
Kinross Gold Corp.        
5.125%, 09/01/21
  2,250   2,329,674
National Bank of Canada Floating Rate Note        
(r)Ω
0.706%, 03/21/21
  2,000   2,001,923
Nutrien, Ltd.        
3.625%, 03/15/24
  1,250   1,367,500
Penske Truck Leasing Canada, Inc.        
2.850%, 12/07/22
CAD 1,000   761,051
Rogers Communications, Inc.        
4.000%, 06/06/22
CAD 2,500   1,971,985
Spectra Energy Partners L.P.        
4.750%, 03/15/24
  500   561,773
Toronto-Dominion Bank (The) Floating Rate Note        
(r)
0.559%, 09/17/20
  2,000   2,000,791
(r)
1.276%, 04/07/21
  2,500   2,516,162
 
2.125%, 04/07/21
  1,000   1,012,689
 
3.250%, 06/11/21
  1,000   1,025,471
 
1.800%, 07/13/21
  1,000   1,014,540
TransCanada PipeLines, Ltd.        
2.500%, 08/01/22
  600   621,465
Videotron, Ltd.        
5.000%, 07/15/22
  1,980   2,074,050
TOTAL CANADA
      43,939,527
DENMARK — (0.7%)
Danske Bank A.S.        
Ω
2.750%, 09/17/20
  1,500   1,504,153
Ω
2.800%, 03/10/21
  700   709,849
 
0.875%, 05/22/23
EUR 1,000   1,185,348
Danske Bank A/S        
Ω
5.375%, 01/12/24
  2,000   2,260,233
TOTAL DENMARK
      5,659,583
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
FINLAND — (0.8%)
Nokia Oyj        
3.375%, 06/12/22
  2,228   $2,300,410
Nordea Bank AB        
1.000%, 02/22/23
EUR 1,803   2,186,814
Nordea Bank Abp        
0.875%, 06/26/23
EUR 2,000   2,409,409
TOTAL FINLAND
      6,896,633
FRANCE — (2.9%)
Airbus Finance BV        
Ω
2.700%, 04/17/23
  500   520,369
BNP Paribas SA        
5.000%, 01/15/21
  531   542,058
 
0.500%, 06/01/22
EUR 2,800   3,337,362
 
1.000%, 06/27/24
EUR 1,000   1,207,329
BPCE SA        
2.750%, 12/02/21
  1,000   1,028,831
 
1.125%, 12/14/22
EUR 1,200   1,451,141
 
0.625%, 09/26/24
EUR 2,000   2,376,459
Credit Agricole SA        
0.750%, 12/01/22
EUR 2,300   2,770,029
Danone SA        
Ω
2.077%, 11/02/21
  2,770   2,817,652
Orange SA        
4.125%, 09/14/21
  900   936,840
Pernod Ricard SA        
Ω
5.750%, 04/07/21
  1,099   1,138,549
Societe Generale SA        
Ω
2.625%, 09/16/20
  500   501,369
Ω
2.500%, 04/08/21
  1,000   1,014,712
 
4.250%, 07/13/22
EUR 1,500   1,909,952
 
0.500%, 01/13/23
EUR 1,500   1,767,060
Ω
2.625%, 10/16/24
  800   832,713
TOTAL FRANCE
      24,152,425
GERMANY — (5.5%)
Bayer Capital Corp BV        
0.625%, 12/15/22
EUR 2,500   2,983,425
Bayer Capital Corp. BV        
1.250%, 11/13/23
EUR 1,260   1,539,496
Bayer U.S. Finance LLC        
Ω
3.375%, 10/08/24
  1,000   1,094,662
BMW Finance NV        
0.125%, 01/12/21
EUR 90   106,140
 
1.250%, 09/05/22
EUR 600   726,564
 
0.500%, 11/22/22
EUR 1,400   1,671,229
 
0.375%, 07/10/23
EUR 3,000   3,573,452
BMW US Capital LLC        
0.625%, 04/20/22
EUR 750   894,533
Daimler Canada Finance, Inc.        
2.230%, 12/16/21
CAD 2,000   1,511,157
Daimler Finance North America LLC Floating Rate Note        
(r)
1.211%, 11/05/21
  1,000   997,755
      Face
Amount^ 		  Value†
      (000)    
GERMANY — (Continued)
Daimler Finance North America LLC        
Ω
2.850%, 01/06/22
  2,500   $2,566,152
Daimler International Finance BV        
0.625%, 02/27/23
EUR 500   595,180
Deutsche Bank AG        
3.125%, 01/13/21
  500   503,937
 
1.500%, 01/20/22
EUR 1,700   2,018,656
Deutsche Telekom International Finance BV        
4.250%, 07/13/22
EUR 800   1,019,930
E.ON SE        
0.000%, 10/24/22
EUR 1,981   2,334,790
EMD Finance LLC        
Ω
2.950%, 03/19/22
  3,288   3,393,358
NRW Bank Floating Rate Note        
(r)
0.488%, 02/08/21
  5,000   4,999,550
Siemens Financieringsmaatschappij NV        
2.900%, 05/27/22
  1,500   1,569,129
 
0.375%, 09/06/23
EUR 1,966   2,351,934
T-Mobile USA, Inc.        
4.000%, 04/15/22
  1,239   1,296,787
Volkswagen Bank GMBH        
1.250%, 06/10/24
EUR 500   599,616
Volkswagen International Finance NV        
0.875%, 01/16/23
EUR 1,000   1,191,641
Volkswagen Leasing GmbH        
2.125%, 04/04/22
EUR 900   1,090,520
 
2.375%, 09/06/22
EUR 1,800   2,207,732
ZF North America Capital, Inc.        
#Ω
4.500%, 04/29/22
  2,299   2,402,455
TOTAL GERMANY
      45,239,780
IRELAND — (0.1%)
Perrigo Finance Unlimited Co.        
3.900%, 12/15/24
  1,000   1,082,474
ITALY — (2.1%)
Enel Finance International NV        
#Ω
2.875%, 05/25/22
  4,250   4,391,046
 
5.000%, 09/14/22
EUR 622   811,478
Intesa Sanpaolo SpA        
0.875%, 06/27/22
EUR 500   592,783
Ω
3.125%, 07/14/22
  2,200   2,258,238
 
1.000%, 07/04/24
EUR 2,000   2,372,911
#Ω
3.250%, 09/23/24
  800   840,909
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
ITALY — (Continued)
Italy Buoni Poliennali Del Tesoro        
1.200%, 04/01/22
EUR 2,820   $3,390,250
 
0.950%, 03/01/23
EUR 400   481,970
Republic of Italy Government International Bond        
6.875%, 09/27/23
  750   870,604
 
2.375%, 10/17/24
  1,161   1,184,256
TOTAL ITALY
      17,194,445
JAPAN — (4.0%)
American Honda Finance Corp.        
0.550%, 03/17/23
EUR 1,500   1,789,864
Daiwa Securities Group, Inc.        
Ω
3.129%, 04/19/22
  1,500   1,553,322
Honda Canada Finance, Inc.        
2.268%, 07/15/22
CAD 5,500   4,209,967
Mitsubishi UFJ Financial Group, Inc.        
2.950%, 03/01/21
  581   589,496
 
0.980%, 10/09/23
EUR 1,500   1,815,477
 
0.339%, 07/19/24
EUR 1,000   1,181,843
Mizuho Financial Group, Inc.        
Ω
2.632%, 04/12/21
  800   812,597
MUFG Bank, Ltd.        
0.875%, 03/11/22
EUR 2,068   2,474,764
Nissan Motor Acceptance Corp. Floating Rate Note        
(r)
0.696%, 09/28/20
  1,500   1,496,602
Ω
2.550%, 03/08/21
  1,100   1,100,168
Ω
2.650%, 07/13/22
  1,000   995,836
Nomura Holdings, Inc.        
2.648%, 01/16/25
  5,500   5,778,847
Shire Acquisitions Investments Ireland DAC        
2.400%, 09/23/21
  3,684   3,757,537
Sumitomo Mitsui Banking Corp.        
1.000%, 01/19/22
EUR 1,000   1,195,863
Sumitomo Mitsui Financial Group, Inc. Floating Rate Note        
(r)
1.412%, 10/19/21
  765   774,026
Sumitomo Mitsui Financial Group, Inc.        
0.819%, 07/23/23
EUR 450   541,748
Takeda Pharmaceutical Co., Ltd.        
1.125%, 11/21/22
EUR 1,300   1,564,713
Toyota Motor Credit Corp.        
2.600%, 01/11/22
  776   801,049
TOTAL JAPAN
      32,433,719
      Face
Amount^ 		  Value†
      (000)    
JERSEY, CHANNEL ISLANDS — (0.3%)
Glencore Finance Europe, Ltd.        
0.625%, 09/11/24
EUR 1,975   $2,296,036
LUXEMBOURG — (0.4%)
ArcelorMittal SA        
0.950%, 01/17/23
EUR 3,000   3,441,088
NETHERLANDS — (2.3%)
ABN AMRO Bank NV        
0.500%, 07/17/23
EUR 500   599,468
Cooperatieve Rabobank UA        
0.750%, 08/29/23
EUR 300   360,189
Heineken NV        
Ω
3.400%, 04/01/22
  1,011   1,055,962
ING Bank NV        
4.500%, 02/21/22
EUR 1,000   1,262,348
ING Groep NV        
0.750%, 03/09/22
EUR 1,600   1,906,011
Koninklijke Philips NV        
0.500%, 09/06/23
EUR 1,000   1,196,261
LeasePlan Corp. NV        
1.000%, 05/02/23
EUR 2,000   2,386,845
Ω
2.875%, 10/24/24
  3,000   3,108,393
Schlumberger Finance BV        
0.000%, 10/15/24
EUR 3,375   3,937,505
Sensata Technologies B.V.        
Ω
5.625%, 11/01/24
  2,000   2,180,000
Shell International Finance BV        
1.875%, 05/10/21
  816   826,290
TOTAL NETHERLANDS
      18,819,272
NEW ZEALAND — (0.4%)
Westpac Securities NZ, Ltd.        
0.300%, 06/25/24
EUR 3,000   3,570,532
NORWAY — (0.3%)
DNB Bank ASA        
4.375%, 02/24/21
EUR 429   518,397
 
0.600%, 09/25/23
EUR 1,500   1,806,434
TOTAL NORWAY
      2,324,831
SPAIN — (1.5%)
Banco Santander SA        
3.848%, 04/12/23
  3,000   3,217,852
Iberdrola International BV        
1.750%, 09/17/23
EUR 500   621,127
Santander Holdings USA, Inc.        
3.700%, 03/28/22
  1,000   1,038,667
 
3.400%, 01/18/23
  1,000   1,047,009
Santander UK Group Holdings P.L.C.        
2.875%, 08/05/21
  1,000   1,023,622
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
SPAIN — (Continued)
Telefonica Emisiones SA        
5.462%, 02/16/21
  1,185   $1,216,525
 
3.961%, 03/26/21
EUR 800   966,721
 
3.987%, 01/23/23
EUR 300   388,878
 
1.069%, 02/05/24
EUR 2,000   2,436,827
Telefonica Emisiones SAU        
2.242%, 05/27/22
EUR 400   491,361
TOTAL SPAIN
      12,448,589
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.3%)
EUROFIMA Floating Rate Note        
(r)
0.482%, 11/15/21
  2,000   1,999,940
SWEDEN — (0.8%)
Svenska Handelsbanken AB        
0.500%, 03/21/23
EUR 900   1,078,284
Swedbank AB        
0.250%, 11/07/22
EUR 3,000   3,555,557
Telefonaktiebolaget LM Ericsson        
4.125%, 05/15/22
  1,806   1,911,796
TOTAL SWEDEN
      6,545,637
SWITZERLAND — (1.4%)
ABB Finance BV Floating Rate Note        
(r)
0.000%, 10/12/20
EUR 3,000   3,534,955
ABB Finance BV        
0.625%, 05/03/23
EUR 2,500   3,002,749
Credit Suisse AG        
3.000%, 10/29/21
  1,457   1,504,005
Credit Suisse Group Funding Guernsey, Ltd.        
1.250%, 04/14/22
EUR 2,100   2,523,551
UBS AG        
0.625%, 01/23/23
EUR 1,000   1,198,188
TOTAL SWITZERLAND
      11,763,448
UNITED KINGDOM — (7.2%)
Barclays P.L.C.        
1.500%, 04/01/22
EUR 1,100   1,320,650
 
3.125%, 01/17/24
GBP 2,000   2,760,419
 
3.650%, 03/16/25
  1,150   1,261,872
BAT International Finance P.L.C.        
3.625%, 11/09/21
EUR 700   858,942
 
1.000%, 05/23/22
EUR 1,333   1,588,686
Ω
3.250%, 06/07/22
  1,000   1,045,664
 
2.375%, 01/19/23
EUR 500   620,164
BP Capital Markets P.L.C.        
1.373%, 03/03/22
EUR 3,146   3,789,799
British Telecommunications P.L.C.        
0.500%, 06/23/22
EUR 3,100   3,682,167
      Face
Amount^ 		  Value†
      (000)    
UNITED KINGDOM — (Continued)
 
0.875%, 09/26/23
EUR 1,500   $1,803,014
CNH Industrial Capital LLC        
3.875%, 10/15/21
  1,000   1,030,874
 
4.375%, 04/05/22
  250   262,585
Coca-Cola European Partners P.L.C.        
0.750%, 02/24/22
EUR 1,846   2,199,417
 
2.625%, 11/06/23
EUR 1,200   1,530,593
Diageo Finance P.L.C.        
0.125%, 10/12/23
EUR 1,000   1,187,421
GlaxoSmithKline Capital P.L.C.        
0.000%, 09/23/23
EUR 1,111   1,311,585
HSBC Bank Canada        
2.449%, 01/29/21
CAD 2,000   1,507,111
HSBC Holdings P.L.C. Floating Rate Note        
(r)
2.020%, 05/25/21
  1,900   1,922,101
HSBC Holdings P.L.C.        
4.000%, 03/30/22
  700   739,847
Lloyds Banking Group P.L.C.        
3.100%, 07/06/21
  1,000   1,025,001
 
3.000%, 01/11/22
  4,000   4,140,040
National Grid North America, Inc.        
0.750%, 08/08/23
EUR 4,100   4,924,692
Nationwide Building Society        
0.625%, 04/19/23
EUR 3,600   4,318,192
Natwest Markets P.L.C.        
Ω
3.625%, 09/29/22
  200   211,286
 
1.125%, 06/14/23
EUR 1,500   1,798,024
NatWest Markets P.L.C.        
1.000%, 05/28/24
EUR 2,500   2,982,807
PPL WEM Ltd / Western Power Distribution P.L.C.        
Ω
5.375%, 05/01/21
  500   510,567
Rolls-Royce P.L.C.        
0.875%, 05/09/24
EUR 4,500   4,753,017
TechnipFMC P.L.C.        
3.450%, 10/01/22
  1,000   1,022,844
Vodafone Group P.L.C.        
1.250%, 08/25/21
EUR 1,000   1,194,407
 
1.750%, 08/25/23
EUR 1,750   2,170,870
TOTAL UNITED KINGDOM
      59,474,658
UNITED STATES — (55.3%)
Abbott Ireland Financing DAC        
0.875%, 09/27/23
EUR 4,500   5,450,493
AbbVie, Inc.        
Ω
3.450%, 03/15/22
  3,000   3,120,160
Ω
3.250%, 10/01/22
  1,000   1,048,382
 
2.900%, 11/06/22
  2,500   2,629,782
Ω
1.500%, 11/15/23
EUR 1,100   1,348,260
Activision Blizzard, Inc.        
2.600%, 06/15/22
  600   622,582
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Aetna, Inc.        
2.750%, 11/15/22
  221   $230,520
Albemarle Corp.        
1.875%, 12/08/21
EUR 3,785   4,503,343
Ally Financial, Inc.        
#
5.125%, 09/30/24
  3,000   3,370,285
Altria Group, Inc.        
1.000%, 02/15/23
EUR 2,000   2,399,071
Ameren Corp.        
2.700%, 11/15/20
  1,525   1,532,464
American Express Co.        
2.500%, 08/01/22
  3,000   3,112,738
American Express Credit Corp.        
0.625%, 11/22/21
EUR 1,445   1,715,443
American International Group, Inc.        
1.500%, 06/08/23
EUR 1,400   1,700,155
 
4.125%, 02/15/24
  3,300   3,687,027
Amgen, Inc.        
1.250%, 02/25/22
EUR 4,160   4,982,011
Anthem, Inc.        
4.350%, 08/15/20
  200   200,250
 
3.125%, 05/15/22
  3,000   3,139,962
Apache Corp.        
3.250%, 04/15/22
  549   551,992
Ares Capital Corp.        
4.200%, 06/10/24
  3,000   3,080,303
Arrow Electronics, Inc.        
3.500%, 04/01/22
  700   720,986
#
3.250%, 09/08/24
  1,400   1,494,931
AT&T, Inc.        
1.450%, 06/01/22
EUR 400   481,780
 
1.050%, 09/05/23
EUR 500   602,852
 
1.950%, 09/15/23
EUR 1,500   1,859,937
 
2.400%, 03/15/24
EUR 1,000   1,260,266
AutoZone, Inc.        
2.500%, 04/15/21
  1,695   1,716,097
Avient Corp.        
5.250%, 03/15/23
  1,400   1,538,572
Avnet, Inc.        
4.875%, 12/01/22
  3,000   3,211,127
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.        
2.773%, 12/15/22
  1,000   1,046,332
Bank of America Corp.        
3.228%, 06/22/22
CAD 2,000   1,553,951
 
1.625%, 09/14/22
EUR 1,050   1,278,394
 
3.300%, 01/11/23
  2,000   2,135,714
 
0.750%, 07/26/23
EUR 1,500   1,797,116
Baxter International, Inc.        
0.400%, 05/15/24
EUR 2,000   2,386,617
Becton Dickinson and Co.        
3.125%, 11/08/21
  1,600   1,651,273
Bemis Co., Inc.        
4.500%, 10/15/21
  500   512,571
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Best Buy Co., Inc.        
5.500%, 03/15/21
  2,000   $2,035,488
Biogen, Inc.        
3.625%, 09/15/22
  1,500   1,599,297
Boardwalk Pipelines L.P.        
4.950%, 12/15/24
  3,937   4,276,997
Boeing Co. (The)        
2.200%, 10/30/22
  3,500   3,523,981
Booking Holdings, Inc.        
0.800%, 03/10/22
EUR 2,900   3,444,069
 
2.150%, 11/25/22
EUR 2,910   3,547,379
Boston Scientific Corp.        
3.375%, 05/15/22
  2,500   2,618,266
 
3.850%, 05/15/25
  318   361,401
Broadcom, Inc.        
Ω
4.700%, 04/15/25
  5,150   5,888,836
Brown & Brown, Inc.        
4.200%, 09/15/24
  1,840   2,030,128
Bunge Ltd Finance Corp.        
4.350%, 03/15/24
  4,319   4,743,714
Bunge, Ltd. Finance Corp.        
#
3.000%, 09/25/22
  1,000   1,039,791
Campbell Soup Co.        
2.500%, 08/02/22
  886   915,793
 
3.300%, 03/19/25
  1,223   1,341,485
Capital One Financial Corp.        
4.750%, 07/15/21
  1,900   1,978,247
 
3.200%, 01/30/23
  2,500   2,648,186
 
3.200%, 02/05/25
  1,000   1,089,087
Carpenter Technology Corp.        
5.200%, 07/15/21
  1,420   1,465,603
CF Industries, Inc.        
3.450%, 06/01/23
  240   251,359
Chevron Corp. Floating Rate Note        
(r)
0.922%, 11/15/21
  3,750   3,769,001
Cigna Corp.        
3.900%, 02/15/22
  500   525,377
CIT Group, Inc.        
5.000%, 08/01/23
  335   350,494
Citigroup, Inc.        
1.375%, 10/27/21
EUR 400   479,808
 
3.390%, 11/18/21
CAD 2,000   1,540,588
#
4.500%, 01/14/22
  2,000   2,114,504
Citizens Bank NA        
2.650%, 05/26/22
  1,000   1,033,237
CMS Energy Corp.        
5.050%, 03/15/22
  500   528,941
CNA Financial Corp.        
5.750%, 08/15/21
  720   758,803
CNH Industrial Capital LLC        
1.950%, 07/02/23
  800   807,447
#
4.200%, 01/15/24
  1,567   1,689,208
Coca-Cola Co. (The)        
0.500%, 03/08/24
EUR 1,650   1,985,242
Comerica, Inc.        
#
3.700%, 07/31/23
  1,000   1,081,661
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Consolidated Edison, Inc.        
2.000%, 05/15/21
  1,860   $1,881,533
Constellation Brands, Inc.        
2.700%, 05/09/22
  2,475   2,566,140
 
3.200%, 02/15/23
  1,000   1,064,021
Cox Communications, Inc.        
Ω
3.250%, 12/15/22
  2,192   2,321,922
Ω
3.850%, 02/01/25
  380   423,379
CVS Health Corp. Floating Rate Note        
(r)
1.033%, 03/09/21
  2,000   2,007,679
2.125%, 06/01/21
  500   506,444
 
2.750%, 12/01/22
  1,000   1,046,821
Daimler Finance North America LLC        
Ω
3.300%, 05/19/25
  300   326,286
DCP Midstream Operating L.P.        
4.950%, 04/01/22
  450   458,437
Dell, Inc.        
4.625%, 04/01/21
  500   506,375
DH Europe Finance Sarl        
1.700%, 01/04/22
EUR 4,600   5,541,239
Discover Financial Services        
3.850%, 11/21/22
  1,197   1,274,650
 
3.750%, 03/04/25
  1,200   1,307,691
Dollar Tree, Inc.        
3.700%, 05/15/23
  4,544   4,892,075
DuPont de Nemours, Inc.        
2.169%, 05/01/23
  5,800   5,916,335
DXC Technology Co.        
4.250%, 04/15/24
  2,000   2,184,154
#
4.125%, 04/15/25
  3,400   3,668,225
E*TRADE Financial Corp.        
#
2.950%, 08/24/22
  3,500   3,668,900
Eastman Chemical Co.        
4.500%, 01/15/21
  34   34,247
 
3.600%, 08/15/22
  2,000   2,100,165
 
1.500%, 05/26/23
EUR 1,000   1,204,940
 
3.800%, 03/15/25
  1,000   1,108,110
Eaton Corp.        
2.750%, 11/02/22
  1,500   1,578,398
eBay, Inc.        
2.600%, 07/15/22
  500   517,838
 
2.750%, 01/30/23
  816   859,400
Edgewell Personal Care Co.        
4.700%, 05/24/22
  850   894,625
Edison International        
#
2.400%, 09/15/22
  2,454   2,505,436
 
4.950%, 04/15/25
  3,000   3,336,450
Electronic Arts, Inc.        
3.700%, 03/01/21
  1,962   1,996,189
EMC Corp.        
3.375%, 06/01/23
  131   137,204
Emerson Electric Co.        
0.375%, 05/22/24
EUR 1,020   1,216,557
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Energy Transfer Operating LP        
3.600%, 02/01/23
  2,500   $2,570,825
Enterprise Products Operating LLC        
2.850%, 04/15/21
  1,500   1,522,346
Equifax, Inc.        
3.300%, 12/15/22
  2,652   2,782,041
Evergy, Inc.        
4.850%, 06/01/21
  915   938,557
Eversource Energy        
2.500%, 03/15/21
  206   208,290
Exelon Corp.        
5.150%, 12/01/20
  300   301,076
Exelon Generation Co. LLC        
3.400%, 03/15/22
  1,000   1,039,927
 
4.250%, 06/15/22
  500   530,251
 
3.250%, 06/01/25
  1,500   1,655,740
Expedia Group, Inc.        
4.500%, 08/15/24
  467   491,060
FedEx Corp.        
0.700%, 05/13/22
EUR 2,250   2,675,329
 
1.000%, 01/11/23
EUR 1,000   1,198,235
Fidelity & Guaranty Life Holdings, Inc.        
Ω
5.500%, 05/01/25
  1,700   1,868,640
Fifth Third Bancorp        
3.500%, 03/15/22
  1,825   1,908,950
Flex, Ltd.        
5.000%, 02/15/23
  1,700   1,863,539
Fluor Corp.        
1.750%, 03/21/23
EUR 3,500   3,004,354
Ford Credit Canada Co.        
2.766%, 06/22/22
CAD 2,500   1,814,513
Ford Motor Credit Co. LLC        
3.200%, 01/15/21
  800   800,000
 
3.336%, 03/18/21
  1,500   1,503,750
GATX Corp.        
4.750%, 06/15/22
  3,000   3,161,470
GE Capital Funding LLC        
Ω
3.450%, 05/15/25
  300   316,421
General Electric Co.        
0.375%, 05/17/22
EUR 3,000   3,516,133
#
2.700%, 10/09/22
  1,500   1,561,941
#
3.375%, 03/11/24
  183   198,862
General Mills, Inc. Floating Rate Note        
(r)
0.811%, 04/16/21
  1,000   1,002,857
General Mills, Inc.        
3.150%, 12/15/21
  985   1,014,608
General Motors Financial Co., Inc.        
3.200%, 07/06/21
  2,800   2,845,815
 
3.450%, 01/14/22
  800   821,166
 
3.250%, 01/05/23
  500   517,189
 
2.750%, 06/20/25
  1,800   1,856,273
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Glencore Funding LLC        
Ω
4.625%, 04/29/24
  3,400   $3,761,760
Global Payments, Inc.        
3.800%, 04/01/21
  234   238,482
Goldman Sachs Group Inc        
2.000%, 07/27/23
EUR 1,000   1,235,800
Goldman Sachs Group, Inc. (The)        
3.550%, 02/12/21
CAD 1,000   757,744
 
5.250%, 07/27/21
  750   785,472
 
5.750%, 01/24/22
  2,957   3,181,777
 
3.250%, 02/01/23
EUR 291   368,458
Graphic Packaging International LLC        
4.875%, 11/15/22
  700   728,000
 
4.125%, 08/15/24
  824   865,200
Halliburton Co.        
3.500%, 08/01/23
  800   851,497
Harley-Davidson Financial Services, Inc.        
Ω
2.550%, 06/09/22
  3,500   3,544,990
 
0.900%, 11/19/24
EUR 1,500   1,699,394
Hasbro, Inc.        
3.150%, 05/15/21
  1,384   1,404,818
HCA Inc.        
5.375%, 02/01/25
  1,000   1,127,500
Hewlett Packard Enterprise Co.        
3.600%, 10/15/20
  236   236,747
 
4.450%, 10/02/23
  3,500   3,841,323
 
4.650%, 10/01/24
  1,600   1,799,164
Honeywell International, Inc.        
1.300%, 02/22/23
EUR 1,465   1,779,816
Howmet Aerospace, Inc.        
6.875%, 05/01/25
  1,500   1,703,215
Huntington Bancshares, Inc.        
3.150%, 03/14/21
  1,500   1,522,066
 
2.300%, 01/14/22
  400   410,114
Illinois Tool Works, Inc.        
1.250%, 05/22/23
EUR 1,000   1,217,996
International Business Machines Corp.        
0.500%, 09/07/21
EUR 750   889,545
 
0.375%, 01/31/23
EUR 2,625   3,126,215
 
1.250%, 05/26/23
EUR 1,500   1,832,574
John Deere Cash Management SA        
0.500%, 09/15/23
EUR 800   963,801
Johnson Controls International P.L.C.        
1.000%, 09/15/23
EUR 3,401   4,108,769
JPMorgan Chase & Co.        
2.550%, 10/29/20
  400   401,419
 
2.750%, 08/24/22
EUR 2,868   3,569,537
 
0.625%, 01/25/24
EUR 1,333   1,594,939
Kellogg Co.        
4.000%, 12/15/20
  130   131,742
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
 
0.800%, 11/17/22
EUR 2,840   $3,395,627
Keurig Dr Pepper, Inc.        
2.700%, 11/15/22
  1,000   1,040,326
KeyCorp        
5.100%, 03/24/21
  751   773,835
Kinder Morgan Energy Partners LP        
3.950%, 09/01/22
  706   746,850
Kroger Co. (The)        
3.300%, 01/15/21
  1,167   1,179,477
 
3.400%, 04/15/22
  975   1,014,387
#
2.800%, 08/01/22
  1,500   1,566,735
L3Harris Technologies, Inc.        
4.950%, 02/15/21
  164   165,965
Laboratory Corp. of America Holdings        
3.200%, 02/01/22
  900   934,822
 
3.750%, 08/23/22
  779   822,886
Lazard Group LLC        
3.750%, 02/13/25
  1,000   1,075,605
Leidos Holdings, Inc.        
4.450%, 12/01/20
  1,100   1,100,550
Lennar Corp.        
8.375%, 01/15/21
  500   515,000
 
4.125%, 01/15/22
  1,400   1,433,250
Liberty Mutual Group, Inc.        
Ω
5.000%, 06/01/21
  2,400   2,486,984
Ω
4.950%, 05/01/22
  615   657,761
Lincoln National Corp.        
3.350%, 03/09/25
  1,000   1,102,939
LyondellBasell Industries NV        
6.000%, 11/15/21
  1,677   1,769,886
Marathon Oil Corp.        
3.850%, 06/01/25
  920   939,900
Marathon Petroleum Corp.        
3.400%, 12/15/20
  2,100   2,117,054
 
4.500%, 05/01/23
  300   325,053
 
4.700%, 05/01/25
  1,900   2,161,530
Marriott International, Inc.        
2.875%, 03/01/21
  800   807,292
McDonald's Corp.        
1.000%, 11/15/23
EUR 2,000   2,437,458
 
0.625%, 01/29/24
EUR 1,500   1,798,764
McKesson Corp.        
3.650%, 11/30/20
  1,165   1,177,791
Medtronic Global Holdings SCA        
0.000%, 03/07/21
EUR 2,500   2,946,202
 
0.000%, 12/02/22
EUR 3,258   3,839,268
MGIC Investment Corp.        
5.750%, 08/15/23
  1,483   1,557,150
MGM Resorts International        
7.750%, 03/15/22
  1,500   1,595,625
Micron Technology, Inc.        
2.497%, 04/24/23
  2,577   2,690,199
Molson Coors Beverage Co.        
1.250%, 07/15/24
EUR 2,000   2,317,850
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Molson Coors Brewing Co.        
2.100%, 07/15/21
  495   $501,301
Morgan Stanley        
2.500%, 04/21/21
  750   762,292
 
5.500%, 07/28/21
  200   209,958
 
3.125%, 08/05/21
CAD 1,600   1,221,540
 
1.875%, 03/30/23
EUR 500   614,813
Mosaic Co. (The)        
3.750%, 11/15/21
  2,000   2,057,446
MPLX L.P.        
#
4.875%, 12/01/24
  1,165   1,311,071
Mylan NV        
3.750%, 12/15/20
  87   87,748
 
2.250%, 11/22/24
EUR 1,642   2,048,015
Mylan, Inc.        
Ω
3.125%, 01/15/23
  1,000   1,056,301
National Oilwell Varco, Inc.        
2.600%, 12/01/22
  428   436,870
NetApp, Inc.        
3.250%, 12/15/22
  935   973,064
Netflix, Inc.        
5.875%, 02/15/25
  2,000   2,300,000
Newmont Corp.        
3.625%, 06/09/21
  1,700   1,735,373
NextEra Energy Capital Holdings, Inc.        
4.500%, 06/01/21
  1,000   1,023,063
Nissan Motor Acceptance Corp.        
1.900%, 09/14/21
  270   267,670
Nordstrom, Inc.        
4.000%, 10/15/21
  1,000   1,011,788
NortonLifeLock, Inc.        
3.950%, 06/15/22
  1,200   1,237,500
NuStar Logistics L.P.        
6.750%, 02/01/21
  813   823,366
Omnicom Group, Inc. / Omnicom Capital, Inc.        
3.625%, 05/01/22
  5,175   5,457,104
ONEOK, Inc.        
4.250%, 02/01/22
  1,066   1,105,833
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
#Ω
3.375%, 02/01/22
  2,104   2,171,382
Ω
4.875%, 07/11/22
  640   687,753
Ω
4.250%, 01/17/23
  1,709   1,840,666
Philip Morris International, Inc.        
1.875%, 03/03/21
EUR 2,000   2,381,797
 
0.625%, 11/08/24
EUR 1,800   2,160,343
Phillips 66 Partners L.P.        
2.450%, 12/15/24
  1,000   1,036,292
 
3.605%, 02/15/25
  1,000   1,072,983
Plains All American Pipeline L.P. / PAA Finance Corp.        
#
2.850%, 01/31/23
  1,500   1,520,646
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
PPG Industries, Inc.        
0.875%, 03/13/22
EUR 1,500   $1,782,326
Progress Energy, Inc.        
4.400%, 01/15/21
  1,100   1,108,906
Radian Group, Inc.        
4.500%, 10/01/24
  3,500   3,517,500
Raytheon Technologies Corp.        
Ω
2.800%, 03/15/22
  2,000   2,068,304
Reynolds American Inc.        
4.450%, 06/12/25
  1,500   1,706,085
Roper Technologies, Inc.        
3.000%, 12/15/20
  1,200   1,209,383
Ryder System, Inc.        
3.450%, 11/15/21
  900   928,960
 
2.500%, 09/01/22
  2,000   2,068,361
 
3.400%, 03/01/23
  2,000   2,118,041
Sealed Air Corp.        
#Ω
4.875%, 12/01/22
  800   838,000
Sempra Energy        
2.875%, 10/01/22
  600   623,481
Sherwin-Williams Co. (The)        
2.750%, 06/01/22
  98   101,398
Southern Power Co.        
2.500%, 12/15/21
  898   921,686
 
1.000%, 06/20/22
EUR 1,950   2,331,284
Steel Dynamics, Inc.        
2.400%, 06/15/25
  100   104,980
Stryker Corp.        
1.125%, 11/30/23
EUR 1,833   2,228,709
Sunoco Logistics Partners Operations L.P.        
4.650%, 02/15/22
  2,750   2,856,344
 
3.450%, 01/15/23
  500   513,947
Sysco Corp.        
2.600%, 06/12/22
  1,577   1,630,561
 
1.250%, 06/23/23
EUR 375   444,682
 
3.550%, 03/15/25
  300   328,180
#
5.650%, 04/01/25
  3,000   3,553,599
Thermo Fisher Scientific, Inc.        
2.150%, 07/21/22
EUR 500   610,290
Time Warner Cable LLC        
4.125%, 02/15/21
  100   100,971
Travelers Cos., Inc. (The)        
#
3.900%, 11/01/20
  250   252,197
Truist Bank        
2.450%, 08/01/22
  2,750   2,854,071
Tyson Foods, Inc.        
4.500%, 06/15/22
  1,000   1,064,083
United Parcel Service, Inc.        
0.375%, 11/15/23
EUR 3,632   4,335,732
UnitedHealth Group, Inc.        
2.875%, 12/15/21
  500   518,238
Unum Group        
4.500%, 03/15/25
  2,000   2,207,457
Valero Energy Corp.        
2.700%, 04/15/23
  2,000   2,087,595
 
DFA Targeted Credit Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Ventas Realty L.P.        
2.650%, 01/15/25
  500   $515,184
Ventas Realty LP        
3.100%, 01/15/23
  365   377,055
 
3.500%, 04/15/24
  1,000   1,055,114
Verizon Communications, Inc.        
3.450%, 03/15/21
  215   219,210
ViacomCBS, Inc.        
#
4.750%, 05/15/25
  4,900   5,640,684
VMware, Inc.        
#
2.950%, 08/21/22
  1,000   1,043,707
Walgreen Co.        
3.100%, 09/15/22
  296   311,112
Walgreens Boots Alliance, Inc.        
3.300%, 11/18/21
  1,000   1,032,510
Waste Management, Inc.        
4.600%, 03/01/21
  1,139   1,154,603
Wells Fargo & Co.        
2.094%, 04/25/22
CAD 3,000   2,278,338
 
1.500%, 09/12/22
EUR 750   906,495
Whirlpool Corp.        
4.850%, 06/15/21
  436   452,443
Williams Cos, Inc. (The)        
4.300%, 03/04/24
  1,000   1,094,274
 
3.900%, 01/15/25
  596   653,161
Williams Cos., Inc. (The)        
7.875%, 09/01/21
  1,200   1,290,401
 
4.000%, 11/15/21
  1,848   1,911,830
WR Berkley Corp.        
4.625%, 03/15/22
  975   1,025,224
Wyndham Destinations, Inc.        
4.250%, 03/01/22
  2,400   2,382,000
      Face
Amount^ 		  Value†
      (000)    
UNITED STATES — (Continued)
Xilinx, Inc.        
3.000%, 03/15/21
  989   $1,003,537
Zimmer Biomet Holdings, Inc.        
3.150%, 04/01/22
  1,345   1,396,633
 
3.550%, 04/01/25
  4,000   4,422,752
Zoetis, Inc.        
3.250%, 02/01/23
  1,000   1,061,528
TOTAL UNITED STATES
      455,210,199
TOTAL BONDS
      781,679,392
U.S. TREASURY OBLIGATIONS — (2.0%)
U.S. Treasury Notes        
(r)
0.244%, 04/30/21
  2,500   2,502,159
(r)
0.325%, 07/31/21
  8,147   8,162,449
(r)
0.259%, 01/31/22
  6,000   6,010,136
TOTAL U.S. TREASURY OBLIGATIONS
      16,674,744
TOTAL INVESTMENT SECURITIES

(Cost $778,160,065)
      798,354,136
    
      Shares  
SECURITIES LENDING COLLATERAL — (3.0%)
@§
The DFA Short Term Investment Fund
  2,163,632 25,035,381
TOTAL INVESTMENTS — (100.0%)  
(Cost $803,194,694)^^
    $823,389,517
 
As of July 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)
USD 2,670,223   GBP 2,134,394   Citibank, N.A.   08/05/20   $(123,714)
USD 51,727,115   EUR 45,800,154   Mellon Bank   08/10/20   (2,229,880)
USD 79,605,575   EUR 69,532,493   State Street Bank and Trust   08/21/20   (2,329,469)
USD 23,710,479   CAD 31,833,386   Citibank, N.A.   08/26/20   (56,731)
USD 67,488,572   EUR 58,274,751   State Street Bank and Trust   08/28/20   (1,190,879)
USD 79,768,903   EUR 67,968,417   Citibank, N.A.   09/02/20   (343,473)
Total (Depreciation)           $(6,274,146)
DFA Targeted Credit Portfolio
CONTINUED
Summary of the Portfolio's investments as of July 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
—   $20,096,584   —   $20,096,584
Belgium
—   7,089,992   —   7,089,992
Canada
—   43,939,527   —   43,939,527
Denmark
—   5,659,583   —   5,659,583
Finland
—   6,896,633   —   6,896,633
France
—   24,152,425   —   24,152,425
Germany
—   45,239,780   —   45,239,780
Ireland
—   1,082,474   —   1,082,474
Italy
—   17,194,445   —   17,194,445
Japan
—   32,433,719   —   32,433,719
Jersey, Channel Islands
—   2,296,036   —   2,296,036
Luxembourg
—   3,441,088   —   3,441,088
Netherlands
—   18,819,272   —   18,819,272
New Zealand
—   3,570,532   —   3,570,532
Norway
—   2,324,831   —   2,324,831
Spain
—   12,448,589   —   12,448,589
Supranational Organization Obligations
—   1,999,940   —   1,999,940
Sweden
—   6,545,637   —   6,545,637
Switzerland
—   11,763,448   —   11,763,448
United Kingdom
—   59,474,658   —   59,474,658
United States
—   455,210,199   —   455,210,199
U.S. Treasury Obligations
—   16,674,744   —   16,674,744
Securities Lending Collateral
—   25,035,381   —   25,035,381
Forward Currency Contracts**
—   (6,274,146)   —   (6,274,146)
TOTAL
—   $817,115,371   —   $817,115,371
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Investment Grade Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount^ 		  Value†
      (000)    
AGENCY OBLIGATIONS — (18.3%)
Federal Farm Credit Bank        
5.350%, 08/07/20
  1,984   $1,985,150
 
5.210%, 12/19/22
  6,276   7,015,755
 
4.800%, 02/13/23
  576   642,343
 
5.220%, 05/15/23
  14,240   16,201,942
 
2.630%, 08/03/26
  5,760   6,481,542
 
5.770%, 01/05/27
  1,920   2,546,356
Federal Home Loan Bank        
5.750%, 06/10/22
  5,775   6,367,516
 
3.250%, 03/08/24
  29,405   32,440,673
 
2.875%, 06/14/24
  4,845   5,316,025
 
5.375%, 08/15/24
  5,490   6,593,163
 
5.365%, 09/09/24
  600   721,761
 
2.875%, 09/13/24
  67,240   74,051,885
 
2.750%, 12/13/24
  86,645   95,619,713
 
3.125%, 09/12/25
  10,000   11,338,132
 
4.375%, 03/13/26
  5,950   7,208,661
 
5.750%, 06/12/26
  11,775   15,309,038
 
2.500%, 12/10/27
  4,000   4,515,735
 
3.000%, 03/10/28
  30,815   36,035,974
 
3.250%, 06/09/28
  100,515   119,487,386
#
3.250%, 11/16/28
  81,250   97,490,724
 
2.125%, 09/14/29
  10,000   11,111,069
 
2.125%, 12/14/29
  23,735   26,445,327
Federal Home Loan Mortgage Corp.        
6.750%, 09/15/29
  69,465   105,475,003
 
6.750%, 03/15/31
  70,931   112,214,568
 
6.250%, 07/15/32
  63,277   100,236,225
Federal National Mortgage Association        
#
2.625%, 09/06/24
  96,431   105,691,364
#
2.125%, 04/24/26
  86,970   95,029,266
 
1.875%, 09/24/26
  158,929   171,925,441
 
6.250%, 05/15/29
  88,908   129,358,330
 
7.125%, 01/15/30
  36,779   57,543,895
 
7.250%, 05/15/30
  58,101   92,370,311
 
6.625%, 11/15/30
  103,212   160,469,088
Tennessee Valley Authority        
2.875%, 09/15/24
  68,801   75,341,648
 
6.750%, 11/01/25
  25,327   33,277,667
 
2.875%, 02/01/27
  31,804   35,942,836
#
7.125%, 05/01/30
  70,383   109,347,891
TOTAL AGENCY OBLIGATIONS
      1,969,149,403
BONDS — (56.8%)
AUSTRALIA — (1.6%)
ANZ New Zealand International Ltd.        
#Ω
3.450%, 07/17/27
  6,000   6,817,228
      Face
Amount^ 		  Value†
      (000)    
 
AUSTRALIA — (Continued)
Australia & New Zealand Banking Group, Ltd.        
0.625%, 02/21/23
EUR 7,326   $8,799,379
#
3.700%, 11/16/25
  6,110   7,029,206
BHP Billiton Finance USA, Ltd.        
#
2.875%, 02/24/22
  1,077   1,116,852
Commonwealth Bank of Australia        
2.400%, 11/02/20
  3,605   3,623,271
#Ω
2.850%, 05/18/26
  23,284   25,752,758
Ω
3.150%, 09/19/27
  890   1,005,514
Macquarie Bank, Ltd.        
Ω
3.900%, 01/15/26
  24,711   27,989,520
National Australia Bank, Ltd.        
2.500%, 05/22/22
  1,000   1,038,149
 
3.375%, 01/14/26
  3,000   3,412,029
Ω
3.500%, 01/10/27
  29,999   34,431,880
Rio Tinto Finance USA, Ltd.        
7.125%, 07/15/28
  1,270   1,828,737
Westpac Banking Corp.        
2.500%, 06/28/22
  3,538   3,683,764
 
2.850%, 05/13/26
  10,267   11,434,080
#
2.700%, 08/19/26
  5,052   5,551,780
#
3.350%, 03/08/27
  27,267   31,533,576
TOTAL AUSTRALIA
      175,047,723
BELGIUM — (0.4%)
Anheuser-Busch InBev Worldwide, Inc.        
4.000%, 04/13/28
  14,000   16,386,471
#
4.900%, 01/23/31
  2,000   2,563,461
Dexia Credit Local SA        
1.375%, 12/07/22
GBP 20,000   26,810,496
Solvay Finance America LLC        
Ω
4.450%, 12/03/25
  865   980,423
TOTAL BELGIUM
      46,740,851
CANADA — (1.2%)
Alimentation Couche-Tard, Inc.        
Ω
3.550%, 07/26/27
  2,780   3,066,945
Bank of Montreal        
1.375%, 12/29/21
GBP 1,900   2,515,677
Bank of Nova Scotia (The)        
#
4.375%, 01/13/21
  2,092   2,130,187
 
1.750%, 12/23/22
GBP 6,650   8,948,202
Brookfield Finance, Inc.        
4.350%, 04/15/30
  5,500   6,451,665
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
CANADA — (Continued)
Canadian Imperial Bank of Commerce        
0.750%, 03/22/23
EUR 18,319   $22,051,059
Canadian Natural Resources, Ltd.        
3.850%, 06/01/27
  3,898   4,220,156
 
2.950%, 07/15/30
  3,922   4,023,600
Canadian Pacific Railway Co.        
#
2.900%, 02/01/25
  3,024   3,310,083
 
3.700%, 02/01/26
  4,880   5,503,452
Enbridge, Inc.        
#
3.500%, 06/10/24
  1,280   1,386,611
 
3.700%, 07/15/27
  275   306,534
Fairfax Financial Holdings Ltd.        
4.850%, 04/17/28
  2,254   2,499,477
Ω
4.625%, 04/29/30
  4,500   5,019,051
ITC Holdings Corp.        
3.650%, 06/15/24
  9,714   10,655,539
Nutrien, Ltd.        
3.625%, 03/15/24
  3,460   3,785,241
 
3.000%, 04/01/25
  3,460   3,761,810
Rogers Communications, Inc.        
3.000%, 03/15/23
  1,765   1,875,718
Spectra Energy Partners L.P.        
4.750%, 03/15/24
  1,915   2,151,592
Suncor Energy, Inc.        
#
3.600%, 12/01/24
  1,826   2,001,411
Thomson Reuters Corp.        
#
4.300%, 11/23/23
  5,120   5,633,135
 
3.850%, 09/29/24
  203   222,266
Toronto-Dominion Bank (The)        
2.125%, 04/07/21
  7,407   7,500,984
 
0.625%, 07/20/23
EUR 9,326   11,228,261
TransCanada PipeLines, Ltd.        
3.800%, 10/01/20
  780   784,019
 
4.875%, 01/15/26
  4,060   4,853,006
 
4.250%, 05/15/28
  1,300   1,537,256
 
4.625%, 03/01/34
  3,500   4,233,893
TOTAL CANADA
      131,656,830
DENMARK — (0.5%)
Danske Bank A.S.        
Ω
2.750%, 09/17/20
  1,058   1,060,929
Ω
2.800%, 03/10/21
  6,530   6,621,880
 
0.875%, 05/22/23
EUR 4,900   5,808,206
 
0.750%, 06/02/23
EUR 4,700   5,657,459
Ω
4.375%, 06/12/28
  2,000   2,293,820
Kommunekredit        
0.000%, 09/08/22
EUR 21,894   26,002,562
TOTAL DENMARK
      47,444,856
FINLAND — (0.0%)
Nordea Bank Abp        
0.875%, 06/26/23
EUR 1,000   1,204,704
      Face
Amount^ 		  Value†
      (000)    
 
FRANCE — (1.1%)
Airbus SE        
Ω
3.150%, 04/10/27
  7,500   $7,940,934
BNP Paribas SA        
3.250%, 03/03/23
  1,920   2,059,990
Ω
3.500%, 11/16/27
  500   556,685
Ω
4.400%, 08/14/28
  2,600   3,086,539
BPCE SA        
0.375%, 10/05/23
EUR 8,100   9,662,576
 
4.000%, 04/15/24
  10,414   11,603,063
Credit Agricole SA        
3.875%, 04/15/24
  8,591   9,534,791
Electricite de France SA        
Ω
3.625%, 10/13/25
  6,638   7,499,887
Pernod Ricard SA        
Ω
4.450%, 01/15/22
  6,474   6,828,265
#Ω
3.250%, 06/08/26
  14,827   16,745,926
Sanofi        
3.625%, 06/19/28
  20,000   23,655,367
Total Capital International SA        
2.125%, 03/15/23
EUR 4,700   5,859,505
 
3.750%, 04/10/24
  9,600   10,675,872
TOTAL FRANCE
      115,709,400
GERMANY — (1.3%)
Bayer U.S. Finance II LLC        
Ω
5.500%, 08/15/25
  2,240   2,685,878
Ω
4.375%, 12/15/28
  14,000   16,571,620
Bayer U.S. Finance LLC        
#Ω
3.375%, 10/08/24
  9,544   10,447,459
BMW US Capital LLC        
Ω
2.800%, 04/11/26
  21,530   23,304,059
Ω
3.300%, 04/06/27
  6,742   7,459,877
Daimler Finance North America LLC        
#Ω
3.250%, 08/01/24
  2,072   2,238,029
#
8.500%, 01/18/31
  28,596   44,192,978
Deutsche Bank AG        
2.950%, 08/20/20
  136   136,088
EMD Finance LLC        
Ω
2.950%, 03/19/22
  5,120   5,284,061
Siemens Financieringsmaatschappij NV        
#Ω
6.125%, 08/17/26
  7,621   9,991,760
Volkswagen Financial Services AG        
0.875%, 04/12/23
EUR 4,500   5,347,111
 
1.375%, 10/16/23
EUR 3,500   4,219,343
Volkswagen Financial Services NV        
1.625%, 06/09/22
GBP 5,000   6,578,628
TOTAL GERMANY
      138,456,891
IRELAND — (0.2%)
CRH America Finance, Inc.        
#Ω
3.950%, 04/04/28
  1,520   1,721,118
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
IRELAND — (Continued)
Perrigo Finance Unlimited Co.        
3.150%, 06/15/30
  13,333   $14,210,093
TOTAL IRELAND
      15,931,211
ITALY — (0.2%)
Enel Finance International NV        
Ω
3.500%, 04/06/28
  2,800   3,108,342
Ω
4.875%, 06/14/29
  10,000   12,288,193
Intesa Sanpaolo SpA        
Ω
4.000%, 09/23/29
  3,400   3,696,918
TOTAL ITALY
      19,093,453
JAPAN — (1.9%)
American Honda Finance Corp.        
1.950%, 05/20/22
  10,000   10,280,607
 
0.550%, 03/17/23
EUR 4,900   5,846,890
 
2.300%, 09/09/26
  21,110   22,711,166
Beam Suntory, Inc.        
3.250%, 06/15/23
  1,743   1,820,900
Mitsubishi UFJ Financial Group, Inc.        
0.680%, 01/26/23
EUR 3,822   4,567,120
#
3.850%, 03/01/26
  1,195   1,376,275
 
3.677%, 02/22/27
  4,465   5,072,563
 
3.741%, 03/07/29
  3,500   4,051,940
 
3.195%, 07/18/29
  2,777   3,108,144
Mizuho Financial Group, Inc.        
Ω
2.632%, 04/12/21
  2,000   2,031,494
 
1.020%, 10/11/23
EUR 5,461   6,592,785
 
2.839%, 09/13/26
  18,000   19,494,771
MUFG Americas Holdings Corp.        
3.500%, 06/18/22
  5,472   5,766,969
MUFG Bank, Ltd.        
3.250%, 09/08/24
  3,237   3,540,883
Nomura Holdings, Inc.        
3.103%, 01/16/30
  400   432,156
StanCorp Financial Group, Inc.        
5.000%, 08/15/22
  3,200   3,378,313
Sumitomo Mitsui Banking Corp.        
3.950%, 07/19/23
  5,931   6,494,633
Sumitomo Mitsui Financial Group, Inc.        
0.606%, 01/18/22
EUR 4,000   4,751,028
 
3.784%, 03/09/26
  5,242   5,990,638
 
3.040%, 07/16/29
  18,167   20,120,416
Takeda Pharmaceutical Co., Ltd.        
1.125%, 11/21/22
EUR 5,000   6,018,126
      Face
Amount^ 		  Value†
      (000)    
 
JAPAN — (Continued)
Toyota Motor Credit Corp.        
3.300%, 01/12/22
  2,605   $2,714,852
 
2.625%, 01/10/23
  2,999   3,148,240
#
3.200%, 01/11/27
  26,976   30,617,180
 
3.050%, 01/11/28
  11,550   13,176,532
#
3.650%, 01/08/29
  11,108   13,284,823
TOTAL JAPAN
      206,389,444
NETHERLANDS — (1.2%)
ABN AMRO Bank NV        
0.500%, 07/17/23
EUR 911   1,092,232
Ahold Finance USA LLC        
#
6.875%, 05/01/29
  704   992,464
Cooperatieve Rabobank UA        
#
3.875%, 02/08/22
  4,090   4,304,016
 
0.750%, 08/29/23
EUR 1,200   1,440,756
 
3.375%, 05/21/25
  17,522   19,736,442
Heineken NV        
Ω
2.750%, 04/01/23
  2,219   2,336,553
ING Bank NV        
Ω
2.050%, 08/15/21
  5,000   5,089,953
ING Groep NV        
1.000%, 09/20/23
EUR 2,400   2,904,985
 
3.950%, 03/29/27
  4,000   4,661,021
 
4.050%, 04/09/29
  4,000   4,791,081
Shell International Finance BV        
2.250%, 11/10/20
  4,646   4,669,747
#
3.250%, 05/11/25
  31,117   34,833,097
 
2.875%, 05/10/26
  29,810   33,153,538
#
2.500%, 09/12/26
  11,169   12,167,990
TOTAL NETHERLANDS
      132,173,875
NORWAY — (0.2%)
Equinor ASA        
#
2.450%, 01/17/23
  3,586   3,753,203
 
0.875%, 02/17/23
EUR 2,913   3,509,757
 
2.650%, 01/15/24
  6,950   7,438,534
 
1.750%, 01/22/26
  3,000   3,133,256
Yara International ASA        
Ω
3.148%, 06/04/30
  5,800   6,263,365
TOTAL NORWAY
      24,098,115
SPAIN — (0.7%)
Banco Santander SA        
3.800%, 02/23/28
  7,000   7,798,574
Santander Holdings USA, Inc.        
4.500%, 07/17/25
  17,590   19,412,622
 
4.400%, 07/13/27
  2,000   2,231,732
Santander UK P.L.C.        
4.000%, 03/13/24
  8,788   9,756,154
Telefonica Emisiones SA        
5.462%, 02/16/21
  829   851,054
 
3.987%, 01/23/23
EUR 1,000   1,296,262
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
SPAIN — (Continued)
 
4.570%, 04/27/23
  7,532   $8,294,379
Telefonica Europe BV        
8.250%, 09/15/30
  16,567   25,756,500
TOTAL SPAIN
      75,397,277
SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.0%)
Inter-American Development Bank        
6.750%, 07/15/27
  1,942   2,669,153
SWEDEN — (0.2%)
Svenska Handelsbanken AB        
0.250%, 02/28/22
EUR 9,390   11,133,148
 
0.500%, 03/21/23
EUR 1,000   1,198,094
Swedbank AB        
0.300%, 09/06/22
EUR 4,800   5,689,422
TOTAL SWEDEN
      18,020,664
SWITZERLAND — (0.7%)
ABB Finance USA, Inc.        
2.875%, 05/08/22
  3,884   4,044,938
Credit Suisse AG        
3.000%, 10/29/21
  3,011   3,108,139
#
3.625%, 09/09/24
  16,390   18,269,009
Novartis Capital Corp.        
#
3.100%, 05/17/27
  10,983   12,506,208
Roche Holdings, Inc.        
Ω
2.625%, 05/15/26
  1,000   1,103,153
#Ω
2.375%, 01/28/27
  14,000   15,314,706
UBS Group AG        
Ω
4.125%, 09/24/25
  20,990   24,102,907
TOTAL SWITZERLAND
      78,449,060
UNITED KINGDOM — (2.9%)
AstraZeneca P.L.C.        
2.375%, 11/16/20
  2,316   2,329,753
 
3.375%, 11/16/25
  8,259   9,380,305
 
4.000%, 01/17/29
  2,000   2,450,317
BAE Systems Holdings, Inc.        
Ω
2.850%, 12/15/20
  1,239   1,245,757
Barclays P.L.C.        
1.500%, 04/01/22
EUR 2,800   3,361,654
 
3.650%, 03/16/25
  14,330   15,724,022
 
4.375%, 01/12/26
  9,970   11,360,416
BAT International Finance P.L.C.        
2.375%, 01/19/23
EUR 5,895   7,311,733
BP Capital Markets America, Inc.        
#
3.245%, 05/06/22
  2,848   2,986,362
 
3.119%, 05/04/26
  8,415   9,384,270
 
3.017%, 01/16/27
  6,773   7,498,988
BP Capital Markets P.L.C.        
#
3.535%, 11/04/24
  2,240   2,485,123
 
3.017%, 01/16/27
  1,700   1,848,004
      Face
Amount^ 		  Value†
      (000)    
 
UNITED KINGDOM — (Continued)
 
3.279%, 09/19/27
  11,000   $12,424,508
British Telecommunications P.L.C.        
1.125%, 03/10/23
EUR 2,800   3,383,291
 
0.875%, 09/26/23
EUR 4,900   5,889,845
 
5.125%, 12/04/28
  7,200   8,970,064
Ω
3.250%, 11/08/29
  3,000   3,328,410
Coca-Cola European Partners P.L.C.        
1.125%, 05/26/24
EUR 7,555   9,298,859
Diageo Capital P.L.C.        
2.375%, 10/24/29
  1,350   1,478,785
 
2.125%, 04/29/32
  14,300   15,307,720
Diageo Investment Corp.        
2.875%, 05/11/22
  131   136,873
GlaxoSmithKline Capital, Inc.        
3.875%, 05/15/28
  7,700   9,285,435
HSBC Holdings P.L.C.        
4.000%, 03/30/22
  1,509   1,594,898
#
4.300%, 03/08/26
  13,770   15,750,675
#
3.900%, 05/25/26
  12,666   14,229,959
 
4.950%, 03/31/30
  13,500   16,522,449
HSBC USA, Inc.        
3.500%, 06/23/24
  7,593   8,370,581
Janus Capital Group, Inc.        
4.875%, 08/01/25
  9,046   10,177,877
Lloyds Banking Group P.L.C.        
1.000%, 11/09/23
EUR 300   361,429
 
3.750%, 01/11/27
  10,250   11,598,522
#
4.375%, 03/22/28
  9,000   10,696,974
Mead Johnson Nutrition Co.        
4.125%, 11/15/25
  5,931   6,941,239
National Grid North America, Inc.        
0.750%, 08/08/23
EUR 450   540,515
Nationwide Building Society        
Ω
3.900%, 07/21/25
  4,600   5,228,968
Natwest Group P.L.C.        
2.500%, 03/22/23
EUR 4,900   6,071,430
 
4.800%, 04/05/26
  4,800   5,651,666
NatWest Markets P.L.C.        
0.625%, 03/02/22
EUR 6,800   8,035,376
Praxair, Inc.        
2.200%, 08/15/22
  800   825,549
Prudential P.L.C.        
3.125%, 04/14/30
  1,500   1,667,344
Rolls-Royce P.L.C.        
0.875%, 05/09/24
EUR 1,604   1,694,186
Ω
3.625%, 10/14/25
  18,425   19,049,054
Standard Chartered P.L.C.        
Ω
4.050%, 04/12/26
  4,380   4,829,248
TechnipFMC P.L.C.        
3.450%, 10/01/22
  4,235   4,331,743
Unilever Capital Corp.        
2.000%, 07/28/26
  1,900   2,038,518
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED KINGDOM — (Continued)
Vodafone Group P.L.C.        
7.875%, 02/15/30
  7,107   $10,458,793
TOTAL UNITED KINGDOM
      313,537,487
UNITED STATES — (42.5%)
3M Co.        
2.875%, 10/15/27
  14,390   16,376,242
Abbott Ireland Financing DAC        
0.000%, 09/27/20
EUR 864   1,017,835
Abbott Laboratories        
#
2.950%, 03/15/25
  12,469   13,753,063
AbbVie, Inc.        
Ω
3.450%, 03/15/22
  12,881   13,396,927
Ω
3.250%, 10/01/22
  7,562   7,927,867
 
2.900%, 11/06/22
  2,800   2,945,356
#
3.600%, 05/14/25
  18,850   21,105,142
#
4.250%, 11/14/28
  25,500   30,836,336
Activision Blizzard, Inc.        
#
3.400%, 06/15/27
  6,308   7,137,609
Adobe, Inc.        
#
3.250%, 02/01/25
  1,920   2,149,669
Advance Auto Parts, Inc.        
4.500%, 12/01/23
  1,186   1,309,025
Aetna, Inc.        
2.750%, 11/15/22
  8,320   8,678,419
 
3.500%, 11/15/24
  5,359   5,916,673
Affiliated Managers Group, Inc.        
3.500%, 08/01/25
  3,410   3,725,118
 
3.300%, 06/15/30
  17,900   19,050,550
Aflac, Inc.        
3.250%, 03/17/25
  11,007   12,364,807
Alabama Power Co.        
2.800%, 04/01/25
  2,560   2,771,345
Albemarle Corp.        
4.150%, 12/01/24
  7,365   7,961,554
Allstate Corp. (The)        
5.350%, 06/01/33
  7,500   10,481,009
Alphabet, Inc.        
#
1.998%, 08/15/26
  7,385   7,995,722
Altria Group, Inc.        
4.750%, 05/05/21
  208   214,997
 
4.800%, 02/14/29
  2,500   3,012,680
 
3.400%, 05/06/30
  10,500   11,723,921
Amazon.com, Inc.        
3.150%, 08/22/27
  9,200   10,643,701
Ameren Corp.        
2.700%, 11/15/20
  988   992,836
 
3.650%, 02/15/26
  10,631   12,065,337
American Express Credit Corp.        
2.250%, 05/05/21
  148   149,963
 
3.300%, 05/03/27
  16,929   19,588,609
American International Group, Inc.        
4.875%, 06/01/22
  1,425   1,538,910
 
1.500%, 06/08/23
EUR 2,000   2,428,793
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
 
4.125%, 02/15/24
  10,069   $11,249,901
#
3.750%, 07/10/25
  9,247   10,423,649
 
3.900%, 04/01/26
  6,429   7,388,737
 
4.200%, 04/01/28
  2,100   2,475,715
American Water Capital Corp.        
3.850%, 03/01/24
  2,115   2,340,291
 
2.950%, 09/01/27
  584   655,646
Ameriprise Financial, Inc.        
4.000%, 10/15/23
  3,722   4,143,088
#
2.875%, 09/15/26
  6,175   6,840,246
AmerisourceBergen Corp.        
3.400%, 05/15/24
  1,223   1,328,251
 
3.450%, 12/15/27
  3,000   3,436,915
#
2.800%, 05/15/30
  28,800   31,284,041
Amgen, Inc.        
#
3.625%, 05/22/24
  6,399   7,092,351
 
3.125%, 05/01/25
  3,200   3,546,510
#
2.600%, 08/19/26
  10,375   11,388,423
Analog Devices, Inc.        
3.900%, 12/15/25
  4,965   5,718,056
#
3.500%, 12/05/26
  11,977   13,650,859
Anheuser-Busch InBev Worldwide, Inc.        
5.875%, 06/15/35
  2,846   4,039,166
Anthem, Inc.        
4.350%, 08/15/20
  1,087   1,088,357
 
3.125%, 05/15/22
  1,277   1,336,577
#
3.500%, 08/15/24
  4,986   5,496,034
 
3.650%, 12/01/27
  4,000   4,610,498
 
4.101%, 03/01/28
  16,600   19,811,385
 
5.950%, 12/15/34
  1,300   1,877,273
Aon Corp.        
4.500%, 12/15/28
  2,300   2,815,113
 
3.750%, 05/02/29
  1,500   1,759,104
#
2.800%, 05/15/30
  5,000   5,509,776
Aon P.L.C.        
4.000%, 11/27/23
  4,000   4,403,741
 
3.500%, 06/14/24
  9,147   10,066,837
Apple, Inc.        
3.250%, 02/23/26
  19,942   22,627,470
 
2.450%, 08/04/26
  17,090   18,774,780
 
3.350%, 02/09/27
  33,607   38,748,279
 
3.000%, 06/20/27
  11,436   12,982,685
 
3.000%, 11/13/27
  26,919   30,726,574
Applied Materials, Inc.        
3.300%, 04/01/27
  16,750   19,398,319
Archer-Daniels-Midland Co.        
2.500%, 08/11/26
  4,942   5,414,028
Arizona Public Service Co.        
3.150%, 05/15/25
  9,580   10,536,359
Arrow Electronics, Inc.        
3.875%, 01/12/28
  12,338   13,459,580
Assurant, Inc.        
4.000%, 03/15/23
  6,399   6,829,713
AT&T, Inc.        
3.550%, 06/01/24
  2,980   3,295,458
#
3.950%, 01/15/25
  8,885   10,006,558
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
 
3.400%, 05/15/25
  15,079   $16,770,208
 
3.600%, 07/15/25
  12,500   14,069,647
 
3.800%, 02/15/27
  8,782   10,038,384
 
2.750%, 06/01/31
  1,000   1,070,421
Autodesk, Inc.        
4.375%, 06/15/25
  3,015   3,443,923
 
3.500%, 06/15/27
  12,009   13,744,695
Automatic Data Processing, Inc.        
#
3.375%, 09/15/25
  12,356   14,009,628
AutoZone, Inc.        
2.875%, 01/15/23
  11,988   12,537,229
 
3.125%, 07/15/23
  1,270   1,355,842
 
3.250%, 04/15/25
  6,203   6,843,964
 
3.125%, 04/21/26
  988   1,089,980
Avnet, Inc.        
#
4.625%, 04/15/26
  5,560   6,220,441
AXIS Specialty Finance P.L.C.        
4.000%, 12/06/27
  20,320   22,074,974
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc.        
#
3.337%, 12/15/27
  1,900   2,100,415
Baltimore Gas & Electric Co.        
#
2.400%, 08/15/26
  692   748,562
Bank of America Corp.        
#
4.000%, 04/01/24
  6,120   6,844,861
#
3.875%, 08/01/25
  2,350   2,687,819
Bank of America Corp. Floating Rate Note        
(r)
3.419%, 12/20/28
  15,341   17,344,033
Bank of New York Mellon Corp. (The)        
3.650%, 02/04/24
  10,524   11,612,058
 
3.000%, 02/24/25
  1,913   2,109,313
#
1.600%, 04/24/25
  21,050   21,979,040
 
2.800%, 05/04/26
  7,088   7,938,810
BAT Capital Corp.        
4.906%, 04/02/30
  8,000   9,656,863
Baxter International, Inc.        
2.600%, 08/15/26
  4,951   5,487,844
Bemis Co., Inc.        
#
4.500%, 10/15/21
  640   656,091
#
2.630%, 06/19/30
  2,500   2,653,803
Berkshire Hathaway Finance Corp.        
#
1.850%, 03/12/30
  14,000   14,860,473
Berkshire Hathaway, Inc.        
0.750%, 03/16/23
EUR 650   780,905
 
3.125%, 03/15/26
  33,128   37,419,039
Best Buy Co., Inc.        
4.450%, 10/01/28
  19,493   23,037,477
Biogen, Inc.        
4.050%, 09/15/25
  8,950   10,347,628
#
2.250%, 05/01/30
  4,320   4,523,950
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Black Hills Corp.        
2.500%, 06/15/30
  2,850   $3,015,661
 
4.350%, 05/01/33
  1,750   2,086,563
BlackRock, Inc.        
3.200%, 03/15/27
  24,563   28,137,531
 
3.250%, 04/30/29
  6,942   8,193,403
 
2.400%, 04/30/30
  20,000   22,253,174
Boeing Co. (The)        
8.750%, 08/15/21
  977   1,052,941
#
2.500%, 03/01/25
  6,399   6,317,498
 
2.600%, 10/30/25
  2,568   2,546,067
#
2.950%, 02/01/30
  5,000   4,797,631
#
3.250%, 02/01/35
  2,463   2,300,263
Booking Holdings, Inc.        
0.800%, 03/10/22
EUR 2,000   2,375,220
 
2.150%, 11/25/22
EUR 4,020   4,900,503
 
3.600%, 06/01/26
  4,494   5,052,517
 
4.625%, 04/13/30
  7,210   8,781,094
BP Capital Markets America, Inc.        
#
4.234%, 11/06/28
  1,267   1,523,734
Bristol-Myers Squibb Co.        
#
2.000%, 08/01/22
  4,244   4,374,732
#
4.000%, 08/15/23
  8,237   9,103,031
#
3.625%, 05/15/24
  4,433   4,910,598
Broadcom, Inc.        
Ω
4.300%, 11/15/32
  21,000   24,090,769
Brown & Brown, Inc.        
4.200%, 09/15/24
  4,660   5,141,519
Bunge, Ltd. Finance Corp.        
3.750%, 09/25/27
  15,000   16,239,541
Burlington Northern Santa Fe LLC        
3.000%, 04/01/25
  4,279   4,767,453
 
7.000%, 12/15/25
  858   1,135,174
CA, Inc.        
4.700%, 03/15/27
  17,502   19,551,251
Camden Property Trust        
2.800%, 05/15/30
  1,500   1,667,149
Campbell Soup Co.        
2.500%, 08/02/22
  1,939   2,004,201
 
3.300%, 03/19/25
  4,045   4,436,883
 
4.150%, 03/15/28
  5,628   6,614,327
Capital One Financial Corp.        
4.750%, 07/15/21
  1,956   2,036,553
 
3.750%, 04/24/24
  4,607   5,041,609
 
0.800%, 06/12/24
EUR 2,650   3,091,290
 
3.200%, 02/05/25
  2,700   2,940,535
 
3.750%, 03/09/27
  14,165   15,920,213
 
3.800%, 01/31/28
  5,600   6,316,555
Cardinal Health, Inc.        
3.200%, 06/15/22
  3,840   4,012,277
#
3.410%, 06/15/27
  17,718   20,152,204
Cargill, Inc.        
Ω
2.125%, 04/23/30
  6,060   6,417,714
Carrier Global Corp.        
#Ω
2.700%, 02/15/31
  2,500   2,636,118
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Caterpillar, Inc.        
#
2.600%, 06/26/22
  2,531   $2,621,291
CenterPoint Energy Resources Corp.        
4.000%, 04/01/28
  4,800   5,546,722
Charles Schwab Corp. (The)        
#
3.000%, 03/10/25
  12,777   14,013,723
Chevron Corp.        
1.554%, 05/11/25
  10,000   10,421,515
 
2.954%, 05/16/26
  11,356   12,711,813
Chubb INA Holdings, Inc.        
2.875%, 11/03/22
  1,852   1,948,348
 
2.700%, 03/13/23
  2,965   3,136,098
 
3.350%, 05/15/24
  5,120   5,674,865
Cigna Corp.        
3.900%, 02/15/22
  4,767   5,008,947
 
3.500%, 06/15/24
  8,342   9,145,828
 
3.250%, 04/15/25
  4,500   4,949,500
#
3.400%, 03/01/27
  14,920   16,877,350
 
4.375%, 10/15/28
  2,500   3,018,703
 
2.400%, 03/15/30
  2,700   2,873,328
Cincinnati Financial Corp.        
6.920%, 05/15/28
  4,000   5,372,547
Citigroup, Inc.        
4.500%, 01/14/22
  1,472   1,556,275
#
3.300%, 04/27/25
  5,679   6,321,276
Citizens Bank N.A.        
#
3.750%, 02/18/26
  4,000   4,578,174
Clorox Co. (The)        
#
3.100%, 10/01/27
  5,077   5,786,992
 
3.900%, 05/15/28
  16,112   19,343,618
CME Group, Inc.        
3.000%, 03/15/25
  2,833   3,124,918
CMS Energy Corp.        
3.875%, 03/01/24
  1,725   1,891,466
 
3.600%, 11/15/25
  3,163   3,551,286
 
3.000%, 05/15/26
  4,942   5,391,815
CNA Financial Corp.        
4.500%, 03/01/26
  22,057   25,852,342
 
3.900%, 05/01/29
  2,450   2,796,520
Coca-Cola Co. (The)        
3.200%, 11/01/23
  13,789   15,036,206
 
2.250%, 09/01/26
  12,603   13,770,663
#
2.900%, 05/25/27
  13,535   15,035,028
Comcast Cable Communications Holdings, Inc.        
9.455%, 11/15/22
  2,731   3,315,295
Comcast Corp.        
#
3.375%, 08/15/25
  4,946   5,568,425
#
3.150%, 03/01/26
  9,198   10,386,011
#
3.150%, 02/15/28
  5,000   5,712,987
 
4.250%, 10/15/30
  5,000   6,270,242
 
4.250%, 01/15/33
  5,000   6,360,659
 
7.050%, 03/15/33
  2,200   3,462,957
Comerica, Inc.        
4.000%, 02/01/29
  6,000   6,948,862
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Conagra Brands, Inc.        
3.200%, 01/25/23
  4,643   $4,923,450
 
4.850%, 11/01/28
  970   1,201,602
ConocoPhillips Co.        
#
4.950%, 03/15/26
  14,112   17,126,742
Consolidated Edison Co. of New York, Inc.        
#
3.300%, 12/01/24
  1,280   1,403,293
Constellation Brands, Inc.        
3.600%, 02/15/28
  10,825   12,293,248
 
3.150%, 08/01/29
  7,000   7,748,031
Corning, Inc.        
3.700%, 11/15/23
  2,710   2,896,507
Costco Wholesale Corp.        
#
3.000%, 05/18/27
  19,300   22,017,009
Cox Communications, Inc.        
Ω
3.850%, 02/01/25
  6,790   7,565,118
#Ω
3.500%, 08/15/27
  1,200   1,357,410
CSX Corp.        
4.250%, 06/01/21
  748   764,259
CVS Health Corp.        
3.375%, 08/12/24
  11,857   12,950,434
 
3.875%, 07/20/25
  13,408   15,220,171
 
3.250%, 08/15/29
  4,000   4,504,790
Danaher Corp.        
#
3.350%, 09/15/25
  1,483   1,665,838
Deere & Co.        
5.375%, 10/16/29
  467   624,882
DENTSPLY SIRONA, Inc.        
3.250%, 06/01/30
  5,500   6,016,587
Discover Bank        
4.650%, 09/13/28
  2,800   3,293,936
Discovery Communications LLC        
3.900%, 11/15/24
  5,376   5,917,090
 
3.450%, 03/15/25
  5,671   6,233,707
Dollar General Corp.        
#
3.250%, 04/15/23
  5,733   6,113,007
 
4.150%, 11/01/25
  1,604   1,867,456
Dollar Tree, Inc.        
4.200%, 05/15/28
  21,641   25,748,331
Dominion Energy Gas Holdings LLC        
2.800%, 11/15/20
  2,916   2,929,894
Dominion Energy, Inc.        
3.900%, 10/01/25
  10,013   11,449,726
Dow Chemical Co. (The)        
3.500%, 10/01/24
  6,952   7,611,734
DTE Energy Co.        
3.850%, 12/01/23
  960   1,045,402
 
2.850%, 10/01/26
  1,000   1,090,091
#
6.375%, 04/15/33
  2,305   3,207,324
Duke Energy Corp.        
3.750%, 04/15/24
  5,205   5,773,766
DXC Technology Co.        
4.450%, 09/18/22
  3,200   3,347,010
#
4.750%, 04/15/27
  35,329   39,640,399
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
E*TRADE Financial Corp.        
4.500%, 06/20/28
  8,496   $9,997,561
Eastman Chemical Co.        
4.500%, 01/15/21
  88   88,640
 
3.600%, 08/15/22
  297   311,874
 
1.500%, 05/26/23
EUR 7,630   9,193,691
 
3.800%, 03/15/25
  9,527   10,556,967
Eaton Corp.        
4.000%, 11/02/32
  13,775   16,894,814
Eaton Vance Corp.        
3.500%, 04/06/27
  10,462   11,550,410
eBay, Inc.        
3.800%, 03/09/22
  5,177   5,438,470
#
2.600%, 07/15/22
  1,688   1,748,221
 
3.600%, 06/05/27
  13,375   15,235,167
Ecolab, Inc.        
4.350%, 12/08/21
  480   505,586
#
2.700%, 11/01/26
  4,448   5,015,609
EI du Pont de Nemours and Co.        
2.300%, 07/15/30
  4,000   4,273,427
Electronic Arts, Inc.        
4.800%, 03/01/26
  15,000   18,034,553
Emerson Electric Co.        
#
3.150%, 06/01/25
  5,312   5,928,303
Enterprise Products Operating LLC        
3.900%, 02/15/24
  1,680   1,852,074
 
3.700%, 02/15/26
  4,976   5,660,692
 
6.875%, 03/01/33
  700   942,799
EOG Resources, Inc.        
4.100%, 02/01/21
  1,722   1,752,507
 
3.150%, 04/01/25
  6,718   7,404,216
 
4.375%, 04/15/30
  1,000   1,217,069
ERAC USA Finance LLC        
Ω
3.850%, 11/15/24
  6,590   7,200,934
ERP Operating L.P.        
#
2.500%, 02/15/30
  2,800   3,069,469
Evergy, Inc.        
4.850%, 06/01/21
  2,466   2,529,487
Eversource Energy        
2.800%, 05/01/23
  4,743   4,989,039
 
4.250%, 04/01/29
  1,000   1,207,088
Exelon Corp.        
2.450%, 04/15/21
  370   374,602
 
3.950%, 06/15/25
  417   478,104
 
3.400%, 04/15/26
  20,540   23,257,429
Expedia Group, Inc.        
3.250%, 02/15/30
  1,250   1,181,291
Exxon Mobil Corp.        
#
3.176%, 03/15/24
  2,929   3,175,151
#
2.440%, 08/16/29
  1,500   1,643,401
FedEx Corp.        
#
2.625%, 08/01/22
  2,607   2,713,583
 
1.000%, 01/11/23
EUR 8,560   10,256,891
#
4.000%, 01/15/24
  6,991   7,805,086
 
3.200%, 02/01/25
  1,744   1,919,779
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
#
3.400%, 02/15/28
  5,250   $5,876,011
 
4.900%, 01/15/34
  2,075   2,709,692
 
3.900%, 02/01/35
  800   909,927
Fidelity National Financial, Inc.        
3.400%, 06/15/30
  4,000   4,346,558
Fifth Third Bancorp        
#
3.950%, 03/14/28
  26,032   30,990,651
FirstEnergy Corp.        
7.375%, 11/15/31
  2,368   3,401,446
Flex, Ltd.        
4.875%, 06/15/29
  1,700   1,960,244
Fluor Corp.        
1.750%, 03/21/23
EUR 3,600   3,090,192
FMR LLC        
Ω
4.950%, 02/01/33
  2,400   3,315,093
Fortune Brands Home & Security, Inc.        
3.250%, 09/15/29
  4,300   4,808,051
GATX Corp.        
3.250%, 03/30/25
  5,120   5,466,878
 
3.250%, 09/15/26
  7,749   8,293,414
GE Capital Funding LLC        
Ω
4.550%, 05/15/32
  4,000   4,279,609
General Electric Co.        
6.750%, 03/15/32
  29,038   36,580,855
General Mills, Inc.        
4.200%, 04/17/28
  8,600   10,357,675
General Motors Financial Co., Inc.        
5.250%, 03/01/26
  14,136   15,992,747
 
4.350%, 01/17/27
  1,863   2,016,920
Georgia Power Co.        
3.250%, 04/01/26
  3,000   3,348,885
#
3.250%, 03/30/27
  15,966   17,615,008
Georgia-Pacific LLC        
7.750%, 11/15/29
  1,000   1,513,450
Gilead Sciences, Inc.        
4.400%, 12/01/21
  1,414   1,476,917
#
3.700%, 04/01/24
  10,612   11,761,648
#
3.650%, 03/01/26
  8,806   10,152,711
Global Payments, Inc.        
4.800%, 04/01/26
  7,031   8,362,063
 
4.450%, 06/01/28
  8,020   9,574,891
Goldman Sachs Group, Inc. (The)        
5.250%, 07/27/21
  2,240   2,345,942
 
4.000%, 03/03/24
  26,404   29,329,362
#
3.750%, 05/22/25
  8,213   9,185,017
 
3.750%, 02/25/26
  10,350   11,729,908
#
3.800%, 03/15/30
  12,000   14,102,607
 
6.125%, 02/15/33
  967   1,395,699
Halliburton Co.        
3.500%, 08/01/23
  333   354,436
Harley-Davidson, Inc.        
#
3.500%, 07/28/25
  5,593   5,958,691
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Hasbro, Inc.        
3.500%, 09/15/27
  3,300   $3,472,212
Health Care Service Corp. A Mutual Legal Reserve Co.        
Ω
2.200%, 06/01/30
  5,600   5,765,111
Hewlett Packard Enterprise Co.        
4.900%, 10/15/25
  6,965   8,050,196
Honeywell International, Inc.        
2.500%, 11/01/26
  9,698   10,766,339
Hormel Foods Corp.        
4.125%, 04/15/21
  1,479   1,498,365
HP, Inc.        
#
3.400%, 06/17/30
  49,335   53,134,913
Humana, Inc.        
3.850%, 10/01/24
  7,825   8,685,839
Huntington Bancshares, Inc.        
3.150%, 03/14/21
  1,582   1,605,272
 
2.300%, 01/14/22
  2,292   2,349,956
Hyatt Hotels Corp.        
3.375%, 07/15/23
  430   433,476
Illinois Tool Works, Inc.        
1.250%, 05/22/23
EUR 1,000   1,217,996
 
3.500%, 03/01/24
  6,399   7,036,344
Intel Corp.        
2.700%, 12/15/22
  413   435,529
#
3.150%, 05/11/27
  2,500   2,841,126
 
4.000%, 12/15/32
  3,200   4,074,703
Intercontinental Exchange, Inc.        
3.750%, 12/01/25
  12,500   14,386,250
International Business Machines Corp.        
3.375%, 08/01/23
  4,409   4,773,703
#
3.625%, 02/12/24
  9,600   10,631,710
 
3.300%, 01/27/27
  26,154   29,718,802
 
1.950%, 05/15/30
  22,940   23,983,664
International Paper Co.        
#
3.650%, 06/15/24
  7,850   8,734,226
 
3.800%, 01/15/26
  3,050   3,489,194
Interpublic Group of Cos., Inc. (The)        
4.200%, 04/15/24
  3,903   4,319,232
#
4.750%, 03/30/30
  1,175   1,423,954
Interstate Power and Light Co.        
#
2.300%, 06/01/30
  3,978   4,221,231
Jabil, Inc.        
3.600%, 01/15/30
  10,250   10,919,873
 
3.000%, 01/15/31
  7,633   7,742,513
Jefferies Group LLC / Jefferies Group Capital Finance, Inc.        
4.850%, 01/15/27
  6,594   7,516,685
JM Smucker Co. (The)        
3.500%, 03/15/25
  6,042   6,780,949
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Johnson & Johnson        
2.450%, 03/01/26
  3,212   $3,560,932
Johnson Controls International P.L.C.        
1.000%, 09/15/23
EUR 13,315   16,085,934
 
3.625%, 07/02/24
  915   991,606
JPMorgan Chase & Co.        
2.750%, 02/01/23
EUR 5,750   7,232,017
 
3.625%, 05/13/24
  12,131   13,462,500
 
3.900%, 07/15/25
  22,416   25,525,541
 
3.200%, 06/15/26
  676   759,299
 
2.950%, 10/01/26
  500   555,591
Juniper Networks, Inc.        
4.500%, 03/15/24
  4,224   4,748,992
#
3.750%, 08/15/29
  4,000   4,598,000
Kellogg Co.        
#
3.250%, 04/01/26
  13,739   15,605,423
 
3.400%, 11/15/27
  14,600   16,641,467
 
7.450%, 04/01/31
  6,959   10,349,942
Keurig Dr Pepper, Inc.        
#
3.400%, 11/15/25
  5,885   6,651,918
KeyBank NA        
#
3.300%, 06/01/25
  750   840,313
KeyCorp        
2.900%, 09/15/20
  319   319,916
 
5.100%, 03/24/21
  101   104,071
Kimberly-Clark Corp.        
2.400%, 06/01/23
  1,920   2,021,143
Kraft Heinz Foods Co.        
#
3.950%, 07/15/25
  9,288   10,208,083
Kroger Co. (The)        
#
3.850%, 08/01/23
  3,341   3,644,131
 
7.500%, 04/01/31
  16,177   23,656,976
L3Harris Technologies, Inc.        
3.950%, 05/28/24
  2,469   2,714,443
Laboratory Corp. of America Holdings        
4.000%, 11/01/23
  3,840   4,217,512
 
3.600%, 09/01/27
  2,500   2,861,574
Lam Research Corp.        
3.800%, 03/15/25
  4,094   4,657,870
#
4.000%, 03/15/29
  3,000   3,648,665
Lazard Group LLC        
#
4.500%, 09/19/28
  18,426   21,399,951
Lear Corp.        
3.800%, 09/15/27
  3,495   3,669,508
Legg Mason, Inc.        
#
3.950%, 07/15/24
  4,736   5,187,669
 
4.750%, 03/15/26
  9,317   10,801,289
Liberty Mutual Group, Inc.        
Ω
4.569%, 02/01/29
  10,665   12,985,282
Lincoln National Corp.        
#
3.400%, 01/15/31
  3,680   4,153,258
Lockheed Martin Corp.        
#
2.900%, 03/01/25
  4,480   4,930,141
 
3.550%, 01/15/26
  4,800   5,512,427
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Loews Corp.        
2.625%, 05/15/23
  3,761   $3,974,223
 
3.750%, 04/01/26
  11,870   13,626,194
Lowe's Cos., Inc.        
3.120%, 04/15/22
  292   303,726
 
3.375%, 09/15/25
  5,183   5,839,301
LYB International Finance II BV        
1.875%, 03/02/22
EUR 4,900   5,871,582
 
3.500%, 03/02/27
  4,166   4,673,265
LyondellBasell Industries NV        
5.750%, 04/15/24
  5,827   6,776,000
Manufacturers & Traders Trust Co.        
2.900%, 02/06/25
  8,028   8,818,771
Marathon Petroleum Corp.        
#
3.625%, 09/15/24
  7,691   8,275,712
Marriott International, Inc.        
2.875%, 03/01/21
  609   614,551
Marsh & McLennan Cos., Inc.        
3.500%, 06/03/24
  8,320   9,140,776
 
3.750%, 03/14/26
  3,300   3,805,419
Mastercard, Inc.        
1.100%, 12/01/22
EUR 405   489,014
#
2.950%, 11/21/26
  2,700   3,073,521
Maxim Integrated Products, Inc.        
3.450%, 06/15/27
  5,931   6,553,093
McDonald's Corp.        
2.000%, 06/01/23
EUR 3,100   3,861,259
 
0.625%, 01/29/24
EUR 8,900   10,672,669
McKesson Corp.        
3.796%, 03/15/24
  3,348   3,692,680
 
4.750%, 05/30/29
  7,500   9,263,612
Medtronic, Inc.        
3.500%, 03/15/25
  880   994,580
Merck & Co., Inc.        
2.750%, 02/10/25
  11,609   12,674,619
 
3.400%, 03/07/29
  5,000   5,907,757
MetLife, Inc.        
#
3.600%, 04/10/24
  6,140   6,829,808
 
5.700%, 06/15/35
  4,000   6,009,711
Micron Technology, Inc.        
4.663%, 02/15/30
  330   396,816
Microsoft Corp.        
2.700%, 02/12/25
  1,567   1,719,733
#
2.400%, 08/08/26
  29,634   32,625,551
 
3.300%, 02/06/27
  14,692   17,007,666
Molson Coors Beverage Co.        
3.500%, 05/01/22
  2,787   2,905,238
 
3.000%, 07/15/26
  18,416   19,452,058
Morgan Stanley        
5.500%, 07/28/21
  165   173,215
 
3.875%, 04/29/24
  8,982   10,014,869
#
3.875%, 01/27/26
  18,683   21,450,503
 
3.625%, 01/20/27
  19,726   22,674,751
 
7.250%, 04/01/32
  7,000   10,787,503
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Mosaic Co. (The)        
4.250%, 11/15/23
  2,565   $2,744,915
#
4.050%, 11/15/27
  6,000   6,476,746
Motorola Solutions, Inc.        
3.750%, 05/15/22
  1,799   1,886,282
#
3.500%, 03/01/23
  3,200   3,415,791
 
4.600%, 05/23/29
  4,700   5,510,887
MPLX L.P.        
#
4.125%, 03/01/27
  12,020   13,131,731
Mylan NV        
3.950%, 06/15/26
  18,167   20,759,026
Mylan, Inc.        
4.200%, 11/29/23
  4,480   4,926,130
Nasdaq, Inc.        
4.250%, 06/01/24
  1,666   1,879,565
National Oilwell Varco, Inc.        
#
2.600%, 12/01/22
  1,046   1,067,677
National Rural Utilities Cooperative Finance Corp.        
8.000%, 03/01/32
  2,708   4,333,034
NetApp, Inc.        
3.250%, 12/15/22
  1,088   1,132,293
#
3.300%, 09/29/24
  3,451   3,769,447
 
2.700%, 06/22/30
  5,000   5,313,692
Newmont Corp.        
3.625%, 06/09/21
  3,975   4,057,710
NextEra Energy Capital Holdings, Inc.        
4.500%, 06/01/21
  828   847,096
 
3.550%, 05/01/27
  25,641   29,747,861
NIKE, Inc.        
#
2.375%, 11/01/26
  28,083   30,739,733
NiSource, Inc.        
3.850%, 02/15/23
  2,335   2,502,588
Northern Trust Corp.        
1.950%, 05/01/30
  23,270   24,724,781
Northrop Grumman Corp.        
3.250%, 08/01/23
  988   1,071,591
Nucor Corp.        
#
3.950%, 05/01/28
  10,245   12,031,147
#
2.700%, 06/01/30
  9,000   9,753,093
Nuveen Finance LLC        
Ω
4.125%, 11/01/24
  2,748   3,120,950
NVIDIA Corp.        
#
3.200%, 09/16/26
  3,800   4,310,463
Ohio Power Co.        
5.375%, 10/01/21
  2,308   2,443,666
Omnicom Group, Inc.        
4.200%, 06/01/30
  9,000   10,700,841
Omnicom Group, Inc. / Omnicom Capital, Inc.        
3.650%, 11/01/24
  6,057   6,706,837
ONEOK, Inc.        
4.000%, 07/13/27
  6,623   6,814,287
Oracle Corp.        
2.950%, 05/15/25
  15,400   17,002,280
 
2.650%, 07/15/26
  39,785   43,820,658
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
 
3.250%, 11/15/27
  36,794   $42,111,622
O'Reilly Automotive, Inc.        
#
3.600%, 09/01/27
  21,580   24,944,637
Owens Corning        
3.875%, 06/01/30
  6,350   6,970,069
Packaging Corp. of America        
4.500%, 11/01/23
  3,888   4,299,788
Parker-Hannifin Corp.        
3.300%, 11/21/24
  3,093   3,400,758
#
3.250%, 06/14/29
  6,200   7,054,131
Penske Truck Leasing Co. L.P. / PTL Finance Corp.        
Ω
3.400%, 11/15/26
  1,000   1,091,873
PepsiCo, Inc.        
2.750%, 03/05/22
  2,810   2,924,226
 
3.500%, 07/17/25
  10,309   11,773,561
PerkinElmer, Inc.        
3.300%, 09/15/29
  1,700   1,917,014
Pfizer, Inc.        
#
3.000%, 12/15/26
  42,108   48,144,552
 
3.450%, 03/15/29
  5,000   5,979,430
Philip Morris International, Inc.        
3.250%, 11/10/24
  7,098   7,880,382
 
3.125%, 08/17/27
  2,000   2,255,314
 
3.375%, 08/15/29
  6,000   6,961,555
 
2.100%, 05/01/30
  10,750   11,383,662
Phillips 66        
4.300%, 04/01/22
  2,235   2,371,054
Phillips 66 Partners L.P.        
3.550%, 10/01/26
  23,603   25,580,901
 
3.750%, 03/01/28
  3,265   3,475,216
 
3.150%, 12/15/29
  8,000   8,154,499
PNC Bank NA        
#
2.950%, 02/23/25
  8,093   8,893,945
#
3.250%, 06/01/25
  8,000   8,945,372
PNC Financial Services Group, Inc. (The)        
4.375%, 08/11/20
  267   267,217
 
3.300%, 03/08/22
  795   830,234
PPG Industries, Inc.        
#
3.750%, 03/15/28
  12,376   14,864,461
 
2.800%, 08/15/29
  2,603   2,853,471
 
2.550%, 06/15/30
  9,250   9,972,592
PPL Capital Funding, Inc.        
3.400%, 06/01/23
  3,334   3,548,004
#
3.100%, 05/15/26
  11,200   12,454,349
Precision Castparts Corp.        
#
3.250%, 06/15/25
  30,987   34,692,483
Principal Financial Group, Inc.        
3.125%, 05/15/23
  4,444   4,739,167
#
3.400%, 05/15/25
  5,700   6,365,267
 
3.100%, 11/15/26
  5,472   6,011,148
Procter & Gamble Co. (The)        
2.450%, 11/03/26
  1,077   1,194,540
#
2.850%, 08/11/27
  12,850   14,666,004
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Progress Energy, Inc.        
7.750%, 03/01/31
  2,500   $3,774,355
Prudential Financial, Inc.        
3.878%, 03/27/28
  1,215   1,446,022
PSEG Power LLC        
4.300%, 11/15/23
  5,815   6,427,564
Puget Energy, Inc.        
6.000%, 09/01/21
  7,900   8,329,177
QUALCOMM, Inc.        
3.450%, 05/20/25
  15,743   17,715,446
Quest Diagnostics, Inc.        
3.500%, 03/30/25
  384   426,904
Raytheon Technologies Corp.        
7.500%, 09/15/29
  615   909,222
Reinsurance Group of America, Inc.        
5.000%, 06/01/21
  960   995,060
 
4.700%, 09/15/23
  3,840   4,240,380
 
3.950%, 09/15/26
  16,189   18,102,063
#
3.150%, 06/15/30
  15,855   17,162,574
RELX Capital, Inc.        
3.000%, 05/22/30
  900   1,000,378
Republic Services, Inc.        
3.550%, 06/01/22
  4,488   4,710,336
Rockwell Automation, Inc.        
2.875%, 03/01/25
  5,738   6,215,655
Roper Technologies, Inc.        
3.000%, 12/15/20
  1,285   1,295,048
Ross Stores, Inc.        
4.800%, 04/15/30
  6,000   7,284,082
salesforce.com, Inc.        
3.700%, 04/11/28
  12,800   15,212,762
Sempra Energy        
2.850%, 11/15/20
  3,650   3,662,952
 
4.050%, 12/01/23
  2,205   2,425,775
 
3.550%, 06/15/24
  6,528   7,151,573
Sherwin-Williams Co. (The)        
3.450%, 08/01/25
  6,794   7,560,644
 
3.450%, 06/01/27
  1,035   1,188,292
 
2.950%, 08/15/29
  6,000   6,703,635
Southern Co. (The)        
3.250%, 07/01/26
  8,992   10,210,373
Southern Power Co.        
4.150%, 12/01/25
  5,433   6,337,633
Southwest Airlines Co.        
2.650%, 11/05/20
  1,140   1,142,614
 
3.000%, 11/15/26
  8,466   8,239,615
Southwest Gas Corp.        
3.700%, 04/01/28
  2,900   3,340,175
#
2.200%, 06/15/30
  13,700   14,739,845
Stanley Black & Decker, Inc.        
2.300%, 03/15/30
  3,000   3,218,908
Starbucks Corp.        
3.850%, 10/01/23
  1,231   1,350,827
State Street Corp.        
3.300%, 12/16/24
  13,947   15,605,652
#
3.550%, 08/18/25
  8,254   9,441,552
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Steel Dynamics, Inc.        
3.250%, 01/15/31
  10,125   $11,073,962
Steelcase Inc.        
5.125%, 01/18/29
  3,000   3,238,804
Stryker Corp.        
2.625%, 03/15/21
  896   906,552
 
3.375%, 05/15/24
  512   561,167
 
3.375%, 11/01/25
  11,427   12,877,655
#
3.650%, 03/07/28
  25,656   30,159,311
Sysco Corp.        
2.600%, 10/01/20
  2,965   2,969,558
 
3.750%, 10/01/25
  685   757,500
#
3.300%, 07/15/26
  18,844   20,456,604
 
3.250%, 07/15/27
  4,934   5,311,551
Target Corp.        
#
2.500%, 04/15/26
  4,468   4,919,497
TCI Communications, Inc.        
7.875%, 02/15/26
  1,520   2,089,148
TD Ameritrade Holding Corp.        
2.950%, 04/01/22
  1,785   1,854,573
 
3.625%, 04/01/25
  7,358   8,233,807
Texas Instruments, Inc.        
2.900%, 11/03/27
  3,500   3,967,507
TJX Cos., Inc. (The)        
2.250%, 09/15/26
  20,681   22,170,597
#
3.750%, 04/15/27
  2,800   3,248,956
Toyota Motor Credit Corp.        
2.150%, 09/08/22
  6,000   6,214,351
Travelers Property Casualty Corp.        
6.375%, 03/15/33
  800   1,212,449
Truist Financial Corp.        
2.900%, 03/03/21
  748   757,842
 
3.700%, 06/05/25
  14,345   16,406,787
TWDC Enterprises 18 Corp.        
3.150%, 09/17/25
  9,588   10,702,692
 
7.000%, 03/01/32
  1,340   2,031,611
Tyson Foods, Inc.        
4.500%, 06/15/22
  5,527   5,881,186
U.S. Bank NA        
#
2.800%, 01/27/25
  5,950   6,505,885
Union Pacific Corp.        
2.750%, 04/15/23
  640   675,067
#
3.250%, 01/15/25
  9,515   10,461,360
#
3.950%, 09/10/28
  22,950   27,608,998
United Parcel Service, Inc.        
0.375%, 11/15/23
EUR 850   1,014,695
#
3.050%, 11/15/27
  2,127   2,428,889
UnitedHealth Group, Inc.        
2.750%, 02/15/23
  8,672   9,163,681
 
3.750%, 07/15/25
  12,530   14,409,453
 
3.100%, 03/15/26
  1,290   1,457,489
 
3.850%, 06/15/28
  1,500   1,803,689
Unum Group        
4.000%, 03/15/24
  5,051   5,479,122
 
3.875%, 11/05/25
  1,977   2,122,036
 
4.000%, 06/15/29
  10,963   11,872,540
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
US Bancorp        
2.350%, 01/29/21
  806   $812,803
Valero Energy Corp.        
#
3.400%, 09/15/26
  8,918   9,831,417
 
7.500%, 04/15/32
  580   834,108
Ventas Realty L.P.        
3.000%, 01/15/30
  1,100   1,121,730
Verizon Communications, Inc.        
3.376%, 02/15/25
  531   596,129
#
2.625%, 08/15/26
  2,026   2,240,232
#
4.125%, 03/16/27
  3,000   3,591,244
 
4.329%, 09/21/28
  2,000   2,465,701
 
4.016%, 12/03/29
  17,153   20,967,589
VF Corp.        
2.800%, 04/23/27
  1,000   1,078,497
#
2.950%, 04/23/30
  516   567,618
ViacomCBS, Inc.        
3.875%, 04/01/24
  4,899   5,358,414
 
3.500%, 01/15/25
  2,364   2,596,915
 
2.900%, 01/15/27
  26,061   28,077,599
 
7.875%, 07/30/30
  1,137   1,674,498
#
4.200%, 05/19/32
  12,600   14,467,394
Visa, Inc.        
#
3.150%, 12/14/25
  14,555   16,414,846
 
2.050%, 04/15/30
  37,050   40,241,371
VMware, Inc.        
4.650%, 05/15/27
  6,600   7,555,012
 
3.900%, 08/21/27
  1,024   1,127,639
Walgreen Co.        
3.100%, 09/15/22
  3,807   4,001,361
Walgreens Boots Alliance, Inc.        
3.300%, 11/18/21
  7,828   8,082,487
 
3.450%, 06/01/26
  1,465   1,616,299
#
3.200%, 04/15/30
  2,813   2,991,153
Walmart, Inc.        
3.700%, 06/26/28
  5,000   6,017,211
#
3.250%, 07/08/29
  8,465   10,013,788
 
2.375%, 09/24/29
  14,101   15,740,743
Walt Disney Co. (The)        
#
3.700%, 09/15/24
  14,364   16,039,859
 
1.750%, 01/13/26
  5,000   5,224,790
 
2.650%, 01/13/31
  2,000   2,173,991
 
6.200%, 12/15/34
  1,700   2,523,338
Waste Management, Inc.        
#
4.600%, 03/01/21
  1,831   1,856,082
 
3.500%, 05/15/24
  4,942   5,387,505
 
3.125%, 03/01/25
  3,460   3,806,407
WEC Energy Group, Inc.        
3.550%, 06/15/25
  6,271   7,030,594
Wells Fargo & Co.        
#
3.500%, 03/08/22
  2,768   2,897,580
#
3.000%, 02/19/25
  16,264   17,686,890
 
3.000%, 04/22/26
  9,473   10,380,403
 
3.000%, 10/23/26
  1,490   1,634,514
 
4.150%, 01/24/29
  1,200   1,425,163
 
5.375%, 02/07/35
  1,500   2,073,263
 
DFA Investment Grade Portfolio
CONTINUED
      Face
Amount^ 		  Value†
      (000)    
 
UNITED STATES — (Continued)
Welltower, Inc.        
4.125%, 03/15/29
  1,550   $1,745,736
Westlake Chemical Corp.        
3.375%, 06/15/30
  5,800   6,141,108
WestRock MWV LLC        
8.200%, 01/15/30
  19,367   27,814,751
Whirlpool Corp.        
4.700%, 06/01/22
  1,920   2,049,024
 
3.700%, 05/01/25
  15,463   16,973,177
#
4.750%, 02/26/29
  1,300   1,608,042
Williams Cos., Inc. (The)        
4.000%, 09/15/25
  12,364   13,820,324
 
3.750%, 06/15/27
  7,863   8,619,131
 
3.500%, 11/15/30
  5,000   5,494,961
Wisconsin Electric Power Co.        
3.100%, 06/01/25
  3,200   3,497,202
WRKCo, Inc.        
4.200%, 06/01/32
  1,800   2,170,184
 
3.000%, 06/15/33
  7,000   7,621,897
Zimmer Biomet Holdings, Inc.        
3.550%, 04/01/25
  5,634   6,229,447
Zoetis, Inc.        
#
3.000%, 09/12/27
  26,275   29,539,495
TOTAL UNITED STATES
      4,573,868,304
TOTAL BONDS
      6,115,889,298
U.S. TREASURY OBLIGATIONS — (20.5%)
U.S. Treasury Bonds        
6.750%, 08/15/26
  38,863   53,866,382
 
6.625%, 02/15/27
  44,651   62,788,443
 
6.125%, 11/15/27
  29,407   41,574,447
 
5.250%, 11/15/28
  10,442   14,525,532
 
5.250%, 02/15/29
  60,685   85,018,262
 
6.125%, 08/15/29
  35,585   53,392,340
 
6.250%, 05/15/30
  45,710   70,832,955
 
5.375%, 02/15/31
  54,500   81,607,363
U.S. Treasury Notes        
2.125%, 05/15/25
  28,730   31,337,709
      Face
Amount^ 		  Value†
      (000)    
 
 
2.000%, 08/15/25
  10,000   $10,883,984
 
2.250%, 11/15/25
  98,895   109,240,345
 
1.625%, 02/15/26
  90,499   97,191,299
 
1.625%, 05/15/26
  80,000   86,081,250
 
1.500%, 08/15/26
  83,787   89,681,867
 
1.625%, 09/30/26
  45,000   48,547,265
 
2.000%, 11/15/26
  40,000   44,121,875
 
1.625%, 11/30/26
  39,750   42,933,105
 
1.500%, 01/31/27
  59,500   63,860,234
 
2.250%, 02/15/27
  60,000   67,324,219
 
2.375%, 05/15/27
  81,200   92,079,532
 
2.250%, 08/15/27
  50,000   56,457,031
 
2.250%, 11/15/27
  79,018   89,475,878
 
2.750%, 02/15/28
  88,300   103,552,446
 
2.875%, 05/15/28
  45,000   53,402,344
 
2.875%, 08/15/28
  63,000   75,053,672
 
3.125%, 11/15/28
  75,000   91,227,539
 
2.625%, 02/15/29
  50,000   58,980,469
 
2.375%, 05/15/29
  48,000   55,792,500
#
1.625%, 08/15/29
  60,000   65,983,594
#
1.750%, 11/15/29
  92,500   102,974,903
 
1.500%, 02/15/30
  94,700   103,348,773
 
0.625%, 05/15/30
  100,000   100,808,594
TOTAL U.S. TREASURY OBLIGATIONS
      2,203,946,151
TOTAL INVESTMENT SECURITIES

(Cost $9,263,493,435)
      10,288,984,852
    
      Shares  
SECURITIES LENDING COLLATERAL — (4.4%)
@§
The DFA Short Term Investment Fund
  41,164,868 476,318,693
TOTAL INVESTMENTS — (100.0%)  
(Cost $9,739,767,009)^^
    $10,765,303,545
 
As of July 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 43,611,831   GBP 34,553,138   UBS AG   08/18/20   $(1,621,664)
USD 87,049,203   EUR 76,301,209   JP Morgan   08/24/20   (2,867,619)
USD 143,363,820   EUR 123,763,997   JP Morgan   08/26/20   (2,491,502)
USD 56,256,299   EUR 48,579,109   State Street Bank and Trust   08/28/20   (996,396)
Total (Depreciation)           $(7,977,181)
DFA Investment Grade Portfolio
CONTINUED
Summary of the Portfolio's investments as of July 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
—   $175,047,723   —   $175,047,723
Belgium
—   46,740,851   —   46,740,851
Canada
—   131,656,830   —   131,656,830
Denmark
—   47,444,856   —   47,444,856
Finland
—   1,204,704   —   1,204,704
France
—   115,709,400   —   115,709,400
Germany
—   138,456,891   —   138,456,891
Ireland
—   15,931,211   —   15,931,211
Italy
—   19,093,453   —   19,093,453
Japan
—   206,389,444   —   206,389,444
Netherlands
—   132,173,875   —   132,173,875
Norway
—   24,098,115   —   24,098,115
Spain
—   75,397,277   —   75,397,277
Supranational Organization Obligations
—   2,669,153   —   2,669,153
Sweden
—   18,020,664   —   18,020,664
Switzerland
—   78,449,060   —   78,449,060
United Kingdom
—   313,537,487   —   313,537,487
United States
—   4,573,868,304   —   4,573,868,304
Agency Obligations
—   1,969,149,403   —   1,969,149,403
U.S. Treasury Obligations
—   2,203,946,151   —   2,203,946,151
Securities Lending Collateral
—   476,318,693   —   476,318,693
Forward Currency Contracts**
—   (7,977,181)   —   (7,977,181)
TOTAL
—   $10,757,326,364   —   $10,757,326,364
** Valued at the unrealized appreciation/(depreciation) on the investment.
DFA Inflation-Protected Securities Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
    
      Face
Amount± 		  Value†
      (000)    
U.S. TREASURY OBLIGATIONS — (99.7%)
Treasury Inflation Protected Security        
 
0.625%, 01/15/26
  255,000   $302,926,090
 
0.125%, 07/15/26
  396,950   459,750,458
 
0.375%, 01/15/27
  445,000   519,435,283
 
2.375%, 01/15/27
  182,500   286,768,692
 
0.375%, 07/15/27
  401,500   467,386,686
 
0.500%, 01/15/28
  106,600   124,135,697
 
1.750%, 01/15/28
  221,700   330,353,691
 
3.625%, 04/15/28
  172,500   375,180,616
 
0.750%, 07/15/28
  91,000   107,136,620
 
0.875%, 01/15/29
  413,500   489,521,521
 
2.500%, 01/15/29
  292,500   457,429,599
 
3.875%, 04/15/29
  211,745   476,833,179
 
0.250%, 07/15/29
  139,500   156,619,603
 
3.375%, 04/15/32
  197,000   434,614,679
 
2.125%, 02/15/40
  160,000   294,584,910
TOTAL U.S. TREASURY OBLIGATIONS

Cost ($4,711,683,312)
      5,282,677,324
    
      Shares  
TEMPORARY CASH INVESTMENTS — (0.3%)
 
State Street Institutional U.S. Government Money Market Fund 0.092%
  17,188,377 17,188,377
TOTAL INVESTMENTS — (100.0%)  
(Cost $4,728,871,689)^^
    $5,299,865,701
Summary of the Portfolio's investments as of July 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
—   $5,282,677,324   —   $5,282,677,324
Temporary Cash Investments
$17,188,377   —   —   17,188,377
TOTAL
$17,188,377   $5,282,677,324   —   $5,299,865,701
DFA Short-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
CERTIFICATES OF DEPOSIT — (0.2%)
City of Houston        
0.180%, 08/03/20
  4,200   $4,200,021
 
0.180%, 08/04/20
  2,100   2,100,014
TOTAL CERTIFICATES OF DEPOSIT
      6,300,035
    
         
         
MUNICIPAL BONDS — (98.9%)
ALABAMA — (0.5%)
Alabama State (GO) Series A      
5.000%, 08/01/20
  5,495 5,495,000
 
5.000%, 08/01/21
  1,450 1,520,108
 
5.000%, 08/01/21
  6,030 6,321,550
TOTAL ALABAMA
    13,336,658
ALASKA — (0.2%)
Alaska State (GO) Series B      
5.000%, 08/01/20
  3,920 3,920,000
Municipality of Anchorage AK (GO) Series B      
5.000%, 09/01/20
  2,045 2,052,505
TOTAL ALASKA
    5,972,505
ARIZONA — (0.3%)
City of Phoenix (GO)      
4.000%, 07/01/21
  5,970 6,180,204
Maricopa County School District No. 3 Tempe Elementary (GO)      
3.000%, 07/01/21
  1,410 1,446,716
TOTAL ARIZONA
    7,626,920
ARKANSAS — (0.8%)
Arkansas State (GO)      
5.000%, 04/01/21
  4,300 4,437,471
 
5.000%, 04/01/21
  6,495 6,702,645
 
5.000%, 06/15/21
  8,730 9,096,136
TOTAL ARKANSAS
    20,236,252
CALIFORNIA — (4.4%)
Bay Area Toll Authority (RB) Series F-1      
¤
5.000%, 04/01/26 (Pre-refunded @ $100, 4/1/22)
  3,995 4,313,681
California State (GO)      
5.000%, 10/01/21
  2,215 2,341,676
City of Los Angeles (RN)      
4.000%, 06/24/21
  31,800 32,893,284
      FaceAmount   Value†
      (000)    
CALIFORNIA — (Continued)
City of Los Angeles Solid Waste Resources Revenue (RB) Series A        
5.000%, 02/01/21
  3,375   $3,456,776
Los Angeles Unified School District (GO) Series RYQ        
5.000%, 07/01/21
  9,745   10,180,212
Los County Angeles (RN) Series A        
4.000%, 06/30/21
  17,860   18,477,242
Riverside County (RN)        
4.000%, 06/30/21
  10,500   10,868,760
San Mateo Union High School District (GO) Series A        
4.000%, 09/01/21
  1,965   2,048,179
 
4.000%, 09/01/22
  1,600   1,731,968
Southern California Public Power Authority (RB)        
5.000%, 07/01/21
  690   720,691
 
5.000%, 07/01/22
  820   897,080
University of California (RB) Series G        
¤
5.000%, 05/15/37 (Pre-refunded @ $100, 05/15/22)
  10,385   11,274,371
Ventura County (RN)        
4.000%, 06/30/21
  17,650   18,264,926
TOTAL CALIFORNIA
      117,468,846
COLORADO — (3.5%)
Board of Governors of Colorado State University System (RB) (ST HGR ED INTERCEPT PROG) Series A        
¤
5.000%, 03/01/38 (Pre-refunded @ $100, 3/1/22)
  1,250   1,345,337
Board of Water Commissioners City & County of Denver/The (RB) Series B        
5.000%, 09/15/20
  7,100   7,139,689
 
5.000%, 09/15/21
  1,275   1,344,972
 
5.000%, 09/15/22
  3,420   3,771,166
City & County of Denver (GO) Series A        
5.000%, 08/01/20
  4,920   4,920,000
 
5.000%, 08/01/22
  3,845   4,217,350
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
COLORADO — (Continued)
City of Colorado Springs Utilities System Revenue (RB) Series A        
5.000%, 11/15/21
  2,900   $3,075,914
 
5.000%, 11/15/22
  1,200   1,330,308
Colorado State (RN)        
4.000%, 06/25/21
  35,000   36,183,350
Colorado State Education Loan Program (RN) Series A        
3.000%, 06/29/21
  20,000   20,508,600
Denver City & County School District No. 1 (GO) (ST AID WITHHLDG)        
5.000%, 12/01/20
  2,000   2,031,760
Jefferson County School District R-1 (GO) (ST AID WITHHLDG)        
5.000%, 12/15/20
  3,510   3,572,302
Larimer County School District No. R-1 Poudre (GO) (ST AID WITHHLDG)        
5.000%, 12/15/20
  2,000   2,035,500
Weld County School District No. RE-4 (GO) (ST AID WITHHLDG)        
4.000%, 12/01/22
  1,000   1,088,680
TOTAL COLORADO
      92,564,928
CONNECTICUT — (2.0%)
City of Danbury (BAN)        
2.000%, 07/15/21
  8,000   8,132,000
City of Middletown (GO)        
5.000%, 04/01/21
  1,905   1,966,550
City of Milford (GO)        
2.500%, 11/03/20
  6,790   6,826,938
Town of Bethel (BAN)        
2.000%, 07/23/21
  10,000   10,174,700
Town of Greenwich (GO) (BAN)        
1.500%, 01/14/21
  25,000   25,128,250
TOTAL CONNECTICUT
      52,228,438
DELAWARE — (0.2%)
Delaware State (GO) Series A        
5.000%, 01/01/21
  2,000   2,040,000
Delaware State (GO) Series B        
5.000%, 07/01/21
  830   866,918
 
5.000%, 07/01/22
  1,250   1,366,488
TOTAL DELAWARE
      4,273,406
      FaceAmount   Value†
      (000)    
DISTRICT OF COLUMBIA — (0.1%)
District of Columbia (RB) Series G        
¤
5.000%, 12/01/30 (Pre-refunded @ $100, 12/1/21)
  2,430   $2,585,933
FLORIDA — (2.9%)
Florida State (GO) Series A        
5.000%, 01/01/21
  2,340   2,386,800
 
5.000%, 06/01/21
  7,500   7,803,000
Florida State (GO) Series C        
5.000%, 06/01/21
  13,000   13,525,200
Miami-Dade County (GO) Series A        
5.000%, 11/01/21
  1,735   1,838,441
Miami-Dade County Aviation Revenue (RB) Series A        
¤
5.500%, 10/01/41 (Pre-refunded @ $100, 10/1/20)
  20,850   21,027,850
Miami-Dade County Water & Sewer System Revenue (RB)        
5.000%, 10/01/21
  3,500   3,696,385
Orange County Water Utility System Revenue (RB)        
5.000%, 10/01/21
  2,500   2,641,175
School District of Broward County (RN)        
2.000%, 06/30/21
  21,120   21,468,691
Tampa Bay Water (RB)        
5.000%, 10/01/20
  2,000   2,015,380
¤
5.000%, 10/01/25 (Pre-refunded @ $100, 10/1/20)
  2,160   2,176,373
TOTAL FLORIDA
      78,579,295
GEORGIA — (2.2%)
City of Atlanta GA        
5.000%, 12/01/21
  1,805   1,921,838
Cobb County (GO)        
5.000%, 01/01/21
  3,710   3,784,052
 
5.000%, 01/01/22
  500   534,325
Cobb County School District (GO)        
2.000%, 12/16/20
  20,000   20,123,200
DeKalb County (GO)        
5.000%, 12/01/20
  4,270   4,337,252
DeKalb County School District (GO) (ST AID WITHHLDG)        
4.000%, 10/01/20
  3,000   3,018,480
Georgia State (GO) Series C        
5.000%, 10/01/20
  5,000   5,038,850
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
GEORGIA — (Continued)
Georgia State (GO) Series E        
5.000%, 12/01/20
  13,120   $13,329,264
Georgia State (GO) Series F        
5.000%, 01/01/21
  2,330   2,376,600
Georgia State (GO) Series J-2        
4.000%, 11/01/20
  5,000   5,047,200
TOTAL GEORGIA
      59,511,061
HAWAII — (2.9%)
City & County of Honolulu (GO) Series B        
5.000%, 10/01/21
  3,685   3,890,439
City & County of Honolulu (GO) Series F        
5.000%, 07/01/21
  850   883,507
 
5.000%, 07/01/22
  1,250   1,357,000
City & Henrico County (GO) Series B        
¤
5.000%, 12/01/30 (Pre-refunded @ $100, 12/1/20)
  5,000   5,079,400
Hawaii State (GO) Series EF        
5.000%, 11/01/20
  5,555   5,619,771
 
5.000%, 11/01/21
  5,500   5,828,625
Hawaii State (GO) Series EO        
4.000%, 08/01/20
  1,990   1,990,000
 
5.000%, 08/01/22
  6,000   6,573,420
Hawaii State (GO) Series EZ        
5.000%, 10/01/20
  6,000   6,045,840
 
5.000%, 10/01/21
  7,080   7,474,710
Hawaii State (GO) Series FE        
5.000%, 10/01/21
  3,260   3,441,745
Hawaii State (GO) Series FH        
5.000%, 10/01/21
  3,715   3,922,111
Hawaii State (GO) Series FN        
5.000%, 10/01/21
  6,070   6,408,402
State of Hawaii Series DZ        
¤
5.000%, 12/01/22
  2,000   2,126,960
State of Hawaii Series EY        
5.000%, 10/01/22
  9,055   9,993,732
State of Hawaii Series EZ        
5.000%, 10/01/22
  7,040   7,769,837
TOTAL HAWAII
      78,405,499
ILLINOIS — (0.4%)
Chicago O'Hare International Airport (RB)        
¤
5.625%, 01/01/35 (Pre-refunded @ $100, 1/1/21)
  1,995   2,038,990
      FaceAmount   Value†
      (000)    
ILLINOIS — (Continued)
Illinois Finance Authority (RB)        
¤
4.000%, 06/01/47 (Pre-refunded @ $100, 6/1/22)
  7,575   $8,084,722
TOTAL ILLINOIS
      10,123,712
KANSAS — (0.8%)
City of Olathe Series A        
3.000%, 08/01/21
  3,250   3,336,743
City of Topeka        
2.000%, 10/01/21
  5,000   5,096,050
Johnson County (GO) Series A        
3.000%, 09/01/22
  1,135   1,199,275
State of Kansas Department of Transportation (RB) Series B        
5.000%, 09/01/20
  4,500   4,516,335
State of Kansas Department of Transportation (RB) Series C        
5.000%, 09/01/20
  7,745   7,773,114
TOTAL KANSAS
      21,921,517
KENTUCKY — (0.6%)
Louisville & Jefferson County (RB)        
5.000%, 12/01/35 (Pre-refunded @ $100, 12/01/35)
  3,115   3,381,239
Louisville Water Co (RB)        
5.000%, 11/15/20
  8,280   8,393,519
 
5.000%, 11/15/21
  2,825   3,000,969
TOTAL KENTUCKY
      14,775,727
LOUISIANA — (0.2%)
Louisiana State (GO) Series C        
5.000%, 08/01/21
  5,000   5,240,700
MAINE — (0.2%)
Cumberland County (GO)        
2.000%, 11/06/20
  5,000   5,021,650
Maine State (GO) Series B        
5.000%, 06/01/21
  1,500   1,560,210
TOTAL MAINE
      6,581,860
MARYLAND — (7.2%)
Anne County Arundel (GO)        
5.000%, 10/01/20
  1,790   1,803,855
 
5.000%, 04/01/21
  12,740   13,148,954
 
5.000%, 10/01/21
  2,950   3,116,586
 
5.000%, 10/01/22
  4,115   4,548,227
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
MARYLAND — (Continued)
Baltimore County (GO)        
5.000%, 02/01/21
  3,520   $3,604,410
 
3.000%, 11/01/21
  6,080   6,297,178
Baltimore County (GO) (BAN)        
4.000%, 03/22/21
  24,075   24,667,245
City of Baltimore (GO) Series A        
4.000%, 10/15/21
  1,520   1,590,346
Howard County (GO) Series        
5.000%, 02/15/21
  2,775   2,846,789
Howard County (GO) Series A        
5.000%, 08/15/20
  14,215   14,236,180
 
5.000%, 08/15/20
  200   200,298
 
5.000%, 08/15/21
  100   105,024
 
5.000%, 08/15/22
  5,385   5,916,661
Maryland State (GO)        
4.500%, 08/01/20
  4,015   4,015,000
Maryland State (GO) Series B        
5.000%, 08/01/20
  8,425   8,425,000
 
5.000%, 08/01/20
  5,000   5,000,000
 
5.000%, 08/01/21
  5,000   5,242,250
Maryland State Department of Transportation (RB)        
5.000%, 11/01/21
  5,020   5,325,818
 
5.000%, 12/01/21
  2,460   2,619,900
 
5.000%, 12/15/22
  11,270   12,560,190
 
5.000%, 09/01/23
  2,630   3,019,661
Montgomery County (RB)        
¤
5.000%, 12/01/40 (Pre-refunded @ $100, 12/1/21)
  3,000   3,192,510
Montgomery County (GO) Series A        
5.000%, 11/01/20
  8,500   8,600,640
 
5.000%, 11/01/20
  6,000   6,071,040
Montgomery County (GO) Series A_WWW        
4.000%, 08/01/21
  11,000   11,422,840
Montgomery County (GO) Series B        
5.000%, 06/01/21
  2,315   2,408,318
 
5.000%, 12/01/21
  4,000   4,258,920
Prince County George's (GO) Series A        
5.000%, 07/15/21
  760   795,325
 
5.000%, 09/15/21
  3,500   3,691,275
 
5.000%, 07/15/22
  10,000   10,948,800
Prince County George's (GO) Series C        
5.000%, 08/01/20
  6,980   6,980,000
Talbot County (GO)        
2.000%, 12/15/21
  1,330   1,363,875
      FaceAmount   Value†
      (000)    
MARYLAND — (Continued)
Washington Suburban Sanitary Commission (RB) (CNTY GTD)        
5.000%, 06/01/21
  4,450   $4,629,023
TOTAL MARYLAND
      192,652,138
MASSACHUSETTS — (6.9%)
City of Beverly (BAN)        
2.000%, 03/26/21
  13,000   13,136,890
City of Quincy (GO)        
2.000%, 01/15/21
  10,000   10,081,800
City of Quincy (BAN)        
2.000%, 06/11/21
  35,000   35,559,300
City of Somerville (BAN) Series A        
2.000%, 06/04/21
  31,000   31,471,200
City of Somerville (BAN) Series B        
1.000%, 10/23/20
  2,800   2,803,724
City of Springfield (GO) (ST AID WITHHLDG)        
5.000%, 09/01/21
  4,240   4,461,286
Commonwealth of Massachusetts (GO) Series A        
5.000%, 05/01/21
  10,000   10,361,600
¤
5.000%, 04/01/24 (Pre-refunded @ $100, 4/1/21)
  1,500   1,548,150
¤
5.000%, 12/01/38 (Pre-refunded @ $100, 12/1/21)
  5,000   5,320,850
Commonwealth of Massachusetts (GO) Series C        
5.000%, 07/01/21
  3,170   3,310,399
 
5.000%, 10/01/21
  8,000   8,451,760
Commonwealth of Massachusetts (GO) (AGM) Series B        
5.250%, 09/01/21
  2,405   2,537,491
Massachusetts Clean Water Trust (The) (RB)        
5.000%, 08/01/20
  5,830   5,830,000
North Middlesex Regional School District (GO)        
2.000%, 02/05/21
  10,000   10,087,300
Town of Nantucket (BAN)        
1.250%, 11/13/20
  7,000   7,017,290
Town of Plymouth (BAN)        
2.000%, 06/10/21
  7,451   7,563,287
Town of Westport (BAN)        
1.250%, 11/03/20
  24,000   24,050,160
TOTAL MASSACHUSETTS
      183,592,487
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
MICHIGAN — (1.5%)
Ann Arbor School District (GO) (Q-SBLF)        
3.000%, 05/01/21
  11,750   $11,998,982
Michigan State Hospital Finance Authority (RB)        
¤
5.000%, 12/01/34 (Pre-refunded @ $100, 6/1/22)
  26,810   29,152,926
TOTAL MICHIGAN
      41,151,908
MINNESOTA — (1.9%)
Bloomington Independent School District No. 271 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/21
  1,290   1,320,999
Chaska Independent School District No. 112 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/21
  590   604,148
City of Maple Grove (GO) Series E        
5.000%, 02/01/22
  330   353,684
City of Minneapolis (GO)        
4.000%, 12/01/20
  1,600   1,620,224
 
5.000%, 12/01/20
  3,220   3,271,133
City of Saint Paul Sewer Revenue (RB) Series D        
3.000%, 12/01/21
  340   352,961
Elk River Independent School District No. 728 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/21
  1,000   1,023,980
Elk River Independent School District No. 728 (GO) (SD CRED PROG) Series C        
5.000%, 02/01/21
  2,000   2,047,960
Hennepin County (GO) Series B        
5.000%, 12/01/21
  650   691,983
Metropolitan Council (GO) Series A        
5.000%, 03/01/21
  6,100   6,271,044
Metropolitan Council (GO) Series E        
5.000%, 09/01/21
  770   810,356
Minnesota State (GO) Series A        
5.000%, 08/01/20
  1,000   1,000,000
 
5.000%, 08/01/20
  3,000   3,000,000
 
5.000%, 10/01/20
  3,705   3,733,899
¤
5.000%, 08/01/21 (Pre-refunded @ $100, 8/1/20)
  500   500,000
      FaceAmount   Value†
      (000)    
MINNESOTA — (Continued)
Minnesota State (GO) Series B        
5.000%, 08/01/24
  1,230   $1,467,353
Minnesota State (GO) Series D        
5.000%, 08/01/20
  740   740,000
 
5.000%, 08/01/20
  6,330   6,330,000
 
5.000%, 08/01/21
  11,230   11,777,575
Minnesota State (GO) (ETM) Series D        
5.000%, 08/01/20
  10   10,000
Osseo Independent School District No. 279 (GO) (SD CRED PROG) Series C        
5.000%, 02/01/21
  4,650   4,761,972
TOTAL MINNESOTA
      51,689,271
MISSOURI — (0.5%)
Jackson County Reorganized School District No. 7 (GO)        
3.000%, 03/01/21
  2,375   2,414,449
Missouri State (GO) Series A        
5.000%, 12/01/20
  4,515   4,586,698
Missouri State Environmental Improvement & Energy Resources Authority (RB)        
¤
5.000%, 07/01/24 (Pre-refunded @ $100, 1/1/21)
  1,760   1,793,211
North Kansas City School District No. 74 (GO) (ST AID DIR DEP)        
5.000%, 03/01/21
  1,000   1,027,070
 
5.000%, 03/01/22
  830   892,815
State County Louis (GO)        
5.000%, 02/01/22
  2,420   2,596,321
TOTAL MISSOURI
      13,310,564
NEBRASKA — (0.9%)
Lancaster County School District 001 (GO)        
5.000%, 01/15/21
  1,620   1,655,332
Metropolitan Utilities District of Omaha (RB)        
5.000%, 12/01/20
  4,340   4,408,355
Nebraska Public Power District (RB) Series A        
¤
5.000%, 01/01/24 (Pre-refunded @ $100, 1/1/22)
  1,290   1,377,991
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
NEBRASKA — (Continued)
Omaha Public Power District (RB) Series B        
¤
5.000%, 02/01/36 (Pre-refunded @ $100, 2/1/21)
  14,265   $14,603,509
University of Nebraska (RB)        
¤
5.000%, 07/01/42 (Pre-refunded @ $100, 1/1/22)
  3,000   3,204,630
TOTAL NEBRASKA
      25,249,817
NEVADA — (0.2%)
Nevada State (GO)        
5.000%, 05/01/21
  4,700   4,869,952
NEW HAMPSHIRE — (0.1%)
City of Nashua (GO)        
4.000%, 07/15/21
  1,720   1,783,158
NEW JERSEY — (8.8%)
Bergen County (GO)        
2.000%, 12/11/20
  10,000   10,065,700
Bergen County (BAN)        
2.000%, 06/10/21
  7,000   7,107,870
 
2.000%, 06/10/21
  8,000   8,121,280
City of Jersey (GO) Series A        
3.000%, 01/13/21
  20,000   20,245,000
City of Jersey City (BAN) Series C AND D        
2.000%, 06/17/21
  18,000   18,280,620
Cumberland County (GO)        
2.000%, 11/13/20
  4,410   4,430,903
Essex County (GO) Series A&C        
5.000%, 03/01/22
  3,580   3,853,047
Hudson County (GO)        
2.000%, 12/08/20
  33,569   33,776,121
Mercer County (BAN) Series A        
2.000%, 06/10/21
  47,000   47,675,860
Middlesex County (BAN)        
2.000%, 06/03/21
  13,000   13,199,550
Monmouth County (GO)        
5.000%, 07/15/21
  3,770   3,945,607
 
5.000%, 07/15/22
  3,415   3,741,132
Ocean County (GO)        
5.000%, 08/01/20
  2,000   2,000,000
Somerset County (GO)        
3.000%, 09/11/20
  10,600   10,630,422
Township of Berkeley Heights (BAN) Series A        
2.000%, 07/09/21
  12,000   12,192,240
Township of Cherry Hill (GO)        
2.000%, 10/29/20
  6,000   6,023,160
      FaceAmount   Value†
      (000)    
NEW JERSEY — (Continued)
Township of Edison (GO) (BAN)        
2.500%, 01/13/21
  20,000   $20,200,600
Township of Parsippany-Troy Hills (GO)        
2.000%, 11/13/20
  8,000   8,037,280
TOTAL NEW JERSEY
      233,526,392
NEW MEXICO — (1.1%)
City of Albuquerque (GO) Series D        
5.000%, 07/01/21
  15,255   15,926,373
New Mexico State (GO)        
5.000%, 03/01/21
  4,000   4,111,000
 
5.000%, 03/01/21
  5,000   5,138,750
New Mexico State (GO) Series B        
5.000%, 03/01/22
  5,000   5,378,850
TOTAL NEW MEXICO
      30,554,973
NEW YORK — (7.0%)
Amityville Union Free School District (BAN) (ST AID WITHHLDG)        
4.000%, 06/18/21
  8,000   8,252,720
Bethlehem Central School District (BAN) (ST AID WITHHLDG) Series A        
1.500%, 06/29/21
  7,500   7,579,275
City of New York (GO) Series A-1        
4.000%, 08/01/20
  1,400   1,400,000
City of New York (GO) Series B        
5.000%, 08/01/20
  865   865,000
 
5.000%, 08/01/22
  1,000   1,094,730
 
5.000%, 08/01/22
  1,220   1,335,570
City of New York (GO) Series C        
5.000%, 08/01/20
  1,975   1,975,000
City of New York (GO) Series C-1        
4.000%, 08/01/20
  13,000   13,000,000
City of New York (GO) Series E        
5.000%, 08/01/20
  3,565   3,565,000
 
5.000%, 08/01/20
  2,570   2,570,000
 
5.000%, 08/01/21
  1,500   1,571,595
 
5.000%, 08/01/21
  13,900   14,563,447
 
5.000%, 08/01/22
  3,000   3,284,190
City of New York (GO) Series F        
5.000%, 08/01/21
  1,000   1,047,730
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
NEW YORK — (Continued)
City of New York (GO) Series G        
5.000%, 08/01/21
  5,915   $6,197,323
City of New York (GO) Series J7        
5.000%, 08/01/20
  5,000   5,000,000
City of Rochester (GO) Series II        
3.000%, 08/06/20
  14,000   14,003,080
Corning City School District (BAN) Series A        
1.500%, 06/16/21
  8,000   8,082,560
Corning City School District (BAN) Series B        
1.500%, 06/29/21
  5,000   5,053,750
Hilton Central School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/21
  685   695,933
Island Trees Union Free School District (BAN) (ST AID WITHHLDG)        
2.500%, 05/28/21
  8,250   8,404,605
Lancaster Central School District (GO) (ST AID WITHHLDG) Series A        
5.000%, 06/01/21
  1,135   1,180,752
 
5.000%, 06/01/22
  1,535   1,671,507
Metropolitan Transportation Authority (RB) (ETM) Series A        
5.000%, 11/15/21
  85   90,295
Metropolitan Transportation Authority (RB) Series D        
¤
5.250%, 11/15/40 (Pre-refunded @ $100, 11/15/20)
  4,235   4,296,280
Monroe County Industrial Dev. Corp. (RB) Series B        
¤
5.000%, 07/01/41 (Pre-refunded @ $100, 7/1/21)
  7,000   7,306,740
New York State Dormitory Authority (RB) Series A        
5.000%, 03/15/21
  1,795   1,848,168
 
5.000%, 03/15/21
  2,000   2,059,240
 
5.000%, 12/15/21
  3,545   3,778,155
¤
5.000%, 05/01/22 (Pre-refunded @ $100, 5/1/21)
  2,400   2,486,256
New York State Dormitory Authority (RB) Series A-GROUP 1        
5.000%, 03/15/21
  17,900   18,430,198
 
5.000%, 03/15/22
  10,000   10,766,200
      FaceAmount   Value†
      (000)    
NEW YORK — (Continued)
New York State Dormitory Authority (RB) Series B        
5.000%, 03/15/21
  3,150   $3,243,303
New York State Dormitory Authority (RB) Series B-GRP A        
5.000%, 02/15/22
  4,000   4,290,720
New York State Dormitory Authority (RB) Series D        
5.000%, 02/15/21
  4,000   4,102,400
New York State Dormitory Authority (RB) Series E        
5.000%, 03/15/21
  3,945   4,061,851
New York State Urban Development Corp. (RB) Series A        
5.000%, 03/15/21
  3,585   3,691,188
Triborough Bridge & Tunnel Authority (RB) Series B        
5.000%, 11/15/20
  2,430   2,460,958
West Islip Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 06/15/21
  355   369,857
TOTAL NEW YORK
      185,675,576
NORTH CAROLINA — (2.2%)
City of Charlotte (GO)        
5.000%, 12/01/20
  1,605   1,630,600
City of Fayetteville Public Works Commission Revenue (RB)        
5.000%, 03/01/22
  1,705   1,835,876
City of Greensboro (GO) Series D        
5.000%, 10/01/21
  1,555   1,643,184
City of Raleigh (GO) Series A        
5.000%, 09/01/20
  1,980   1,987,286
City of Raleigh Combined Enterprise System Revenue (RB) Series B        
5.000%, 12/01/20
  4,810   4,886,720
Guilford County (GO) Series A        
5.000%, 02/01/21
  2,430   2,488,636
Mecklenburg County (GO)        
5.000%, 02/01/21
  950   972,876
 
5.000%, 03/01/21
  9,555   9,824,069
North Carolina Eastern Municipal Power Agency (RB) Series A        
¤
5.000%, 01/01/23 (Pre-refunded @ $100, 1/1/21)
  5,110   5,207,499
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
NORTH CAROLINA — (Continued)
North Carolina Medical Care Commission (RB) Series A        
¤
5.000%, 06/01/42 (Pre-refunded @ $100, 6/1/22)
  6,515   $7,090,665
North Carolina State (GO) Series A        
5.000%, 06/01/21
  12,440   12,942,576
North Carolina State (GO) Series B        
5.000%, 06/01/22
  2,880   3,136,694
North Carolina State (GO) Series D        
4.000%, 06/01/21
  2,925   3,019,039
Wake County (GO) Series C        
5.000%, 03/01/22
  1,825   1,965,397
TOTAL NORTH CAROLINA
      58,631,117
OHIO — (3.8%)
Buckeye Tobacco Settlement Financing Authority, Revenue Bonds        
¤
6.250%, 06/01/37
  18,350   20,374,922
City of Columbus (GO) Series 1        
5.000%, 07/01/21
  4,500   4,699,305
City of Columbus (GO) Series A        
5.000%, 08/15/20
  2,350   2,353,502
 
4.000%, 02/15/21
  1,690   1,724,763
 
5.000%, 04/01/21
  6,495   6,703,489
 
5.000%, 04/01/21
  2,550   2,631,855
 
3.000%, 07/01/21
  12,830   13,165,376
 
5.000%, 07/01/21
  1,010   1,054,733
Hamilton County (RB)        
¤
6.125%, 01/01/31 (Pre-refunded @ $100, 1/1/21)
  2,465   2,525,195
Ohio State (GO)        
5.000%, 09/01/20
  6,380   6,403,415
Ohio State (GO) Series A        
5.000%, 09/15/21
  6,700   7,064,614
 
5.000%, 09/15/21
  2,335   2,462,071
Ohio State (GO) Series B        
2.000%, 09/01/20
  2,500   2,503,425
 
5.000%, 09/01/20
  4,340   4,355,928
 
5.000%, 06/15/21
  9,500   9,900,995
 
5.000%, 08/01/21
  1,000   1,048,450
Ohio State (GO) Series T        
5.000%, 04/01/21
  2,040   2,105,627
Ohio State (GO) Series W        
4.000%, 05/01/21
  1,050   1,080,356
 
4.000%, 05/01/22
  1,440   1,537,704
      FaceAmount   Value†
      (000)    
OHIO — (Continued)
Ohio State Water Development Authority (RB) Series A        
5.000%, 06/01/21
  1,825   $1,898,730
Ohio University (RB)        
¤
5.000%, 12/01/39 (Pre-refunded @ $100, 12/1/22)
  5,160   5,731,676
Ohio Water Development Authority Series A        
5.000%, 06/01/22
  700   762,524
TOTAL OHIO
      102,088,655
OKLAHOMA — (1.2%)
City of Tulsa (GO)        
5.000%, 03/01/22
  17,000   18,310,530
City of Tulsa (GO) Series A        
5.000%, 12/01/21
  7,650   8,147,250
Tulsa County Independent School District No. 1 Tulsa (GO) Series B        
2.000%, 08/01/20
  5,000   5,000,000
TOTAL OKLAHOMA
      31,457,780
OREGON — (0.7%)
City of Portland Sewer System Revenue (RB) Series A Series A        
5.000%, 06/15/22
  1,000   1,091,020
Metro (GO) Series A        
5.000%, 06/01/21
  2,110   2,195,244
Multnomah County (GO)        
5.000%, 06/01/21
  1,850   1,924,740
Multnomah County School District No. 3 Parkrose (GO) (SCH BD GTY) Series A Series A        
¤
5.000%, 06/30/29 (Pre-refunded @ $100, 6/30/21)
  730   761,821
Oregon State (GO) Series D        
4.000%, 05/01/21
  6,085   6,260,917
Oregon State (GO) Series M        
5.000%, 11/01/20
  2,000   2,023,720
Oregon State (GO) Series N        
5.000%, 05/01/21
  1,000   1,036,320
Oregon State (GO) Series Series D        
5.000%, 06/01/22
  2,000   2,178,260
Oregon State (GO) Series Series G        
¤
5.000%, 08/01/36 (Pre-refunded @ $100, 8/2/21)
  1,190   1,247,334
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
OREGON — (Continued)
Tri-County Metropolitan Transportation District of Oregon (RB) Series A Series A        
¤
5.000%, 09/01/23 (Pre-refunded @ $100, 9/1/22)
  250   $275,000
TOTAL OREGON
      18,994,376
PENNSYLVANIA — (1.0%)
Commonwealth Financing Authority (RB) Series B        
¤
5.000%, 06/01/42 (Pre-refunded @ $100, 6/1/22)
  7,000   7,611,730
Commonwealth of Pennsylvania (GO) Series REF        
5.000%, 07/01/22
  2,000   2,179,540
General Authority of Southcentral Pennsylvania (RB)        
¤
5.500%, 11/01/31 (Pre-refunded @ $100, 5/1/21)
  1,500   1,558,650
Montgomery County Industrial Development Authority (RB) (FHA INS)        
¤
5.375%, 08/01/38 (Pre-refunded @ $100, 8/1/20)
  10,000   10,000,000
Pennsylvania Higher Educational Facilities Authority (RB)        
¤
6.250%, 10/01/43 (Pre-refunded @ $100, 10/1/21)
  3,000   3,201,870
Pennsylvania State University/The (RB) Series E        
5.000%, 03/01/21
  585   601,298
 
5.000%, 03/01/22
  725   779,694
TOTAL PENNSYLVANIA
      25,932,782
RHODE ISLAND — (0.1%)
Rhode Island Health and Educational Building Corp. (RB)        
¤
8.375%, 01/01/46 (Pre-refunded @ $100, 1/1/21)
  1,450   1,498,227
      FaceAmount   Value†
      (000)    
SOUTH CAROLINA — (3.5%)
Beaufort County School District (GO) (SCSDE) Series A        
5.000%, 03/01/21
  3,245   $3,335,990
Charleston County (GO) (ST AID WITHHLDG)        
5.000%, 11/01/20
  3,175   3,212,497
Charleston County (GO) Series B        
5.000%, 11/01/20
  12,000   12,141,720
Charleston County (GO) Series C        
5.000%, 11/01/20
  4,000   4,047,240
Charleston County School District (BAN) (SCSDE)        
5.000%, 05/12/21
  25,000   25,938,750
Dorchester County School District No. 2 (GO) (SCSDE) Series A        
5.000%, 03/01/21
  1,885   1,937,855
Lexington & Richland School District No. 5 (GO) (SCSDE) Series B        
5.000%, 03/01/21
  1,660   1,706,546
Richland County (GO) (BAN) (ST AID WITHHLDG)        
3.000%, 02/25/21
  10,000   10,159,200
Richland County School District No. 2 (GO) (SCSDE)        
5.000%, 03/01/21
  11,270   11,586,011
Richland County School District No. 2 (GO) (SCSDE) Series A        
5.000%, 02/01/21
  7,000   7,167,860
South Carolina State (GO) (ST AID WITHHLDG) Series A        
5.000%, 10/01/20
  7,760   7,820,062
Spartanburg County School District No. 6 (GO) (SCSDE)        
5.000%, 04/01/21
  3,905   4,030,351
TOTAL SOUTH CAROLINA
      93,084,082
TENNESSEE — (1.3%)
City of Chattanooga (GO) Series B        
5.000%, 03/01/21
  1,470   1,511,219
City of Memphis (GO) Series A        
5.000%, 04/01/21
  4,550   4,695,782
Hamilton County (GO) Series A        
5.000%, 05/01/21
  3,895   4,035,843
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
TENNESSEE — (Continued)
Knox County (GO) Series B        
5.000%, 06/01/21
  515   $535,718
 
5.000%, 06/01/22
  550   598,807
Metropolitan Government of Nashville & Davidson County (GO)        
5.000%, 07/01/21
  9,055   9,455,140
Shelby County (GO) Series A        
5.000%, 03/01/21
  2,550   2,621,502
Sumner County (GO)        
5.000%, 12/01/20
  2,950   2,996,758
 
5.000%, 12/01/21
  3,070   3,268,721
Tennessee State (GO) Series A        
5.000%, 09/01/20
  5,010   5,028,387
TOTAL TENNESSEE
      34,747,877
TEXAS — (13.9%)
Alief Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/21
  1,160   1,189,893
 
5.000%, 02/15/22
  1,730   1,857,674
Alvin Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/21
  750   769,200
 
5.000%, 02/15/22
  615   660,092
 
5.000%, 02/15/23
  210   235,439
Arlington County        
5.000%, 08/15/22
  2,090   2,295,280
Austin Community College District (GO)        
5.000%, 08/01/20
  3,715   3,715,000
Austin Independent School District (GO) Series B        
5.000%, 08/01/20
  3,705   3,705,000
Bexar County (GO)        
5.000%, 06/15/21
  5,500   5,731,660
 
5.000%, 06/15/21
  2,000   2,084,240
City of Allen (GO)        
5.000%, 08/15/21
  1,840   1,931,669
City of Amarillo (GO)        
2.000%, 02/15/21
  3,820   3,855,029
 
2.000%, 02/15/22
  6,220   6,383,275
City of Austin (GO)        
5.000%, 09/01/20
  16,250   16,309,638
City of Dallas (GO)        
5.000%, 02/15/21
  5,045   5,174,707
City of Dallas Waterworks & Sewer System Revenue (RB) Series C        
5.000%, 10/01/20
  1,465   1,476,339
 
5.000%, 10/01/21
  1,155   1,220,500
City of Denton (GO)        
4.000%, 02/15/22
  1,900   2,011,492
City of Fort Worth (GO)        
3.000%, 03/01/21
  16,000   16,260,160
      FaceAmount   Value†
      (000)    
TEXAS — (Continued)
 
3.000%, 03/01/22
  4,520   $4,720,372
 
4.000%, 03/01/22
  1,380   1,462,869
City of Fort Worth Water & Sewer System Revenue (RB) Series A        
5.000%, 02/15/21
  2,530   2,595,451
City of Frisco (GO) Series A        
5.000%, 02/15/21
  4,825   4,949,340
City of Houston (RN)        
5.000%, 06/30/21
  36,000   37,567,440
City of Houston (GO) Series A        
5.000%, 03/01/21
  4,625   4,753,853
City of San Antonio (GO)        
4.000%, 02/01/21
  7,510   7,652,465
 
5.000%, 02/01/21
  3,100   3,174,028
 
5.000%, 02/01/21
  2,575   2,636,491
 
5.000%, 02/01/22
  1,500   1,608,360
Collin County (GO)        
5.000%, 02/15/21
  3,500   3,590,755
Conroe Independent School District (GO) (PSF-GTD) Series A        
4.000%, 02/15/21
  1,940   1,979,809
Dallas Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/21
  4,665   4,785,450
 
5.000%, 02/15/24
  5,690   6,652,919
Fort Bend Independent School District (GO) (PSF-GTD)        
5.000%, 08/15/20
  6,380   6,389,506
Fort Worth Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/21
  1,000   1,025,930
 
5.000%, 02/15/22
  750   805,590
Grapevine-Colleyville Independent School District (GO) (PSF-GTD) Series B        
4.000%, 08/01/21
  2,030   2,107,830
Highland Park Independent School District/Dallas County (GO) (PSF-GTD)        
5.250%, 02/15/21
  2,000   2,054,300
Houston Higher Education Finance Corp. (RB) Series A        
¤
6.875%, 05/15/41 (Pre-refunded @ $100, 5/15/21)
  6,000   6,310,260
Katy Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/21
  1,500   1,538,730
 
5.000%, 02/15/22
  2,485   2,669,188
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
TEXAS — (Continued)
Magnolia Independent School District (PSF-GTD)        
5.000%, 08/15/21
  1,560   $1,638,218
North Texas Municipal Water District Water System Revenue (RB)        
5.000%, 09/01/21
  780   821,231
 
5.000%, 09/01/22
  600   660,216
North Texas Tollway Authority (RB) Series D        
¤
5.000%, 09/01/30 (Pre-refunded @ $100, 9/1/21)
  3,515   3,696,093
Northside Independent School District (GO) (PSF-GTD) Series A        
5.000%, 08/15/20
  19,815   19,844,524
Port Authority of Houston of Harris County Texas (GO) Series A-1        
5.000%, 10/01/22
  500   551,420
Port Authority of Houston of Harris County Texas (GO) Series A-2        
5.000%, 10/01/21
  740   780,811
Round Rock Independent School District (GO) Series B        
2.000%, 08/01/21
  2,000   2,037,260
 
3.000%, 08/01/22
  1,690   1,786,448
San Antonio Water System (RB)        
¤
5.000%, 05/15/25 (Pre-refunded @ $100, 5/15/22)
  2,245   2,436,431
Texas State (RN)        
4.000%, 08/27/20
  69,225   69,402,216
Texas State (GO)        
5.000%, 10/01/20
  3,825   3,854,835
 
5.000%, 04/01/21
  8,130   8,393,168
 
5.000%, 04/01/21
  5,265   5,435,428
 
5.000%, 10/01/21
  8,175   8,640,566
 
5.000%, 10/01/23
  1,425   1,642,626
¤
5.000%, 04/01/31 (Pre-refunded @ $100, 4/1/22)
  7,500   8,102,250
¤
5.000%, 04/01/32 (Pre-refunded @ $100, 4/1/22)
  5,160   5,574,348
Texas State (GO) Series A        
5.000%, 10/01/21
  2,200   2,325,290
 
5.000%, 10/01/21
  2,580   2,726,931
Texas State (GO) Series C        
5.000%, 08/01/20
  1,365   1,365,000
      FaceAmount   Value†
      (000)    
TEXAS — (Continued)
Texas Transportation Commission State Highway Fund (RB)        
5.000%, 10/01/21
  7,000   $7,396,970
Texas Transportation Commission State Highway Fund (RB) Series A        
5.000%, 10/01/20
  20,660   20,820,528
 
5.000%, 10/01/21
  4,050   4,279,676
TOTAL TEXAS
      372,109,707
UTAH — (0.8%)
Alpine School District (GO) (SCH BD GTY)        
5.000%, 03/15/21
  940   968,257
Jordan School District (GO) (SCH BD GTY)        
5.000%, 06/15/22
  4,400   4,800,488
Utah State (GO)        
5.000%, 07/01/21
  2,820   2,944,898
 
5.000%, 07/01/22
  9,690   10,589,135
Utah State (GO) Series B        
5.000%, 07/01/21
  980   1,023,404
TOTAL UTAH
      20,326,182
VERMONT — (0.1%)
Vermont State (GO) Series B        
2.000%, 08/15/20
  3,630   3,632,105
VIRGINIA — (4.5%)
Arlington County (GO) (ST AID WITHHLDG)        
4.000%, 08/15/21
  2,125   2,209,894
Chesterfield County (GO) (ST AID WITHHLDG)        
5.000%, 01/01/21
  1,950   1,988,825
 
5.000%, 01/01/22
  2,375   2,537,687
City of Hampton (GO) (ST AID WITHHLDG) Series B        
5.000%, 09/01/21
  2,700   2,841,507
City of Norfolk (GO) (ST AID WITHHLDG) (ETM)        
5.000%, 08/01/20
  285   285,000
City of Norfolk (GO) (ST AID WITHHLDG)        
5.000%, 08/01/20
  6,395   6,395,000
City of Richmond (GO) (ST AID WITHHLDG) Series A        
5.000%, 07/15/21
  6,930   7,248,018
Commonwealth of Virginia (GO) (ST AID WITHHLDG) Series B        
5.000%, 06/01/21
  13,645   14,193,938
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
VIRGINIA — (Continued)
Commonwealth of Virginia Series B        
5.000%, 06/01/21
  6,985   $7,266,007
Fairfax County (GO) (ST AID WITHHLDG) Series A        
3.000%, 10/01/20
  10,735   10,784,059
 
4.000%, 10/01/20
  15,530   15,625,665
 
4.000%, 10/01/22
  8,235   8,924,517
 
4.000%, 10/01/22
  3,495   3,787,636
Fairfax County (GO) (ST AID WITHHLDG) Series B        
4.000%, 10/01/20
  6,700   6,741,272
Hanover County (GO) (ST AID WITHHLDG)        
5.000%, 01/15/21
  1,245   1,272,153
Henrico County (GO) (ST AID WITHHLDG)        
5.000%, 08/01/21
  2,980   3,124,083
Loudoun County (GO) Series A        
5.000%, 12/01/20
  705   716,195
University of Virginia (RB) Series B        
5.000%, 08/01/21
  18,500   19,398,360
Virginia Commonwealth Transportation Board (RB)        
¤
5.000%, 05/15/33 (Pre-refunded @ $100, 5/15/21)
  4,000   4,152,240
TOTAL VIRGINIA
      119,492,056
WASHINGTON — (5.7%)
City of Seattle (GO) Series A        
5.000%, 04/01/21
  9,000   9,288,360
City of Seattle Drainage & Wastewater Revenue (RB)        
5.000%, 04/01/21
  3,000   3,096,120
City of Seattle Municipal Light & Power Revenue (RB) Series A        
5.000%, 07/01/21
  2,410   2,516,402
 
5.000%, 07/01/22
  2,055   2,244,574
City of Seattle Municipal Light & Power Revenue (RB) Series B        
5.000%, 02/01/21
  21,795   22,317,644
City of Seattle Municipal Light & Power Revenue (RB) Series C        
5.000%, 09/01/21
  3,750   3,946,538
 
5.000%, 10/01/21
  11,130   11,758,511
City of Seattle WA Municipal Light & Power Revenue Series B        
5.000%, 04/01/21
  4,360   4,499,956
      FaceAmount   Value†
      (000)    
WASHINGTON — (Continued)
King & Snohomich Countries School District No. 417 (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,000   $2,031,700
 
5.000%, 12/01/21
  4,700   5,002,915
King County (GO)        
5.000%, 12/01/20
  3,000   3,047,640
 
5.000%, 12/01/21
  3,000   3,193,770
King County (GO) Series C        
5.000%, 01/01/21
  4,450   4,538,599
 
5.000%, 01/01/22
  4,700   5,021,950
King County (GO) Series D        
5.000%, 12/01/20
  2,630   2,671,764
King County School District No. 405 Bellevue (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,150   2,184,078
King County School District No. 414 Lake Washington (GO)        
4.000%, 12/01/20
  1,405   1,422,703
 
4.000%, 12/01/21
  1,420   1,492,732
 
4.000%, 12/01/22
  1,685   1,836,077
King County Sewer Revenue (RB) Series A        
5.000%, 01/01/22
  2,090   2,233,165
North Thurston Public Schools (GO) (SCH BD GTY)        
4.000%, 12/01/21
  1,095   1,150,933
Pierce County School District No. 403 Bethel (GO) (SCH BD GTY)        
4.000%, 12/01/20
  425   430,342
 
4.000%, 12/01/21
  850   893,418
 
4.000%, 12/01/22
  800   870,744
Snohomish County School District No. 201 Snohomish (GO) (SCH BD GTY)        
5.000%, 12/01/21
  4,000   4,255,600
Spokane County School District No. 81 Spokane (GO) (SCH BD GTY)        
5.000%, 12/01/20
  7,505   7,623,729
Washington State (GO) Series 2013A        
5.000%, 08/01/21
  4,245   4,450,670
Washington State (GO) Series A        
¤
5.000%, 08/01/34 (Pre-refunded @ $100, 8/1/21)
  10,000   10,475,300
Washington State (GO) Series A-1        
5.000%, 08/01/21
  1,500   1,572,675
 
DFA Short-Term Municipal Bond Portfolio
CONTINUED
      FaceAmount   Value†
      (000)    
WASHINGTON — (Continued)
Washington State (GO) Series C        
5.000%, 02/01/21
  14,700   $15,055,446
Washington State (GO) Series R-2015E        
5.000%, 07/01/21
  4,750   4,960,805
Washington State (GO) Series R-2017A        
5.000%, 08/01/22
  2,500   2,742,100
Washington State (GO) Series -R-2020D        
5.000%, 07/01/21
  4,000   4,177,520
TOTAL WASHINGTON
      153,004,480
WEST VIRGINIA — (0.4%)
West Virginia State (GO) Series A        
5.000%, 06/01/21
  9,620   10,006,147
WISCONSIN — (1.4%)
DeForest Area School District (GO)        
5.000%, 04/01/22
  1,000   1,080,300
Wisconsin State (GO) Series 2        
5.000%, 11/01/21
  6,160   6,534,466
      FaceAmount   Value†
      (000)    
WISCONSIN — (Continued)
 
5.000%, 11/01/22
  3,000   $3,327,960
Wisconsin State (GO) Series A        
5.000%, 05/01/21
  7,540   7,813,853
 
5.000%, 05/01/22
  1,000   1,085,060
 
5.000%, 05/01/22
  7,545   8,186,778
Wisconsin State (GO) Series B        
5.000%, 05/01/21
  9,655   10,005,670
TOTAL WISCONSIN
      38,034,087
TOTAL MUNICIPAL BONDS
      2,638,529,153
TOTAL INVESTMENT SECURITIES

(Cost $2,632,952,378)
      2,644,829,188
    
      Shares  
SHORT-TERM INVESTMENTS — (0.9%)
 
University of Michigan 0.150%
  23,035,000 23,035,214
TOTAL INVESTMENTS — (100.0%)  
(Cost $2,655,987,378)^^
    $2,667,864,402
 
Summary of the Portfolio's investments as of July 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
—   $2,638,529,153   —   $2,638,529,153
Certificates of Deposit
—   6,300,035   —   6,300,035
Short-Term Investments
—   23,035,214   —   23,035,214
TOTAL
—   $2,667,864,402   —   $2,667,864,402
DFA Intermediate-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
MUNICIPAL BONDS — (100.0%)
ALABAMA — (0.2%)
Alabama State (GO) Series A        
5.000%, 08/01/21
  250   $262,087
Alabama State (GO) Series C        
5.000%, 08/01/24
  3,000   3,560,430
TOTAL ALABAMA
      3,822,517
ALASKA — (0.4%)
City of Anchorage (GO) Series B        
5.000%, 09/01/21
  3,845   4,046,516
 
5.000%, 09/01/23
  200   228,438
City of Anchorage (GO) Series C        
5.000%, 09/01/24
  2,765   3,279,014
TOTAL ALASKA
      7,553,968
ARIZONA — (0.2%)
City of Tucson (GO) Series 2012-        
3.000%, 07/01/22
  1,455   1,533,133
Maricopa County High School District No. 210-Phoenix (GO)        
3.000%, 07/01/23
  1,810   1,954,565
TOTAL ARIZONA
      3,487,698
ARKANSAS — (0.6%)
Arkansas State (GO)        
5.000%, 04/01/21
  1,000   1,031,970
 
5.000%, 06/15/21
  3,750   3,907,275
 
5.000%, 04/01/22
  2,800   3,024,840
 
4.250%, 06/01/23
  3,325   3,702,986
TOTAL ARKANSAS
      11,667,071
CALIFORNIA — (2.1%)
California State (GO)        
5.000%, 11/01/24
  1,175   1,414,723
 
5.000%, 08/01/25
  750   928,140
 
5.000%, 08/01/25
  4,165   5,154,271
 
5.000%, 11/01/25
  1,985   2,476,625
 
5.000%, 08/01/26
  200   255,138
 
5.000%, 08/01/26
  8,000   10,205,520
 
3.500%, 08/01/27
  800   969,000
 
5.000%, 11/01/27
  5,580   7,390,543
 
5.000%, 04/01/29
  2,000   2,739,580
California State (GO) Series B        
5.000%, 09/01/21
  250   263,270
 
5.000%, 09/01/25
  9,000   11,168,370
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Southern California Public Power Authority (RB)        
5.000%, 07/01/23
  430   $491,546
TOTAL CALIFORNIA
      43,456,726
COLORADO — (0.9%)
Adams & Arapahoe Joint School District 28J (GO) (ST AID WITHHLDG)        
5.000%, 12/01/21
  425   452,391
Boulder Valley School District No. Re-2 Boulder (GO) (ST AID WITHHLDG) Series B        
4.000%, 12/01/24
  2,185   2,535,452
City & County of Denver (GO) Series        
5.000%, 08/01/23
  1,830   2,095,222
City of Colorado Springs CO Utilities System Revenue (RB) Series A-1        
5.000%, 11/15/23
  1,500   1,736,550
City of Colorado Springs Utilities System Revenue (RB) Series A        
5.000%, 11/15/23
  1,830   2,115,169
Denver City & County School District No. 1 (GO) (NATL ST AID WITHHLDG) Series A        
5.250%, 12/01/21
  2,490   2,659,071
Denver City & County School District No. 1 (GO) (ST AID WITHHLDG) Series C        
3.000%, 12/01/23
  1,540   1,682,358
Platte River Power Authority (RB) Series JJ        
5.000%, 06/01/23
  4,425   5,030,915
TOTAL COLORADO
      18,307,128
CONNECTICUT — (0.1%)
City of Middletown (GO)        
4.000%, 04/01/22
  1,350   1,437,210
City of Waterbury (GO) Series B        
4.000%, 09/01/23
  1,500   1,666,470
TOTAL CONNECTICUT
      3,103,680
DELAWARE — (0.8%)
Delaware State (GO)        
5.000%, 02/01/24
  2,000   2,336,420
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
DELAWARE — (Continued)
 
5.000%, 02/01/29
  5,000   $6,834,000
Delaware State (GO) Series A        
5.000%, 08/01/23
  2,225   2,548,181
 
5.000%, 10/01/23
  1,290   1,487,448
Delaware State (GO) Series B        
5.000%, 07/01/24
  470   558,073
New Castle County (GO)        
5.000%, 10/01/23
  1,000   1,153,750
New Castle County (GO) Series B        
5.000%, 07/15/22
  700   766,563
TOTAL DELAWARE
      15,684,435
DISTRICT OF COLUMBIA — (2.0%)
District of Columbia (GO) Series A        
5.000%, 06/01/23
  2,000   2,272,640
 
5.000%, 06/01/25
  1,500   1,840,725
District of Columbia (GO) Series B        
5.000%, 06/01/23
  13,505   15,346,002
 
5.000%, 06/01/25
  4,500   5,522,175
Washington Metropolitan Area Transit Authority (RB) Series B        
5.000%, 07/01/26
  3,500   4,386,235
 
5.000%, 07/01/27
  8,100   10,436,688
TOTAL DISTRICT OF COLUMBIA
      39,804,465
FLORIDA — (2.4%)
Board of Governors State University System of Florida (RB) Series A        
3.000%, 07/01/24
  2,580   2,758,252
City of Tallahassee Energy System Revenue (RB)        
5.000%, 10/01/20
  250   251,930
Florida Department of Environmental Protection (RB) Series A        
5.000%, 07/01/25
  1,000   1,225,730
Florida State (GO) Series A        
5.000%, 06/01/23
  1,300   1,477,606
 
5.000%, 06/01/24
  1,400   1,656,410
 
5.000%, 07/01/24
  5,000   5,919,800
 
5.000%, 06/01/25
  6,500   7,972,965
Florida State (GO) Series B        
5.000%, 06/01/23
  350   397,817
Florida State (GO) Series C        
5.000%, 06/01/23
  7,000   7,956,340
 
5.000%, 06/01/27
  2,000   2,608,440
      Face
Amount 		  Value†
      (000)    
FLORIDA — (Continued)
Florida State (GO) Series D        
5.000%, 06/01/22
  1,000   $1,089,130
Florida State (GO) (ST GTD) Series A        
5.000%, 06/01/27
  6,565   8,562,205
Orlando Utilities Commission (RB) Series C        
5.250%, 10/01/22
  1,745   1,935,711
Peace River Manasota Regional Water Supply Authority (RB)        
5.000%, 10/01/25
  2,030   2,496,636
Tampa Bay Water (RB) Series A        
5.000%, 10/01/25
  2,850   3,524,823
TOTAL FLORIDA
      49,833,795
GEORGIA — (3.6%)
Cobb County Water & Sewerage Revenue (RB)        
5.000%, 07/01/23
  5,935   6,771,420
DeKalb County Water & Sewerage Revenue (RB) Series B        
5.250%, 10/01/24
  2,830   3,401,490
Georgia State (GO) Series A        
5.000%, 07/01/26
  1,340   1,702,470
 
5.000%, 07/01/27
  6,090   7,971,323
Georgia State (GO) Series C-1        
5.000%, 07/01/23
  10,915   12,460,127
 
5.000%, 07/01/26
  9,200   11,688,600
Georgia State (GO) Series E        
5.000%, 12/01/25
  3,960   4,951,624
 
5.000%, 12/01/26
  3,000   3,860,040
Georgia State (GO) Series F        
5.000%, 07/01/26
  5,335   6,778,117
 
5.000%, 01/01/27
  2,000   2,579,820
Georgia State Road & Tollway Authority (RB) (MUN GOVT GTD)        
5.000%, 10/01/23
  6,000   6,916,320
Gwinnett County School District (GO)        
5.000%, 08/01/22
  1,890   2,073,028
Private Colleges & Universities Authority (RB) Series B        
5.000%, 09/01/25
  2,420   2,991,991
TOTAL GEORGIA
      74,146,370
HAWAII — (2.2%)
City & County of Honolulu (GO) Series        
5.000%, 07/01/24
  675   797,060
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
HAWAII — (Continued)
City & County of Honolulu (GO) Series B        
5.000%, 08/01/20
  1,470   $1,470,000
 
5.000%, 10/01/23
  200   229,722
 
5.000%, 10/01/24
  6,870   8,186,498
 
5.000%, 10/01/25
  4,925   6,068,437
Hawaii State (GO) Series EA        
5.000%, 12/01/21
  850   904,196
Hawaii State (GO) Series EF        
5.000%, 11/01/22
  2,240   2,481,136
Hawaii State (GO) Series ET        
3.000%, 10/01/23
  3,710   4,033,067
Hawaii State (GO) Series FH        
5.000%, 10/01/25
  1,640   2,020,759
Hawaii State (GO) Series FT        
5.000%, 01/01/27
  10,000   12,782,700
Hawaii State (GO) Series FW        
5.000%, 01/01/26
  5,000   6,207,850
TOTAL HAWAII
      45,181,425
KANSAS — (1.1%)
City of Lenexa (GO) Series A        
5.000%, 09/01/21
  525   552,515
Johnson County (GO) Series B        
3.000%, 09/01/22
  2,260   2,390,786
Johnson County Unified School District No. 229 Blue Valley (GO) Series B        
5.000%, 10/01/23
  445   512,960
Johnson County Unified School District No. 232 De Soto (GO) Series A-        
5.000%, 09/01/20
  2,550   2,559,308
Johnson County Unified School District No. 233 Olathe (GO) Series B        
5.000%, 09/01/23
  4,380   5,012,954
Kansas State Department of Transportation (RB) Series A        
5.000%, 09/01/21
  3,250   3,418,870
 
5.000%, 09/01/27
  1,500   1,940,385
Saline County Unified School District No. 305 Salina (GO)        
5.000%, 09/01/20
  1,860   1,866,789
Sedgwick County Unified School District No. 260 Derby (GO)        
5.000%, 10/01/21
  1,325   1,399,028
      Face
Amount 		  Value†
      (000)    
KANSAS — (Continued)
State of Kansas Department of Transportation (RB) Series B        
5.000%, 09/01/20
  3,000   $3,010,890
TOTAL KANSAS
      22,664,485
KENTUCKY — (1.2%)
Louisville & Jefferson County Metropolitan Government (GO) Series A        
5.000%, 12/01/22
  5,645   6,275,095
Louisville Water Co. (RB)        
5.000%, 11/15/22
  9,665   10,730,373
Louisville Water Co. (RB) Series A        
4.000%, 11/15/21
  1,215   1,275,142
Louisville/Jefferson County Metropolitan Government (GO) Series A        
5.000%, 12/01/20
  5,155   5,237,583
TOTAL KENTUCKY
      23,518,193
LOUISIANA — (1.0%)
Louisiana State (GO) Series A        
5.000%, 02/01/24
  2,000   2,328,060
Louisiana State (GO) Series C        
5.000%, 07/15/22
  12,765   13,968,357
Louisiana State (GO) Series D-1        
5.000%, 12/01/20
  4,065   4,129,308
TOTAL LOUISIANA
      20,425,725
MAINE — (0.1%)
Maine State (GO) Series B        
5.000%, 06/01/27
  2,000   2,592,860
MARYLAND — (10.4%)
Anne County Arundel (GO)        
5.000%, 04/01/22
  2,475   2,674,609
 
5.000%, 04/01/23
  1,165   1,315,844
Baltimore County (GO)        
5.000%, 08/01/21
  1,980   2,075,733
 
5.000%, 02/01/22
  2,100   2,252,355
 
5.000%, 08/01/22
  400   438,736
 
3.000%, 11/01/24
  1,000   1,108,770
 
5.000%, 03/01/27
  5,000   6,474,050
 
5.000%, 11/01/27
  2,175   2,871,631
 
5.000%, 03/01/28
  4,000   5,329,720
Baltimore County (GO) Series B        
5.000%, 08/01/24
  5,800   6,914,064
Carroll County (GO)        
5.000%, 11/01/20
  5,450   5,514,364
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
MARYLAND — (Continued)
City of Baltimore (GO) Series B        
5.000%, 10/15/21
  2,500   $2,645,600
 
5.000%, 10/15/22
  8,060   8,912,426
 
5.000%, 10/15/23
  2,640   3,044,290
Frederick County (GO) Series A        
5.000%, 08/01/27
  4,725   6,191,782
Howard County (GO) Series A        
5.000%, 02/15/28
  1,220   1,623,454
Howard County (GO) Series D        
5.000%, 02/15/24
  5,140   6,017,809
Maryland State (GO) Series        
5.000%, 06/01/23
  5,000   5,687,700
Maryland State (GO) Series A        
5.000%, 03/15/26
  8,155   10,264,128
 
5.000%, 08/01/27
  5,000   6,552,150
 
5.000%, 08/01/27
  2,000   2,620,860
Maryland State (GO) Series B        
5.000%, 08/01/26
  10,000   12,729,600
 
5.000%, 08/01/27
  5,945   7,790,506
 
5.000%, 08/01/28
  4,000   5,393,640
Maryland State (GO) Series C        
5.000%, 08/01/20
  7,250   7,250,000
Montgomery County (GO) Series A        
5.000%, 11/01/27
  2,500   3,300,725
Montgomery County (GO) Series C        
5.000%, 10/01/27
  8,500   11,194,585
Montgomery County (GO) Series D        
3.000%, 11/01/23
  4,000   4,340,720
 
4.000%, 11/01/26
  9,500   11,601,115
Prince County George's (GO) Series A        
5.000%, 07/15/24
  230   273,709
 
5.000%, 07/15/25
  17,780   21,919,895
 
4.000%, 07/01/26
  2,000   2,422,920
 
3.000%, 09/15/27
  10,950   12,673,311
Prince County George's (GO) Series B        
4.000%, 03/01/22
  2,480   2,631,354
Prince County George's (GO) Series C        
5.000%, 08/01/20
  3,450   3,450,000
State of Maryland Department of Transportation (RB)        
5.000%, 02/15/23
  1,000   1,122,220
      Face
Amount 		  Value†
      (000)    
MARYLAND — (Continued)
University System of Maryland (RB) Series C        
4.000%, 04/01/23
  10,515   $11,567,972
Worcester County (GO) Series B        
4.000%, 08/01/21
  2,000   2,076,680
TOTAL MARYLAND
      212,269,027
MASSACHUSETTS — (3.8%)
City of Boston (GO) Series A        
5.000%, 03/01/28
  6,800   9,054,608
City of Boston (GO) Series B        
4.000%, 01/01/23
  1,795   1,962,563
 
5.000%, 04/01/24
  3,000   3,530,130
City of Springfield (GO) (ST AID WITHHLDG) Series C        
4.000%, 08/01/23
  150   165,602
City of Woburn (GO)        
4.000%, 09/01/22
  350   377,650
Commonwealth of Massachusetts (GO) Series B        
5.250%, 08/01/21
  5,000   5,254,150
 
5.000%, 07/01/28
  1,725   2,312,621
 
5.000%, 07/01/28
  4,000   5,362,600
Commonwealth of Massachusetts (GO) Series C        
5.000%, 10/01/21
  1,005   1,061,752
 
5.000%, 04/01/23
  10,000   11,289,100
 
5.000%, 08/01/24
  1,500   1,786,800
 
5.000%, 04/01/26
  4,000   5,033,720
Commonwealth of Massachusetts (GO) Series E        
5.000%, 11/01/23
  970   1,121,902
 
5.000%, 11/01/27
  9,000   11,867,670
Commonwealth of Massachusetts (GO) (AGM) Series B        
5.250%, 09/01/24
  3,700   4,458,500
Commonwealth of Massachusetts (GO) (AMBAC) Series C        
5.500%, 12/01/23
  3,500   4,119,710
Massachusetts Bay Transportation Authority (RB) (NATL) Series B        
5.500%, 07/01/24
  3,020   3,638,134
Massachusetts Water Resources Authority (RB) Series A        
5.000%, 08/01/22
  3,000   3,287,340
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
MASSACHUSETTS — (Continued)
Massachusetts Water Resources Authority (RB) (AGM) Series B        
5.250%, 08/01/28
  1,000   $1,361,400
Town of Nantucket (GO)        
3.000%, 10/01/22
  1,115   1,180,094
TOTAL MASSACHUSETTS
      78,226,046
MICHIGAN — (0.4%)
Farmington Public School District (GO) (AGM)        
5.000%, 05/01/25
  2,140   2,588,159
Kentwood Public Schools (GO)        
4.000%, 05/01/22
  500   533,650
Michigan State (GO) Series A        
5.000%, 05/01/25
  2,000   2,437,740
Michigan State Comprehensive Transportation Revenue (RB) (AGM)        
5.250%, 05/15/21
  1,000   1,037,030
University of Michigan (RB) Series A        
4.000%, 04/01/23
  1,000   1,103,230
TOTAL MICHIGAN
      7,699,809
MINNESOTA — (3.7%)
City of Saint Cloud (GO) Series B        
5.000%, 02/01/21
  1,275   1,305,638
County of Hennepin (GO) Series A        
5.000%, 12/01/23
  2,410   2,796,757
Dakota County Community Development Agency (RB) (CNTY GTD) Series B        
5.000%, 01/01/23
  800   893,088
Elk River Independent School District No. 728 (GO) (SD CRED PROG) Series A        
5.000%, 02/01/21
  5,000   5,119,900
Hennepin County (GO) Series C        
5.000%, 12/01/26
  4,070   5,222,136
 
5.000%, 12/01/27
  5,800   7,661,974
Lakeville Independent School District No. 194 (GO) (SD CRED PROG) Series D        
5.000%, 02/01/22
  4,000   4,290,200
Metropolitan Council (GO) Series B        
5.000%, 03/01/23
  2,015   2,266,673
      Face
Amount 		  Value†
      (000)    
MINNESOTA — (Continued)
Metropolitan Council (GO) Series C        
5.000%, 03/01/23
  4,200   $4,724,580
 
5.000%, 03/01/26
  700   879,998
Minnesota State (GO) Series A        
5.000%, 08/01/27
  5,000   6,544,150
 
5.000%, 08/01/28
  6,130   8,260,052
Minnesota State (GO) Series B        
5.000%, 08/01/20
  5,460   5,460,000
 
5.000%, 10/01/21
  4,660   4,925,387
Minnesota State (GO) Series D        
5.000%, 08/01/24
  500   596,485
Minnesota State (GO) Series F        
5.000%, 10/01/21
  12,025   12,709,824
Morris Area Schools Independent School District No. 2769 (GO) (SD CRED PROG) Series A        
4.000%, 02/01/24
  1,125   1,269,203
Rochester Independent School District No. 535 (GO) (SD CRED PROG) Series A        
3.000%, 02/01/22
  1,240   1,293,022
TOTAL MINNESOTA
      76,219,067
MISSISSIPPI — (1.0%)
Mississippi State (GO) Series A        
5.000%, 10/01/27
  9,110   11,893,560
Mississippi State (GO) Series F        
5.000%, 11/01/21
  7,750   8,218,100
TOTAL MISSISSIPPI
      20,111,660
MISSOURI — (1.3%)
Cass County Reorganized School District No. R-2 (GO) (ST AID DIR DEP)        
5.000%, 03/01/21
  1,000   1,028,100
City of Belton (GO) Series C        
5.000%, 03/01/27
  2,150   2,758,149
City of Kansas City (GO) Series A        
4.000%, 02/01/22
  1,150   1,216,125
 
5.000%, 02/01/23
  3,955   4,417,340
Columbia School District (GO) Series B        
5.000%, 03/01/23
  1,120   1,258,342
 
5.000%, 03/01/24
  4,100   4,795,852
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
MISSOURI — (Continued)
North Kansas City School District No. 74 (GO) (ST AID DIR DEP)        
4.000%, 03/01/23
  5,335   $5,854,096
Saint Louis County Reorganized School District No R-6 (GO)        
5.000%, 02/01/26
  2,000   2,499,200
State County Louis (GO)        
5.000%, 02/01/24
  2,680   3,132,866
TOTAL MISSOURI
      26,960,070
MONTANA — (0.0%)
City & County of Butte-Silver Bow (GO)        
4.000%, 07/01/21
  615   636,371
NEBRASKA — (0.4%)
City of Omaha (GO) Series B        
3.000%, 11/15/22
  1,665   1,770,794
Douglas County School District No. 17 (GO)        
4.000%, 12/15/26
  2,260   2,756,748
Lancaster County School District 001 (GO)        
5.000%, 01/15/21
  2,470   2,523,871
Metropolitan Utilities District of Omaha (RB)        
5.000%, 12/01/20
  1,000   1,015,750
TOTAL NEBRASKA
      8,067,163
NEVADA — (0.2%)
City of Henderson NV (GO)        
5.000%, 06/01/21
  490   509,669
Clark County (GO) Series A        
5.000%, 07/01/25
  2,700   3,300,615
TOTAL NEVADA
      3,810,284
NEW JERSEY — (1.2%)
City of Hoboken (GO)        
3.000%, 02/01/26
  2,945   3,338,157
 
3.000%, 02/01/27
  3,035   3,481,752
 
3.000%, 02/01/28
  4,560   5,289,965
Essex County (GO) Series A        
5.000%, 08/01/20
  1,000   1,000,000
Montville Township (GO)        
3.000%, 10/01/25
  505   572,448
Morris County (GO)        
4.000%, 10/15/20
  2,390   2,408,379
Princeton Regional School District (GO) (ST AID WITHHLDG)        
1.750%, 02/01/22
  1,095   1,121,598
      Face
Amount 		  Value†
      (000)    
NEW JERSEY — (Continued)
South Orange & Maplewood School District (GO) (SCH BD RES FD)        
3.000%, 03/01/22
  350   $365,176
Township of Livingston (GO)        
3.000%, 01/15/21
  350   354,505
Township of Parsippany-Troy Hills (GO) Series        
2.000%, 09/15/22
  4,100   4,254,324
Union County (GO) (ETM) Series B        
3.000%, 03/01/22
  45   46,922
Union County (GO) Series B        
3.000%, 03/01/22
  2,315   2,419,869
TOTAL NEW JERSEY
      24,653,095
NEW MEXICO — (0.9%)
City of Albuquerque (GO) Series A        
5.000%, 07/01/24
  1,300   1,539,148
Farmington Municipal School District No. 5 (GO) (ST AID WITHHLDG)        
4.000%, 09/01/20
  945   947,722
Las Cruces School District No. 2 (GO) (ST AID WITHHLDG) Series A        
4.000%, 08/01/20
  125   125,000
New Mexico State (GO)        
5.000%, 03/01/23
  5,000   5,610,750
New Mexico State Severance Tax Permanent Fund (RB) Series A        
5.000%, 07/01/27
  2,000   2,553,720
Santa Fe County (GO)        
5.000%, 07/01/22
  1,000   1,092,790
Santa Fe Public School District (GO) (ST AID WITHHLDG)        
5.000%, 08/01/20
  3,270   3,270,000
 
5.000%, 08/01/24
  2,000   2,378,000
TOTAL NEW MEXICO
      17,517,130
NEW YORK — (5.7%)
City of New York (GO) Series A        
5.000%, 08/01/24
  3,860   4,577,690
 
5.000%, 08/01/26
  7,015   8,853,912
City of New York (GO) Series B        
5.000%, 08/01/21
  450   471,479
 
5.000%, 08/01/22
  600   656,838
City of New York (GO) Series B-        
5.000%, 12/01/22
  2,240   2,486,714
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
City of New York (GO) Series C        
5.000%, 08/01/20
  5,625   $5,625,000
 
5.000%, 08/01/22
  1,500   1,642,095
City of New York (GO) Series D        
5.000%, 08/01/22
  1,055   1,154,940
City of New York (GO) Series E        
5.000%, 08/01/21
  3,975   4,164,727
 
5.000%, 08/01/23
  6,000   6,848,280
 
5.000%, 08/01/23
  3,725   4,251,640
 
5.000%, 08/01/26
  2,500   3,155,350
City of New York (GO) Series H        
5.000%, 08/01/22
  1,000   1,094,730
Kingston City School District (GO) (ST AID WITHHLDG)        
3.000%, 06/01/26
  2,000   2,238,040
New York State Dormitory Authority (RB) Series A        
5.000%, 12/15/22
  10,000   11,127,300
 
5.000%, 03/15/23
  200   225,020
 
5.000%, 03/15/23
  2,500   2,810,650
 
5.000%, 02/15/25
  4,055   4,903,509
New York State Dormitory Authority (RB) Series B-GRP A        
5.000%, 02/15/22
  10,200   10,941,336
 
5.000%, 02/15/24
  4,900   5,716,389
New York State Dormitory Authority (RB) Series C        
5.000%, 03/15/27
  1,265   1,622,046
New York State Dormitory Authority (RB) Series D        
5.000%, 02/15/23
  2,000   2,240,680
 
5.000%, 02/15/24
  9,950   11,607,769
New York State Dormitory Authority (RB) Series E        
5.000%, 03/15/21
  2,000   2,059,240
 
5.000%, 03/15/28
  2,505   3,289,491
New York State Urban Development Corp. (RB) Series A        
5.000%, 03/15/22
  1,250   1,345,775
 
5.000%, 03/15/25
  3,440   4,164,670
Town of Cheektowaga (GO)        
5.000%, 07/15/23
  300   342,936
Town of Huntington (GO)        
2.000%, 12/01/23
  100   105,727
Triborough Bridge & Tunnel Authority (RB) Series B        
5.000%, 11/15/20
  4,000   4,050,960
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Triborough Bridge & Tunnel Authority (RB) Series C1        
4.000%, 11/15/27
  1,250   $1,514,200
TOTAL NEW YORK
      115,289,133
NORTH CAROLINA — (5.8%)
City of Charlotte (GO) Series A        
5.000%, 06/01/24
  2,500   2,959,975
City of Greensboro (GO) Series B        
5.000%, 10/01/27
  4,430   5,838,031
Forsyth County (GO)        
4.000%, 12/01/21
  3,500   3,680,705
Guilford County (GO)        
5.000%, 03/01/24
  2,300   2,696,658
Guilford County (GO) Series A        
5.000%, 02/01/22
  1,800   1,931,148
Guilford County (GO) Series B        
5.000%, 05/01/24
  5,000   5,900,800
Johnston County (GO) Series A        
5.000%, 02/01/21
  2,995   3,067,120
Moore County (GO)        
5.000%, 06/01/22
  2,740   2,984,216
New Hanover County (GO)        
5.000%, 02/01/23
  250   280,290
North Carolina Eastern Municipal Power Agency (RB) (NATL-IBC) (ETM) Series B        
6.000%, 01/01/22
  9,700   10,477,843
North Carolina State (GO) Series A        
5.000%, 06/01/24
  4,800   5,683,152
 
5.000%, 06/01/25
  10,000   12,276,900
 
5.000%, 06/01/26
  5,000   6,336,750
 
5.000%, 06/01/28
  5,035   6,770,917
North Carolina State (GO) Series B        
5.000%, 06/01/25
  10,545   12,945,991
North Carolina State (GO) Series D        
4.000%, 06/01/23
  8,700   9,651,258
Wake County (GO) Series A        
5.000%, 03/01/28
  2,000   2,670,120
Wake County (GO) Series B        
5.000%, 03/01/24
  10,000   11,724,600
 
5.000%, 03/01/25
  5,000   6,085,150
Wake County (GO) Series C        
5.000%, 03/01/24
  3,000   3,517,380
TOTAL NORTH CAROLINA
      117,479,004
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
OHIO — (5.4%)
City of Cincinnati (GO) Series A        
4.000%, 12/01/21
  2,645   $2,780,107
City of Columbus (GO) Series 1        
5.000%, 07/01/22
  4,100   4,480,439
 
5.000%, 07/01/26
  4,260   5,381,019
City of Columbus (GO) Series 2017-1        
4.000%, 04/01/27
  3,690   4,523,276
City of Columbus (GO) Series A        
2.000%, 08/15/20
  3,285   3,286,905
 
3.000%, 07/01/21
  470   482,286
 
3.000%, 07/01/22
  700   738,276
 
2.000%, 08/15/22
  6,160   6,393,526
 
5.000%, 04/01/23
  750   845,618
 
4.000%, 07/01/23
  4,995   5,546,298
 
4.000%, 04/01/27
  8,800   10,787,216
City of Columbus (GO) Series A        
4.000%, 04/01/24
  4,000   4,542,120
Hamilton County Sewer System Revenue (RB) Series A        
5.000%, 12/01/21
  200   212,890
Ohio State (GO) Series A        
3.000%, 02/01/22
  500   521,455
 
5.000%, 08/01/22
  3,000   3,290,520
 
5.000%, 09/15/22
  250   275,670
 
5.000%, 09/15/22
  500   551,340
 
5.000%, 03/01/25
  3,525   4,288,233
 
5.000%, 09/01/25
  5,550   6,868,125
Ohio State (GO) Series B        
5.000%, 08/01/20
  3,020   3,020,000
 
5.000%, 06/15/23
  2,000   2,277,580
 
5.000%, 08/01/23
  4,025   4,608,343
 
5.000%, 09/15/23
  1,980   2,278,267
 
5.000%, 08/01/24
  2,970   3,537,864
 
5.000%, 09/01/24
  2,665   3,184,302
 
5.000%, 09/01/27
  625   819,050
 
5.000%, 09/15/27
  1,500   1,967,985
Ohio State (GO) Series C        
5.000%, 09/15/21
  1,000   1,054,420
 
5.000%, 08/01/27
  6,880   8,993,742
Ohio State (GO) Series U        
5.000%, 05/01/28
  4,325   5,767,301
Ohio State (GO) Series W        
4.000%, 05/01/24
  785   897,475
 
4.000%, 05/01/25
  785   924,785
Upper Arlington City School District (GO) Series A        
5.000%, 12/01/27
  3,190   4,203,367
TOTAL OHIO
      109,329,800
      Face
Amount 		  Value†
      (000)    
OKLAHOMA — (1.0%)
City of Oklahoma City (GO)        
4.000%, 03/01/23
  1,000   $1,097,580
City of Tulsa (GO)        
5.000%, 03/01/24
  10,050   11,755,686
 
5.000%, 03/01/26
  6,250   7,810,125
TOTAL OKLAHOMA
      20,663,391
OREGON — (2.8%)
City of Beaverton Water Revenue (RB)        
5.000%, 04/01/29
  600   812,844
City of Portland (GO) Series A Series A        
5.000%, 06/15/24
  400   474,140
City of Portland Sewer System Revenue (RB) Series A Series A        
5.000%, 10/01/23
  700   806,666
City of Portland Sewer System Revenue (RB) Series A        
5.000%, 06/15/26
  1,550   1,959,448
City of Portland Water System Revenue (RB) Series A        
5.000%, 04/01/21
  8,000   8,257,920
City of Salem (GO)        
5.000%, 06/01/25
  530   650,389
Clackamas County School District No. 46 Oregon Trail (GO) (SCH BD GTY)        
5.000%, 06/15/22
  1,215   1,324,642
Deschutes County Administrative School District No. 1 Bend-La Pine (GO) (SCH BD GTY)        
5.000%, 06/15/27
  4,680   6,077,448
Lane County School District No. 4J Eugene (GO) (SCH BD GTY) Series A        
5.000%, 06/15/23
  3,355   3,816,514
Oregon State (GO) Series        
5.000%, 06/01/24
  500   592,840
Oregon State (GO) Series A        
5.000%, 05/01/21
  200   207,264
Oregon State (GO) Series G        
5.000%, 12/01/24
  2,290   2,766,686
Oregon State (GO) Series H        
5.000%, 05/01/25
  2,420   2,967,573
Oregon State (GO) Series N        
5.000%, 05/01/23
  1,350   1,531,035
Oregon State Department of Transportation (RB) Series B        
5.000%, 11/15/26
  3,500   4,469,850
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
OREGON — (Continued)
State of Oregon (GO) Series A Series A        
5.000%, 05/01/24
  3,545   $4,189,481
Washington & Multnomah Counties School District No. 48J Beaverton (GO) (SCH BD GTY) Series C        
5.000%, 06/15/27
  2,390   3,099,926
Washington & Multnomah Counties School District No. 48J Beaverton (GO) (SCH BD GTY) Series D Series D        
5.000%, 06/15/24
  2,300   2,721,429
Washington County (GO)        
5.000%, 03/01/24
  2,400   2,808,264
 
5.000%, 03/01/25
  5,100   6,178,344
 
5.000%, 03/01/26
  300   374,322
TOTAL OREGON
      56,087,025
PENNSYLVANIA — (1.8%)
Commonwealth of Pennsylvania (GO)        
5.000%, 07/15/22
  12,820   13,994,184
Commonwealth of Pennsylvania (GO) Series 1        
5.000%, 04/01/22
  11,260   12,138,618
Commonwealth of Pennsylvania (GO) Series REF        
5.000%, 07/01/22
  2,000   2,179,540
Montgomery County (GO)        
5.000%, 05/01/23
  5,255   5,953,494
Pennsylvania State University (RB) Series E        
5.000%, 03/01/24
  205   239,313
 
5.000%, 03/01/25
  540   652,536
West View Municipal Authority Water Revenue (RB)        
4.000%, 11/15/20
  1,100   1,111,968
TOTAL PENNSYLVANIA
      36,269,653
RHODE ISLAND — (0.4%)
Rhode Island State (GO) Series A        
5.000%, 08/01/22
  1,605   1,760,091
Rhode Island State (GO) Series C        
5.000%, 08/01/20
  4,870   4,870,000
      Face
Amount 		  Value†
      (000)    
RHODE ISLAND — (Continued)
Rhode Island State (GO) Series D        
5.000%, 08/01/22
  685   $751,192
TOTAL RHODE ISLAND
      7,381,283
SOUTH CAROLINA — (2.1%)
Berkeley County School District (GO) (SCSDE) Series B        
5.000%, 03/01/22
  4,120   4,435,592
Charleston County (GO)        
5.000%, 11/01/23
  1,000   1,157,310
Charleston County (GO) Series A        
5.000%, 11/01/22
  4,780   5,302,549
Charleston County (GO) Series B        
5.000%, 11/01/23
  3,560   4,120,024
Charleston County (GO) (ST AID WITHHLDG) Series C        
5.000%, 11/01/27
  2,855   3,776,594
Charleston County School District (GO) (SCSDE) Series A        
5.000%, 02/01/21
  2,020   2,068,440
City of North Charleston (GO) (ST AID WITHHLDG)        
5.000%, 06/01/21
  385   399,996
Clemson University (RB)        
3.000%, 05/01/21
  350   357,154
Dorchester County School District No. 2 (GO) (SCSDE) Series B        
5.000%, 03/01/25
  1,430   1,734,533
Florence School District One (GO) (SCSDE)        
5.000%, 03/01/21
  3,170   3,258,887
Richland County School District No. 1 (GO) (SCSDE) Series A        
5.000%, 03/01/23
  3,970   4,460,374
South Carolina State (GO) (ST AID WITHHLDG) Series A        
5.000%, 10/01/23
  5,500   6,339,960
South Carolina State (GO) (ST AID WITHHLDG) Series B        
4.000%, 08/01/26
  1,405   1,700,738
York County School District No. 1 (GO) (SCSDE)        
5.000%, 03/01/21
  3,790   3,895,589
TOTAL SOUTH CAROLINA
      43,007,740
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
TENNESSEE — (3.6%)
City of Maryville (GO) Series A        
5.000%, 06/01/22
  1,865   $2,029,064
City of Memphis (GO) Series A        
5.000%, 04/01/25
  1,945   2,367,007
City of Pigeon Forge (GO)        
4.000%, 06/01/21
  670   690,804
Hamilton County (GO) Series        
5.000%, 04/01/26
  3,000   3,779,130
Hamilton County (GO) Series B        
3.000%, 03/01/22
  4,550   4,755,387
Knox County (GO)        
5.000%, 04/01/24
  3,440   4,038,216
Knox County (GO) Series A        
5.000%, 08/01/23
  1,300   1,486,303
Maury County (GO)        
5.000%, 04/01/21
  5,105   5,268,564
Metropolitan Government of Nashville & Davidson County (GO)        
5.000%, 07/01/22
  1,000   1,092,590
 
5.000%, 01/01/26
  5,840   7,275,530
 
5.000%, 07/01/27
  3,510   4,569,318
 
4.000%, 07/01/28
  10,000   12,408,100
Putnam County (GO)        
4.000%, 04/01/23
  975   1,071,817
Sumner County (GO)        
5.000%, 06/01/21
  110   114,425
 
5.000%, 12/01/23
  3,395   3,939,830
Tennessee State (GO) Series A        
5.000%, 09/01/24
  4,075   4,869,054
 
5.000%, 02/01/27
  7,720   9,977,174
Tennessee State (GO) Series B        
5.000%, 08/01/20
  1,945   1,945,000
Town of Greeneville (GO)        
3.000%, 06/01/21
  1,360   1,391,715
Williamson County (GO) Series A        
4.000%, 05/01/22
  300   320,190
TOTAL TENNESSEE
      73,389,218
TEXAS — (13.5%)
Aldine Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/25
  4,750   5,747,832
Alvin Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/24
  1,000   1,166,920
Austin Independent School District (GO) (PSF-GTD)        
5.000%, 08/01/20
  350   350,000
      Face
Amount 		  Value†
      (000)    
TEXAS — (Continued)
City of Amarillo (GO)        
2.000%, 02/15/24
  4,900   $5,164,257
 
2.000%, 02/15/25
  5,015   5,347,996
City of Arlington (GO) Series A        
3.000%, 08/15/20
  1,700   1,701,496
City of Austin (GO)        
5.000%, 09/01/20
  1,655   1,661,074
City of Dallas (GO)        
5.000%, 02/15/21
  9,505   9,749,374
City of Dallas Waterworks & Sewer System Revenue (RB) Series C        
5.000%, 10/01/24
  680   813,736
City of Denton (GO)        
4.000%, 02/15/22
  2,510   2,657,287
City of Fort Worth (GO) Series A        
5.000%, 03/01/25
  5,000   6,057,200
City of Fort Worth Water & Sewer System Revenue (RB) Series A        
5.000%, 02/15/24
  7,900   9,206,502
 
5.000%, 02/15/25
  9,470   11,445,063
City of Houston (GO) Series A        
5.000%, 03/01/22
  5,890   6,338,229
City of Lubbock (GO)        
5.000%, 02/15/23
  1,000   1,116,820
City of Richardson (GO)        
5.000%, 02/15/27
  1,715   2,204,890
City of San Antonio Electric & Gas Systems Revenue (RB) (ETM)        
5.000%, 02/01/21
  720   737,086
City of Southlake (GO)        
3.000%, 02/15/23
  1,510   1,614,734
Clear Creek Independent School District (GO) (PSF-GTD) Series A        
4.000%, 02/15/23
  4,380   4,804,772
 
5.000%, 02/15/25
  2,175   2,637,362
Conroe Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/26
  2,260   2,811,915
Cypress-Fairbanks Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/21
  3,500   3,590,370
Dallas Area Rapid Transit (RB) Series B        
5.000%, 12/01/21
  2,545   2,706,913
El Paso Independent School District (GO) (PSF-GTD)        
5.000%, 08/15/24
  500   594,900
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
TEXAS — (Continued)
Fort Worth Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/23
  3,815   $4,279,209
 
5.000%, 02/15/24
  3,000   3,504,240
Galveston County (GO)        
5.000%, 02/01/22
  1,000   1,072,550
Grayson County (GO)        
5.000%, 01/01/21
  1,990   2,029,541
Hays Consolidated Independent School District (GO) (PSF-GTD)        
5.000%, 08/15/23
  1,355   1,549,402
Hidalgo County Drain District No. 1 (GO)        
5.000%, 09/01/22
  1,000   1,098,160
Houston Higher Education Finance Corp. (RB) Series A        
¤
6.875%, 05/15/41 (Pre-refunded @ $100, 5/15/21)
  3,225   3,391,765
Houston Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/26
  7,020   8,725,720
Humble Independent School District (GO) (PSF-GTD) Series A        
5.500%, 02/15/25
  7,000   8,634,850
La Porte Independent School District (GO)        
5.000%, 02/15/21
  1,700   1,743,894
Mansfield Independent School District (GO) (PSF-GTD) Series A        
5.000%, 02/15/22
  895   961,337
North Texas Municipal Water District Water System Revenue (RB)        
5.000%, 09/01/23
  300   344,550
 
5.000%, 09/01/24
  5,715   6,826,053
Northside Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/23
  4,535   5,090,492
 
5.000%, 08/15/25
  1,880   2,324,206
Northside Independent School District (GO) (PSF-GTD) Series A        
4.000%, 08/15/24
  5,215   6,009,453
Northwest Independent School District (GO) (PSF-GTD) Series A        
5.000%, 02/15/24
  1,695   1,977,929
      Face
Amount 		  Value†
      (000)    
TEXAS — (Continued)
Permanent University Fund - Texas A&M University System (RB)        
5.000%, 07/01/23
  3,500   $3,987,760
Permanent University Fund - University of Texas System (RB) Series B        
5.000%, 07/01/26
  5,500   6,943,695
Plano Independent School District (GO) (PSF-GTD)        
5.000%, 02/15/24
  11,000   12,844,590
Port Authority of Houston of Harris County Texas (GO) Series A-2        
5.000%, 10/01/23
  355   408,474
San Antonio Independent School District (GO) (PSF-GTD)        
5.000%, 08/15/26
  4,340   5,495,742
Spring Independent School District (GO) (BAM)        
5.000%, 08/15/24
  4,985   5,895,909
State of Texas (GO) Series A        
5.000%, 10/01/23
  2,690   3,100,817
Tarrant Regional Water District (RB)        
6.000%, 09/01/24
  3,450   4,236,945
Texas A&M University (RB) Series B        
5.000%, 05/15/21
  4,000   4,150,640
¤
5.000%, 05/15/30 (Pre-refunded @ $100, 5/15/23)
  10,370   11,743,299
Texas State (GO)        
5.000%, 04/01/23
  5,000   5,644,550
 
5.000%, 10/01/23
  15,345   17,688,488
 
5.000%, 10/01/26
  2,845   3,628,228
Texas State (GO) Series A        
5.000%, 04/01/25
  1,000   1,217,480
Texas Transportation Commission State Highway Fund (RB)        
5.000%, 10/01/25
  10,000   12,356,200
 
5.250%, 04/01/26
  300   379,800
 
5.000%, 10/01/26
  4,340   5,513,623
Trinity River Authority Central Regional Wastewater System Revenue (RB)        
5.000%, 08/01/27
  3,150   4,062,775
University of Texas System (The) (RB) Series C        
5.000%, 08/15/24
  1,850   2,208,530
University of Texas System (The) (RB) Series D        
5.000%, 08/15/26
  2,000   2,547,600
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
TEXAS — (Continued)
University of Texas System (The) (RB) Series E        
5.000%, 08/15/26
  4,835   $6,158,823
University of Texas System (The) (RB) Series J        
5.000%, 08/15/25
  2,500   3,090,700
 
5.000%, 08/15/26
  1,500   1,910,700
TOTAL TEXAS
      275,005,447
UTAH — (2.5%)
North Davis County Sewer District (RB)        
3.000%, 03/01/21
  2,135   2,170,334
Salt County Lake (GO)        
5.000%, 12/15/26
  1,095   1,407,382
Utah State (GO)        
5.000%, 07/01/22
  11,285   12,332,135
 
5.000%, 07/01/24
  12,350   14,685,632
 
5.000%, 07/01/26
  4,450   5,680,648
 
5.000%, 07/01/27
  4,435   5,819,119
 
5.000%, 07/01/27
  1,665   2,184,630
Utah State (GO) Series        
5.000%, 07/01/24
  1,010   1,201,011
Washington County School District Board of Education/St George (GO) (SCH BD GTY)        
5.000%, 03/01/22
  4,465   4,808,492
TOTAL UTAH
      50,289,383
VERMONT — (0.1%)
Vermont State (GO) Series B        
5.000%, 08/15/23
  1,270   1,456,373
Vermont State (GO) Series C        
4.000%, 08/15/23
  225   251,217
Vermont State (GO) Series F        
5.000%, 08/15/20
  1,100   1,101,639
TOTAL VERMONT
      2,809,229
VIRGINIA — (4.7%)
Arlington County (GO)        
5.000%, 08/15/22
  3,000   3,296,190
Chesterfield County (GO) (ST AID WITHHLDG)        
5.000%, 01/01/24
  2,130   2,484,027
City of Alexandria (GO) (ST AID WITHHLDG) Series A        
5.000%, 07/15/27
  3,160   4,138,241
City of Hampton (GO) (ST AID WITHHLDG) Series B        
5.000%, 09/01/21
  3,000   3,157,230
 
5.000%, 09/01/22
  2,050   2,256,640
City of Norfolk (GO) (ST AID WTHHLDG)        
5.000%, 08/01/28
  2,405   3,225,129
      Face
Amount 		  Value†
      (000)    
VIRGINIA — (Continued)
City of Richmond (GO) (ST AID WITHHLDG) Series A        
5.000%, 07/15/23
  4,315   $4,932,563
 
5.000%, 07/15/24
  3,170   3,771,064
City of Richmond (GO) (ST AID WITHHLDG) Series B        
5.000%, 07/15/26
  3,635   4,623,575
City of Richmond (GO) (ST AID WITHHLDG) Series D        
5.000%, 03/01/27
  3,275   4,238,014
City of Richmond (GO) Series B        
5.000%, 07/15/25
  5,350   6,595,694
City of Suffolk (GO) (ST AID WITHHLDG)        
5.000%, 02/01/23
  2,000   2,242,320
City of Virginia Beach (GO) (ST AID WITHHLDG) Series A        
5.000%, 07/15/23
  2,725   3,115,002
 
5.000%, 02/01/25
  2,590   3,142,835
City of Virginia Beach (GO) (ST AID WITHHLDG) Series B        
5.000%, 07/15/25
  1,000   1,232,840
Commonwealth of Virginia (GO) Series A        
5.000%, 06/01/24
  2,250   2,653,582
 
5.000%, 06/01/25
  500   610,885
Commonwealth of Virginia (GO) (ST AID WITHHLDG) Series B        
5.000%, 06/01/23
  10,000   11,369,300
County of Fairfax (GO) (ST AID WITHHLDG) Series A        
5.000%, 10/01/23
  4,775   5,507,533
Fairfax County (GO) (ST AID WITHHLDG) Series        
5.000%, 10/01/24
  5,000   5,997,150
Fairfax County (GO) (ST AID WITHHLDG) Series A        
5.000%, 10/01/26
  1,000   1,280,890
 
5.000%, 10/01/27
  1,000   1,319,490
Henrico County (GO) (ST AID WITHHLDG)        
5.000%, 08/01/27
  1,680   2,197,490
 
5.000%, 08/01/28
  2,905   3,911,728
Pittsylvania County (GO) (ST AID WITHHLDG)        
5.000%, 02/01/21
  250   255,932
University of Virginia (RB) Series B        
5.000%, 08/01/21
  6,250   6,553,500
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
VIRGINIA — (Continued)
Virginia Resources Authority (RB) Series D        
5.000%, 11/01/20
  745   $753,784
TOTAL VIRGINIA
      94,862,628
WASHINGTON — (6.4%)
Benton County School District No. 400 Richland (GO) (SCH BD GTY)        
5.000%, 12/01/22
  4,705   5,225,514
Chelan County Public Utility District No. 1 (RB) Series A        
5.000%, 07/01/24
  1,000   1,180,960
 
5.000%, 07/01/25
  900   1,099,719
City of Seattle Drainage & Wastewater Revenue (RB)        
5.000%, 09/01/20
  3,665   3,678,414
 
5.000%, 07/01/27
  8,400   10,941,756
City of Seattle Municipal Light & Power Revenue (RB)        
5.000%, 09/01/20
  350   351,285
City of Seattle Municipal Light & Power Revenue (RB) Series        
5.000%, 07/01/24
  2,265   2,688,170
City of Seattle Municipal Light & Power Revenue (RB) Series A        
5.000%, 06/01/22
  310   337,392
City of Seattle Municipal Light & Power Revenue (RB) Series B        
5.000%, 02/01/23
  12,040   13,489,134
City of Seattle Water System Revenue (RB)        
5.000%, 09/01/22
  6,000   6,604,800
Clark County School District No. 119 Battleground (GO) (SCH BD GTY)        
4.000%, 12/01/21
  1,000   1,050,670
 
4.000%, 12/01/22
  2,630   2,860,651
County of Kitsap WA (GO)        
5.000%, 06/01/21
  200   208,012
King County (GO)        
5.000%, 01/01/21
  425   433,462
King County (GO) Series A        
5.000%, 06/01/28
  3,555   4,748,485
 
5.000%, 06/01/29
  2,050   2,809,668
King County (GO) Series E        
5.000%, 12/01/25
  955   1,188,421
King County School District No. 400 Mercer Island (GO) (SCH BD GTY)        
5.000%, 12/01/22
  1,145   1,273,938
      Face
Amount 		  Value†
      (000)    
WASHINGTON — (Continued)
King County School District No. 405 Bellevue (GO) (SCH BD GTY) Series B        
3.000%, 12/01/22
  6,105   $6,503,290
King County School District No. 411 Issaquah (GO) (SCH BD GTY)        
5.000%, 12/01/23
  3,500   4,057,900
King County School District No. 412 Shoreline (GO) (SCH BD GTY)        
4.000%, 12/01/21
  1,000   1,051,080
King County School District No. 414 Lake Washington (GO)        
4.000%, 12/01/24
  2,850   3,313,780
King County Sewer Revenue (RB) Series A        
5.000%, 01/01/24
  2,310   2,687,084
North Thurston Public Schools (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,880   2,925,562
Skagit County School District No. 103 Anacortes (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,245   2,280,291
Snohomish County School District No. 15 Edmonds (GO) (SCH BD GTY)        
5.000%, 12/01/20
  2,555   2,595,420
Snohomish County School District No. 201 Snohomish (GO) (SCH BD GTY)        
5.000%, 12/01/25
  4,000   4,953,840
Spokane County (GO)        
5.000%, 12/01/22
  1,025   1,139,667
State of Washington (GO) Series R-2020C        
5.000%, 07/01/24
  4,070   4,829,177
Tacoma Metropolitan Park District (GO) Series B        
5.000%, 12/01/21
  150   159,668
Thurston County School District No. 111 Olympia (GO) (SCH BD GTY)        
5.000%, 12/01/21
  425   452,332
University of Washington (RB) Series A        
5.000%, 07/01/22
  6,505   7,108,599
Washington State (GO) Series        
5.000%, 07/01/23
  3,800   4,335,534
 
DFA Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
WASHINGTON — (Continued)
Washington State (GO) Series 2013A        
5.000%, 08/01/21
  225   $235,901
Washington State (GO) Series A        
5.000%, 08/01/23
  750   858,697
Washington State (GO) Series B        
5.000%, 07/01/24
  1,200   1,423,836
 
5.000%, 07/01/25
  1,500   1,845,990
Washington State (GO) Series C        
5.000%, 02/01/23
  1,500   1,681,335
Washington State (GO) Series D        
5.000%, 06/01/27
  3,000   3,903,300
Washington State (GO) Series E        
5.000%, 02/01/23
  1,940   2,174,527
Washington State (GO) Series R-2012C        
4.000%, 07/01/21
  1,610   1,666,849
Washington State (GO) Series R-2018D        
5.000%, 08/01/25
  3,635   4,486,172
Washington State (GO) Series R-C        
5.000%, 07/01/23
  3,500   3,993,255
TOTAL WASHINGTON
      130,833,537
WEST VIRGINIA — (0.0%)
West Virginia State (GO) Series        
5.000%, 12/01/23
  500   579,155
      Face
Amount 		  Value†
      (000)    
WISCONSIN — (2.0%)
City of Milwaukee (GO) Series N4        
5.000%, 04/01/27
  2,000   $2,544,740
City of Oshkosh (GO) Series B        
3.000%, 12/01/23
  445   483,813
DeForest Area School District (GO)        
5.000%, 04/01/24
  1,810   2,115,365
Oregon School District (GO)        
3.000%, 03/01/21
  430   437,065
Wisconsin State (GO)        
5.000%, 05/01/24
  2,515   2,969,133
Wisconsin State (GO) Series        
5.000%, 05/01/24
  7,720   9,114,000
 
5.000%, 05/01/25
  7,885   9,656,602
Wisconsin State (GO) Series 3        
5.000%, 11/01/22
  3,110   3,449,985
Wisconsin State (GO) Series A        
5.000%, 05/01/23
  8,515   9,651,838
TOTAL WISCONSIN
      40,422,541
TOTAL MUNICIPAL BONDS

Cost ($1,928,863,770)
      2,035,118,430
TOTAL INVESTMENTS — (100.0%)    
(Cost $1,928,863,770)^^
      $2,035,118,430
 
Summary of the Portfolio's investments as of July 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
—   $2,035,118,430   —   $2,035,118,430
TOTAL
—   $2,035,118,430   —   $2,035,118,430
DFA California Short-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
MUNICIPAL BONDS — (100.0%)
CALIFORNIA — (100.0%)
Alhambra Unified School District (GO) Series A        
4.000%, 08/01/20
  750   $750,000
 
4.000%, 08/01/20
  585   585,000
Anaheim Housing & Public Improvements Authority (RB)        
¤
5.000%, 10/01/33 (Pre-refunded @ $100, 10/01/21)
  1,910   2,012,338
¤
5.000%, 10/01/34 (Pre-refunded @ $100, 10/01/21)
  3,225   3,397,795
Anaheim Union High School District (GO)        
5.000%, 08/01/20
  600   600,000
Bay Area Toll Authority (RB)        
¤
5.000%, 10/01/42 (Pre-refunded @ $100, 10/1/20)
  22,635   22,809,742
Bay Area Toll Authority (RB) Series F-1        
5.000%, 04/01/22
  1,000   1,077,340
¤
5.000%, 04/01/23 (Pre-refunded @ $100, 4/1/22)
  1,005   1,085,169
¤
5.000%, 04/01/26 (Pre-refunded @ $100, 4/1/22)
  11,660   12,590,118
Bay Area Toll Authority (RB) Series F-2        
4.000%, 04/01/21
  5,365   5,495,101
Berkeley Unified School District (GO) Series        
5.000%, 08/01/23
  295   338,710
Beverly Hills Unified School District (GO) Series        
5.000%, 08/01/21
  9,700   10,175,009
California Education Notes Program (RN) Series A        
4.000%, 06/30/21
  6,500   6,721,975
California Municipal Finance Authority (RB)        
¤
6.000%, 01/01/42 (Pre-refunded @ $100, 01/01/22)
  1,750   1,886,972
California State (GO)        
5.000%, 09/01/20
  700   702,597
 
5.000%, 10/01/20
  6,455   6,505,607
 
5.000%, 10/01/20
  3,410   3,436,734
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
 
5.000%, 10/01/20
  1,610   $1,622,622
 
5.000%, 10/01/20
  11,000   11,086,240
 
5.000%, 11/01/20
  8,000   8,095,680
 
5.000%, 02/01/21
  1,900   1,946,132
 
5.000%, 04/01/21
  795   820,845
 
5.000%, 08/01/21
  8,060   8,454,698
 
5.000%, 08/01/21
  2,835   2,973,830
 
5.000%, 08/01/21
  2,000   2,097,940
 
5.000%, 08/01/21
  9,775   10,253,682
 
5.000%, 08/01/21
  4,470   4,688,896
 
5.000%, 08/01/21
  1,300   1,363,661
 
5.000%, 09/01/21
  7,845   8,261,413
 
5.000%, 09/01/21
  10,110   10,646,639
 
5.000%, 10/01/21
  17,155   18,136,094
 
5.000%, 11/01/21
  3,000   3,183,930
 
5.000%, 12/01/21
  2,000   2,130,840
 
5.000%, 03/01/22
  10,000   10,775,900
 
5.000%, 08/01/22
  785   861,019
 
5.250%, 09/01/22
  9,920   10,977,869
 
5.000%, 10/01/22
  12,000   13,266,120
 
5.250%, 10/01/22
  500   555,450
California State (GO) Series B        
5.000%, 09/01/20
  3,600   3,613,356
 
5.000%, 09/01/21
  840   884,587
California State Department of Water Resources (RB)        
5.000%, 12/01/21
  1,000   1,065,560
California State Department of Water Resources (RB) Series AS        
5.000%, 12/01/22
  3,355   3,736,967
California State Department of Water Resources (RB) Series BA        
5.000%, 12/01/21
  4,005   4,267,568
California State Department of Water Resources (RB) (ETM) Series AS        
5.000%, 12/01/22
  35   38,852
California State Department of Water Resources Power Supply Revenue (RB) Series O        
5.000%, 05/01/21
  15,855   16,436,878
 
5.000%, 05/01/22
  6,320   6,863,394
California State Public Works Board (RB) (ETM) Series        
5.000%, 09/01/21
  1,050   1,105,146
California State Public Works Board (RB) (ETM) Series F        
5.000%, 10/01/20
  2,015   2,030,717
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
California State Public Works Board (RB) Series B        
¤
5.250%, 10/01/24 (Pre-refunded @ $100, 10/1/21)
  550   $582,714
California State University Series A        
5.000%, 11/01/21
  1,425   1,511,441
California Statewide Communities Dev. Authority (RB) Series A        
¤
6.000%, 08/15/42 (Pre-refunded @ $100, 8/15/20)
  5,500   5,509,900
Carlsbad Unified School District (GO) Series A        
4.000%, 08/01/20
  2,000   2,000,000
 
5.000%, 08/01/21
  1,160   1,216,805
Cerritos Community College District (GO) Series        
4.000%, 08/01/20
  425   425,000
 
4.000%, 08/01/21
  1,250   1,298,813
Chabot-Las Positas Community College District (GO)        
4.000%, 08/01/22
  3,050   3,288,510
Chabot-Las Positas Community College District (GO) Series A        
4.000%, 08/01/20
  1,275   1,275,000
Chico Unified School District (GO) Series        
4.000%, 08/01/21
  625   649,088
City & County of San Francisco (GO) Series R1        
5.000%, 06/15/21
  250   260,665
 
5.000%, 06/15/21
  850   886,261
 
5.000%, 06/15/22
  1,000   1,091,810
City of Berkeley (RN)        
1.750%, 07/27/21
  20,000   20,318,200
City of Long Beach CA Harbor Revenue (RB) Series A        
5.000%, 12/15/20
  14,930   15,198,889
City of Los Angeles (RN)        
4.000%, 06/24/21
  20,950   21,670,261
City of Los Angeles (GO) Series A        
5.000%, 09/01/20
  9,400   9,434,874
City of Los Angeles Wastewater System Revenue (RB) Series B        
5.000%, 06/01/21
  1,400   1,457,036
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
City of Pasadena Electric Revenue (RB) Series A        
5.000%, 06/01/22
  385   $419,612
City of San Francisco Public Utilities Commission Water Revenue (RB)        
5.000%, 11/01/20
  5,695   5,762,258
 
5.000%, 11/01/20
  1,070   1,082,637
 
4.000%, 11/01/22
  3,000   3,262,950
 
5.000%, 11/01/22
  1,345   1,493,004
¤
5.000%, 11/01/22 (Pre-refunded @ $100, 11/1/21)
  850   901,561
 
5.000%, 11/01/23
  1,835   2,125,609
¤
5.000%, 11/01/27 (Pre-refunded @ $100, 11/1/21)
  5,690   6,035,155
¤
5.000%, 11/01/32 (Pre-refunded @ $100, 5/1/22)
  500   542,345
City of San Francisco Public Utilities Commission Water Revenue (RB) Series        
¤
5.000%, 11/01/26 (Pre-refunded @ $100, 11/1/20)
  3,510   3,551,804
¤
5.000%, 11/01/28 (Pre-refunded @ $100, 11/1/20)
  6,200   6,273,842
City of Santa Rosa Wastewater Revenue (RB) Series A        
5.000%, 09/01/21
  1,760   1,852,435
Colton Joint Unified School District (GO) (AGM)        
4.000%, 08/01/20
  1,000   1,000,000
Conejo Valley Unified School District (GO) Series        
5.000%, 08/01/20
  1,000   1,000,000
Contra Costa Community College District (GO)        
5.000%, 08/01/21
  1,250   1,311,213
Contra Costa Community College District (GO) Series        
3.000%, 08/01/20
  9,515   9,515,000
 
4.000%, 08/01/21
  5,220   5,423,841
Del Mar Union School District (GO) Series        
4.000%, 08/01/20
  4,250   4,250,000
Desert Community College District (GO)        
5.000%, 08/01/21
  665   697,565
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Desert Sands Unified School District (GO)        
3.000%, 08/01/20
  1,250   $1,250,000
 
4.000%, 08/01/21
  450   467,573
East Bay Regional Park District (GO) Series A        
4.000%, 09/01/21
  210   218,889
East Bay Regional Park District (GO) Series A-        
5.000%, 09/01/20
  810   813,005
 
5.000%, 09/01/20
  4,900   4,918,179
East Side Union High School District (GO)        
2.000%, 08/01/20
  1,055   1,055,000
El Monte Union High School District (GO)        
2.000%, 06/01/22
  1,080   1,112,789
El Rancho Unified School District (GO) (AGM)        
4.000%, 08/01/20
  780   780,000
El Segundo Unified School District (GO) Series        
5.000%, 08/01/20
  1,095   1,095,000
 
5.000%, 08/01/21
  600   629,382
Fontana Unified School District (GO)        
4.000%, 08/01/20
  3,620   3,620,000
 
4.000%, 08/01/21
  530   550,156
Fremont Unified School District (GO) Series C        
5.000%, 08/01/20
  13,340   13,340,000
Fremont Union High School District (GO)        
5.000%, 08/01/20
  1,000   1,000,000
Fremont Union High School District (GO) Series        
3.000%, 08/01/20
  3,505   3,505,000
Fresno County (RN)        
5.000%, 06/30/21
  40,000   41,730,400
Fresno Unified School District (GO) Series        
4.000%, 08/01/21
  1,165   1,209,899
Gavilan Joint Community College District (GO) Series A        
4.000%, 08/01/20
  2,100   2,100,000
 
4.000%, 08/01/21
  1,500   1,558,575
Gilroy School Facilities Financing Authority (RB) Series A-        
¤
5.000%, 08/01/46 (Pre-refunded @ $100, 8/1/23)
  3,000   3,427,350
Gilroy Unified School District (GO) (AGM)        
4.000%, 08/01/23
  1,900   2,124,732
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Glendale Community College District (GO) Series        
3.000%, 08/01/21
  525   $540,299
 
4.000%, 08/01/22
  625   673,875
 
4.000%, 08/01/23
  500   559,140
Grossmont Union High School District (GO)        
4.000%, 08/01/20
  2,420   2,420,000
Grossmont Union High School District (GO) Series B        
¤
5.500%, 08/01/45 (Pre-refunded @ $102, 8/1/20)
  3,000   3,060,000
Hartnell Community College District (GO) Series        
4.000%, 08/01/21
  980   1,018,171
 
4.000%, 08/01/22
  1,015   1,094,170
Huntington Beach City School District (GO) Series        
4.000%, 08/01/21
  390   405,230
 
4.000%, 08/01/22
  180   194,076
Imperial Irrigation District Electric System Revenue (RB) Series A        
¤
5.500%, 11/01/41 (Pre-refunded @ $100, 11/1/20)
  9,105   9,223,274
Kern Community College District (GO)        
4.000%, 08/01/20
  5,000   5,000,000
Kern High School District (GO) Series A        
3.000%, 08/01/20
  975   975,000
Laguna Beach Unified School District (GO)        
2.000%, 08/01/21
  1,885   1,921,249
Livermore Valley Joint Unified School District (GO)        
5.000%, 08/01/20
  800   800,000
Lodi Unified School District (GO) Series 2020        
4.000%, 08/01/21
  2,390   2,482,111
Long Beach Community College District (GO) Series        
4.000%, 08/01/20
  4,000   4,000,000
Long Beach Unified School District (GO) Series        
5.000%, 08/01/20
  7,375   7,375,000
Long Beach Unified School District (GO) Series B        
5.000%, 08/01/21
  11,115   11,659,302
 
5.000%, 08/01/22
  11,555   12,688,545
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Los Altos Elementary School District (RN)        
3.000%, 07/15/21
  5,000   $5,133,750
Los Altos Elementary School District (GO)        
4.000%, 08/01/21
  1,550   1,610,528
Los Angeles Community College District (GO)        
5.000%, 08/01/21
  2,890   3,031,812
Los Angeles Community College District (GO) Series        
5.000%, 08/01/23
  3,350   3,847,475
Los Angeles Community College District (GO) Series C        
¤
5.250%, 08/01/39 (Pre-refunded @ $100, 8/1/20)
  1,000   1,000,000
Los Angeles Community College District Series B-1        
5.000%, 08/01/21
  15,690   16,459,908
Los Angeles County Capital Asset Leasing Corp. (RB) Series        
5.000%, 12/01/20
  6,350   6,451,092
 
5.000%, 06/01/21
  3,855   4,010,742
Los Angeles County Metropolitan Transportation Authority (RB)        
5.000%, 07/01/21
  2,470   2,581,026
Los Angeles County Metropolitan Transportation Authority (RB) Series A        
5.000%, 07/01/21
  9,000   9,404,550
 
5.000%, 07/01/22
  1,765   1,931,634
 
5.000%, 07/01/23
  18,000   20,593,440
Los Angeles County Metropolitan Transportation Authority (RB) Series C        
5.000%, 07/01/21
  1,400   1,462,930
Los Angeles Department of Water (RB) Series A        
5.000%, 07/01/21
  1,675   1,750,291
 
5.000%, 07/01/22
  675   738,727
Los Angeles Department of Water (RB) Series B        
4.000%, 07/01/21
  700   725,109
 
5.000%, 07/01/21
  1,500   1,567,425
Los Angeles Department of Water & Power Power System Revenue (RB) Series A        
5.000%, 07/01/21
  1,750   1,828,662
 
5.000%, 07/01/21
  2,000   2,089,900
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Los Angeles Department of Water & Power Power System Revenue (RB) Series D        
5.000%, 07/01/21
  875   $914,331
Los Angeles Unified School District (GO) Series A        
5.000%, 07/01/21
  3,500   3,656,310
 
5.000%, 07/01/21
  3,650   3,813,009
 
5.000%, 07/01/23
  20,000   22,824,800
Los Angeles Unified School District (GO) Series A-2        
5.000%, 07/01/21
  5,345   5,583,708
Los Angeles Unified School District (GO) Series B        
5.000%, 07/01/22
  1,350   1,476,360
Los Angeles Unified School District (GO) Series C        
5.000%, 07/01/22
  5,560   6,080,416
Los County Angeles (RN) Series A        
4.000%, 06/30/21
  15,000   15,518,400
Los Rios Community College District (GO) Series        
4.000%, 08/01/21
  8,970   9,320,278
Los Rios Community College District (GO) Series A        
¤
4.750%, 08/01/32 (Pre-refunded @ $100, 8/1/20)
  5,000   5,000,000
Los Rios Community College District (GO) Series F        
2.000%, 08/01/20
  2,365   2,365,000
Mammoth Unified School District (GO) Series        
4.000%, 08/01/22
  1,000   1,077,160
Manhattan Beach Unified School District (GO) Series A-MEASURE C        
5.000%, 09/01/20
  1,575   1,580,843
Manhattan Beach Unified School District (GO) Series F        
4.000%, 09/01/21
  500   521,165
Metropolitan Water District of Southern California (RB)        
5.000%, 01/01/22
  700   748,671
Metropolitan Water District of Southern California (RB) Series C        
5.000%, 07/01/21
  300   313,485
 
5.000%, 07/01/22
  475   519,745
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Metropolitan Water District of Southern California (GO) Series A        
5.000%, 03/01/22
  1,105   $1,190,925
Mill Valley School District (GO) Series A        
¤
4.250%, 08/01/34 (Pre-refunded @ $100, 8/1/20)
  1,280   1,280,000
Milpitas Unified School District (RN)        
3.000%, 06/30/21
  5,000   5,130,200
Napa Valley Unified School District (RAN)        
4.000%, 02/26/21
  3,000   3,063,870
New Haven Unified School District (GO) (BAM) Series B        
5.000%, 08/01/21
  3,100   3,250,195
North Orange County Community College District (GO) Series B        
4.000%, 08/01/20
  3,500   3,500,000
 
4.000%, 08/01/22
  1,350   1,455,570
North Orange County Community College District Series B        
4.000%, 08/01/21
  1,865   1,937,828
Norwalk-La Mirada Unified School District (GO) Series        
4.000%, 08/01/20
  300   300,000
 
4.000%, 08/01/21
  1,205   1,251,441
 
4.000%, 08/01/22
  1,000   1,077,160
Oakland Unified School District/Alameda County (GO)        
5.000%, 08/01/20
  600   600,000
Oceanside Unified School District (GO) Series E        
4.000%, 08/01/20
  1,500   1,500,000
Orange County Sanitation District (RB) Series A        
5.000%, 02/01/24
  5,295   6,205,952
Oxnard Union High School District (GO) Series        
4.000%, 08/01/22
  600   645,606
Oxnard Union High School District (GO) Series A        
4.000%, 08/01/20
  3,000   3,000,000
Palm Springs Unified School District (GO) Series D        
3.000%, 08/01/20
  3,120   3,120,000
Palo Alto Unified School District (GO)        
5.000%, 08/01/21
  1,000   1,048,970
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Palomar Community College District (GO)        
5.000%, 05/01/23
  715   $812,154
Peralta Community College District (GO) Series        
5.000%, 08/01/21
  9,000   9,434,250
Peralta Community College District (GO) Series A        
5.000%, 08/01/20
  1,645   1,645,000
 
4.000%, 08/01/23
  1,515   1,679,741
Peralta Community College District (GO) Series B        
5.000%, 08/01/22
  1,845   2,020,164
Pittsburg Unified School District Financing Authority (RB) (AGM)        
¤
5.500%, 09/01/46 (Pre-refunded @ $100, 9/1/21)
  1,065   1,126,056
Redwood City School District (GO)        
4.000%, 08/01/20
  450   450,000
Riverside County (RN)        
4.000%, 06/30/21
  42,000   43,475,040
Sacramento Municipal Utility District (RB) Series X        
5.000%, 08/15/21
  750   786,885
¤
5.000%, 08/15/25 (Pre-refunded @ $100, 8/15/21)
  2,985   3,132,101
¤
5.000%, 08/15/26 (Pre-refunded @ $100, 8/15/21)
  6,065   6,363,883
San Diego Community College District (GO)        
4.000%, 08/01/20
  1,040   1,040,000
¤
5.000%, 08/01/41 (Pre-refunded @ $100, 8/1/21)
  17,875   18,741,044
¤
5.000%, 08/01/43 (Pre-refunded @ $100, 08/01/23)
  8,500   9,710,825
San Diego County Regional Transportation Commission (RB) Series        
¤
5.000%, 04/01/36 (Pre-refunded @ $100, 4/1/22)
  1,000   1,080,650
San Diego County Water Authority Financing Corp. (RB)        
5.000%, 05/01/21
  550   570,185
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
San Diego Public Facilities Financing Authority (RB) Series A        
¤
5.000%, 09/01/26 (Pre-refunded @ $100, 9/1/20)
  4,455   $4,471,305
San Diego Public Facilities Financing Authority Sewer Revenue (RB)        
5.000%, 05/15/22
  7,395   8,036,664
San Diego Unified School District (GO) Series        
5.000%, 07/01/21
  9,380   9,795,440
San Diego Unified School District (GO) Series K-        
4.000%, 07/01/21
  8,000   8,281,680
San Diego Unified School District (GO) Series R-3        
5.000%, 07/01/23
  2,000   2,288,160
San Diego Unified School District (RN) Series A        
5.000%, 06/30/21
  4,820   5,028,802
San Diego Unified School District (GO) (AGM) Series C-2        
5.500%, 07/01/21
  1,390   1,457,874
San Francisco Unified School District (GO)        
5.000%, 06/15/21
  5,000   5,213,300
San Francisco Unified School District (GO) Series F&C        
2.000%, 06/15/22
  1,750   1,812,895
San Joaquin County Transportation Authority (RB) Series A        
¤
6.000%, 03/01/36 (Pre-refunded @ $100, 03/01/21)
  1,175   1,214,492
San Jose Evergreen Community College District (GO)        
5.000%, 09/01/21
  250   263,270
San Jose Evergreen Community College District (GO) Series B        
4.000%, 09/01/21
  1,435   1,495,744
 
4.000%, 09/01/22
  1,800   1,948,068
San Juan Unified School District (GO)        
3.000%, 08/01/22
  1,200   1,269,960
San Leandro Unified School District (GO) (BAM) Series        
4.000%, 08/01/21
  575   596,580
 
4.000%, 08/01/22
  550   591,294
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
San Leandro Unified School District (GO) Series B        
4.000%, 08/01/21
  265   $274,945
San Mateo County Community College District (GO)        
4.000%, 09/01/21
  1,310   1,365,452
San Mateo County Community College District (GO) Series B        
4.000%, 09/01/20
  755   757,235
San Mateo Union High School District (GO) Series A        
4.000%, 09/01/21
  810   844,287
 
4.000%, 09/01/22
  1,660   1,796,917
San Rafael City High School District (GO) Series B        
4.000%, 08/01/20
  305   305,000
San Ramon Valley Unified School District (GO)        
4.000%, 08/01/21
  4,920   5,112,126
Santa Ana Community Redevelopment Agency Successor Agency        
¤
6.750%, 09/01/28 (Pre-refunded @ $100, 3/1/21)
  1,000   1,037,920
Santa Barbara Unified School District (RN)        
3.000%, 06/30/21
  2,385   2,446,891
Santa Clara Valley Transportation Authority Series A        
5.000%, 06/01/21
  675   702,500
Santa Monica Community College District (GO) Series A        
4.000%, 08/01/21
  1,400   1,454,110
Santa Monica Community College District (GO) Series D        
4.000%, 08/01/20
  1,855   1,855,000
Sierra Joint Community College District        
4.000%, 08/01/21
  1,025   1,065,026
Southern California Public Power Authority (RB)        
5.000%, 07/01/21
  3,825   3,995,136
 
5.000%, 07/01/21
  450   470,016
 
5.000%, 07/01/22
  430   470,420
Southwestern Community College District (GO)        
3.000%, 08/01/22
  4,510   4,772,572
 
DFA California Short-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Southwestern Community College District (GO) Series E-2        
3.000%, 08/01/22
  750   $793,665
 
3.000%, 08/01/23
  820   891,381
State of California        
5.000%, 09/01/22
  9,525   10,491,406
 
5.000%, 09/01/22
  1,525   1,679,727
 
5.000%, 10/01/22
  14,500   16,029,895
Stockton Public Financing Authority (RB) Series A-REMK        
¤
6.250%, 10/01/40 (Pre-refunded @ $100, 10/01/23)
  6,200   7,378,186
Tustin Unified School District (GO)        
¤
6.000%, 08/01/36 (Pre-refunded @ $100, 8/1/21)
  1,500   1,587,225
University of California (RB) Series AF        
¤
5.000%, 05/15/33 (Pre-refunded @ $100, 5/15/23)
  3,645   4,124,427
University of California (RB) Series BE        
5.000%, 05/15/21
  3,145   3,266,460
 
5.000%, 05/15/22
  2,125   2,312,191
 
5.000%, 05/15/23
  1,200   1,363,548
University of California (RB) Series G        
¤
5.000%, 05/15/37 (Pre-refunded @ $100, 05/15/22)
  17,770   19,291,823
Upper Santa Clara Valley Joint Powers Authority (RB) Series A        
5.000%, 08/01/22
  905   993,781
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Ventura County (RN)        
4.000%, 06/30/21
  35,300   $36,529,852
Visalia Unified School District (GO)        
5.000%, 08/01/21
  3,550   3,721,287
 
5.000%, 08/01/22
  3,275   3,592,839
Washington Unified School District (GO)        
4.000%, 08/01/20
  1,000   1,000,000
West Contra Costa Unified School District (GO) (AGM)        
5.000%, 08/01/20
  820   820,000
West Contra Costa Unified School District (GO) Series A        
4.000%, 08/01/20
  2,715   2,715,000
West Valley-Mission Community College District (GO) Series        
3.000%, 08/01/20
  7,020   7,020,000
West Valley-Mission Community College District (GO) Series B        
5.000%, 08/01/21
  1,345   1,410,865
Western Placer Unified School District (RN)        
5.000%, 06/30/21
  7,000   7,307,370
Westlands Water District (RB) (AGM) Series A        
4.000%, 09/01/20
  1,045   1,048,051
TOTAL MUNICIPAL BONDS

Cost ($1,068,808,916)
      1,076,602,638
TOTAL INVESTMENTS — (100.0%)    
(Cost $1,068,808,916)^^
      $1,076,602,638
 
Summary of the Portfolio's investments as of July 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
—   $1,076,602,638   —   $1,076,602,638
TOTAL
—   $1,076,602,638   —   $1,076,602,638
DFA California Intermediate-Term Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
MUNICIPAL BONDS — (100.0%)
CALIFORNIA — (100.0%)
Albany Unified School District (GO)        
4.000%, 08/01/21
  240   $249,250
Anaheim Housing & Public Improvements Authority (RB)        
¤
5.000%, 10/01/32 (Pre-refunded @ $100, 10/01/21)
  235   247,591
¤
5.000%, 10/01/33 (Pre-refunded @ $100, 10/01/21)
  965   1,016,705
¤
5.000%, 10/01/34 (Pre-refunded @ $100, 10/01/21)
  400   421,432
¤
5.000%, 10/01/41 (Pre-refunded @ $100, 10/01/21)
  960   1,011,437
Anaheim Union High School District (GO)        
5.000%, 08/01/23
  1,905   2,187,892
Antelope Valley Community College District (GO) Series A        
5.000%, 08/01/24
  850   1,016,277
Antelope Valley Union High School District (GO)        
4.000%, 08/01/21
  500   519,270
 
5.000%, 08/01/22
  1,650   1,810,132
Arcadia Unified School District (GO)        
3.000%, 08/01/26
  1,035   1,201,697
Azusa Unified School District (GO)        
4.000%, 07/01/21
  400   414,124
 
5.000%, 07/01/21
  825   861,614
Bay Area Toll Authority (RB) Series        
¤
5.000%, 10/01/54 (Pre-refunded @ $100, 10/01/24)
  12,700   15,170,658
Bay Area Toll Authority (RB) Series S-4        
¤
5.000%, 04/01/30 (Pre-refunded @ $100, 04/01/23)
  10,500   11,850,510
Berkeley Unified School District (GO) Series        
5.000%, 08/01/23
  600   688,902
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Berkeley Unified School District (GO) Series E        
5.000%, 08/01/27
  455   $600,277
 
5.000%, 08/01/28
  2,540   3,453,359
Beverly Hills Unified School District (GO)        
2.000%, 08/01/21
  145   147,788
 
2.000%, 08/01/22
  2,805   2,912,740
Buena Park School District (GO) (AGM)        
2.500%, 08/01/21
  75   76,618
Burbank Unified School District (GO)        
5.000%, 08/01/24
  300   354,075
Butte-Glenn Community College District (GO)        
2.500%, 08/01/20
  550   550,000
California Infrastructure & Economic Dev. Bank (RB) (FGIC) (ETM) Series A        
5.000%, 07/01/25
  2,500   3,057,025
California Infrastructure & Economic Development Bank (RB) (FGIC) Series A        
5.000%, 07/01/26
  7,500   9,492,450
California Infrastructure & Economic Development Bank (RB) (AMBAC) Series A        
¤
5.000%, 07/01/36 (Pre-refunded @ $100, 01/01/28)
  225   296,631
California Municipal Finance Authority (RB)        
¤
5.750%, 01/01/33 (Pre-refunded @ $100, 01/01/22)
  750   806,513
¤
6.000%, 01/01/42 (Pre-refunded @ $100, 01/01/22)
  3,905   4,210,644
California State (GO)        
5.000%, 11/01/20
  750   758,970
 
4.000%, 12/01/20
  750   759,623
 
5.000%, 02/01/21
  700   716,996
 
5.000%, 04/01/21
  475   490,442
 
5.000%, 09/01/21
  460   484,417
 
5.000%, 09/01/21
  3,705   3,901,661
 
5.000%, 10/01/21
  200   211,438
 
4.000%, 09/01/22
  525   567,389
 
5.250%, 09/01/22
  2,585   2,860,664
 
5.250%, 10/01/22
  2,380   2,643,942
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
 
5.000%, 12/01/22
  1,245   $1,386,432
 
5.000%, 02/01/23
  1,400   1,570,366
 
5.000%, 08/01/23
  1,500   1,718,850
 
5.000%, 09/01/23
  1,985   2,282,413
 
5.000%, 10/01/23
  100   115,375
 
5.000%, 11/01/23
  875   1,012,953
 
5.000%, 05/01/24
  975   1,151,855
 
5.000%, 09/01/24
  1,000   1,196,670
 
5.000%, 10/01/24
  2,400   2,880,840
 
5.000%, 11/01/24
  850   1,023,417
 
5.500%, 02/01/25
  1,000   1,238,310
 
5.000%, 08/01/25
  3,275   4,052,878
 
5.000%, 08/01/25
  4,500   5,568,840
 
5.000%, 09/01/25
  840   1,042,381
 
5.000%, 10/01/25
  1,000   1,244,310
 
5.000%, 11/01/25
  4,000   4,990,680
 
5.000%, 08/01/26
  800   1,020,552
 
5.000%, 08/01/26
  1,400   1,785,966
 
5.000%, 08/01/26
  2,850   3,635,716
 
3.500%, 08/01/27
  2,220   2,688,975
 
5.000%, 08/01/27
  8,750   11,501,437
 
5.000%, 10/01/27
  2,500   3,302,850
 
5.000%, 04/01/28
  1,000   1,334,760
 
5.000%, 08/01/28
  1,000   1,347,480
 
5.000%, 10/01/28
  4,750   6,429,742
 
5.000%, 10/01/28
  2,000   2,707,260
 
5.000%, 04/01/29
  5,000   6,848,950
California State (GO) Series B        
5.000%, 09/01/21
  1,060   1,116,265
 
5.000%, 09/01/21
  1,700   1,790,236
 
5.000%, 09/01/23
  2,285   2,627,362
 
5.000%, 08/01/25
  3,000   3,712,560
 
5.000%, 08/01/26
  1,000   1,275,690
California State Department of Water Resources (RB)        
5.000%, 12/01/23
  3,000   3,487,170
California State Department of Water Resources (RB) Series        
5.000%, 12/01/22
  3,210   3,575,458
 
5.000%, 12/01/23
  900   1,046,394
¤
5.000%, 12/01/24 (Pre-refunded @ $100, 06/01/24)
  1,905   2,255,653
California State Department of Water Resources (RB) Series AM        
5.000%, 12/01/22
  4,105   4,572,354
California State Department of Water Resources (RB) Series AQ        
¤
4.000%, 12/01/32 (Pre-refunded @ $100, 06/01/23)
  5,000   5,542,450
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
California State Department of Water Resources (RB) Series AS        
5.000%, 12/01/22
  1,485   $1,654,067
 
5.000%, 12/01/24
  1,000   1,210,570
California State Department of Water Resources (RB) Series BA        
5.000%, 12/01/28
  4,000   5,493,560
California State Department of Water Resources (RB) (ETM) Series AS        
5.000%, 12/01/22
  15   16,651
California State Department of Water Resources Power Supply Revenue (RB) Series O        
5.000%, 05/01/22
  7,410   8,047,112
California State Public Works Board (RB) (ETM) Series        
5.000%, 09/01/20
  1,000   1,003,700
 
5.000%, 09/01/21
  1,740   1,831,385
California State Public Works Board (RB) (ETM) Series F        
5.000%, 10/01/20
  500   503,900
California State University (RB) Series        
5.000%, 11/01/29
  1,500   2,076,675
California State University (RB) Series A        
5.000%, 11/01/20
  685   693,110
 
5.000%, 11/01/25
  1,015   1,265,786
 
5.000%, 11/01/25
  2,000   2,494,160
California State University (RB) (AGM) Series C        
5.000%, 11/01/22
  100   111,004
California Statewide Communities Dev. Authority (RB)        
¤
6.000%, 06/01/33 (Pre-refunded @ $100, 06/01/21)
  1,295   1,356,771
Capistrano Unified School District School Facilities Improvement District No. 1 (GO)        
4.000%, 08/01/22
  170   183,117
Carlsbad Unified School District (GO)        
5.000%, 08/01/21
  230   241,263
 
5.000%, 08/01/24
  325   388,577
Central Marin Sanitation Agency (RB)        
4.000%, 09/01/21
  1,425   1,485,320
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Cerritos Community College District (GO) Series        
5.000%, 08/01/29
  400   $556,436
Chabot-Las Positas Community College District (GO)        
5.000%, 08/01/22
  900   988,290
 
4.000%, 08/01/23
  1,970   2,203,012
Chaffey Community College District (GO) Series E        
4.000%, 06/01/22
  335   359,006
Chico Unified School District (GO) Series A-2        
4.000%, 08/01/24
  250   288,945
Chino Valley Unified School District (GO) Series A        
4.000%, 08/01/21
  200   207,810
Chula Vista Elementary School District (GO)        
5.000%, 08/01/22
  1,835   2,010,756
Chula Vista Municipal Financing Authority (RB) Series F        
5.000%, 05/01/25
  250   302,615
City & County of San Francisco (GO) Series        
5.000%, 06/15/24
  1,000   1,190,900
City & County of San Francisco (GO) Series R1        
5.000%, 06/15/21
  2,315   2,413,758
 
5.000%, 06/15/23
  1,750   1,998,850
 
5.000%, 06/15/25
  1,250   1,544,162
City of Grover Beach (GO)        
5.000%, 09/01/23
  360   414,781
City of Long Beach Harbor Revenue (RB) Series        
5.000%, 05/15/28
  500   653,300
 
5.000%, 05/15/29
  375   500,186
City of Los Angeles (GO) Series A        
5.000%, 09/01/20
  445   446,651
City of Los Angeles (GO) Series B        
5.000%, 09/01/24
  1,000   1,201,640
City of Oakland (GO) Series A        
5.000%, 01/15/25
  500   607,995
City of Pacifica COP        
5.000%, 01/01/24
  250   291,088
City of Pasadena Electric Revenue (RB) Series A        
5.000%, 06/01/22
  1,000   1,089,900
City of San Francisco Public Utilities Commission Water Revenue (RB)        
5.000%, 11/01/21
  865   917,358
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
 
5.000%, 11/01/22
  1,335   $1,481,903
 
5.000%, 11/01/23
  1,475   1,708,596
 
5.000%, 11/01/24
  1,250   1,507,387
 
5.000%, 11/01/25
  1,000   1,248,860
City of San Francisco Public Utilities Commission Water Revenue (RB) Series        
¤
5.000%, 11/01/23 (Pre-refunded @ $100, 11/01/20)
  1,000   1,011,910
¤
5.500%, 11/01/30 (Pre-refunded @ $100, 11/01/20)
  1,000   1,013,120
Clovis Unified School District (GO) Series B        
¤
5.000%, 08/01/38 (Pre-refunded @ $100, 08/01/23)
  985   1,126,909
Coachella Valley Unified School District (GO) (BAM)        
4.000%, 08/01/22
  825   884,375
Coast Community College District (GO) Series A        
¤
5.000%, 08/01/27 (Pre-refunded @ $100, 08/01/23)
  4,075   4,662,085
Colton Joint Unified School District (GO)        
5.000%, 08/01/21
  900   942,687
Conejo Valley Unified School District (GO) Series        
5.000%, 08/01/21
  500   524,225
Contra Costa Transportation Authority (RB) Series A        
5.000%, 03/01/22
  470   506,467
 
5.000%, 03/01/24
  1,250   1,454,362
Contra Costa Transportation Authority (RB) Series B        
5.000%, 03/01/27
  1,250   1,597,087
Contra Costa Water District (RB) Series Q        
5.000%, 10/01/22
  505   558,515
Corona-Norco Unified School District (GO) Series B        
3.000%, 08/01/23
  500   544,190
 
5.000%, 08/01/27
  150   197,894
Culver City School Facilities Financing Authority (RB) (AGM)        
5.500%, 08/01/26
  855   1,101,967
Cupertino Union School District (GO) Series B        
4.000%, 08/01/21
  400   415,620
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Davis Joint Unified School District Community Facilities District (ST) (AGM)        
3.000%, 08/15/22
  1,000   $1,055,240
Del Mar Union School District (GO) Series        
4.000%, 08/01/28
  240   307,459
Desert Sands Unified School District (GO)        
5.000%, 08/01/21
  3,000   3,146,910
Dublin Unified School District (GO)        
5.000%, 08/01/22
  875   960,838
 
5.000%, 08/01/23
  1,665   1,911,703
East Bay Regional Park District (GO) Series A-        
5.000%, 09/01/27
  550   727,936
East Side Union High School District (GO)        
4.000%, 08/01/21
  600   622,578
East Side Union High School District (GO) Series A        
3.000%, 08/01/21
  575   590,945
El Rancho Unified School District (GO) (AGM)        
4.000%, 08/01/21
  1,285   1,331,915
Elsinore Valley Municipal Water District Financing Authority (RB) Series A        
5.000%, 07/01/24
  200   238,602
Fallbrook Union Elementary School District (GO) Series A        
5.000%, 08/01/20
  200   200,000
Folsom Cordova Unified School District School Facilities Improvement Dist No. 5 (GO) (AGM) Series B        
5.000%, 10/01/26
  250   321,630
Folsom Cordova Unified School District School Facilities Improvement Dist No. 5 (GO) Series C        
5.000%, 10/01/25
  100   124,664
Fontana Unified School District (GO)        
4.000%, 08/01/21
  1,585   1,645,278
 
4.000%, 08/01/22
  875   941,063
Fountain Valley Public Finance Authority (RB) Series        
5.000%, 07/01/24
  250   298,253
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Franklin-Mckinley School District (GO)        
4.000%, 08/01/23
  325   $362,921
Fremont Union High School District (GO) Series        
5.000%, 08/01/25
  795   986,062
Fresno Unified School District (GO) (AGM) Series A        
4.500%, 08/01/20
  480   480,000
Gilroy Unified School District (GO) (AGM)        
4.000%, 08/01/24
  2,615   3,022,365
Grossmont Healthcare District (GO) Series        
5.000%, 07/15/23
  100   113,803
Grossmont Union High School District (GO)        
5.000%, 08/01/27
  500   659,645
Hacienda La Puente Unified School District (GO) (NATL)        
5.000%, 08/01/23
  225   258,338
Hartnell Community College District (GO) Series        
4.000%, 08/01/23
  500   559,140
Jurupa Unified School District (GO) (AGM)        
5.000%, 08/01/20
  725   725,000
Kern High School District (GO) Series A        
3.000%, 08/01/20
  3,885   3,885,000
 
3.000%, 08/01/26
  895   1,039,149
Kern High School District (GO) Series E        
2.000%, 08/01/20
  2,435   2,435,000
 
3.000%, 08/01/21
  465   478,550
Lakeside Union School District/San Diego County (GO)        
5.000%, 08/01/23
  695   797,978
Liberty Union High School District (GO)        
5.000%, 08/01/20
  380   380,000
 
4.000%, 08/01/21
  500   519,525
Lodi Unified School District (GO) Series 2020        
4.000%, 08/01/27
  325   406,357
Lompoc Unified School District (GO) (AGC)        
5.250%, 08/01/20
  540   540,000
Long Beach Community College District (GO) Series        
5.000%, 08/01/28
  140   190,343
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Long Beach Unified School District (GO)        
5.000%, 08/01/20
  1,500   $1,500,000
 
5.000%, 08/01/26
  200   256,094
Los Alamitos Unified School District (GO)        
¤
5.250%, 08/01/39 (Pre-refunded @ $100, 08/01/23)
  5,905   6,780,593
Los Altos Elementary School District (GO)        
4.000%, 08/01/21
  250   259,763
 
4.000%, 08/01/21
  470   488,354
Los Angeles Community College District (GO) Series        
5.000%, 08/01/23
  650   746,525
Los Angeles Community College District (GO) Series A        
5.000%, 08/01/23
  340   390,490
 
5.000%, 08/01/24
  250   299,015
Los Angeles Community College District (GO) Series C        
5.000%, 08/01/22
  400   439,324
 
5.000%, 08/01/25
  1,240   1,538,009
 
5.000%, 06/01/26
  2,500   3,184,925
Los Angeles Community College District (GO) Series J        
3.000%, 08/01/23
  1,020   1,110,474
Los Angeles County Metropolitan Transportation Authority (RB) Series        
5.000%, 07/01/27
  3,565   4,691,825
Los Angeles County Metropolitan Transportation Authority (RB) Series A        
5.000%, 07/01/21
  520   543,374
 
5.000%, 07/01/22
  870   952,137
 
5.000%, 07/01/23
  5,000   5,720,400
 
5.000%, 07/01/25
  1,590   1,965,510
Los Angeles County Metropolitan Transportation Authority (RB) Series A-        
5.000%, 07/01/25
  3,435   4,246,244
Los Angeles County Public Works Financing Authority (RB) Series        
5.000%, 12/01/25
  165   202,491
Los Angeles Department of Water (RB) Series A        
5.000%, 07/01/24
  1,450   1,727,356
 
5.000%, 07/01/24
  350   416,948
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
 
5.000%, 07/01/25
  265   $328,319
Los Angeles Department of Water (RB) Series B        
5.000%, 07/01/22
  435   476,068
 
5.000%, 07/01/28
  750   1,018,605
Los Angeles Department of Water & Power (RB) Series A        
5.000%, 07/01/25
  3,700   4,573,829
 
5.000%, 07/01/26
  1,000   1,280,600
Los Angeles Department of Water & Power Power System Revenue (RB) Series        
5.000%, 07/01/26
  1,665   2,132,199
Los Angeles Department of Water & Power Power System Revenue (RB) Series A        
5.000%, 07/01/21
  1,000   1,044,950
Los Angeles Department of Water & Power Power System Revenue (RB) Series B        
5.000%, 07/01/24
  5,000   5,945,600
Los Angeles Unified School District (GO) Series        
5.000%, 07/01/23
  1,000   1,141,240
Los Angeles Unified School District (GO) Series A        
2.000%, 07/01/22
  1,515   1,570,161
 
5.000%, 07/01/24
  1,220   1,450,202
 
5.000%, 07/01/26
  2,270   2,874,932
 
5.000%, 07/01/27
  1,500   1,953,885
 
5.000%, 07/01/28
  1,000   1,337,920
Los Angeles Unified School District (GO) Series A-1        
5.000%, 07/01/21
  1,710   1,786,369
Los Angeles Unified School District (GO) Series A-2        
5.000%, 07/01/21
  2,600   2,716,116
Los Angeles Unified School District (GO) Series B-1        
5.000%, 07/01/27
  500   651,295
Los Angeles Unified School District (GO) Series C        
5.000%, 07/01/22
  500   546,800
 
5.000%, 07/01/23
  3,050   3,480,782
Los Rios Community College District (GO) Series B        
5.000%, 08/01/23
  510   585,567
Los Rios Community College District (GO) Series F        
3.000%, 08/01/21
  800   823,312
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Lynwood Unified School District (GO) (AGM)        
5.000%, 08/01/21
  450   $470,376
 
5.000%, 08/01/22
  485   529,518
Mammoth Unified School District (GO) Series        
4.000%, 08/01/23
  1,000   1,118,280
Manhattan Beach Unified School District (GO) Series C        
3.500%, 09/01/21
  1,185   1,228,798
Manhattan Beach Unified School District (GO) Series E        
3.000%, 09/01/22
  660   700,603
Menlo Park City School District (GO)        
4.000%, 07/01/23
  500   557,665
Metropolitan Water District of Southern California (RB) Series C        
5.000%, 07/01/24
  1,650   1,967,031
 
5.000%, 07/01/25
  200   247,678
Montebello Unified School District (GO)        
5.000%, 08/01/20
  415   415,000
Moreland School District (GO) Series B        
5.000%, 08/01/21
  500   524,225
Moreno Valley Public Financing Authority (RB)        
5.000%, 11/01/20
  1,470   1,487,037
Morongo Unified School District (GO)        
3.000%, 08/01/22
  480   507,490
Morongo Unified School District (GO) Series A        
5.000%, 08/01/24
  100   119,562
 
5.000%, 08/01/25
  80   99,182
 
5.000%, 08/01/26
  220   281,552
 
5.000%, 08/01/27
  120   158,315
Mount Diablo Unified School District (GO) Series G        
3.000%, 08/01/24
  800   892,752
Municipal Improvement Corp. of Los Angeles (RB) Series A        
5.000%, 11/01/24
  325   387,956
North Orange County Community College District (GO) Series B        
4.000%, 08/01/22
  2,500   2,695,500
Northern Humboldt Union High School District (GO)        
4.000%, 08/01/26
  220   268,492
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Novato Sanitary District (RB)        
5.000%, 02/01/28
  1,475   $1,975,954
Oak Park Unified School District (GO)        
4.000%, 08/01/22
  445   479,986
Oakland Unified School District/Alameda County (GO)        
5.000%, 08/01/20
  1,005   1,005,000
 
5.000%, 08/01/22
  1,500   1,627,980
 
5.000%, 08/01/24
  900   1,046,304
 
5.000%, 08/01/26
  575   702,938
Oakland Unified School District/Alameda County (GO) Series        
4.000%, 08/01/22
  350   372,950
 
4.000%, 08/01/24
  500   561,695
 
5.000%, 08/01/25
  540   645,392
Oakland Unified School District/Alameda County (GO) Series A        
5.000%, 08/01/22
  3,000   3,255,960
 
5.000%, 08/01/25
  750   896,378
Oakland Unified School District/Alameda County (GO) Series B        
5.000%, 08/01/24
  1,675   1,947,288
Oakland Unified School District/Alameda County (GO) Series C        
5.000%, 08/01/20
  255   255,000
 
5.000%, 08/01/26
  500   611,250
Oakland Unified School District/Alameda County (GO) (AGM)        
5.000%, 08/01/23
  300   339,141
 
5.000%, 08/01/24
  1,125   1,318,027
 
5.000%, 08/01/25
  1,250   1,511,600
Orange County Sanitation District (RB) Series A        
5.000%, 02/01/23
  1,240   1,393,214
Oxnard Union High School District (GO)        
4.000%, 08/01/21
  320   332,496
 
4.000%, 08/01/22
  500   538,060
Palomar Community College District (GO)        
5.000%, 05/01/21
  965   1,000,338
Palomar Community College District (GO) Series D        
5.000%, 08/01/23
  150   172,226
Palos Verdes Peninsula Unified School District (GO) Series B        
5.000%, 11/01/21
  250   265,328
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Pasadena Unified School District (GO) Series B        
5.000%, 08/01/24
  800   $937,264
Piedmont Unified School District (GO)        
3.000%, 08/01/20
  845   845,000
Placentia-Yorba Linda Unified School District (GO)        
4.000%, 08/01/29
  1,000   1,303,430
Plumas Unified School District (GO) (AGM)        
5.250%, 08/01/21
  800   839,512
Rancho Santiago Community College District (GO) (AGM)        
5.250%, 09/01/20
  500   501,950
Redlands Financing Authority (RB) Series        
5.000%, 09/01/22
  1,290   1,421,451
Redlands Unified School District (GO)        
5.000%, 07/01/26
  300   382,965
 
5.000%, 07/01/27
  500   658,040
Redwood City School District (GO)        
5.000%, 08/01/27
  50   65,965
 
5.000%, 08/01/28
  85   115,565
Reed Union School District (GO)        
4.000%, 08/01/27
  460   575,515
Regents of the University of California Medical Center Pooled Revenue (RB) Series        
¤
5.000%, 05/15/33 (Pre-refunded @ $100, 05/15/23)
  500   565,765
Regents of the University of California Medical Center Pooled Revenue (RB) Series J        
¤
5.250%, 05/15/29 (Pre-refunded @ $100, 05/15/23)
  670   761,763
Riverside County Infrastructure Financing Authority (RB) Series A        
5.000%, 11/01/24
  1,100   1,304,402
Sacramento County Sanitation Districts Financing Authority (RB) Series A        
5.000%, 12/01/24
  1,000   1,212,500
 
5.000%, 12/01/25
  1,000   1,259,470
 
5.000%, 12/01/26
  300   389,049
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Sacramento Municipal Utility District (RB) Series D        
5.000%, 08/15/22
  525   $577,511
Sacramento Municipal Utility District (RB) Series E        
5.000%, 08/15/23
  8,035   9,227,314
 
5.000%, 08/15/26
  1,000   1,277,910
Sacramento Municipal Utility District (RB) Series F        
5.000%, 08/15/22
  1,000   1,100,020
 
5.000%, 08/15/24
  1,895   2,264,771
Saddleback Valley Unified School District (GO)        
5.000%, 08/01/22
  465   510,617
San Diego Community College District (GO)        
5.000%, 08/01/24
  1,300   1,554,878
¤
5.000%, 08/01/43 (Pre-refunded @ $100, 08/01/23)
  5,000   5,712,250
San Diego County Water Authority (RB)        
5.000%, 05/01/24
  940   1,113,609
San Diego County Water Authority Financing Corp. (RB)        
5.000%, 05/01/21
  310   321,377
San Diego Public Facilities Financing Authority (RB)        
5.000%, 05/15/25
  1,020   1,255,783
San Diego Public Facilities Financing Authority Sewer Revenue (RB)        
5.000%, 05/15/22
  700   760,739
 
5.000%, 05/15/23
  2,070   2,352,741
San Diego Public Facilities Financing Authority Water Revenue (RB) Series A        
¤
5.000%, 08/01/23 (Pre-refunded @ $100, 08/01/20)
  2,690   2,690,000
San Diego Unified School District (GO) Series C-        
5.000%, 07/01/29
  895   1,242,314
San Diego Unified School District (GO) Series R-3        
5.000%, 07/01/23
  300   343,224
San Diego Unified School District (GO) Series R-5        
5.000%, 07/01/26
  110   140,421
San Diego Unified School District (GO) (AGM) Series C-2        
5.500%, 07/01/21
  4,270   4,478,504
 
5.500%, 07/01/25
  2,550   3,214,555
 
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   $4,050,480
San Diego Unified School District (GO) (NATL) Series D-1        
5.500%, 07/01/24
  190   230,130
 
5.500%, 07/01/25
  445   560,971
San Diego Unified School District/CA (GO) Series R-4        
5.000%, 07/01/24
  1,000   1,191,710
San Dieguito Union High School District (GO) Series A-2        
5.000%, 08/01/23
  490   562,603
San Francisco Bay Area Rapid Transit District Sales Tax Revenue (RB)        
4.000%, 07/01/26
  375   450,169
San Francisco City & County Airport Comm-San Francisco International Airport (RB) Series D        
¤
5.000%, 05/01/23 (Pre-refunded @ $100, 05/03/21)
  875   906,815
San Francisco Community College District (GO)        
5.000%, 06/15/22
  2,070   2,258,018
 
5.000%, 06/15/23
  3,775   4,268,732
 
5.000%, 06/15/24
  1,365   1,601,841
San Francisco County Transportation Authority (RB)        
3.000%, 02/01/22
  2,000   2,087,360
San Francisco Unified School District (GO)        
5.000%, 06/15/21
  230   239,812
San Francisco Unified School District (GO) Series A        
5.000%, 06/15/26
  1,595   2,033,306
San Francisco Unified School District (GO) Series F&C        
2.000%, 06/15/22
  1,580   1,636,785
San Joaquin County Transportation Authority (RB) Series A        
¤
6.000%, 03/01/36 (Pre-refunded @ $100, 03/01/21)
  335   346,259
San Jose Evergreen Community College District (GO)        
5.000%, 09/01/21
  1,750   1,842,890
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
San Jose Evergreen Community College District (GO) Series A        
4.000%, 09/01/23
  100   $112,144
San Juan Unified School District (GO)        
3.000%, 08/01/22
  1,480   1,566,284
 
5.000%, 08/01/22
  800   878,480
 
3.000%, 08/01/24
  610   680,723
 
3.000%, 08/01/25
  1,475   1,682,105
 
3.000%, 08/01/26
  3,135   3,639,923
San Juan Water District (RB)        
5.000%, 02/01/26
  500   628,200
San Leandro Unified School District (GO) (BAM) Series        
4.000%, 08/01/24
  200   228,916
 
4.000%, 08/01/25
  125   146,788
San Lorenzo Unified School District (GO)        
5.000%, 08/01/21
  265   277,839
San Mateo County Community College District (GO) Series B        
5.000%, 09/01/27
  450   595,584
San Matro County Community College District (GO) Series B        
5.000%, 09/01/28
  400   545,124
San Ramon Valley Unified School District (GO)        
4.000%, 08/01/21
  1,600   1,662,480
Santa Ana Unified School District (GO)        
5.000%, 08/01/25
  350   433,920
Santa Clara Unified School District (GO)        
5.000%, 07/01/24
  1,000   1,191,710
Santa County Clara (GO) Series C        
5.000%, 08/01/26
  900   1,152,423
 
5.000%, 08/01/27
  3,405   4,494,940
Santa Cruz City High School District (GO)        
4.000%, 08/01/22
  715   768,682
Santa Monica Community College District (GO) Series A        
5.000%, 08/01/22
  225   247,073
 
5.000%, 08/01/22
  400   439,240
 
5.000%, 08/01/26
  105   134,377
Simi Valley Unified School District (GO)        
5.000%, 08/01/23
  260   298,524
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Sonoma Valley Unified School District (GO) Series B        
5.000%, 08/01/25
  500   $619,885
Southern California Public Power Authority (RB)        
5.000%, 07/01/23
  1,800   2,057,634
 
5.000%, 07/01/23
  430   491,546
Southern California Public Power Authority (RB) Series A        
5.000%, 07/01/26
  5,500   6,984,065
Southwestern Community College District (GO) Series E-2        
3.000%, 08/01/24
  900   1,003,131
 
3.000%, 08/01/25
  200   228,174
 
4.000%, 08/01/26
  245   298,653
Standard Elementary School District (GO) Series A        
4.000%, 08/01/24
  240   273,775
State of California (GO)        
5.000%, 10/01/25
  5,000   6,221,550
 
5.000%, 04/01/29
  2,000   2,739,580
Stockton Public Financing Authority (RB) Series A-REMK        
¤
6.250%, 10/01/40 (Pre-refunded @ $100, 10/01/23)
  2,000   2,380,060
Sunnyvale Elementary School District (GO)        
5.000%, 09/01/25
  600   746,274
Sylvan Union School District (GO) Series        
5.000%, 08/01/26
  405   518,311
Tahoe Forest Hospital District (GO)        
4.000%, 08/01/20
  295   295,000
Torrance Unified School District (GO)        
¤
5.000%, 08/01/26 (Pre-refunded @ $100, 08/01/23)
  445   509,111
Tustin Unified School District (GO) Series B        
¤
5.250%, 08/01/31 (Pre-refunded @ $100, 08/01/21)
  415   436,136
University of California (RB) Series AF        
5.000%, 05/15/22
  3,000   3,264,270
¤
5.000%, 05/15/26 (Pre-refunded @ $100, 05/15/23)
  400   452,612
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
University of California (RB) Series BE        
5.000%, 05/15/24
  1,205   $1,427,756
University of California (RB) Series G        
¤
5.000%, 05/15/37 (Pre-refunded @ $100, 05/15/22)
  305   331,120
Upland Unified School District (GO) Series A        
5.000%, 08/01/21
  500   524,225
Upper Santa Clara Valley Joint Powers Authority (RB) (ETM) Series A        
4.000%, 08/01/21
  1,125   1,167,784
Upper Santa Clara Valley Joint Powers Authority (RB) Series A        
5.000%, 08/01/23
  350   401,632
 
5.000%, 08/01/24
  300   358,551
Walnut Creek Elementary School District Contra Costa County (GO)        
4.000%, 09/01/25
  100   119,272
West Contra Costa Unified School District (GO) (AGM)        
5.000%, 08/01/20
  100   100,000
West Contra Costa Unified School District (GO)        
5.000%, 08/01/21
  430   450,395
West Contra Costa Unified School District (GO) Series A        
5.000%, 08/01/24
  1,095   1,291,903
West Contra Costa Unified School District (GO) Series A-1        
5.000%, 08/01/25
  520   633,963
 
5.000%, 08/01/26
  545   682,389
 
5.000%, 08/01/27
  575   738,007
West Contra Costa Unified School District (GO) Series B        
6.000%, 08/01/20
  1,475   1,475,000
West Covina Unified School District (GO) (AGM)        
5.000%, 08/01/21
  385   403,853
West Valley-Mission Community College District (GO) Series        
5.000%, 08/01/29
  135   188,514
Westside Union School District (GO) Series A        
3.000%, 08/01/21
  300   308,592
 
4.000%, 08/01/23
  700   782,796
 
DFA California Intermediate-Term Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
CALIFORNIA — (Continued)
Windsor Unified School District (GO)        
4.000%, 08/01/26
  105   $128,144
Wright Elementary School District (GO) Series A        
3.000%, 08/01/20
  165   165,000
Yuba Community College District (GO) Series B        
4.000%, 08/01/21
  355   368,863
TOTAL MUNICIPAL BONDS

Cost ($517,138,017)
      542,108,668
TOTAL INVESTMENTS — (100.0%)    
(Cost $517,138,017)^^
      $542,108,668
Summary of the Portfolio's investments as of July 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
—   $542,108,668   —   $542,108,668
TOTAL
—   $542,108,668   —   $542,108,668
DFA NY Municipal Bond Portfolio
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
      Face
Amount 		  Value†
      (000)    
MUNICIPAL BONDS — (100.0%)
NEW YORK — (100.0%)
Albany County (GO)        
5.000%, 06/01/21
  370   $384,726
Albany County (GO) Series A        
5.000%, 09/15/21
  740   779,760
Albany County (GO) Series B        
5.000%, 09/15/21
  350   368,806
Amityville Union Free School District (BAN) (ST AID WITHHLDG)        
4.000%, 06/18/21
  2,000   2,063,180
Ardsley Union Free School District (GO) (ST AID WITHHLDG)        
2.250%, 08/15/23
  290   307,090
Bedford Central School District (GO)        
3.000%, 07/01/22
  500   527,440
Bethlehem Central School District (BAN) (ST AID WITHHLDG) Series A        
1.500%, 06/29/21
  1,500   1,515,855
Brewster Central School District (GO) (ST AID WITHHLDG)        
5.000%, 10/15/20
  1,000   1,009,660
Bridgehampton Union Free School District (GO) (ST AID WITHHLDG)        
3.000%, 03/15/23
  600   643,950
Bronxville Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 09/15/21
  700   738,178
Chappaqua Central School District (GO) (ST AID WITHHLDG)        
5.000%, 01/15/22
  475   508,578
City of Ithaca (GO) Series A        
3.000%, 02/15/21
  225   228,447
City of New York (GO) Series        
5.000%, 08/01/21
  715   749,127
 
5.000%, 08/01/22
  310   339,366
City of New York (GO) Series A        
5.000%, 08/01/20
  450   450,000
 
5.000%, 08/01/23
  1,200   1,369,656
 
5.000%, 08/01/24
  620   735,277
 
5.000%, 08/01/25
  220   269,799
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
City of New York (GO) Series A-1        
4.000%, 08/01/20
  100   $100,000
City of New York (GO) Series B        
5.000%, 08/01/20
  375   375,000
 
5.000%, 08/01/21
  1,000   1,047,730
City of New York (GO) Series C        
5.000%, 08/01/20
  200   200,000
 
5.000%, 08/01/20
  100   100,000
 
5.000%, 08/01/20
  100   100,000
 
5.000%, 08/01/21
  300   314,319
City of New York (GO) Series E        
5.000%, 08/01/20
  1,000   1,000,000
 
5.000%, 08/01/20
  2,365   2,365,000
 
5.000%, 08/01/21
  625   654,831
 
5.000%, 08/01/23
  1,000   1,141,380
City of New York (GO) Series F        
5.000%, 08/01/21
  300   314,319
City of New York (GO) Series F-        
5.000%, 06/01/21
  300   311,916
City of New York (GO) Series I-        
5.000%, 03/01/22
  265   284,862
City of New York (GO) Series E        
5.000%, 08/01/21
  350   366,706
City of New York NY Series B        
5.000%, 08/01/21
  875   916,764
City of New York NY Series J        
5.000%, 08/01/20
  1,120   1,120,000
City of Rochester (GO) Series        
4.000%, 02/15/21
  1,080   1,101,870
City of Rochester (GO) Series I        
4.000%, 10/15/21
  675   705,820
City of Rochester (GO) Series II        
3.000%, 08/06/20
  2,000   2,000,440
Corning City School District (BAN) Series A        
1.500%, 06/16/21
  1,000   1,010,320
Corning City School District (BAN) Series B        
1.500%, 06/29/21
  1,000   1,010,750
Dutchess County (GO)        
4.000%, 10/01/20
  275   276,645
 
DFA NY Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Eastport-South Manor Central School District (GO) (ST AID WITHHLDG)        
4.000%, 08/01/23
  500   $554,530
Edgemont Union Free School District at Greenburgh (GO) (ST AID WITHHLDG)        
4.000%, 08/15/20
  525   525,625
Grand Island Central School District (GO) (ST AID WITHHLDG)        
5.000%, 12/01/21
  500   532,365
Hauppauge Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 07/15/22
  235   257,297
Haverstraw-Stony Point Central School District (GO) (ST AID WITHHLDG)        
3.000%, 08/15/22
  200   211,510
 
3.000%, 08/15/23
  360   388,447
Herricks Union Free School District (GO) (ST AID WITHHLDG)        
4.000%, 06/15/21
  150   155,051
Herricks Union Free School District (GO) (ST AID WIHTHHLDG)        
5.000%, 08/01/21
  130   136,276
 
5.000%, 08/01/22
  430   471,706
Hicksville Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 12/15/21
  475   506,644
Hilton Central School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/21
  450   457,182
Island Park Union Free School District (GO) (ST AID WITHHLDG)        
4.000%, 07/15/24
  580   666,919
Island Trees Union Free School District (BAN) (ST AID WITHHLDG)        
2.500%, 05/28/21
  1,750   1,782,795
Lancaster Central School District (GO) (ST AID WITHHLDG) Series A        
5.000%, 06/01/21
  705   733,419
 
5.000%, 06/01/22
  360   392,015
Lindenhurst Union Free School District (GO) (ST AID WITHHLDG)        
2.250%, 09/01/23
  195   206,585
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Longwood Central School District Suffolk County (GO) (ST AID WITHHLDG)        
2.000%, 06/15/21
  1,195   $1,214,598
Lynbrook Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 06/15/21
  400   416,884
 
5.000%, 06/15/22
  230   250,891
Metropolitan Transportation Authority (RB) (ETM) Series A        
5.000%, 11/15/21
  145   154,032
Metropolitan Transportation Authority (RB) Series D        
¤
5.250%, 11/15/40 (Pre-refunded @ $100, 11/15/20)
  1,000   1,014,470
Metropolitan Transportation Authority (RB) Series G        
¤
5.250%, 11/15/24 (Pre-refunded @ $100, 11/15/20)
  1,500   1,521,705
Middle Country Central School District (GO) (ST AID WITHHLDG)        
2.000%, 08/15/21
  500   509,730
Middle Country Central School District At Centereach (GO) (ST AID WITHHLDG)        
3.000%, 01/15/23
  725   773,285
Middletown City School District (GO) (ST AID WITHHLDG)        
5.000%, 09/15/24
  130   154,786
Monroe County Industrial Dev. Corp. (RB) Series B        
¤
5.000%, 07/01/41 (Pre-refunded @ $100, 7/1/21)
  415   433,185
Nassau Country Ny Nas        
4.000%, 12/21/20
  1,250   1,267,687
Nassau County Interim Finance Authority (RB) Series A        
5.000%, 11/15/21
  505   536,522
New Hartford Central School District (GO) (AGM ST AID WITHHLDG)        
2.125%, 06/15/21
  250   254,260
New York State (GO) Series        
5.000%, 03/15/22
  160   172,558
 
5.000%, 03/01/23
  2,000   2,249,800
 
DFA NY Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
New York State (GO) Series A        
5.000%, 02/15/21
  750   $769,402
New York State (GO) Series C        
5.000%, 04/15/22
  825   893,087
New York State Dormitory Authority (RB) Series        
5.000%, 02/15/22
  235   252,080
 
5.000%, 03/15/22
  1,475   1,588,014
 
5.000%, 03/15/23
  650   731,315
New York State Dormitory Authority (RB) Series A        
5.000%, 12/15/20
  265   269,664
 
5.000%, 03/15/21
  225   231,665
 
5.000%, 03/15/21
  1,090   1,122,286
 
5.000%, 12/15/21
  150   159,866
 
5.000%, 10/01/22
  475   524,789
 
4.000%, 12/15/22
  100   108,916
 
5.000%, 12/15/22
  500   556,365
 
5.000%, 03/15/23
  325   365,658
¤
5.000%, 02/15/30 (Pre-refunded @ $100, 2/15/23)
  1,135   1,273,981
New York State Dormitory Authority (RB) Series B        
5.000%, 03/15/21
  310   319,182
New York State Dormitory Authority (RB) Series B-GRP A        
5.000%, 02/15/22
  1,000   1,072,680
 
5.000%, 02/15/24
  455   530,808
 
5.000%, 02/15/25
  550   665,087
New York State Dormitory Authority (RB) Series D        
5.000%, 02/15/21
  2,245   2,302,472
 
5.000%, 02/15/24
  300   349,983
New York State Dormitory Authority (RB) Series E        
5.000%, 02/15/21
  900   923,040
 
5.000%, 03/15/21
  3,000   3,088,860
New York State Urban Development Corp. (RB)        
5.000%, 03/15/21
  500   514,810
New York State Urban Development Corp. (RB) Series A        
5.000%, 03/15/21
  550   566,291
 
5.000%, 03/15/22
  760   818,231
 
5.000%, 03/15/25
  1,200   1,452,792
New York State Urban Development Corp. (RB) Series A-        
5.000%, 03/15/21
  800   823,696
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
New York State Urban Development Corp. (RB) Series A-1        
5.000%, 03/15/21
  360   $370,663
New York State Urban Development Corp. Series        
5.000%, 03/15/22
  1,080   1,162,750
New York State Urban Development Corp.(RB)        
5.000%, 03/15/22
  100   107,662
Niagara County (GO)        
2.000%, 12/01/21
  250   256,120
North Shore Central School District (GO) (ST AID WITHHLDG)        
2.000%, 12/15/22
  285   297,389
 
2.000%, 12/15/23
  550   581,449
North Tonawanda City School District (GO) (ST AID WITHHLDG)        
4.000%, 09/15/21
  650   677,839
Oceanside Union Free School District (GO) (ST AID WITHHLDG)        
2.500%, 07/01/23
  520   550,727
Onondaga County (GO)        
4.000%, 05/01/22
  590   629,282
 
5.000%, 06/01/22
  700   761,579
Onondaga County Trust for Cultural Resources (RB)        
¤
5.000%, 12/01/29 (Pre-refunded @ $100, 12/1/21)
  1,135   1,208,151
Orange County (GO)        
3.000%, 08/15/20
  665   665,592
 
3.000%, 08/15/21
  830   854,701
Orange County (GO) Series        
5.000%, 03/15/21
  325   334,750
Pittsford Central School District (GO) (ST AID WITHHLDG)        
4.000%, 10/01/21
  1,225   1,280,296
Port Washington Union Free School District (GO) (ST AID WITHHLDG)        
3.000%, 08/01/21
  135   138,866
Riverhead Central School District (GO) (ST AID WITHHLDG)        
3.000%, 03/15/22
  120   125,570
 
2.000%, 10/15/22
  280   291,264
Sachem Central School District (GO) (ST AID WITHHLDG)        
5.000%, 10/15/20
  850   858,211
 
DFA NY Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Schenectady County (GO)        
5.000%, 12/15/20
  800   $813,248
 
5.000%, 06/15/25
  140   171,420
Schenectady County (GO) Series B        
3.000%, 12/15/21
  470   486,276
Sewanhaka Central High School District of Elmont (GO) (ST AID WITHHLDG)        
3.000%, 07/15/23
  590   634,126
Smithtown Central School District (GO) (ST AID WITHHLDG)        
5.000%, 10/15/21
  295   312,255
Spackenkill Union Free School District (GO) (ST AID WITHHLDG) Series B        
5.000%, 09/15/21
  665   700,883
Spencerport Central School District (GO) (ST AID WITHHLDG)        
2.000%, 06/15/21
  500   507,980
Suffern Central School District (GO) (ST AID WITHHLDG)        
5.000%, 10/15/21
  215   227,575
Syosset Central School District (GO) (ST AID WITHHLDG)        
2.000%, 12/15/20
  1,210   1,217,478
Taconic Hills Central School District at Craryville (GO) (ST AID WITHHLDG)        
4.000%, 06/15/22
  250   267,130
Tompkins County Development Corp.        
¤
5.500%, 07/01/33
  1,150   1,174,863
Town of Babylon (GO)        
5.000%, 10/01/20
  400   403,108
 
3.000%, 07/01/25
  375   422,992
Town of Bedford (GO) Series A        
3.000%, 03/15/21
  455   463,094
 
3.000%, 03/15/25
  330   370,280
Town of Brookhaven (GO) Series        
3.000%, 03/15/22
  650   680,283
Town of Brookhaven (GO) Series A        
5.000%, 09/15/20
  1,040   1,045,814
Town of Brookhaven (GO) Series B        
4.000%, 12/15/23
  500   564,375
Town of Cheektowaga (GO)        
5.000%, 07/15/23
  265   302,927
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
Town of Clarence (GO)        
2.000%, 08/01/20
  320   $320,000
 
2.000%, 08/01/21
  250   254,708
 
2.250%, 08/01/24
  210   226,067
Town of Eastchester (GO)        
2.500%, 07/15/22
  330   345,338
Town of Hempstead (GO)        
5.000%, 04/15/21
  270   278,600
Town of Hempstead (GO) Series B        
5.000%, 09/15/20
  1,030   1,035,377
 
5.000%, 09/15/21
  2,250   2,363,872
Town of Huntington (GO)        
2.000%, 12/01/23
  220   232,599
Town of Huntington (GO) Series B        
5.000%, 11/01/20
  2,280   2,307,041
Town of North Hempstead (GO) Series A        
3.000%, 04/01/24
  425   469,599
Triborough Bridge & Tunnel Authority (RB) Series A        
5.000%, 11/15/20
  405   410,160
 
5.000%, 01/01/22
  190   202,067
Triborough Bridge & Tunnel Authority (RB) Series B        
5.000%, 11/15/20
  670   678,536
 
5.000%, 11/15/22
  190   209,428
 
5.000%, 11/15/22
  295   325,164
Triborough Bridge & Tunnel Authority Series B        
4.000%, 11/15/20
  940   949,344
Tuckahoe Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 07/15/21
  230   240,555
Ulster County (GO)        
2.000%, 11/15/22
  240   249,734
Village of Bronxville (GO) Series A        
2.000%, 11/15/22
  515   534,570
Village of Croton-On-Hudson (GO) Series A        
3.000%, 04/01/21
  300   305,562
Village of Farmingdale (GO)        
3.000%, 07/15/21
  215   220,880
Village of Garden City (GO) Series B        
2.000%, 10/15/21
  340   347,728
 
2.000%, 10/15/22
  470   487,432
Village of Mamaroneck (GO)        
5.000%, 08/15/22
  1,090   1,197,845
Wantagh Union Free School District (GO) (ST AID WITHHLDG)        
2.000%, 11/15/22
  250   259,793
 
DFA NY Municipal Bond Portfolio
CONTINUED
      Face
Amount 		  Value†
      (000)    
NEW YORK — (Continued)
West Islip Union Free School District (GO) (ST AID WITHHLDG)        
5.000%, 06/15/21
  385   $401,112
Yorktown Central School District (GO) (ST AID WITHHLDG)        
2.000%, 07/01/21
  400   406,900
TOTAL MUNICIPAL BONDS

Cost ($106,462,510)
      108,164,325
TOTAL INVESTMENTS — (100.0%)    
(Cost $106,462,510)^^
      $108,164,325
Summary of the Portfolio's investments as of July 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
—   $108,164,325   —   $108,164,325
TOTAL
—   $108,164,325   —   $108,164,325
Dimensional Retirement Income Fund
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
    Shares   Value†
AFFILIATED INVESTMENT COMPANIES — (99.7%)
Investment in DFA Inflation-Protected Securities Portfolio of

DFA Investment Dimensions Group Inc.
1,135,921   $14,846,493
Investment in DFA One-Year Fixed Income Portfolio of

DFA Investment Dimensions Group Inc.
951,866   9,804,218
Investment in U.S. Large Company Portfolio of

Dimensional Investment Group Inc.
81,732   2,052,280
Investment in U.S. Core Equity 1 Portfolio of

DFA Investment Dimensions Group Inc.
81,763   2,040,809
Investment in Large Cap International Portfolio of

DFA Investment Dimensions Group Inc.
47,039   995,820
Investment in Emerging Markets Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
30,424   613,955
Investment in International Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
41,542   500,579
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES

(Cost $27,990,552)
    $30,854,154
    
       
TEMPORARY CASH INVESTMENTS — (0.3%)
State Street Institutional U.S. Government Money Market Fund, 0.092%

(Cost $105,773)
105,773 105,773
TOTAL INVESTMENTS — (100.0%)

(Cost $28,096,325)^^
  $30,959,927
Summary of the Portfolio's investments as of July 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
$30,854,154   —   —   $30,854,154
Temporary Cash Investments
105,773   —   —   105,773
TOTAL
$30,959,927   —   —   $30,959,927
Dimensional 2045 Target Date Retirement Income Fund
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
    Shares   Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in U.S. Large Company Portfolio of

Dimensional Investment Group Inc.
761,696   $19,126,182
Investment in U.S. Core Equity 1 Portfolio of

DFA Investment Dimensions Group Inc.
763,229   19,050,194
Investment in Large Cap International Portfolio of

DFA Investment Dimensions Group Inc.
435,733   9,224,474
Investment in Emerging Markets Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
285,338   5,758,112
Investment in International Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
385,474   4,644,965
Investment in DFA Short-Term Extended Quality Portfolio of

DFA Investment Dimensions Group Inc.
265,035   2,899,479
Investment in DFA Two-Year Global Fixed Income Portfolio of

DFA Investment Dimensions Group Inc.
290,236   2,899,461
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES

(Cost $53,075,219)^^
    $63,602,867
Summary of the Portfolio's investments as of July 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
$63,602,867   —   —   $63,602,867
TOTAL
$63,602,867   —   —   $63,602,867
Dimensional 2050 Target Date Retirement Income Fund
SCHEDULE OF INVESTMENTS
July 31, 2020
(Unaudited)
    Shares   Value†
AFFILIATED INVESTMENT COMPANIES — (100.0%)
Investment in U.S. Large Company Portfolio of

Dimensional Investment Group Inc.
607,384   $15,251,410
Investment in U.S. Core Equity 1 Portfolio of

DFA Investment Dimensions Group Inc.
608,113   15,178,505
Investment in Large Cap International Portfolio of

DFA Investment Dimensions Group Inc.
346,907   7,344,027
Investment in Emerging Markets Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
232,190   4,685,587
Investment in International Core Equity Portfolio of

DFA Investment Dimensions Group Inc.
304,445   3,668,566
Investment in DFA Two-Year Global Fixed Income Portfolio of

DFA Investment Dimensions Group Inc.
122,404   1,222,813
Investment in DFA Short-Term Extended Quality Portfolio of

DFA Investment Dimensions Group Inc.
111,775   1,222,813
TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES

(Cost $39,257,565)
    $48,573,721
    
       
TEMPORARY CASH INVESTMENTS — (0.0%)
State Street Institutional U.S. Government Money Market Fund, 0.092%

(Cost $11,660)
11,660 11,660
TOTAL INVESTMENTS — (100.0%)

(Cost $39,269,225)^^
  $48,585,381
Summary of the Portfolio's investments as of July 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
$48,573,721   —   —   $48,573,721
Temporary Cash Investments
11,660   —   —   11,660
TOTAL
$48,585,381   —   —   $48,585,381
ORGANIZATION
DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940, whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At July 31, 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 2010 Target Date Retirement Income Fund, Dimensional 2015 Target Date Retirement Income Fund, Dimensional 2020 Target Date Retirement Income Fund, Dimensional 2025 Target Date Retirement Income Fund, Dimensional 2030 Target Date Retirement Income Fund, Dimensional 2035 Target Date Retirement Income Fund, Dimensional 2040 Target Date Retirement Income Fund, World Core Equity Portfolio, Global Social Core Equity Portfolio, DFA VA Global Moderate Allocation Portfolio and VA Equity Allocation Portfolio) invest in the funds indicated on the Schedule of Investments ("Underlying Funds"). The DFA Global Real Estate Securities Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in securities of companies in the real estate industry. Each of the DFA Diversified Fixed Income Portfolio and DFA Global Core Plus Fixed Income Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in fixed income securities. Each Feeder Fund (U.S. Large Cap Value Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio, Emerging Markets Value Portfolio and Tax-Managed U.S. Marketwide Value Portfolio) invests primarily in a corresponding master fund(s) ("Master Fund"). Shares held by the Portfolios in other investment companies (such as the Master Funds and the Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Portfolios’ investments in the series of The DFA Investment Trust Company or in Dimensional Emerging Markets Value Fund reflect their proportionate interest in the net assets of such corresponding Master Fund. These valuations are classified as Level 1 in the hierarchy.
Securities held by the Domestic Equity Portfolios (U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio, U.S. Large Cap Equity Portfolio, U.S. Social Core Equity 2 Portfolio, U.S. Sustainability Core 1 Portfolio, U.S. Sustainability Targeted Value Portfolio, 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 July 31, 2020, the DFA Commodity Strategy Portfolio held $262,092,178 in the Subsidiary, representing 22.94% of DFA Commodity Strategy Portfolio’s total assets.
7.    SWAP AGREEMENTS: The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.
The Portfolios may enter into a credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred. If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which
typically is between six months and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject to mandatory central clearing and exchange-trading.
Credit default swaps involve greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer, resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.
The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby creating "synthetic" inflation-indexed bonds.
Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.
The DFA Municipal Real Return Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.
Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio’s rights as a creditor.
The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM’s customers.
The Advisor and the Fund do not believe that a Portfolio’s obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio’s borrowing or senior securities restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio’s obligations over its entitlements with respect to each swap contract will be accrued
on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect to each swap contract will be accrued on a daily basis and assets having an aggregate market value at least equal to the accrued full notional value will be segregated and maintained to cover the transactions in accordance with SEC positions. To the extent that a Portfolio cannot dispose of a swap in the ordinary course of business within seven days at approximately the value at which the Portfolio has valued the swap, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio’s net assets.
The Dodd-Frank Act and related regulatory developments have imposed comprehensive new regulatory requirements on swaps and swap market participants. The regulation of cleared and uncleared swaps, as well as other derivatives, is a rapidly changing area of law and is subject to modification by government and judicial action. In addition, the SEC, CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including, for example, the implementation or reduction of speculative position limits, the implementation of higher margin requirements, the establishment of daily price limits and the suspension of trading. It is not possible to predict fully the effects of current or future regulation. New requirements, even if not directly applicable to a Portfolio, may increase the cost of the Portfolio’s investments and cost of doing business. It is possible that developments in the swaps market, including potential government regulation, could adversely affect a Portfolio’s ability to terminate existing swap agreements or to realize amounts to be received under such agreements.
FEDERAL TAX COST
At July 31, 2020, the total cost of securities for federal income tax purposes was:
  Federal
Tax Cost
Enhanced U.S. Large Company Portfolio
$411,088
U.S. Large Cap Value Portfolio
16,161,387
U.S. Targeted Value Portfolio
9,844,755
U.S. Small Cap Value Portfolio
11,039,000
U.S. Core Equity 1 Portfolio
15,433,525
U.S. Core Equity 2 Portfolio
17,051,491
U.S. Vector Equity Portfolio
2,633,443
U.S. Small Cap Portfolio
12,563,299
U.S. Micro Cap Portfolio
4,384,540
DFA Real Estate Securities Portfolio
7,071,802
Large Cap International Portfolio
4,553,691
International Core Equity Portfolio
25,683,967
International Small Company Portfolio
10,577,093
Global Small Company Portfolio
43,759
Japanese Small Company Portfolio
450,380
Asia Pacific Small Company Portfolio
381,223
United Kingdom Small Company Portfolio
20,405
Continental Small Company Portfolio
552,115
DFA International Real Estate Securities Portfolio
6,727,460
DFA Global Real Estate Securities Portfolio
7,805,024
DFA International Small Cap Value Portfolio
11,849,949
International Vector Equity Portfolio
2,782,141
World ex U.S. Value Portfolio
244,420
World ex U.S. Targeted Value Portfolio
568,803
World ex U.S. Core Equity Portfolio
3,416,530
Selectively Hedged Global Equity Portfolio
234,215
Emerging Markets Portfolio
4,269,433
Emerging Markets Small Cap Portfolio
5,228,343
  Federal
Tax Cost
Emerging Markets Value Portfolio
$14,282,034
Emerging Markets Core Equity Portfolio
21,771,251
U.S. Large Cap Equity Portfolio
1,272,823
DFA Commodity Strategy Portfolio
2,245,027
DFA One-Year Fixed Income Portfolio
7,202,039
DFA Two-Year Global Fixed Income Portfolio
5,204,827
DFA Selectively Hedged Global Fixed Income Portfolio
1,141,763
DFA Short-Term Government Portfolio
2,719,857
DFA Five-Year Global Fixed Income Portfolio
13,330,542
DFA World ex U.S. Government Fixed Income Portfolio
1,422,265
DFA Intermediate Government Fixed Income Portfolio
5,084,807
DFA Short-Term Extended Quality Portfolio
6,045,154
DFA Intermediate-Term Extended Quality Portfolio
1,891,147
DFA Targeted Credit Portfolio
803,198
DFA Investment Grade Portfolio
9,739,979
DFA Inflation-Protected Securities Portfolio
4,729,838
DFA Short-Term Municipal Bond Portfolio
2,656,010
DFA Intermediate-Term Municipal Bond Portfolio
1,928,855
DFA California Short-Term Municipal Bond Portfolio
1,068,809
DFA California Intermediate-Term Municipal Bond Portfolio
517,138
DFA NY Municipal Bond Portfolio
106,458
Dimensional Retirement Income Fund
28,221
Dimensional 2045 Target Date Retirement Income Fund
53,637
Dimensional 2050 Target Date Retirement Income Fund
39,764
Dimensional 2055 Target Date Retirement Income Fund
22,519
Dimensional 2060 Target Date Retirement Income Fund
18,689
Dimensional 2065 Target Date Retirement Income Fund
756
Dimensional 2010 Target Date Retirement Income Fund
14,302
Dimensional 2015 Target Date Retirement Income Fund
34,972
Dimensional 2020 Target Date Retirement Income Fund
104,497
Dimensional 2025 Target Date Retirement Income Fund
133,529
Dimensional 2030 Target Date Retirement Income Fund
122,392
Dimensional 2035 Target Date Retirement Income Fund
94,744
Dimensional 2040 Target Date Retirement Income Fund
79,564
DFA Short-Duration Real Return Portfolio
1,398,976
DFA Municipal Real Return Portfolio
785,023
DFA Municipal Bond Portfolio
483,185
World Core Equity Portfolio
695,574
DFA LTIP Portfolio
199,607
U.S. Social Core Equity 2 Portfolio
890,449
U.S. Sustainability Core 1 Portfolio
2,275,269
U.S. Sustainability Targeted Value Portfolio
66,626
International Sustainability Core 1 Portfolio
1,988,258
International Social Core Equity Portfolio
1,280,845
Global Social Core Equity Portfolio
74,935
Emerging Markets Social Core Equity Portfolio
1,243,770
Tax-Managed U.S. Marketwide Value Portfolio
2,423,386
Tax-Managed U.S. Equity Portfolio
1,806,930
  Federal
Tax Cost
Tax-Managed U.S. Targeted Value Portfolio
$3,138,957
Tax-Managed U.S. Small Cap Portfolio
1,869,166
T.A. U.S. Core Equity 2 Portfolio
5,435,391
Tax-Managed DFA International Value Portfolio
2,679,737
T.A. World ex U.S. Core Equity Portfolio
2,973,712
VA U.S. Targeted Value Portfolio
368,551
VA U.S. Large Value Portfolio
439,869
VA International Value Portfolio
366,002
VA International Small Portfolio
264,228
VA Short-Term Fixed Portfolio
341,248
VA Global Bond Portfolio
402,303
VIT Inflation-Protected Securities Portfolio
159,225
VA Global Moderate Allocation Portfolio
125,008
U.S. Large Cap Growth Portfolio
1,652,857
U.S. Small Cap Growth Portfolio
598,757
International Large Cap Growth Portfolio
469,622
International Small Cap Growth Portfolio
208,747
DFA Social Fixed Income Portfolio
373,489
DFA Diversified Fixed Income Portfolio
1,260,021
U.S. High Relative Profitability Portfolio
2,682,420
International High Relative Profitability Portfolio
1,197,297
VA Equity Allocation Portfolio
78,236
DFA MN Municipal Bond Portfolio
70,061
DFA California Municipal Real Return Portfolio
150,251
DFA Global Core Plus Fixed Income Portfolio
1,885,841
Emerging Markets Sustainability Core 1 Portfolio
541,746
Emerging Markets Targeted Value Portfolio
164,218
DFA Global Sustainability Fixed Income Portfolio
419,167
DFA Oregon Municipal Bond Portfolio
35,323
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. The Fund's adoption of ASU 2017-08 disclosure requirements are reflected within these financial statements prepared as of April 30, 2020 and management has concluded that the change in accounting principle does not materially impact the financial statement amounts.
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 April 30, 2020.
In March 2020, the FASB issued ASU 2020-04 which provides optional guidance to ease the potential accounting burden associated with transitioning away from the London Interbank Offered Rate and other reference rates that are expected to be discontinued. The ASU is effective immediately upon release of the update on March 12, 2020 through December 31, 2022. At this time, management is evaluating implications of these changes on the financial statements.
OTHER
The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business. Although management currently believes that resolving claims against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management’s view of these matters may change in the future.
The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio have been named as defendants in a multi-district litigation pending in the United States District Court for the Southern District of New York (the "District Court"), captioned IN RE TRIBUNE COMPANY FRAUDULENT CONVEYANCE LITIGATION, No. 11-MD-2296-RJS (the "Tribune MDL"). The Tribune MDL arises from the 2007 leveraged buyout of The Tribune Company ("Tribune") (the "LBO") and Tribune’s subsequent bankruptcy and reorganization. In connection with the LBO, thousands of Tribune shareholders, including The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio sold Tribune shares back to Tribune for $34 per share. The Tribune MDL includes a series of lawsuits brought by individual creditors of Tribune (the "Individual Creditor Actions") and a lawsuit brought by the trustee of a litigation trust (the “Trustee”) to whom Tribune’s committee of unsecured creditors assigned claims (the “Committee Action,” and with the Individual Creditor Actions, collectively referred to as the “Tribune Lawsuits”). The Tribune Lawsuits seek to unwind the LBO stock repurchases as fraudulent transfers and recover the stock repurchase proceeds paid to the Tribune shareholders who participated in the LBO.
On September 23, 2013, the District Court entered an order dismissing the Individual Creditor Actions in their entirety on the grounds that the individual creditor plaintiffs lacked standing to pursue their claims. The parties appealed the District Court’s dismissal order to the United States Court of Appeals for the Second Circuit (the “Second Circuit”), and on March 29, 2016, the Second Circuit affirmed the dismissal, albeit on the grounds that the individual creditor plaintiffs’ claims are preempted and barred by the Bankruptcy Code’s safe harbor for securities transactions. The individual creditor plaintiffs filed a petition for certiorari with the Supreme Court of the United States (the Supreme Court ), seeking review of the Second Circuit’s ruling. Thereafter, the individual creditor plaintiffs moved the Second Circuit to review its prior ruling in light of the Supreme Court’s decision in MERIT MANAGEMENT GROUP, LP v. FTI CONSULTING, INC., 138 S.Ct. 883 (2018) (“Merit Mgmt.”), which addressed the scope of the Bankruptcy Code’s safe harbor for securities transactions. The Second Circuit agreed to review the matter and withdrew its mandate with respect to the affirmance of the dismissal order. Consequently, the Supreme Court dismissed the individual creditor plaintiffs’ petition for certiorari. On December 19, 2019, the Second Circuit again affirmed the District Court’s dismissal of the Individual Creditor Actions on the grounds that the individual creditor plaintiffs’ claims are preempted and barred by the Bankruptcy Code’s safe harbor for securities transactions. The individual creditor plaintiffs moved the Second Circuit for rehearing, which the Second Circuit denied. It is expected that the individual creditor plaintiffs again will petition the Supreme Court for certiorari.
On January 6, 2017, the District Court granted the shareholder defendants’ motion to dismiss the claims against them in the Committee Action. The Trustee moved for leave from the District Court to file an amended complaint to assert new constructive fraudulent transfer claims against the shareholder defendants in light of the Merit Mgmt. decision. The District Court denied the motion, ruling that the proposed amendment would unduly prejudice the shareholder defendants and would be futile because the Trustee’s proposed constructive fraudulent transfer claims would be barred by the Bankruptcy Code’s safe harbor for securities transactions, notwithstanding the Merit Mgmt. decision. The Trustee appealed the District Court’s dismissal order and order denying the Trustee’s motion for leave to amend to the Second Circuit. The Second Circuit appeal is fully-briefed, and the parties await the scheduling of oral argument.
Litigation counsel to The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio in the Tribune Lawsuits has advised management that it does not believe that it is possible to predict with any reasonable certainty the probable outcome of the Tribune 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 Tribune 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 Tribune Lawsuits. However, even if the plaintiffs in the Tribune 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 Tribune Lawsuits that could potentially be deducted from their respective net asset values. Therefore, at this time, those investors buying or redeeming shares of The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio will pay or receive, as the case may be, a price based on the respective net asset values of The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio, with no adjustment relating to the Tribune Lawsuits. The attorneys’ fees and costs relating to the Tribune Lawsuits will be borne by The U.S. Large Cap Value Series, The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio as incurred and in a manner similar to any other expenses incurred by The U.S. Large Cap Value Series , The Tax-Managed U.S. Marketwide Value Series and VA U.S. Large Value Portfolio.
SUBSEQUENT EVENT EVALUATIONS
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.
The continued worldwide spread of novel coronavirus (or COVID-19) and its impact on international business operations, supply chains, travel, commodity prices, consumer confidence and business forecasts, and the associated impact on domestic and international equity markets and fixed income yields, has caused uncertainty for the global economy and financial markets. If market expectations about the impact of COVID-19 worsen, or if expected returns change because investors demand higher returns to invest in these uncertain times, this could have a detrimental impact on returns in the near term.